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%%% ====================================================================
%%%  BibTeX-file{
%%%     author          = "Nelson H. F. Beebe",
%%%     version         = "1.06",
%%%     date            = "05 November 2016",
%%%     time            = "09:00:47 MDT",
%%%     filename        = "ecp.bib",
%%%     address         = "University of Utah
%%%                        Department of Mathematics, 110 LCB
%%%                        155 S 1400 E RM 233
%%%                        Salt Lake City, UT 84112-0090
%%%                        USA",
%%%     telephone       = "+1 801 581 5254",
%%%     FAX             = "+1 801 581 4148",
%%%     URL             = "http://www.math.utah.edu/~beebe",
%%%     checksum        = "46205 26949 131493 1249654",
%%%     email           = "beebe at math.utah.edu, beebe at acm.org,
%%%                        beebe at computer.org (Internet)",
%%%     codetable       = "ISO/ASCII",
%%%     keywords        = "bibliography; BibTeX; Electronic
%%%                       Communications in Probability",
%%%     license         = "public domain",
%%%     supported       = "yes",
%%%     docstring       = "This is a COMPLETE bibliography of
%%%                        publications in the open-source journal,
%%%                        Electronic Communications in Probability
%%%                        (CODEN none, ISSN 1083-589X, ISSN-L
%%%                        1083-589X) published in collaboration with
%%%                        the Institute of Mathematical Statistics.
%%%                        Publication began at the University of
%%%                        Washington (Seattle, WA, USA) with volume 1,
%%%                        number 1, in 1996.  There is only one volume
%%%                        per year, but articles are available online
%%%                        as soon as they have been accepted for
%%%                        publication.
%%%
%%%                        In 2016, journal hosting moved to Project
%%%                        Euclid.
%%%
%%%                        The journal has Web sites at
%%%
%%%                            https://projecteuclid.org/euclid.ecp
%%%                            http://ecp.ejpecp.org/
%%%                            http://www.math.washington.edu/~ejpecp/ECP/
%%%
%%%                        There is also a companion journal for longer
%%%                        articles; it is covered in ejp.bib.
%%%
%%%                        At version 1.06, the year coverage looked
%%%                        like this:
%%%
%%%                             1996 (  10)    2003 (  21)    2010 (  51)
%%%                             1997 (   8)    2004 (  20)    2011 (  70)
%%%                             1998 (  13)    2005 (  30)    2012 (  63)
%%%                             1999 (  17)    2006 (  34)    2013 (  96)
%%%                             2000 (  14)    2007 (  46)    2014 (  87)
%%%                             2001 (  15)    2008 (  59)    2015 (  95)
%%%                             2002 (  19)    2009 (  57)    2016 (  67)
%%%
%%%                             Article:        892
%%%
%%%                             Total entries:  892
%%%
%%%                        Data for this bibliography have been derived
%%%                        primarily from data at the publisher Web
%%%                        site, with contributions from the BibNet
%%%                        Project and TeX User Group bibliography
%%%                        archives, and the MathSciNet and zbMATH
%%%                        databases.
%%%
%%%                        Numerous errors in the sources noted above
%%%                        have been corrected.   Spelling has been
%%%                        verified with the UNIX spell and GNU ispell
%%%                        programs using the exception dictionary
%%%                        stored in the companion file with extension
%%%                        .sok.
%%%
%%%                        BibTeX citation tags are uniformly chosen
%%%                        as name:year:abbrev, where name is the
%%%                        family name of the first author or editor,
%%%                        year is a 4-digit number, and abbrev is a
%%%                        3-letter condensation of important title
%%%                        words. Citation tags were automatically
%%%                        generated by the biblabel software
%%%                        developed for the BibNet Project.
%%%
%%%                        In this bibliography, entries are sorted in
%%%                        publication order, with the help of
%%%                        ``bibsort -bypages''.
%%%
%%%                        The checksum field above contains a CRC-16
%%%                        checksum as the first value, followed by the
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%%%                        Solovay's checksum utility.",
%%%  }
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%%% ====================================================================
%%% Acknowledgement abbreviations:
@String{ack-nhfb = "Nelson H. F. Beebe,
                    University of Utah,
                    Department of Mathematics, 110 LCB,
                    155 S 1400 E RM 233,
                    Salt Lake City, UT 84112-0090, USA,
                    Tel: +1 801 581 5254,
                    FAX: +1 801 581 4148,
                    e-mail: \path|beebe@math.utah.edu|,
                            \path|beebe@acm.org|,
                            \path|beebe@computer.org| (Internet),
                    URL: \path|http://www.math.utah.edu/~beebe/|"}

%%% ====================================================================
%%% Journal abbreviations:
@String{j-ELECTRON-COMMUN-PROBAB = "Electronic Communications in Probability"}

%%% ====================================================================
%%% Bibliography entries, sorted in publication order with
%%% ``bibsort -byvolume'':
@Article{Kesten:1996:NCT,
  author =       "Harry Kesten",
  title =        "On the Non-Convexity of the Time Constant in
                 First-Passage Percolation",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "1",
  pages =        "1:1--1:6",
  year =         "1996",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v1-971",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  MRclass =      "60K35 (82B43)",
  MRnumber =     "1386288 (98c:60142)",
  MRreviewer =   "John C. Wierman",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/971",
  abstract =     "We give a counterexample to a
                 \url{http://www.ams.org/mathscinet-getitem?mr=33:6731}
                 conjecture of Hammersley and Welsh (1965) about the
                 convexity of the time constant in first-passage
                 percolation, as a functional on the space of
                 distribution functions. The present counterexample only
                 works for first-passage percolation on $ Z^d $ for $d$
                 large.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "First-passage percolation, time constant, convexity.",
}

@Article{Kwapien:1996:PCB,
  author =       "S. Kwapien and M. Pycia and W. Schachermayer",
  title =        "A Proof of a Conjecture of {Bobkov} and {Houdr{\'e}}",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "1",
  pages =        "2:7--2:10",
  year =         "1996",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v1-972",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  MRclass =      "60E05",
  MRnumber =     "1386289 (97c:60032)",
  MRreviewer =   "Christian Houdr{\'e}",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/972",
  abstract =     "S. G. Bobkov and C. Houdr{\'e} recently posed the
                 following question on the Internet
                 (\url{http://www.sad.princeton.edu/sad/sad15/8}Problem
                 posed in Stochastic Analysis Digest no. 15
                 (9/15/1995)): Let $ X, Y $ be symmetric i.i.d. random
                 variables such that\par

                  $$ P(|X + Y| / 2 \geq t) \leq P(|X| \geq t), $$

                 for each $ t > 0 $. Does it follow that $X$ has finite
                 second moment (which then easily implies that $X$ is
                 Gaussian)? In this note we give an affirmative answer
                 to this problem and present a proof. Using a different
                 method K. Oleszkiewicz has found another proof of this
                 conjecture, as well as further related results.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Gaussian distribution.",
}

@Article{Dembo:1996:MDM,
  author =       "Amir Dembo",
  title =        "Moderate Deviations for Martingales with Bounded
                 Jumps",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "1",
  pages =        "3:11--3:17",
  year =         "1996",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v1-973",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  MRclass =      "60F10 (60E15 60F17 60G42 60G44)",
  MRnumber =     "1386290 (97k:60077)",
  MRreviewer =   "Anatolii A. Pukhal{\cprime}ski{\u\i}",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/973",
  abstract =     "We prove that the Moderate Deviation Principle (MDP)
                 holds for the trajectory of a locally square integrable
                 martingale with bounded jumps as soon as its quadratic
                 covariation, properly scaled, converges in probability
                 at an exponential rate. A consequence of this MDP is
                 the tightness of the method of bounded martingale
                 differences in the regime of moderate deviations.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Moderate deviations, martingales, bounded martingale
                 differences.",
}

@Article{Werner:1996:BDE,
  author =       "Wendelin Werner",
  title =        "Bounds for Disconnection Exponents",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "1",
  pages =        "4:19--4:28",
  year =         "1996",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v1-974",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  MRclass =      "60J65",
  MRnumber =     "1386291 (97c:60206)",
  MRreviewer =   "Jean Bertoin",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/974",
  abstract =     "We slightly improve the upper bounds of disconnection
                 exponents for planar Brownian motion that we derived in
                 an earlier paper. We also give a proof of the lower
                 bound $ 1 / (2 \pi) $ for the disconnection exponent
                 for one path.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Brownian motion, disconnection exponents",
}

@Article{Lawler:1996:DFP,
  author =       "Gregory Lawler",
  title =        "The dimension of the frontier of planar {Brownian}
                 motion",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "1",
  pages =        "5:29--5:47",
  year =         "1996",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v1-975",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  MRclass =      "60J65",
  MRnumber =     "1386292 (97g:60110)",
  MRreviewer =   "Paul McGill",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/975",
  abstract =     "Let $B$ be a two dimensional Brownian motion and let
                 the frontier of $ B[0, 1]$ be defined as the set of all
                 points in $ B[0, 1]$ that are in the closure of the
                 unbounded connected component of its complement. We
                 prove that the Hausdorff dimension of the frontier
                 equals $ 2 (1 - \alpha)$ where $ \alpha $ is an
                 exponent for Brownian motion called the two-sided
                 disconnection exponent. In particular, using an
                 estimate on $ \alpha $ due to Werner, the Hausdorff
                 dimension is greater than $ 1.015$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Brownian motion, Hausdorff dimension, frontier, random
                 fractals",
}

@Article{Puckette:1996:SCD,
  author =       "Emily E. Puckette and Wendelin Werner",
  title =        "Simulations and Conjectures for Disconnection
                 Exponents",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "1",
  pages =        "6:49--6:64",
  year =         "1996",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v1-976",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  MRclass =      "60J65 (65C05)",
  MRnumber =     "1423905 (97k:60223)",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/976",
  abstract =     "Using Monte-Carlo simulations, we estimate numerically
                 disconnection exponents for planar Brownian motions.
                 These simulations tend to confirm conjectures by
                 Duplantier and Mandelbrot.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Brownian motion, disconnection exponents",
}

@Article{Jansons:1996:END,
  author =       "Kalvis M. Jansons",
  title =        "Excursions Into a New Duality Relation for Diffusion
                 Processes",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "1",
  pages =        "7:65--7:69",
  year =         "1996",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v1-977",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  MRclass =      "60K35 (60J60)",
  MRnumber =     "1423906 (97m:60149)",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/977",
  abstract =     "This work was motivated by the recent work by H.
                 Dette, J. Pitman and W. J. Studden on a new duality
                 relation for random walks. In this note we consider the
                 diffusion process limit of their result, and use the
                 alternative approach of Ito excursion theory. This
                 leads to a duality for Ito excursion rates.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Excursions, Diffusion Processes",
}

@Article{Benjamini:1996:PBM,
  author =       "Itai Benjamini and Oded Schramm",
  title =        "Percolation Beyond {$ \mathbf {Z}^d $}, Many Questions
                 And a Few Answers",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "1",
  pages =        "8:71--8:82",
  year =         "1996",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v1-978",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  MRclass =      "60K35 (82B43)",
  MRnumber =     "1423907 (97j:60179)",
  MRreviewer =   "Olle H{\"a}ggstr{\"o}m",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/978",
  abstract =     "A comprehensive study of percolation in a more general
                 context than the usual $ Z^d $ setting is proposed,
                 with particular focus on Cayley graphs, almost
                 transitive graphs, and planar graphs. Results
                 concerning uniqueness of infinite clusters and
                 inequalities for the critical value $ p_c $ are given,
                 and a simple planar example exhibiting uniqueness and
                 non-uniqueness for different $ p > p_c $ is analyzed.
                 Numerous varied conjectures and problems are proposed,
                 with the hope of setting goals for future research in
                 percolation theory.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Percolation, criticality, planar graph, transitive
                 graph, isoperimetericinequality",
}

@Article{Dembo:1996:TAS,
  author =       "Amir Dembo and Ofer Zeitouni",
  title =        "Transportation Approach to Some Concentration
                 Inequalities in Product Spaces",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "1",
  pages =        "9:83--9:90",
  year =         "1996",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v1-979",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  MRclass =      "60E15 (28A35)",
  MRnumber =     "1423908 (98d:60035)",
  MRreviewer =   "Iosif Pinelis",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/979",
  abstract =     "Using a transportation approach we prove that for
                 every probability measures $ P, Q_1, Q_2 $ on $
                 \Omega^N $ with $P$ a product measure there exist
                 r.c.p.d. $ \nu_j$ such that $ \int \nu_j (\cdot |x) d
                 P(x) = Q_j(\cdot)$ and\par

                  $$ \int d P (x) \int \frac {dP}{dQ_1} (y)^\beta \frac
                 {dP}{dQ_2} (z)^\beta (1 + \beta (1 - 2 \beta))^{f_N(x,
                 y, z)} d \nu_1 (y|x) d \nu_2 (z|x) \le 1 \;, $$

                 for every $ \beta \in (0, 1 / 2)$. Here $ f_N$ counts
                 the number of coordinates $k$ for which $ x_k \neq y_k$
                 and $ x_k \neq z_k$. In case $ Q_1 = Q_2$ one may take
                 $ \nu_1 = \nu_2$. In the special case of $ Q_j(\cdot) =
                 P(\cdot |A)$ we recover some of Talagrand's sharper
                 concentration inequalities in product spaces.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Concentration inequalities, product spaces,
                 transportation.",
}

@Article{Carmona:1996:SSO,
  author =       "Rene Carmona and Stanislav Grishin and Lin Xu and
                 Stanislav Molchanov",
  title =        "Surface Stretching for {Ornstein--Uhlenbeck} Velocity
                 Fields",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "2",
  pages =        "1:1--1:11",
  year =         "1996",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v2-980",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/980",
  abstract =     "The present note deals with large time properties of
                 the Lagrangian trajectories of a turbulent flow in $
                 R^2 $ and $ R^3 $. We assume that the flow is driven by
                 an incompressible time-dependent random velocity field
                 with Gaussian statistics. We also assume that the field
                 is homogeneous in space and stationary and Markovian in
                 time. Such velocity fields can be viewed as (possibly
                 infinite dimensional) Ornstein--Uhlenbeck processes. In
                 d spatial dimensions we established the (strict)
                 positivity of the sum of the largest $ d - 1 $ Lyapunov
                 exponents. As a consequences of this result, we prove
                 the exponential stretching of surface areas (when $ d =
                 3$) and of curve lengths (when $ d = 2$.) This confirms
                 conjectures found in the theory of turbulent flows.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Diffusion Processes, Lyapunov Exponent, Stochastic
                 Flows.",
}

@Article{Carmona:1997:SSO,
  author =       "Rene A. Carmona and Stanislav Grishin and Lin Xu and
                 Stanislav Molchanov",
  title =        "Surface stretching for {Ornstein} {Uhlenbeck} velocity
                 fields",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "2",
  pages =        "1:1--1:11",
  year =         "1997",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v2-980",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  MRclass =      "60H25 (60H30)",
  MRnumber =     "1448321 (99c:60132)",
  MRreviewer =   "Nariyuki Minami",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Roberts:1997:GEH,
  author =       "Gareth O. Roberts and Jeffrey S. Rosenthal",
  title =        "Geometric ergodicity and hybrid {Markov} chains",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "2",
  pages =        "2:13--2:25",
  year =         "1997",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v2-981",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  MRclass =      "60J35 (60F25 60J10)",
  MRnumber =     "1448322 (99b:60122)",
  MRreviewer =   "Esa Nummelin",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/981",
  abstract =     "Various notions of geometric ergodicity for Markov
                 chains on general state spaces exist. In this paper, we
                 review certain relations and implications among them.
                 We then apply these results to a collection of chains
                 commonly used in Markov chain Monte Carlo simulation
                 algorithms, the so-called hybrid chains. We prove that
                 under certain conditions, a hybrid chain will
                 {"inherit"} the geometric ergodicity of its constituent
                 parts.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Markov chain Monte Carlo, hybrid Monte Carlo,
                 geometric ergodicity, reversibility, spectral gap.",
}

@Article{Kiesel:1997:SLS,
  author =       "R{\"u}diger Kiesel",
  title =        "Strong laws and summability for sequences of {$ \phi
                 $}-mixing random variables in {Banach} spaces",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "2",
  pages =        "3:27--3:41",
  year =         "1997",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v2-982",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  MRclass =      "60F15 (40A05 40J05 60B12)",
  MRnumber =     "1448323 (2000a:60057)",
  MRreviewer =   "A. Bozorgnia",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/982",
  abstract =     "In this note the almost sure convergence of
                 stationary, $ \varphi $-mixing sequences of random
                 variables with values in real, separable Banach spaces
                 according to summability methods is linked to the
                 fulfillment of a certain integrability condition
                 generalizing and extending the results for i.i.d.
                 sequences. Furthermore we give via Baum-Katz type
                 results an estimate for the rate of convergence in
                 these laws.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Strong Laws, $varphi$-mixing, Summability.",
}

@Article{Barlow:1997:PBT,
  author =       "Martin T. Barlow and Richard F. Bass and Krzysztof
                 Burdzy",
  title =        "Positivity of {Brownian} Transition Densities",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "2",
  pages =        "4:43--4:51",
  year =         "1997",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v2-983",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  MRclass =      "60J35 (60J65)",
  MRnumber =     "1484554 (99e:60166)",
  MRreviewer =   "Lo{\"{\i}}c Chaumont",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/983",
  abstract =     "Let $B$ be a Borel subset of $ R^d$ and let $ p(t, x,
                 y)$ be the transition densities of Brownian motion
                 killed on leaving $B$. Fix $x$ and $y$ in $B$. If $
                 p(t, x, y)$ is positive for one $t$, it is positive for
                 every value of $t$. Some related results are given.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Transition densities, Brownian motion, eigenvalue
                 expansion, fine topology, regular points.",
}

@Article{Jansons:1997:DTS,
  author =       "Kalvis M. Jansons",
  title =        "The Distribution of Time Spent by a Standard Excursion
                 Above a Given Level, with Applications to Ring Polymers
                 near a Discontinuity in Potential",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "2",
  pages =        "5:53--5:58",
  year =         "1997",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v2-984",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  MRclass =      "60J65",
  MRnumber =     "1484555 (98k:60141)",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/984",
  abstract =     "The law for the time $ \tau_a $ spent by a standard
                 Brownian excursion above a given level $ a > 0 $ is
                 found using Ito excursion theory. This is achieved by
                 conditioning the excursion to have exactly one mark of
                 an independent Poisson process. Various excursion rates
                 for excursions conditioned to have exactly $n$ marks
                 are also given in terms of generating functions. This
                 work has applications to the theory of ring polymers
                 and end-attached polymers near a discontinuity in
                 potential.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Standard Brownian Excursions, Brownian Bridges, Ring
                 Polymers, End-Attached Polymers.",
}

@Article{Kaj:1997:SAS,
  author =       "Ingemar Kaj and Serik Sagitov",
  title =        "Superprocess Approximation For a Spatially Homogeneous
                 Branching Walk",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "2",
  pages =        "6:59--6:70",
  year =         "1997",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v2-985",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  MRclass =      "60J85 (60J80)",
  MRnumber =     "1484556 (99a:60094)",
  MRreviewer =   "Luis G. Gorostiza",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/985",
  abstract =     "We present an alternative particle picture for
                 super-stable motion. It is based on a non-local
                 branching mechanism in discrete time and only trivial
                 space motion.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Superprocess, critical branching walk, time-space-mass
                 scaling, integral equations.",
}

@Article{Capitaine:1997:MRS,
  author =       "Mireille Capitaine and Elton P. Hsu and Michel
                 Ledoux",
  title =        "Martingale Representation and a Simple Proof of
                 Logarithmic {Sobolev} Inequalities on Path Spaces",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "2",
  pages =        "7:71--7:81",
  year =         "1997",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v2-986",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  MRclass =      "60J65 (58D20 58G32 60B15 60D05 60H07)",
  MRnumber =     "1484557 (99b:60136)",
  MRreviewer =   "Shi Zan Fang",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/986",
  abstract =     "We show how the Clark-Ocone-Haussmann formula for
                 Brownian motion on a compact Riemannian manifold put
                 forward by S. Fang in his proof of the spectral gap
                 inequality for the Ornstein--Uhlenbeck operator on the
                 path space can yield in a very simple way the
                 logarithmic Sobolev inequality on the same space. By an
                 appropriate integration by parts formula the proof also
                 yields in the same way a logarithmic Sobolev inequality
                 for the path space equipped with a general diffusion
                 measure as long as the torsion of the corresponding
                 Riemannian connection satisfies Driver's total
                 antisymmetry condition.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Martingale representation, logarithmic Sobolev
                 inequality, Brownian motion, Riemannian manifold",
}

@Article{Baryshnikov:1997:WSG,
  author =       "Yuliy Baryshnikov",
  title =        "{Wiener} Soccer and Its Generalization",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "3",
  pages =        "1:1--1:11",
  year =         "1997",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v3-987",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/987",
  abstract =     "The trajectory of the ball in a soccer game is
                 modelled by the Brownian motion on a cylinder, subject
                 to elastic reflections at the boundary points (as
                 proposed in [KPY]). The score is then the number of
                 windings of the trajectory around the cylinder. We
                 consider a generalization of this model to higher
                 genus, prove asymptotic normality of the score and
                 derive the covariance matrix. Further, we investigate
                 the inverse problem: to what extent the underlying
                 geometry can be reconstructed from the asymptotic
                 score.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Wiener Process, Brownian Motion.",
}

@Article{Baryshnikov:1998:WSG,
  author =       "Yuliy Baryshnikov",
  title =        "{Wiener} soccer and its generalization",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "3",
  pages =        "1--11",
  year =         "1998",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v3-987",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  MRclass =      "60J35 (60J65)",
  MRnumber =     "1492035 (99c:60158)",
  MRreviewer =   "Robert J. Adler",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Arcones:1998:LLN,
  author =       "Miguel A. Arcones",
  title =        "The Law of Large Numbers for {$U$}-statistics Under
                 Absolute Regularity",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "3",
  pages =        "2:13--2:19",
  year =         "1998",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v3-988",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  MRclass =      "60F15",
  MRnumber =     "1624866 (99d:60038)",
  MRreviewer =   "Manfred Denker",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/988",
  abstract =     "We prove the law of large numbers for $U$-statistics
                 whose underlying sequence of random variables satisfies
                 an absolute regularity condition ($ \beta $-mixing
                 condition) under suboptimal conditions.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Law of the large numbers, $U$-statistics, absolute
                 regularity.",
}

@Article{Evans:1998:EIS,
  author =       "Steven N. Evans and Yuval Peres",
  title =        "Eventual Intersection for Sequences of {L{\'e}vy}
                 Processes",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "3",
  pages =        "3:21--3:27",
  year =         "1998",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v3-989",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  MRclass =      "60J30 (60B15 60D05 60G17 60J45)",
  MRnumber =     "1625695 (99g:60130)",
  MRreviewer =   "Davar Khoshnevisan",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/989",
  abstract =     "Consider the events $ \{ F_n \cap \bigcup_{k = 1}^{n -
                 1} F_k = \emptyset \} $, $ n \in N $, where $ (F_n)_{n
                 = 1}^\infty $ is an i.i.d. sequence of stationary
                 random subsets of a compact group $G$. A plausible
                 conjecture is that these events will not occur
                 infinitely often with positive probability if $ P \{
                 F_i \cap F_j \ne \emptyset \mid F_j \} > 0$ a.s. for $
                 i \ne j$. We present a counterexample to show that this
                 condition is not sufficient, and give one that is. The
                 sufficient condition always holds when $ F_n = \{ X_t^n
                 : 0 \le t \le T \} $ is the range of a L{\'e}vy process
                 $ X^n$ on the $d$-dimensional torus with uniformly
                 distributed initial position and $ P \{ \exists 0 \le
                 s, t \le T : X_s^i = X_t^j \} > 0$ for $ i \ne j$. We
                 also establish an analogous result for the sequence of
                 graphs $ \{ (t, X_t^n) : 0 \le t \le T \} $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "L{\'e}vy process, hitting probability, range, graph,
                 random measure, random set, stationary",
}

@Article{Burdzy:1998:WCR,
  author =       "Krzysztof Burdzy and Zhen-Qing Chen",
  title =        "Weak Convergence of Reflecting {Brownian} Motions",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "3",
  pages =        "4:29--4:33",
  year =         "1998",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v3-990",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  MRclass =      "60J65",
  MRnumber =     "1625707 (99d:60091)",
  MRreviewer =   "Youngmee Kwon",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/990",
  abstract =     "We show that if a sequence of domains $ D_k $
                 increases to a domain $D$ then the reflected Brownian
                 motions in $ D_k$'s converge to the reflected Brownian
                 motion in $D$, under mild technical assumptions.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "reflected Brownian motion, weak convergence.",
}

@Article{Lawler:1998:LEW,
  author =       "Gregory F. Lawler",
  title =        "Loop-Erased Walks Intersect Infinitely Often in Four
                 Dimensions",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "3",
  pages =        "5:35--5:42",
  year =         "1998",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v3-991",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  MRclass =      "60J15",
  MRnumber =     "1637969 (99e:60156)",
  MRreviewer =   "Thomas Polaski",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/991",
  abstract =     "In this short note we show that the paths two
                 independent loop-erased random walks in four dimensions
                 intersect infinitely often. We actually prove the
                 stronger result that the cut-points of the two walks
                 intersect infinitely often.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Random Walks, Loop-Erased Walks, Intersections",
}

@Article{Thalmaier:1998:SRH,
  author =       "Anton Thalmaier",
  title =        "Some Remarks on the Heat Flow for Functions and
                 Forms",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "3",
  pages =        "6:43--6:49",
  year =         "1998",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v3-992",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  MRclass =      "58G32 (58G11 60G44)",
  MRnumber =     "1637977 (99i:58157)",
  MRreviewer =   "Elton Pei Hsu",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/992",
  abstract =     "This note is concerned with the differentiation of
                 heat semigroups on Riemannian manifolds. In particular,
                 the relation $ d P_t f = P_t d f $ is investigated for
                 the semigroup generated by the Laplacian with Dirichlet
                 boundary conditions. By means of elementary martingale
                 arguments it is shown that well-known properties which
                 hold on complete Riemannian manifolds fail if the
                 manifold is only BM-complete. In general, even if $M$
                 is flat and $f$ smooth of compact support, $ \Vert d
                 P_t f \Vert_\infty $ cannot be estimated on compact
                 time intervals in terms of $f$ or $ d f$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Heat semigroup, heat equation, Brownian motion, damped
                 parallel translation, Ricci curvature.",
}

@Article{Fargason:1998:PDB,
  author =       "Chad Fargason",
  title =        "Percolation dimension of {Brownian} motion in {$
                 \mathbf {R}^3 $}",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "3",
  pages =        "7:51--7:63",
  year =         "1998",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v3-993",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  MRclass =      "60J65",
  MRnumber =     "1641070 (99g:60149)",
  MRreviewer =   "Davar Khoshnevisan",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/993",
  abstract =     "Let $ B(t) $ be a Brownian motion in $ R^3 $. A {\em
                 subpath\/} of the Brownian path $ B[0, 1] $ is a
                 continuous curve $ \gamma (t) $, where $ \gamma [0, 1]
                 \subseteq B[0, 1] $ , $ \gamma (0) = B(0) $, and $
                 \gamma (1) = B(1) $. It is well-known that any subset
                 $S$ of a Brownian path must have Hausdorff dimension $
                 \text {dim} (S) \leq 2.$ This paper proves that with
                 probability one there exist subpaths of $ B[0, 1]$ with
                 Hausdorff dimension strictly less than 2. Thus the
                 percolation dimension of Brownian motion in $ R^3$ is
                 strictly less than 2.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Percolation dimension, boundary dimension,
                 intersection exponent",
}

@Article{Rincon:1998:EDD,
  author =       "L. A. Rincon",
  title =        "Estimates for the Derivative of Diffusion Semigroups",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "3",
  pages =        "8:65--8:74",
  year =         "1998",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v3-994",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  MRclass =      "60J60 (47D07 60H10)",
  MRnumber =     "1641074 (99g:60144)",
  MRreviewer =   "Ren Ming Song",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/994",
  abstract =     "Let $ \{ P_t \}_{t \ge 0} $ be the transition
                 semigroup of a diffusion process. It is known that $
                 P_t $ sends continuous functions into differentiable
                 functions so we can write $ D P_t f $. But what happens
                 with this derivative when $ t \to 0 $ and $ P_0 f = f $
                 is only continuous?. We give estimates for the supremum
                 norm of the Frechet derivative of the semigroups
                 associated with the operators $ {\cal A} + V $ and $
                 {\cal A} + Z \cdot \nabla $ where $ {\cal A} $ is the
                 generator of a diffusion process, $V$ is a potential
                 and $Z$ is a vector field.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Diffusion Semigroups, Diffusion Processes, Stochastic
                 Differential Equations.",
  xxtitle =      "Estimates for the derivatives of diffusion
                 semigroups",
}

@Article{Ryznar:1998:UUB,
  author =       "Micha{\l} Ryznar and Tomasz {\.Z}ak",
  title =        "Uniform Upper Bound for a Stable Measure of a Small
                 Ball",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "3",
  pages =        "9:75--9:78",
  year =         "1998",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v3-995",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  MRclass =      "60E07 (46B20 46G12)",
  MRnumber =     "1645592 (99g:60034)",
  MRreviewer =   "Aleksandr Koldobsky",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/995",
  abstract =     "P. Hitczenko, S. Kwapien, W. N. Li, G. Schechtman, T.
                 Schlumprecht and J. Zinn stated the following
                 conjecture. Let $ \mu $ be a symmetric $ \alpha
                 $-stable measure on a separable Banach space and $B$ a
                 centered ball such that $ \mu (B) \le b$. Then there
                 exists a constant $ R(b)$, depending only on $b$, such
                 that $ \mu (t B) \le R(b)t \mu (B)$ for all $ 0 < t <
                 1$. We prove that the above inequality holds but the
                 constant $R$ must depend also on $ \alpha $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "stable measure, small ball",
}

@Article{Aldous:1998:BEC,
  author =       "David J. Aldous",
  title =        "{Brownian} Excursion Conditioned on Its Local Time",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "3",
  pages =        "10:79--10:90",
  year =         "1998",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v3-996",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  MRclass =      "60J55 (60J65)",
  MRnumber =     "1650567 (99m:60115)",
  MRreviewer =   "Ingemar Kaj",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/996",
  abstract =     "For a function $ \ell $ satisfying suitable
                 integrability (but not continuity) requirements, we
                 construct a process $ (B^\ell_u, 0 \leq u \leq 1) $
                 interpretable as Brownian excursion conditioned to have
                 local time $ \ell (\cdot) $ at time $1$. The
                 construction is achieved by first defining a
                 non-homogeneous version of Kingman's coalescent and
                 then applying the general theory in Aldous (1993)
                 relating excursion-type processes to continuum random
                 trees. This complements work of Warren and Yor (1997)
                 on the Brownian burglar.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Brownian excursion, continuum random tree, Kingman's
                 coalescent, local time.",
}

@Article{Marchal:1998:BBT,
  author =       "Philippe Marchal",
  title =        "The Best Bounds in a Theorem of {Russell Lyons}",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "3",
  pages =        "11:91--11:94",
  year =         "1998",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v3-997",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  MRclass =      "60K35 (05C05)",
  MRnumber =     "1650563 (99j:60156)",
  MRreviewer =   "Wolfgang Woess",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/997",
  abstract =     "We sharpen a bound in a theorem of Russell Lyons for
                 percolation on a tree and associated random walk.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Random Walks, Percolation, Tree.",
}

@Article{Carmona:1998:FBM,
  author =       "Philippe Carmona and Laure Coutin",
  title =        "Fractional {Brownian} Motion and the {Markov}
                 Property",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "3",
  pages =        "12:95--12:107",
  year =         "1998",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v3-998",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  MRclass =      "60H35 (65C50)",
  MRnumber =     "1658690 (2000b:60163)",
  MRreviewer =   "Corinne Berzin",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/998",
  abstract =     "Fractional Brownian motion belongs to a class of long
                 memory Gaussian processes that can be represented as
                 linear functionals of an infinite dimensional Markov
                 process. This leads naturally to:\par

                 \begin{itemize} \item An efficient algorithm to
                 approximate the process. \item An ergodic theorem which
                 applies to functionals of the type\par

                  $$ \int_0^t \phi (V_h(s)), d s \quad {\rm where~}
                 \quad V_h(s) = \int_0^s h(s - u), d B_u. $$
                 \end{itemize}

                 where $B$ is a real Brownian motion.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Gaussian processes, Markov Processes, Numerical
                 Approximation, Ergodic Theorem.",
}

@Article{Handa:1998:LBT,
  author =       "Kenji Handa",
  title =        "A Lower Bound for Time Correlation of Lattice Gases",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "4",
  pages =        "1:1--1:8",
  year =         "1998",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v4-999",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/999",
  abstract =     "The lattice gas model in equilibrium is considered. We
                 give a lower bound of the density-density time
                 correlation for large time, which involves the bulk
                 diffusion matrix in a physically natural way.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Lattice gas models, correlation function, the bulk
                 diffusion matrix.",
}

@Article{Handa:1999:LBT,
  author =       "Kenji Handa",
  title =        "A lower bound for time correlation of lattice gases",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "4",
  pages =        "1--8",
  year =         "1999",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v4-999",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  MRclass =      "82C20 (60K35 82C22)",
  MRnumber =     "1691652 (2000g:82020)",
  MRreviewer =   "Raphael Lefevere",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Hooghiemstra:1999:OTB,
  author =       "Gerard Hooghiemstra",
  title =        "On the Occupation Time of {Brownian} Excursion",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "4",
  pages =        "8:61--8:64",
  year =         "1999",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v4-1006",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  MRclass =      "60J65",
  MRnumber =     "1711595 (2001h:60144)",
  MRreviewer =   "Robert J. Adler",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1006",
  abstract =     "Recently, Kalvin M. Jansons derived in an elegant way
                 the Laplace transform of the time spent by an excursion
                 above a given level $ a > 0 $. This result can also be
                 derived from previous work of the author on the
                 occupation time of the excursion in the interval $ (a,
                 a + b] $, by sending $ b \to \infty $. Several
                 alternative derivations are included.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Brownian excursion, occupation time.",
}

@Article{Evans:1999:IES,
  author =       "Steven N. Evans and Xiaowen Zhou",
  title =        "Identifiability of Exchangeable Sequences with
                 Identically Distributed Partial Sums",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "4",
  pages =        "2:9--2:13",
  year =         "1999",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v4-1000",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  MRclass =      "60G09",
  MRnumber =     "1691653 (2000e:60055)",
  MRreviewer =   "N. C. Weber",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1000",
  abstract =     "Consider two exchangeable sequences $ (X_k)_{k \in N}
                 $ and $ (\hat {X}_k)_{k \in N} $ with the property that
                 $ S_n \equiv \sum_{k = 1}^n X_k $ and $ \hat {S}_n
                 \equiv \sum_{k = 1}^n \hat {X}_k $ have the same
                 distribution for all $ n \in N $. David Aldous posed
                 the following question. Does this imply that the two
                 exchangeable sequences have the same joint
                 distributions? We give an example that shows the answer
                 to Aldous' question is, in general, in the negative. On
                 the other hand, we show that the joint distributions of
                 an exchangeable sequence can be recovered from the
                 distributions of its partial sums if the sequence is a
                 countable mixture of i.i.d. sequences that are either
                 nonnegative or have finite moment generating functions
                 in some common neighbourhood of zero.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "exchangeability, de Finetti's theorem, characteristics
                 function, Laplace transform, moment generating
                 function",
}

@Article{Matsumoto:1999:SCP,
  author =       "Hiroyuki Matsumoto and Marc Yor",
  title =        "Some Changes of Probabilities Related to a Geometric
                 {Brownian} Motion Version of {Pitman}'s {$ 2 M - X $}
                 Theorem",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "4",
  pages =        "3:15--3:23",
  year =         "1999",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v4-1001",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  MRclass =      "60J60 (60J65)",
  MRnumber =     "1703607 (2000e:60130)",
  MRreviewer =   "F. B. Knight",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1001",
  abstract =     "Rogers-Pitman have shown that the sum of the absolute
                 value of $ B^{(\mu)} $, Brownian motion with constant
                 drift $ \mu $, and its local time $ L^{(\mu)} $ is a
                 diffusion $ R^{(\mu)} $. We exploit the intertwining
                 relation between $ B^{(\mu)} $ and $ R^{(\mu)} $ to
                 show that the same addition operation performed on a
                 one-parameter family of diffusions $ {X^{(\alpha,
                 \mu)}}_{\alpha \in {\mathbf R}_+} $ yields the same
                 diffusion $ R^{(\mu)} $. Recently we obtained an
                 exponential analogue of the Rogers-Pitman result. Here
                 we exploit again the corresponding intertwining
                 relationship to yield a one-parameter family extension
                 of our result.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Diffusion Process, Geometric Brownian Motion, Markov
                 Intertwining Kernel, (strict) Local Martingale,
                 Explosion.",
}

@Article{Warren:1999:RDA,
  author =       "Jon Warren",
  title =        "On a Result of {David Aldous} Concerning the Trees in
                 a Conditioned Excursion",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "4",
  pages =        "4:25--4:29",
  year =         "1999",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v4-1002",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  MRclass =      "60J55",
  MRnumber =     "1703608 (2000f:60121)",
  MRreviewer =   "David J. Aldous",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1002",
  abstract =     "The law of a random tree constructed within a Brownian
                 excursion is calculated conditional on knowing the
                 occupation measure of the excursion. In previous work
                 David Aldous has used random walk approximations to
                 obtain this result. Here it is deduced from Le Gall's
                 description of the tree in the unconditioned
                 excursion.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Brownian excursion, random tree, local time.",
}

@Article{Bertoin:1999:CBP,
  author =       "Jean Bertoin and Jim Pitman and Juan {Ruiz de
                 Chavez}",
  title =        "Constructions of a {Brownian} Path With a Given
                 Minimum",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "4",
  pages =        "5:31--5:37",
  year =         "1999",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v4-1003",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  MRclass =      "60J65 (60G17)",
  MRnumber =     "1703609 (2000j:60097)",
  MRreviewer =   "Paul McGill",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1003",
  abstract =     "We construct a Brownian path conditioned on its
                 minimum value over a fixed time interval by a simple
                 transformation of a Brownian bridge.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Conditioned Brownian motion, path transformations",
}

@Article{Schramm:1999:TCH,
  author =       "Oded Schramm and Boris Tsirelson",
  title =        "Trees, Not Cubes: Hypercontractivity, Cosiness, and
                 Noise Stability",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "4",
  pages =        "6:39--6:49",
  year =         "1999",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v4-1004",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  MRclass =      "60J10 (05C05 42C10 46E39)",
  MRnumber =     "1711603 (2000k:60143)",
  MRreviewer =   "Laurent Miclo",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1004",
  abstract =     "Noise sensitivity of functions on the leaves of a
                 binary tree is studied, and a hypercontractive
                 inequality is obtained. We deduce that the spider walk
                 is not noise stable.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "hypercontractivity, cosiness, noise stability, noise
                 sensitivity",
}

@Article{Lindvall:1999:STS,
  author =       "Torgny Lindvall",
  title =        "On {Strassen}'s Theorem on Stochastic Domination",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "4",
  pages =        "7:51--7:59",
  year =         "1999",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v4-1005",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  MRclass =      "60B05 (60E15 60J05)",
  MRnumber =     "1711599 (2000k:60006)",
  MRreviewer =   "George L. O'Brien",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1005",
  abstract =     "The purpose of this note is to make available a
                 reasonably complete and straightforward proof of
                 Strassen's theorem on stochastic domination, and to
                 draw attention to the original paper. We also point out
                 that the maximal possible value of $ P(Z = Z') $ is
                 actually not reduced by the requirement $ Z \leq Z' $.
                 Here, $ Z, Z' $ are stochastic elements that Strassen's
                 theorem states exist under a stochastic domination
                 condition. The consequence of that observation to
                 stochastically monotone Markov chains is pointed out.
                 Usually the theorem is formulated with the assumption
                 that $ \leq $ is a partial ordering; the proof reveals
                 that a pre-ordering suffices.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Strassen's theorem, coupling, pre-ordering, maximal
                 diagonal probability",
}

@Article{Li:1999:RPF,
  author =       "Zenghu Li and Tokuzo Shiga and Lihua Yao",
  title =        "A Reversibility Problem for {Fleming--Viot}
                 Processes",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "4",
  pages =        "9:65--9:76",
  year =         "1999",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v4-1007",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  MRclass =      "60G57 (60J60)",
  MRnumber =     "1711591 (2001e:60097)",
  MRreviewer =   "Sylvie Roelly",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1007",
  abstract =     "Fleming--Viot processes incorporating mutation and
                 selection are considered. It is well-known that if the
                 mutation factor is of uniform type, the process has a
                 reversible stationary distribution, and it has been an
                 open problem to characterize the class of the processes
                 that have reversible stationary distributions. This
                 paper proves that if a Fleming--Viot process has a
                 reversible stationary distribution, then the associated
                 mutation operator is of uniform type.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Fleming--Viot processes, measure-valued diffusion,
                 reversibility, Dirichlet space",
}

@Article{Lewis:1999:CM,
  author =       "Thomas M. Lewis and Geoffrey Pritchard",
  title =        "Correlation Measures",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "4",
  pages =        "10:77--10:85",
  year =         "1999",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v4-1008",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  MRclass =      "60E15",
  MRnumber =     "1716783 (2000j:60023)",
  MRreviewer =   "Christian Houdr{\'e}",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1008",
  abstract =     "We study a class of Borel probability measures, called
                 correlation measures. Our results are of two types:
                 first, we give explicit constructions of non-trivial
                 correlation measures; second, we examine some of the
                 properties of the set of correlation measures. In
                 particular, we show that this set of measures has a
                 convexity property. Our work is related to the
                 so-called Gaussian correlation conjecture.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "correlation measures, Gaussian correlation
                 inequality",
}

@Article{Guillotin:1999:EOM,
  author =       "Nadine Guillotin",
  title =        "Edge Occupation Measure for a Reversible {Markov}
                 Chain",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "4",
  pages =        "11:87--11:90",
  year =         "1999",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v4-1009",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  MRclass =      "60J10 (60F05 60F10)",
  MRnumber =     "1741735 (2001g:60169)",
  MRreviewer =   "Wolfgang K{\"o}nig",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1009",
  abstract =     "In this note, we study the Gaussian fluctuations of
                 the edge occupation measure for a reversible Markov
                 chain and give a nice description of the covariance
                 matrix. Then we give some large deviations results
                 concerning this occupation measure.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Markov Chain, Limit theorems, Large deviations
                 principle",
}

@Article{Cranston:1999:LEI,
  author =       "Michael Cranston and Michael Scheutzow and David
                 Steinsaltz",
  title =        "Linear Expansion of Isotropic {Brownian} Flows",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "4",
  pages =        "12:91--12:101",
  year =         "1999",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v4-1010",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  MRclass =      "60H15 (60J65)",
  MRnumber =     "1741738 (2001d:60068)",
  MRreviewer =   "R{\'e}mi L{\'e}andre",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1010",
  abstract =     "We consider an isotropic Brownian flow on $ R^d $ for
                 $ d \geq 2 $ with a positive Lyapunov exponent, and
                 show that any nontrivial connected set almost surely
                 contains points whose distance from the origin under
                 the flow grows linearly with time. The speed is bounded
                 below by a fixed constant, which may be computed from
                 the covariance tensor of the flow. This complements
                 earlier work, which showed that stochastic flows with
                 bounded local characteristics and zero drift cannot
                 grow at a linear rate faster than linear.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Stochastic flows, Brownian flows, stochastic
                 differential equations, martingale fields, Lyapunov
                 exponents",
}

@Article{Csaki:1999:CEB,
  author =       "Endre Cs{\'a}ki and Davar Khoshnevisan and Zhan Shi",
  title =        "Capacity Estimates, Boundary Crossings and the
                 {Ornstein--Uhlenbeck} Process in {Wiener} Space",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "4",
  pages =        "13:103--13:109",
  year =         "1999",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v4-1011",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  MRclass =      "60G15 (60G40 60G60 60J45 60J65)",
  MRnumber =     "1741736 (2001g:60083)",
  MRreviewer =   "Shi Zan Fang",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1011",
  abstract =     "Let $ T_1 $ denote the first passage time to 1 of a
                 standard Brownian motion. It is well known that as $
                 \lambda $ goes to infinity, $ P \{ T_1 > \lambda \} $
                 goes to zero at rate $ c \lambda^{-1 / 2} $, where $c$
                 equals $ (2 / \pi)^{1 / 2}$. The goal of this note is
                 to establish a quantitative, infinite dimensional
                 version of this result. Namely, we will prove the
                 existence of positive and finite constants $ K_1$ and $
                 K_2$, such that for all $ \lambda > e^e$, \par

                  $$ K_1 \lambda^{-1 / 2} \leq \text {Cap} \{ T_1 >
                 \lambda \} \leq K_2 \lambda^{-1 / 2} \log^3 (\lambda)
                 \cdot \log \log (\lambda), $$

                 where `$ \log $' denotes the natural logarithm, and $
                 \text {Cap}$ is the Fukushima-Malliavin capacity on the
                 space of continuous functions.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Capacity on Wiener space, quasi-sure analysis,
                 Ornstein--Uhlenbeck process, Brownian sheet.",
}

@Article{Li:1999:GCI,
  author =       "Wenbo V. Li",
  title =        "A {Gaussian} Correlation Inequality and its
                 Applications to Small Ball Probabilities",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "4",
  pages =        "14:111--14:118",
  year =         "1999",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v4-1012",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  MRclass =      "60G15 (60E15)",
  MRnumber =     "1741737 (2001j:60074)",
  MRreviewer =   "Qi Man Shao",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1012",
  abstract =     "We present a Gaussian correlation inequality which is
                 closely related to a result of Schechtman, Schlumprecht
                 and Zinn (1998) on the well-known Gaussian correlation
                 conjecture. The usefulness of the inequality is
                 demonstrated by several important applications to the
                 estimates of small ball probability.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Small ball probabilities, Gaussian correlation
                 inequality",
}

@Article{Schweinsberg:1999:NSC,
  author =       "Jason Schweinsberg",
  title =        "A Necessary and Sufficient Condition for the
                 Lambda-Coalescent to Come Down from Infinity",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "5",
  pages =        "1:1--1:11",
  year =         "1999",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v5-1013",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1013",
  abstract =     "Let $ \Pi_{\infty } $ be the standard $ \Lambda
                 $-coalescent of Pitman, which is defined so that $
                 \Pi_{\infty }(0)$ is the partition of the positive
                 integers into singletons, and, if $ \Pi_n$ denotes the
                 restriction of $ \Pi_{\infty }$ to $ \{ 1, \ldots, n \}
                 $, then whenever $ \Pi_n(t)$ has $b$ blocks, each
                 $k$-tuple of blocks is merging to form a single block
                 at the rate $ \lambda_{b, k}$, where $ \lambda_{b, k} =
                 \int_0^1 x^{k - 2} (1 - x)^{b - k} \Lambda (d x)$ for
                 some finite measure $ \Lambda $. We give a necessary
                 and sufficient condition for the $ \Lambda $-coalescent
                 to ``come down from infinity'', which means that the
                 partition $ \Pi_{\infty }(t)$ almost surely consists of
                 only finitely many blocks for all $ t > 0$. We then
                 show how this result applies to some particular
                 families of $ \Lambda $-coalescents.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "coalescent, Kochen-Stone Lemma",
}

@Article{Limic:1999:BLP,
  author =       "Vlada Limic",
  title =        "On the Behavior of {LIFO} Preemptive Resume Queues in
                 Heavy Traffic",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "5",
  pages =        "2:13--2:27",
  year =         "1999",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v5-1014",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1014",
  abstract =     "This paper studies heavy traffic behavior of a G/G/1
                 last-in-first-out (LIFO) preemptive resume queue, by
                 extending the techniques developed in Limic (1999). The
                 queue length process exhibits a perhaps unexpected
                 heavy traffic behavior. The diffusion limit depends on
                 the type of arrivals (and services) in a fairly
                 intricate way, related to the Wiener-Hopf factorization
                 for random walks.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "LIFO queue, heavy traffic, measure-valued process,
                 branching, feedback, renewal, Wiener-Hopf
                 factorization",
}

@Article{Marchal:1999:LER,
  author =       "Philippe Marchal",
  title =        "Loop-Erased Random Walks, Spanning Trees and
                 {Hamiltonian} Cycles",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "5",
  pages =        "4:39--4:50",
  year =         "1999",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v5-1016",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1016",
  abstract =     "We establish a formula for the distribution of
                 loop-erased random walks at certain random times.
                 Several classical results on spanning trees, including
                 Wilson's algorithm, follow easily, as well as a method
                 to construct random Hamiltonian cycles.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Loop-erased random walk, spanning tree, Wilson's
                 algorithm",
}

@Article{Telcs:2000:TPE,
  author =       "Andras Telcs",
  title =        "Transition Probability Estimates for Reversible
                 {Markov} Chains",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "5",
  pages =        "3:29--3:37",
  year =         "2000",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v5-1015",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1015",
  abstract =     "This paper provides transition probability estimates
                 of transient reversible Markov chains. The key
                 condition of the result is the spatial symmetry and
                 polynomial decay of the Green's function of the
                 chain.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Random walks, reversible Markov chains, fractals,
                 dimensions",
}

@Article{Bertoin:2000:CMC,
  author =       "Jean Bertoin",
  title =        "The Convex Minorant of the {Cauchy} Process",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "5",
  pages =        "5:51--5:55",
  year =         "2000",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v5-1017",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1017",
  abstract =     "We determine the law of the convex minorant $ (M_s, s
                 \in [0, 1]) $ of a real-valued Cauchy process on the
                 unit time interval, in terms of the gamma process. In
                 particular, this enables us to deduce that the paths of
                 $M$ have a continuous derivative, and that the support
                 of the Stieltjes measure $ d M'$ has logarithmic
                 dimension one.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Cauchy process, Gamma process, convex minorant",
}

@Article{Barlow:2000:VSB,
  author =       "Martin Barlow and Krzysztof Burdzy and Haya Kaspi and
                 Avi Mandelbaum",
  title =        "Variably Skewed {Brownian} Motion",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "5",
  pages =        "6:57--6:66",
  year =         "2000",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v5-1018",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1018",
  abstract =     "Given a standard Brownian motion $B$, we show that the
                 equation\par

                  $$ X_t = x_0 + B_t + \beta (L_t^X), t \geq 0, $$

                 has a unique strong solution $X$. Here $ L^X$ is the
                 symmetric local time of $X$ at $0$, and $ \beta $ is a
                 given differentiable function with $ \beta (0) = 0$,
                 whose derivative is always in $ ( - 1, 1)$. For a
                 linear function $ \beta $, the solution is the familiar
                 skew Brownian motion.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Skew Brownian motion, Brownian motion, stochastic
                 differential equation, local time",
}

@Article{Angel:2000:LWS,
  author =       "Omer Angel and Itai Benjamini and Yuval Peres",
  title =        "A Large {Wiener} Sausage from Crumbs",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "5",
  pages =        "7:67--7:71",
  year =         "2000",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v5-1019",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1019",
  abstract =     "Let $ B(t) $ denote Brownian motion in $ R^d $. It is
                 a classical fact that for any Borel set $A$ in $ R^d$,
                 the volume $ V_1 (A)$ of the Wiener sausage $ B[0, 1] +
                 A$ has nonzero expectation iff $A$ is nonpolar. We show
                 that for any nonpolar $A$, the random variable $ V_1
                 (A)$ is unbounded.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Brownian motion, capacity, polar set, Wiener
                 sausage.",
}

@Article{Sepanski:2000:WLL,
  author =       "Steven Sepanski and Zhidong Pan",
  title =        "A Weak Law of Large Numbers for the Sample Covariance
                 Matrix",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "5",
  pages =        "8:73--8:76",
  year =         "2000",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v5-1020",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1020",
  abstract =     "In this article we consider the sample covariance
                 matrix formed from a sequence of independent and
                 identically distributed random vectors from the
                 generalized domain of attraction of the multivariate
                 normal law. We show that this sample covariance matrix,
                 appropriately normalized by a nonrandom sequence of
                 linear operators, converges in probability to the
                 identity matrix.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Law of large numbers, affine normalization, sample
                 covariance, central limit theorem, domain of
                 attraction, generalized domain of attraction,
                 multivariate t statistic",
}

@Article{Fill:2000:CSF,
  author =       "James Fill and Svante Janson",
  title =        "A Characterization of the Set of Fixed Points of the
                 {Quicksort} Transformation",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "5",
  pages =        "9:77--9:84",
  year =         "2000",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v5-1021",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1021",
  abstract =     "The limiting distribution $ \mu $ of the normalized
                 number of key comparisons required by the Quicksort
                 sorting algorithm is known to be the unique fixed point
                 of a certain distributional transformation $T$ -
                 unique, that is, subject to the constraints of zero
                 mean and finite variance. We show that a distribution
                 is a fixed point of $T$ if and only if it is the
                 convolution of $ \mu $ with a Cauchy distribution of
                 arbitrary center and scale. In particular, therefore, $
                 \mu $ is the unique fixed point of $T$ having zero
                 mean.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Quicksort, fixed point, characteristic function,
                 smoothing transformation, domain of attraction,
                 coupling, integral equation",
}

@Article{Jonasson:2000:CTP,
  author =       "Johan Jonasson and Oded Schramm",
  title =        "On the Cover Time of Planar Graphs",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "5",
  pages =        "10:85--10:90",
  year =         "2000",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v5-1022",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1022",
  abstract =     "The cover time of a finite connected graph is the
                 expected number of steps needed for a simple random
                 walk on the graph to visit all the vertices. It is
                 known that the cover time on any $n$-vertex, connected
                 graph is at least $ \bigl (1 + o(1) \bigr)n \log n$ and
                 at most $ \bigl (1 + o(1) \bigr) \frac {4}{27}n^3$.
                 This paper proves that for bounded-degree planar graphs
                 the cover time is at least $ c n(\log n)^2$, and at
                 most $ 6 n^2$, where $c$ is a positive constant
                 depending only on the maximal degree of the graph. The
                 lower bound is established via use of circle
                 packings.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "effective resistance, commute time, hitting time,
                 difference time, circle packing, triangulation",
}

@Article{Fitzsimmons:2000:SFM,
  author =       "P. Fitzsimmons",
  title =        "Strict Fine Maxima",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "5",
  pages =        "11:91--11:94",
  year =         "2000",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v5-1023",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1023",
  abstract =     "We provide a simple probabilistic proof of a result of
                 J. Kr{\'a}l and I. Netuka: If $f$ is a measurable
                 real-valued function on $ \mathbb {R}^d$ ($ d > 1$)
                 then the set of points at which $f$ has a strict {\em
                 fine\/} local maximum value is polar.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Brownian motion, fine topology, local maxima, optional
                 projection.",
}

@Article{Devroye:2000:PSQ,
  author =       "Luc Devroye and James Fill and Ralph Neininger",
  title =        "Perfect Simulation from the {Quicksort} Limit
                 Distribution",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "5",
  pages =        "12:95--12:99",
  year =         "2000",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v5-1024",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib;
                 http://www.math.utah.edu/pub/tex/bib/prng.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1024",
  abstract =     "The weak limit of the normalized number of comparisons
                 needed by the Quicksort algorithm to sort $n$ randomly
                 permuted items is known to be determined implicitly by
                 a distributional fixed-point equation. We give an
                 algorithm for perfect random variate generation from
                 this distribution.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Quicksort, random variate generation, simulation,
                 perfect simulation, rejection method, Monte Carlo
                 method, fixed-point equation",
}

@Article{Briand:2000:CCT,
  author =       "Philippe Briand and Fran{\c{c}}ois Coquet and Ying Hu
                 and Jean M{\'e}min and Shige Peng",
  title =        "A Converse Comparison Theorem for {BSDEs} and Related
                 Properties of $g$-Expectation",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "5",
  pages =        "13:101--13:117",
  year =         "2000",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v5-1025",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1025",
  abstract =     "In [1], Z. Chen proved that, if for each terminal
                 condition $ \xi $, the solution of the BSDE associated
                 to the standard parameter $ (\xi, g_1) $ is equal at
                 time $ t = 0 $ to the solution of the BSDE associated
                 to $ (\xi, g_2) $ then we must have $ g_1 \equiv g_2 $.
                 This result yields a natural question: what happens in
                 the case of an inequality in place of an equality? In
                 this paper, we try to investigate this question and we
                 prove some properties of ``$g$-expectation'', notion
                 introduced by S. Peng in [8].",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Backward stochastic differential equations, comparison
                 theorem.",
}

@Article{Guionnet:2000:CSM,
  author =       "Alice Guionnet and Ofer Zeitouni",
  title =        "Concentration of the Spectral Measure for Large
                 Matrices",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "5",
  pages =        "14:119--14:136",
  year =         "2000",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v5-1026",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1026",
  abstract =     "We derive concentration inequalities for functions of
                 the empirical measure of eigenvalues for large, random,
                 self adjoint matrices, with not necessarily Gaussian
                 entries. The results presented apply in particular to
                 non-Gaussian Wigner and Wishart matrices. We also
                 provide concentration bounds for non commutative
                 functionals of random matrices.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Random Matrices, Concentration inequalities,
                 non-commutative functionals.",
}

@Article{Kuznetsov:2000:USG,
  author =       "Sergei Kuznetsov",
  title =        "On Uniqueness of a Solution of {$ L u = u^\alpha $}
                 with Given Trace",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "5",
  pages =        "15:137--15:147",
  year =         "2000",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v5-1027",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1027",
  abstract =     "A boundary trace $ (\Gamma, \nu) $ of a solution of $
                 \Delta u = u^\alpha $ in a bounded smooth domain in $
                 \mathbb {R}^d $ was first constructed by Le Gall
                 \cite{LGOne} who described all possible traces for $
                 \alpha = 2, d = 2 $ in which case a solution is defined
                 uniquely by its trace. In a number of publications,
                 Marcus, V{\'e}ron, Dynkin and Kuznetsov gave analytic
                 and probabilistic generalization of the concept of
                 trace to the case of arbitrary $ \alpha > 1, d \ge 1 $.
                 However, it was shown by Le Gall that the trace, in
                 general, does not define a solution uniquely in case $
                 d \ge (\alpha + 1) / (\alpha - 1) $. He offered a
                 sufficient condition for the uniqueness and conjectured
                 that a uniqueness should be valid if the singular part
                 $ \Gamma $ of the trace coincides with the set of all
                 explosion points of the measure $ \nu $. Here, we
                 establish a necessary condition for the uniqueness
                 which implies a negative answer to the above
                 conjecture.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "superdiffusion, moderate solutions, sigma-moderate
                 solutions, stochastic boundary values, trace of a
                 solution, explosion points.",
}

@Article{Simon:2000:SME,
  author =       "Thomas Simon",
  title =        "Support of a {Marcus} equation in Dimension $1$",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "5",
  pages =        "16:149--16:157",
  year =         "2000",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v5-1028",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1028",
  abstract =     "The purpose of this note is to give a support theorem
                 in the Skorohod space for a one-dimensional Marcus
                 differential equation driven by a L{\'e}vy process,
                 without any assumption on the latter. We also give a
                 criterion ensuring that the support of the equation is
                 the whole Skorohod space. This improves, in dimension
                 1, a result of H. Kunita.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Fagnola:2000:MSQ,
  author =       "Franco Fagnola and Stephen Wills",
  title =        "Mild Solutions of Quantum Stochastic Differential
                 Equations",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "5",
  pages =        "17:158--17:171",
  year =         "2000",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v5-1029",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1029",
  abstract =     "We introduce the concept of a mild solution for the
                 right Hudson-Parthasarathy quantum stochastic
                 differential equation, prove existence and uniqueness
                 results, and show the correspondence between our
                 definition and similar ideas in the theory of classical
                 stochastic differential equations. The conditions that
                 a process must satisfy in order for it to be a mild
                 solution are shown to be strictly weaker than those for
                 it to be a strong solution by exhibiting a class of
                 coefficient matrices for which a mild unitary solution
                 can be found, but for which no strong solution
                 exists.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Quantum stochastic, stochastic differential equation,
                 mild solution",
}

@Article{Briand:2001:DTT,
  author =       "Philippe Briand and Bernard Delyon and Jean
                 M{\'e}min",
  title =        "{Donsker}-Type Theorem for {BSDEs}",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "6",
  pages =        "1:1--1:14",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v6-1030",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1030",
  abstract =     "This paper is devoted to the proof of Donsker's
                 theorem for backward stochastic differential equations
                 (BSDEs for short). The main objective is to give a
                 simple method to discretize in time a BSDE. Our
                 approach is based upon the notion of ``convergence of
                 filtrations'' and covers the case of a $ (y,
                 z)$-dependent generator.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Backward stochastic differential equation (BSDE),
                 stability of BSDEs, weak convergence of filtrations,
                 discretization.",
}

@Article{Marcus:2001:NID,
  author =       "Michael Marcus and Jan Rosinski",
  title =        "{$ L^1 $}-Norm of Infinitely Divisible Random Vectors
                 and Certain Stochastic Integrals",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "6",
  pages =        "2:15--2:29",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v6-1031",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1031",
  abstract =     "Equivalent upper and lower bounds for the $ L^1 $ norm
                 of Hilbert space valued infinitely divisible random
                 variables are obtained and used to find bounds for
                 different types of stochastic integrals.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Infinitely divisible random variables, stochastic
                 integrals",
}

@Article{Atar:2001:BDP,
  author =       "Rami Atar and Siva Athreya and Min Kang",
  title =        "Ballistic Deposition on a Planar Strip",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "6",
  pages =        "3:31--3:38",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v6-1032",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1032",
  abstract =     "We consider ballistic diffusion limited aggregation on
                 a finite strip $ [0, L - 1] $ times $ \mathbb {Z}_+ $
                 in $ \mathbb {Z}^2 $ for some $L$ in $ \mathbb {Z}_+$.
                 We provide numerical bounds on the growth in the height
                 process.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Ballistic, Deposition, Diffusion Limited
                 Aggregation.",
}

@Article{Giacomin:2001:RTS,
  author =       "Giambattista Giacomin and Gustavo Posta",
  title =        "On Recurrent and Transient Sets of Inhomogeneous
                 Symmetric Random Walks",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "6",
  pages =        "4:39--4:53",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v6-1033",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1033",
  abstract =     "We consider a continuous time random walk on the
                 $d$-dimensional lattice $ \mathbb {Z}^d$: the jump
                 rates are time dependent, but symmetric and strongly
                 elliptic with ellipticity constants independent of
                 time. We investigate the implications of heat kernel
                 estimates on recurrence-transience properties of the
                 walk and we give conditions for recurrence as well as
                 for transience: we give applications of these
                 conditions and discuss them in relation with the
                 (optimal) Wiener test available in the time independent
                 context. Our approach relies on estimates on the time
                 spent by the walk in a set and on a 0-1 law. We show
                 also that, still via heat kernel estimates, one can
                 avoid using a 0-1 law, achieving this way quantitative
                 estimates on more general hitting probabilities.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Inhomogeneous Symmetric Random Walks, Heat Kernel
                 Estimates, Recurrence-Transience, Hitting
                 Probabilities, Wiener test, Paley-Zygmund inequality",
}

@Article{Panchenko:2001:NTC,
  author =       "Dmitriy Panchenko",
  title =        "A Note on {Talagrand}'s Concentration Inequality",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "6",
  pages =        "5:55--5:65",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v6-1034",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1034",
  abstract =     "In this paper we revisit Talagrand's proof of
                 concentration inequality for empirical processes. We
                 give a different proof of the main technical lemma that
                 guarantees the existence of a certain kernel. Moreover,
                 we generalize the result of Talagrand to a family of
                 kernels which in one particular case allows us to
                 produce the Poissonian bound without using the
                 truncation argument. We also give some examples of
                 applications of the abstract concentration inequality
                 to empirical processes that demonstrate some
                 interesting properties of Talagrand's kernel method.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Concentration of measure, empirical processes",
}

@Article{Swart:2001:DSW,
  author =       "Jan Swart",
  title =        "A {$2$}-Dimensional {SDE} Whose Solutions are Not
                 Unique",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "6",
  pages =        "6:67--6:71",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v6-1035",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1035",
  abstract =     "In 1971, Yamada and Watanabe showed that pathwise
                 uniqueness holds for the SDE $ d X = \sigma (X)d B $
                 when sigma takes values in the n-by-m matrices and
                 satisfies $ | \sigma (x) - \sigma (y)| < |x - y| \log
                 (1 / |x - y|)^{1 / 2} $. When $ n = m = 2 $ and $
                 \sigma $ is of the form $ \sigma_{ij}(x) =
                 \delta_{ij}s(x) $, they showed that this condition can
                 be relaxed to $ | \sigma (x) - \sigma (y)| < |x - y|
                 \log (1 / |x - y|) $, leaving open the question whether
                 this is true for general $ 2 \times m $ matrices. We
                 construct a $ 2 \times 1 $ matrix-valued function which
                 negatively answers this question. The construction
                 demonstrates an unexpected effect, namely, that
                 fluctuations in the radial direction may stabilize a
                 particle in the origin.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Stochastic differential equation, pathwise uniqueness
                 / strong uniqueness, diffusion process.",
}

@Article{Hambly:2001:PTS,
  author =       "B. Hambly and James Martin and Neil O'Connell",
  title =        "{Pitman}'s {$ 2 M - X $} Theorem for Skip-Free Random
                 Walks with {Markovian} Increments",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "6",
  pages =        "7:73--7:77",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v6-1036",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1036",
  abstract =     "Let $ (\xi_k, k \ge 0) $ be a Markov chain on $ {-1, +
                 1} $ with $ \xi_0 = 1 $ and transition probabilities $
                 P(\xi_{k + 1} = 1 | \xi_k = 1) = a > b = P(\xi_{k + 1}
                 = - 1 | \xi_k = - 1) $. Set $ X_0 = 0 $, $ X_n = \xi_1
                 + \cdots + \xi_n $ and $ M_n = \max_{0 \le k \le n}X_k
                 $. We prove that the process $ 2 M - X $ has the same
                 law as that of $X$ conditioned to stay non-negative.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Pitman's representation, three-dimensional Bessel
                 process, telegrapher's equation, queue, Burke's
                 theorem, quasireversibility.",
}

@Article{Bandyopadhyay:2001:HCF,
  author =       "Antar Bandyopadhyay and David Aldous",
  title =        "How to Combine Fast Heuristic {Markov} Chain {Monte
                 Carlo} with Slow Exact Sampling",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "6",
  pages =        "8:79--8:89",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v6-1037",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1037",
  abstract =     "Given a probability law $ \pi $ on a set $S$ and a
                 function $ g : S \rightarrow R$, suppose one wants to
                 estimate the mean $ \bar {g} = \int g d \pi $. The
                 Markov Chain Monte Carlo method consists of inventing
                 and simulating a Markov chain with stationary
                 distribution $ \pi $. Typically one has no a priori
                 bounds on the chain's mixing time, so even if
                 simulations suggest rapid mixing one cannot infer
                 rigorous confidence intervals for $ \bar {g}$. But
                 suppose there is also a separate method which (slowly)
                 gives samples exactly from $ \pi $. Using $n$ exact
                 samples, one could immediately get a confidence
                 interval of length $ O(n^{-1 / 2})$. But one can do
                 better. Use each exact sample as the initial state of a
                 Markov chain, and run each of these $n$ chains for $m$
                 steps. We show how to construct confidence intervals
                 which are always valid, and which, if the (unknown)
                 relaxation time of the chain is sufficiently small
                 relative to $ m / n$, have length $ O(n^{-1} \log n)$
                 with high probability.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Confidence interval, Exact sampling, Markov chain
                 Monte Carlo.",
}

@Article{Borovkov:2001:KIF,
  author =       "Konstantin Borovkov and Zaeem Burq",
  title =        "{Kendall}'s identity for the first crossing time
                 revisited",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "6",
  pages =        "9:91--9:94",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v6-1038",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1038",
  abstract =     "We give a new relatively compact proof of the famous
                 identity for the distribution of the first hitting time
                 of a linear boundary by a skip-free process with
                 stationary independent increments. The proof uses
                 martingale identities and change of measure.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Skip-free L{\'e}vy process, first crossing time,
                 change of measure.",
}

@Article{Bertoin:2001:SSS,
  author =       "Jean Bertoin and Marc Yor",
  title =        "On Subordinators, Self-Similar {Markov} Processes and
                 Some Factorizations of the Exponential Variable",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "6",
  pages =        "10:95--10:106",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v6-1039",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1039",
  abstract =     "Let $ \xi $ be a subordinator with Laplace exponent $
                 \Phi $, $ I = \int_0^{\infty } \exp ( - \xi_s)d s $ the
                 so-called exponential functional, and $X$
                 (respectively, $ \hat X$) the self-similar Markov
                 process obtained from $ \xi $ (respectively, from $
                 \hat {\xi } = - \xi $) by Lamperti's transformation. We
                 establish the existence of a unique probability measure
                 $ \rho $ on $]0, \infty [$ with $k$-th moment given for
                 every $ k \in N$ by the product $ \Phi (1) \cdots \Phi
                 (k)$, and which bears some remarkable connections with
                 the preceding variables. In particular we show that if
                 $R$ is an independent random variable with law $ \rho $
                 then $ I R$ is a standard exponential variable, that
                 the function $ t \to E(1 / X_t)$ coincides with the
                 Laplace transform of $ \rho $, and that $ \rho $ is the
                 $1$-invariant distribution of the sub-Markovian process
                 $ \hat X$. A number of known factorizations of an
                 exponential variable are shown to be of the preceding
                 form $ I R$ for various subordinators $ \xi $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Self-similar Markov process, subordinator, exponential
                 functional",
}

@Article{Konig:2001:ELP,
  author =       "Wolfgang K{\"o}nig and Neil O'Connell",
  title =        "Eigenvalues of the {Laguerre} Process as Non-Colliding
                 Squared {Bessel} Processes",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "6",
  pages =        "11:107--11:114",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v6-1040",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1040",
  abstract =     "Let $ A(t) $ be an $ n \times p $ matrix with
                 independent standard complex Brownian entries and set $
                 M(t) = A(t)^*A(t) $. This is a process version of the
                 Laguerre ensemble and as such we shall refer to it as
                 the {\em Laguerre process\/}. The purpose of this note
                 is to remark that, assuming $ n > p $, the eigenvalues
                 of $ M(t) $ evolve like $p$ independent squared Bessel
                 processes of dimension $ 2 (n - p + 1)$, conditioned
                 (in the sense of Doob) never to collide. More
                 precisely, the function $ h(x) = \prod_{i < j}(x_i -
                 x_j)$ is harmonic with respect to $p$ independent
                 squared Bessel processes of dimension $ 2 (n - p + 1)$,
                 and the eigenvalue process has the same law as the
                 corresponding Doob $h$-transform. In the case where the
                 entries of $ A(t)$ are {\em real\/} Brownian motions, $
                 (M(t))_{t > 0}$ is the Wishart process considered by
                 Bru (1991). There it is shown that the eigenvalues of $
                 M(t)$ evolve according to a certain diffusion process,
                 the generator of which is given explicitly. An
                 interpretation in terms of non-colliding processes does
                 not seem to be possible in this case. We also identify
                 a class of processes (including Brownian motion,
                 squared Bessel processes and generalised
                 Ornstein--Uhlenbeck processes) which are all amenable
                 to the same $h$-transform, and compute the
                 corresponding transition densities and upper tail
                 asymptotics for the first collision time.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Wishart and Laguerre ensembles and processes,
                 eigenvalues as diffusions, non-colliding squared Bessel
                 processes.",
}

@Article{Schramm:2001:PF,
  author =       "Oded Schramm",
  title =        "A Percolation Formula",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "6",
  pages =        "12:115--12:120",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v6-1041",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1041",
  abstract =     "Let $A$ be an arc on the boundary of the unit disk
                 $U$. We prove an asymptotic formula for the probability
                 that there is a percolation cluster $K$ for critical
                 site percolation on the triangular grid in $U$ which
                 intersects $A$ and such that $0$ is surrounded by the
                 union of $K$ and $A$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "SLE, Cardy, conformal invariance",
}

@Article{OConnell:2001:RNC,
  author =       "Neil O'Connell and Marc Yor",
  title =        "A Representation for Non-Colliding Random Walks",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "7",
  pages =        "1:1--1:12",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v7-1042",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1042",
  abstract =     "We define a sequence of mappings $ \Gamma_k : D_0
                 (R_+)^k \to D_0 (R_+)^k $ and prove the following
                 result: Let $ N_1, \ldots, N_n $ be the counting
                 functions of independent Poisson processes on $ R_+ $
                 with respective intensities $ \mu_1 < \mu_2 < \cdots <
                 \mu_n $. The conditional law of $ N_1, \ldots, N_n $,
                 given that\par

                  $$ N_1 (t) \le \cdots \le N_n(t), \mbox { for all }t
                 \ge 0, $$

                 is the same as the unconditional law of $ \Gamma_n(N)
                 $. From this, we deduce the corresponding results for
                 independent Poisson processes of equal rates and for
                 independent Brownian motions (in both of these cases
                 the conditioning is in the sense of Doob). This extends
                 a recent observation, independently due to Baryshnikov
                 (2001) and Gravner, Tracy and Widom (2001), which
                 relates the law of a certain functional of Brownian
                 motion to that of the largest eigenvalue of a GUE
                 random matrix. Our main result can also be regarded as
                 a generalisation of Pitman's representation for the
                 3-dimensional Bessel process.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "GUE, eigenvalues of random matrices, Hermitian
                 Brownian motion, non-colliding Brownian motions, Weyl
                 chamber, queues in series, Burke's theorem,
                 reversibility, Pitman's representation theorem,
                 Charlier ensemble.",
}

@Article{Alili:2001:CDC,
  author =       "Larbi Alili",
  title =        "Canonical Decompositions of Certain Generalized
                 {Brownian} Bridges",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "7",
  pages =        "3:27--3:35",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v7-1044",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1044",
  abstract =     "We define a generalized Brownian bridge and we provide
                 some information about its filtration. Two
                 decompositions of this process as a semi-martingale are
                 given. The first one is a Volterra decomposition and
                 the second one is its canonical decomposition in its
                 own filtration.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Brownian bridge; Brownian motion; Canonical
                 decomposition; Volterra transform.",
}

@Article{Ressel:2001:SAU,
  author =       "Paul Ressel",
  title =        "Subdiagonal and Almost Uniform Distributions",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "7",
  pages =        "10:97--10:100",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v7-1051",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1051",
  abstract =     "A distribution (function) $F$ on $ [0, 1]$ with $
                 F(t)$ less or equal $t$ for all $t$ is called {\em
                 subdiagonal\/}. The extreme subdiagonal distributions
                 are identified as those whose distribution functions
                 are almost surely the identity, or equivalently for
                 which $ F \circ F = F$. There exists a close connection
                 to exchangeable random orders on $ \{ 1, 2, 3, \ldots
                 {} \} $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Subdiagonal distribution, almost uniform distribution,
                 exchangeable random order.",
}

@Article{Feng:2002:LDQ,
  author =       "Shui Feng and Jie Xiong",
  title =        "Large Deviations and Quasi-Potential of a
                 {Fleming--Viot} Process",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "7",
  pages =        "2:13--2:25",
  year =         "2002",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v7-1043",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1043",
  abstract =     "The large deviation principle is established for the
                 Fleming--Viot process with neutral mutation when the
                 process starts from a point on the boundary. Since the
                 diffusion coefficient is degenerate on the boundary,
                 the boundary behavior of the process is investigated in
                 detail. This leads to the explicit identification of
                 the rate function, the quasi-potential, and the
                 structure of the effective domain of the rate
                 function.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Fleming--Viot process, large deviations,
                 quasi-potential.",
}

@Article{Baudoin:2002:FEG,
  author =       "Fabrice Baudoin",
  title =        "Further Exponential Generalization of {Pitman}'s {$ 2
                 M - X $} Theorem",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "7",
  pages =        "4:37--4:46",
  year =         "2002",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v7-1045",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1045",
  abstract =     "We present a class of processes which enjoy an
                 exponential analogue of Pitman's $ 2 M - X $ theorem,
                 improving hence some works of H. Matsumoto and M.
                 Yor.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Diffusion processes, Exponential analogue of Pitman's
                 2M-X theorem.",
}

@Article{Rempala:2002:APS,
  author =       "Grzegorz Rempala and Jacek Wesolowski",
  title =        "Asymptotics for Products of Sums and
                 {$U$}-statistics",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "7",
  pages =        "5:47--5:54",
  year =         "2002",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v7-1046",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1046",
  abstract =     "The product of subsequent partial sums of independent,
                 identically distributed, square integrable, positive
                 random variables is asymptotically lognormal. The
                 result extends in a rather routine way to
                 non-degenerate $U$-statistics.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Central limit theorem, lognormal distribution,
                 products of sums of iid rv's, records, $U$-statistics",
}

@Article{Panchenko:2002:SEI,
  author =       "Dmitriy Panchenko",
  title =        "Some Extensions of an Inequality of {Vapnik} and
                 {Chervonenkis}",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "7",
  pages =        "6:55--6:65",
  year =         "2002",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v7-1047",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1047",
  abstract =     "The inequality of Vapnik and Chervonenkis controls the
                 expectation of the function by its sample\par

                 average uniformly over a VC-major class of functions
                 taking into account the size of the
                 expectation.\par

                 Using Talagrand's kernel method we prove a similar
                 result for the classes of functions for which
                 Dudley's\par

                 uniform entropy integral or bracketing entropy integral
                 is finite.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Concentration of measure, empirical processes",
}

@Article{Haggstrom:2002:MRH,
  author =       "Olle H{\"a}ggstr{\"o}m",
  title =        "A Monotonicity Result for Hard-core and
                 {Widom--Rowlinson} Models on Certain $d$-dimensional
                 Lattices",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "7",
  pages =        "7:67--7:78",
  year =         "2002",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v7-1048",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1048",
  abstract =     "For each $ d \geq 2 $, we give examples of
                 $d$-dimensional periodic lattices on which the
                 hard-core and Widom--Rowlinson models exhibit a phase
                 transition which is monotonic, in the sense that there
                 exists a critical value $ \lambda_c$ for the activity
                 parameter $ \lambda $, such that there is a unique
                 Gibbs measure (resp. multiple Gibbs measures) whenever
                 $ \lambda $ is less than $ \lambda_c$ (resp. $ \lambda
                 $ greater than $ \lambda_c$). This contrasts with
                 earlier examples of such lattices, where the phase
                 transition failed to be monotonic. The case of the
                 cubic lattice $ Z^d$ remains an open problem.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Hard-core model, Widom--Rowlinson model, Gibbs
                 measures, monotonic phase transition,
                 site-random-cluster model.",
}

@Article{Klebaner:2002:OPW,
  author =       "Fima Klebaner",
  title =        "Option Price When the Stock is a Semimartingale",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "7",
  pages =        "8:79--8:83",
  year =         "2002",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v7-1049",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1049",
  abstract =     "The purpose of this note is to give a PDE satisfied by
                 a call option when the price process is a
                 semimartingale. The main result generalizes the PDE in
                 the case when the stock price is a diffusion. Its proof
                 uses Meyer-Tanaka and occupation density formulae.
                 Presented approach also gives a new insight into the
                 classical Black-Scholes formula. Rigorous proofs of
                 some known results are also given.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Black-Scholes formula, Meyer-Tanaka formula,
                 semimartingales.",
}

@Article{Kessler:2002:IER,
  author =       "David Kessler and Jeremy Schiff",
  title =        "{Inclusion-Exclusion} {{\em Redux}}",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "7",
  pages =        "9:85--9:96",
  year =         "2002",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v7-1050",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1050",
  abstract =     "We present a reordered version of the
                 inclusion--exclusion principle, which is useful when
                 computing the probability of a union of events which
                 are close to independent. The advantages of this
                 formulation are demonstrated in the context of 3
                 classic problems in combinatorics.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Inclusion-exclusion principle, close-to-independent
                 events.",
}

@Article{Boivin:2002:GRR,
  author =       "Daniel Boivin and Jean-Marc Derrien",
  title =        "Geodesics and Recurrence of Random Walks in Disordered
                 Systems",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "7",
  pages =        "11:101--11:115",
  year =         "2002",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v7-1052",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1052",
  abstract =     "In a first-passage percolation model on the square
                 lattice $ Z^2 $, if the passage times are independent
                 then the number of geodesics is either $0$ or $ +
                 \infty $. If the passage times are stationary, ergodic
                 and have a finite moment of order $ \alpha > 1 / 2$,
                 then the number of geodesics is either $0$ or $ +
                 \infty $. We construct a model with stationary passage
                 times such that $ E \lbrack t(e)^\alpha \rbrack <
                 \infty $, for every $ 0 < \alpha < 1 / 2$, and with a
                 unique geodesic. The recurrence/transience properties
                 of reversible random walks in a random environment with
                 stationary conductances $ (a(e); e$ is an edge of $
                 \mathbb {Z}^2)$ are considered.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Geodesics in first-passage percolation model; Random
                 environment with stationary conductances; Recurrence
                 and transience.; Reversible random walks on $Z^2$",
}

@Article{Soucaliuc:2002:NRB,
  author =       "Florin Soucaliuc and Wendelin Werner",
  title =        "A Note on Reflecting {Brownian} Motions",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "7",
  pages =        "12:117--12:122",
  year =         "2002",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v7-1053",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1053",
  abstract =     "We give another proof of the following result from a
                 joint paper with B{\'a}lint T{\'o}th: {\em A Brownian
                 motion reflected on an independent time-reversed
                 Brownian motion is a Brownian motion.}",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Brownian motion, reflection",
}

@Article{Rosenthal:2002:QCR,
  author =       "Jeffrey Rosenthal",
  title =        "Quantitative Convergence Rates of {Markov} Chains: A
                 Simple Account",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "7",
  pages =        "13:123--13:128",
  year =         "2002",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v7-1054",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1054",
  abstract =     "We state and prove a simple quantitative bound on the
                 total variation distance after $k$ iterations between
                 two Markov chains with different initial distributions
                 but identical transition probabilities. The result is a
                 simplified and improved version of the result in
                 Rosenthal (1995), which also takes into account the $
                 \epsilon $-improvement of Roberts and Tweedie (1999),
                 and which follows as a special case of the more
                 complicated time-inhomogeneous results of Douc et al.
                 (2002). However, the proof we present is very short and
                 simple; and we feel that it is worthwhile to boil the
                 proof down to its essence. This paper is purely
                 expository; no new results are presented.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Markov chain, convergence rate, mixing time, drift
                 condition, minorisation condition, total variation
                 distance.",
}

@Article{Atar:2002:NLN,
  author =       "Rami Atar and Krzysztof Burdzy",
  title =        "On Nodal Lines of {Neumann} Eigenfunctions",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "7",
  pages =        "14:129--14:139",
  year =         "2002",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v7-1055",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1055",
  abstract =     "We present a new method for locating the nodal line of
                 the second eigenfunction for the Neumann problem in a
                 planar domain.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Nodal line, reflected Brownian motion, mirror
                 coupling, eigenfunction, Neumann problem",
}

@Article{Machida:2002:FAA,
  author =       "Motoya Machida",
  title =        "{Fill}'s Algorithm for Absolutely Continuous
                 Stochastically Monotone Kernels",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "7",
  pages =        "15:141--15:155",
  year =         "2002",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v7-1056",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1056",
  abstract =     "Fill, Machida, Murdoch, and Rosenthal (2000) presented
                 their algorithm and its variants to extend the perfect
                 sampling algorithm of Fill (1998) to chains on
                 continuous state spaces. We consider their algorithm
                 for absolutely continuous stochastically monotone
                 kernels, and show the correctness of the algorithm
                 under a set of certain regularity conditions. These
                 conditions succeed in relaxing the previously known
                 hypotheses sufficient for their algorithm to apply.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Markov chain Monte Carlo, Fill's algorithm, perfect
                 sampling, exact sampling, rejection sampling,
                 stochastic monotonicity, partially ordered set,
                 monotone coupling, absolutely continuous Markov kernel,
                 regularity conditions.",
}

@Article{Wang:2002:SCC,
  author =       "Hao Wang",
  title =        "State Classification for a Class of Interacting
                 Superprocesses with Location Dependent Branching",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "7",
  pages =        "16:157--16:167",
  year =         "2002",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v7-1057",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1057",
  abstract =     "The spatial structure of a class of superprocesses
                 which arise as limits in distribution of a class of
                 interacting particle systems with location dependent
                 branching is investigated. The criterion of their state
                 classification is obtained. Their effective state space
                 is contained in the set of purely-atomic measures or
                 the set of absolutely continuous measures according as
                 one diffusive coefficient $ c(x) \equiv 0 $ or $ |c(x)|
                 \geq \epsilon > 0 $ while another diffusive coefficient
                 $ h \in C^2_b(R) $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "spatial structure, interaction, superprocess, location
                 dependent branching",
}

@Article{Bahlali:2002:EUS,
  author =       "Khaled Bahlali",
  title =        "Existence and uniqueness of solutions for {BSDEs} with
                 locally {Lipschitz} coefficient",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "7",
  pages =        "17:169--17:179",
  year =         "2002",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v7-1058",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1058",
  abstract =     "We deal with multidimensional backward stochastic
                 differential equations (BSDE) with locally Lipschitz
                 coefficient in both variables $ y, z $ and an only
                 square integrable terminal data. Let $ L_N $ be the
                 Lipschitz constant of the coefficient on the ball $
                 B(0, N) $ of $ R^d \times R^{dr} $. We prove that if $
                 L_N = O (\sqrt {\log N }) $, then the corresponding
                 BSDE has a unique solution. Moreover, the stability of
                 the solution is established under the same assumptions.
                 In the case where the terminal data is bounded, we
                 establish the existence and uniqueness of the solution
                 also when the coefficient has an arbitrary growth (in
                 $y$) and without restriction on the behaviour of the
                 Lipschitz constant $ L_N $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Backward stochastic differential equations (BSDE),
                 locally Lipschitz function.",
}

@Article{Griffin:2002:TSS,
  author =       "Philip Griffin",
  title =        "Tightness of the {Student} $t$-Statistic",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "7",
  pages =        "18:181--18:190",
  year =         "2002",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v7-1059",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1059",
  abstract =     "Let $ X, X_1, X_2, \dots $ be a sequence of
                 nondegenerate, independent and identically distributed
                 random variables and set $ S_n = X_1 + \dots + X_n $, $
                 V_n^2 = X_1^2 + \dots + X_n^2 $. We answer a question
                 of Gotze, Gine and Mason by providing a simple
                 necessary and sufficient condition for tightness of $
                 S_n / V_n $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "tightness, t-statistic, self-normalized sum",
}

@Article{Zerner:2002:NBL,
  author =       "Martin Zerner",
  title =        "A Non-Ballistic Law of Large Numbers for Random Walks
                 in {I.I.D.} Random Environment",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "7",
  pages =        "19:191--19:197",
  year =         "2002",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v7-1060",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1060",
  abstract =     "We prove that random walks in i.i.d. random
                 environments which oscillate in a given direction have
                 velocity zero with respect to that direction. This
                 complements existing results thus giving a general law
                 of large numbers under the only assumption of a certain
                 zero-one law, which is known to hold if the dimension
                 is two.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Random walk in random environment, RWRE, law of large
                 numbers.",
}

@Article{Mikami:2002:OCA,
  author =       "Toshio Mikami",
  title =        "Optimal Control for Absolutely Continuous Stochastic
                 Processes and the Mass Transportation Problem",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "7",
  pages =        "20:199--20:213",
  year =         "2002",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v7-1061",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1061",
  abstract =     "We study the optimal control problem for $ \mathbb
                 {R}^d$-valued absolutely continuous stochastic
                 processes with given marginal distributions at every
                 time. When $ d = 1$, we show the existence and the
                 uniqueness of a minimizer which is a function of a time
                 and an initial point. When $ d > 1$, we show that a
                 minimizer exists and that minimizers satisfy the same
                 ordinary differential equation.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Absolutely continuous stochastic process, mass
                 transportation problem, Salisbury's problem, Markov
                 control, zero-noise limit",
}

@Article{vanZanten:2002:COM,
  author =       "Harry van Zanten",
  title =        "Continuous {Ocone} Martingales as Weak Limits of
                 Rescaled Martingales",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "7",
  pages =        "21:215--21:222",
  year =         "2002",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v7-1062",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  note =         "See remark and counterexample
                 \cite{Peccati:2004:WCO}.",
  URL =          "http://ecp.ejpecp.org/article/view/1062",
  abstract =     "Consider a martingale $M$ with bounded jumps and two
                 sequences $ a_n, b_n \to \infty $. We show that if the
                 rescaled martingales\par

                  $$ M^n_t = \frac {1}{\sqrt {a_n}}M_{b_n t} $$

                 converge weakly, then the limit is necessarily a
                 continuous Ocone martingale. Necessary and sufficient
                 conditions for the weak convergence of the rescaled
                 martingales are also given.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Appleby:2002:ASS,
  author =       "John Appleby",
  title =        "Almost Sure Stability of Linear {It{\^o}--Volterra}
                 Equations with Damped Stochastic Perturbations",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "7",
  pages =        "22:223--22:234",
  year =         "2002",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v7-1063",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1063",
  abstract =     "In this paper we study the a.s. convergence of all
                 solutions of the It{\^o}--Volterra equation

                  $$ d X(t) = (A X(t) + \int_0^t K(t - s)X(s), d s) \, d
                 t + \Sigma (t) \, d W(t) $$

                 to zero. $A$ is a constant $ d \times d$ matrix, $K$ is
                 a $ d \times d$ continuous and integrable matrix
                 function, $ \Sigma $ is a continuous $ d \times r$
                 matrix function, and $W$ is an $r$-dimensional Brownian
                 motion. We show that when

                  $$ x'(t) = A x(t) + \int_0^t K(t - s)x(s) \, d s $$

                 has a uniformly asymptotically stable zero solution,
                 and the resolvent has a polynomial upper bound, then
                 $X$ converges to 0 with probability 1, provided

                  $$ \lim_{t \rightarrow \infty } | \Sigma (t)|^2 \log t
                 = 0. $$

                 A converse result under a monotonicity restriction on $
                 | \Sigma |$ establishes that the rate of decay for $ |
                 \Sigma |$ above is necessary. Equations with bounded
                 delay and neutral equations are also considered.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Stochastic functional-differential equations,
                 It{\^o}--Volterra equations, uniform asymptotic
                 stability, almost sure stability, pathwise stability,
                 simulated annealing.",
}

@Article{Gao:2003:MML,
  author =       "Fuchang Gao",
  title =        "The Mean of a Maximum Likelihood Estimator Associated
                 with the {Brownian} Bridge",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "8",
  pages =        "1:1--1:5",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v8-1064",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1064",
  abstract =     "A closed formula for the mean of a maximum likelihood
                 estimator associated with the Brownian bridge is
                 obtained; the exact relation with that of the Brownian
                 motion is established.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Brownian bridge, intrinsic volume, solid angle",
}

@Article{Angel:2003:RWA,
  author =       "Omer Angel and Itai Benjamini and B{\'a}lint
                 Vir{\'a}g",
  title =        "Random Walks that Avoid Their Past Convex Hull",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "8",
  pages =        "2:6--2:16",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v8-1065",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1065",
  abstract =     "We explore planar random walk conditioned to avoid its
                 past convex hull. We prove that it escapes at a
                 positive lim sup speed. Experimental results show that
                 fluctuations from a limiting direction are on the order
                 of $ n^{3 / 4} $. This behavior is also observed for
                 the extremal investor, a natural financial model
                 related to the planar walk.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Holroyd:2003:TMP,
  author =       "Alexander Holroyd and Yuval Peres",
  title =        "Trees and Matchings from Point Processes",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "8",
  pages =        "3:17--3:27",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v8-1066",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1066",
  abstract =     "A {\em factor graph\/} of a point process is a graph
                 whose vertices are the points of the process, and which
                 is constructed from the process in a deterministic
                 isometry-invariant way. We prove that the {\em
                 d\/}-dimensional Poisson process has a one-ended tree
                 as a factor graph. This implies that the Poisson points
                 can be given an ordering isomorphic to the usual
                 ordering of the integers in a deterministic
                 isometry-invariant way. For $d$ greater than or equal
                 to 4 our result answers a question posed by Ferrari,
                 Landim and Thorisson [7]. We prove also that any
                 isometry-invariant ergodic point process of finite
                 intensity in Euclidean or hyperbolic space has a
                 perfect matching as a factor graph provided all the
                 inter-point distances are distinct.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Poisson process, point process, random tree, random
                 matching, minimal spanning forest.",
}

@Article{Dubedat:2003:ST,
  author =       "Julien Dub{\'e}dat",
  title =        "{SLE} and Triangles",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "8",
  pages =        "4:28--4:42",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v8-1067",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1067",
  abstract =     "By analogy with Carleson's observation on Cardy's
                 formula describing crossing probabilities for the
                 scaling limit of critical percolation, we exhibit
                 ``privileged geometries'' for Stochastic Loewner
                 Evolutions with various parameters, for which certain
                 hitting distributions are uniformly distributed. We
                 then examine consequences for limiting probabilities of
                 events concerning various critical plane discrete
                 models.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Stochastic Loewner Evolution. FK percolation. Double
                 domino tilings. Uniform spanning tree.",
}

@Article{Duheille-Bienvenue:2003:CLT,
  author =       "Fr{\'e}d{\'e}rique Duheille-Bienvenue and Nadine
                 Guillotin-Plantard",
  title =        "{Central Limit Theorems} for the Products of Random
                 Matrices Sampled by a Random Walk",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "8",
  pages =        "5:43--5:50",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v8-1068",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1068",
  abstract =     "The purpose of the present paper is to study the
                 asymptotic behaviour of the products of random matrices
                 indexed by a random walk following the results obtained
                 by Furstenberg and Kesten (MR53:14670) and by Ishitani
                 (MR 53:14670).",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Random Walk, Random Matrix, Random Scenery, Functional
                 limit theorem",
}

@Article{Gobet:2003:CGB,
  author =       "Emmanuel Gobet and Arturo Kohatsu-Higa",
  title =        "Computation of {Greeks} for Barrier and Lookback
                 Options Using {Malliavin} Calculus",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "8",
  pages =        "6:51--6:62",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v8-1069",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1069",
  abstract =     "In this article, we consider the numerical
                 computations associated to the Greeks of barrier and
                 lookback options, using Malliavin calculus. For this,
                 we derive some integration by parts formulae involving
                 the maximum and minimum of a one dimensional diffusion.
                 Numerical tests illustrate the gain of accuracy
                 compared to classical methods.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Barrier and lookback options. Option sensitivities.
                 Malliavin calculus.",
}

@Article{Sepanski:2003:LIL,
  author =       "Steven Sepanski",
  title =        "A Law of the Iterated Logarithm for the Sample
                 Covariance Matrix",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "8",
  pages =        "7:63--7:76",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v8-1070",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1070",
  abstract =     "For a sequence of independent identically distributed
                 Euclidean random vectors, we prove a law of the
                 iterated logarithm for the sample covariance matrix
                 when {\em o(log log n) \/}terms are omitted. The result
                 is proved under the hypothesis that the random vectors
                 belong to the generalized domain of attraction of the
                 multivariate Gaussian law. As an application, we obtain
                 a bounded law of the iterated logarithm for the
                 multivariate t-statistic.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "law of the iterated logarithm, sample covariance,
                 central limit theorem, generalized domain of
                 attraction, multivariate t statistic, extreme values,
                 operator normalization, self normalization",
}

@Article{Wilson:2003:MTR,
  author =       "David Wilson",
  title =        "Mixing Time of the {Rudvalis} Shuffle",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "8",
  pages =        "8:77--8:85",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v8-1071",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1071",
  abstract =     "We extend a technique for lower-bounding the mixing
                 time of card-shuffling Markov chains, and use it to
                 bound the mixing time of the Rudvalis Markov chain, as
                 well as two variants considered by Diaconis and
                 Saloff-Coste. We show that in each case $ \Theta (n^3
                 \log n) $ shuffles are required for the permutation to
                 randomize, which matches (up to constants) previously
                 known upper bounds. In contrast, for the two variants,
                 the mixing time of an individual card is only $ \Theta
                 (n^2) $ shuffles.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Markov chain, card shuffling, mixing time",
}

@Article{Benjamini:2003:ERW,
  author =       "Itai Benjamini and David Wilson",
  title =        "Excited Random Walk",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "8",
  pages =        "9:86--9:92",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v8-1072",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1072",
  abstract =     "A random walk on $ \mathbb {Z}^d $ is excited if the
                 first time it visits a vertex there is a bias in one
                 direction, but on subsequent visits to that vertex the
                 walker picks a neighbor uniformly at random. We show
                 that excited random walk on $ \mathbb {Z}^d $ is
                 transient iff $ d > 1 $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Perturbed random walk, transience",
}

@Article{Tracy:2003:SDE,
  author =       "Craig Tracy and Harold Widom",
  title =        "A System of Differential Equations for the {Airy}
                 Process",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "8",
  pages =        "10:93--10:98",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v8-1074",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1074",
  abstract =     "The Airy process is characterized by its
                 $m$-dimensional distribution functions. For $ m = 1$ it
                 is known that this distribution function is expressible
                 in terms of a solution to Painleve II. We show that
                 each finite-dimensional distribution function is
                 expressible in terms of a solution to a system of
                 differential equations.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Airy process. Extended Airy kernel. Growth processes.
                 Integrable differential equations.",
}

@Article{Weininger:2003:PCI,
  author =       "Nicholas Weininger",
  title =        "Positive correlation for increasing events with
                 disjoint dependencies does not imply positive
                 correlation for all increasing events",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "8",
  pages =        "11:99--11:101",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v8-1078",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1078",
  abstract =     "A probability measure $ \mu $ on the lattice $ 2^{[n]}
                 $ is said to be positively associated if any two
                 increasing functions on the lattice are positively
                 correlated with respect to $ \mu $. Pemantle asked
                 whether, in order to establish positive association for
                 a given mu, it might be sufficient to show positive
                 correlation only for pairs of functions which depend on
                 disjoint subsets of the ground set $ [n] $. We answer
                 Pemantle's question in the negative, by exhibiting a
                 measure which gives positive correlation for pairs
                 satisfying Pemantle's condition but not for general
                 pairs of increasing functions.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Zaidi:2003:SLS,
  author =       "Noureddine Za{\"\i}di and David Nualart",
  title =        "Smoothness of the law of the supremum of the
                 fractional {Brownian} motion",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "8",
  pages =        "12:102--12:111",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v8-1079",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1079",
  abstract =     "This note is devoted to prove that the supremum of a
                 fractional Brownian motion with Hurst parameter $ H \in
                 \left (0, 1 \right) $ has an infinitely differentiable
                 density on $ \left (0, \infty \right) $. The proof of
                 this result is based on the techniques of the Malliavin
                 calculus.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Malliavin calculus, fractional Brownian motion,
                 fractional calculus",
}

@Article{Katori:2003:NBM,
  author =       "Makoto Katori and Hideki Tanemura",
  title =        "Noncolliding {Brownian} motions and {Harish-Chandra}
                 formula",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "8",
  pages =        "13:112--13:121",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v8-1076",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1076",
  abstract =     "We consider a system of noncolliding Brownian motions
                 introduced in our previous paper, in which the
                 noncolliding condition is imposed in a finite time
                 interval $ (0, T] $. This is a temporally inhomogeneous
                 diffusion process whose transition probability density
                 depends on a value of $T$, and in the limit $ T \to
                 \infty $ it converges to a temporally homogeneous
                 diffusion process called Dyson's model of Brownian
                 motions. It is known that the distribution of particle
                 positions in Dyson's model coincides with that of
                 eigenvalues of a Hermitian matrix-valued process, whose
                 entries are independent Brownian motions. In the
                 present paper we construct such a Hermitian
                 matrix-valued process, whose entries are sums of
                 Brownian motions and Brownian bridges given
                 independently of each other, that its eigenvalues are
                 identically distributed with the particle positions of
                 our temporally inhomogeneous system of noncolliding
                 Brownian motions. As a corollary of this identification
                 we derive the Harish-Chandra formula for an integral
                 over the unitary group.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "random matrices, Dyson's Brownian motion, Imhof's
                 relation, Harish-Chandra formula.",
}

@Article{Boufoussi:2003:SDF,
  author =       "Brahim Boufoussi and Youssef Ouknine",
  title =        "On a {SDE} driven by a fractional {Brownian} motion
                 and with monotone drift",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "8",
  pages =        "14:122--14:134",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v8-1084",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1084",
  abstract =     "Let $ {B_t^H, t \in \lbrack 0, T]} $ be a fractional
                 Brownian motion with Hurst parameter $ H > \frac {1}{2}
                 $. We prove the existence of a weak solution for a
                 stochastic differential equation of the form $ X_t = x
                 + B_t^H + \int_0^t \left (b_1 (s, X_s) + b_2 (s, X_s)
                 \right) d s $, where $ b_1 (s, x) $ is a Holder
                 continuous function of order strictly larger than $ 1 -
                 \frac {1}{2H} $ in $x$ and than $ H - \frac {1}{2}$ in
                 time and $ b_2$ is a real bounded nondecreasing and
                 left (or right) continuous function.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Fractional Brownian motion, Stochastic integrals,
                 Girsanov transform",
}

@Article{Lalley:2003:SCL,
  author =       "Steven Lalley",
  title =        "Strict Convexity of the Limit Shape in First-Passage
                 Percolation",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "8",
  pages =        "15:135--15:141",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v8-1089",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1089",
  abstract =     "Sufficient conditions are given for the strict
                 convexity of the limit shape in standard first-passage
                 percolation. These conditions involve (1) asymptotic
                 ``straightness'' of the geodesics, and (2) existence of
                 mean-zero limit distributions for the first-passage
                 times.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Revelle:2003:HKA,
  author =       "David Revelle",
  title =        "Heat Kernel Asymptotics on the Lamplighter Group",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "8",
  pages =        "16:142--16:154",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v8-1092",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1092",
  abstract =     "We show that, for one generating set, the on-diagonal
                 decay of the heat kernel on the lamplighter group is
                 asymptotic to $ c_1 n^{1 / 6} \exp [ - c_2 n^{1 / 3}]
                 $. We also make off-diagonal estimates which show that
                 there is a sharp threshold for which elements have
                 transition probabilities that are comparable to the
                 return probability. The off-diagonal estimates also
                 give an upper bound for the heat kernel that is
                 uniformly summable in time. The methods used also apply
                 to a one dimensional trapping problem, and we compute
                 the distribution of the walk conditioned on survival as
                 well as a corrected asymptotic for the survival
                 probability. Conditioned on survival, the position of
                 the walker is shown to be concentrated within $ \alpha
                 n^{1 / 3} $ of the origin for a suitable $ \alpha $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Bertoin:2003:PTF,
  author =       "Jean Bertoin and Loic Chaumont and Jim Pitman",
  title =        "Path transformations of first passage bridges",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "8",
  pages =        "17:155--17:166",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v8-1096",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1096",
  abstract =     "We define the first passage bridge from 0 to $ \lambda
                 $ as the Brownian motion on the time interval $ [0, 1]
                 $ conditioned to first hit $ \lambda $ at time 1. We
                 show that this process may be related to the Brownian
                 bridge, the Bessel bridge or the Brownian excursion via
                 some path transformations, the main one being an
                 extension of Vervaat's transformation. We also propose
                 an extension of these results to certain bridges with
                 cyclically exchangeable increments.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Lugosi:2003:NRC,
  author =       "G{\'a}bor Lugosi and Shahar Mendelson and Vladimir
                 Koltchinskii",
  title =        "A note on the richness of convex hulls of {VC}
                 classes",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "8",
  pages =        "18:167--18:169",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v8-1097",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1097",
  abstract =     "We prove the existence of a class $A$ of subsets of $
                 \mathbb {R}^d$ of VC dimension 1 such that the
                 symmetric convex hull $F$ of the class of
                 characteristic functions of sets in $A$ is rich in the
                 following sense. For any absolutely continuous
                 probability measure $ \mu $ on $ \mathbb {R}^d$,
                 measurable set $B$ and $ \varepsilon > 0$, there exists
                 a function $f$ in $F$ such that the measure of the
                 symmetric difference of $B$ and the set where $f$ is
                 positive is less than $ \varepsilon $. The question was
                 motivated by the investigation of the theoretical
                 properties of certain algorithms in machine learning.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Guiol:2003:MSD,
  author =       "Herve Guiol and Krishnamurthi Ravishankar and Ellen
                 Saada",
  title =        "Microscopic structure of a decreasing shock for the
                 asymmetric $k$-step exclusion process",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "8",
  pages =        "19:170--19:178",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v8-1080",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1080",
  abstract =     "The asymmetric $k$-step exclusion processes are the
                 simplest interacting particle systems whose
                 hydrodynamic equation may exhibit both increasing and
                 decreasing entropic shocks under Euler scaling. We
                 prove that, under Riemann initial condition with right
                 density zero and adequate left density, the rightmost
                 particle identifies microscopically the decreasing
                 shock.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Asymmetric k-step exclusion process, Non-convex or
                 non-concave flux, microscopic shock, rightmost
                 particle",
}

@Article{Kovchegov:2003:LSL,
  author =       "Yevgeniy Kovchegov and Scott Sheffield",
  title =        "Linear Speed Large Deviations for Percolation
                 Clusters",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "8",
  pages =        "20:179--20:183",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v8-1098",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1098",
  abstract =     "Let $ C_n $ be the origin-containing cluster in
                 subcritical percolation on the lattice $ \frac {1}{n}
                 \mathbb Z^d $, viewed as a random variable in the space
                 $ \Omega $ of compact, connected, origin-containing
                 subsets of $ \mathbb R^d $, endowed with the Hausdorff
                 metric $ \delta $. When $ d \geq 2 $, and $ \Gamma $ is
                 any open subset of $ \Omega $, we prove that\par

                  $$ \lim_{n \rightarrow \infty } \frac {1}{n} \log
                 P(C_n \in \Gamma) = - \inf_{S \in \Gamma } \lambda (S)
                 $$

                 where $ \lambda (S) $ is the one-dimensional Hausdorff
                 measure of $S$ defined using the {\em correlation
                 norm\/}:\par

                  $$ ||u|| := \lim_{n \rightarrow \infty } - \frac
                 {1}{n} \log P (u_n \in C_n) $$

                 where $ u_n$ is $u$ rounded to the nearest element of $
                 \frac {1}{n} \mathbb Z^d$. Given points $ a^1, \ldots,
                 a^k \in \mathbb R^d$, there are finitely many
                 correlation-norm Steiner trees spanning these points
                 and the origin. We show that if the $ C_n$ are each
                 conditioned to contain the points $ a^1_n, \ldots,
                 a^k_n$, then the probability that $ C_n$ fails to
                 approximate one of these trees tends to zero
                 exponentially in $n$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Kahn:2003:ITC,
  author =       "Jeff Kahn",
  title =        "Inequality of Two Critical Probabilities for
                 Percolation",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "8",
  pages =        "21:184--21:187",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v8-1099",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1099",
  abstract =     "We disprove a conjecture of Russ Lyons---that for
                 every locally finite, connected graph $G$, the critical
                 probability for (Bernoulli bond) percolation on $G$ is
                 equal to the {"first} moment {method"} lower bound on
                 this probability---and propose a possible
                 alternative.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Londono:2004:STN,
  author =       "Jaime Londono",
  title =        "State Tameness: A New Approach for Credit Constrains",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "9",
  pages =        "1:1--1:13",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v9-1102",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1102",
  abstract =     "We propose a new definition for tameness within the
                 model of security prices as It{\^o} processes that is
                 risk-aware. We give a new definition for arbitrage and
                 characterize it. We then prove a theorem that can be
                 seen as an extension of the second fundamental theorem
                 of asset pricing, and a theorem for valuation of
                 contingent claims of the American type. The valuation
                 of European contingent claims and American contingent
                 claims that we obtain does not require the full range
                 of the volatility matrix. The technique used to prove
                 the theorem on valuation of American contingent claims
                 does not depend on the Doob-Meyer decomposition of
                 super-martingales; its proof is constructive and
                 suggest and alternative way to find approximations of
                 stopping times that are close to optimal.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Csaki:2004:IPR,
  author =       "Endre Csaki and Yueyun Hu",
  title =        "Invariance Principles for Ranked Excursion Lengths and
                 Heights",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "9",
  pages =        "2:14--2:21",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v9-1103",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1103",
  abstract =     "In this note we prove strong invariance principles
                 between ranked excursion lengths and heights of a
                 simple random walk and those of a standard Brownian
                 motion. Some consequences concerning limiting
                 distributions and strong limit theorems will also be
                 presented.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Birkner:2004:CWD,
  author =       "Matthias Birkner",
  title =        "A Condition for Weak Disorder for Directed Polymers in
                 Random Environment",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "9",
  pages =        "3:22--3:25",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v9-1104",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1104",
  abstract =     "We give a sufficient criterion for the weak disorder
                 regime of directed polymers in random environment,
                 which extends a well-known second moment criterion. We
                 use a stochastic representation of the size-biased law
                 of the partition function.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Hara:2004:FDD,
  author =       "Keisuke Hara",
  title =        "Finite dimensional determinants as characteristic
                 functions of quadratic {Wiener} functionals",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "9",
  pages =        "4:26--4:35",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v9-1091",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1091",
  abstract =     "We show a method and the structure to calculate the
                 characteristic functions of quadratic Wiener
                 functionals by using classical Weierstrass-Hadamard's
                 theory on entire functions. We also examine the idea by
                 an example for Gaussian processes with multiple
                 Markovian property.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "entire functions; generalized determinants; quadratic
                 Wiener functionals",
}

@Article{Xiong:2004:LTB,
  author =       "Jie Xiong",
  title =        "Long-term behavior for superprocesses over a
                 stochastic flow",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "9",
  pages =        "5:36--5:52",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v9-1081",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1081",
  abstract =     "We study the limit of a superprocess controlled by a
                 stochastic flow as $ t \to \infty $. It is proved that
                 when $ d \le 2 $, this process suffers long-time local
                 extinction; when $ d \ge 3 $, it has a limit which is
                 persistent. The stochastic log-Laplace equation
                 conjectured by Skoulakis and Adler (2001) and studied
                 by this author (2004) plays a key role in the proofs
                 like the one played by the log-Laplace equation in
                 deriving long-term behavior for usual super-Brownian
                 motion.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Superprocess, stochastic flow, log-Laplace equation,
                 long-term behavior.",
}

@Article{Timar:2004:TGF,
  author =       "Adam Timar",
  title =        "Tree and Grid factors of General Point processes",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "9",
  pages =        "6:53--6:59",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v9-1073",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1073",
  abstract =     "We study isomorphism invariant point processes of $
                 R^d $ whose groups of symmetries are almost surely
                 trivial. We define a 1-ended, locally finite tree
                 factor on the points of the process, that is, a mapping
                 of the point configuration to a graph on it that is
                 measurable and equivariant with the point process. This
                 answers a question of Holroyd and Peres. The tree will
                 be used to construct a factor isomorphic to $ Z^n $.
                 This perhaps surprising result (that any $d$ and $n$
                 works) solves a problem by Steve Evans. The
                 construction, based on a connected clumping with $ 2^i$
                 vertices in each clump of the $i$'th partition, can be
                 used to define various other factors.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "factors; Point Processes; random grid; random tree",
}

@Article{Biggins:2004:LDM,
  author =       "J. D. Biggins",
  title =        "Large Deviations for Mixtures",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "9",
  pages =        "7:60--7:71",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v9-1106",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1106",
  abstract =     "The results discussed here are most easily described
                 in words using Bayesian terminology. For each $n$,
                 there are probability distributions for the data
                 conditional on a parameter, and there is also a prior
                 distribution for the parameter. Integrating out, using
                 the prior, gives the (unconditional) distribution for
                 the data, for each $n$. The question considered here is
                 when large deviation principles for the conditional
                 distributions and for the prior distributions imply a
                 large deviation principle for the unconditional
                 distributions. Chaganty (1997) also considered this
                 question, but under stronger assumptions. The treatment
                 here follows that of Dinwoodie and Zabell (1992) who,
                 motivated by exchangeability, considered the case where
                 the prior does not vary with $n$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Krishnapur:2004:RGW,
  author =       "Manjunath Krishnapur and Yuval Peres",
  title =        "Recurrent Graphs where Two Independent Random Walks
                 Collide Finitely Often",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "9",
  pages =        "8:72--8:81",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v9-1111",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1111",
  abstract =     "We present a class of graphs where simple random walk
                 is recurrent, yet two independent walkers meet only
                 finitely many times almost surely. In particular, the
                 comb lattice, obtained from $ Z^2 $ by removing all
                 horizontal edges off the $x$-axis, has this property.
                 We also conjecture that the same property holds for
                 some other graphs, including the incipient infinite
                 cluster for critical percolation in $ Z^2$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Soshnikov:2004:PSL,
  author =       "Alexander Soshnikov",
  title =        "{Poisson} Statistics for the Largest Eigenvalues of
                 {Wigner} Random Matrices with Heavy Tails",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "9",
  pages =        "9:82--9:91",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v9-1112",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1112",
  abstract =     "We study large Wigner random matrices in the case when
                 the marginal distributions of matrix entries have heavy
                 tails. We prove that the largest eigenvalues of such
                 matrices have Poisson",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Burdzy:2004:GO,
  author =       "Krzysztof Burdzy and David White",
  title =        "A {Gaussian} Oscillator",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "9",
  pages =        "10:92--10:95",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v9-1113",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1113",
  abstract =     "We present a stochastic process with sawtooth paths
                 whose distribution is given by a simple rule and whose
                 stationary distribution is Gaussian. The process arose
                 in a natural way in research on interaction of an inert
                 particle with a Brownian particle.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Song:2004:SBG,
  author =       "Renming Song and Zoran Vondracek",
  title =        "Sharp Bounds for {Green} and Jumping Functions of
                 Subordinate Killed {Brownian} Motions",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "9",
  pages =        "11:96--11:105",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v9-1114",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1114",
  abstract =     "In this paper we obtain sharp bounds for the Green
                 function and jumping function of a subordinate killed
                 Brownian motion in a bounded $ C^{1, 1} $ domain, where
                 the subordinating process is a subordinator whose
                 Laplace exponent has certain asymptotic behavior at
                 infinity.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Appleby:2004:ONO,
  author =       "John Appleby and Conall Kelly",
  title =        "Oscillation and Non-oscillation in Solutions of
                 Nonlinear Stochastic Delay Differential Equations",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "9",
  pages =        "12:106--12:118",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v9-1115",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1115",
  abstract =     "This paper studies the oscillation and nonoscillation
                 of solutions of a nonlinear stochastic delay
                 differential equation, where the noise perturbation
                 depends on the current state, and the drift depends on
                 a delayed argument. When the restoring force towards
                 equilibrium is relatively strong, all solutions
                 oscillate, almost surely. However, if the restoring
                 force is superlinear, positive solutions exist with
                 positive probability, and for suitably chosen initial
                 conditions, the probability of positive solutions can
                 be made arbitrarily close to unity.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Louis:2004:EPE,
  author =       "Pierre-Yves Louis",
  title =        "Ergodicity of {PCA}: Equivalence between Spatial and
                 Temporal Mixing Conditions",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "9",
  pages =        "13:119--13:131",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v9-1116",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1116",
  abstract =     "For a general attractive Probabilistic Cellular
                 Automata on $ S^{\mathbb {Z}^d} $, we prove that the
                 (time-) convergence towards equilibrium of this
                 Markovian parallel dynamics, exponentially fast in the
                 uniform norm, is equivalent to a condition ($ \mathcal
                 {A}$). This condition means the exponential decay of
                 the influence from the boundary for the invariant
                 measures of the system restricted to finite boxes. For
                 a class of reversible PCA dynamics on $ \{ - 1; + 1
                 \}^{\mathbb {Z}^d}$ with a naturally associated
                 Gibbsian potential $ \varphi $, we prove that a
                 (spatial-) weak mixing condition ($ \mathcal {WM}$) for
                 $ \varphi $ implies the validity of the assumption ($
                 \mathcal {A}$); thus {\em exponential (time-)
                 ergodicity\/} of these dynamics towards the unique
                 Gibbs measure associated to $ \varphi $ holds. On some
                 particular examples we state that exponential
                 ergodicity holds as soon as there is no phase
                 transition.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Jonasson:2004:OSR,
  author =       "Johan Jonasson",
  title =        "On the optimal strategy in a random game",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "9",
  pages =        "14:132--14:139",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v9-1100",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1100",
  abstract =     "Consider a two-person zero-sum game played on a random
                 $n$ by $n$ matrix where the entries are iid normal
                 random variables. Let $Z$ be the number of rows in the
                 support of the optimal strategy for player I given the
                 realization of the matrix. (The optimal strategy is
                 a.s. unique and $Z$ a.s. coincides with the number of
                 columns of the support of the optimal strategy for
                 player II.) Faris an Maier (see the references) make
                 simulations that suggest that as $n$ gets large $Z$ has
                 a distribution close to binomial with parameters $n$
                 and 1/2 and prove that $ P(Z = n) < 2^{-(k - 1)}$. In
                 this paper a few more theoretically rigorous steps are
                 taken towards the limiting distribution of $Z$: It is
                 shown that there exists $ a < 1 / 2$ (indeed $ a <
                 0.4$) such that $ P((1 / 2 - a)n < Z < (1 / 2 + a)n)$
                 tends to 1 as $n$ increases. It is also shown that the
                 expectation of $Z$ is $ (1 / 2 + o(1))n$. We also prove
                 that the value of the game with probability $ 1 - o(1)$
                 is at most $ C n^{-1 / 2}$ for some finite $C$
                 independent of $n$. The proof suggests that an upper
                 bound is in fact given by $ f(n) / n$, where $ f(n)$ is
                 any sequence tending to infinity as $n$ increases, and
                 it is pointed out that if this is true, then the
                 variance of $Z$ is $ o(n^2)$ so that any $ a > 0$ will
                 do in the bound on $Z$ above.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "two-person game, mixed strategy, equalizing strategy,
                 saddle point",
}

@Article{Kendall:2004:GEP,
  author =       "Wilfrid Kendall",
  title =        "Geometric Ergodicity and Perfect Simulation",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "9",
  pages =        "15:140--15:151",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v9-1117",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1117",
  abstract =     "This note extends the work of Foss and Tweedie (1998),
                 who showed that availability of the classic Coupling
                 from the Past (CFTP) algorithm of Propp and Wilson
                 (1996) is essentially equivalent to uniform ergodicity
                 for a Markov chain (see also Hobert and Robert, 2004).
                 In this note we show that all geometrically ergodic
                 chains possess dominated CFTP algorithms (not
                 necessarily practical!) which are rather closely
                 connected to Foster-Lyapunov criteria. Hence geometric
                 ergodicity implies dominated CFTP.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Jarai:2004:BDH,
  author =       "Antal Jarai and Harry Kesten",
  title =        "A Bound for the Distribution of the Hitting Time of
                 Arbitrary Sets by Random Walk",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "9",
  pages =        "16:152--16:161",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v9-1119",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1119",
  abstract =     "We consider a random walk $ S_n = \sum_{i = 1}^n X_i $
                 with i.i.d. $ X_i $. We assume that the $ X_i $ take
                 values in $ \mathbb {Z^d} $, have bounded support and
                 zero mean. For $ A \subset \mathbb {Z^d}, A \ne
                 \emptyset $ we define $ \tau_A = \inf {n \ge 0 : S_n
                 \in A} $. We prove that there exists a constant $C$,
                 depending on the common distribution of the $ X_i$ and
                 $d$ only, such that $ \sup_{\emptyset \ne A \subset
                 \mathbb {Z^d}} P \{ \tau_A = n \} \le C / n, n \ge
                 1$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Gine:2004:SNC,
  author =       "Evarist Gin{\'e} and Friedrich G{\"o}tze",
  title =        "On Standard Normal Convergence of the Multivariate
                 {Student} $t$-Statistic for Symmetric Random Vectors",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "9",
  pages =        "17:162--17:171",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v9-1120",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1120",
  abstract =     "It is proved that if the multivariate Student
                 $t$-statistic based on i.i.d. symmetric random vectors
                 is asymptotically standard normal, then these random
                 vectors are in the generalized domain of attraction of
                 the normal law. Uniform integrability is also
                 considered, even in the absence of symmetry.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Peccati:2004:WCO,
  author =       "Giovanni Peccati",
  title =        "Weak Convergence to {Ocone} Martingales: a Remark",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "9",
  pages =        "18:172--18:174",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v9-1121",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  note =         "See \cite{vanZanten:2002:COM}.",
  URL =          "http://ecp.ejpecp.org/article/view/1121",
  abstract =     "We show, by a simple counterexample, that the main
                 result in a recent paper by H. Van Zanten [Electronic
                 Communications in Probability {\bf 7} (2002), 215--222]
                 is false. We eventually point out the origin of the
                 error.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Friedli:2004:LRP,
  author =       "Sacha Friedli and Beno{\^\i}te Borge de Lima and
                 Vladas Sidoravicius",
  title =        "On Long Range Percolation with Heavy Tails",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "9",
  pages =        "19:175--19:177",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v9-1122",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1122",
  abstract =     "Consider independent long range percolation on $
                 \mathbf {Z}^d $, $ d \geq 2 $, where edges of length
                 $n$ are open with probability $ p_n$. We show that if $
                 \limsup_{n \to \infty }p_n > 0, $ then there exists an
                 integer $N$ such that $ P_N(0 \leftrightarrow \infty) >
                 0$, where $ P_N$ is the truncated measure obtained by
                 taking $ p_{N, n} = p_n$ for $ n \leq N$ and $ p_{N, n}
                 = 0$ for all $ n > N$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Janson:2004:CMI,
  author =       "Svante Janson and Philippe Chassaing",
  title =        "The Center of Mass of the {ISE} and the {Wiener} Index
                 of Trees",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "9",
  pages =        "20:178--20:187",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v9-1088",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1088",
  abstract =     "We derive the distribution of the center of mass S of
                 the integrated superBrownian excursion (ISE) from the
                 asymptotic distribution of the Wiener index for simple
                 trees. Equivalently, this is the distribution of the
                 integral of a Brownian snake. A recursion formula for
                 the moments and asymptotics for moments and tail
                 probabilities are derived.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Brownian excursion; Brownian snake; center of mass;
                 ISE; Wiener index",
}

@Article{Morandin:2005:RBP,
  author =       "Francesco Morandin",
  title =        "A Resummed Branching Process Representation for a
                 Class of Nonlinear ODEs",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "10",
  pages =        "1:1--1:6",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v10-1126",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1126",
  abstract =     "We study some probabilistic representations, based on
                 branching processes, of a simple nonlinear differential
                 equation, i.e. $ u' = \lambda u(a u^R - 1) $. The first
                 approach is basically the same used by Le Jan and
                 Sznitman for 3-d Navier--Stokes equations, which need
                 small initial data to work. In our much simpler setting
                 we are able to make this precise, finding all the cases
                 where their method fails to give the solution. The
                 second approach is based on a resummed representation,
                 which we can prove to give all the solutions of the
                 problem, even those with large initial data.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Barbato:2005:FIB,
  author =       "David Barbato",
  title =        "{FKG} Inequality for {Brownian} Motion and Stochastic
                 Differential Equations",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "10",
  pages =        "2:7--2:16",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v10-1127",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1127",
  abstract =     "The purpose of this work is to study some possible
                 application of FKG inequality to the Brownian motion
                 and to Stochastic Differential Equations. We introduce
                 a special ordering on the Wiener space and prove the
                 FKG inequality with respect to this ordering. Then we
                 apply this result on the solutions $ X_t $ of a
                 stochastic differential equation with a positive
                 coefficient $ \sigma $ , we prove that these solutions
                 $ X_t $ are increasing with respect to the ordering,
                 and finally we deduce a correlation inequality between
                 the solution of different stochastic equations.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Manstavicius:2005:NMP,
  author =       "Martynas Manstavicius",
  title =        "A Non-{Markovian} Process with Unbounded
                 $p$-Variation",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "10",
  pages =        "3:17--3:28",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v10-1128",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1128",
  abstract =     "A recent theorem by M. Manstavicius (2004) provided a
                 link between a certain function of transition
                 probabilities of a strong Markov process and the
                 boundedness of the $p$-variation of its trajectories.
                 Here one assumption of that theorem is relaxed and an
                 example is constructed to show that the Markov property
                 cannot be easily dispensed with.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Marchal:2005:MCS,
  author =       "Philippe Marchal",
  title =        "Measure Concentration for Stable Laws with Index Close
                 to 2",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "10",
  pages =        "4:29--4:35",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v10-1129",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1129",
  abstract =     "We give upper bounds for the probability $ P(|f(X) - E
                 f(X)| > x) $, where $X$ is a stable random variable
                 with index close to 2 and $f$ is a Lipschitz function.
                 While the optimal upper bound is known to be of order $
                 1 / x^\alpha $ for large $x$, we establish, for smaller
                 $x$, an upper bound of order $ \exp ( - x^\alpha / 2)$,
                 which relates the result to the Gaussian
                 concentration.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Rassoul-Agha:2005:ZOL,
  author =       "Firas Rassoul-Agha",
  title =        "On the Zero--One Law and the Law of Large Numbers for
                 Random Walk in Mixing Random Environment",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "10",
  pages =        "5:36--5:44",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v10-1130",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1130",
  abstract =     "We prove a weak version of the law of large numbers
                 for multi-dimensional finite range random walks in
                 certain mixing elliptic random environments. This
                 already improves previously existing results, where a
                 law of large numbers was known only under strong enough
                 transience. We also prove that for such walks the
                 zero-one law implies a law of large numbers.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Hammond:2005:CEP,
  author =       "Alan Hammond",
  title =        "Critical Exponents in Percolation via Lattice
                 Animals",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "10",
  pages =        "6:45--6:59",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v10-1131",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1131",
  abstract =     "We examine the percolation model on $ \mathbb {Z}^d $
                 by an approach involving lattice animals and their
                 surface-area-to-volume ratio. For $ \beta \in [0, 2 (d
                 - 1)) $, let $ f(\beta) $ be the asymptotic exponential
                 rate in the number of edges of the number of lattice
                 animals containing the origin which have
                 surface-area-to-volume ratio $ \beta $. The function
                 $f$ is bounded above by a function which may be written
                 in an explicit form. For low values of $ \beta $ ($
                 \beta \leq 1 / p_c - 1$), equality holds, as originally
                 demonstrated by F. Delyon. For higher values ($ \beta >
                 1 / p_c - 1$), the inequality is strict.\par

                 We introduce two critical exponents, one of which
                 describes how quickly $f$ falls away from the explicit
                 form as $ \beta $ rises from $ 1 / p_c - 1$, and the
                 second of which describes how large clusters appear in
                 the marginally subcritical regime of the percolation
                 model. We demonstrate that the pair of exponents must
                 satisfy certain inequalities. Other such inequalities
                 yield sufficient conditions for the absence of an
                 infinite cluster at the critical value (c.f.
                 {citetechrep}). The first exponent is related to one of
                 a more conventional nature in the scaling theory of
                 percolation, that of correlation size. In deriving this
                 relation, we find that there are two possible
                 behaviours, depending on the value of the first
                 exponent, for the typical surface-area-to-volume ratio
                 of an unusually large cluster in the marginally
                 subcritical regime.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Ball:2005:PTM,
  author =       "Karen Ball",
  title =        "{Poisson} Thinning by Monotone Factors",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "10",
  pages =        "7:60--7:69",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v10-1134",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1134",
  abstract =     "Let $X$ and $Y$ be Poisson point processes on the real
                 numbers with rates $ l_1$ and $ l_2$ respectively. We
                 show that if $ l_1 > l_2$, then there exists a
                 deterministic map $f$ such that $ f(X)$ and $Y$ have
                 the same distribution, the joint distribution of $ (X,
                 f(X))$ is translation-invariant, and which is monotone
                 in the sense that for all intervals $I$, $ f(X)(I) \leq
                 X(I)$, almost surely.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Mason:2005:WDR,
  author =       "David Mason and Joel Zinn",
  title =        "When Does a Randomly Weighted Self-normalized Sum
                 Converge in Distribution?",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "10",
  pages =        "8:70--8:81",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v10-1135",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  note =         "See acknowledgment of priority
                 \cite{Mason:2005:APW}.",
  URL =          "http://ecp.ejpecp.org/article/view/1135",
  abstract =     "We determine exactly when a certain randomly weighted,
                 self--normalized sum converges in distribution,
                 partially verifying a 1965 conjecture of Leo Breiman.
                 We, then, apply our results to characterize the
                 asymptotic distribution of relative sums and to provide
                 a short proof of a 1973 conjecture of Logan, Mallows,
                 Rice and Shepp on the asymptotic distribution of
                 self--normalized sums in the case of symmetry.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Carlsson:2005:SNT,
  author =       "Niclas Carlsson",
  title =        "Some Notes on Topological Recurrence",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "10",
  pages =        "9:82--9:93",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v10-1137",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1137",
  abstract =     "We review the concept of topological recurrence for
                 weak Feller Markov chains on compact state spaces and
                 explore the implications of this concept for the
                 ergodicity of the processes. We also prove some
                 conditions for existence and uniqueness of invariant
                 measures of certain types. Examples are given from the
                 class of iterated function systems on the real line.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Kozlova:2005:NOT,
  author =       "Marina Kozlova and Paavo Salminen",
  title =        "A Note on Occupation Times of Stationary Processes",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "10",
  pages =        "10:94--10:104",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v10-1138",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1138",
  abstract =     "Consider a real valued stationary process $ X = {X_s
                 :, s \in R} $. For a fixed $ t \in R $ and a set $D$ in
                 the state space of $X$, let $ g_t$ and $ d_t$ denote
                 the starting and the ending time, respectively, of an
                 excursion from and to $D$ (straddling $t$). Introduce
                 also the occupation times $ I^+_t$ and $ I^-_t$ above
                 and below, respectively, the observed level at time $t$
                 during such an excursion. In this note we show that the
                 pairs $ (I^+_t, I^-_t)$ and $ (t - g_t, d_t - t)$ are
                 identically distributed. This somewhat curious property
                 is, in fact, seen to be a fairly simple consequence of
                 the known general uniform sojourn law which implies
                 that conditionally on $ I^+_t + I^-_t = v$ the variable
                 $ I^+_t$ (and also $ I^-_t$) is uniformly distributed
                 on $ (0, v)$. We also particularize to the stationary
                 diffusion case and show, e.g., that the distribution of
                 $ I^-_t + I^+_t$ is a mixture of gamma distributions.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Bodineau:2005:UPL,
  author =       "Thierry Bodineau and James Martin",
  title =        "A Universality Property for Last-Passage Percolation
                 Paths Close to the Axis",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "10",
  pages =        "11:105--11:112",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v10-1139",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1139",
  abstract =     "We consider a last-passage directed percolation model
                 in $ Z_+^2 $, with i.i.d. weights whose common
                 distribution has a finite $ (2 + p) $ th moment. We
                 study the fluctuations of the passage time from the
                 origin to the point $ (n, n^a) $. We show that, for
                 suitable $a$ (depending on $p$), this quantity,
                 appropriately scaled, converges in distribution as $ n
                 \to \infty $ to the Tracy-Widom distribution,
                 irrespective of the underlying weight distribution. The
                 argument uses a coupling to a Brownian directed
                 percolation problem and the strong approximation of
                 Koml{\'o}s, Major and Tusn{\'a}dy.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Kordzakhia:2005:EMH,
  author =       "George Kordzakhia",
  title =        "The Escape Model on a Homogeneous Tree",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "10",
  pages =        "12:113--12:124",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v10-1140",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1140",
  abstract =     "There are two types of particles interacting on a
                 homogeneous tree of degree $ d + 1 $. The particles of
                 the first type colonize the empty space with
                 exponential rate 1, but cannot take over the vertices
                 that are occupied by the second type. The particles of
                 the second type spread with exponential rate $ \lambda
                 $. They colonize the neighboring vertices that are
                 either vacant or occupied by the representatives of the
                 opposite type, and annihilate the particles of the type
                 1 as they reach them. There exists a critical value $
                 \lambda_c = (2 d - 1) + \sqrt {(2d - 1)^2 - 1} $ such
                 that the first type survives with positive probability
                 for $ \lambda < \lambda_c $, and dies out with
                 probability one for $ \lambda > \lambda_c $. We also
                 find the growth profile which characterizes the rate of
                 growth of the type 1 in the space-time on the event of
                 survival.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Conlon:2005:HND,
  author =       "Joseph Conlon and Ian Pilizzotto",
  title =        "On Homogenization of Non-Divergence Form Partial
                 Difference Equations",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "10",
  pages =        "13:125--13:135",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v10-1141",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1141",
  abstract =     "In this paper a method for proving homogenization of
                 divergence form elliptic equations is extended to the
                 non-divergence case. A new proof of homogenization is
                 given when the coefficients in the equation are assumed
                 to be stationary and ergodic. A rate of convergence
                 theorem in homogenization is also obtained, under the
                 assumption that the coefficients are i.i.d. and the
                 elliptic equation can be solved by a convergent
                 perturbation series.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Hobson:2005:DBC,
  author =       "Tim Hobson and Rodge Tribe",
  title =        "On the Duality between Coalescing {Brownian} Particles
                 and the Heat Equation Driven by {Fisher--Wright}
                 Noise",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "10",
  pages =        "14:136--14:145",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v10-1143",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1143",
  abstract =     "This paper concerns the Markov process duality between
                 the one-dimensional heat equation driven by
                 Fisher-Wright white noise and slowly coalescing
                 Brownian particles. A representation is found for the
                 law of the solution $ x \to U(t, x) $ to the stochastic
                 PDE, at a fixed time, in terms of a labelled system of
                 such particles.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Kyprianou:2005:NSO,
  author =       "Andreas Kyprianou and Budhi Surya",
  title =        "On the {Novikov--Shiryaev} Optimal Stopping Problems
                 in Continuous Time",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "10",
  pages =        "15:146--15:154",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v10-1144",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1144",
  abstract =     "Novikov and Shiryaev (2004) give explicit solutions to
                 a class of optimal stopping problems for random walks
                 based on other similar examples given in Darling et al.
                 (1972). We give the analogue of their results when the
                 random walk is replaced by a L{\'e}vy process. Further
                 we show that the solutions show no contradiction with
                 the conjecture given in Alili and Kyprianou (2004) that
                 there is smooth pasting at the optimal boundary if and
                 only if the boundary of the stopping region is
                 irregular for the interior of the stopping region.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Panchenko:2005:QAP,
  author =       "Dmitriy Panchenko",
  title =        "A Question about the {Parisi} Functional",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "10",
  pages =        "16:155--16:166",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v10-1145",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1145",
  abstract =     "We conjecture that the Parisi functional in the SK
                 model is convex in the functional order parameter and
                 prove a partial result that shows the convexity along
                 one-sided directions. A consequence of this result is
                 the log-convexity of $ L_m $ norm for a class or random
                 variables.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Angel:2005:JPB,
  author =       "Omer Angel and Alexander Holroyd and James Martin",
  title =        "The Jammed Phase of the {Biham--Middleton--Levine}
                 Traffic Model",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "10",
  pages =        "17:167--17:178",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v10-1148",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1148",
  abstract =     "Initially a car is placed with probability $p$ at each
                 site of the two-dimensional integer lattice. Each car
                 is equally likely to be East-facing or North-facing,
                 and different sites receive independent assignments. At
                 odd time steps, each North-facing car moves one unit
                 North if there is a vacant site for it to move into. At
                 even time steps, East-facing cars move East in the same
                 way. We prove that when $p$ is sufficiently close to 1
                 traffic is jammed, in the sense that no car moves
                 infinitely many times. The result extends to several
                 variant settings, including a model with cars moving at
                 random times, and higher dimensions.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Caravenna:2005:CAB,
  author =       "Francesco Caravenna and Giambattista Giacomin",
  title =        "On Constrained Annealed Bounds for Pinning and Wetting
                 Models",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "10",
  pages =        "18:179--18:189",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v10-1150",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1150",
  abstract =     "The free energy of quenched disordered systems is
                 bounded above by the free energy of the corresponding
                 annealed system. This bound may be improved by applying
                 the annealing procedure, which is just Jensen
                 inequality, after having modified the Hamiltonian in a
                 way that the quenched expressions are left unchanged.
                 This procedure is often viewed as a partial annealing
                 or as a constrained annealing, in the sense that the
                 term that is added may be interpreted as a Lagrange
                 multiplier on the disorder variables.\par

                 In this note we point out that, for a family of models,
                 some of which have attracted much attention, the
                 multipliers of the form of empirical averages of local
                 functions cannot improve on the basic annealed bound
                 from the viewpoint of characterizing the phase diagram.
                 This class of multipliers is the one that is suitable
                 for computations and it is often believed that in this
                 class one can approximate arbitrarily well the quenched
                 free energy.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Catuogno:2005:GSD,
  author =       "Pedro Catuogno and Paulo Ruffino",
  title =        "Geometry of Stochastic Delay Differential Equations",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "10",
  pages =        "19:190--19:195",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v10-1151",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1151",
  abstract =     "Stochastic delay differential equations (SDDE) on a
                 manifold $M$ depend intrinsically on a connection $
                 \nabla $ in this space. The main geometric result in
                 this notes concerns the horizontal lift of solutions of
                 SDDE on a manifold $M$ to an SDDE in the frame bundle $
                 B M$, hence the lifted equation should come together
                 with the prolonged horizontal connection $ \nabla^H$ on
                 $ B M$. We show that every horizontal semimartingale
                 can be represented as a solution of an SDDE.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Khoshnevisan:2005:EVA,
  author =       "Davar Khoshnevisan and David Levin and Zhan Shi",
  title =        "An Extreme-Value Analysis of the {LIL} for {Brownian}
                 Motion",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "10",
  pages =        "20:196--20:206",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v10-1154",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1154",
  abstract =     "We use excursion theory and the ergodic theorem to
                 present an extreme-value analysis of the classical law
                 of the iterated logarithm (LIL) for Brownian motion. A
                 simplified version of our method also proves, in a
                 paragraph, the classical theorem of Darling and
                 Erd{\H{o}}s (1956).",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Hashorva:2005:BCB,
  author =       "Enkelejd Hashorva",
  title =        "Boundary Crossings of {Brownian} Motion",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "10",
  pages =        "21:207--21:217",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v10-1155",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1155",
  abstract =     "Let $B$ be a standard Brownian motion and let $
                 b_\gamma $ be a piecewise linear continuous boundary
                 function. In this paper we obtain an exact asymptotic
                 expansion of $ P \{ B(t) < b_\gamma (t), \forall t \in
                 [0, 1] \} $ provided that the boundary function
                 satisfies $ \lim_{\gamma \to \infty } b_\gamma (t^*) =
                 - \infty $ for some $ t^* \in (0, 1]$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Chobanyan:2005:SLL,
  author =       "Sergei Chobanyan and Shlomo Levental and Habib
                 Salehi",
  title =        "Strong Law of Large Numbers Under a General Moment
                 Condition",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "10",
  pages =        "22:218--22:222",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v10-1156",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1156",
  abstract =     "We use our maximum inequality for $p$-th order random
                 variables ($ p > 1$) to prove a strong law of large
                 numbers (SLLN) for sequences of $p$-th order random
                 variables. In particular, in the case $ p = 2$ our
                 result shows that $ \sum f(k) / k < \infty $ is a
                 sufficient condition for SLLN for $f$-quasi-stationary
                 sequences. It was known that the above condition, under
                 the additional assumption of monotonicity of $f$,
                 implies SLLN (Erdos (1949), Gal and Koksma (1950),
                 Gaposhkin (1977), Moricz (1977)). Besides getting rid
                 of the monotonicity condition, the inequality enables
                 us to extend the general result to $p$-th order random
                 variables, as well as to the case of
                 Banach-space-valued random variables.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Handa:2005:SFS,
  author =       "Kenji Handa",
  title =        "Sampling Formulae for Symmetric Selection",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "10",
  pages =        "23:223--23:234",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v10-1159",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1159",
  abstract =     "We study partition distributions in a population
                 genetics model incorporating symmetric selection and
                 mutation. They generalize Ewens distributions in the
                 infinitely-many-neutral-alleles model, an explicit
                 expression of which is known as the Ewens sampling
                 formula. A sampling formula for the generalized model
                 is obtained by means of calculus for Poisson and gamma
                 processes.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Liao:2005:MRB,
  author =       "Ming Liao and Longmin Wang",
  title =        "Motion of a Rigid Body under Random Perturbation",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "10",
  pages =        "24:235--24:243",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v10-1163",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1163",
  abstract =     "We use stochastic analysis to study the random motion
                 of a rigid body under a white noise perturbation. We
                 obtain a formula for the angular velocity in an average
                 sense and discuss the stability near a principle
                 axis.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Roitershtein:2005:LSL,
  author =       "Alexander Roitershtein",
  title =        "A Log-scale Limit Theorem for One-dimensional Random
                 Walks in Random Environments",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "10",
  pages =        "25:244--25:253",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v10-1164",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1164",
  abstract =     "We consider a transient one-dimensional random walk $
                 X_n $ in random environment having zero asymptotic
                 speed. For a class of non-i.i.d. environments we show
                 that $ \log X_n / \log n $ converges in probability to
                 a positive constant.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Istas:2005:SHF,
  author =       "Jacques Istas",
  title =        "Spherical and Hyperbolic Fractional {Brownian}
                 Motion",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "10",
  pages =        "26:254--26:262",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v10-1166",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1166",
  abstract =     "We define a Fractional Brownian Motion indexed by a
                 sphere, or more generally by a compact rank one
                 symmetric space, and prove that it exists if, and only
                 if, $ 0 < H \leq 1 / 2 $. We then prove that Fractional
                 Brownian Motion indexed by an hyperbolic space exists
                 if, and only if, $ 0 < H \leq 1 / 2 $. At last, we
                 prove that Fractional Brownian Motion indexed by a real
                 tree exists when $ 0 < H \leq 1 / 2 $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Popov:2005:RWA,
  author =       "Serguei Popov and Marina Vachkovskaia",
  title =        "Random Walk Attracted by Percolation Clusters",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "10",
  pages =        "27:263--27:272",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v10-1167",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1167",
  abstract =     "Starting with a percolation model in $ \mathbb {Z}^d $
                 in the subcritical regime, we consider a random walk
                 described as follows: the probability of transition
                 from $x$ to $y$ is proportional to some function $f$ of
                 the size of the cluster of $y$. This function is
                 supposed to be increasing, so that the random walk is
                 attracted by bigger clusters. For $ f(t) = e^{\beta t}$
                 we prove that there is a phase transition in $ \beta $,
                 i.e., the random walk is subdiffusive for large $ \beta
                 $ and is diffusive for small $ \beta $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Khan:2005:LLR,
  author =       "T{\"a}mur Khan and Luc Devroye and Ralph Neininger",
  title =        "A Limit Law for the Root Value of Minimax Trees",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "10",
  pages =        "28:273--28:281",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v10-1168",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1168",
  abstract =     "We consider minimax trees with independent,
                 identically distributed leaf values that have a
                 continuous distribution function $ F_V $ being strictly
                 increasing on the range where $ 0 < F_V < 1 $. It was
                 shown by Pearl that the root value of such trees
                 converges to a deterministic limit in probability
                 without any scaling. We show that after normalization
                 we have convergence in distribution to a nondegenerate
                 limit random variable.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Roch:2005:BFM,
  author =       "S{\'e}bastien Roch",
  title =        "Bounding Fastest Mixing",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "10",
  pages =        "29:282--29:296",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v10-1169",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1169",
  abstract =     "In a recent work, Boyd, Diaconis and Xiao introduced a
                 semidefinite programming approach for computing the
                 fastest mixing Markov chain on a graph of allowed
                 transitions, given a target stationary distribution. In
                 this paper, we show that standard mixing time analysis
                 techniques---variational characterizations,
                 conductance, canonical paths---can be used to give
                 simple, nontrivial lower and upper bounds on the
                 fastest mixing time. To test the applicability of this
                 idea, we consider several detailed examples including
                 the Glauber dynamics of the Ising model.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Mason:2005:APW,
  author =       "David Mason and Joel Zinn",
  title =        "Acknowledgment of Priority: {When Does a Randomly
                 Weighted Self-normalized Sum Converge in Distribution?
                 (\booktitle{Elect. Comm. in Probab.} {\bf 10} (2005),
                 70--81)}",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "10",
  pages =        "30:297--30:297",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v10-1170",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  note =         "See \cite{Mason:2005:WDR}.",
  URL =          "http://ecp.ejpecp.org/article/view/1170",
  abstract =     "Christian Houdre has kindly pointed us to a paper by
                 A. Fuks, A. Joffe and J. Teugels, where their Theorem
                 5.3 is our Proposition 3 in the case $ 0 < \alpha < 1
                 $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Taniguchi:2006:QWF,
  author =       "Setsuo Taniguchi",
  title =        "On the Quadratic {Wiener} Functional Associated with
                 the {Malliavin} Derivative of the Square Norm of
                 {Brownian} Sample Path on Interval",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "11",
  pages =        "1:1--1:10",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v11-1174",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1174",
  abstract =     "Exact expressions of the stochastic oscillatory
                 integrals with the phase function, which is the
                 quadratic Wiener functional obtained from the Malliavin
                 derivative of the square norm of the Brownian sample
                 path on interval, are given. As an application, the
                 density function of the distribution of the half of the
                 Wiener functional is given.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Balan:2006:SAM,
  author =       "Raluca Balan and Ingrid-Mona Zamfirescu",
  title =        "Strong Approximation for Mixing Sequences with
                 Infinite Variance",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "11",
  pages =        "2:11--2:23",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v11-1175",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1175",
  abstract =     "In this paper we prove a strong approximation result
                 for a mixing sequence with infinite variance and
                 logarithmic decay rate of the mixing coefficient. The
                 result is proved under the assumption that the
                 distribution is symmetric and lies in the domain of
                 attraction of the normal law. Moreover the truncated
                 variance function is supposed to be slowly varying with
                 log-log type remainder.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Gaans:2006:IMS,
  author =       "Onno Gaans and Jan Neerven",
  title =        "Invariant measures for stochastic {Cauchy} problems
                 with asymptotically unstable drift semigroup",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "11",
  pages =        "3:24--3:34",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v11-1184",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1184",
  abstract =     "We investigate existence and permanence properties of
                 invariant measures for abstract stochastic Cauchy
                 problems of the form\par

                  $$ d U(t) = (A U(t) + f) \, d t + B \, d W_H(t), \ \ t
                 \ge 0, $$

                 governed by the generator $A$ of an asymptotically
                 unstable $ C_0$-semigroup on a Banach space $E$. Here $
                 f \in E$ is fixed, $ W_H$ is a cylindrical Brownian
                 motion over a separable real Hilbert space $H$, and $B$
                 is a bounded operator from $H$ to $E$. We show that if
                 $E$ does not contain a copy of $ c_0$, such invariant
                 measures fail to exist generically but may exist for a
                 dense set of operators $B$. It turns out that many
                 results on invariant measures which hold under the
                 assumption of uniform exponential stability of $S$
                 break down without this assumption.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Invariant measures, stochastic evolution equations in
                 Hilbert spaces",
}

@Article{Dacunha-Castelle:2006:DLM,
  author =       "Didier Dacunha-Castelle and Lisandro Fermin",
  title =        "Disaggregation of Long Memory Processes on $ \mathcal
                 {C}^{\infty } $ Class",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "11",
  pages =        "4:35--4:44",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v11-1133",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1133",
  abstract =     "We prove that a large set of long memory (LM)
                 processes (including classical LM processes and all
                 processes whose spectral densities have a countable
                 number of singularities controlled by exponential
                 functions) are obtained by an aggregation procedure
                 involving short memory (SM) processes whose spectral
                 densities are infinitely differentiable ($ C^\infty $).
                 We show that the $ C^\infty $ class of spectral
                 densities infinitely differentiable is the best class
                 to get a general result for disaggregation of LM
                 processes in SM processes, in the sense that the result
                 given in $ C^\infty $ class cannot be improved by
                 taking for instance analytic functions instead of
                 indefinitely derivable functions.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Aggregation; disaggregation; long memory process;
                 mixture.",
}

@Article{Kontoyiannis:2006:MCC,
  author =       "Ioannis Kontoyiannis and Mokshay Madiman",
  title =        "Measure Concentration for Compound {Poisson}
                 Distributions",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "11",
  pages =        "5:45--5:57",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v11-1190",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1190",
  abstract =     "We give a simple development of the concentration
                 properties of compound Poisson measures on the
                 nonnegative integers. A new modification of the Herbst
                 argument is applied to an appropriate modified
                 logarithmic-Sobolev inequality to derive new
                 concentration bounds. When the measure of interest does
                 not have finite exponential moments, these bounds
                 exhibit optimal {em polynomial} decay. Simple new
                 proofs are also given for earlier results of Houdr{\'e}
                 (2002) and Wu (2000).",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Compound Poisson measure; entropy method; Herbst
                 argument; logarithmic-Sobolev inequality; measure
                 concentration; polynomial tails",
}

@Article{Andrew:2006:PFP,
  author =       "Peter Andrew",
  title =        "A Proof from `First Principles' of {Kesten}'s Result
                 for the Probabilities with which a Subordinator Hits
                 Points",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "11",
  pages =        "6:58--6:63",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v11-1193",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1193",
  abstract =     "We give a simpler and shorter proof of Kesten's result
                 for the probabilities with which a subordinator hits
                 points.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "L{\'e}vy processes, subordinators, hitting
                 probabilities",
}

@Article{Gozlan:2006:ICT,
  author =       "Nathael Gozlan",
  title =        "Integral criteria for transportation cost
                 inequalities",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "11",
  pages =        "7:64--7:77",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v11-1198",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1198",
  abstract =     "Abstract. In this paper, we provide a characterization
                 of a large class of transportation-cost inequalities in
                 terms of exponential integrability of the cost function
                 under the reference probability measure. Our results
                 completely extend the previous works by Djellout,
                 Guillin and Wu (DGW03) and Bolley and Villani (BV03).",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Transportation-cost inequalities and Orlicz Spaces",
}

@Article{Andersson:2006:VFN,
  author =       "Jenny Andersson and Olle H{\"a}ggstr{\"o}m and
                 Marianne M{\aa}nsson",
  title =        "The volume fraction of a non-overlapping germ--grain
                 model",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "11",
  pages =        "8:78--8:88",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v11-1197",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1197",
  abstract =     "We discuss the volume fraction of a model of
                 non-overlapping convex grains. It is obtained from
                 thinning a Poisson process where each point has a
                 weight and is the centre of a grain, by removing any
                 grain that is overlapped by one of larger or equal
                 weight. In the limit as the intensity of the Poisson
                 process tends to infinity, the model can be identified
                 with the intact grains in the dead leaves model if the
                 weights are independent of the grain sizes. In this
                 case we can show that the volume fraction is at most $
                 1 / 2^d $ for $ d = 1 $ or $2$ if the shape is fixed,
                 but the size and the orientation are random. The upper
                 bound is achieved for centrally symmetric sets of the
                 same size and orientation. For general $d$ we can show
                 the upper bound, $ 1 / 2^d$, for spherical grains with
                 two--point radius distribution. If dependence between
                 weight and size is allowed, it is possible to achieve a
                 volume fraction arbitrarily close to one.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "volume fraction, germ-grain model, dead leaves model",
}

@Article{Weerasinghe:2006:CSG,
  author =       "Ananda Weerasinghe",
  title =        "A Controller And A Stopper Game With Degenerate
                 Variance Control",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "11",
  pages =        "9:89--9:99",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v11-1202",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1202",
  abstract =     "We consider a zero sum stochastic differential game
                 which involves two players, {\em the controller\/} and
                 {\em the stopper}. The stopper selects the stopping
                 rule which halts the game. The controller chooses the
                 diffusion coefficient of the corresponding state
                 process which is allowed to degenerate. At the end of
                 the game, the controller pays the stopper, the amount $
                 E \int_0^{\tau } e^{- \alpha t} C(Z_x(t))d t $, where $
                 Z_x(\cdot) $ represents the state process with initial
                 position $x$ and $ \alpha $ is a positive constant.
                 Here $ C(\cdot)$ is a reward function where the set $
                 \{ x : C(x) > 0 \} $ is an open interval which contains
                 the origin. Under some assumptions on the reward
                 function $ C(\cdot)$ and the drift coefficient of the
                 state process, we show that this game has a value.
                 Furthermore, this value function is Lipschitz
                 continuous, but it fails to be a $ C^1$ function.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "stochastic games, optimal stopping, degenerate
                 diffusions, saddle point",
}

@Article{Benjamini:2006:RWW,
  author =       "Itai Benjamini and Gady Kozma and Dan Romik",
  title =        "Random walks with $k$-wise independent increments",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "11",
  pages =        "10:100--10:107",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v11-1201",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1201",
  abstract =     "We construct examples of a random walk with
                 pairwise-independent steps which is almost surely
                 bounded, and for any m and k a random walk with k-wise
                 independent steps which has no stationary distribution
                 modulo m.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "pairwise independence; pseudo-randomness;
                 quasi-randomness; Random walk",
}

@Article{Khoshnevisan:2006:NFP,
  author =       "Davar Khoshnevisan and Paavo Salminen and Marc Yor",
  title =        "A note on a.s. finiteness of perpetual integral
                 functionals of diffusions",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "11",
  pages =        "11:108--11:117",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v11-1203",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1203",
  abstract =     "In this note we use the boundary classification of
                 diffusions in order to derive a criterion for the
                 convergence of perpetual integral functionals of
                 transient real-valued diffusions. We present a second
                 approach, based on Khas'minskii's lemma, which is
                 applicable also to spectrally negative L{\'e}vy
                 processes. In the particular case of transient Bessel
                 processes, our criterion agrees with the one obtained
                 via Jeulin's convergence lemma.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Brownian motion, random time change, exit boundary,
                 local time, additive functional, stochastic
                 differential equation, Khas'minskii's lemma, spectrally
                 negative L{\'e}vy process.",
}

@Article{Zerner:2006:RTE,
  author =       "Martin Zerner",
  title =        "Recurrence and transience of excited random walks on
                 {$ Z^d $} and strips",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "11",
  pages =        "12:118--12:128",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v11-1200",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1200",
  abstract =     "We investigate excited random walks on $ Z^d, d \ge 1,
                 $ and on planar strips $ Z \times {0, 1, \ldots, L - 1}
                 $ which have a drift in a given direction. The strength
                 of the drift may depend on a random i.i.d. environment
                 and on the local time of the walk. We give exact
                 criteria for recurrence and transience, thus
                 generalizing results by Benjamini and Wilson for
                 once-excited random walk on $ Z^d $ and by the author
                 for multi-excited random walk on $Z$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Excited Random Walk, Recurrence, Self-Interacting
                 Random Walk, Transience",
}

@Article{Chigansky:2006:RPF,
  author =       "Pavel Chigansky and Robert Liptser",
  title =        "On a role of predictor in the filtering stability",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "11",
  pages =        "13:129--13:140",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v11-1205",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1205",
  abstract =     "When is a nonlinear filter stable with respect to its
                 initial condition? In spite of the recent progress,
                 this question still lacks a complete answer in general.
                 Currently available results indicate that stability of
                 the filter depends on the signal ergodic properties and
                 the observation process regularity and may fail if
                 either of the ingredients is ignored. In this note we
                 address the question of stability in a particular weak
                 sense and show that the estimates of certain functions
                 are always stable. This is verified without dealing
                 directly with the filtering equation and turns to be
                 inherited from certain one-step predictor estimates.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "nonlinear filtering, stability, martingale
                 convergence",
}

@Article{Nicolas:2006:SSC,
  author =       "Fournier Nicolas",
  title =        "Standard stochastic coalescence with sum kernels",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "11",
  pages =        "14:141--14:148",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v11-1206",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1206",
  abstract =     "We build a Markovian system of particles entirely
                 characterized by their masses, in which each pair of
                 particles with masses $x$ and $y$ coalesce at rate $
                 K(x, y) \simeq x^\lambda + y^\lambda $, for some $
                 \lambda \in (0, 1)$, and such that the system is
                 initially composed of infinitesimally small
                 particles.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Coalescence, Stochastic interacting particle systems",
}

@Article{Dembo:2006:LMD,
  author =       "Amir Dembo and Qi-Man Shao",
  title =        "Large and Moderate Deviations for {Hotelling}'s {$ T^2
                 $}-Statistics",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "11",
  pages =        "15:149--15:159",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v11-1209",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1209",
  abstract =     "Let $ \mathbf {X}, \mathbf {X}_1, \mathbf {X}_2,
                 \ldots {} $ be i.i.d. $ \mathbb {R}^d$-valued random
                 variables. We prove large and moderate deviations for
                 Hotelling's $ T^2$-statistic when $ \mathbf {X}$ is in
                 the generalized domain of attraction of the normal
                 law.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "$T^2$ statistic; large deviation; law of the iterated
                 logarithm; moderate deviation; self-normalized partial
                 sums",
}

@Article{Pimentel:2006:TCC,
  author =       "Leandro Pimentel",
  title =        "The time constant and critical probabilities in
                 percolation models",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "11",
  pages =        "16:160--16:167",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v11-1210",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1210",
  abstract =     "We consider a first-passage percolation (FPP) model on
                 a Delaunay triangulation $ \mathcal {D} $ of the plane.
                 In this model each edge $ \mathbf {e} $ of $ \mathcal
                 {D} $ is independently equipped with a nonnegative
                 random variable $ \tau_{\mathbf {e}} $, with
                 distribution function $ \mathbb {F} $, which is
                 interpreted as the time it takes to traverse the edge.
                 Vahidi-Asl and Wierman \cite{VW90} have shown that,
                 under a suitable moment condition on $ \mathbb {F} $,
                 the minimum time taken to reach a point $ \mathbf {x} $
                 from the origin $ \mathbf {0} $ is asymptotically $ \mu
                 (\mathbb {F})| \mathbf {x}| $, where $ \mu (\mathbb
                 {F}) $ is a nonnegative finite constant. However the
                 exact value of the time constant $ \mu (\mathbb {F}) $
                 still a fundamental problem in percolation theory. Here
                 we prove that if $ \mathbb {F}(0) < 1 - p_c^* $ then $
                 \mu (\mathbb {F}) > 0 $, where $ p_c^* $ is a critical
                 probability for bond percolation on the dual graph $
                 \mathcal {D}^* $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "critical probabilities; Delaunay triangulations;
                 Percolation; time constant",
}

@Article{Steif:2006:SRP,
  author =       "Jeffrey Steif and Aidan Sudbury",
  title =        "Some results for poisoning in a catalytic model",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "11",
  pages =        "17:168--17:177",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v11-1211",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1211",
  abstract =     "We obtain new results concerning poisoning\slash
                 nonpoisoning in a catalytic model which has previously
                 been introduced and studied. We show that poisoning can
                 occur even when the arrival rate of one gas is smaller
                 than the sum of the arrival rates of the other gases,
                 and that poisoning does not occur when all gases have
                 equal arrival rates.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Interacting particle systems, catalytic model.",
}

@Article{Bass:2006:PUR,
  author =       "Richard Bass and Krzysztof Burdzy",
  title =        "Pathwise uniqueness for reflecting {Brownian} motion
                 in certain planar {Lipschitz} domains",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "11",
  pages =        "18:178--18:181",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v11-1213",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1213",
  abstract =     "We give a simple proof that in a Lipschitz domain in
                 two dimensions with Lipschitz constant one, there is
                 pathwise uniqueness for the Skorokhod equation
                 governing reflecting Brownian motion.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "reflecting Brownian motion",
}

@Article{Vadlamani:2006:GGU,
  author =       "Sreekar Vadlamani and Robert Adler",
  title =        "Global geometry under isotropic {Brownian} flows",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "11",
  pages =        "19:182--19:192",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v11-1212",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1212",
  abstract =     "We consider global properties of a codimension one
                 manifold embedded in Euclidean space, as it evolves
                 under an isotropic and volume preserving Brownian flow
                 of diffeomorphisms. In particular, we obtain
                 expressions describing the expected rate of growth of
                 the Lipschitz-Killing curvatures, or intrinsic volumes,
                 of the manifold under the flow. These results shed new
                 light on some of the intriguing growth properties of
                 flows from a global perspective, rather than the local
                 perspective, on which there is a much larger
                 literature.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Brownian flows; evolution equations; Lipschitz-Killing
                 curvatures; Lyapunov exponents.; manifolds; Stochastic
                 flows",
}

@Article{deLaFortelle:2006:SFL,
  author =       "Arnaud {de La Fortelle}",
  title =        "{Yule} Process sample path asymptotics",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "11",
  pages =        "20:193--20:199",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v11-1215",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1215",
  abstract =     "This paper presents two results on sample paths for
                 the Yule process: one fluid limit theorem and one
                 sample path large deviation result. The main interest
                 is to understand the way large deviation occurs in the
                 case of non-homogeneous processes. There are indeed two
                 new phenomena. First there is no ``typical'' speed of
                 large deviation. Second, the large deviation event is
                 concentrated on a finite interval of time.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Large deviations, random trees, branching process,
                 fluid limit, Yule process, martingale, change of
                 measure",
}

@Article{Kuelske:2006:SFL,
  author =       "Christof Kuelske and Enza Orlandi",
  title =        "A simple fluctuation lower bound for a disordered
                 massless random continuous spin model in $ d = 2 $",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "11",
  pages =        "21:200--21:205",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v11-1218",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1218",
  abstract =     "We prove a finite volume lower bound of the order $
                 \sqrt {\log N} $ on the delocalization of a disordered
                 continuous spin model (resp. effective interface model)
                 in $ d = 2 $ in a box of size $N$. The interaction is
                 assumed to be massless, possibly anharmonic and
                 dominated from above by a Gaussian. Disorder is
                 entering via a linear source term. For this model
                 delocalization with the same rate is proved to take
                 place already without disorder. We provide a bound that
                 is uniform in the configuration of the disorder, and so
                 our proof shows that disorder will only enhance
                 fluctuations.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Interfaces, quenched systems, continuous spin models,
                 entropy inequality",
}

@Article{Tevzadze:2006:EME,
  author =       "Revaz Tevzadze and Mikhael Mania",
  title =        "An Exponential Martingale Equation",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "11",
  pages =        "22:206--22:216",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v11-1220",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1220",
  abstract =     "We prove an existence of a unique solution of an
                 exponential martingale equation in the class of BMO
                 martingales. The solution is used to characterize
                 optimal martingale measures.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Backward stochastic differential equation, exponential
                 martingale, martingale measures",
}

@Article{Yang:2006:SPH,
  author =       "Ming Yang",
  title =        "A short proof of the {Hausdorff} dimension formula for
                 {L{\'e}vy} processes",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "11",
  pages =        "23:217--23:219",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v11-1199",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1199",
  abstract =     "A different but very short proof of a recent result of
                 Khoshnevisan.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Hausdorff dimension",
}

@Article{Major:2006:MVH,
  author =       "Peter Major",
  title =        "A multivariate version of {Hoeffding}'s inequality",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "11",
  pages =        "24:220--24:229",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v11-1221",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1221",
  abstract =     "In this paper a multivariate version of Hoeffding's
                 inequality is proved about the tail distribution of
                 homogeneous polynomials of Rademacher functions with an
                 optimal constant in the exponent of the upper bound.
                 The proof is based on an estimate about the moments of
                 homogeneous polynomials of Rademacher functions which
                 can be considered as an improvement of Borell's
                 inequality in a most important special case.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Hoeffding's inequality, Borell's inequality, multiple
                 Wiener--It{\^o} integrals, diagram formula",
}

@Article{Fitzsimmons:2006:ERE,
  author =       "Patrick Fitzsimmons",
  title =        "On the Existence of Recurrent Extensions of
                 Self-similar {Markov} Processes",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "11",
  pages =        "25:230--25:241",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v11-1222",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1222",
  abstract =     "Let $ X = (X_t)_{t \geq 0} $ be a self-similar Markov
                 process with values in the non-negative half-line, such
                 that the state $0$ is a trap. We present a necessary
                 and sufficient condition for the existence of a
                 self-similar recurrent extension of $X$ that leaves $0$
                 continuously. This condition is expressed in terms of
                 the L{\'e}vy process associated with $X$ by the
                 Lamperti transformation.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "self-similar, semi-stable, Lamperti transformation,
                 recurrent extension, Cram{\'e}r condition, excursion",
}

@Article{Istas:2006:FFI,
  author =       "Jacques Istas",
  title =        "On Fractional Fields indexed by Metric Spaces",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "11",
  pages =        "26:242--26:251",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v11-1223",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1223",
  abstract =     "We define and build $H$-fractional $ \alpha $-stable
                 fields indexed by a metric space $ (E, d)$. We mainly
                 apply these results to spheres, hyperbolic spaces and
                 real trees.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Fractional Stable Fields, Metric Spaces",
}

@Article{LeGall:2006:OMS,
  author =       "Jean-Fran{\c{c}}ois {Le Gall} and Mathieu Merle",
  title =        "On the occupation measure of super-{Brownian} motion",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "11",
  pages =        "27:252--27:265",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v11-1225",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1225",
  abstract =     "We derive the asymptotic behavior of the total
                 occupation measure of the unit ball for super-Brownian
                 motion started from the Dirac measure at a distant
                 point and conditioned to hit the unit ball. In the
                 critical dimension 4, we obtain a limiting exponential
                 distribution.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "super-Brownian motion, occupation measure, limit
                 distribution",
}

@Article{Rueschendorf:2006:ETB,
  author =       "Ludger Rueschendorf and Eva-Maria Schopp",
  title =        "Exponential tail bounds for max-recursive sequences",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "11",
  pages =        "28:266--28:277",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v11-1227",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1227",
  abstract =     "Exponential tail bounds are derived for solutions of
                 max-recursive equations and for max-recursive random
                 sequences, which typically arise as functionals of
                 recursive structures, of random trees or in recursive
                 algorithms. In particular they arise in the worst case
                 analysis of divide and conquer algorithms, in parallel
                 search algorithms or in the height of random tree
                 models. For the proof we determine asymptotic bounds
                 for the moments or for the Laplace transforms and apply
                 a characterization of exponential tail bounds due to
                 Kasahara (1978).",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "recursive algorithm, exponential bounds, divide and
                 conquer algorithm, probabilistic analysis of
                 algorithms",
}

@Article{Evans:2006:ENZ,
  author =       "Steven Evans",
  title =        "The expected number of zeros of a random system of
                 $p$-adic polynomials",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "11",
  pages =        "29:278--29:290",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v11-1230",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1230",
  abstract =     "We study the simultaneous zeros of a random family of
                 $d$ polynomials in $d$ variables over the $p$-adic
                 numbers. For a family of natural models, we obtain an
                 explicit constant for the expected number of zeros that
                 lie in the $d$-fold Cartesian product of the $p$-adic
                 integers. Considering models in which the maximum
                 degree that each variable appears is $N$, this expected
                 value is\par

                  $$ p^{d \lfloor \log_p N \rfloor } \left (1 + p^{-1} +
                 p^{-2} + \cdots + p^{-d} \right)^{-1} $$

                 for the simplest such model.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "co-area formula, Kac-Rice formula, local field,
                 Gaussian, $q$-binomial formula, random matrix",
}

@Article{Kondo:2006:SPE,
  author =       "Hitoshi Kondo and Makoto Maejima and Ken-iti Sato",
  title =        "Some properties of exponential integrals of {L{\'e}vy}
                 processes and examples",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "11",
  pages =        "30:291--30:303",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v11-1232",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1232",
  abstract =     "The improper stochastic integral $ Z = \int_0^{\infty
                 -} \exp ( - X_{s-})d Y_s $ is studied, where $ { (X_t,
                 Y_t), t \geq 0 } $ is a L{\'e}vy process on $ R^{1 + d}
                 $ with $ {X_t } $ and $ {Y_t } $ being $R$-valued and $
                 R^d$-valued, respectively. The condition for existence
                 and finiteness of $Z$ is given and then the law $ {\cal
                 L}(Z)$ of $Z$ is considered. Some sufficient conditions
                 for $ {\cal L}(Z)$ to be selfdecomposable and some
                 sufficient conditions for $ {\cal L}(Z)$ to be
                 non-selfdecomposable but semi-selfdecomposable are
                 given. Attention is paid to the case where $ d = 1$, $
                 {X_t}$ is a Poisson process, and $ {X_t}$ and $ {Y_t}$
                 are independent. An example of $Z$ of type $G$ with
                 selfdecomposable mixing distribution is given",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Generalized Ornstein--Uhlenbeck process, L{\'e}vy
                 process, selfdecomposability, semi-selfdecomposability,
                 stochastic integral",
}

@Article{Duerre:2006:UMD,
  author =       "Maximilian Duerre",
  title =        "Uniqueness of multi-dimensional infinite volume
                 self-organized critical forest-fire models",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "11",
  pages =        "31:304--31:315",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v11-1229",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1229",
  abstract =     "In a forest-fire model, each site of the square
                 lattice is either vacant or occupied by a tree. Vacant
                 sites get occupied according to independent rate 1
                 Poisson processes. Independently at each site ignition
                 occurs according to independent rate lambda Poisson
                 processes. When a site is hit by ignition, then its
                 whole occupied cluster becomes vacant instantaneously.
                 The article studies whether a multi-dimensional
                 infinite volume forest-fire process with given
                 parameter is unique. Under an assumption on the decay
                 of the cluster size distribution, a process that
                 dominates the forest-fire process is used to show
                 uniqueness. If lambda is big enough, then subcritical
                 site percolation shows the correctness of the
                 assumption",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "adapted; forest-fire model; forest-fires;
                 self-organized criticality; unique",
}

@Article{Alabert:2006:LSD,
  author =       "Aureli Alabert and Marco Ferrante",
  title =        "Linear stochastic differential-algebraic equations
                 with constant coefficients",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "11",
  pages =        "32:316--32:335",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v11-1236",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1236",
  abstract =     "We consider linear stochastic differential-algebraic
                 equations with constant coefficients and additive white
                 noise. Due to the nature of this class of equations,
                 the solution must be defined as a generalised process
                 (in the sense of Dawson and Fernique). We provide
                 sufficient conditions for the law of the variables of
                 the solution process to be absolutely continuous with
                 respect to Lebesgue measure.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Stochastic differential-algebraic equations, Random
                 distributions",
}

@Article{Deijfen:2006:SRG,
  author =       "Maria Deijfen and Johan Jonasson",
  title =        "Stationary random graphs on {$Z$} with prescribed iid
                 degrees and finite mean connections",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "11",
  pages =        "33:336--33:346",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v11-1239",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1239",
  abstract =     "Let $F$ be a probability distribution with support on
                 the non-negative integers. A model is proposed for
                 generating stationary simple graphs on $Z$ with degree
                 distribution $F$ and it is shown for this model that
                 the expected total length of all edges at a given
                 vertex is finite if $F$ has finite second moment. It is
                 not hard to see that any stationary model for
                 generating simple graphs on $Z$ will give infinite mean
                 for the total edge length per vertex if $F$ does not
                 have finite second moment. Hence, finite second moment
                 of $F$ is a necessary and sufficient condition for the
                 existence of a model with finite mean total edge
                 length.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "degree distribution; Random graphs; stationary model",
}

@Article{Hildebrand:2006:CDG,
  author =       "Martin Hildebrand",
  title =        "On the {Chung--Diaconis--Graham} random process",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "11",
  pages =        "34:347--34:356",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v11-1237",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1237",
  abstract =     "Chung, Diaconis, and Graham considered random
                 processes of the form $ X_{n + 1} = 2 X_n + b_n \pmod p
                 $ where $ X_0 = 0 $, $p$ is odd, and $ b_n$ for $ n =
                 0, 1, 2, \dots $ are i.i.d. random variables on $ \{ -
                 1, 0, 1 \} $. If $ \Pr (b_n = - 1) = \Pr (b_n = 1) =
                 \beta $ and $ \Pr (b_n = 0) = 1 - 2 \beta $, they asked
                 which value of $ \beta $ makes $ X_n$ get close to
                 uniformly distributed on the integers mod $p$ the
                 slowest. In this paper, we extend the results of Chung,
                 Diaconis, and Graham in the case $ p = 2^t - 1$ to show
                 that for $ 0 < \beta \le 1 / 2$, there is no such value
                 of $ \beta $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Random processes, discrete Fourier analysis",
}

@Article{Rokhlin:2007:MSP,
  author =       "Dmitry Rokhlin",
  title =        "Martingale selection problem and asset pricing in
                 finite discrete time",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "1:1--1:8",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1240",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1240",
  abstract =     "Given a set-valued stochastic process $ (V_t)_{t =
                 0}^T $, we say that the martingale selection problem is
                 solvable if there exists an adapted sequence of
                 selectors $ \xi_t \in V_t $, admitting an equivalent
                 martingale measure. The aim of this note is to
                 underline the connection between this problem and the
                 problems of asset pricing in general discrete-time
                 market models with portfolio constraints and
                 transaction costs. For the case of relatively open
                 convex sets $ V_t(\omega) $ we present effective
                 necessary and sufficient conditions for the solvability
                 of a suitably generalized martingale selection problem.
                 We show that this result allows to obtain
                 computationally feasible formulas for the price bounds
                 of contingent claims. For the case of currency markets
                 we also sketch a new proof of the first fundamental
                 theorem of asset pricing.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "martingale selection, arbitrage, price bounds,
                 constraints, transaction costs",
}

@Article{Lageraas:2007:PMC,
  author =       "Andreas Lager{\aa}s",
  title =        "A population model for {$ \Lambda $}-coalescents with
                 neutral mutations",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "2:9--2:20",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1245",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1245",
  abstract =     "Bertoin and Le Gall (2003) introduced a certain
                 probability measure valued Markov process that
                 describes the evolution of a population, such that a
                 sample from this population would exhibit a genealogy
                 given by the so-called $ \Lambda $-coalescent, or
                 coalescent with multiple collisions, introduced
                 independently by Pitman (1999) and Sagitov (1999). We
                 show how this process can be extended to the case where
                 lineages can experience mutations. Regenerative
                 compositions enter naturally into this model, which is
                 somewhat surprising, considering a negative result by
                 M{\"o}hle (2007).",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "coalescent; exchangeability; mutations; population
                 model; sampling formula",
}

@Article{Bose:2007:SNR,
  author =       "Arup Bose and Arnab Sen",
  title =        "Spectral norm of random large dimensional noncentral
                 {Toeplitz} and {Hankel} matrices",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "3:21--3:27",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1243",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1243",
  abstract =     "Suppose $ s_n $ is the spectral norm of either the
                 Toeplitz or the Hankel matrix whose entries come from
                 an i.i.d. sequence of random variables with positive
                 mean $ \mu $ and finite fourth moment. We show that $
                 n^{-1 / 2}(s_n - n \mu) $ converges to the normal
                 distribution in either case. This behaviour is in
                 contrast to the known result for the Wigner matrices
                 where $ s_n - n \mu $ is itself asymptotically
                 normal.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Large dimensional random matrix, eigenvalues, Wigner
                 matrix, Toeplitz matrix, Hankel matrix, spectral
                 norm.",
}

@Article{Iksanov:2007:PPW,
  author =       "Alex Iksanov and Martin M{\"o}hle",
  title =        "A probabilistic proof of a weak limit law for the
                 number of cuts needed to isolate the root of a random
                 recursive tree",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "4:28--4:35",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1253",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1253",
  abstract =     "We present a short probabilistic proof of a weak
                 convergence result for the number of cuts needed to
                 isolate the root of a random recursive tree. The proof
                 is based on a coupling related to a certain random
                 walk.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "coupling; random recursive tree; random walk; stable
                 limit",
}

@Article{Kargin:2007:PNC,
  author =       "Vladislav Kargin",
  title =        "A Proof of a Non-Commutative {Central Limit Theorem}
                 by the {Lindeberg} Method",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "5:36--5:50",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1250",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1250",
  abstract =     "A Central Limit Theorem for non-commutative random
                 variables is proved using the Lindeberg method. The
                 theorem is a generalization of the Central Limit
                 Theorem for free random variables proved by Voiculescu.
                 The Central Limit Theorem in this paper relies on an
                 assumption which is weaker than freeness.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "central limit theorem; free convolution; free
                 independence; free probability; Lindeberg method",
}

@Article{Huang:2007:NIP,
  author =       "Wei Huang and Li-Xin Zhang",
  title =        "A note on the invariance principle of the product of
                 sums of random variables",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "6:51--6:56",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1255",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1255",
  abstract =     "The central limit theorem for the product of sums of
                 various random variables has been studied in a variety
                 of settings. The purpose of this note is to show that
                 this kind of result is a corollary of the invariance
                 principle.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "central limit theorem; invariance of principle;
                 product of sums of r.v.",
}

@Article{Uemura:2007:EJT,
  author =       "Toshihiro Uemura",
  title =        "On an extension of jump-type symmetric {Dirichlet}
                 forms",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "7:57--7:65",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1256",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1256",
  abstract =     "We show that any element from the ($ L^2$-)maximal
                 domain of a jump-type symmetric Dirichlet form can be
                 approximated by test functions under some conditions.
                 This gives us a direct proof of the fact that the test
                 functions is dense in Bessel potential spaces.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "extended Dirichlet space; jump-type Dirichlet form;
                 Siverstein extension",
}

@Article{Kuwada:2007:COK,
  author =       "Kazumasa Kuwada and Karl-Theodor Sturm",
  title =        "A counterexample for the optimality of
                 {Kendall--Cranston} coupling",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "8:66--8:72",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1160",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1160",
  abstract =     "We construct a Riemannian manifold where the
                 Kendall--Cranston coupling of two Brownian particle
                 does not maximize the coupling probability.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Brownian motion; Kendall--Cranston coupling; manifold;
                 optimal coupling",
}

@Article{Bourgade:2007:EFP,
  author =       "Paul Bourgade and Takahiko Fujita and Marc Yor",
  title =        "{Euler}'s formulae for $ \zeta (2 n) $ and products of
                 {Cauchy} variables",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "9:73--9:80",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1244",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1244",
  abstract =     "We show how to recover Euler's formula for $ \zeta (2
                 n) $, as well as $ L_{\chi_4}(2 n + 1) $, for any
                 integer $n$, from the knowledge of the density of the
                 product $ \mathbb {C}_1, \mathbb {C}_2 \ldots, \mathbb
                 {C}_k$, for any $ k \geq 1$, where the $ \mathbb
                 {C}_i$'s are independent standard Cauchy variables.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Cauchy variables, stable variables, planar Brownian
                 motion, Euler numbers.",
}

@Article{Harris:2007:SPB,
  author =       "John Harris and Simon Harris",
  title =        "Survival probabilities for branching {Brownian} motion
                 with absorption",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "10:81--10:92",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1259",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1259",
  abstract =     "We study a branching Brownian motion (BBM) with
                 absorption, in which particles move as Brownian motions
                 with drift $ - \rho $, undergo dyadic branching at rate
                 $ \beta > 0 $, and are killed on hitting the origin. In
                 the case $ \rho > \sqrt {2 \beta } $ the extinction
                 time for this process, $ \zeta $, is known to be finite
                 almost surely. The main result of this article is a
                 large-time asymptotic formula for the survival
                 probability $ P^x(\zeta > t) $ in the case $ \rho >
                 \sqrt {2 \beta } $, where $ P^x $ is the law of the BBM
                 with absorption started from a single particle at the
                 position $ x > 0 $. We also introduce an additive
                 martingale, $V$, for the BBM with absorption, and then
                 ascertain the convergence properties of $V$. Finally,
                 we use $V$ in a `spine' change of measure and interpret
                 this in terms of `conditioning the BBM to survive
                 forever' when $ \rho > \sqrt {2 \beta }$, in the sense
                 that it is the large $t$-limit of the conditional
                 probabilities $ P^x(A \mid \zeta > t + s)$, for $ A \in
                 F_s$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "additive martingales.; Branching Brownian motion with
                 absorption; spine constructions",
}

@Article{Bose:2007:MCE,
  author =       "Arup Bose and Amites Dasgupta and Krishanu Maulik",
  title =        "Maxima of the cells of an equiprobable multinomial",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "11:93--11:105",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1260",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1260",
  abstract =     "Consider a sequence of multinomial random vectors with
                 increasing number of equiprobable cells. We show that
                 if the number of trials increases fast enough, the
                 sequence of maxima of the cells after a suitable
                 centering and scaling converges to the Gumbel
                 distribution. While results are available for maxima of
                 triangular arrays of independent random variables with
                 certain types of distribution, such results in a
                 dependent setup is new. We also prove that the maxima
                 of a triangular sequence of appropriate Binomial random
                 variables have the same limit distribution. An
                 auxiliary large deviation result for multinomial
                 distribution with increasing number of equiprobable
                 cells may also be of independent interest.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "limit distribution; maxima; Random sequences;
                 triangular array",
}

@Article{Saintier:2007:GST,
  author =       "Nicolas Saintier",
  title =        "A general stochastic target problem with jump
                 diffusion and an application to a hedging problem for
                 large investors",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "12:106--12:119",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1261",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1261",
  abstract =     "Let $ Z(t, z) $ be a $ \mathbb {R}^d$-valued
                 controlled jump diffusion starting from the point $z$
                 at time $t$. The aim of this paper is to characterize
                 the set $ V(t)$ of initial conditions $z$ such that $
                 Z(t, z)$ can be driven into a given target at a given
                 time. We do this by proving that the characteristic
                 function of the complement $ V(t)$ satisfies some
                 partial differential equation in the viscosity sense.
                 As an application, we study the problem of hedging in a
                 financial market with a large investor.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "jump diffusion; large investor; mathematical finance;
                 Stochastic control; viscosity solutions",
}

@Article{Spitzner:2007:AVF,
  author =       "Dan Spitzner and Thomas Boucher",
  title =        "Asymptotic variance of functionals of discrete-time
                 {Markov} chains via the {Drazin} inverse",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "13:120--13:133",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1262",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1262",
  abstract =     "We consider a $ \psi $-irreducible, discrete-time
                 Markov chain on a general state space with transition
                 kernel $P$. Under suitable conditions on the chain,
                 kernels can be treated as bounded linear operators
                 between spaces of functions or measures and the Drazin
                 inverse of the kernel operator $ I - P$ exists. The
                 Drazin inverse provides a unifying framework for
                 objects governing the chain. This framework is applied
                 to derive a computational technique for the asymptotic
                 variance in the central limit theorems of univariate
                 and higher-order partial sums. Higher-order partial
                 sums are treated as univariate sums on a
                 `sliding-window' chain. Our results are demonstrated on
                 a simple AR(1) model and suggest a potential for
                 computational simplification.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "$f$-regularity; asymptotic variance; Drazin inverse;
                 fundamental matrix; General state space Markov chains;
                 Markov chain central limit theorem",
}

@Article{DeBlassie:2007:CLL,
  author =       "Dante DeBlassie",
  title =        "The Chance of a Long Lifetime for {Brownian} Motion in
                 a Horn-Shaped Domain",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "14:134--14:139",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1263",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1263",
  abstract =     "By means of a simple conditioning/comparison argument,
                 we derive the chance of a long lifetime for Brownian
                 motion in a horn-shaped domain.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Krikun:2007:CAP,
  author =       "Maxim Krikun",
  title =        "Connected allocation to {Poisson} points in {$ \mathbb
                 {R}^2 $}",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "15:140--15:145",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1268",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1268",
  abstract =     "This note answers one question in [1] concerning the
                 connected allocation for the Poisson process in $
                 \mathbb {R}^2 $. The proposed solution makes use of the
                 Riemann map from the plane minus the minimal spanning
                 forest of the Poisson point process to the halfplane. A
                 picture of a numerically simulated example is
                 included.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Poisson process; Riemann map",
}

@Article{Patie:2007:TSE,
  author =       "Pierre Patie",
  title =        "Two-sided exit problem for a Spectrally Negative $
                 \alpha $-Stable {Ornstein--Uhlenbeck} Process and the
                 {Wright}'s generalized hypergeometric functions",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "16:146--16:160",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1265",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1265",
  abstract =     "The Laplace transform of the first exit time from a
                 finite interval by a regular spectrally negative $
                 \alpha $-stable Ornstein--Uhlenbeck process is provided
                 in terms of the Wright's generalized hypergeometric
                 function. The Laplace transform of first passage times
                 is also derived for some related processes such as the
                 process killed when it enters the negative half line
                 and the process conditioned to stay positive. The law
                 of the maximum of the associated bridges is computed in
                 terms of the $q$-resolvent density. As a byproduct, we
                 deduce some interesting analytical properties for some
                 Wright's generalized hypergeometric functions.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "stable Ornstein--Uhlenbeck process; Two-sided exit
                 time; Wright's generalized hypergeometric functions",
}

@Article{Bojdecki:2007:SEF,
  author =       "Tomasz Bojdecki and Luis Gorostiza and Anna
                 Talarczyk",
  title =        "Some Extensions of Fractional {Brownian} Motion and
                 Sub-Fractional {Brownian} Motion Related to Particle
                 Systems",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "17:161--17:172",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1272",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1272",
  abstract =     "In this paper we study three self-similar, long-range
                 dependence, Gaussian processes. The first one, with
                 covariance\par

                  $$ \int^{s \wedge t}_0 u^a [(t - u)^b + (s - u)^b]d u,
                 $$

                 parameters $ a > - 1 $, $ - 1 < b \leq 1 $, $ |b| \leq
                 1 + a $, corresponds to fractional Brownian motion for
                 $ a = 0 $, $ - 1 < b < 1 $. The second one, with
                 covariance\par

                  $$ (2 - h) \biggl (s^h + t^h - \frac {1}{2}[(s + t)^h
                 + |s - t|^h] \biggr), $$

                 parameter $ 0 < h \leq 4 $, corresponds to
                 sub-fractional Brownian motion for $ 0 < h < 2 $. The
                 third one, with covariance\par

                  $$ - \left (s^2 \log s + t^2 \log t - \frac {1}{2}[(s
                 + t)^2 \log (s + t) + (s - t)^2 \log |s - t|] \right),
                 $$

                 is related to the second one. These processes come from
                 occupation time fluctuations of certain particle
                 systems for some values of the parameters.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "bi-fractional Brownian motion; fractional Brownian
                 motion; long-range dependence; negative sub-fractional
                 Brownian motion; particle system; sub-fractional
                 Brownian motion; weighted fractional Brownian motion",
}

@Article{Funaki:2007:DSL,
  author =       "Tadahisa Funaki",
  title =        "Dichotomy in a scaling limit under {Wiener} measure
                 with density",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "18:173--18:183",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1271",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1271",
  abstract =     "In general, if the large deviation principle holds for
                 a sequence of probability measures and its rate
                 functional admits a unique minimizer, then the measures
                 asymptotically concentrate in its neighborhood so that
                 the law of large numbers follows. This paper discusses
                 the situation that the rate functional has two distinct
                 minimizers, for a simple model described by the pinned
                 Wiener measures with certain densities involving a
                 scaling. We study their asymptotic behavior and
                 determine to which minimizers they converge based on a
                 more precise investigation than the large deviation's
                 level.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Large deviation principle, minimizers, pinned Wiener
                 measure, scaling limit, concentration",
}

@Article{Bercu:2007:ARE,
  author =       "Bernard Bercu and W{\l}odek Bryc",
  title =        "Asymptotic results for empirical measures of weighted
                 sums of independent random variables",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "19:184--19:199",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1273",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1273",
  abstract =     "We investigate the asymptotic behavior of weighted
                 sums of independent standardized random variables with
                 uniformly bounded third moments. The sequence of
                 weights is given by a family of rectangular matrices
                 with uniformly small entries and approximately
                 orthogonal rows. We prove that the empirical CDF of the
                 resulting partial sums converges to the normal CDF with
                 probability one. This result implies almost sure
                 convergence of empirical periodograms, almost sure
                 convergence of spectral distribution of circulant and
                 reverse circulant matrices, and almost sure convergence
                 of the CDF generated from independent random variables
                 by independent random orthogonal matrices. In the
                 special case of trigonometric weights, the speed of the
                 almost sure convergence is described by a normal
                 approximation as well as a large deviation principle.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Bose:2007:APR,
  author =       "Arup Bose and Arnab Sen",
  title =        "On asymptotic properties of the rank of a special
                 random adjacency matrix",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "20:200--20:205",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1266",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1266",
  abstract =     "Consider the matrix $ \Delta_n = ((\ \mathrm {I}(X_i +
                 X_j > 0))_{i, j = 1, 2, \ldots {}, n} $ where $ \{ X_i
                 \} $ are i.i.d.\ and their distribution is continuous
                 and symmetric around $0$. We show that the rank $ r_n$
                 of this matrix is equal in distribution to $ 2 \sum_{i
                 = 1}^{n - 1} \mathrm {I}(\xi_i = 1, \xi_{i + 1} = 0) +
                 \mathrm {I}(\xi_n = 1)$ where $ \xi_i \stackrel
                 {i.i.d.}{\sim } \text {Ber} (1, 1 / 2).$ As a
                 consequence $ \sqrt n(r_n / n - 1 / 2)$ is
                 asymptotically normal with mean zero and variance $ 1 /
                 4$. We also show that $ n^{-1}r_n$ converges to $ 1 /
                 2$ almost surely.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Large dimensional random matrix, rank, almost sure
                 representation, $1$-dependent sequence, almost sure
                 convergence, convergence in distribution.",
}

@Article{Hutzenthaler:2007:GRS,
  author =       "Martin Hutzenthaler and Roland Alkemper",
  title =        "Graphical representation of some duality relations in
                 stochastic population models",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "21:206--21:220",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1283",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1283",
  abstract =     "We derive a unified stochastic picture for the duality
                 of a resampling-selection model with a
                 branching-coalescing particle process (cf. MR2123250)
                 and for the self-duality of Feller's branching
                 diffusion with logistic growth (cf. MR2308333). The two
                 dual processes are approximated by particle processes
                 which are forward and backward processes in a graphical
                 representation. We identify duality relations between
                 the basic building blocks of the particle processes
                 which lead to the two dualities mentioned above.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "branching-coalescing particle process; Duality;
                 Feller's branching diffusion; graphical representation;
                 resampling-selection model; stochastic population
                 dynamics",
}

@Article{Liu:2007:SLT,
  author =       "Wei-Dong Liu and Zheng-Yan Lin",
  title =        "Some {LIL} type results on the partial sums and
                 trimmed sums with multidimensional indices",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "22:221--22:233",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1286",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1286",
  abstract =     "Let $ \{ X, X_{{n}}; n \in \mathbb {N}^d \} $ be a
                 field of i.i.d. random variables indexed by $d$-tuples
                 of positive integers and let $ S_{{n}} = \sum_{{k} \leq
                 {n}}X_{{k}}$. We prove some strong limit theorems for $
                 S_{{n}}$. Also, when $ d \geq 2$ and $ h({n})$
                 satisfies some conditions, we show that there are no
                 LIL type results for $ S_{{n}} / \sqrt
                 {|{n}|h({n})}$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Law of the iterated logarithm; random field; trimmed
                 sums",
}

@Article{Spruill:2007:ADC,
  author =       "Marcus Spruill",
  title =        "Asymptotic Distribution of Coordinates on High
                 Dimensional Spheres",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "23:234--23:247",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1294",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1294",
  abstract =     "The coordinates $ x_i $ of a point $ x = (x_1, x_2,
                 \dots, x_n) $ chosen at random according to a uniform
                 distribution on the $ \ell_2 (n)$-sphere of radius $
                 n^{1 / 2}$ have approximately a normal distribution
                 when $n$ is large. The coordinates $ x_i$ of points
                 uniformly distributed on the $ \ell_1 (n)$-sphere of
                 radius $n$ have approximately a double exponential
                 distribution. In these and all the $ \ell_p(n), 1 \le p
                 \le \infty, $ convergence of the distribution of
                 coordinates as the dimension $n$ increases is at the
                 rate $ \sqrt {n}$ and is described precisely in terms
                 of weak convergence of a normalized empirical process
                 to a limiting Gaussian process, the sum of a Brownian
                 bridge and a simple normal process.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "dependent arrays; empiric distribution; isoperimetry;
                 micro-canonical ensemble; Minkowski area",
}

@Article{Rao:2007:MFR,
  author =       "N. Raj Rao and Roland Speicher",
  title =        "Multiplication of free random variables and the
                 {$S$}-transform: the case of vanishing mean",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "24:248--24:258",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1274",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1274",
  abstract =     "This note extends Voiculescu's {\em S\/}-transform
                 based analytical machinery for free multiplicative
                 convolution to the case where the mean of the
                 probability measures vanishes. We show that with the
                 right interpretation of the {\em S\/}-transform in the
                 case of vanishing mean, the usual formula makes
                 perfectly good sense.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "free multiplicative convolution; Random matrices, free
                 probability",
}

@Article{Jost:2007:NET,
  author =       "C{\'e}line Jost",
  title =        "A note on ergodic transformations of self-similar
                 {Volterra} {Gaussian} processes",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "25:259--25:266",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1298",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1298",
  abstract =     "We derive a class of ergodic transformation of
                 self-similar Gaussian processes that are Volterra, i.e.
                 of type $ X_t = \int^t_0 z_X(t, s)d W_s $, $ t \in [0,
                 \infty) $, where $ z_X $ is a deterministic kernel and
                 $W$ is a standard Brownian motion.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Ergodic transformation; Fractional Brownian motion;
                 Self-similar process; Volterra Gaussian process",
}

@Article{Yang:2007:TMP,
  author =       "Ming Yang",
  title =        "On a theorem in multi-parameter potential theory",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "26:267--26:275",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1293",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1293",
  abstract =     "We prove that the expected Lebesgue measure of the
                 range of an additive L{\'e}vy process is positive if
                 and only if the product $ \Re ([1 + \Psi_1 (\xi)]^{-1})
                 \ldots {} \Re ([1 + \Psi_N(\xi)]^{-1}) $ is integrable.
                 This was previously proved by Khoshnevisan, Xiao and
                 Zhong [1] under a sector condition.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Additive L{\'e}vy processes, Hausdorff dimension,
                 multiple points.",
}

@Article{Tamas:2007:DDN,
  author =       "M{\'o}ri Tam{\'a}s",
  title =        "Degree distribution nearby the origin of a
                 preferential attachment graph",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "27:276--27:282",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1299",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1299",
  abstract =     "In a 2-parameter scale free model of random graphs it
                 is shown that the asymptotic degree distribution is the
                 same in the neighbourhood of every vertex. This degree
                 distribution is still a power law with characteristic
                 exponent 2, but this exponent is different from the one
                 observed in the whole graph.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "degree distribution; martingale; Scale free graphs",
}

@Article{Arguin:2007:DCP,
  author =       "Louis-Pierre Arguin",
  title =        "A dynamical characterization of {Poisson--Dirichlet}
                 distributions",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "28:283--28:290",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1300",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1300",
  abstract =     "We show that a slight modification of a theorem of
                 Ruzmaikina and Aizenman on competing particle systems
                 on the real line leads to a characterization of
                 Poisson--Dirichlet distributions $ P D(\alpha, 0) $.
                 Precisely, let $ \xi $ be a proper random
                 mass-partition i.e. a random sequence $ (\xi_i, i \in
                 N) $ such that $ \xi_1 \geq \xi_2 \geq \dots \geq 0 $
                 and $ \sum_i \xi_i = 1 $ a.s. Consider $ \{ W_i \}_{i
                 \in N} $, an iid sequence of random positive numbers
                 whose distribution is absolutely continuous with
                 respect to the Lebesgue measure and $ E[W^\lambda] <
                 \infty $ for all $ \lambda \in R $. It is shown that,
                 if the law of $ \xi $ is invariant under the random
                 reshuffling\par

                  $$ (\xi_i, i \in N) \to \left (\frac {\xi_i
                 W_i}{\sum_j \xi_jW_j }, i \in N \right) $$

                 where the weights are reordered after evolution, then
                 it must be a mixture of Poisson--Dirichlet
                 distributions $ P D(\alpha, 0), \alpha \in (0, 1) $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Point processes, Poisson--Dirichlet distributions",
}

@Article{Baldi:2007:CIG,
  author =       "Paolo Baldi and Domenico Marinucci and Veeravalli
                 Varadarajan",
  title =        "On the characterization of isotropic {Gaussian} fields
                 on homogeneous spaces of compact groups",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "29:291--29:302",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1316",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1316",
  abstract =     "Let $T$ be a random field weakly invariant under the
                 action of a compact group $G$. We give conditions
                 ensuring that independence of the random Fourier
                 coefficients is equivalent to Gaussianity. As a
                 consequence, in general it is not possible to simulate
                 a non-Gaussian invariant random field through its
                 Fourier expansion using independent coefficients",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "isotropic Random Fields, Fourier expansions,
                 Characterization of Gaussian Random Fields",
}

@Article{Berard:2007:CLT,
  author =       "Jean Berard and Alejandro Ramirez",
  title =        "{Central Limit Theorem} For The Excited Random Walk In
                 Dimension $ d \geq 2 $",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "30:303--30:314",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1317",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1317",
  abstract =     "We prove that a law of large numbers and a central
                 limit theorem hold for the excited random walk model in
                 every dimension $ d \geq 2 $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Excited random walk, Regeneration techniques",
}

@Article{Meckes:2007:SNR,
  author =       "Mark Meckes",
  title =        "On the spectral norm of a random {Toeplitz} matrix",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "31:315--31:325",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1313",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1313",
  abstract =     "Suppose that $ T_n $ is a Toeplitz matrix whose
                 entries come from a sequence of independent but not
                 necessarily identically distributed random variables
                 with mean zero. Under some additional tail conditions,
                 we show that the spectral norm of $ T_n $ is of the
                 order $ \sqrt {n \log n} $. The same result holds for
                 random Hankel matrices as well as other variants of
                 random Toeplitz matrices which have been studied in the
                 literature.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "random Toeplitz matrix, random Hankel matrix, spectral
                 norm",
}

@Article{Zerner:2007:ZOL,
  author =       "Martin Zerner",
  title =        "The zero-one law for planar random walks in i.i.d.
                 random environments revisited",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "32:326--32:335",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1314",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1314",
  abstract =     "In this note we present a simplified proof of the
                 zero-one law by Merkl and Zerner (2001) for directional
                 transience of random walks in i.i.d. random
                 environments (RWRE) on the square lattice. Also, we
                 indicate how to construct a two-dimensional
                 counterexample in a non-uniformly elliptic and
                 stationary environment which has better ergodic
                 properties than the example given by Merkl and
                 Zerner.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Random environment, random walk, RWRE, transience,
                 zero-one law",
}

@Article{Andrieu:2007:EAM,
  author =       "Christophe Andrieu and Yves Atchade",
  title =        "On the efficiency of adaptive {MCMC} algorithms",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "33:336--33:349",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1320",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1320",
  abstract =     "We study a class of adaptive Markov Chain Monte Carlo
                 (MCMC) processes which aim at behaving as an
                 ``optimal'' target process via a learning procedure. We
                 show, under appropriate conditions, that the adaptive
                 MCMC chain and the ``optimal'' (nonadaptive) MCMC
                 process share many asymptotic properties. The special
                 case of adaptive MCMC algorithms governed by stochastic
                 approximation is considered in details and we apply our
                 results to the adaptive Metropolis algorithm of
                 [Haario, Saksman, Tamminen].",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Peccati:2007:GAM,
  author =       "Giovanni Peccati",
  title =        "{Gaussian} Approximations of Multiple Integrals",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "34:350--34:364",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1322",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1322",
  abstract =     "Fix $ k \geq 1 $, and let $ I(l), l \geq 1 $, be a
                 sequence of $k$-dimensional vectors of multiple
                 Wiener-It{\^o} integrals with respect to a general
                 Gaussian process. We establish necessary and sufficient
                 conditions to have that, as $ l \to \infty $, the law
                 of $ I(l)$ is asymptotically close (for example, in the
                 sense of Prokhorov's distance) to the law of a
                 $k$-dimensional Gaussian vector having the same
                 covariance matrix as $ I(l)$. The main feature of our
                 results is that they require minimal assumptions
                 (basically, boundedness of variances) on the asymptotic
                 behaviour of the variances and covariances of the
                 elements of $ I(l)$. In particular, we will not assume
                 that the covariance matrix of $ I(l)$ is convergent.
                 This generalizes the results proved in Nualart and
                 Peccati (2005), Peccati and Tudor (2005) and Nualart
                 and Ortiz-Latorre (2007). As shown in Marinucci and
                 Peccati (2007b), the criteria established in this paper
                 are crucial in the study of the high-frequency
                 behaviour of stationary fields defined on homogeneous
                 spaces.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Gaussian processes; Malliavin calculus; Multiple
                 stochastic integrals; Non-central limit theorems; Weak
                 convergence",
}

@Article{Benjamini:2007:MAP,
  author =       "Itai Benjamini and Ariel Yadin and Ofer Zeitouni",
  title =        "Maximal Arithmetic Progressions in Random Subsets",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "35:365--35:376",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1321",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  note =         "See erratum \cite{Benjamini:2012:EMA}.",
  URL =          "http://ecp.ejpecp.org/article/view/1321",
  abstract =     "Let $ U(N) $ denote the maximal length of arithmetic
                 progressions in a random uniform subset of $ \{ 0, 1
                 \}^N $. By an application of the Chen-Stein method, we
                 show that $ U(N) - 2 \log (N) / \log (2) $ converges in
                 law to an extreme type (asymmetric) distribution. The
                 same result holds for the maximal length $ W(N) $ of
                 arithmetic progressions (mod $N$). When considered in
                 the natural way on a common probability space, we
                 observe that $ U(N) / \log (N)$ converges almost surely
                 to $ 2 / \log (2)$, while $ W(N) / \log (N)$ does not
                 converge almost surely (and in particular, $ \limsup
                 W(N) / \log (N)$ is at least $ 3 / \log (2)$).\par
                 \url{http://dx.doi.org/10.1214/ECP.v17-2014} {\bf An
                 Erratum is available in ECP volume {\bf 17} paper
                 number 18.}",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "arithmetic progression; Chen-Stein method; dependency
                 graph; extreme type limit distribution; random subset",
}

@Article{Montenegro:2007:SEV,
  author =       "Ravi Montenegro",
  title =        "Sharp edge, vertex, and mixed {Cheeger} type
                 inequalities for finite {Markov} kernels",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "36:377--36:389",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1269",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1269",
  abstract =     "We show how the evolving set methodology of Morris and
                 Peres can be used to show Cheeger inequalities for
                 bounding the spectral gap of a finite Markov kernel.
                 This leads to sharp versions of several previous
                 Cheeger inequalities, including ones involving
                 edge-expansion, vertex-expansion, and mixtures of both.
                 A bound on the smallest eigenvalue also follows.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Markov chain, evolving sets, Cheeger inequality,
                 eigenvalues",
}

@Article{Darses:2007:DPC,
  author =       "S{\'e}bastien Darses and Ivan Nourdin",
  title =        "Dynamical properties and characterization of gradient
                 drift diffusions",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "37:390--37:400",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1324",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1324",
  abstract =     "We study the dynamical properties of the Brownian
                 diffusions having $ \sigma \, {\rm Id} $ as diffusion
                 coefficient matrix and $ b = \nabla U $ as drift
                 vector. We characterize this class through the equality
                 $ D^2_+= D^2_- $, where $ D_+ $ (resp. $ D_-$) denotes
                 the forward (resp. backward) stochastic derivative of
                 Nelson's type. Our proof is based on a remarkable
                 identity for $ D_+^2 - D_-^2$ and on the use of the
                 martingale problem.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Gradient drift diffusion; Kolmogorov theorem;
                 Martingale problem; Nelson stochastic derivatives;
                 Reversible diffusion; Stationary diffusion; Time
                 reversal",
}

@Article{Panchenko:2007:NTP,
  author =       "Dmitriy Panchenko",
  title =        "A note on {Talagrand}'s positivity principle",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "38:401--38:410",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1326",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1326",
  abstract =     "Talagrand's positivity principle states that one can
                 slightly perturb a Hamiltonian in the
                 Sherrington-Kirkpatrick model in such a way that the
                 overlap of two configurations under the perturbed
                 Gibbs' measure will become typically nonnegative. In
                 this note we observe that abstracting from the setting
                 of the SK model only improves the result and does not
                 require any modifications in Talagrand's argument. In
                 this version, for example, positivity principle
                 immediately applies to the setting of replica symmetry
                 breaking interpolation. Also, abstracting from the SK
                 model improves the conditions in the Ghirlanda-Guerra
                 identities and as a consequence results in a
                 perturbation of smaller order necessary to ensure
                 positivity of the overlap.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Talagrand's positivity principle, Ghirlanda-Guerra
                 identities",
}

@Article{vandenBerg:2007:SPI,
  author =       "Jacob van den Berg and Antal Jarai and Balint
                 Vagvolgyi",
  title =        "The size of a pond in 2D invasion percolation",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "39:411--39:420",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1327",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1327",
  abstract =     "We consider invasion percolation on the square
                 lattice. van den Berg, Peres, Sidoravicius and Vares
                 have proved that the probability that the radius of a
                 so-called pond is larger than n, differs at most a
                 factor of order log n from the probability that in
                 critical Bernoulli percolation the radius of an open
                 cluster is larger than n. We show that these two
                 probabilities are, in fact, of the same order.
                 Moreover, we prove an analogous result for the volume
                 of a pond.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "critical percolation; invasion percolation; pond",
}

@Article{Cox:2007:SRT,
  author =       "Sonja Cox and Mark Veraar",
  title =        "Some remarks on tangent martingale difference
                 sequences in {$ L^1 $}-spaces",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "40:421--40:433",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1328",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1328",
  abstract =     "Let $X$ be a Banach space. Suppose that for all $ p
                 \in (1, \infty)$ a constant $ C_{p, X}$ depending only
                 on $X$ and $p$ exists such that for any two $X$-valued
                 martingales $f$ and $g$ with tangent martingale
                 difference sequences one has\par

                  $$ \mathbb {E} \| f \|^p \leq C_{p, X} \mathbb {E} \|
                 g \|^p \qquad (*). $$

                 This property is equivalent to the UMD condition. In
                 fact, it is still equivalent to the UMD condition if in
                 addition one demands that either $f$ or $g$ satisfy the
                 so-called (CI) condition. However, for some
                 applications it suffices to assume that $ (*)$ holds
                 whenever $g$ satisfies the (CI) condition. We show that
                 the class of Banach spaces for which $ (*)$ holds
                 whenever only $g$ satisfies the (CI) condition is more
                 general than the class of UMD spaces, in particular it
                 includes the space $ L^1$. We state several problems
                 related to $ (*)$ and other decoupling inequalities.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Davis decomposition; decoupling inequalities;
                 martingale difference sequences; tangent sequences; UMD
                 Banach spaces",
}

@Article{Van:2007:SLL,
  author =       "Thanh Le Van",
  title =        "On the strong law of large numbers for $d$-dimensional
                 arrays of random variables",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "41:434--41:441",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1331",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1331",
  abstract =     "In this paper, we provide a necessary and sufficient
                 condition for general $d$-dimensional arrays of random
                 variables to satisfy strong law of large numbers. Then,
                 we apply the result to obtain some strong laws of large
                 numbers for $d$-dimensional arrays of blockwise
                 independent and blockwise orthogonal random
                 variables.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Strong law of large number, almost sure convergence,
                 $d$-dimensional arrays of random variables",
}

@Article{DaPrato:2007:MKP,
  author =       "Giuseppe {Da Prato} and Arnaud Debussche and Luciano
                 Tubaro",
  title =        "A modified {Kardar--Parisi--Zhang} model",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "42:442--42:453",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1333",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1333",
  abstract =     "A one dimensional stochastic differential equation of
                 the form

                  $$ d X = A X d t + \frac 12 ( - A)^{- \alpha }
                 \partial_\xi [(( - A)^{- \alpha }X)^2]d t +
                 \partial_\xi d W(t), \qquad X(0) = x $$

                 is considered, where $ A = \frac 12 \partial^2_\xi $.
                 The equation is equipped with periodic boundary
                 conditions. When $ \alpha = 0 $ this equation arises in
                 the Kardar--Parisi--Zhang model. For $ \alpha \ne 0 $,
                 this equation conserves two important properties of the
                 Kardar--Parisi--Zhang model: it contains a quadratic
                 nonlinear term and has an explicit invariant measure
                 which is Gaussian. However, it is not as singular and
                 using renormalization and a fixed point result we prove
                 existence and uniqueness of a strong solution provided
                 $ \alpha > \frac 18 $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "invariant measure; Stochastic partial differential
                 equations; white noise; Wick product",
}

@Article{Haggstrom:2007:VCM,
  author =       "Olle H{\"a}ggstr{\"om} and Jeffrey Rosenthal",
  title =        "On Variance Conditions for {Markov} Chain {CLTs}",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "43:454--43:464",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1336",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1336",
  abstract =     "Central limit theorems for Markov chains are
                 considered, and in particular the relationships between
                 various expressions for asymptotic variance known from
                 the literature. These turn out to be equal under fairly
                 general conditions, although not always. We also
                 investigate the existence of CLTs, and pose some open
                 problems.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Oraby:2007:SLH,
  author =       "Tamer Oraby",
  title =        "The spectral laws of {Hermitian} block-matrices with
                 large random blocks",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "12",
  pages =        "44:465--44:476",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v12-1335",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1335",
  abstract =     "We are going to study the limiting spectral measure of
                 fixed dimensional Hermitian block-matrices with large
                 dimensional Wigner blocks. We are going also to
                 identify the limiting spectral measure when the
                 Hermitian block-structure is Circulant. Using the
                 limiting spectral measure of a Hermitian Circulant
                 block-matrix we will show that the spectral measure of
                 a Wigner matrix with k-weakly dependent entries need
                 not to be the semicircle law in the limit.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Random matrices",
}

@Article{Fierro:2007:SSA,
  author =       "Raul Fierro and Soledad Torres",
  title =        "A stochastic scheme of approximation for ordinary
                 differential equations",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "1:1--1:9",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1341",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1341",
  abstract =     "In this note we provide a stochastic method for
                 approximating solutions of ordinary differential
                 equations. To this end, a stochastic variant of the
                 Euler scheme is given by means of Markov chains. For an
                 ordinary differential equation, these approximations
                 are shown to satisfy a Large Number Law, and a Central
                 Limit Theorem for the corresponding fluctuations about
                 the solution of the differential equation is proven.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Central limit theorem; Convergence in law; Numerical
                 Scheme",
}

@Article{Feyel:2007:NCS,
  author =       "Denis Feyel and Arnaud {de La Pradelle} and Gabriel
                 Mokobodzki",
  title =        "A non-commutative sewing lemma",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "3:24--3:34",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1345",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1345",
  abstract =     "A non-commutative version of the sewing lemma is
                 proved, with some applications",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Curvilinear Integrals, Rough Paths, Stochastic
                 Integrals",
}

@Article{Wu:2008:LDP,
  author =       "Liming Wu and Nian Yao",
  title =        "Large deviation principles for {Markov} processes via
                 {Phi--Sobolev} inequalities",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "2:10--2:23",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1342",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1342",
  abstract =     "Via Phi-Sobolev inequalities, we give some sharp
                 integrability conditions on $F$ for the large deviation
                 principle of the empirical mean $ \frac
                 {1}{T}{\int_0^T{F(X_s)}ds}$ for large time $T$, where
                 $F$ is unbounded with values in some separable Banach
                 space. Several examples are provided.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "functional inequalities; large deviations; Orlicz
                 space",
}

@Article{Rossignol:2008:TPP,
  author =       "Rapha{\"e}l Rossignol",
  title =        "Threshold phenomena on product spaces: BKKKL revisited
                 (once more)",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "4:35--4:44",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1344",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1344",
  abstract =     "We revisit the work of Bourgain et al. (1992) -
                 referred to as {"BKKKL"} in the title - about
                 influences on Boolean functions in order to give a
                 precise statement of threshold phenomenon on the
                 product space $ \{ 1, \ldots {}, r \}^N $, generalizing
                 one of the main results of Talagrand (1994).",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Threshold phenomenon, approximate zero-one law,
                 influences.",
}

@Article{LePrince:2008:RBD,
  author =       "Vincent {Le Prince}",
  title =        "A relation between dimension of the harmonic measure,
                 entropy and drift for a random walk on a hyperbolic
                 space",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "5:45--5:53",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1350",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1350",
  abstract =     "We establish in this paper an exact formula which
                 links the dimension of the harmonic measure, the
                 asymptotic entropy and the rate of escape for a random
                 walk on a discrete subgroup of the isometry group of a
                 Gromov hyperbolic space. This completes a result
                 obtained by the author in a previous paper, where only
                 an upper bound for the dimension was proved.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "drift; entropy; harmonic measure; hyperbolic space;
                 Random walk",
}

@Article{vanZanten:2008:REG,
  author =       "Harry van Zanten",
  title =        "A remark on the equivalence of {Gaussian} processes",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "6:54--6:59",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1348",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1348",
  abstract =     "In this note we extend a classical equivalence result
                 for Gaussian stationary processes to the more general
                 setting of Gaussian processes with stationary
                 increments. This will allow us to apply it in the
                 setting of aggregated independent fractional Brownian
                 motions.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "equivalence of laws, spectral method; Gaussian
                 processes with stationary increments",
}

@Article{Bakry:2008:SPP,
  author =       "Dominique Bakry and Franck Barthe and Patrick Cattiaux
                 and Arnaud Guillin",
  title =        "A simple proof of the {Poincar{\'e}} inequality for a
                 large class of probability measures",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "7:60--7:66",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1352",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1352",
  abstract =     "Abstract. We give a simple and direct proof of the
                 existence of a spectral gap under some Lyapunov type
                 condition which is satisfied in particular by
                 log-concave probability measures on $ \mathbb {R}^n $.
                 The proof is based on arguments introduced in Bakry and
                 al, but for the sake of completeness, all details are
                 provided.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Lyapunov functions, Poincar{\'e} inequality,
                 log-concave measure",
}

@Article{Lawi:2008:HLP,
  author =       "Stephan Lawi",
  title =        "{Hermite} and {Laguerre} Polynomials and Matrix-Valued
                 Stochastic Processes",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "8:67--8:84",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1353",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1353",
  abstract =     "We extend to matrix-valued stochastic processes, some
                 well-known relations between real-valued diffusions and
                 classical orthogonal polynomials, along with some
                 recent results about L{\'e}vy processes and martingale
                 polynomials. In particular, joint semigroup densities
                 of the eigenvalue processes of the generalized
                 matrix-valued Ornstein--Uhlenbeck and squared
                 Ornstein--Uhlenbeck processes are respectively
                 expressed by means of the Hermite and Laguerre
                 polynomials of matrix arguments. These polynomials also
                 define martingales for the Brownian matrix and the
                 generalized Gamma process. As an application, we derive
                 a chaotic representation property for the eigenvalue
                 process of the Brownian matrix.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Brownian matrices, Wishart processes, Hermite
                 polynomials, Laguerre polynomials, martingale
                 polynomials, chaos representation property",
}

@Article{Bednorz:2008:RPC,
  author =       "Witold Bednorz and Krzysztof Latuszynski and Rafal
                 Latala",
  title =        "A Regeneration Proof of the {Central Limit Theorem}
                 for Uniformly Ergodic {Markov} Chains",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "9:85--9:98",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1354",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1354",
  abstract =     "Central limit theorems for functionals of general
                 state space Markov chains are of crucial importance in
                 sensible implementation of Markov chain Monte Carlo
                 algorithms as well as of vital theoretical interest.
                 Different approaches to proving this type of results
                 under diverse assumptions led to a large variety of CLT
                 versions. However due to the recent development of the
                 regeneration theory of Markov chains, many classical
                 CLTs can be reproved using this intuitive probabilistic
                 approach, avoiding technicalities of original proofs.
                 In this paper we provide a characterization of CLTs for
                 ergodic Markov chains via regeneration and then use the
                 result to solve the open problem posed in [Roberts \&
                 Rosenthal 2005]. We then discuss the difference between
                 one-step and multiple-step small set condition.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Markov chains, central limit theorems, regeneration,
                 ergodicity, uniform ergodicity, Harris recurrence",
}

@Article{McVinish:2008:OPE,
  author =       "Ross McVinish",
  title =        "Optimising prediction error among completely monotone
                 covariance sequences",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "11:113--11:120",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1355",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1355",
  abstract =     "We provide a characterisation of Gaussian time series
                 which optimise the one-step prediction error subject to
                 the covariance sequence being completely monotone with
                 the first {\em m\/} covariances specified.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "aggregation; maximum entropy; moment space",
}

@Article{Gao:2008:EEM,
  author =       "Fuchang Gao",
  title =        "Entropy Estimate for $k$-Monotone Functions via Small
                 Ball Probability of Integrated {Brownian} Motions",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "12:121--12:130",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1357",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1357",
  abstract =     "Metric entropy of the class of probability
                 distribution functions on $ [0, 1] $ with a
                 $k$-monotone density is studied through its connection
                 with the small ball probability of $k$-times integrated
                 Brownian motions.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "metric entropy, $k$-monotone function, small ball
                 probability, $k$-times integrated Brownian motion",
}

@Article{Rolla:2008:LPP,
  author =       "Leonardo Rolla and Augusto Teixeira",
  title =        "Last Passage Percolation in Macroscopically
                 Inhomogeneous Media",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "13:131--13:139",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1287",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1287",
  abstract =     "In this note we investigate the last passage
                 percolation model in the presence of macroscopic
                 inhomogeneity. We analyze how this affects the scaling
                 limit of the passage time, leading to a variational
                 problem that provides an ODE for the deterministic
                 limiting shape of the maximal path. We obtain a
                 sufficient analytical condition for uniqueness of the
                 solution for the variational problem. Consequences for
                 the totally asymmetric simple exclusion process are
                 discussed.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "inhomogeneous media; last passage percolation; scaling
                 limit; tasep; variational problem",
}

@Article{Windisch:2008:RWD,
  author =       "David Windisch",
  title =        "Random walk on a discrete torus and random
                 interlacements",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "14:140--14:150",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1359",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1359",
  abstract =     "We investigate the relation between the local picture
                 left by the trajectory of a simple random walk on the
                 torus $ ({\mathbb Z} / N{\mathbb Z})^d $, $ d \geq 3 $,
                 until $ u N^d $ time steps, $ u > 0 $, and the model of
                 random interlacements recently introduced by Sznitman.
                 In particular, we show that for large $N$, the joint
                 distribution of the local pictures in the neighborhoods
                 of finitely many distant points left by the walk up to
                 time $ u N^d$ converges to independent copies of the
                 random interlacement at level $u$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "random interlacements; Random walk",
}

@Article{Maas:2008:COF,
  author =       "Jan Maas and Jan Neerven",
  title =        "A {Clark--Ocone} formula in {UMD} {Banach} spaces",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "15:151--15:164",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1361",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1361",
  abstract =     "Let $H$ be a separable real Hilbert space and let $
                 \mathbb {F} = (\mathscr {F}_t)_{t \in [0, T]}$ be the
                 augmented filtration generated by an $H$-cylindrical
                 Brownian motion $ (W_H(t))_{t \in [0, T]}$ on a
                 probability space $ (\Omega, \mathscr {F}, \mathbb
                 {P})$. We prove that if $E$ is a UMD Banach space, $ 1
                 \le p < \infty $, and $ F \in \mathbb {D}^{1,
                 p}(\Omega; E)$ is $ \mathscr {F}_T$-measurable,
                 then\par

                  $$ F = \mathbb {E} (F) + \int_0^T P_{\mathbb {F}} (D
                 F) \, d W_H, $$

                 where $D$ is the Malliavin derivative of $F$ and $
                 P_{\mathbb {F}}$ is the projection onto the $ {\mathbb
                 {F}}$-adapted elements in a suitable Banach space of $
                 L^p$-stochastically integrable $ \mathscr {L}(H,
                 E)$-valued processes.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Clark-Ocone formula, Malliavin calculus",
}

@Article{Sturm:2008:TVM,
  author =       "Anja Sturm and Jan Swart",
  title =        "Tightness of voter model interfaces",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "16:165--16:174",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1360",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1360",
  abstract =     "Consider a long-range, one-dimensional voter model
                 started with all zeroes on the negative integers and
                 all ones on the positive integers. If the process
                 obtained by identifying states that are translations of
                 each other is positively recurrent, then it is said
                 that the voter model exhibits interface tightness. In
                 1995, Cox and Durrett proved that one-dimensional voter
                 models exhibit interface tightness if their infection
                 rates have a finite third moment. Recently, Belhaouari,
                 Mountford, and Valle have improved this by showing that
                 a finite second moment suffices. The present paper
                 gives a new short proof of this fact. We also prove
                 interface tightness for a long range swapping voter
                 model, which has a mixture of long range voter model
                 and exclusion process dynamics.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "exclusion process.; interface tightness; Long range
                 voter model; swapping voter model",
}

@Article{Latala:2008:BBP,
  author =       "Rafal Latala",
  title =        "On the boundedness of {Bernoulli} processes over thin
                 sets",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "17:175--17:186",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1362",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1362",
  abstract =     "We show that the Bernoulli conjecture holds for sets
                 with small one-dimensional projections, i.e. any
                 bounded Bernoulli process indexed by such set may be
                 represented as a sum of a uniformly bounded process and
                 a process dominated by a bounded Gaussian process.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Bernoulli process, Bernoulli conjecture, partitioning
                 scheme, majorizing measure",
}

@Article{Gnedin:2008:CRP,
  author =       "Alexander Gnedin",
  title =        "Corners and Records of the {Poisson} Process in
                 Quadrant",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "18:187--18:193",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1351",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1351",
  abstract =     "The scale-invariant spacings lemma due to Arratia,
                 Barbour and Tavar{\'e} establishes the distributional
                 identity of a self-similar Poisson process and the set
                 of spacings between the points of this process. In this
                 note we connect this result with properties of a
                 certain set of extreme points of the unit Poisson
                 process in the positive quadrant",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "$k$-records, $k$-corners, self-similar Poisson
                 process, Ignatov's theorem",
}

@Article{Pal:2008:SB,
  author =       "Soumik Pal",
  title =        "Symmetrization of {Bernoulli}",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "19:194--19:197",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1364",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1364",
  abstract =     "We show that an asymmetric Bernoulli random variable
                 is symmetry resistant in the sense that any independent
                 random variable, which when added to it produces a
                 symmetric sum, must have a variance at least as much as
                 itself. The main instrument is to use Skorokhod
                 embedding to transfer the discrete problem to the realm
                 of stochastic calculus.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Symmetrization, symmetry resistant, Skorokhod
                 embedding",
}

@Article{Eisenbaum:2008:PGG,
  author =       "Nathalie Eisenbaum and Andreas Kyprianou",
  title =        "On the parabolic generator of a general
                 one-dimensional {L{\'e}vy} process",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "20:198--20:209",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1366",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1366",
  abstract =     "The purpose of this note is twofold. Firstly to
                 complete a recent accumulation of results concerning
                 extended version of Ito's formula for any one
                 dimensional L{\'e}vy processes, $X$. Secondly, we use
                 the latter to characterise the parabolic generator of
                 $X$,

                  $$ {\bf A} := \left \{ (f, g) : f(X_\cdot, \cdot) -
                 \int_0^\cdot g(X_s, s)d s \text { is a local
                 martingale} \right \} . $$

                 We also establish a necessary condition for a pair of
                 functions to be in the domain of the parabolic
                 generator when $X$ has a Gaussian component.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Stochastic calculus , local time-space, It{\^o}
                 formula, parabolic generator.",
}

@Article{Makhnin:2008:FPE,
  author =       "Oleg Makhnin",
  title =        "Filtering and parameter estimation for a jump
                 stochastic process with discrete observations",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "21:210--21:224",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1363",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1363",
  abstract =     "A compound Poisson process is considered. We estimate
                 the current position of the stochastic process based on
                 past discrete-time observations (non-linear discrete
                 filtering problem) in Bayesian setting. We obtain
                 bounds for the asymptotic rate of the expected square
                 error of the filter when observations become frequent.
                 The bounds depend linearly on jump intensity. Also,
                 estimation of process' parameters is addressed.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Comman:2008:SWT,
  author =       "Henri Comman",
  title =        "{Stone--Weierstrass} type theorems for large
                 deviations",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "22:225--22:240",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1370",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1370",
  abstract =     "We give a general version of Bryc's theorem valid on
                 any topological space and with any algebra $ \mathcal
                 {A} $ of real-valued continuous functions separating
                 the points, or any well-separating class. In absence of
                 exponential tightness, and when the underlying space is
                 locally compact regular and $ \mathcal {A} $
                 constituted by functions vanishing at infinity, we give
                 a sufficient condition on the functional $ \Lambda
                 (\cdot)_{\mid \mathcal {A}} $ to get large deviations
                 with not necessarily tight rate function. We obtain the
                 general variational form of any rate function on a
                 completely regular space; when either exponential
                 tightness holds or the space is locally compact
                 Hausdorff, we get it in terms of any algebra as above.
                 Prohorov-type theorems are generalized to any space,
                 and when it is locally compact regular the exponential
                 tightness can be replaced by a (strictly weaker)
                 condition on $ \Lambda (\cdot)_{\mid \mathcal {A}} $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Large deviations, rate function, Bryc's theorem",
}

@Article{Panchenko:2008:DPF,
  author =       "Dmitry Panchenko",
  title =        "On differentiability of the {Parisi} formula",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "23:241--23:247",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1365",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1365",
  abstract =     "It was proved by Michel Talagrand in [10] that the
                 Parisi formula for the free energy in the
                 Sherrington-Kirkpatrick model is differentiable with
                 respect to inverse temperature parameter. We present a
                 simpler proof of this result by using approximate
                 solutions in the Parisi formula and give one example of
                 application of the differentiability to prove non
                 self-averaging of the overlap outside of the replica
                 symmetric region.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Sherrington-Kirkpatrick model, Parisi formula.",
}

@Article{Miermont:2008:SSL,
  author =       "Gr{\'e}gory Miermont",
  title =        "On the sphericity of scaling limits of random planar
                 quadrangulations",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "24:248--24:257",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1368",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1368",
  abstract =     "We give a new proof of a theorem by Le Gall and
                 Paulin, showing that scaling limits of random planar
                 quadrangulations are homeomorphic to the 2-sphere. The
                 main geometric tool is a reinforcement of the notion of
                 Gromov-Hausdorff convergence, called 1-regular
                 convergence, that preserves topological properties of
                 metric surfaces.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Random planar maps, scaling limits, Gromov-Hausdorff
                 convergence, spherical topology",
}

@Article{Wastlund:2008:RMP,
  author =       "Johan W{\"a}stlund",
  title =        "Random matching problems on the complete graph",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "25:258--25:265",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1372",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1372",
  abstract =     "The edges of the complete graph on $n$ vertices are
                 assigned independent exponentially distributed costs. A
                 $k$-matching is a set of $k$ edges of which no two have
                 a vertex in common. We obtain explicit bounds on the
                 expected value of the minimum total cost $ C_{k, n}$ of
                 a $k$-matching. In particular we prove that if $ n = 2
                 k$ then $ \pi^2 / 12 < E C_{k, n} < \pi^2 / 12 + \log n
                 / n$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Minimum matching, exponential, expectation, mean
                 field, network.",
}

@Article{Bobkov:2008:NDM,
  author =       "Sergey Bobkov",
  title =        "A note on the distributions of the maximum of linear
                 {Bernoulli} processes",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "26:266--26:271",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1375",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1375",
  abstract =     "We give a characterization of the family of all
                 probability measures on the extended line $ ( - \infty,
                 + \infty] $, which may be obtained as the distribution
                 of the maximum of some linear Bernoulli process.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "distribution of the maximum; Linear Bernoulli
                 processes",
}

@Article{Huss:2008:IDL,
  author =       "Wilfried Huss",
  title =        "Internal Diffusion-Limited Aggregation on non-amenable
                 graphs",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "27:272--27:279",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1374",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1374",
  abstract =     "The stochastic growth model Internal Diffusion Limited
                 Aggregation was defined in 1991 by Diaconis and Fulton.
                 Several shape results are known when the underlying
                 state space is the d-dimensional lattice, or a discrete
                 group with exponential growth. We prove an extension of
                 the shape result of Blachere and Brofferio for Internal
                 Diffusion Limited Aggregation on a wide class of Markov
                 chains on non-amenable graphs.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "interacting particle systems; random walks on graphs",
}

@Article{Peche:2008:LBS,
  author =       "Sandrine Peche and Alexander Soshnikov",
  title =        "On the lower bound of the spectral norm of symmetric
                 random matrices with independent entries",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "28:280--28:290",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1376",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1376",
  abstract =     "We show that the spectral radius of an $ N \times N $
                 random symmetric matrix with i.i.d. bounded centered
                 but non-symmetrically distributed entries is bounded
                 from below by $ 2 \sigma - o(N^{-6 / 11 + \varepsilon
                 }), $ where $ \sigma^2 $ is the variance of the matrix
                 entries and $ \varepsilon $ is an arbitrary small
                 positive number. Combining with our previous result
                 from [7], this proves that for any $ \varepsilon > 0, \
                 $ one has $ \| A_N \| = 2 \sigma + o(N^{-6 / 11 +
                 \varepsilon }) $ with probability going to $1$ as $ N
                 \to \infty $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Wigner random matrices, spectral norm",
}

@Article{Holmes:2008:EIA,
  author =       "Mark Holmes and Remco van der Hofstad and Gordon
                 Slade",
  title =        "An extension of the inductive approach to the lace
                 expansion",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "29:291--29:301",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1377",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1377",
  abstract =     "We extend the inductive approach to the lace
                 expansion, previously developed to study models with
                 critical dimension 4, to be applicable more generally.
                 In particular, the result of this note has recently
                 been used to prove Gaussian asymptotic behaviour for
                 the Fourier transform of the two-point function for
                 sufficiently spread-out lattice trees in dimensions $ d
                 > 8 $, and it is potentially also applicable to
                 percolation in dimensions $ d > 6 $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "induction; Lace expansion; lattice trees;
                 percolation",
}

@Article{Kabluchko:2008:ECR,
  author =       "Zakhar Kabluchko and Axel Munk",
  title =        "Exact Convergence Rate for the Maximum of Standardized
                 {Gaussian} Increments",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "30:302--30:310",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1380",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1380",
  abstract =     "We prove an almost sure limit theorem on the exact
                 convergence rate of the maximum of standardized
                 Gaussian random walk increments. This gives a more
                 precise version of Shao's theorem ({\em Shao, Q.-M.,
                 1995. On a conjecture of R{\'e}v{\'e}sz. Proc. Amer.
                 Math. Soc. {\bf 123}, 575--582}) in the Gaussian
                 case.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "standardized increments, Gaussian random walk,
                 multiscale statistic, L{\'e}vy's continuity modulus,
                 integral test, almost sure limit theorem",
}

@Article{Morris:2008:SGI,
  author =       "Ben Morris",
  title =        "Spectral gap for the interchange process in a box",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "31:311--31:318",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1381",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1381",
  abstract =     "We show that the spectral gap for the interchange
                 process (and the symmetric exclusion process) in a
                 $d$-dimensional box of side length $L$ is asymptotic to
                 $ \pi^2 / L^2$. This gives more evidence in favor of
                 Aldous's conjecture that in any graph the spectral gap
                 for the interchange process is the same as the spectral
                 gap for a corresponding continuous-time random walk.
                 Our proof uses a technique that is similar to that used
                 by Handjani and Jungreis, who proved that Aldous's
                 conjecture holds when the graph is a tree.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "spectral gap, interchange process",
}

@Article{Vovk:2008:CTT,
  author =       "Vladimir Vovk",
  title =        "Continuous-time trading and the emergence of
                 volatility",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "32:319--32:324",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1383",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1383",
  abstract =     "This note continues investigation of randomness-type
                 properties emerging in idealized financial markets with
                 continuous price processes. It is shown, without making
                 any probabilistic assumptions, that the strong
                 variation exponent of non-constant price processes has
                 to be 2, as in the case of continuous martingales.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "continuous time; game-theoretic probability; strong
                 variation exponent",
}

@Article{Song:2008:RBS,
  author =       "Renming Song and Zoran Vondracek",
  title =        "On the relationship between subordinate killed and
                 killed subordinate processes",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "33:325--33:336",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1388",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1388",
  abstract =     "We study the precise relationship between the
                 subordinate killed and killed subordinate processes in
                 the case of an underlying Hunt process, and show that,
                 under minimal conditions, the former is a subprocess of
                 the latter obtained by killing at a terminal time.
                 Moreover, we also show that the killed subordinate
                 process can be obtained by resurrecting the subordinate
                 killed one at most countably many times.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Markov process, subordination, killing, resurrection",
}

@Article{Guillotin-Plantard:2008:FLT,
  author =       "Nadine Guillotin-Plantard and Arnaud {Le Ny}",
  title =        "A functional limit theorem for a 2d-random walk with
                 dependent marginals",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "34:337--34:351",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1386",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1386",
  abstract =     "We prove a non-standard functional limit theorem for a
                 two dimensional simple random walk on some randomly
                 oriented lattices. This random walk, already known to
                 be transient, has different horizontal and vertical
                 fluctuations leading to different normalizations in the
                 functional limit theorem, with a non-Gaussian
                 horizontal behavior. We also prove that the horizontal
                 and vertical components are not asymptotically
                 independent.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Random walks, random environments, random sceneries,",
}

@Article{Gobet:2008:SEC,
  author =       "Emmanuel Gobet and C{\'e}line Labart",
  title =        "Sharp estimates for the convergence of the density of
                 the {Euler} scheme in small time",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "35:352--35:363",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1393",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1393",
  abstract =     "In this work, we approximate a diffusion process by
                 its Euler scheme and we study the convergence of the
                 density of the marginal laws. We improve previous
                 estimates especially for small time.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Euler scheme; Malliavin calculus; rate of convergence;
                 stochastic differential equation",
}

@Article{Marcus:2008:IDG,
  author =       "Michael Marcus and Jay Rosen",
  title =        "Infinite Divisibility of {Gaussian} Squares with
                 Non-zero Means",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "36:364--36:376",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1389",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1389",
  abstract =     "We give necessary and sufficient conditions for a
                 Gaussian vector with non-zero mean, to have infinitely
                 divisible squares for all scalar multiples of the mean,
                 and show how the this vector is related to the local
                 times of a Markov chain determined by the covariance
                 matrix of the Gaussian vector. Our results add to
                 results of Griffiths, Bapat, Eisenbaum and Kaspi.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Gaussian vectors, infinite divisibility, Markov
                 chains",
}

@Article{Pete:2008:NPI,
  author =       "Gabor Pete",
  title =        "A note on percolation on {$ Z^d $}: isoperimetric
                 profile via exponential cluster repulsion",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "37:377--37:392",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1390",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1390",
  abstract =     "We show that for all $ p > p_c(\mathbb {Z}^d) $
                 percolation parameters, the probability that the
                 cluster of the origin is finite but has at least $t$
                 vertices at distance one from the infinite cluster is
                 exponentially small in $t$. We use this to give a short
                 proof of the strongest version of the important fact
                 that the isoperimetric profile of the infinite cluster
                 basically coincides with the profile of the original
                 lattice. This implies, e.g., that simple random walk on
                 the largest cluster of a finite box $ [ - n, n]^d$ with
                 high probability has $ L^\infty $-mixing time $ \Theta
                 (n^2)$, and that the heat kernel (return probability)
                 on the infinite cluster a.s. decays like $ p_n(o, o) =
                 O(n^{-d / 2})$. Versions of these results have been
                 proven by Benjamini and Mossel (2003), Mathieu and Remy
                 (2004), Barlow (2004) and Rau (2006). For general
                 infinite graphs, we prove that anchored isoperimetric
                 properties survive supercritical percolation, provided
                 that the probability of the cluster of the origin being
                 finite with large boundary decays rapidly; this is the
                 case for a large class of graphs when $p$ is close to
                 1. As an application (with the help of some entropy
                 inequalities), we give a short conceptual proof of a
                 theorem of Angel, Benjamini, Berger and Peres (2006):
                 the infinite percolation cluster of a wedge in $
                 \mathbb {Z}^3$ is a.s. transient whenever the wedge
                 itself is transient.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Flury:2008:NBL,
  author =       "Markus Flury",
  title =        "A note on the ballistic limit of random motion in a
                 random potential",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "38:393--38:400",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1394",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1394",
  abstract =     "It has been shown that certain types of random walks
                 in random potentials and Brownian motion in Poissonian
                 potentials undergo a phase transition from
                 sub-ballistic to ballistic behavior when the strength
                 of the underlying drift is increased. The ballistic
                 behavior has been manifested by indicating a limiting
                 area for the normalized motion. In the present article,
                 we provide a refined description of this limiting area
                 with a further development for the case of rotation
                 invariant Poissonian potentials.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "RWRP, random walk, random potential, Brownian motion,
                 Poissonian potential, ballistic phase, ballistic
                 limit",
}

@Article{Hofmann-Credner:2008:WTR,
  author =       "Katrin Hofmann-Credner and Michael Stolz",
  title =        "{Wigner} theorems for random matrices with dependent
                 entries: Ensembles associated to symmetric spaces and
                 sample covariance matrices",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "39:401--39:414",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1395",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1395",
  abstract =     "It is a classical result of Wigner that for an
                 Hermitian matrix with independent entries on and above
                 the diagonal, the mean empirical eigenvalue
                 distribution converges weakly to the semicircle law as
                 matrix size tends to infinity. In this paper, we prove
                 analogs of Wigner's theorem for random matrices taken
                 from all infinitesimal versions of classical symmetric
                 spaces. This is a class of models which contains those
                 studied by Wigner and Dyson, along with seven others
                 arising in condensed matter physics. Like Wigner's, our
                 results are universal in that they only depend on
                 certain assumptions about the moments of the matrix
                 entries, but not on the specifics of their
                 distributions. What is more, we allow for a certain
                 amount of dependence among the matrix entries, in the
                 spirit of a recent generalization of Wigner's theorem,
                 due to Schenker and Schulz-Baldes. As a byproduct, we
                 obtain a universality result for sample covariance
                 matrices with dependent entries.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "random matrices, symmetric spaces, semicircle law,
                 Wigner, Marcenko-Pastur, Wishart, sample covariance
                 matrices, dependent random variables, density of
                 states, universality",
}

@Article{Kargin:2008:AGS,
  author =       "Vladislav Kargin",
  title =        "On Asymptotic Growth of the Support of Free
                 Multiplicative Convolutions",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "40:415--40:421",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1396",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1396",
  abstract =     "Let $ \mu $ be a compactly supported probability
                 measure on $ \mathbb {R}^+ $ with expectation $1$ and
                 variance $ V.$ Let $ \mu_n$ denote the $n$-time free
                 multiplicative convolution of measure $ \mu $ with
                 itself. Then, for large $n$ the length of the support
                 of $ \mu_n$ is asymptotically equivalent to $ e V n$,
                 where $e$ is the base of natural logarithms, $ e = 2.71
                 \ldots $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Free probability, free multiplicative convolution",
}

@Article{Luschgy:2008:MEL,
  author =       "Harald Luschgy and Gilles Pag{\`e}s",
  title =        "Moment estimates for {L{\'e}vy} Processes",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "41:422--41:434",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1397",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1397",
  abstract =     "For real L{\'e}vy processes $ (X_t)_{t \geq 0} $
                 having no Brownian component with Blumenthal-Getoor
                 index $ \beta $, the estimate $ E \sup_{s \leq t} |X_s
                 - a_p s|^p \leq C_p t $ for every $ t \in [0, 1] $ and
                 suitable $ a_p \in R $ has been established by Millar
                 for $ \beta < p \leq 2 $ provided $ X_1 \in L^p $. We
                 derive extensions of these estimates to the cases $ p >
                 2 $ and $ p \leq \beta $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "alpha-stable process; L{\'e}vy measure; L{\'e}vy
                 process increment; Meixner process.; Normal Inverse
                 Gaussian process; tempered stable process",
}

@Article{Kosters:2008:SOC,
  author =       "Holger K{\"o}sters",
  title =        "On the Second-Order Correlation Function of the
                 Characteristic Polynomial of a Real Symmetric {Wigner}
                 Matrix",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "42:435--42:447",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1400",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1400",
  abstract =     "We consider the asymptotic behaviour of the
                 second-order correlation function of the characteristic
                 polynomial of a real symmetric random matrix. Our main
                 result is that the existing result for a random matrix
                 from the Gaussian Orthogonal Ensemble, obtained by
                 Br{\'e}zin and Hikami (2001), essentially continues to
                 hold for a general real symmetric Wigner matrix. To
                 obtain this result, we adapt the approach by G{\"o}tze
                 and K{\"o}sters (2008), who proved the analogous result
                 for the Hermitian case.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Alberts:2008:IPC,
  author =       "Tom Alberts and Michael Kozdron",
  title =        "Intersection probabilities for a chordal {SLE} path
                 and a semicircle",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "43:448--43:460",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1399",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1399",
  abstract =     "We derive a number of estimates for the probability
                 that a chordal SLE$_\kappa $ path in the upper half
                 plane $ \mathbb {H}$ intersects a semicircle centred on
                 the real line. We prove that if $ 0 < \kappa < 8$ and $
                 \gamma : [0, \infty) \to \overline {\mathbb {H}}$ is a
                 chordal SLE$_\kappa $ in $ \mathbb {H}$ from $0$ to $
                 \infty $, then $ P \{ \gamma [0, \infty) \cap \mathcal
                 {C}(x; r x) \neq \emptyset \} \asymp r^{4a - 1}$ where
                 $ a = 2 / \kappa $ and $ \mathcal {C}(x; r x)$ denotes
                 the semicircle centred at $ x > 0$ of radius $ r x$, $
                 00$. For $ 4 < \kappa < 8$, we also estimate the
                 probability that an entire semicircle on the real line
                 is swallowed at once by a chordal SLE$_\kappa $ path in
                 $ \mathbb {H}$ from $0$ to $ \infty $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Hausdorff dimension; intersection probability;
                 restriction property; Schramm-Loewner evolution;
                 Schwarz-Christoffel transformation; swallowing time",
}

@Article{Goldschmidt:2008:FRP,
  author =       "Christina Goldschmidt and James Martin and Dario
                 Spano",
  title =        "Fragmenting random permutations",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "44:461--44:474",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1402",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1402",
  abstract =     "{\bf Problem 1.5.7 from Pitman's Saint-Flour lecture
                 notes:} Does there exist for each $n$ a fragmentation
                 process $ (\Pi_{n, k}, 1 \leq k \leq n)$ such that $
                 \Pi_{n, k}$ is distributed like the partition generated
                 by cycles of a uniform random permutation of $ \{ 1, 2,
                 \ldots, n \} $ conditioned to have $k$ cycles? We show
                 that the answer is yes. We also give a partial
                 extension to general exchangeable Gibbs partitions.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Fragmentation process, random permutation, Gibbs
                 partition, Chinese restaurant process",
}

@Article{Stenflo:2008:PSL,
  author =       "{\"O}rjan Stenflo",
  title =        "Perfect sampling from the limit of deterministic
                 products of stochastic matrices",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "45:474--45:481",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1409",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1409",
  abstract =     "We illustrate how a technique from the theory of
                 random iterations of functions can be used within the
                 theory of products of matrices. Using this technique we
                 give a simple proof of a basic theorem about the
                 asymptotic behavior of (deterministic) ``backwards
                 products'' of row-stochastic matrices and present an
                 algorithm for perfect sampling from the limiting common
                 row-vector (interpreted as a
                 probability-distribution).",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Perfect sampling, Stochastic matrices, Markov Chain
                 Monte Carlo, Iterated Function Systems",
}

@Article{Breton:2008:EBN,
  author =       "Jean-Christophe Breton and Ivan Nourdin",
  title =        "Error bounds on the non-normal approximation of
                 {Hermite} power variations of fractional {Brownian}
                 motion",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "46:482--46:493",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1415",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1415",
  abstract =     "Let $ q \geq 2 $ be a positive integer, $B$ be a
                 fractional Brownian motion with Hurst index $ H \in (0,
                 1)$, $Z$ be an Hermite random variable of index $q$,
                 and $ H_q$ denote the $q$ th Hermite polynomial. For
                 any $ n \geq 1$, set $ V_n = \sum_{k = 0}^{n - 1}
                 H_q(B_{k + 1} - B_k)$. The aim of the current paper is
                 to derive, in the case when the Hurst index verifies $
                 H > 1 - 1 / (2 q)$, an upper bound for the total
                 variation distance between the laws $ \mathscr
                 {L}(Z_n)$ and $ \mathscr {L}(Z)$, where $ Z_n$ stands
                 for the correct renormalization of $ V_n$ which
                 converges in distribution towards $Z$. Our results
                 should be compared with those obtained recently by
                 Nourdin and Peccati (2007) in the case where $ H < 1 -
                 1 / (2 q)$, corresponding to the case where one has
                 normal approximation.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Fractional Brownian motion; Hermite power variation;
                 Hermite random variable; Multiple stochastic integrals;
                 Non-central limit theorem; Total variation distance",
}

@Article{Millan:2008:RGL,
  author =       "Juan Carlos Pardo Millan",
  title =        "On the rate of growth of {L{\'e}vy} processes with no
                 positive jumps conditioned to stay positive",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "47:494--47:506",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1414",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1414",
  abstract =     "In this note, we study the asymptotic behaviour of
                 L{\'e}vy processes with no positive jumps conditioned
                 to stay positive and some related processes. In
                 particular, we establish an integral test for the lower
                 envelope at $0$ and at $ + \infty $ and an analogue of
                 Khintchin's law of the iterated logarithm at 0 and at $
                 + \infty $, for the upper envelope of the reflected
                 process at its future infimum.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "L{\'e}vy processes conditioned to stay positive,
                 Future infimum process, First and last passage times,
                 Occupation times, Rate of growth, Integral tests.",
}

@Article{Yukich:2008:LTM,
  author =       "Joseph Yukich",
  title =        "Limit theorems for multi-dimensional random
                 quantizers",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "48:507--48:517",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1418",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1418",
  abstract =     "We consider the $r$-th power quantization error
                 arising in the optimal approximation of a
                 $d$-dimensional probability measure $P$ by a discrete
                 measure supported by the realization of $n$ i.i.d.
                 random variables $ X_1, \ldots {}, X_n$. For all $ d
                 \geq 1$ and $ r \in (0, \infty)$ we establish mean and
                 variance asymptotics as well as central limit theorems
                 for the $r$-th power quantization error. Limiting means
                 and variances are expressed in terms of the densities
                 of $P$ and $ X_1$. Similar convergence results hold for
                 the random point measures arising by placing at each $
                 X_i, 1 \leq i \leq n, $ a mass equal to the local
                 distortion.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "central limit theorems; laws of large numbers;
                 Quantization; stabilization",
}

@Article{Jiang:2008:DRF,
  author =       "Thomas Jiang and Kun-Lin Kuo",
  title =        "Distribution of a random functional of a
                 {Ferguson--Dirichlet} process over the unit sphere",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "49:518--49:525",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1416",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1416",
  abstract =     "Jiang, Dickey, and Kuo [12] gave the multivariate
                 c-characteristic function and showed that it has
                 properties similar to those of the multivariate Fourier
                 transformation. We first give the multivariate
                 c-characteristic function of a random functional of a
                 Ferguson--Dirichlet process over the unit sphere. We
                 then find out its probability density function using
                 properties of the multivariate c-characteristic
                 function. This new result would generalize that given
                 by [11].",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "c-characteristic function; Ferguson--Dirichlet
                 process",
}

@Article{Abreu:2008:FGG,
  author =       "Victor Perez Abreu and Noriyoshi Sakuma",
  title =        "Free Generalized Gamma Convolutions",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "50:526--50:539",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1413",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1413",
  abstract =     "The so-called Bercovici-Pata bijection maps the set of
                 classical infinitely divisible laws to the set of free
                 infinitely divisible laws. The purpose of this work is
                 to study the free infinitely divisible laws
                 corresponding to the classical Generalized Gamma
                 Convolutions (GGC). Characterizations of their free
                 cumulant transforms are derived as well as free
                 integral representations with respect to the free Gamma
                 process. A random matrix model for free GGC is built
                 consisting of matrix random integrals with respect to a
                 classical matrix Gamma process. Nested subclasses of
                 free GGC are shown to converge to the free stable class
                 of distributions.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Free probability; generalized gamma convolutions;
                 infinitely divisible distribution; random matrices",
}

@Article{Jagers:2008:GBP,
  author =       "Peter Jagers and Andreas Lager{\aa}s",
  title =        "General branching processes conditioned on extinction
                 are still branching processes",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "51:540--51:547",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1419",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1419",
  abstract =     "It is well known that a simple, supercritical
                 Bienaym{\'e}-Galton--Watson process turns into a
                 subcritical such process, if conditioned to die out. We
                 prove that the corresponding holds true for general,
                 multi-type branching, where child-bearing may occur at
                 different ages, life span may depend upon reproduction,
                 and the whole course of events is thus affected by
                 conditioning upon extinction.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Crump-Mode-Jagers process; extinction; general
                 branching process; multi-type branching process;
                 subcritical; supercritical",
}

@Article{Lalley:2008:OCM,
  author =       "Steven Lalley and George Kordzakhia",
  title =        "An oriented competition model on {$ Z_+^2 $}",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "52:548--52:561",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1422",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1422",
  abstract =     "We consider a two-type oriented competition model on
                 the first quadrant of the two-dimensional integer
                 lattice. Each vertex of the space may contain only one
                 particle of either Red type or Blue type. A vertex
                 flips to the color of a randomly chosen southwest
                 nearest neighbor at exponential rate 2. At time zero
                 there is one Red particle located at $ (1, 0) $ and one
                 Blue particle located at $ (0, 1) $. The main result is
                 a partial shape theorem: Denote by $ R (t) $ and $ B
                 (t) $ the red and blue regions at time $t$. Then (i)
                 eventually the upper half of the unit square contains
                 no points of $ B (t) / t$, and the lower half no points
                 of $ R (t) / t$; and (ii) with positive probability
                 there are angular sectors rooted at $ (1, 1)$ that are
                 eventually either red or blue. The second result is
                 contingent on the uniform curvature of the boundary of
                 the corresponding Richardson shape.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "competition, shape theorem, first passage
                 percolation",
}

@Article{VanHandel:2008:DTN,
  author =       "Ramon {Van Handel}",
  title =        "Discrete time nonlinear filters with informative
                 observations are stable",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "53:562--53:575",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1423",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1423",
  abstract =     "The nonlinear filter associated with the discrete time
                 signal-observation model $ (X_k, Y_k) $ is known to
                 forget its initial condition as $ k \to \infty $
                 regardless of the observation structure when the signal
                 possesses sufficiently strong ergodic properties.
                 Conversely, it stands to reason that if the
                 observations are sufficiently informative, then the
                 nonlinear filter should forget its initial condition
                 regardless of any properties of the signal. We show
                 that for observations of additive type $ Y_k = h(X_k) +
                 \xi_k $ with invertible observation function $h$ (under
                 mild regularity assumptions on $h$ and on the
                 distribution of the noise $ \xi_k$), the filter is
                 indeed stable in a weak sense without any assumptions
                 at all on the signal process. If the signal satisfies a
                 uniform continuity assumption, weak stability can be
                 strengthened to stability in total variation.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "asymptotic stability; hidden Markov models; nonlinear
                 filtering; prediction",
}

@Article{Muller:2008:RBM,
  author =       "Sebastian M{\"u}ller",
  title =        "Recurrence for branching {Markov} chains",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "54:576--54:605",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1424",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1424",
  abstract =     "The question of recurrence and transience of branching
                 Markov chains is more subtle than for ordinary Markov
                 chains; they can be classified in transience, weak
                 recurrence, and strong recurrence. We review criteria
                 for transience and weak recurrence and give several new
                 conditions for weak recurrence and strong recurrence.
                 These conditions make a unified treatment of known and
                 new examples possible and provide enough information to
                 distinguish between weak and strong recurrence. This
                 represents a step towards a general classification of
                 branching Markov chains. In particular, we show that in
                 homogeneous cases weak recurrence and strong recurrence
                 coincide. Furthermore, we discuss the generalization of
                 positive and null recurrence to branching Markov chains
                 and show that branching random walks on $Z$ are either
                 transient or positive recurrent.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "spectral radius, branching Markov chains, recurrence,
                 transience, strong recurrence, positive recurrence",
}

@Article{Kink:2008:MZS,
  author =       "Peter Kink",
  title =        "A martingale on the zero-set of a holomorphic
                 function",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "55:606--55:613",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1425",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1425",
  abstract =     "We give a simple probabilistic proof of the classical
                 fact from complex analysis that the zeros of a
                 holomorphic function of several variables are never
                 isolated and that they are not contained in any compact
                 set. No facts from complex analysis are assumed other
                 than the Cauchy-Riemann definition. From stochastic
                 analysis only the Ito formula and the standard
                 existence theorem for stochastic differential equations
                 are required.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "complex martingales; stochastic differential
                 equations",
}

@Article{Burdzy:2008:MPP,
  author =       "Krzysztof Burdzy and David White",
  title =        "{Markov} processes with product-form stationary
                 distribution",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "56:614--56:627",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1428",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1428",
  abstract =     "We consider a continuous time Markov process $ (X, L)
                 $, where $X$ jumps between a finite number of states
                 and $L$ is a piecewise linear process with state space
                 $ \mathbb {R}^d$. The process $L$ represents an
                 {"inert} {drift"} or {"reinforcement."} We find
                 sufficient and necessary conditions for the process $
                 (X, L)$ to have a stationary distribution of the
                 product form, such that the marginal distribution of
                 $L$ is Gaussian. We present a number of conjectures for
                 processes with a similar structure but with continuous
                 state spaces.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Markov process, stationary distribution, inert drift",
}

@Article{Bertail:2008:EBM,
  author =       "Patrice Bertail and Emmanuelle Gautherat and Hugo
                 Harari-Kermadec",
  title =        "Exponential bounds for multivariate self-normalized
                 sums",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "57:628--57:640",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1430",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1430",
  abstract =     "In a non-parametric framework, we establish some
                 non-asymptotic bounds for self-normalized sums and
                 quadratic forms in the multivariate case for symmetric
                 and general random variables. This bounds are entirely
                 explicit and essentially depends in the general case on
                 the kurtosis of the Euclidean norm of the standardized
                 random variables.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Exponential inequalities; Hoeffding inequality.;
                 multivariate; Self-normalization",
}

@Article{Chigansky:2008:DBM,
  author =       "Pavel Chigansky and Fima Klebaner",
  title =        "Distribution of the {Brownian} motion on its way to
                 hitting zero",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "58:641--58:648",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1432",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1432",
  abstract =     "For the one-dimensional Brownian motion $ B = (B_t)_{t
                 \geq 0} $, started at $ x > 0 $, and the first hitting
                 time $ \tau = \inf \{ t \geq 0 : B_t = 0 \} $, we find
                 the probability density of $ B_{u \tau } $ for a $ u
                 \in (0, 1) $, i.e. of the Brownian motion on its way to
                 hitting zero.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Bessel bridge; Brownian bridge; Brownian motion;
                 heavy-tailed distribution; hitting time; scaled
                 Brownian excursion",
}

@Article{Enriquez:2008:RSS,
  author =       "Nathanael Enriquez and Christophe Sabot and Marc Yor",
  title =        "Renewal series and square-root boundaries for {Bessel}
                 processes",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "59:649--59:652",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1436",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1436",
  abstract =     "We show how a description of Brownian exponential
                 functionals as a renewal series gives access to the law
                 of the hitting time of a square-root boundary by a
                 Bessel process. This extends classical results by
                 Breiman and Shepp, concerning Brownian motion, and
                 recovers by different means, extensions for Bessel
                 processes, obtained independently by Delong and Yor.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Bessel processes, renewal series, exponential
                 functionals, square-root boundaries",
}

@Article{Peskir:2008:LHT,
  author =       "Goran Peskir",
  title =        "The Law of the Hitting Times to Points by a Stable
                 {L{\'e}vy} Process with No Negative Jumps",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "60:653--60:659",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1431",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1431",
  abstract =     "Let $ X = (X_t)_{t \ge 0} $ be a stable L{\'e}vy
                 process of index $ \alpha \in (1, 2) $ with the
                 L{\'e}vy measure $ \nu (d x) = (c / x^{1 + \alpha })
                 I_{(0, \infty)}(x) d x $ for $ c > 0 $, let $ x > 0 $
                 be given and fixed, and let $ \tau_x = \inf \{ t > 0 :
                 X_t = x \} $ denote the first hitting time of $X$ to
                 $x$. Then the density function $ f_{\tau_x}$ of $
                 \tau_x$ admits the following series representation:\par
                 $$ f_{\tau_x}(t) = \frac {x^{\alpha - 1}}{\pi (\Gamma
                 (\alpha) t)^{2 - 1 / \alpha }} \sum_{n = 1}^\infty
                 \bigg [( - 1)^{n - 1} \sin (\pi / \alpha) \frac {\Gamma
                 (n - 1 / \alpha)}{\Gamma (\alpha n - 1)} \Big (\frac
                 {x^\alpha }{c \Gamma ( - \alpha)t} \Big)^{n - 1} $$

                  $$ - \sin \Big (\frac {n \pi }{\alpha } \Big) \frac
                 {\Gamma (1 + n / \alpha)}{n!} \Big (\frac {x^\alpha }{c
                 \Gamma ( - \alpha)t} \Big)^{(n + 1) / \alpha - 1}
                 \bigg] $$

                 for $ t > 0$. In particular, this yields $ f_{\tau_x}(0
                 +) = 0$ and\par

                  $$ f_{\tau_x}(t) \sim \frac {x^{\alpha - 1}}{\Gamma
                 (\alpha - 1), \Gamma (1 / \alpha)} (c \Gamma ( -
                 \alpha)t)^{-2 + 1 / \alpha } $$

                 as $ t \rightarrow \infty $. The method of proof
                 exploits a simple identity linking the law of $ \tau_x$
                 to the laws of $ X_t$ and $ \sup_{0 \le s \le t} X_s$
                 that makes a Laplace inversion amenable. A simpler
                 series representation for $ f_{\tau_x}$ is also known
                 to be valid when $ x < 0$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Stable L{\'e}vy process with no negative jumps,
                 spectrally positive, first hitting time to a point,
                 first passage time over a point, supremum process, a
                 Chapman-Kolmogorov equation of Volterra type, Laplace
                 transform, the Wiener-Hopf factorisation.",
}

@Article{Osekowski:2008:SIB,
  author =       "Adam Osekowski",
  title =        "Sharp inequality for bounded submartingales and their
                 differential subordinates",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "61:660--61:675",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1433",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1433",
  abstract =     "Let $ \alpha $ be a fixed number from the interval $
                 [0, 1] $. We obtain the sharp probability bounds for
                 the maximal function of the process which is $ \alpha
                 $-differentially subordinate to a bounded
                 submartingale. This generalizes the previous results of
                 Burkholder and Hammack.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "conditional differential subordination; differential
                 subordination; distribution function; Martingale;
                 submartingale; tail inequality",
}

@Article{Dumbgen:2008:EBA,
  author =       "Lutz D{\"u}mbgen and Christoph Leuenberger",
  title =        "Explicit Bounds for the Approximation Error in
                 {Benford}'s Law",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "13",
  pages =        "10:99--10:112",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v13-1358",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  MRclass =      "60E15 (60F99)",
  MRnumber =     "2386066 (2009b:60056)",
  MRreviewer =   "Pieter C. Allaart",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/benfords-law.bib;
                 http://www.math.utah.edu/pub/tex/bib/ecp.bib;
                 http://www.math.utah.edu/pub/tex/bib/prng.bib",
  URL =          "http://arxiv.org/abs/0705.4488;
                 http://ecp.ejpecp.org/article/view/1358;
                 http://weber.math.washington.edu/~ejpecp/ECP/index.php",
  abstract =     "Benford's law states that for many random variables $
                 X > 0 $ its leading digit $ D = D(X) $ satisfies
                 approximately the equation $ \mathbb {P}(D = d) =
                 \log_{10}(1 + 1 / d) $ for $ d = 1, 2, \ldots, 9 $.
                 This phenomenon follows from another, maybe more
                 intuitive fact, applied to $ Y := \log_{10}X $: For
                 many real random variables $Y$, the remainder $ U := Y
                 - \lfloor Y \rfloor $ is approximately uniformly
                 distributed on $ [0, 1)$. The present paper provides
                 new explicit bounds for the latter approximation in
                 terms of the total variation of the density of $Y$ or
                 some derivative of it. These bounds are an interesting
                 and powerful alternative to Fourier methods. As a
                 by-product we obtain explicit bounds for the
                 approximation error in Benford's law.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Hermite polynomials, Gumbel distribution, Kuiper
                 distance, normal distribution, total variation, uniform
                 distribution, Weibull distribution",
}

@Article{Dieker:2009:RBM,
  author =       "A. B. Dieker and J. Moriarty",
  title =        "Reflected {Brownian} motion in a wedge:
                 sum-of-exponential stationary densities",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "1:1--1:16",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1437",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1437",
  abstract =     "We give necessary and sufficient conditions for the
                 stationary density of semimartingale reflected Brownian
                 motion in a wedge to be written as a finite sum of
                 terms of exponential product form. Relying on geometric
                 ideas reminiscent of the reflection principle, we give
                 an explicit formula for the density in such cases.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Reflected Brownian motion with drift -- stationary
                 distribution -- reflection principle",
}

@Article{Osekowski:2009:SMI,
  author =       "Adam Osekowski",
  title =        "Sharp maximal inequality for martingales and
                 stochastic integrals",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "2:17--2:30",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1438",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1438",
  abstract =     "Let $ X = (X_t)_{t \geq 0} $ be a martingale and $ H =
                 (H_t)_{t \geq 0} $ be a predictable process taking
                 values in $ [ - 1, 1] $. Let $Y$ denote the stochastic
                 integral of $H$ with respect to $X$. We show that\par
                 $$ || \sup_{t \geq 0}Y_t||_1 \leq \beta_0 || \sup_{t
                 \geq 0}|X_t|||_1, $$

                 where $ \beta_0 = 2, 0856 \ldots $ is the best
                 possible. Furthermore, if, in addition, $X$ is
                 nonnegative, then\par

                  $$ || \sup_{t \geq 0}Y_t||_1 \leq \beta_0^+ || \sup_{t
                 \geq 0}X_t||_1, $$

                 where $ \beta_0^+= \frac {14}{9}$ is the best
                 possible.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Martingale; maximal function; stochastic integral",
}

@Article{Eckhoff:2009:UMM,
  author =       "Maren Eckhoff and Silke Rolles",
  title =        "Uniqueness of the mixing measure for a random walk in
                 a random environment on the positive integers",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "3:31--3:35",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1441",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1441",
  abstract =     "Consider a random walk in an irreducible random
                 environment on the positive integers. We prove that the
                 annealed law of the random walk determines uniquely the
                 law of the random environment. An application to
                 linearly edge-reinforced random walk is given.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "random walk in a random environment, mixing measure",
}

@Article{Bjorner:2009:NRF,
  author =       "Anders Bjorner",
  title =        "Note: Random-to-front shuffles on trees",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "4:36--4:41",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1445",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1445",
  abstract =     "A Markov chain is considered whose states are
                 orderings of an underlying fixed tree and whose
                 transitions are local ``random-to-front'' reorderings,
                 driven by a probability distribution on subsets of the
                 leaves. The eigenvalues of the transition matrix are
                 determined using Brown's theory of random walk on
                 semigroups.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "eigenvalue; Markov chain; random walk;
                 random-to-front; semigroup; shuffle; tree",
}

@Article{Haggstrom:2009:STD,
  author =       "Olle H{\"a}ggstr{\"o}m and P{\'e}ter Mester",
  title =        "Some two-dimensional finite energy percolation
                 processes",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "5:42--5:54",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1446",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1446",
  abstract =     "Some examples of translation invariant site
                 percolation processes on the $ Z^2 $ lattice are
                 constructed, the most far-reaching example being one
                 that satisfies uniform finite energy (meaning that the
                 probability that a site is open given the status of all
                 others is bounded away from 0 and 1) and exhibits a.s.
                 the coexistence of an infinite open cluster and an
                 infinite closed cluster. Essentially the same example
                 shows that coexistence is possible between an infinite
                 open cluster and an infinite closed cluster that are
                 both robust under i.i.d. thinning.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "percolation, uniform finite energy, coexistence",
}

@Article{Mueller:2009:CBS,
  author =       "Carl Mueller and Zhixin Wu",
  title =        "A connection between the stochastic heat equation and
                 fractional {Brownian} motion, and a simple proof of a
                 result of {Talagrand}",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "6:55--6:65",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1403",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  note =         "See erratum \cite{Mueller:2012:ECB}.",
  URL =          "http://ecp.ejpecp.org/article/view/1403",
  abstract =     "We give a new representation of fractional Brownian
                 motion with Hurst parameter $ H \leq \frac {1}{2} $
                 using stochastic partial differential equations. This
                 representation allows us to use the Markov property and
                 time reversal, tools which are not usually available
                 for fractional Brownian motion. We then give simple
                 proofs that fractional Brownian motion does not hit
                 points in the critical dimension, and that it does not
                 have double points in the critical dimension. These
                 facts were already known, but our proofs are quite
                 simple and use some ideas of L{\'e}vy. {\bf An Erratum
                 is available in
                 \url{http://dx.doi.org/10.1214/ECP.v17-1774} ECP volume
                 {\bf 17} paper number 8.}",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "heat equation, white noise, stochastic partial
                 differential equations",
}

@Article{Kendall:2009:BCC,
  author =       "Wilfrid Kendall",
  title =        "{Brownian} couplings, convexity, and shy-ness",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "7:66--7:80",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1417",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1417",
  abstract =     "Benjamini, Burdzy and Chen (2007) introduced the
                 notion of a {\em shy coupling\/}: a coupling of a
                 Markov process such that, for suitable starting points,
                 there is a positive chance of the two component
                 processes of the coupling staying at least a given
                 positive distance away from each other for all time.
                 Among other results, they showed that no shy couplings
                 could exist for reflected Brownian motions in $ C^2 $
                 bounded convex planar domains whose boundaries contain
                 no line segments. Here we use potential-theoretic
                 methods to extend this Benjamini {\em et al.\/}(2007)
                 result (a) to all bounded convex domains (whether
                 planar and smooth or not) whose boundaries contain no
                 line segments, (b) to all bounded convex planar domains
                 regardless of further conditions on the boundary.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Brownian motion, coupling",
}

@Article{Deijfen:2009:SRG,
  author =       "Maria Deijfen",
  title =        "Stationary random graphs with prescribed iid degrees
                 on a spatial {Poisson} process",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "8:81--8:89",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1448",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1448",
  abstract =     "Let $ [\mathcal {P}] $ be the points of a Poisson
                 process on $ R^d $ and $F$ a probability distribution
                 with support on the non-negative integers. Models are
                 formulated for generating translation invariant random
                 graphs with vertex set $ [\mathcal {P}]$ and iid vertex
                 degrees with distribution $F$, and the length of the
                 edges is analyzed. The main result is that finite mean
                 for the total edge length per vertex is possible if and
                 only if $F$ has finite moment of order $ (d + 1) /
                 d$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Random graphs, degree distribution, Poisson process,
                 stable matching, stationary model",
}

@Article{Kovchegov:2009:OPB,
  author =       "Yevgeniy Kovchegov",
  title =        "Orthogonality and probability: beyond nearest neighbor
                 transitions",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "9:90--9:103",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1447",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1447",
  abstract =     "In this article, we will explore why Karlin-McGregor
                 method of using orthogonal polynomials in the study of
                 Markov processes was so successful for one dimensional
                 nearest neighbor processes, but failed beyond nearest
                 neighbor transitions. We will proceed by suggesting and
                 testing possible fixtures.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "reversible Markov chains, orthogonal polynomials,
                 Karlin-McGregor representation",
}

@Article{Holmes:2009:SLS,
  author =       "Mark Holmes",
  title =        "The scaling limit of senile reinforced random walk",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "10:104--10:115",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1449",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1449",
  abstract =     "This paper proves that the scaling limit of
                 nearest-neighbour senile reinforced random walk is
                 Brownian Motion when the time T spent on the first edge
                 has finite mean. We show that under suitable
                 conditions, when T has heavy tails the scaling limit is
                 the so-called fractional kinetics process, a random
                 time-change of Brownian motion. The proof uses the
                 standard tools of time-change and invariance principles
                 for additive functionals of Markov chains.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Privault:2009:MIS,
  author =       "Nicolas Privault",
  title =        "Moment identities for {Skorohod} integrals on the
                 {Wiener} space and applications",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "11:116--11:121",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1450",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1450",
  abstract =     "We prove a moment identity on the Wiener space that
                 extends the Skorohod isometry to arbitrary powers of
                 the Skorohod integral on the Wiener space. As simple
                 consequences of this identity we obtain sufficient
                 conditions for the Gaussianity of the law of the
                 Skorohod integral and a recurrence relation for the
                 moments of second order Wiener integrals. We also
                 recover and extend the sufficient conditions for the
                 invariance of the Wiener measure under random rotations
                 given in A. S. {\"U}st{\"u}nel and M. Zakai {\em Prob.
                 Th. Rel. Fields\/} {\bf 103} (1995), 409--429.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Malliavin calculus, Skorohod integral, Skorohod
                 isometry, Wiener measure, random isometries.",
}

@Article{vanderHofstad:2009:LLT,
  author =       "Remco van der Hofstad and Wouter Kager and Tobias
                 M{\"u}ller",
  title =        "A local limit theorem for the critical random graph",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "12:122--12:131",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1451",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1451",
  abstract =     "We consider the limit distribution of the orders of
                 the $k$ largest components in the Erdos-R{\'e}nyi
                 random graph inside the {"critical} {window"} for
                 arbitrary $k$. We prove a local limit theorem for this
                 joint distribution and derive an exact expression for
                 the joint probability density function.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Random graphs",
}

@Article{Marchal:2009:STE,
  author =       "Philippe Marchal",
  title =        "Small time expansions for transition probabilities of
                 some {L{\'e}vy} processes",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "13:132--13:142",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1452",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1452",
  abstract =     "We show that there exist L{\'e}vy processes $ (X_t, t
                 \geq 0) $ and reals $ y > 0 $ such that for small $t$,
                 the probability $ P(X_t > y)$ has an expansion
                 involving fractional powers or more general functions
                 of $t$. This constrasts with previous results giving
                 polynomial expansions under additional assumptions.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "L{\'e}vy process, transition probability",
}

@Article{Janssen:2009:ESM,
  author =       "A. J. E. M. Janssen and J. S. H. {Van Leeuwaarden}",
  title =        "Equidistant sampling for the maximum of a {Brownian}
                 motion with drift on a finite horizon",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "14:143--14:150",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1453",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1453",
  abstract =     "A Brownian motion observed at equidistant sampling
                 points renders a random walk with normally distributed
                 increments. For the difference between the expected
                 maximum of the Brownian motion and its sampled version,
                 an expansion is derived with coefficients in terms of
                 the drift, the Riemann zeta function and the normal
                 distribution function.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "equidistant sampling of Brownian motion;
                 Euler-Maclaurin summation; finite horizon; Gaussian
                 random walk; maximum; Riemann zeta function",
}

@Article{Duquesne:2009:EPH,
  author =       "Thomas Duquesne",
  title =        "An elementary proof of {Hawkes}'s conjecture on
                 {Galton--Watson} trees",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "15:151--15:164",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1454",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1454",
  abstract =     "In 1981, J. Hawkes conjectured the exact form of the
                 Hausdorff gauge function for the boundary of
                 supercritical Galton--Watson trees under a certain
                 assumption on the tail at infinity of the total mass of
                 the branching measure. Hawkes's conjecture has been
                 proved by T. Watanabe in 2007 as well as other precise
                 results on fractal properties of the boundary of
                 Galton--Watson trees. The goal of this paper is to
                 provide an elementary proof of Hawkes's conjecture
                 under a less restrictive assumption than in T.
                 Watanabe's paper, by use of size-biased Galton--Watson
                 trees introduced by Lyons, Pemantle and Peres in
                 1995.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "boundary; branching measure; exact Hausdorff measure;
                 Galton--Watson tree; size-biased tree",
}

@Article{Sheu:2009:NBM,
  author =       "Yuan-Chung Sheu and Yu-Ting Chen",
  title =        "A note on $r$-balayages of matrix-exponential
                 {L{\'e}vy} processes",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "16:165--16:175",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1456",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1456",
  abstract =     "In this note we give semi-explicit solutions for
                 $r$-balayages of matrix-exponential-L{\'e}vy processes.
                 To this end, we turn to an identity for the joint
                 Laplace transform of the first entry time and the
                 undershoot and a semi-explicit solution of the negative
                 Wiener-Hopf factor. Our result is closely related to
                 the works by Mordecki in [11], Asmussen, Avram and
                 Pistorius in [3], Chen, Lee and Sheu in [7], and many
                 others",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Meckes:2009:QAG,
  author =       "Elizabeth Meckes",
  title =        "Quantitative asymptotics of graphical projection
                 pursuit",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "17:176--17:185",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1457",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1457",
  abstract =     "There is a result of Diaconis and Freedman which says
                 that, in a limiting sense, for large collections of
                 high-dimensional data most one-dimensional projections
                 of the data are approximately Gaussian. This paper
                 gives quantitative versions of that result. For a set
                 of $n$ deterministic vectors $ \{ x_i \} $ in $ R^d$
                 with $n$ and $d$ fixed, let $ \theta $ be a random
                 point of the sphere and let $ \mu_\theta $ denote the
                 random measure which puts equal mass at the projections
                 of each of the $ x_i$ onto the direction $ \theta $.
                 For a fixed bounded Lipschitz test function $f$, an
                 explicit bound is derived for the probability that the
                 integrals of $f$ with respect to $ \mu_\theta $ and
                 with respect to a suitable Gaussian distribution differ
                 by more than $ \epsilon $. A bound is also given for
                 the probability that the bounded-Lipschitz distance
                 between these two measures differs by more than $
                 \epsilon $, which yields a lower bound on the waiting
                 time to finding a non-Gaussian projection of the $
                 x_i$, if directions are tried independently and
                 uniformly.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Projection pursuit, concentration inequalities,
                 Stein's method, Lipschitz distance",
}

@Article{Lopez-Garcia:2009:CDL,
  author =       "Marcos Lopez-Garcia",
  title =        "Characterization of distributions with the length-bias
                 scaling property",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "18:186--18:191",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1458",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1458",
  abstract =     "This paper characterizes the density functions of
                 absolutely continuous positive random variables with
                 finite expectation whose respective distribution
                 functions satisfy the so-called length-bias scaling
                 property.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Length-bias scaling property, Indeterminate moment
                 problem, theta function",
}

@Article{Kuhn:2009:NSI,
  author =       "Christoph K{\"u}hn and Maximilian Stroh",
  title =        "A note on stochastic integration with respect to
                 optional semimartingales",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "19:192--19:201",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1465",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1465",
  abstract =     "In this note we discuss the extension of the
                 elementary stochastic Ito-integral w.r.t. an optional
                 semimartingale. The paths of an optional semimartingale
                 possess limits from the left and from the right, but
                 may have double jumps. This leads to quite interesting
                 phenomena in integration theory.\par

                 We find a mathematically tractable domain of general
                 integrands. The simple integrands are embedded into
                 this domain. Then, we characterize the integral as the
                 unique continuous and linear extension of the
                 elementary integral and show completeness of the space
                 of integrals. Thus our integral possesses desirable
                 properties to model dynamic trading gains in
                 mathematical finance when security price processes
                 follow optional semimartingales.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "stochastic integration theory, optional
                 semimartingales, dynamic portfolio choice",
}

@Article{Eisenbaum:2009:OIF,
  author =       "Nathalie Eisenbaum and Alexander Walsh",
  title =        "An optimal {It{\^o}} formula for {L{\'e}vy}
                 processes",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "20:202--20:209",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1469",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1469",
  abstract =     "Several It{\^o} formulas have been already established
                 for L{\'e}vy processes. We explain according to which
                 criteria they are not {\em optimal\/} and establish an
                 extended It{\^o} formula that satisfies that criteria.
                 The interest, in particular, of this formula is to
                 obtain the explicit decomposition of $ F(X) $, for $X$
                 L{\'e}vy process and $F$ deterministic function with
                 locally bounded first order Radon-Nikodym derivatives,
                 as the sum of a Dirichlet process and a bounded
                 variation process.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "stochastic calculus, L{\'e}vy process, local time,
                 It{\^o} formula",
}

@Article{Gao:2009:DIM,
  author =       "Fuqing Gao and Hui Jiang",
  title =        "Deviation inequalities and moderate deviations for
                 estimators of parameters in an {Ornstein--Uhlenbeck}
                 process with linear drift",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "21:210--21:223",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1466",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1466",
  abstract =     "Some deviation inequalities and moderate deviation
                 principles for the maximum likelihood estimators of
                 parameters in an Ornstein--Uhlenbeck process with
                 linear drift are established by the logarithmic Sobolev
                 inequality and the exponential martingale method.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Deviation inequality; logarithmic Sobolev inequality;
                 moderate deviations; Ornstein--Uhlenbeck process",
}

@Article{Lin:2009:ASL,
  author =       "Fuming Lin",
  title =        "An Almost Sure Limit Theorem For the Maxima of
                 Strongly Dependent {Gaussian} Sequences",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "22:224--22:231",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1461",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1461",
  abstract =     "In this paper, we prove an almost sure limit theorem
                 for the maxima of strongly dependent Gaussian sequences
                 under some mild conditions. The result is an expansion
                 of the weakly dependent result of E. Csaki and K.
                 Gonchigdanzan.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Almost sure central limit theorem, Strongly dependent
                 sequence, Logarithmic average",
}

@Article{Wang:2009:FEO,
  author =       "Jian Wang",
  title =        "First Eigenvalue of One-dimensional Diffusion
                 Processes",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "23:232--23:244",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1464",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1464",
  abstract =     "We consider the first Dirichlet eigenvalue of
                 diffusion operators on the half line. A criterion for
                 the equivalence of the first Dirichlet eigenvalue with
                 respect to the maximum domain and that to the minimum
                 domain is presented. We also describe the relationships
                 between the first Dirichlet eigenvalue of transient
                 diffusion operators and the standard Muckenhoupt's
                 conditions for the dual weighted Hardy inequality.
                 Pinsky's result [17] and Chen's variational formulas
                 [8] are reviewed, and both provide the original
                 motivation for this research.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "First Dirichlet eigenvalue, Hardy inequality,
                 variational formula, transience, recurrence, diffusion
                 operators",
}

@Article{Dolgopyat:2009:NPA,
  author =       "Dmitry Dolgopyat and Carlangelo Liverani",
  title =        "Non-perturbative approach to random walk in
                 {Markovian} environment",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "24:245--24:251",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1467",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1467",
  abstract =     "We prove the CLT for a random walk in a dynamical
                 environment where the states of the environment at
                 different sites are independent Markov chains.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Central Limit Theorem; Gibbs measures; random
                 environment; Random walk",
}

@Article{Balan:2009:NFK,
  author =       "Raluca Balan",
  title =        "A Note on a {Feynman--Kac}-Type Formula",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "25:252--25:260",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1468",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1468",
  abstract =     "In this article, we establish a probabilistic
                 representation for the second-order moment of the
                 solution of stochastic heat equation, with
                 multiplicative noise, which is fractional in time and
                 colored in space. This representation is similar to the
                 one given in Dalang, Mueller and Tribe (2008) in the
                 case of an s.p.d.e. driven by a Gaussian noise, which
                 is white in time. Unlike the formula of Dalang, Mueller
                 and Tribe (2008) , which is based on the usual Poisson
                 process, our representation is based on the planar
                 Poisson process, due to the fractional component of the
                 noise.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "fractional Brownian motion, stochastic heat equation,
                 Feynman--Kac formula, planar Poisson process",
}

@Article{Wastlund:2009:EPL,
  author =       "Johan W{\"a}stlund",
  title =        "An easy proof of the $ \zeta (2) $ limit in the random
                 assignment problem",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "26:261--26:269",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1475",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1475",
  abstract =     "The edges of the complete bipartite graph $ K_{n, n} $
                 are given independent exponentially distributed costs.
                 Let $ C_n $ be the minimum total cost of a perfect
                 matching. It was conjectured by M. M{\'e}zard and G.
                 Parisi in 1985, and proved by D. Aldous in 2000, that $
                 C_n $ converges in probability to $ \pi^2 / 6 $. We
                 give a short proof of this fact, consisting of a proof
                 of the exact formula $ 1 + 1 / 4 + 1 / 9 + \dots + 1 /
                 n^2 $ for the expectation of $ C_n $, and a $ O(1 / n)
                 $ bound on the variance.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "minimum, matching, graph, exponential",
}

@Article{Hough:2009:TTR,
  author =       "Robert Hough",
  title =        "Tesselation of a triangle by repeated barycentric
                 subdivision",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "27:270--27:277",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1471",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1471",
  abstract =     "Under iterated barycentric subdivision of a triangle,
                 most triangles become flat in the sense that the
                 largest angle tends to $ \pi $. By analyzing a random
                 walk on $ S L_2 (\mathbb {R}) $ we give asymptotics
                 with explicit constants for the number of flat
                 triangles and the degree of flatness at a given stage
                 of subdivision. In particular, we prove analytical
                 bounds for the upper Lyapunov constant of the walk.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Barycentric subdivision; random walk on a group",
}

@Article{Tudor:2009:HRS,
  author =       "Ciprian Tudor",
  title =        "{Hsu--Robbins} and {Spitzer}'s theorems for the
                 variations of fractional {Brownian} motion",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "28:278--28:289",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1481",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1481",
  abstract =     "Using recent results on the behavior of multiple
                 Wiener-It{\^o} integrals based on Stein's method, we
                 prove Hsu-Robbins and Spitzer's theorems for sequences
                 of correlated random variables related to the
                 increments of the fractional Brownian motion.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "multiple stochastic integrals, selfsimilar processes,
                 fractional Brownian motion, Hermite processes, limit
                 theorems, Stein's method.",
}

@Article{Biggins:2009:LDR,
  author =       "J. D. Biggins and D. B. Penman",
  title =        "Large deviations in randomly coloured random graphs",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "29:290--29:301",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1478",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1478",
  abstract =     "Models of random graphs are considered where the
                 presence or absence of an edge depends on the random
                 types (colours) of its vertices, so that whether or not
                 edges are present can be dependent. The principal
                 objective is to study large deviations in the number of
                 edges. These graphs provide a natural example with two
                 different non-degenerate large deviation regimes, one
                 arising from large deviations in the colourings
                 followed by typical edge placement and the other from
                 large deviation in edge placement. A secondary
                 objective is to illustrate the use of a general result
                 on large deviations for mixtures.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "large deviations, mixture, rate function, random
                 graphs",
}

@Article{Bernardin:2009:MNP,
  author =       "Fr{\'e}d{\'e}ric Bernardin and Mireille Bossy and
                 Miguel Martinez and Denis Talay",
  title =        "On mean numbers of passage times in small balls of
                 discretized {It{\^o}} processes",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "30:302--30:316",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1479",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1479",
  abstract =     "The aim of this note is to prove estimates on mean
                 values of the number of times that It{\^o} processes
                 observed at discrete times visit small balls in $
                 \mathbb {R}^d $. Our technique, in the innite horizon
                 case, is inspired by Krylov's arguments in [2, Chap.2].
                 In the finite horizon case, motivated by an application
                 in stochastic numerics, we discount the number of
                 visits by a locally exploding coefficient, and our
                 proof involves accurate properties of last passage
                 times at 0 of one dimensional semimartingales.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Diffusion processes, sojourn times, estimates,
                 discrete times",
}

@Article{Duquesne:2009:RRI,
  author =       "Thomas Duquesne and Jean-Fran{\c{c}}ois {Le Gall}",
  title =        "On the re-rooting invariance property of {L{\'e}vy}
                 trees",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "31:317--31:326",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1484",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1484",
  abstract =     "We prove a strong form of the invariance under
                 re-rooting of the distribution of the continuous random
                 trees called L{\'e}vy trees. This expends previous
                 results due to several authors.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "continuous tree; re-rooting, L{\'e}vy process; stable
                 tree",
}

@Article{Khorunzhiy:2009:UBE,
  author =       "Oleksiy Khorunzhiy and Jean-Fran{\c{c}}ois Marckert",
  title =        "Uniform bounds for exponential moment of maximum of a
                 {Dyck} path",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "32:327--32:333",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1486",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1486",
  abstract =     "Let us consider the maximum $ M(D) $ of a Dyck path
                 $D$ chosen uniformly in the set of Dyck paths with $ 2
                 n$ steps. We prove that the exponential moment of $
                 M(D)$ normalized by the square root of $n$ is bounded
                 in the limit of infinite $n$. This uniform bound
                 justifies an assumption used in literature to prove
                 certain estimates of high moments of large random
                 matrices.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Bernoulli bridge; Dyck paths; random matrices",
}

@Article{Guntuboyina:2009:CSM,
  author =       "Adityanand Guntuboyina and Hannes Leeb",
  title =        "Concentration of the spectral measure of large
                 {Wishart} matrices with dependent entries",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "33:334--33:342",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1483",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1483",
  abstract =     "We derive concentration inequalities for the spectral
                 measure of large random matrices, allowing for certain
                 forms of dependence. Our main focus is on empirical
                 covariance (Wishart) matrices, but general symmetric
                 random matrices are also considered.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Wishart matrices, concentration inequalities, spectral
                 measure",
}

@Article{Janson:2009:SRM,
  author =       "Svante Janson",
  title =        "Standard representation of multivariate functions on a
                 general probability space",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "34:343--34:346",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1477",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1477",
  abstract =     "It is well-known that a random variable, i.e. a
                 function defined on a probability space, with values in
                 a Borel space, can be represented on the special
                 probability space consisting of the unit interval with
                 Lebesgue measure. We show an extension of this to
                 multivariate functions. This is motivated by some
                 recent constructions of random graphs.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Borel space; random graphs",
}

@Article{Yadin:2009:REM,
  author =       "Ariel Yadin",
  title =        "Rate of Escape of the Mixer Chain",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "35:347--35:357",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1474",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1474",
  abstract =     "The mixer chain on a graph $G$ is the following Markov
                 chain. Place tiles on the vertices of $G$, each tile
                 labeled by its corresponding vertex. A {"mixer"} moves
                 randomly on the graph, at each step either moving to a
                 randomly chosen neighbor, or swapping the tile at its
                 current position with some randomly chosen adjacent
                 tile. We study the mixer chain on $ \mathbb {Z}$, and
                 show that at time $t$ the expected distance to the
                 origin is $ t^{3 / 4}$, up to constants. This is a new
                 example of a random walk on a group with rate of escape
                 strictly between $ t^{1 / 2}$ and $t$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Maejima:2009:NNC,
  author =       "Makoto Maejima and Genta Nakahara",
  title =        "A note on new classes of infinitely divisible
                 distributions on $ \mathbb {R}^d $",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "36:358--36:371",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1487",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1487",
  abstract =     "This paper introduces and studies a family of new
                 classes of infinitely divisible distributions on $
                 \mathbb {R}^d $ with two parameters. Depending on
                 parameters, these classes connect the
                 Goldie-Steutel-Bondesson class and the class of
                 generalized type $G$ distributions, connect the Thorin
                 class and the class $M$, connect the class $M$ and the
                 class of generalized type $G$ distributions. These
                 classes are characterized by stochastic integral
                 representations with respect to L{\'e}vy processes.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{delaPena:2009:EIS,
  author =       "Victor de la Pe{\~n}a and Guodong Pang",
  title =        "Exponential inequalities for self-normalized processes
                 with applications",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "37:372--37:381",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1490",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1490",
  abstract =     "We prove the following exponential inequality for a
                 pair of random variables $ (A, B) $ with $ B > 0 $
                 satisfying the {\em canonical assumption\/}, $ E[\exp
                 (\lambda A - \frac {\lambda^2}{2} B^2)] \leq 1 $ for $
                 \lambda \in R $, \par

                  $$ P \left (\frac {|A|}{\sqrt { \frac {2q - 1}{q}
                 \left (B^2 + (E[|A|^p])^{2 / p} \right) }} \geq x
                 \right) \leq \left (\frac {q}{2q - 1} \right)^{\frac
                 {q}{2q - 1}} x^{- \frac {q}{2q - 1}} e^{-x^2 / 2} $$

                 for $ x > 0 $, where $ 1 / p + 1 / q = 1 $ and $ p \geq
                 1 $. Applying this inequality, we obtain exponential
                 bounds for the tail probabilities for self-normalized
                 martingale difference sequences. We propose a method of
                 hypothesis testing for the $ L^p$-norm $ (p \geq 1)$ of
                 $A$ (in particular, martingales) and some stopping
                 times. We apply this inequality to the stochastic TSP
                 in $ [0, 1]^d$ ($ d \geq 2$), connected to the CLT.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "self-normalization, exponential inequalities,
                 martingales, hypothesis testing, stochastic Traveling
                 Salesman Problem",
}

@Article{Goncalves:2009:DFZ,
  author =       "Patricia Goncalves and Milton Jara",
  title =        "Density fluctuations for a zero-range process on the
                 percolation cluster",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "38:382--38:395",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1491",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1491",
  abstract =     "We prove that the density fluctuations for a
                 zero-range process evolving on the $d$-dimensional
                 supercritical percolation cluster, with $ d \geq {3}$,
                 are given by a generalized Ornstein--Uhlenbeck process
                 in the space of distributions $ \mathscr {S}'(\mathbb
                 {R}^d)$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "percolation cluster, zero-range process, density
                 fluctuations",
}

@Article{Nikeghbali:2009:BFR,
  author =       "Ashkan Nikeghbali and Marc Yor",
  title =        "The {Barnes} {$G$} function and its relations with
                 sums and products of generalized {Gamma} convolution
                 variables",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "39:396--39:411",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1488",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1488",
  abstract =     "We give a probabilistic interpretation for the Barnes
                 $G$-function which appears in random matrix theory and
                 in analytic number theory in the important moments
                 conjecture due to Keating-Snaith for the Riemann zeta
                 function, via the analogy with the characteristic
                 polynomial of random unitary matrices. We show that the
                 Mellin transform of the characteristic polynomial of
                 random unitary matrices and the Barnes $G$-function are
                 intimately related with products and sums of gamma,
                 beta and log-gamma variables. In particular, we show
                 that the law of the modulus of the characteristic
                 polynomial of random unitary matrices can be expressed
                 with the help of products of gamma or beta variables.
                 This leads us to prove some non standard type of limit
                 theorems for the logarithmic mean of the so called
                 generalized gamma convolutions.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Barnes G-function, beta-gamma algebra, generalized
                 gamma convolution variables, random matrices,
                 characteristic polynomials of random unitary matrices",
}

@Article{Kargin:2009:SRT,
  author =       "Vladislav Kargin",
  title =        "Spectrum of random {Toeplitz} matrices with band
                 structure",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "40:412--40:423",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1492",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1492",
  abstract =     "This paper considers the eigenvalues of symmetric
                 Toeplitz matrices with independent random entries and
                 band structure. We assume that the entries of the
                 matrices have zero mean and a uniformly bounded 4th
                 moment, and we study the limit of the eigenvalue
                 distribution when both the size of the matrix and the
                 width of the band with non-zero entries grow to
                 infinity. It is shown that if the bandwidth\slash size
                 ratio converges to zero, then the limit of the
                 eigenvalue distributions is Gaussian. If the ratio
                 converges to a positive limit, then the distributions
                 converge to a non-Gaussian distribution, which depends
                 only on the limit ratio. A formula for the fourth
                 moment of this distribution is derived.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "random matrices",
}

@Article{Schlemm:2009:FPP,
  author =       "Eckhard Schlemm",
  title =        "First-passage percolation on width-two stretches with
                 exponential link weights",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "41:424--41:434",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1493",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1493",
  abstract =     "We consider the first-passage percolation problem on
                 effectively one-dimensional graphs with vertex set $ \{
                 1, \dots, n \} \times \{ 0, 1 \} $ and
                 translation-invariant edge-structure. For three of six
                 non-trivial cases we obtain exact expressions for the
                 asymptotic percolation rate $ \chi $ by solving certain
                 recursive distributional equations and invoking results
                 from ergodic theory to identify $ \chi $ as the
                 expected asymptotic one-step growth of the
                 first-passage time from $ (0, 0) $ to $ (n, 0) $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "First-passage percolation, percolation rate, Markov
                 chains, ergodicity",
}

@Article{Fukushima:2009:LTQ,
  author =       "Ryoki Fukushima",
  title =        "From the {Lifshitz} tail to the quenched survival
                 asymptotics in the trapping problem",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "42:435--42:446",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1497",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1497",
  abstract =     "The survival problem for a diffusing particle moving
                 among random traps is considered. We introduce a simple
                 argument to derive the quenched asymptotics of the
                 survival probability from the Lifshitz tail effect for
                 the associated operator. In particular, the upper bound
                 is proved in fairly general settings and is shown to be
                 sharp in the case of the Brownian motion among
                 Poissonian obstacles. As an application, we derive the
                 quenched asymptotics for the Brownian motion among
                 traps distributed according to a random perturbation of
                 the lattice.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Lifshitz tail; random media; survival probability;
                 Trapping problem",
}

@Article{Hoepfner:2009:EYW,
  author =       "Reinhard Hoepfner",
  title =        "An extension of the {Yamada--Watanabe} condition for
                 pathwise uniqueness to stochastic differential
                 equations with jumps",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "43:447--43:456",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1499",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1499",
  abstract =     "We extend the Yamada--Watanabe condition for pathwise
                 uniqueness to stochastic differential equations with
                 jumps, in the special case where small jumps are
                 summable.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "SDE with jumps, pathwise uniqueness, Yamada--Watanabe
                 condition",
}

@Article{Otobe:2009:TGD,
  author =       "Yoshiki Otobe",
  title =        "A type of {Gauss}' divergence formula on {Wiener}
                 spaces",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "44:457--44:463",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1498",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1498",
  abstract =     "We will formulate a type of Gauss' divergence formula
                 on sets of functions which are greater than a specific
                 value of which boundaries are not regular. Such formula
                 was first established by L. Zambotti in 2002 with a
                 profound study of stochastic processes. In this paper
                 we will give a much shorter and simpler proof for his
                 formula in a framework of the Malliavin calculus and
                 give alternate expressions. Our approach also enables
                 to show that such formulae hold in other Gaussian
                 spaces.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "divergence formulae on the Wiener spaces, integration
                 by parts formulae on the Wiener spaces",
}

@Article{Posfai:2009:EMC,
  author =       "Anna Posfai",
  title =        "An extension of {Mineka}'s coupling inequality",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "45:464--45:473",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1501",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1501",
  abstract =     "In this paper we propose a refinement of Mineka's
                 coupling inequality that gives a better upper bound for
                 $ d_{TV} \left ({\cal L} \left (W \right), {\cal L}
                 \left (W + 1 \right) \right) $, where $W$ is a sum of
                 $n$ independent integer valued random variables, in the
                 case when $ \text {Var} W \gg n$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "coupon collecting; Mineka coupling; total variation
                 distance; translated compound Poisson approximation",
}

@Article{Goldstein:2009:BEB,
  author =       "Larry Goldstein and Qi-Man Shao",
  title =        "{Berry--Ess{\'e}en} Bounds for Projections of
                 Coordinate Symmetric Random Vectors",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "46:474--46:485",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1502",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1502",
  abstract =     "For a coordinate symmetric random vector $ (Y_1,
                 \ldots, Y_n) = {\bf Y} \in \mathbb {R}^n $, that is,
                 one satisfying $ (Y_1, \ldots, Y_n) =_d(e_1 Y_1,
                 \ldots, e_n Y_n) $ for all $ (e_1, \ldots, e_n) \in \{
                 - 1, 1 \}^n $, for which $ P(Y_i = 0) = 0 $ for all $ i
                 = 1, 2, \ldots, n $, the following Berry Ess{\'e}en
                 bound to the cumulative standard normal $ \Phi $ for
                 the standardized projection $ W_\theta = Y_\theta /
                 v_\theta $ of $ {\bf Y} $ holds:\par

                  $$ \sup_{x \in \mathbb {R}}|P(W_\theta \leq x) - \Phi
                 (x)| \leq 2 \sum_{i = 1}^n | \theta_i|^3 E| X_i|^3 +
                 8.4 E(V_\theta^2 - 1)^2, $$

                 where $ Y_\theta = \theta \cdot {\bf Y} $ is the
                 projection of $ {\bf Y} $ in direction $ \theta \in
                 \mathbb {R}^n $ with $ || \theta || = 1 $, $ v_\theta =
                 \sqrt {\mbox {Var}(Y_\theta)}, X_i = |Y_i| / v_\theta $
                 and $ V_\theta = \sum_{i = 1}^n \theta_i^2 X_i^2 $. As
                 such coordinate symmetry arises in the study of
                 projections of vectors chosen uniformly from the
                 surface of convex bodies which have symmetries with
                 respect to the coordinate planes, the main result is
                 applied to a class of coordinate symmetric vectors
                 which includes cone measure $ {\cal C}_p^n $ on the $
                 \ell_p^n $ sphere as a special case, resulting in a
                 bound of order $ \sum_{i = 1}^n | \theta_i|^3 $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Borodin:2009:MDB,
  author =       "Alexei Borodin and Patrik Ferrari and Michael Prahofer
                 and Tomohiro Sasamoto and Jon Warren",
  title =        "Maximum of {Dyson} {Brownian} motion and non-colliding
                 systems with a boundary",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "47:486--47:494",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1503",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1503",
  abstract =     "We prove an equality-in-law relating the maximum of
                 GUE Dyson's Brownian motion and the non-colliding
                 systems with a wall. This generalizes the well known
                 relation between the maximum of a Brownian motion and a
                 reflected Brownian motion",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Dyson Brownian motion, reflected Brownian motion,
                 non-colliding systems with a wall",
}

@Article{Chatterjee:2009:OAS,
  author =       "Sourav Chatterjee and Michel Ledoux",
  title =        "An observation about submatrices",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "48:495--48:500",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1504",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1504",
  abstract =     "Let $M$ be an arbitrary Hermitian matrix of order $n$,
                 and $k$ be a positive integer less than $n$. We show
                 that if $k$ is large, the distribution of eigenvalues
                 on the real line is almost the same for almost all
                 principal submatrices of $M$ of order $k$. The proof
                 uses results about random walks on symmetric groups and
                 concentration of measure. In a similar way, we also
                 show that almost all $ k \times n$ submatrices of $M$
                 have almost the same distribution of singular values.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Random matrix, concentration of measure, empirical
                 distribution, eigenvalue",
}

@Article{Ruggiero:2009:CRI,
  author =       "Matteo Ruggiero and Stephen Walker",
  title =        "Countable representation for infinite dimensional
                 diffusions derived from the two-parameter
                 {Poisson--Dirichlet} process",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "49:501--49:517",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1508",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1508",
  abstract =     "This paper provides a countable representation for a
                 class of infinite-dimensional diffusions which extends
                 the infinitely-many-neutral-alleles model and is
                 related to the two-parameter Poisson--Dirichlet
                 process. By means of Gibbs sampling procedures, we
                 define a reversible Moran-type population process. The
                 associated process of ranked relative frequencies of
                 types is shown to converge in distribution to the
                 two-parameter family of diffusions, which is stationary
                 and ergodic with respect to the two-parameter
                 Poisson--Dirichlet distribution. The construction
                 provides interpretation for the limiting process in
                 terms of individual dynamics.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Gibbs sampler; infinite-dimensional diffusion;
                 population process; stationary distribution;
                 Two-parameter Poisson--Dirichlet process",
}

@Article{Hu:2009:NDP,
  author =       "Yueyun Hu and Qi-Man Shao",
  title =        "A note on directed polymers in {Gaussian}
                 environments",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "50:518--50:528",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1509",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1509",
  abstract =     "We study the problem of directed polymers in Gaussian
                 environments in $ \mathbb {Z}^d $ from the viewpoint of
                 a Gaussian family indexed by the set of random walk
                 paths. In the zero-temperature case, we give a
                 numerical bound on the maximum of the Hamiltonian,
                 whereas in the finite temperature case, we establish an
                 equivalence between the {"very} strong {disorder"} and
                 the growth rate of the entropy associated to the
                 model",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Directed polymer, Gaussian environment",
}

@Article{Hu:2009:SIR,
  author =       "Yaozhong Hu and David Nualart",
  title =        "Stochastic integral representation of the {$ L^2 $}
                 modulus of {Brownian} local time and a central limit
                 theorem",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "51:529--51:539",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1511",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1511",
  abstract =     "The purpose of this note is to prove a central limit
                 theorem for the $ L^2$-modulus of continuity of the
                 Brownian local time obtained in [3], using techniques
                 of stochastic analysis. The main ingredients of the
                 proof are an asymptotic version of Knight's theorem and
                 the Clark-Ocone formula for the $ L^2$-modulus of the
                 Brownian local time",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Malliavin calculus, Clark-Ocone formula, Brownian
                 local time, Knight theorem, central limit theorem,
                 Tanaka formula",
}

@Article{Liu:2009:IRF,
  author =       "Wei Liu and Liming Wu",
  title =        "Identification of the rate function for large
                 deviations of an irreducible {Markov} chain",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "52:540--52:551",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1512",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1512",
  abstract =     "For an irreducible Markov chain $ (X_n)_{n \ge 0} $ we
                 identify the rate function governing the large
                 deviation estimation of empirical mean $ \frac {1}{n}
                 \sum_{k = 0}^{n - 1} f(X_k) $ by means of the
                 Donsker-Varadhan's entropy. That allows us to obtain
                 the lower bound of large deviations for the empirical
                 measure $ \frac {1}{n} \sum_{k = 0}^{n - 1}
                 \delta_{X_k} $ in full generality",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Large deviations, irreducible Markov processes,
                 Feynman--Kac semigroups",
}

@Article{Jegaraj:2009:STA,
  author =       "Terence Jegaraj",
  title =        "Small time asymptotics of {Ornstein--Uhlenbeck}
                 densities in {Hilbert} spaces",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "53:552--53:559",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1510",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1510",
  abstract =     "We show that Varadhan's small time asymptotics for
                 densities of the solution of a stochastic differential
                 equation in $ \mathbb {R}^n $ carries over to a Hilbert
                 space-valued Ornstein--Uhlenbeck process whose
                 transition semigroup is strongly Feller and symmetric.
                 In the Hilbert space setting, densities are with
                 respect to a Gaussian invariant measure.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "small time asymptotics, densities,
                 Ornstein--Uhlenbeck, Hilbert space",
}

@Article{Es-Sarhir:2009:HIF,
  author =       "Abdelhadi Es-Sarhir and Max-K. von Renesse and Michael
                 Scheutzow",
  title =        "{Harnack} Inequality for Functional {SDEs} with
                 Bounded Memory",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "54:560--54:565",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1513",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1513",
  abstract =     "We use a coupling method for functional stochastic
                 differential equations with bounded memory to establish
                 an analogue of Wang's dimension-free Harnack inequality
                 \url{http://www.springerlink.com/content/8wllev0xwbe3kvkc/}.
                 The strong Feller property for the corresponding
                 segment process is also obtained.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Harnack Inequality, Coupling, Strong Feller Property",
}

@Article{Lalley:2009:GIH,
  author =       "Steven Lalley and Gregory Lawler and Hariharan
                 Narayanan",
  title =        "Geometric Interpretation of Half-Plane Capacity",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "55:566--55:571",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1517",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1517",
  abstract =     "Schramm-Loewner Evolution describes the scaling limits
                 of interfaces in certain statistical mechanical
                 systems. These interfaces are geometric objects that
                 are not equipped with a canonical parametrization. The
                 standard parametrization of SLE is via half-plane
                 capacity, which is a conformal measure of the size of a
                 set in the reference upper half-plane. This has useful
                 harmonic and complex analytic properties and makes SLE
                 a time-homogeneous Markov process on conformal maps. In
                 this note, we show that the half-plane capacity of a
                 hull $A$ is comparable up to multiplicative constants
                 to more geometric quantities, namely the area of the
                 union of all balls centered in $A$ tangent to $R$, and
                 the (Euclidean) area of a $1$-neighborhood of $A$ with
                 respect to the hyperbolic metric.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Brownian motion, Schramm-Loewner Evolution",
}

@Article{Eichelsbacher:2009:MDT,
  author =       "Peter Eichelsbacher and Jens Sommerauer",
  title =        "Moderate deviations for traces of words in a
                 mult-matrix model",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "56:572--56:586",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1515",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1515",
  abstract =     "We prove a moderate deviation principle for traces of
                 words of weakly interacting random matrices defined by
                 a multi-matrix model with a potential being a small
                 perturbation of the GUE. The remarkable strength of
                 high order expansions of the matrix model recently
                 found by Guionnet and Maurel-Segala is the key fact
                 that allows us to develop our result and provides also
                 an alternative proof for a special case of the central
                 limit theorem for traces of words, studied in the
                 article of Guionnet and Maurel-Segala (2006).",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Random matrices, moderate deviations, map
                 enumeration",
}

@Article{Kulske:2009:SEB,
  author =       "Christof K{\"u}lske and Marco Formentin",
  title =        "A symmetric entropy bound on the non-reconstruction
                 regime of {Markov} chains on {Galton--Watson} trees",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "14",
  pages =        "57:587--57:596",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v14-1516",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1516",
  abstract =     "We give a criterion for the non-reconstructability of
                 tree-indexed $q$-state Markov chains obtained by
                 broadcasting a signal from the root with a given
                 transition matrix $M$. Non-reconstruction holds if $
                 c(M)$ times the expected number of offspring on the
                 Galton--Watson tree is smaller than 1. Here $ c(M)$ is
                 an explicit function, which is convex over the set of
                 $M$'s with a given invariant distribution, that is
                 defined in terms of a $ (q - 1)$-dimensional
                 variational problem over symmetric entropies. This
                 result is equivalent to proving the extremality of the
                 free boundary condition Gibbs measure within the
                 corresponding Gibbs-simplex. Our theorem holds for
                 possibly non-reversible $M$ and its proof is based on a
                 general recursion formula for expectations of a
                 symmetrized relative entropy function, which invites
                 their use as a Lyapunov function. In the case of the
                 Potts model, the present theorem reproduces earlier
                 results of the authors, with a simplified proof, in the
                 case of the symmetric Ising model (where the argument
                 becomes similar to the approach of Pemantle and Peres)
                 the method produces the correct reconstruction
                 threshold), in the case of the (strongly) asymmetric
                 Ising model where the Kesten-Stigum bound is known to
                 be not sharp the method provides improved numerical
                 bounds.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Broadcasting on trees, Gibbs measures, random tree,
                 Galton--Watson tree, reconstruction problem, free
                 boundary condition",
}

@Article{Georgiou:2010:SER,
  author =       "Nicos Georgiou",
  title =        "Soft edge results for longest increasing paths on the
                 planar lattice",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "1:1--1:13",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1519",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1519",
  abstract =     "For two-dimensional last-passage time models of weakly
                 increasing paths, interesting scaling limits have been
                 proved for points close the axis (the hard edge). For
                 strictly increasing paths of Bernoulli($p$) marked
                 sites, the relevant boundary is the line $ y = p x$. We
                 call this the soft edge to contrast it with the hard
                 edge. We prove laws of large numbers for the maximal
                 cardinality of a strictly increasing path in the
                 rectangle $ [p^{-1}n - x n^a] \times [n]$ as the
                 parameters $a$ and $x$ vary. The results change
                 qualitatively as $a$ passes through the value $ 1 /
                 2$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Bernoulli matching model; Discrete TASEP; increasing
                 paths; last passage model; soft edge; weak law of large
                 numbers",
}

@Article{Dirr:2010:LP,
  author =       "Nicolas Dirr and Patrick Dondl and Geoffrey Grimmett
                 and Alexander Holroyd and Michael Scheutzow",
  title =        "{Lipschitz} percolation",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "2:14--2:21",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1521",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1521",
  abstract =     "We prove the existence of a (random) Lipschitz
                 function $ F : \mathbb {Z}^{d - 1} \to \mathbb {Z}^+ $
                 such that, for every $ x \in \mathbb {Z}^{d - 1} $, the
                 site $ (x, F(x)) $ is open in a site percolation
                 process on $ \mathbb {Z}^d $. The Lipschitz constant
                 may be taken to be $1$ when the parameter $p$ of the
                 percolation model is sufficiently close to $1$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "percolation, Lipschitz embedding, random surface",
}

@Article{Zhou:2010:ASF,
  author =       "Xiaowen Zhou",
  title =        "Almost sure finiteness for the total occupation time
                 of an $ (d, \alpha, \beta)$-superprocess",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "3:22--3:31",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1523",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1523",
  abstract =     "For $ 0 < \alpha \leq 2 $ and $ 0 < \beta \leq 1 $ let
                 $X$ be the $ (d, \alpha, \beta)$-superprocess, i.e. the
                 superprocess with $ \alpha $-stable spatial movement in
                 $ R^d$ and $ (1 + \beta)$-stable branching. Given that
                 the initial measure $ X_0$ is Lebesgue on $ R^d$, Iscoe
                 conjectured in [7] that the total occupational time $
                 \int_0^\infty X_t(B)d t$ is a.s. finite if and only if
                 $ d \beta < \alpha $, where $B$ denotes any bounded
                 Borel set in $ R^d$ with non-empty interior.\par

                 In this note we give a partial answer to Iscoe's
                 conjecture by showing that $ \int_0^\infty X_t(B)d t <
                 \infty $ a.s. if $ 2 d \beta < \alpha $ and, on the
                 other hand, $ \int_0^\infty X_t(B)d t = \infty $ a.s.
                 if $ d \beta > \alpha $.\par

                 For $ 2 d \beta < \alpha $, our result can also imply
                 the a.s. finiteness of the total occupation time (over
                 any bounded Borel set) and the a.s. local extinction
                 for the empirical measure process of the $ (d, \alpha,
                 \beta)$-branching particle system with Lebesgue initial
                 intensity measure.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Takeda:2010:FKP,
  author =       "Masayoshi Takeda",
  title =        "{Feynman--Kac} Penalisations of Symmetric Stable
                 Processes",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "4:32--4:43",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1524",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1524",
  abstract =     "In K. Yano, Y. Yano and M. Yor (2009), limit theorems
                 for the one-dimensional symmetric $ \alpha $-stable
                 process normalized by negative (killing) Feynman--Kac
                 functionals were studied. We consider the same problem
                 and extend their results to positive Feynman--Kac
                 functionals of multi-dimensional symmetric $ \alpha
                 $-stable processes.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Feynman--Kac functional; Kato measure; penalisation;
                 symmetric stable process",
}

@Article{Beffara:2010:SLP,
  author =       "Vincent Beffara and Sacha Friedli and Yvan Velenik",
  title =        "Scaling Limit of the Prudent Walk",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "5:44--5:58",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1527",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1527",
  abstract =     "We describe the scaling limit of the nearest neighbour
                 prudent walk on $ Z^2 $, which performs steps uniformly
                 in directions in which it does not see sites already
                 visited. We show that the scaling limit is given by the
                 process $ Z_u = \int_0^{3u / 7} (\sigma_1 1_{W(s) \geq
                 0} \vec {e}_1 + \sigma_2 1_{W(s) \geq 0} \vec {e}_2) d
                 s $, $ u \in [0, 1] $, where $W$ is the one-dimensional
                 Brownian motion and $ \sigma_1, \sigma_2$ two random
                 signs. In particular, the asymptotic speed of the walk
                 is well-defined in the $ L^1$-norm and equals 3/7.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "prudent self-avoiding walk, brownian motion, scaling
                 limit, ballistic behaviour, ageing",
}

@Article{Kovchegov:2010:OPM,
  author =       "Yevgeniy Kovchegov",
  title =        "Orthogonality and probability: mixing times",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "6:59--6:67",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1525",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1525",
  abstract =     "We produce the first example of bounding total
                 variation distance to stationarity and estimating
                 mixing times via orthogonal polynomials diagonalization
                 of discrete reversible Markov chains, the
                 Karlin-McGregor approach.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "orthogonal polynomials, random walks, mixing rates",
}

@Article{Nagahata:2010:NDS,
  author =       "Yukio Nagahata and Nobuo Yoshida",
  title =        "A Note on the Diffusive Scaling Limit for a Class of
                 Linear Systems",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "7:68--7:78",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1530",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1530",
  abstract =     "We consider a class of continuous-time stochastic
                 growth models on $d$-dimensional lattice with
                 non-negative real numbers as possible values per site.
                 We remark that the diffusive scaling limit proven in
                 our previous work [NY09a] can be extended to wider
                 class of models so that it covers the cases of
                 potlatch/smoothing processes.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "diffusive scaling limit, linear systems, binary
                 contact process, potlatch process, smoothing process",
}

@Article{Gnedin:2010:SSM,
  author =       "Alexander Gnedin",
  title =        "A Species Sampling Model with Finitely Many Types",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "8:79--8:88",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1532",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1532",
  abstract =     "A two-parameter family of exchangeable partitions with
                 a simple updating rule is introduced. The partition is
                 identified with a randomized version of a standard
                 symmetric Dirichlet species-sampling model with
                 finitely many types. A power-like distribution for the
                 number of types is derived.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "exchangeability, Gibbs partition, succession rule",
}

@Article{Samee:2010:PSF,
  author =       "Farman Samee",
  title =        "On the Principle of Smooth Fit for Killed Diffusions",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "9:89--9:98",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1531",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1531",
  abstract =     "We explore the principle of smooth fit in the case of
                 the discounted optimal stopping problem\par

                  $$ V(x) = \sup_\tau \, \mathsf {E}_x[e^{- \beta \tau
                 }G(X_\tau)]. $$

                 We show that there exists a regular diffusion $X$ and
                 differentiable gain function $G$ such that the value
                 function $V$ above fails to satisfy the smooth fit
                 condition $ V'(b) = G'(b)$ at the optimal stopping
                 point $b$. However, if the fundamental solutions $ \psi
                 $ and $ \phi $ of the `killed' generator equation $ L_X
                 u(x) - \beta u(x) = 0$ are differentiable at $b$ then
                 the smooth fit condition $ V'(b) = G'(b)$ holds
                 (whenever $X$ is regular and $G$ is differentiable at
                 $b$). We give an example showing that this can happen
                 even when `smooth fit through scale' (in the sense of
                 the discounted problem) fails.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "concave function; discounted optimal stopping; killed
                 diffusion process; Optimal stopping; principle of
                 smooth fit; regular diffusion process; scale function",
}

@Article{Bass:2010:MHT,
  author =       "Richard Bass",
  title =        "The measurability of hitting times",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "10:99--10:105",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1535",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  note =         "See correction \cite{Bass:2011:CMH}.",
  URL =          "http://ecp.ejpecp.org/article/view/1535",
  abstract =     "Under very general conditions the hitting time of a
                 set by a stochastic process is a stopping time. We give
                 a new simple proof of this fact. The section theorems
                 for optional and predictable sets are easy corollaries
                 of the proof.\par

                 A correction to this paper has been published :
                 \url{http://www.math.washington.edu/~ejpecp/ECP/viewarticle.php?id=2291&layout=abstract}
                 Electronic Communications in Probability, Vol. 16
                 (2011), paper 18.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Stopping time, hitting time, progressively measurable,
                 optional, predictable, debut theorem, section theorem",
}

@Article{Fang:2010:CMD,
  author =       "Ming Fang and Ofer Zeitouni",
  title =        "Consistent Minimal Displacement of Branching Random
                 Walks",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "11:106--11:118",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1533",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1533",
  abstract =     "Let $ \mathbb {T} $ denote a rooted $b$-ary tree and
                 let $ \{ S_v \}_{v \in \mathbb {T}}$ denote a branching
                 random walk indexed by the vertices of the tree, where
                 the increments are i.i.d. and possess a logarithmic
                 moment generating function $ \Lambda (\cdot)$. Let $
                 m_n$ denote the minimum of the variables $ S_v$ over
                 all vertices at the $n$ th generation, denoted by $
                 \mathbb {D}_n$. Under mild conditions, $ m_n / n$
                 converges almost surely to a constant, which for
                 convenience may be taken to be $0$. With $ \bar S_v =
                 \max \{ S_w : w$ is on the geodesic connecting the root
                 to $ v \} $, define $ L_n = \min_{v \in \mathbb {D}_n}
                 \bar S_v$. We prove that $ L_n / n^{1 / 3}$ converges
                 almost surely to an explicit constant $ l_0$. This
                 answers a question of Hu and Shi.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Branching Random Walk; Consistent Minimal
                 Displacement",
}

@Article{Gurel-Gurevich:2010:FAR,
  author =       "Ori Gurel-Gurevich and Gideon Amir",
  title =        "On Fixation of Activated Random Walks",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "12:119--12:123",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1536",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1536",
  abstract =     "We prove that for the Activated Random Walks model on
                 transitive unimodular graphs, if there is fixation,
                 then every particle eventually fixates, almost surely.
                 We deduce that the critical density is at most 1. Our
                 methods apply for much more general processes on
                 unimodular graphs. Roughly put, our result apply
                 whenever the path of each particle has an automorphism
                 invariant distribution and is independent of other
                 particles' paths, and the interaction between particles
                 is automorphism invariant and local. In particular, we
                 do not require the particles path distribution to be
                 Markovian. This allows us to answer a question of Rolla
                 and Sidoravicius, in a more general setting then had
                 been previously known (by Shellef).",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Activated Random Walks; Interacting Particles System",
}

@Article{Fontbona:2010:MOT,
  author =       "Joaquin Fontbona and H{\'e}l{\`e}ne Gu{\'e}rin and
                 Sylvie M{\'e}l{\'e}ard",
  title =        "Measurability of optimal transportation and strong
                 coupling of martingale measures",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "13:124--13:133",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1534",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1534",
  abstract =     "We consider the optimal mass transportation problem in
                 $ \mathbb {R}^d $ with measurably parameterized
                 marginals under conditions ensuring the existence of a
                 unique optimal transport map. We prove a joint
                 measurability result for this map, with respect to the
                 space variable and to the parameter. The proof needs to
                 establish the measurability of some set-valued
                 mappings, related to the support of the optimal
                 transference plans, which we use to perform a suitable
                 discrete approximation procedure. A motivation is the
                 construction of a strong coupling between orthogonal
                 martingale measures. By this we mean that, given a
                 martingale measure, we construct in the same
                 probability space a second one with a specified
                 covariance measure process. This is done by pushing
                 forward the first martingale measure through a
                 predictable version of the optimal transport map
                 between the covariance measures. This coupling allows
                 us to obtain quantitative estimates in terms of the
                 Wasserstein distance between those covariance
                 measures.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Measurability of optimal transport. Coupling between
                 orthogonal martingale measures. Predictable transport
                 process.",
}

@Article{Basak:2010:BRT,
  author =       "Aniran Basak and Arup Bose",
  title =        "Balanced random and {Toeplitz} matrices",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "14:134--14:148",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1537",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1537",
  abstract =     "Except for the Toeplitz and Hankel matrices, the
                 common patterned matrices for which the limiting
                 spectral distribution (LSD) are known to exist share a
                 common property --- the number of times each random
                 variable appears in the matrix is (more or less) the
                 same across the variables. Thus it seems natural to ask
                 what happens to the spectrum of the Toeplitz and Hankel
                 matrices when each entry is scaled by the square root
                 of the number of times that entry appears in the matrix
                 instead of the uniform scaling by $ n^{-1 / 2} $. We
                 show that the LSD of these balanced matrices exist and
                 derive integral formulae for the moments of the limit
                 distribution. Curiously, it is not clear if these
                 moments define a unique distribution",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Random matrix, eigenvalues, balanced matrix, moment
                 method, bounded Lipschitz metric, Carleman condition,
                 almost sure convergence, convergence in distribution,
                 uniform integrability.",
}

@Article{Ignatiouk-Robert:2010:MBR,
  author =       "Irina Ignatiouk-Robert",
  title =        "{$T$}-{Martin} boundary of reflected random walks on a
                 half-space",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "15:149--15:161",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1541",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1541",
  abstract =     "The $t$-Martin boundary of a random walk on a
                 half-space with reflected boundary conditions is
                 identified. It is shown in particular that the
                 $t$-Martin boundary of such a random walk is not stable
                 in the following sense: for different values of $t$,
                 the $t$-Martin compactifications are not equivalent.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "t-Martin boundary, Markov chain, stability",
}

@Article{Petrov:2010:RSP,
  author =       "Leonid Petrov",
  title =        "Random Strict Partitions and Determinantal Point
                 Processes",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "16:162--16:175",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1542",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1542",
  abstract =     "We present new examples of determinantal point
                 processes with infinitely many particles. The particles
                 live on the half-lattice $ \{ 1, 2, \dots \} $ or on
                 the open half-line $ (0, + \infty) $. The main result
                 is the computation of the correlation kernels. They
                 have integrable form and are expressed through the
                 Euler gamma function (the lattice case) and the
                 classical Whittaker functions (the continuous case).
                 Our processes are obtained via a limit transition from
                 a model of random strict partitions introduced by
                 Borodin (1997) in connection with the problem of
                 harmonic analysis for projective characters of the
                 infinite symmetric group.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "determinantal point process; Macdonald kernel; random
                 strict partitions",
}

@Article{Raschel:2010:GFM,
  author =       "Kilian Raschel",
  title =        "{Green} functions and {Martin} compactification for
                 killed random walks related to {$ {\rm SU}(3) $}",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "17:176--17:190",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1543",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1543",
  abstract =     "We consider the random walks killed at the boundary of
                 the quarter plane, with homogeneous non-zero jump
                 probabilities to the eight nearest neighbors and drift
                 zero in the interior, and which admit a positive
                 harmonic polynomial of degree three. For these
                 processes, we find the asymptotic of the Green
                 functions along all infinite paths of states, and from
                 this we deduce that the Martin compactification is the
                 one-point compactification.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "killed random walks, Green functions, Martin
                 compactification, uniformization.",
}

@Article{Bojdecki:2010:PSQ,
  author =       "Tomasz Bojdecki and Luis Gorostiza and Anna
                 Talarczyk",
  title =        "Particle systems with quasi-homogeneous initial states
                 and their occupation time fluctuations",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "18:191--18:202",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1547",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1547",
  abstract =     "We consider particle systems in $R$ with initial
                 configurations belonging to a class of measures that
                 obey a quasi-homogeneity property, which includes as
                 special cases homogeneous Poisson measures and many
                 deterministic measures (simple example: one atom at
                 each point of $Z$). The particles move independently
                 according to an alpha-stable L{\'e}vy process, $ \alpha
                 > 1$, and we also consider the model where they undergo
                 critical branching. Occupation time fluctuation limits
                 of such systems have been studied in the Poisson case.
                 For the branching system in ``low'' dimension the limit
                 was characterized by a process called sub-fractional
                 Brownian motion, and this process was attributed to the
                 branching because it had appeared only in that case. In
                 the present more general framework sub-fractional
                 Brownian motion is more prevalent, namely, it also
                 appears as a component of the limit for the system
                 without branching in ``low'' dimension. A new method of
                 proof, based on the central limit theorem, is used.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "branching; distribution-valued process; limit theorem;
                 occupation time fluctuation; particle system; stable
                 process; sub-fractional Brownian motion",
}

@Article{Oliveira:2010:SRH,
  author =       "Roberto Oliveira",
  title =        "Sums of random {Hermitian} matrices and an inequality
                 by {Rudelson}",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "19:203--19:212",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1544",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1544",
  abstract =     "We give a new, elementary proof of a key inequality
                 used by Rudelson in the derivation of his well-known
                 bound for random sums of rank-one operators. Our
                 approach is based on Ahlswede and Winter's technique
                 for proving operator Chernoff bounds. We also prove a
                 concentration inequality for sums of random matrices of
                 rank one with explicit constants.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "concentration inequalities; Khintchine inequalities.;
                 Random Hermitian matrices",
}

@Article{Attanasio:2010:SFD,
  author =       "Stefano Attanasio",
  title =        "Stochastic flows of diffeomorphisms for
                 one-dimensional {SDE} with discontinuous drift",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "20:213--20:226",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1545",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1545",
  abstract =     "The existence of a stochastic flow of class $ C^{1,
                 \alpha } $, for $ \alpha < 1 / 2 $, for a 1-dimensional
                 SDE will be proved under mild conditions on the
                 regularity of the drift. The diffusion coefficient is
                 assumed constant for simplicity, while the drift is an
                 autonomous BV function with distributional derivative
                 bounded from above or from below. To reach this result
                 the continuity of the local time with respect to the
                 initial datum will also be proved.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Stochastic flows, Local time",
}

@Article{Maejima:2010:CMI,
  author =       "Makoto Maejima and Yohei Ueda",
  title =        "Compositions of mappings of infinitely divisible
                 distributions with applications to finding the limits
                 of some nested subclasses",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "21:227--21:239",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1557",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1557",
  abstract =     "Let $ \{ X_t^{(\mu)}, t \ge 0 \} $ be a L{\'e}vy
                 process on $ R^d $ whose distribution at time 1 is $
                 \mu $, and let $f$ be a nonrandom measurable function
                 on $ (0, a), 0 < a \leq \infty $. Then we can define a
                 mapping $ \Phi_f(\mu)$ by the law of $ \int_0^a f(t)d
                 X_t^{(\mu)}$, from $ \mathfrak D(\Phi_f)$ which is the
                 totality of $ \mu \in I(R^d)$ such that the stochastic
                 integral $ \int_0^a f(t)d X_t^{(\mu)}$ is definable,
                 into a class of infinitely divisible distributions. For
                 $ m \in N$, let $ \Phi_f^m$ be the $m$ times
                 composition of $ \Phi_f$ itself. Maejima and Sato
                 (2009) proved that the limits $ \bigcap_{m = 1}^\infty
                 \Phi^m_f(\mathfrak D(\Phi^m_f))$ are the same for
                 several known $f$'s. Maejima and Nakahara (2009)
                 introduced more general $f$'s. In this paper, the
                 limits $ \bigcap_{m = 1}^\infty \Phi^m_f(\mathfrak
                 D(\Phi^m_f))$ for such general $f$'s are investigated
                 by using the idea of compositions of suitable mappings
                 of infinitely divisible distributions.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "infinitely divisible distribution on $\{\mathbb
                 R\}^d$, stochastic integral mapping, composition of
                 mappings, limit of nested subclasses",
}

@Article{Vandenberg-Rodes:2010:LTP,
  author =       "Alexander Vandenberg-Rodes",
  title =        "A limit theorem for particle current in the symmetric
                 exclusion process",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "22:240--22:252",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1550",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1550",
  abstract =     "Using the recently discovered strong negative
                 dependence properties of the symmetric exclusion
                 process, we derive general conditions for when the
                 normalized current of particles between regions
                 converges to the Gaussian distribution. The main
                 novelty is that the results do not assume any
                 translation invariance, and hold for most initial
                 configurations.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "central limit theorem; particle current; stability;
                 symmetric exclusion process",
}

@Article{Bertoin:2010:TTS,
  author =       "Jean Bertoin",
  title =        "A two-time-scale phenomenon in a
                 fragmentation-coagulation process",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "23:253--23:262",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1552",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1552",
  abstract =     "Consider two urns, $A$ and $B$, where initially $A$
                 contains a large number $n$ of balls and $B$ is empty.
                 At each step, with equal probability, either we pick a
                 ball at random in $A$ and place it in $B$, or
                 vice-versa (provided of course that $A$, or $B$, is not
                 empty). The number of balls in $B$ after $n$ steps is
                 of order $ \sqrt n$, and this number remains
                 essentially the same after $ \sqrt n$ further steps.
                 Observe that each ball in the urn $B$ after $n$ steps
                 has a probability bounded away from $0$ and $1$ to be
                 placed back in the urn $A$ after $ \sqrt n$ additional
                 steps. So, even though the number of balls in $B$ does
                 not evolve significantly between $n$ and $ n + \sqrt
                 n$, the precise contain of urn $B$ does.\par

                 This elementary observation is the source of an
                 interesting two-time-scale phenomenon which we
                 illustrate using a simple model of
                 fragmentation-coagulation. Inspired by Pitman's
                 construction of coalescing random forests, we consider
                 for every $ n \in \mathbb {N}$ a uniform random tree
                 with $n$ vertices, and at each step, depending on the
                 outcome of an independent fair coin tossing, either we
                 remove one edge chosen uniformly at random amongst the
                 remaining edges, or we replace one edge chosen
                 uniformly at random amongst the edges which have been
                 removed previously. The process that records the sizes
                 of the tree-components evolves by fragmentation and
                 coagulation. It exhibits subaging in the sense that
                 when it is observed after $k$ steps in the regime $ k
                 \sim t n + s \sqrt n$ with $ t > 0$ fixed, it seems to
                 reach a statistical equilibrium as $ n \to \infty $;
                 but different values of $t$ yield distinct
                 pseudo-stationary distributions.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Two-time-scale, fragmentation, coagulation, random
                 forest, subaging.",
}

@Article{Doring:2010:ART,
  author =       "Leif D{\"o}ring and Mladen Savov",
  title =        "An Application of Renewal Theorems to Exponential
                 Moments of Local Times",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "24:263--24:269",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1558",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1558",
  abstract =     "In this note we explain two transitions known for
                 moment generating functions of local times by means of
                 properties of the renewal measure of a related renewal
                 equation. The arguments simplify and strengthen results
                 on the asymptotic behavior in the literature",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Renewal Theorem, Local Times",
}

@Article{Cattiaux:2010:PIC,
  author =       "Patrick Cattiaux and Arnaud Guillin and Cyril
                 Roberto",
  title =        "Poincar{\'e} inequality and the {$ L^p $} convergence
                 of semi-groups",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "25:270--25:280",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1559",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1559",
  abstract =     "We prove that for symmetric Markov processes of
                 diffusion type admitting a ``carr{\'e} du champ'', the
                 Poincar{\'e} inequality is equivalent to the
                 exponential convergence of the associated semi-group in
                 one (resp. all) $ L^p(\mu) $ spaces for $ 1 < p <
                 \infty $. We also give the optimal rate of convergence.
                 Part of these results extends to the stationary, not
                 necessarily symmetric situation.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Poincar{\'e} inequality, rate of convergence",
}

@Article{Borovkov:2010:DBM,
  author =       "Konstantin Borovkov",
  title =        "On the distribution of the {Brownian} motion process
                 on its way to hitting zero",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "26:281--26:285",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1555",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1555",
  abstract =     "We present functional versions of recent results on
                 the univariate distributions of the process $ V_{x, u}
                 = x + W_{u \tau (x)}, $ $ 0 \le u \le 1 $, where $
                 W_\bullet $ is the standard Brownian motion process, $
                 x > 0 $ and $ \tau (x) = \inf \{ t > 0 : \, W_t = - x
                 \} $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Bessel bridge; Brownian meander; Brownian motion;
                 hitting time",
}

@Article{Konig:2010:RWC,
  author =       "Wolfgang K{\"o}nig and Patrick Schmid",
  title =        "Random walks conditioned to stay in {Weyl} chambers of
                 type {C} and {D}",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "27:286--27:296",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1560",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1560",
  abstract =     "We construct the conditional versions of a
                 multidimensional random walk given that it does not
                 leave the Weyl chambers of type C and of type D,
                 respectively, in terms of a Doob $h$-transform.
                 Furthermore, we prove functional limit theorems for the
                 rescaled random walks. This is an extension of recent
                 work by Eichelsbacher and Koenig who studied the
                 analogous conditioning for the Weyl chamber of type A.
                 Our proof follows recent work by Denisov and Wachtel
                 who used martingale properties and a strong
                 approximation of random walks by Brownian motion.
                 Therefore, we are able to keep minimal moment
                 assumptions. Finally, we present an alternate function
                 that is amenable to an $h$-transform in the Weyl
                 chamber of type C.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Conditional random walks, Doob $h$-transform,
                 non-colliding probability, harmonic functions,
                 r{\'e}duite, Weyl chamber",
}

@Article{Sapozhnikov:2010:UBE,
  author =       "Artem Sapozhnikov",
  title =        "Upper bound on the expected size of the intrinsic
                 ball",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "28:297--28:298",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1553",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1553",
  abstract =     "We give a short proof of Theorem 1.2 (i) from the
                 paper {"The} Alexander-Orbach conjecture holds in high
                 {dimensions"} by G. Kozma and A. Nachmias. We show that
                 the expected size of the intrinsic ball of radius $r$
                 is at most $ C r$ if the susceptibility exponent is at
                 most 1. In particular, this result follows if the
                 so-called triangle condition holds.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "chemical distance; Critical percolation;
                 high-dimensional percolation; intrinsic ball; triangle
                 condition",
}

@Article{Bose:2010:SNC,
  author =       "Arup Bose and Rajat Hazra and Koushik Saha",
  title =        "Spectral norm of circulant type matrices with heavy
                 tailed entries",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "29:299--29:313",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1554",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1554",
  abstract =     "We first study the probabilistic properties of the
                 spectral norm of scaled eigenvalues of large
                 dimensional Toeplitz, circulant and symmetric circulant
                 matrices when the input sequence is independent and
                 identically distributed with appropriate heavy tails.
                 When the input sequence is a stationary two sided
                 moving average process of infinite order, we scale the
                 eigenvalues by the spectral density at appropriate
                 ordinates and study the limit for their maximums.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "circulant matrix; eigenvalues; Large dimensional
                 random matrix; moving average process; power transfer
                 function; reverse circulant matrix; spectral norm;
                 symmetric circulant matrix; Toeplitz matrix",
}

@Article{Bardina:2010:WAF,
  author =       "Xavier Bardina and Carles Rovira and Samy Tindel",
  title =        "Weak approximation of fractional {SDEs}: the {Donsker}
                 setting",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "30:314--30:329",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1561",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1561",
  abstract =     "In this note, we take up the study of weak convergence
                 for stochastic differential equations driven by a
                 (Liouville) fractional Brownian motion $B$ with Hurst
                 parameter $ H \in (1 / 3, 1 / 2)$, initiated in a paper
                 of Bardina et al. (2010,
                 \url{http://www.ams.org/mathscinet-getitem?mr=MR2565851}
                 {\bf MR2565851}). In the current paper, we approximate
                 the $d$-dimensional fBm by the convolution of a
                 rescaled random walk with Liouville's kernel. We then
                 show that the corresponding differential equation
                 converges in law to a fractional SDE driven by $B$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Weak approximation, Kac-Stroock type approximation,
                 fractional Brownian motion, rough paths",
}

@Article{Panchenko:2010:DSR,
  author =       "Dmitry Panchenko",
  title =        "On the {Dovbysh--Sudakov} representation result",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "31:330--31:338",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1562",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1562",
  abstract =     "We present a detailed proof of the Dovbysh--Sudakov
                 representation for symmetric positive definite weakly
                 exchangeable infinite random arrays, called Gram-de
                 Finetti matrices, which is based on the representation
                 result of Aldous and Hoover for arbitrary (not
                 necessarily positive definite) symmetric weakly
                 exchangeable arrays.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "exchangeability, spin glasses.",
}

@Article{Albin:2010:NPO,
  author =       "J. M. P. Albin and Hyemi Choi",
  title =        "A new proof of an old result by {Pickands}",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "32:339--32:345",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1566",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1566",
  abstract =     "Let $ \{ \xi (t) \}_{t \in [0, h]} $ be a stationary
                 Gaussian process with covariance function $r$ such that
                 $ r(t) = 1 - C|t|^{\alpha } + o(|t|^{\alpha })$ as $ t
                 \to 0$. We give a new and direct proof of a result
                 originally obtained by Pickands, on the asymptotic
                 behaviour as $ u \to \infty $ of the probability $ \Pr
                 \{ \sup_{t \in [0, h]} \xi (t) > u \} $ that the
                 process $ \xi $ exceeds the level $u$. As a by-product,
                 we obtain a new expression for Pickands constant $
                 H_\alpha $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "extremes; Pickands constant; Stationary Gaussian
                 process",
}

@Article{Chakrabarty:2010:CLT,
  author =       "Arijit Chakrabarty",
  title =        "{Central Limit Theorem} for truncated heavy tailed
                 {Banach} valued random vectors",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "33:346--33:364",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1564",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1564",
  abstract =     "In this paper the question of the extent to which
                 truncated heavy tailed random vectors, taking values in
                 a Banach space, retain the characteristic features of
                 heavy tailed random vectors, is answered from the point
                 of view of the central limit theorem.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "heavy tails, truncation, regular variation, central
                 limit theorem, probability on Banach spaces",
}

@Article{Iksanov:2010:EMF,
  author =       "Alexander Iksanov and Matthias Meiners",
  title =        "Exponential Moments of First Passage Times and Related
                 Quantities for Random Walks",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "34:365--34:375",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1569",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1569",
  abstract =     "For a zero-delayed random walk on the real line, let $
                 \tau (x) $, $ N(x) $ and $ \rho (x) $ denote the first
                 passage time into the interval $ (x, \infty) $, the
                 number of visits to the interval $ ( - \infty, x] $ and
                 the last exit time from $ ( - \infty, x] $,
                 respectively. In the present paper, we provide ultimate
                 criteria for the finiteness of exponential moments of
                 these quantities. Moreover, whenever these moments are
                 finite, we derive their asymptotic behaviour, as $ x
                 \to \infty $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "first-passage time, last exit time, number of visits,
                 random walk, renewal theory",
}

@Article{Bianchi:2010:AIS,
  author =       "Pascal Bianchi and M{\'e}rouane Debbah and Jamal
                 Najim",
  title =        "Asymptotic Independence in the Spectrum of the
                 {Gaussian} Unitary Ensemble",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "35:376--35:395",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1568",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1568",
  abstract =     "Consider a $ n \times n $ matrix from the Gaussian
                 Unitary Ensemble (GUE). Given a finite collection of
                 bounded disjoint real Borel sets $ (\Delta_{i, n}, \ 1
                 \leq i \leq p) $ with positive distance from one
                 another, eventually included in any neighbourhood of
                 the support of Wigner's semi-circle law and properly
                 rescaled (with respective lengths $ n^{-1} $ in the
                 bulk and $ n^{-2 / 3} $ around the edges), we prove
                 that the related counting measures $ {\mathcal
                 N}_n(\Delta_{i, n}), (1 \leq i \leq p) $, where $
                 {\mathcal N}_n(\Delta) $ represents the number of
                 eigenvalues within $ \Delta $, are asymptotically
                 independent as the size $n$ goes to infinity, $p$ being
                 fixed. As a consequence, we prove that the largest and
                 smallest eigenvalues, properly centered and rescaled,
                 are asymptotically independent; we finally describe the
                 fluctuations of the ratio of the extreme eigenvalues of
                 a matrix from the GUE.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "asymptotic independence; eigenvalues; Gaussian unitary
                 ensemble; Random matrix",
}

@Article{Hu:2010:CLT,
  author =       "Yaozhong Hu and David Nualart",
  title =        "Central limit theorem for the third moment in space of
                 the {Brownian} local time increments",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "36:396--36:410",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1573",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1573",
  abstract =     "The purpose of this note is to prove a central limit
                 theorem for the third integrated moment of the Brownian
                 local time increments using techniques of stochastic
                 analysis. The main ingredients of the proof are an
                 asymptotic version of Knight's theorem and the
                 Clark-Ocone formula for the third integrated moment of
                 the Brownian local time increments.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Brownian motion, local time, Clark-Ocone formula",
}

@Article{Unterberger:2010:MES,
  author =       "Jeremie Unterberger",
  title =        "Moment estimates for solutions of linear stochastic
                 differential equations driven by analytic fractional
                 {Brownian} motion",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "37:411--37:417",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1574",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1574",
  abstract =     "As a general rule, differential equations driven by a
                 multi-dimensional irregular path $ \Gamma $ are solved
                 by constructing a rough path over $ \Gamma $. The
                 domain of definition - and also estimates - of the
                 solutions depend on upper bounds for the rough path;
                 these general, deterministic estimates are too crude to
                 apply e.g. to the solutions of stochastic differential
                 equations with linear coefficients driven by a Gaussian
                 process with Holder regularity $ \alpha < 1 / 2 $. We
                 prove here (by showing convergence of Chen's series)
                 that linear stochastic differential equations driven by
                 analytic fractional Brownian motion [6, 7] with
                 arbitrary Hurst index $ \alpha \in (0, 1) $ may be
                 solved on the closed upper half-plane, and that the
                 solutions have finite variance.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "H{\"o}lder continuity, Chen series; stochastic
                 differential equations, fractional Brownian motion,
                 analytic fractional Brownian motion, rough paths",
}

@Article{Lacoin:2010:MAD,
  author =       "Hubert Lacoin",
  title =        "The Martingale approach to disorder irrelevance for
                 pinning models",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "38:418--38:427",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1572",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1572",
  abstract =     "This paper presents a very simple and self-contained
                 proof of disorder irrelevance for inhomogeneous pinning
                 models with return exponent $ \alpha \in (0, 1 / 2) $.
                 We also give a new upper bound for the contact fraction
                 of the disordered model at criticality.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Pinning/Wetting Models, Disordered Models, Harris
                 Criterion, Relevant Disorder, Renewal Theory",
}

@Article{Balan:2010:ECC,
  author =       "Raluca Balan and Sana Louhichi",
  title =        "Explicit Conditions for the Convergence of Point
                 Processes Associated to Stationary Arrays",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "39:428--39:441",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1563",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1563",
  abstract =     "In this article, we consider a stationary array of
                 random variables (which satisfy some asymptotic
                 independence conditions), and the corresponding
                 sequence of point processes. Our main result identifies
                 some explicit conditions for the convergence of the
                 sequence of point processes in terms of the
                 probabilistic behavior of the variables in the array.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "infinite divisibility, point process, asymptotic
                 independence, weak convergence, extremal index",
}

@Article{vandenBerg:2010:ERD,
  author =       "Jacob van den Berg and Marcelo Hil{\'a}rio and
                 Alexander Holroyd",
  title =        "Escape of resources in a distributed clustering
                 process",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "40:442--40:448",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1567",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1567",
  abstract =     "In a distributed clustering algorithm introduced by
                 Coffman, Courtois, Gilbert and Piret [1], each vertex
                 of $ \mathbb {Z}^d $ receives an initial amount of a
                 resource, and, at each iteration, transfers all of its
                 resource to the neighboring vertex which currently
                 holds the maximum amount of resource. In [4] it was
                 shown that, if the distribution of the initial
                 quantities of resource is invariant under lattice
                 translations, then the flow of resource at each vertex
                 eventually stops almost surely, thus solving a problem
                 posed in [2]. In this article we prove the existence of
                 translation-invariant initial distributions for which
                 resources nevertheless escape to infinity, in the sense
                 that the final amount of resource at a given vertex is
                 strictly smaller in expectation than the initial
                 amount. This answers a question posed in [4].",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Clustering process, random spanning tree",
}

@Article{Markstrom:2010:CPN,
  author =       "Klas Markstr{\"o}m",
  title =        "Closure Properties and Negatively Associated Measures
                 violating the {van den Berg--Kesten} Inequality",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "41:449--41:456",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1575",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1575",
  abstract =     "We first give an example of a negatively associated
                 measure which does not satisfy the van den Berg-Kesten
                 inequality. Next we show that the class of measures
                 satisfying the van den Berg-Kesten inequality is not
                 closed under either of conditioning, introduction of
                 external fields or convex combinations. Finally we show
                 that this class also includes measure which have rank
                 sequence which is not logconcave.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Negative correlation, Correlation Inequalities,
                 Closure properties",
}

@Article{DOvidio:2010:ESF,
  author =       "Mirko D'Ovidio",
  title =        "Explicit solutions to fractional differential
                 equations via generalized gamma convolution",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "42:457--42:474",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1570",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1570",
  abstract =     "In this paper we deal with Mellin convolution of
                 generalized Gamma densities which leads to integrals of
                 modified Bessel functions of the second kind. Such
                 convolutions allow us to explicitly write the solutions
                 of the time-fractional diffusion equations involving
                 the adjoint operators of a square Bessel process and a
                 Bessel process",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Mellin convolution formula, generalized Gamma r.v.'s,
                 Stable subordinators, Fox functions, Bessel processes,
                 Modified Bessel functions",
}

@Article{Best:2010:ASM,
  author =       "Katharina Best and Peter Pfaffelhuber",
  title =        "The {Aldous--Shields} model revisited with application
                 to cellular ageing",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "43:475--43:488",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1581",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1581",
  abstract =     "In Aldous and Shields (1988) a model for a rooted,
                 growing random binary tree with edge lengths 1 was
                 presented. For some $ c > 0 $, an external vertex
                 splits at rate $ c^{-i} $ (and becomes internal) if its
                 distance from the root (depth) is $i$. We reanalyse the
                 tree profile for $ c > 1$, i.e. the numbers of external
                 vertices in depth $ i = 1, 2, \ldots {}$. Our main
                 results are concrete formulas for the expectation and
                 covariance-structure of the profile. In addition, we
                 present the application of the model to cellular
                 ageing. Here, we say that nodes in depth $ h + 1$ are
                 senescent, i.e. do not split. We obtain a limit result
                 for the proportion of non-senesced vertices for large
                 $h$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "cellular senescence; Hayflick limit; Random tree;
                 telomere",
}

@Article{Olivier:2010:DIS,
  author =       "Wintenberger Olivier",
  title =        "Deviation inequalities for sums of weakly dependent
                 time series",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "44:489--44:503",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1577",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1577",
  abstract =     "In this paper we give new deviation inequalities for
                 the partial sums of weakly dependent data. The loss
                 from the independent case is studied carefully. We give
                 examples of non mixing time series such that dynamical
                 systems and Bernoulli shifts for whom such deviation
                 inequality holds. The proofs are based on the blocks
                 technique and different coupling arguments.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Bernoulli shifts; Bernstein's type inequalities;
                 coupling schemes; expanding maps; Markov chains; weak
                 dependence",
}

@Article{Freij:2010:POS,
  author =       "Ragnar Freij and Johan W{\"a}stlund",
  title =        "Partially ordered secretaries",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "45:504--45:507",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1579",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1579",
  abstract =     "The elements of a finite nonempty partially ordered
                 set are exposed at independent uniform times in $ [0,
                 1] $ to a selector who, at any given time, can see the
                 structure of the induced partial order on the exposed
                 elements. The selector's task is to choose online a
                 maximal element. This generalizes the classical linear
                 order secretary problem, for which it is known that the
                 selector can succeed with probability $ 1 / e $ and
                 that this is best possible. We describe a strategy for
                 the general problem that achieves success probability
                 at least $ 1 / e $ for an arbitrary partial order.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "best choice problem; partial order.; secretary
                 problem",
}

@Article{Osekowski:2010:STI,
  author =       "Adam Osekowski",
  title =        "Sharp tail inequalities for nonnegative submartingales
                 and their strong differential subordinates",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "46:508--46:521",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1582",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1582",
  abstract =     "Let $ f = (f_n)_{n \geq 0} $ be a nonnegative
                 submartingale starting from $x$ and let $ g = (g_n)_{n
                 \geq 0}$ be a sequence starting from $y$ and
                 satisfying\par

                  $$ |d g_n| \leq |d f_n|, \quad | \mathbb {E}(d g_n|
                 \mathcal {F}_{n - 1})| \leq \mathbb {E}(d f_n| \mathcal
                 {F}_{n - 1}) $$

                 for $ n \geq 1$. We determine the best universal
                 constant $ U(x, y)$ such that\par

                  $$ \mathbb {P}(\sup_n g_n \geq 0) \leq ||f||_1 + U(x,
                 y). $$

                 As an application, we deduce a sharp weak type $ (1,
                 1)$ inequality for the one-sided maximal function of
                 $g$ and determine, for any $ t \in [0, 1]$ and $ \beta
                 \in \mathbb {R}$, the number\par

                  $$ L(x, y, t, \beta) = \inf \{ ||f||_1 : \mathbb
                 {P}(\sup_n g_n \geq \beta) \geq t \} . $$

                 The estimates above yield analogous statements for
                 stochastic integrals in which the integrator is a
                 nonnegative submartingale. The results extend some
                 earlier work of Burkholder and Choi in the martingale
                 setting.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Strong differential subordination; Submartingale;
                 Weak-type inequality",
}

@Article{Aidekon:2010:TAT,
  author =       "Elie Aidekon",
  title =        "Tail asymptotics for the total progeny of the critical
                 killed branching random walk",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "47:522--47:533",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1583",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1583",
  abstract =     "We consider a branching random walk on $R$ with a
                 killing barrier at zero. At criticality, the process
                 becomes eventually extinct, and the total progeny $Z$
                 is therefore finite. We show that $ P(Z > n)$ is of
                 order $ (n \ln^2 (n))^{-1}$, which confirms the
                 prediction of Addario-Berry and Broutin [1].",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Branching random walk, total progeny.",
}

@Article{Caravenna:2010:LDP,
  author =       "Francesco Caravenna and Martin Borecki",
  title =        "Localization for $ (1 + 1)$-dimensional pinning models
                 with {$ (\nabla + \Delta)$}-interaction",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "48:534--48:548",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1584",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1584",
  abstract =     "We study the localization/delocalization phase
                 transition in a class of directed models for a
                 homogeneous linear chain attracted to a defect line.
                 The self-interaction of the chain is of mixed gradient
                 and Laplacian kind, whereas the attraction to the
                 defect line is of $ \delta $-pinning type, with
                 strength $ \epsilon \ge 0$. It is known that, when the
                 self-interaction is purely Laplacian, such models
                 undergo a {\em non-trivial\/} phase transition: to
                 localize the chain at the defect line, the reward $
                 \epsilon $ must be greater than a strictly positive
                 critical threshold $ \epsilon_c > 0$. On the other
                 hand, when the self-interaction is purely gradient, it
                 is known that the transition is {\em trivial\/}: an
                 arbitrarily small reward $ \epsilon > 0$ is sufficient
                 to localize the chain at the defect line ($ \epsilon_c
                 = 0$). In this note we show that in the mixed gradient
                 and Laplacian case, under minimal assumptions on the
                 interaction potentials, the transition is always
                 trivial, that is $ \epsilon_c = 0$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Free Energy; Gradient Interaction; Laplacian
                 Interaction; Linear Chain Model; Localization
                 Phenomena; Markov Chain; Phase Transition; Pinning
                 Model; Polymer Model",
}

@Article{Delyon:2010:CIS,
  author =       "Bernard Delyon",
  title =        "Concentration inequalities for the spectral measure of
                 random matrices",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "49:549--49:562",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1585",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1585",
  abstract =     "We give new exponential inequalities for the spectral
                 measure of random Wishart matrices. These results give
                 in particular useful bounds when these matrices have
                 the form $ M = Y Y^T $, in the case where $Y$ is a $ p
                 \times n$ random matrix with independent enties (weaker
                 conditions are also proposed), and $p$ and $n$ are
                 large.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "random matrices; Spectral measure",
}

@Article{Tassy:2010:RIG,
  author =       "Martin Tassy",
  title =        "Random interlacements on {Galton--Watson} Trees",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "50:562--50:571",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1586",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1586",
  abstract =     "We study the critical parameter $ u^* $ of random
                 interlacements on a Galton--Watson tree conditioned on
                 the non-extinction event. We show that, for a given law
                 of a Galton--Watson tree, the value of this parameter
                 is a.s. constant and non-trivial. We also characterize
                 this value as the solution of a certain equation.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Random Interlacement, Galton--Watson tree, critical
                 behaviour",
}

@Article{Savov:2010:RIL,
  author =       "Mladen Savov and Matthias Winkel",
  title =        "Right inverses of {L{\'e}vy} processes: the excursion
                 measure in the general case",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "15",
  pages =        "51:572--51:584",
  year =         "2010",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v15-1590",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1590",
  abstract =     "This article is about right inverses of L{\'e}vy
                 processes as first introduced by Evans in the symmetric
                 case and later studied systematically by the present
                 authors and their co-authors. Here we add to the
                 existing fluctuation theory an explicit description of
                 the excursion measure away from the (minimal) right
                 inverse. This description unifies known formulas in the
                 case of a positive Gaussian coefficient and in the
                 bounded variation case. While these known formulas
                 relate to excursions away from a point starting
                 negative continuously, and excursions started by a
                 jump, the present description is in terms of excursions
                 away from the supremum continued up to a return time.
                 In the unbounded variation case with zero Gaussian
                 coefficient previously excluded, excursions start
                 negative continuously, but the excursion measures away
                 from the right inverse and away from a point are
                 mutually singular. We also provide a new construction
                 and a new formula for the Laplace exponent of the
                 minimal right inverse.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "L{\'e}vy process, right inverse, subordinator,
                 fluctuation theory, excursion",
}

@Article{Kuhn:2011:OPN,
  author =       "Christoph K{\"u}hn and Marc Teusch",
  title =        "Optional processes with non-exploding realized power
                 variation along stopping times are l{\`a}gl{\`a}d",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "1:1--1:8",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1591",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1591",
  abstract =     "We prove that an optional process of non-exploding
                 realized power variation along stopping times possesses
                 almost surely l{\`a}gl{\`a}d paths. This result is
                 useful for the analysis of some imperfect market models
                 in mathematical finance. In the finance applications
                 variation naturally appears along stopping times and
                 not pathwise. On the other hand, if the power variation
                 were only taken along deterministic points in time, the
                 assertion would obviously be wrong.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "power variation, path properties, stopping times",
}

@Article{Osekowski:2011:RAD,
  author =       "Adam Osekowski",
  title =        "On relaxing the assumption of differential
                 subordination in some martingale inequalities",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "2:9--2:21",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1593",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1593",
  abstract =     "Let $X$, $Y$ be continuous-time martingales taking
                 values in a se\-pa\-rable Hilbert space $ \mathcal
                 {H}$.\par

                 (i) Assume that $X$, $Y$ satisfy the condition $ [X,
                 X]_t \geq [Y, Y]_t$ for all $ t \geq 0$. We prove the
                 sharp inequalities\par

                  $$ \sup_t||Y_t||_p \leq (p - 1)^{-1} \sup_t||X_t||_p,
                 \qquad 1 < p \leq 2, $$

                  $$ \mathbb {P}(\sup_t|Y_t| \geq 1) \leq \frac
                 {2}{\Gamma (p + 1)} \sup_t||X_t||_p^p, \qquad 1 \leq p
                 \leq 2, $$

                 and for any $ K > 0$ we determine the optimal constant
                 $ L = L(K)$ depending only on $K$ such that\par

                  $$ \sup_t ||Y_t||_1 \leq K \sup_t \mathbb {E}|X_t|
                 \log |X_t| + L(K). $$

                 (ii) Assume that $X$, $Y$ satisfy the condition $ [X,
                 X]_\infty - [X, X]_{t-} \geq [Y, Y]_\infty - [Y,
                 Y]_{t-}$ for all $ t \geq 0$. We establish the sharp
                 bounds\par

                  $$ \sup_t||Y_t||_p \leq (p - 1) \sup_t||X_t||_p,
                 \qquad 2 \leq p < \infty $$

                 and\par

                  $$ \mathbb {P}(\sup_t|Y_t| \geq 1) \leq \frac {p^{p -
                 1}}{2} \sup_t||X_t||_p^p, \qquad 2 \leq p < \infty . $$
                 \par

                 This generalizes the previous results of Burkholder,
                 Suh and the author, who showed the above estimates
                 under the more restrictive assumption of differential
                 subordination. The proof is based on Burkholder's
                 technique and integration method.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "differential subordination; Martingale; moment
                 inequality; weak-type inequality",
}

@Article{Couronne:2011:CSP,
  author =       "Olivier Couronn{\'e} and Nathana{\"e}l Enriquez and
                 Lucas Gerin",
  title =        "Construction of a short path in high-dimensional first
                 passage percolation",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "3:22--3:28",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1595",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1595",
  abstract =     "For first passage percolation in $ \mathbb {Z}^d $
                 with large $d$, we construct a path connecting the
                 origin to $ \{ x_1 = 1 \} $, whose passage time has
                 optimal order $ \log d / d$. Besides, an improved lower
                 bound for the {"diagonal"} speed of the cluster
                 combined with a result by Dhar (1988) shows that the
                 limiting shape in FPP with exponential passage times
                 (and thus that of Eden model) is not the Euclidean ball
                 in dimension larger than 35.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "first passage percolation; limit shape; time
                 constant",
}

@Article{Backhausz:2011:LDD,
  author =       "Agnes Backhausz",
  title =        "Limit distribution of degrees in random family trees",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "4:29--4:37",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1598",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1598",
  abstract =     "In a one-parameter model for evolution of random
                 trees, which also includes the Barabasi-Albert random
                 tree [1], almost sure behavior and the limiting
                 distribution of the degree of a vertex in a fixed
                 position are examined. A functional central limit
                 theorem is also given. Results about Polya urn models
                 are applied in the proofs.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "preferential attachment; random trees; urn models",
}

@Article{Tkocz:2011:GMD,
  author =       "Tomasz Tkocz",
  title =        "{Gaussian} measures of dilations of convex
                 rotationally symmetric sets in {$ \mathbb {C}^n $}",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "5:38--5:49",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1599",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1599",
  abstract =     "We consider the complex case of the {\em
                 S-inequality\/}. It concerns the behaviour of Gaussian
                 measures of dilations of convex and rotationally
                 symmetric sets in $ \mathbb {C}^n $. We pose and
                 discuss a conjecture that among all such sets measures
                 of cylinders decrease the fastest under dilations. Our
                 main result in this paper is that this conjecture holds
                 under the additional assumption that the Gaussian
                 measure of the sets considered is not greater than some
                 constant $ c > 0.64 $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Gaussian measure, convex bodies, isoperimetric
                 inequalities",
}

@Article{Defosseux:2011:GLU,
  author =       "Manon Defosseux",
  title =        "Generalized {Laguerre} Unitary Ensembles and an
                 interacting particles model with a wall",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "6:59--6:69",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1602",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1602",
  abstract =     "We introduce and study a new interacting particles
                 model with a wall and two kinds of interactions ---
                 blocking and pushing --- which maintain particles in a
                 certain order. We show that it involves a random matrix
                 model.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Gelfand-Tsetlin patterns; interacting particles system
                 with a wall; interlacing; intertwining; random
                 matrices",
}

@Article{Ghosh:2011:ASB,
  author =       "Subhankar Ghosh and Larry Goldstein",
  title =        "Applications of size biased couplings for
                 concentration of measures",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "7:70--7:83",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1605",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1605",
  abstract =     "Let $Y$ be a nonnegative random variable with mean $
                 \mu $ and finite positive variance $ \sigma^2$, and let
                 $ Y^s$, defined on the same space as $Y$, have the $Y$
                 size biased distribution, that is, the distribution
                 characterized by\par

                  $$ E[Y f(Y)] = \mu E f(Y^s) \quad \mbox {for all
                 functions {\em f} for which these expectations exist.}
                 $$

                 Under a variety of conditions on the coupling of $Y$
                 and $ Y^s$, including combinations of boundedness and
                 monotonicity, concentration of measure inequalities
                 such as\par

                  $$ P \left (\frac {Y - \mu }{\sigma } \ge t \right)
                 \le \exp \left ( - \frac {t^2}{2(A + Bt)} \right) \quad
                 \mbox {for all $ t \ge 0$ } $$

                 are shown to hold for some explicit $A$ and $B$ in
                 \cite{cnm}. Such concentration of measure results are
                 applied to a number of new examples: the number of
                 relatively ordered subsequences of a random
                 permutation, sliding window statistics including the
                 number of $m$-runs in a sequence of coin tosses, the
                 number of local maxima of a random function on a
                 lattice, the number of urns containing exactly one ball
                 in an urn allocation model, and the volume covered by
                 the union of $n$ balls placed uniformly over a volume
                 $n$ subset of $ \mathbb {R}^d$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Hubalek:2011:CSR,
  author =       "Friedrich Hubalek and Alexey Kuznetsov",
  title =        "A convergent series representation for the density of
                 the supremum of a stable process",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "8:84--8:95",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1601",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1601",
  abstract =     "We study the density of the supremum of a strictly
                 stable L{\'e}vy process. We prove that for almost all
                 values of the index $ \alpha $ - except for a dense set
                 of Lebesgue measure zero - the asymptotic series which
                 were obtained in Kuznetsov (2010) {"On} extrema of
                 stable {processes"} are in fact absolutely convergent
                 series representations for the density of the
                 supremum.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "stable processes, supremum, Mellin transform, double
                 Gamma function, Liouville numbers, continued
                 fractions",
}

@Article{Rio:2011:ACM,
  author =       "Emmanuel Rio",
  title =        "Asymptotic constants for minimal distance in the
                 central limit theorem",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "9:96--9:103",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1609",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1609",
  abstract =     "In this paper, we generalize the asymptotic result of
                 Ess{\'e}en (1958) concerning the Wasserstein distance
                 of order one in the mean central limit theorem to the
                 Wasserstein distances of order $r$ for $ r \in]1,
                 2]$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Minimal metric, Wasserstein distance, Cornish-Fisher
                 expansion of first order, Ess{\'e}en's mean central
                 limit theorem, Global central limit theorem",
}

@Article{Bordenave:2011:SSP,
  author =       "Charles Bordenave",
  title =        "On the spectrum of sum and product of non-{Hermitian}
                 random matrices",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "10:104--10:113",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1606",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1606",
  abstract =     "In this note, we revisit the work of T. Tao and V. Vu
                 on large non-Hermitian random matrices with independent
                 and identically distributed (i.i.d.) entries with mean
                 zero and unit variance. We prove under weaker
                 assumptions that the limit spectral distribution of sum
                 and product of non-Hermitian random matrices is
                 universal. As a byproduct, we show that the generalized
                 eigenvalues distribution of two independent matrices
                 converges almost surely to the uniform measure on the
                 Riemann sphere.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "generalized eigenvalues, non-Hermitian random
                 matrices, spherical law",
}

@Article{Bolthausen:2011:RTM,
  author =       "Erwin Bolthausen and Jean-Dominique Deuschel and Ofer
                 Zeitouni",
  title =        "Recursions and tightness for the maximum of the
                 discrete, two dimensional {Gaussian} free field",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "11:114--11:119",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1610",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1610",
  abstract =     "We consider the maximum of the discrete two
                 dimensional Gaussian free field in a box, and prove the
                 existence of a (dense) deterministic subsequence along
                 which the maximum, centered at its mean, is tight. The
                 method of proof relies on an argument developed by
                 Dekking and Host for branching random walks with
                 bounded increments and on comparison results specific
                 to Gaussian fields.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Gaussian free field. Recursions.",
}

@Article{Chassagneux:2011:NEU,
  author =       "Jean Fran{\c{c}}ois Chassagneux and Romuald Elie and
                 Idris Kharroubi",
  title =        "A note on existence and uniqueness for solutions of
                 multidimensional reflected {BSDEs}",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "12:120--12:128",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1614",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1614",
  abstract =     "In this note, we provide an innovative and simple
                 approach for proving the existence of a unique solution
                 for multidimensional reflected BSDEs associated to
                 switching problems. Getting rid of a monotonicity
                 assumption on the driver function, this approach
                 simplifies and extends the recent results of Hu and
                 Tang (2008) or Hamadene and Zhang (2010).",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "BSDE with oblique reflections; Switching problems",
}

@Article{Miranda:2011:GCL,
  author =       "Yuri Mejia Miranda and Gordon Slade",
  title =        "The growth constants of lattice trees and lattice
                 animals in high dimensions",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "13:129--13:136",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1612",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1612",
  abstract =     "We prove that the growth constants for
                 nearest-neighbour lattice trees and lattice (bond)
                 animals on the integer lattice $ \mathbb {Z}^d $ are
                 asymptotic to $ 2 d e $ as the dimension goes to
                 infinity, and that their critical one-point functions
                 converge to $e$. Similar results are obtained in
                 dimensions $ d > 8$ in the limit of increasingly
                 spread-out models; in this case the result for the
                 growth constant is a special case of previous results
                 of M. Penrose. The proof is elementary, once we apply
                 previous results of T. Hara and G. Slade obtained using
                 the lace expansion.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "growth constant; lattice animal; lattice tree;
                 mean-field model",
}

@Article{Demni:2011:KRV,
  author =       "Nizar Demni",
  title =        "{Kanter} random variable and positive free stable
                 distributions",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "14:137--14:149",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1608",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1608",
  abstract =     "According to a representation due to M. Kanter, the
                 density of some power of a positive stable distribution
                 is a completely monotone function. In this paper, we
                 first derive its representative Bernstein measure which
                 also describes the law of some function of a uniform
                 random variable, referred to below as the Kanter random
                 variable. Then, the distribution function of the latter
                 variable is written down and gives a more explicit
                 description of the non commutative analogue of positive
                 stable distributions in the setting of Voiculescu's
                 free probability theory. Analytic evidences of the
                 occurrence of the Kanter random variable in both the
                 classical and the free settings conclude the
                 exposition.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Stable laws, free probability, Fox H-function",
}

@Article{Hahn:2011:TCG,
  author =       "Marjorie Hahn and Jelena Ryvkina and Kei Kobayashi and
                 Sabir Umarov",
  title =        "On time-changed {Gaussian} processes and their
                 associated {Fokker--Planck--Kolmogorov} equations",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "15:150--15:164",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1620",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1620",
  abstract =     "This paper establishes Fokker--Planck-Kolmogorov type
                 equations for time-changed Gaussian processes. Examples
                 include those equations for a time-changed fractional
                 Brownian motion with time-dependent Hurst parameter and
                 for a time-changed Ornstein--Uhlenbeck process. The
                 time-change process considered is the inverse of either
                 a stable subordinator or a mixture of independent
                 stable subordinators.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Fokker--Planck equation; fractional Brownian motion;
                 Gaussian process; inverse subordinator; Kolmogorov
                 equation; time-change; time-dependent Hurst parameter;
                 Volterra process",
}

@Article{Jung:2011:IFS,
  author =       "Paul Jung",
  title =        "Indicator fractional stable motions",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "16:165--16:173",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1611",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1611",
  abstract =     "Using the framework of random walks in random scenery,
                 Cohen and Samorodnitsky (2006) introduced a family of
                 symmetric $ \alpha $-stable motions called local time
                 fractional stable motions. When $ \alpha = 2$, these
                 processes are precisely fractional Brownian motions
                 with $ 1 / 2 < H < 1$. Motivated by random walks in
                 alternating scenery, we find a complementary family of
                 symmetric $ \alpha $-stable motions which we call
                 indicator fractional stable motions. These processes
                 are complementary to local time fractional stable
                 motions in that when $ \alpha = 2$, one gets fractional
                 Brownian motions with $ 0 < H < 1 / 2$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "fractional Brownian motion; local time fractional
                 stable motion; random reward schema; random walk in
                 random scenery; self-similar process; stable process",
}

@Article{Depperschmidt:2011:MMM,
  author =       "Andrej Depperschmidt and Andreas Greven and Peter
                 Pfaffelhuber",
  title =        "Marked metric measure spaces",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "17:174--17:188",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1615",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1615",
  abstract =     "A marked metric measure space (mmm-space) is a triple
                 $ (X, r, \mu) $, where $ (X, r) $ is a complete and
                 separable metric space and $ \mu $ is a probability
                 measure on $ X \times I $ for some Polish space $I$ of
                 possible marks. We study the space of all (equivalence
                 classes of) marked metric measure spaces for some fixed
                 $I$. It arises as a state space in the construction of
                 Markov processes which take values in random graphs,
                 e.g. tree-valued dynamics describing randomly evolving
                 genealogical structures in population models. We derive
                 here the topological properties of the space of
                 mmm-spaces needed to study convergence in distribution
                 of random mmm-spaces. Extending the notion of the
                 Gromov-weak topology introduced in (Greven,
                 Pfaffelhuber and Winter, 2009), we define the marked
                 Gromov-weak topology, which turns the set of mmm-spaces
                 into a Polish space. We give a characterization of
                 tightness for families of distributions of random
                 mmm-spaces and identify a convergence determining
                 algebra of functions, called polynomials.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Metric measure space, Gromov metric triples, Gromov-
                 weak topology, Prohorov metric, Population model",
}

@Article{Bass:2011:CMH,
  author =       "Richard Bass",
  title =        "Correction to {``The measurability of hitting
                 times''}",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "18:189--18:191",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1627",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  note =         "See \cite{Bass:2010:MHT}.",
  URL =          "http://ecp.ejpecp.org/article/view/1627",
  abstract =     "We correct an error in
                 \url{http://www.math.washington.edu/~ejpecp/ECP/viewarticle.php?id=2181&layout=abstract}
                 Electronic Communications in Probability, Vol 15
                 (2010), paper 10.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Stopping time, hitting time, progressively measurable,
                 optional, predictable, debut theorem, section theorem",
}

@Article{Neunhauserer:2011:FEP,
  author =       "J{\"o}rg Neunh{\"a}userer",
  title =        "A family of exceptional parameters for non-uniform
                 self-similar measures",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "19:192--19:199",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1618",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib;
                 http://www.math.utah.edu/pub/tex/bib/mathematica.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1618",
  abstract =     "We present plane algebraic curves that have segments
                 of points for which non uniform self-similar measures
                 get singular. We calculate appropriate points on the
                 curves using Mathematica. These points are in the
                 parameter domain where we generically have absolute
                 continuity of the measures,",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Non-uniform self similar measures, singularity,
                 algebraic curves",
}

@Article{Graversen:2011:RUC,
  author =       "Svend-Erik Graversen and Jan Pedersen",
  title =        "Representations of {Urbanik}'s classes and
                 multiparameter {Ornstein--Uhlenbeck} processes",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "20:200--20:212",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1621",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1621",
  abstract =     "A class of integrals with respect to homogeneous
                 L{\'e}vy bases on $ \mathbb {R}^k $ is considered. In
                 the one-dimensional case $ k = 1 $ this class
                 corresponds to the selfdecomposable distributions.
                 Necessary and sufficient conditions for existence as
                 well as some representations of the integrals are
                 given. Generalizing the one-dimensional case it is
                 shown that the class of integrals corresponds to
                 Urbanik's class $ L_{k - 1}(R) $. Finally,
                 multiparameter Ornstein--Uhlenbeck processes are
                 defined and studied.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "L{\'e}vy bases; multiparameter Ornstein--Uhlenbeck
                 processes; stochastic integrals; Urbanik's classes",
}

@Article{Debussche:2011:AFE,
  author =       "Arnaud Debussche and Michael Hoegele and Peter
                 Imkeller",
  title =        "Asymptotic first exit times of the {Chafee--Infante}
                 equation with small heavy-tailed {L{\'e}vy} noise",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "21:213--21:225",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1622",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1622",
  abstract =     "This article studies the behavior of stochastic
                 reaction-diffusion equations driven by additive
                 regularly varying pure jump L{\'e}vy noise in the limit
                 of small noise intensity. It is shown that the law of
                 the suitably renormalized first exit times from the
                 domain of attraction of a stable state converges to an
                 exponential law of parameter 1 in a strong sense of
                 Laplace transforms, including exponential moments. As a
                 consequence, the expected exit times increase
                 polynomially in the inverse intensity, in contrast to
                 Gaussian perturbations, where this growth is known to
                 be of exponential rate.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "first exit times; regularly varying L{\'e}vy process;
                 small noise asymptotics; stochastic reaction diffusion
                 equation with heavy-tailed L{\'e}vy noise",
}

@Article{Ben-Ari:2011:SSM,
  author =       "Iddo Ben-Ari and Anastasios Matzavinos and Alexander
                 Roitershtein",
  title =        "On a species survival model",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "22:226--22:233",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1625",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1625",
  abstract =     "In this paper we provide some sharp asymptotic results
                 for a stochastic model of species survival recently
                 proposed by Guiol, Machado, and Schinazi.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Bak-Sneppen model; birth and death process; central
                 limit theorem; evolution; law of iterated logarithm;
                 population genetics",
}

@Article{Menozzi:2011:PTM,
  author =       "Stephane Menozzi",
  title =        "Parametrix techniques and martingale problems for some
                 degenerate {Kolmogorov} equations",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "23:234--23:250",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1619",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1619",
  abstract =     "We prove the uniqueness of the martingale problem
                 associated to some degenerate operators. The key point
                 is to exploit the strong parallel between the new
                 technique introduced by Bass and Perkins [BP09] to
                 prove uniqueness of the martingale problem in the
                 framework of non- degenerate elliptic operators and the
                 Mc Kean and Singer [MS67] parametrix approach to the
                 density expansion that has previously been extended to
                 the degenerate setting that we consider (see Delarue
                 and Menozzi [DM10]).",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Parametrix techniques, Martingale problem,
                 hypoelliptic equations",
}

@Article{Peres:2011:RTE,
  author =       "Yuval Peres and Sebastien Roch",
  title =        "Reconstruction on Trees: Exponential Moment Bounds for
                 Linear Estimators",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "24:251--24:261",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1630",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1630",
  abstract =     "Consider a Markov chain $ (\xi_v)_{v \in V} \in [k]^V
                 $ on the infinite $b$-ary tree $ T = (V, E)$ with
                 irreducible edge transition matrix $M$, where $ b \geq
                 2$, $ k \geq 2$ and $ [k] = \{ 1, \ldots, k \} $. We
                 denote by $ L_n$ the level-$n$ vertices of $T$. Assume
                 $M$ has a real second-largest (in absolute value)
                 eigenvalue $ \lambda $ with corresponding real
                 eigenvector $ \nu \neq 0$. Letting $ \sigma_v =
                 \nu_{\xi_v}$, we consider the following root-state
                 estimator, which was introduced by Mossel and Peres
                 (2003) in the context of the ``recontruction problem''
                 on trees: \begin{equation*} S_n = (b\lambda)^{-n}
                 \sum_{x\in L_n} \sigma_x. \end{equation*} As noted by
                 Mossel and Peres, when $ b \lambda^2 > 1$ (the
                 so-called Kesten-Stigum reconstruction phase) the
                 quantity $ S_n$ has uniformly bounded variance. Here,
                 we give bounds on the moment-generating functions of $
                 S_n$ and $ S_n^2$ when $ b \lambda^2 > 1$. Our results
                 have implications for the inference of evolutionary
                 trees.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Markov chains on trees, reconstruction problem,
                 Kesten-Stigum bound, phylogenetic reconstruction",
}

@Article{Tropp:2011:FIM,
  author =       "Joel Tropp",
  title =        "{Freedman}'s inequality for matrix martingales",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "25:262--25:270",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1624",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1624",
  abstract =     "Freedman's inequality is a martingale counterpart to
                 Bernstein's inequality. This result shows that the
                 large-deviation behavior of a martingale is controlled
                 by the predictable quadratic variation and a uniform
                 upper bound for the martingale difference sequence.
                 Oliveira has recently established a natural extension
                 of Freedman's inequality that provides tail bounds for
                 the maximum singular value of a matrix-valued
                 martingale. This note describes a different proof of
                 the matrix Freedman inequality that depends on a deep
                 theorem of Lieb from matrix analysis. This argument
                 delivers sharp constants in the matrix Freedman
                 inequality, and it also yields tail bounds for other
                 types of matrix martingales. The new techniques are
                 adapted from recent work by the present author.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Discrete-time martingale, large deviation, probability
                 inequality, random matrix",
}

@Article{Blath:2011:SEC,
  author =       "Jochen Blath and Noemi Kurt",
  title =        "Survival and extinction of caring double-branching
                 annihilating random walk",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "26:271--26:282",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1631",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1631",
  abstract =     "Branching annihilating random walk (BARW) is a generic
                 term for a class of interacting particle systems on $
                 \mathbb {Z}^d $ in which, as time evolves, particles
                 execute random walks, produce offspring (on
                 neighbouring sites) and (instantaneously) disappear
                 when they meet other particles. Much of the interest in
                 such models stems from the fact that they typically
                 lack a monotonicity property called {\em
                 attractiveness\/}, which in general makes them
                 exceptionally hard to analyse and in particular highly
                 sensitive in their qualitative long-time behaviour to
                 even slight alterations of the branching and
                 annihilation mechanisms. In this short note, we
                 introduce so-called {\em caring\/} double-branching
                 annihilating random walk (cDBARW) on $ \mathbb {Z} $,
                 and investigate its long-time behaviour. It turns out
                 that it either allows survival with positive
                 probability if the branching rate is greater than $ 1 /
                 2 $, or a.s. extinction if the branching rate is
                 smaller than $ 1 / 3 $ and (additionally) branchings
                 are only admitted for particles which have at least one
                 neighbouring particle (so-called 'cooperative
                 branching'). Further, we show a.s. extinction for all
                 branching rates for a variant of this model, where
                 branching is only allowed if offspring can be placed at
                 odd distance between each other. It is the latter
                 (extinction-type) results which seem remarkable, since
                 they appear to hint at a general extinction result for
                 a non-trivial parameter range in the so-called
                 'parity-preserving universality class', suggesting the
                 existence of a 'true' phase transition. The rigorous
                 proof of such a non-trivial phase transition remains a
                 particularly challenging open problem.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Branching Annihilating Random Walk, extinction,
                 survival, interface duality, swapping voter model",
}

@Article{Junglen:2011:QBA,
  author =       "Stefan Junglen",
  title =        "Quantization Balls and Asymptotics of Quantization
                 Radii for Probability Distributions with Radial
                 Exponential Tails",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "27:283--27:295",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1629",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1629",
  abstract =     "In this paper, we provide the sharp asymptotics for
                 the {\em quantization radius (maximal radius)\/} for a
                 sequence of {\em optimal quantizers\/} for random
                 variables $X$ in $ (\mathbb {R}^d, \| \, \cdot \, \|)$
                 with radial exponential tails. This result sharpens and
                 generalizes the results developed for the quantization
                 radius in [4] for $ d > 1$, where the weak asymptotics
                 is established for similar distributions in the
                 Euclidean case. Furthermore, we introduce {\em
                 quantization balls\/}, which provide a more general way
                 to describe the asymptotic geometric structure of
                 optimal codebooks, and extend the terminology of the
                 quantization radius.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Aurzada:2011:MRT,
  author =       "Frank Aurzada and Hanna D{\"o}ring and Marcel Ortgiese
                 and Michael Scheutzow",
  title =        "Moments of recurrence times for {Markov} chains",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "28:296--28:303",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1632",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1632",
  abstract =     "We consider moments of the return times (or first
                 hitting times) in an irreducible discrete time discrete
                 space Markov chain. It is classical that the finiteness
                 of the first moment of a return time of one state
                 implies the finiteness of the first moment of the first
                 return time of any other state. We extend this
                 statement to moments with respect to a function $f$,
                 where $f$ satisfies a certain, best possible condition.
                 This generalizes results of K. L. Chung (1954) who
                 considered the functions $ f(n) = n^p$ and wondered
                 ``[\ldots{}] what property of the power $ n^p$ lies
                 behind this theorem [\ldots{}]'' (see Chung (1967), p.
                 70). We exhibit that exactly the functions that do not
                 increase exponentially - neither globally nor locally -
                 fulfill the above statement.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Discrete time Markov chain, recurrence time,
                 generalized moment",
}

@Article{Barbu:2011:RTP,
  author =       "Viorel Barbu and Giuseppe {Da Prato} and Luciano
                 Tubaro",
  title =        "A Reflection Type Problem for the Stochastic {$2$-D}
                 {Navier--Stokes} Equations with Periodic Conditions",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "29:304--29:313",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1633",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1633",
  abstract =     "We prove the existence of a solution for the
                 Kolmogorov equation associated with a reflection
                 problem for {$2$-D} stochastic Navier--Stokes equations
                 with periodic spatial conditions and the corresponding
                 stream flow in a closed ball of a Sobolev space of the
                 torus $ T^2 $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "{$2$-D} stochastic Navier--Stokes equations, Gibbs
                 measures, Kolmogorov operator",
}

@Article{Dallaporta:2011:NCL,
  author =       "Sandrine Dallaporta and Van Vu",
  title =        "A note on the {Central Limit Theorem} for the
                 Eigenvalue Counting Function of {Wigner} Matrices",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "30:214--30:322",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1634",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1634",
  abstract =     "The purpose of this note is to establish a Central
                 Limit Theorem for the number of eigenvalues of a Wigner
                 matrix in an interval. The proof relies on the correct
                 asymptotics of the variance of the eigenvalue counting
                 function of GUE matrices due to Gustavsson, and its
                 extension to large families of Wigner matrices by means
                 of the Tao and Vu Four Moment Theorem and recent
                 localization results by Erd?s, Yau and Yin.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Central Limit Theorem; eigenvalue counting function;
                 Four Moment Theorem; localization; random matrices",
}

@Article{Heil:2011:RLB,
  author =       "Hadrian Heil and Makoto Nakashima",
  title =        "A Remark on Localization for Branching Random Walks in
                 Random Environment",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "31:323--31:336",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1603",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1603",
  abstract =     "We prove a localization-result for branching random
                 walks in random environment, namely that if the process
                 does not die out, the most populated site will
                 infinitely often contain more than a fixed percentage
                 of the population. This had been proven already before
                 by Hu and Yoshida, but it is possible to drop their
                 assumption that particles may not die.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "branching random walk; localization; random
                 environment",
}

@Article{Fournier:2011:SSH,
  author =       "Nicolas Fournier and Jacques Printems",
  title =        "Stability of the stochastic heat equation in {$ L^1
                 ([0, 1]) $}",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "32:337--32:352",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1636",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1636",
  abstract =     "We consider the white-noise driven stochastic heat
                 equation on $ [0, 1] $ with Lipschitz-continuous drift
                 and diffusion coefficients. We derive an inequality for
                 the $ L^1 ([0, 1])$-norm of the difference between two
                 solutions. Using some martingale arguments, we show
                 that this inequality provides some estimates which
                 allow us to study the stability of the solution with
                 respect the initial condition, the uniqueness of the
                 possible invariant distribution and the asymptotic
                 confluence of solutions.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Tucci:2011:API,
  author =       "Gabriel Tucci",
  title =        "Asymptotic Products of Independent {Gaussian} Random
                 Matrices with Correlated Entries",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "33:353--33:364",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1635",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1635",
  abstract =     "In this work we address the problem of determining the
                 asymptotic spectral measure of the product of
                 independent, Gaussian random matrices with correlated
                 entries, as the dimension and the number of
                 multiplicative terms goes to infinity. More
                 specifically, let $ \{ X_p(N) \}_{p = 1}^\infty $ be a
                 sequence of $ N \times N $ independent random matrices
                 with independent and identically distributed Gaussian
                 entries of zero mean and variance $ \frac {1}{\sqrt
                 {N}} $. Let $ \{ \Sigma (N) \}_{N = 1}^\infty $ be a
                 sequence of $ N \times N $ deterministic and Hermitian
                 matrices such that the sequence converges in moments to
                 a compactly supported probability measure $ \sigma $.
                 Define the random matrix $ Y_p(N) $ as $ Y_p(N) =
                 X_p(N) \Sigma (N) $. This is a random matrix with
                 correlated Gaussian entries and covariance matrix $
                 E(Y_p(N)^*Y_p(N)) = \Sigma (N)^2 $ for every $ p \geq 1
                 $. The positive definite $ N \times N $ matrix\par

                  $$ B_n^{1 / (2n)} (N) := \left (Y_1^* (N) Y_2^* (N)
                 \dots Y_n^*(N) Y_n(N) \dots Y_2 (N) Y_1 (N) \right)^{1
                 / (2n)} \to \nu_n $$

                 converges in distribution to a compactly supported
                 measure in $ [0, \infty) $ as the dimension of the
                 matrices $ N \to \infty $. We show that the sequence of
                 measures $ \nu_n $ converges in distribution to a
                 compactly supported measure $ \nu_n \to \nu $ as $ n
                 \to \infty $. The measures $ \nu_n $ and $ \nu $ only
                 depend on the measure $ \sigma $. Moreover, we deduce
                 an exact closed-form expression for the measure $ \nu $
                 as a function of the measure $ \sigma $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Limit Measures; Lyapunov Exponents; MIMO systems;
                 Random Matrices",
}

@Article{Bourguin:2011:CTG,
  author =       "Solesne Bourguin and Ciprian Tudor",
  title =        "Cram{\'e}r theorem for Gamma random variables",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "34:365--34:378",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1639",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1639",
  abstract =     "In this paper we discuss the following problem: given
                 a random variable $ Z = X + Y $ with Gamma law such
                 that $X$ and $Y$ are independent, we want to understand
                 if then $X$ and $Y$ each follow a Gamma law. This is
                 related to Cramer's theorem which states that if $X$
                 and $Y$ are independent then $ Z = X + Y$ follows a
                 Gaussian law if and only if $X$ and $Y$ follow a
                 Gaussian law. We prove that Cramer's theorem is true in
                 the Gamma context for random variables living in a
                 Wiener chaos of fixed order but the result is not true
                 in general. We also give an asymptotic variant of our
                 result.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Cram{\'e}r's theorem, Gamma distribution, multiple
                 stochastic integrals, limit theorems, Malliavin
                 calculus",
}

@Article{Rath:2011:TRI,
  author =       "Balazs Rath and Artem Sapozhnikov",
  title =        "On the transience of random interlacements",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "35:379--35:391",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1637",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1637",
  abstract =     "We consider the interlacement Poisson point process on
                 the space of doubly-infinite $ \mathbb {Z}^d$-valued
                 trajectories modulo time-shift, tending to infinity at
                 positive and negative infinite times. The set of
                 vertices and edges visited by at least one of these
                 trajectories is the graph induced by the random
                 interlacements at level $u$ of Sznitman(2010). We prove
                 that for any $ u > 0$, almost surely, the random
                 interlacement graph is transient.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "capacity.; intersection of random walks; Random
                 interlacement; random walk; resistance; transience",
}

@Article{Aurzada:2011:OSE,
  author =       "Frank Aurzada",
  title =        "On the one-sided exit problem for fractional
                 {Brownian} motion",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "36:392--36:404",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1640",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1640",
  abstract =     "We consider the one-sided exit problem for fractional
                 Brownian motion (FBM), which is equivalent to the
                 question of the distribution of the lower tail of the
                 maximum of FBM on the unit interval. We improve the
                 bounds given by Molchan (1999) and shed some light on
                 the relation to the quantity I studied there.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "First passage time; fractional Brownian motion; lower
                 tail probability; one-sided barrier problem; one-sided
                 exit problem; small value probability; survival
                 exponent",
}

@Article{Bose:2011:HIH,
  author =       "Arup Bose and Rajat Hazra and Koushik Saha",
  title =        "Half Independence and half cumulants",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "37:405--37:422",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1651",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1651",
  abstract =     "The notion of half independence arises in random
                 matrices and quantum groups. This notion is available
                 only for elements of a noncommutative probability space
                 and assumes the existence of all moments. We relate
                 half independence to a certain class of partitions and
                 use it to define an appropriate cumulant generating
                 function and a transform which is closely related to
                 the characteristic function. This leads to a definition
                 of half independent convolution of arbitrary
                 probability measures which is compatible with the
                 distribution of the sum of half independent elements of
                 a noncommutative probability space. We also establish
                 the central limit theorem for half independent
                 convolution of measures with the limit being
                 symmetrized Rayleigh. Cramer's theorem is also
                 established in this set up.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "$C^*$probability space; Central limit theorem;
                 Cramer's theorem; cumulant; free algebras; free
                 independence; half commutativity; half independence;
                 noncommutative probability spaces; Rayleigh
                 distribution; reverse circulant matrix; semicircular
                 law",
}

@Article{Abramson:2011:CMR,
  author =       "Josh Abramson and Jim Pitman and Nathan Ross and
                 Geronimo Uribe Bravo",
  title =        "Convex minorants of random walks and {L{\'e}vy}
                 processes",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "38:423--38:434",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1648",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1648",
  abstract =     "This article provides an overview of recent work on
                 descriptions and properties of the Convex minorants of
                 random walks and L{\'e}vy processes, which summarize
                 and extend the literature on these subjects. The
                 results surveyed include point process descriptions of
                 the convex minorant of random walks and L{\'e}vy
                 processes on a fixed finite interval, up to an
                 independent exponential time, and in the infinite
                 horizon case. These descriptions follow from the
                 invariance of these processes under an adequate path
                 transformation. In the case of Brownian motion, we note
                 how further special properties of this process,
                 including time-inversion, imply a sequential
                 description for the convex minorant of the Brownian
                 meander.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Random walks, L{\'e}vy processes, Brownian meander,
                 Convex minorant, Uniform stick-breaking, Fluctuation
                 theory",
}

@Article{Curien:2011:RLM,
  author =       "Nicolas Curien and Yuval Peres",
  title =        "Random laminations and multitype branching processes",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "39:435--39:446",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1641",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1641",
  abstract =     "We consider multitype branching processes arising in
                 the study of random laminations of the disk. We
                 classify these processes according to their subcritical
                 or supercritical behavior and provide Kolmogorov-type
                 estimates in the critical case corresponding to the
                 random recursive lamination process of [1]. The proofs
                 use the infinite dimensional Perron--Frobenius theory
                 and quasi-stationary distributions.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Random trees, random snake",
}

@Article{Liu:2011:EUI,
  author =       "Wei Liu and Jonas Toelle",
  title =        "Existence and Uniqueness of Invariant Measures for
                 Stochastic Evolution Equations with Weakly Dissipative
                 Drifts",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "40:447--40:457",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1643",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1643",
  abstract =     "In this paper, a new decay estimate for a class of
                 stochastic evolution equations with weakly dissipative
                 drifts is established, which directly implies the
                 uniqueness of invariant measures for the corresponding
                 transition semigroups. Moreover, the existence of
                 invariant measures and the convergence rate of
                 corresponding transition semigroup to the invariant
                 measure are also investigated. As applications, the
                 main results are applied to singular stochastic
                 $p$-Laplace equations and stochastic fast diffusion
                 equations, which solves an open problem raised by Barbu
                 and Da Prato in [Stoc. Proc. Appl. 120(2010),
                 1247-1266].",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "$p$-Laplace equation; dissipative; fast diffusion
                 equation; invariant measure; stochastic evolution
                 equation",
}

@Article{Groeneboom:2011:TMB,
  author =       "Piet Groeneboom and Nico Temme",
  title =        "The tail of the maximum of {Brownian} motion minus a
                 parabola",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "41:458--41:466",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1645",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1645",
  abstract =     "We analyze the tail behavior of the maximum $N$ of $
                 \{ W(t) - t^2 : t \ge 0 \} $, where $W$ is standard
                 Brownian motion on $ [0, \infty)$, and give an
                 asymptotic expansion for $ {\mathbb P} \{ N \ge x \} $,
                 as $ x \to \infty $. This extends a first order result
                 on the tail behavior, which can be deduced from
                 H{\"u}sler and Piterbarg (1999). We also point out the
                 relation between certain results in Janson et al.
                 (2010) and Groeneboom (2010).",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Brownian motion, parabolic drift, maximum, Airy
                 functions",
}

@Article{Nourdin:2011:YAP,
  author =       "Ivan Nourdin",
  title =        "Yet another proof of the {Nualart--Peccati}
                 criterion",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "42:467--42:481",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1642",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1642",
  abstract =     "In 2005, Nualart and Peccati showed that,
                 surprisingly, the convergence in distribution of a
                 normalized sequence of multiple Wiener-It{\^o}
                 integrals towards a standard Gaussian law is equivalent
                 to convergence of just the fourth moment to 3.
                 Recently, this result is extended to a sequence of
                 multiple Wigner integrals, in the context of free
                 Brownian motion. The goal of the present paper is to
                 offer an elementary, unifying proof of these two
                 results. The only advanced, needed tool is the product
                 formula for multiple integrals. Apart from this
                 formula, the rest of the proof only relies on soft
                 combinatorial arguments.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Brownian motion; free Brownian motion; multiple
                 Wiener-It{\^o} integrals; multiple Wigner integrals;
                 Nualart--Peccati criterion; product formula",
}

@Article{Raimond:2011:IDG,
  author =       "Olivier Raimond and Bruno Schapira",
  title =        "Internal {DLA} generated by cookie random walks on
                 {$Z$}",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "43:483--43:490",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1646",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1646",
  abstract =     "We prove a law of large numbers for the right boundary
                 in the model of internal DLA generated by cookie random
                 walks in dimension one. The proof is based on
                 stochastic recursions techniques.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "excited random walk; Internal DLA; law of large
                 numbers.",
}

@Article{Hasebe:2011:JCN,
  author =       "Takahiro Hasebe and Hayato Saigo",
  title =        "Joint cumulants for natural independence",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "44:491--44:506",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1647",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1647",
  abstract =     "Many kinds of independence have been defined in
                 non-commutative probability theory. Natural
                 independence is an important class of independence;
                 this class consists of five independences (tensor,
                 free, Boolean, monotone and anti-monotone ones). In the
                 present paper, a unified treatment of joint cumulants
                 is introduced for natural independence. The way we
                 define joint cumulants enables us not only to find the
                 monotone joint cumulants but also to give a new
                 characterization of joint cumulants for other kinds of
                 natural independence, i.e., tensor, free and Boolean
                 independences. We also investigate relations between
                 generating functions of moments and monotone cumulants.
                 We find a natural extension of the Muraki formula,
                 which describes the sum of monotone independent random
                 variables, to the multivariate case.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Natural independence, cumulants, non-commutative
                 probability, monotone independence",
}

@Article{Gripenberg:2011:WCG,
  author =       "Gustaf Gripenberg",
  title =        "White and colored {Gaussian} noises as limits of sums
                 of random dilations and translations of a single
                 function",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "45:507--45:516",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1650",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1650",
  abstract =     "It is shown that a stochastic process obtained by
                 taking random sums of dilations and translations of a
                 given function converges to Gaussian white noise if a
                 dilation parameter grows to infinity and that it
                 converges to Gaussian colored noise if a scaling
                 parameter for the translations grows to infinity. In
                 particular, the question of when one obtains fractional
                 Brownian motion by integrating this colored noise is
                 studied.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Brownian motion; colored noise; convergence; dilation;
                 fractional Brownian motion; translation; white noise",
}

@Article{Coupier:2011:MGS,
  author =       "David Coupier",
  title =        "Multiple geodesics with the same direction",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "46:517--46:527",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1656",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1656",
  abstract =     "The directed last-passage percolation (LPP) model with
                 independent exponential times is considered. We
                 complete the study of asymptotic directions of infinite
                 geodesics, started by Ferrari and Pimentel [5]. In
                 particular, using a recent result of [3] and a local
                 modification argument, we prove there is no (random)
                 direction with more than two geodesics with probability
                 1.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "geodesic; last-passage percolation; random tree;
                 topological end",
}

@Article{Procaccia:2011:GRI,
  author =       "Eviatar Procaccia and Johan Tykesson",
  title =        "Geometry of the random interlacement",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "47:528--47:544",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1660",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1660",
  abstract =     "We consider the geometry of random interlacements on
                 the $d$-dimensional lattice. We use ideas from
                 stochastic dimension theory developed in [1] to prove
                 the following: Given that two vertices $ x, y$ belong
                 to the interlacement set, it is possible to find a path
                 between $x$ and $y$ contained in the trace left by at
                 most $ \lceil d / 2 \rceil $ trajectories from the
                 underlying Poisson point process. Moreover, this result
                 is sharp in the sense that there are pairs of points in
                 the interlacement set which cannot be connected by a
                 path using the traces of at most $ \lceil d / 2 \rceil
                 - 1$ trajectories.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Random Interlacements; Stochastic dimension",
}

@Article{Bottcher:2011:CFP,
  author =       "Bj{\"o}rn B{\"o}ttcher",
  title =        "On the construction of {Feller} processes with
                 unbounded coefficients",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "48:545--48:555",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1652",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1652",
  abstract =     "Construction methods for Feller processes which
                 require bounded coefficients are extended to the case
                 of unbounded coefficients.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Feller process, Feller semigroup, construction of
                 Markov processes, unbounded coefficients",
}

@Article{Koudou:2011:WDM,
  author =       "Angelo Koudou and Pierre Vallois",
  title =        "Which distributions have the {Matsumoto--Yor}
                 property?",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "49:556--49:566",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1663",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1663",
  abstract =     "For four types of functions $ \xi :]0, \infty [\to]0,
                 \infty [ $, we characterize the law of two independent
                 and positive r.v.'s $X$ and $Y$ such that $ U := \xi (X
                 + Y)$ and $ V := \xi (X) - \xi (X + Y)$ are
                 independent. The case $ \xi (x) = 1 / x$ has been
                 treated by Letac and Wesolowski (2000). As for the
                 three other cases, under the weak assumption that $X$
                 and $Y$ have density functions whose logarithm is
                 locally integrable, we prove that the distribution of $
                 (X, Y)$ is unique. This leads to Kummer, gamma and beta
                 distributions. This improves the result obtained in [1]
                 where more regularity was required from the
                 densities.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Beta distribution.; Gamma distribution; generalized
                 inverse Gaussian distribution; Kummer distribution;
                 Matsumoto--Yor property",
}

@Article{Mohle:2011:CPD,
  author =       "Martin M{\"o}hle",
  title =        "Coalescent processes derived from some compound
                 {Poisson} population models",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "50:567--50:582",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1654",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1654",
  abstract =     "A particular subclass of compound Poisson population
                 models is analyzed. The models in the domain of
                 attraction of the Kingman coalescent are characterized
                 and it is shown that these models are never in the
                 domain of attraction of any other continuous-time
                 coalescent process. Results are obtained characterizing
                 which of these models are in the domain of attraction
                 of a discrete-time coalescent with simultaneous
                 multiple mergers of ancestral lineages. The results
                 extend those obtained by Huillet and the author in
                 `Population genetics models with skewed fertilities: a
                 forward and backward analysis', Stochastic Models 27
                 (2011), 521-554.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Ancestral process; Cannings model; coalescent;
                 compound Poisson model; conditional branching process
                 model; Dirichlet model; exchangeability; neutrality;
                 simultaneous multiple collisions; weak convergence;
                 Wright--Fisher model",
}

@Article{Kuba:2011:ACC,
  author =       "Markus Kuba",
  title =        "Analysis of a class of Cannibal urns",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "51:583--51:599",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1669",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1669",
  abstract =     "In this note we study a class of $ 2 \times 2 $
                 Polya-Eggenberger urn models, which serves as a
                 stochastic model in biology describing cannibalistic
                 behavior of populations. A special case was studied
                 before by Pittel using asymptotic approximation
                 techniques, and more recently by Hwang et al. using
                 generating functions. We obtain limit laws for the
                 stated class of so-called cannibal urns by using
                 Pittel's method, and also different techniques.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Cannibal Urn models, Normal distribution, Poisson
                 distribution",
}

@Article{Ma:2011:TII,
  author =       "Yutao Ma and Ran Wang and Liming Wu",
  title =        "Transportation-information inequalities for continuum
                 {Gibbs} measures",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "52:600--52:613",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1670",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1670",
  abstract =     "The objective of this paper is to establish explicit
                 concentration inequalities for the Glauber dynamics
                 related with continuum or discrete Gibbs measures. At
                 first we establish the optimal
                 transportation-information $ W_1 I$-inequality for the
                 $ M / M / \infty $-queue associated with the Poisson
                 measure, which improves several previous known results.
                 Under the Dobrushin's uniqueness condition, we obtain
                 some explicit $ W_1 I$-inequalities for Gibbs measures
                 both in the continuum and in the discrete lattice. Our
                 method is a combination of Lipschitzian spectral gap,
                 the Lyapunov test function approach and the
                 tensorization technique.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "transportation-information inequality, concentration
                 inequality, Gibbs measure, Lyapunov function method",
}

@Article{Sayit:2011:AFM,
  author =       "Hasanjan Sayit and Frederi Viens",
  title =        "Arbitrage-free Models In Markets With Transaction
                 Costs",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "53:614--53:622",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1671",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1671",
  abstract =     "In the paper [7], Guasoni studies financial markets
                 which are subject to proportional transaction costs.
                 The standard martingale framework of stochastic finance
                 is not applicable in these markets, since the
                 transaction costs force trading strategies to have
                 bounded variation, while continuous- time martingale
                 strategies have infinite transaction cost. The main
                 question that arises out of [7] is whether it is
                 possible to give a convenient condition to guarantee
                 that a trading strategy has no arbitrage. Such a
                 condition was proposed and studied in [6] and [1], the
                 so-called stickiness property, whereby an asset's price
                 is never certain to exit a ball within a predetermined
                 finite time. In this paper, we define the
                 multidimensional extension of the stickiness property,
                 to handle arbitrage-free conditions for markets with
                 multiple assets and proportional transaction costs. We
                 show that this condition is sufficient for a
                 multi-asset model to be free of arbitrage. We also show
                 that d-dimensional fractional Brownian models are
                 jointly sticky, and we establish a time-change result
                 for joint stickiness.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Financial markets, arbitrage, transaction cost, sticky
                 process, fractional Brownian motion, time-change",
}

@Article{Simon:2011:MSP,
  author =       "Thomas Simon",
  title =        "A multiplicative short proof for the unimodality of
                 stable densities",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "54:623--54:629",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1672",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1672",
  abstract =     "Revisiting an article by Chernin and Ibragimov on
                 unimodality of stable laws, we show that their approach
                 to deduce the general case from the extremal ones,
                 whose completion contained an error as discovered later
                 by Kanter, can be carried out successfully in
                 considering Bochner's subordination and multiplicative
                 strong unimodality. This short proof of the unimodality
                 of all stable densities yields also a multiplicative
                 counterpart to Yamazato's additive ones.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Stable law; unimodality",
}

@Article{Bergqvist:2011:RPR,
  author =       "G{\"o}ran Bergqvist and Peter Forrester",
  title =        "Rank probabilities for real random {$ N \times N
                 \times 2 $} tensors",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "55:630--55:637",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1655",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1655",
  abstract =     "We prove that the probability $ P_N $ for a real
                 random Gaussian $ N \times N \times 2 $ tensor to be of
                 real rank $N$ is $ P_N = (\Gamma ((N + 1) / 2))^N / G(N
                 + 1)$, where $ \Gamma (x)$, $ G(x)$ denote the gamma
                 and Barnes $G$-functions respectively. This is a
                 rational number for $N$ odd and a rational number
                 multiplied by $ \pi^{N / 2}$ for $N$ even. The
                 probability to be of rank $ N + 1$ is $ 1 - P_N$. The
                 proof makes use of recent results on the probability of
                 having $k$ real generalized eigenvalues for real random
                 Gaussian $ N \times N$ matrices. We also prove that $
                 \log P_N = (N^2 / 4) \log (e / 4) + (\log N - 1) / 12 -
                 \zeta '( - 1) + {\rm O}(1 / N)$ for large $N$, where $
                 \zeta $ is the Riemann zeta function.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "multi-way arrays; random matrices; tensors; typical
                 rank",
}

@Article{Jones:2011:CHT,
  author =       "Owen Jones and David Rolls",
  title =        "A characterisation of, and hypothesis test for,
                 continuous local martingales",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "56:638--56:651",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1673",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1673",
  abstract =     "We give characterisations for Brownian motion and
                 continuous local martingales, using the crossing tree,
                 which is a sample-path decomposition based on
                 first-passages at nested scales. These results are
                 based on ideas used in the construction of Brownian
                 motion on the Sierpinski gasket (Barlow and Perkins
                 1988). Using our characterisation we propose a test for
                 the continuous martingale hypothesis, that is, that a
                 given process is a continuous local martingale. The
                 crossing tree gives a natural break-down of a sample
                 path at different spatial scales, which we use to
                 investigate the scale at which a process looks like a
                 continuous local martingale. Simulation experiments
                 indicate that our test is more powerful than an
                 alternative approach which uses the sample quadratic
                 variation.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "continuous martingale hypothesis; crossing-tree;
                 realised volatility; time-change",
}

@Article{Markowsky:2011:EET,
  author =       "Greg Markowsky",
  title =        "On the expected exit time of planar {Brownian} motion
                 from simply connected domains",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "57:652--57:663",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1653",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1653",
  abstract =     "In this note, we explore applications of a known lemma
                 which relates the expected exit time of Brownian motion
                 from a simply connected domain with the power series of
                 a conformal map into that domain. We use the lemma to
                 calculate the expected exit time from a number of
                 domains, and in the process describe a probabilistic
                 method for summing certain series. In particular, we
                 give a proof of Euler's classical result that $ \zeta
                 (2) = \pi^2 / 6 $. We also show how the relationship
                 between the power series and the Brownian exit time
                 gives several immediate consequences when teamed with a
                 deep result of de Branges concerning the coefficients
                 of power series of normalized conformal maps. We
                 conclude by stating an extension of the lemma in
                 question to domains which are not simply connected.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Brownian motion; conformal maps; exit time",
}

@Article{Karatzas:2011:OST,
  author =       "Ioannis Karatzas and Albert Shiryaev and Mykhaylo
                 Shkolnikov",
  title =        "On the one-sided {Tanaka} equation with drift",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "58:664--58:677",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1665",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1665",
  abstract =     "We study questions of existence and uniqueness of weak
                 and strong solutions for a one-sided Tanaka equation
                 with constant drift lambda. We observe a dichotomy in
                 terms of the values of the drift parameter: for $
                 \lambda \leq 0 $, there exists a strong solution which
                 is pathwise unique, thus also unique in distribution;
                 whereas for $ \lambda > 0 $, the equation has a unique
                 in distribution weak solution, but no strong solution
                 (and not even a weak solution that spends zero time at
                 the origin). We also show that strength and pathwise
                 uniqueness are restored to the equation via suitable
                 ``Brownian perturbations''.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Stochastic differential equation, weak existence, weak
                 uniqueness, strong existence, strong uniqueness, Tanaka
                 equation, skew Brownian motion, sticky Brownian motion,
                 comparison theorems for diffusions",
}

@Article{Dong:2011:IMS,
  author =       "Zhao Dong and Lihu Xu and Xicheng Zhang",
  title =        "Invariant measures of stochastic {$ 2 D $}
                 {Navier--Stokes} equation driven by $ \alpha $-stable
                 processes",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "59:678--59:688",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1664",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1664",
  abstract =     "In this note we prove the well-posedness for
                 stochastic $ 2 D $ Navier--Stokes equation driven by
                 general L{\'e}vy processes (in particular, $ \alpha
                 $-stable processes), and obtain the existence of
                 invariant measures.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "$alpha$-stable process, Stochastic Navier--Stokes
                 equation, Invariant measure",
}

@Article{VanNeerven:2011:MIS,
  author =       "Jan {Van Neerven} and Jiahui Zhu",
  title =        "A maximal inequality for stochastic convolutions in
                 $2$-smooth {Banach} spaces",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "60:689--60:705",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1677",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1677",
  abstract =     "Let $ (e^{tA})_{t \geq 0} $ be a $ C_0$-contraction
                 semigroup on a $2$-smooth Banach space $E$, let $
                 (W_t)_{t \geq 0}$ be a cylindrical Brownian motion in a
                 Hilbert space $H$, and let $ (g_t)_{t \geq 0}$ be a
                 progressively measurable process with values in the
                 space $ \gamma (H, E)$ of all $ \gamma $-Radonifying
                 operators from $H$ to $E$. We prove that for all $ 0 <
                 p < \infty $ there exists a constant $C$, depending
                 only on $p$ and $E$, such that for all $ T \geq 0$ we
                 have\par

                  $$ E \sup_{0 \leq t \leq T} \left \Vert \int_0^t \!
                 e^{(t - s)A} \, g_s d W_s \right \Vert^p \leq C E \left
                 (\int_0^T \! \left (\left \Vert g_t \right
                 \Vert_{\gamma (H, E)} \right)^2 \, d t \right)^{p / 2}.
                 $$

                 For $ p \geq 2$ the proof is based on the observation
                 that $ \psi (x) = \Vert x \Vert^p$ is Fr{\'e}chet
                 differentiable and its derivative satisfies the
                 Lipschitz estimate $ \Vert \psi '(x) - \psi '(y) \Vert
                 \leq C \left (\Vert x \Vert + \Vert y \Vert \right)^{p
                 - 2} \Vert x - y \Vert $; the extension to $ 0 < p < 2$
                 proceeds via Lenglart's inequality.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Stochastic convolutions, maximal inequality,
                 $2$-smooth Banach spaces, It{\^o} formula.",
}

@Article{Sen:2011:ACL,
  author =       "Arnab Sen and Balint Virag",
  title =        "Absolute continuity of the limiting eigenvalue
                 distribution of the random {Toeplitz} matrix",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "61:706--61:711",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1675",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1675",
  abstract =     "We show that the limiting eigenvalue distribution of
                 random symmetric Toeplitz matrices is absolutely
                 continuous with density bounded by 8, partially
                 answering a question of Bryc, Dembo and Jiang (2006).
                 The main tool used in the proof is a spectral averaging
                 technique from the theory of random Schr{\"o}dinger
                 operators. The similar question for Hankel matrices
                 remains open",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Toeplitz matrix, eigenvalue distribution, spectral
                 averaging",
}

@Article{Quastel:2011:LBP,
  author =       "Jeremy Quastel and Daniel Remenik",
  title =        "Local {Brownian} property of the narrow wedge solution
                 of the {KPZ} equation",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "62:712--62:719",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1678",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1678",
  abstract =     "Abstract. Let $ H(t, x) $ be the Hopf-Cole solution at
                 time t of the Kardar--Parisi--Zhang (KPZ) equation
                 starting with narrow wedge initial condition, i.e. the
                 logarithm of the solution of the multiplicative
                 stochastic heat equation starting from a Dirac delta.
                 Also let $ H^{eq}(t, x) $ be the solution at time $t$
                 of the KPZ equation with the same noise, but with
                 initial condition given by a standard two-sided
                 Brownian motion, so that $ H^{eq}(t, x) - H^{eq}(0, x)$
                 is itself distributed as a standard two-sided Brownian
                 motion. We provide a simple proof of the following
                 fact: for fixed $t$, $ H(t, x) - (H^{eq}(t, x) -
                 H^{eq}(t, 0))$ is locally of finite variation. Using
                 the same ideas we also show that if the KPZ equation is
                 started with a two-sided Brownian motion plus a
                 Lipschitz function then the solution stays in this
                 class for all time.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "asymmetric exclusion process; Brownian motion;
                 directed polymers; finite variation;
                 Kardar--Parisi--Zhang equation; random growth;
                 stochastic Burgers equation; stochastic heat equation",
}

@Article{Pardoux:2011:BML,
  author =       "Etienne Pardoux and Anton Wakolbinger",
  title =        "From {Brownian} motion with a local time drift to
                 {Feller}'s branching diffusion with logistic growth",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "63:720--63:731",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1679",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1679",
  abstract =     "We give a new proof for a Ray-Knight representation of
                 Feller's branching diffusion with logistic growth in
                 terms of the local times of a reflected Brownian motion
                 $H$ with a drift that is affine linear in the local
                 time accumulated by $H$ at its current level. In Le et
                 al. (2011) such a representation was obtained by an
                 approximation through Harris paths that code the
                 genealogies of particle systems. The present proof is
                 purely in terms of stochastic analysis, and is inspired
                 by previous work of Norris, Rogers and Williams
                 (1988).",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Ray-Knight representation, local time, Feller
                 branching with logistic growth, Brownian motion, local
                 time drift, Girsanov transform",
}

@Article{Fernandez:2011:RMA,
  author =       "Roberto Fernandez and Sandro Gallo and Gregory
                 Maillard",
  title =        "Regular $g$-measures are not always {Gibbsian}",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "64:732--64:740",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1681",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1681",
  abstract =     "Regular g-measures are discrete-time processes
                 determined by conditional expectations with respect to
                 the past. One-dimensional Gibbs measures, on the other
                 hand, are fields determined by simultaneous
                 conditioning on past and future. For the Markovian and
                 exponentially continuous cases both theories are known
                 to be equivalent. Its equivalence for more general
                 cases was an open problem. We present a simple example
                 settling this issue in a negative way: there exist
                 $g$-measures that are continuous and non-null but are
                 not Gibbsian. Our example belongs, in fact, to a
                 well-studied family of processes with rather nice
                 attributes: It is a chain with variable-length memory,
                 characterized by the absence of phase coexistence and
                 the existence of a visible renewal scheme",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Discrete-time stochastic processes, $g$-measures,
                 chains with complete connections, non-Gibbsianness,
                 chains with variable-length memory",
}

@Article{Ramirez:2011:HET,
  author =       "Jose Ramirez and Brian Rider and Ofer Zeitouni",
  title =        "Hard edge tail asymptotics",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "65:741--65:752",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1682",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1682",
  abstract =     "Let $ \Lambda $ be the limiting smallest eigenvalue in
                 the general $ (\beta, a)$-Laguerre ensemble of random
                 matrix theory. That is, $ \Lambda $ is the $ n \to
                 \infty $ distributional limit of the (scaled) minimal
                 point drawn from the density proportional to $ \Pi_1
                 \leq i \leq j \leq n$ \par

                  $$ \left | \lambda_i - \lambda_j \right |^\beta
                 \prod_{i = 1}^n \lambda_i^{\frac {\beta }{2}(a + 1) -
                 1}e^{- \frac {\beta }{2} \lambda_i} $$

                 on $ (\mathbb {R}_+^n$. Here $ \beta > 0$, $ a > - 1$;
                 for $ \beta = 1, 2, 4$ and integer $a$, this object
                 governs the singular values of certain rank $n$
                 Gaussian matrices. We prove that\par

                  $$ \mathbb {P}(\Lambda > \lambda) = e^{- \frac {\beta
                 }{2} \lambda + 2 \gamma \sqrt {\lambda }} \lambda^{-
                 \frac {\gamma (\gamma + 1 - \beta / 2)}{2 \beta }}
                 e(\beta, a)(1 + o(1)) $$

                 as $ \lambda \to \infty $ in which\par

                  $$ \gamma = \frac {\beta }{2} (a + 1) - 1 $$

                 and $ e(\beta, a) > 0$ is a constant (which we do not
                 determine). This estimate complements/extends various
                 results previously available for special values of $
                 \beta $ and $a$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Random matrices, smallest singular value, hard edge",
}

@Article{Merkl:2011:CIE,
  author =       "Franz Merkl and Silke Rolles",
  title =        "Correlation Inequalities for Edge-Reinforced Random
                 Walk",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "66:753--66:763",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1683",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1683",
  abstract =     "We prove correlation inequalities for linearly
                 edge-reinforced random walk. These correlation
                 inequalities concern the first entry tree, i.e. the
                 tree of edges used to enter any vertex for the first
                 time. They also involve the asymptotic fraction of time
                 spent on particular edges. Basic ingredients are known
                 FKG-type inequalities and known negative associations
                 for determinantal processes.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "FKG inequalities; reinforced random walk; spanning
                 trees",
}

@Article{Lejay:2011:SSP,
  author =       "Antoine Lejay",
  title =        "Simulation of a stochastic process in a discontinuous
                 layered medium",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "67:764--67:774",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1686",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1686",
  abstract =     "In this note, we provide a simulation algorithm for a
                 diffusion process in a layered media. Our main tools
                 are the properties of the Skew Brownian motion and a
                 path decomposition technique for simulating occupation
                 times.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Skew Brownian motion, discontinuous media, occupation
                 time, local time, last passage time, path
                 decomposition, Brownian bridge, first hitting time,
                 geophysics, Monte Carlo simulation",
}

@Article{Sapozhnikov:2011:IIC,
  author =       "Artem Sapozhnikov",
  title =        "The incipient infinite cluster does not stochastically
                 dominate the invasion percolation cluster in two
                 dimensions",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "68:775--68:780",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1684",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1684",
  abstract =     "This note is motivated by results of Angel, Goodman,
                 den Hollander and Slade (2008) and Damron, Sapozhnikov
                 and Vagvolgyi (2009) about global relations between the
                 invasion percolation cluster (IPC) and the incipient
                 infinite cluster (IIC) on regular trees and on two
                 dimensional lattices, respectively. Namely, that the
                 laws of the two objects are mutually singular, and, in
                 the case of regular trees, that the IIC stochastically
                 dominates the IPC. We prove that on two dimensional
                 lattices, the IIC does not stochastically dominate the
                 IPC. This is the first example showing that the
                 relation between the IIC and IPC is significantly
                 different on trees and in two dimensions.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Invasion percolation, incipient infinite cluster,
                 critical percolation, near-critical percolation,
                 correlation length, stochastic domination.",
}

@Article{Hutzenthaler:2011:SBD,
  author =       "Martin Hutzenthaler",
  title =        "Supercritical branching diffusions in random
                 environment",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "69:781--69:791",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1685",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1685",
  abstract =     "Supercritical branching processes in constant
                 environment conditioned on eventual extinction are
                 known to be subcritical branching processes. The case
                 of random environment is more subtle. A supercritical
                 branching diffusion in random environment (BDRE)
                 conditioned on eventual extinction of the population is
                 not a branching diffusion in a homogeneous environment.
                 However the law of the population size of a
                 supercritical BDRE (averaged over the environment)
                 conditioned on eventual extinction is equal to the law
                 of the population size of a subcritical BDRE (averaged
                 over the environment). As a consequence, supercritical
                 BDREs have a phase transition which is similar to a
                 well-known phase transition of subcritical branching
                 processes in random environment.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Branching diffusions in random environment, BDRE,
                 supercriticality, survival probability",
}

@Article{Athreya:2011:ODV,
  author =       "Siva Athreya and Rongfeng Sun",
  title =        "One-dimensional Voter Model Interface Revisited",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "16",
  pages =        "70:792--70:800",
  year =         "2011",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v16-1688",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1688",
  abstract =     "We consider the voter model on $ \mathbb {Z} $,
                 starting with all 1's to the left of the origin and all
                 $0$'s to the right of the origin. It is known that if
                 the associated random walk kernel $p$ has zero mean and
                 a finite r-th moment for any $ r > 3$, then the
                 evolution of the boundaries of the interface region
                 between 1's and 0's converge in distribution to a
                 standard Brownian motion $ (B_t)_{t > 0}$ under
                 diffusive scaling of space and time. This convergence
                 fails when $p$ has an infinite $r$-th moment for any $
                 r < 3$, due to the loss of tightness caused by a few
                 isolated $1$'s appearing deep within the regions of all
                 $0$'s (and vice versa) at exceptional times. In this
                 note, we show that as long as $p$ has a finite second
                 moment, the measure-valued process induced by the
                 rescaled voter model configuration is tight, and
                 converges weakly to the measure-valued process $ 1_{x <
                 B_t} d x$, $ t > 0$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "voter model interface, measure-valued process,
                 tightness",
}

@Article{Benjamini:2012:RVI,
  author =       "Itai Benjamini and Nicolas Curien",
  title =        "Recurrence of the $ \mathbb {Z}^d$-valued infinite
                 snake via unimodularity",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "17",
  pages =        "1:1--1:10",
  year =         "2012",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v17-1700",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1700",
  abstract =     "We use the concept of unimodular random graph to show
                 that the branching simple random walk on $ \mathbb
                 {Z}^d $ indexed by a critical geometric Galton--Watson
                 tree conditioned to survive is recurrent if and only if
                 $ d \leq 4 $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Galton--Watson trees; random snake; recurrence",
}

@Article{vandenBerg:2012:PPB,
  author =       "Jacob van den Berg and Demeter Kiss and Pierre Nolin",
  title =        "A percolation process on the binary tree where large
                 finite clusters are frozen",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "17",
  pages =        "2:1--2:11",
  year =         "2012",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v17-1694",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1694",
  abstract =     "We study a percolation process on the planted binary
                 tree, where clusters freeze as soon as they become
                 larger than some fixed parameter N. We show that as N
                 goes to infinity, the process converges in some sense
                 to the frozen percolation process introduced by Aldous.
                 In particular, our results show that the asymptotic
                 behaviour differs substantially from that on the square
                 lattice, on which a similar process has been studied
                 recently by van den Berg, de Lima and Nolin.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "frozen cluster; percolation",
}

@Article{Freund:2012:ASA,
  author =       "Fabian Freund",
  title =        "Almost sure asymptotics for the number of types for
                 simple {$ \Xi $}-coalescents",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "17",
  pages =        "3:1--3:11",
  year =         "2012",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v17-1704",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1704",
  abstract =     "Let $ K_n $ be the number of types in the sample $
                 \left \{ 1, \ldots, n \right \} $ of a $ \Xi
                 $-coalescent $ \Pi = (\Pi_t)_{t \geq 0}$ with mutation
                 and mutation rate $ r > 0$. Let $ \Pi^{(n)}$ be the
                 restriction of $ \Pi $ to the sample. It is shown that
                 $ M_n / n$, the fraction of external branches of $
                 \Pi^{(n)}$ which are affected by at least one mutation,
                 converges almost surely and in $ L^p$ ($ p \geq 1$) to
                 $ M := \int^{\infty }_0 r e^{-rt}S_t d t$, where $ S_t$
                 is the fraction of singleton blocks of $ \Pi_t$. Since
                 for coalescents without proper frequencies, the effects
                 of mutations on non-external branches is neglectible
                 for the asymptotics of $ K_n / n$, it is shown that $
                 K_n / n \rightarrow M$ for $ n \rightarrow \infty $ in
                 $ L^p$ $ (p \geq 1)$. For simple coalescents, this
                 convergence is shown to hold almost surely. The almost
                 sure results are based on a combination of the Kingman
                 correspondence for random partitions and strong laws of
                 large numbers for weighted i.i.d. or exchangeable
                 random variables.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "almost sure convergence; coalescent; external
                 branches; mutation",
}

@Article{Hillion:2012:CEA,
  author =       "Erwan Hillion",
  title =        "Concavity of entropy along binomial convolutions",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "17",
  pages =        "4:1--4:9",
  year =         "2012",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v17-1707",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1707",
  abstract =     "Motivated by a generalization of Sturm-Lott-Villani
                 theory to discrete spaces and by a conjecture stated by
                 Shepp and Olkin about the entropy of sums of Bernoulli
                 random variables, we prove the concavity in $t$ of the
                 entropy of the convolution of a probability measure
                 $a$, which has the law of a sum of independent
                 Bernoulli variables, by the binomial measure of
                 parameters $ n \geq 1$ and $t$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "binomial distribution; concavity of entropy;
                 Olkin-Shepp conjecture",
}

@Article{Goldberg:2012:CRM,
  author =       "Leslie Goldberg and Mark Jerrum",
  title =        "A counterexample to rapid mixing of the
                 {Ge--Stefankovic} process",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "17",
  pages =        "5:1--5:6",
  year =         "2012",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v17-1712",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1712",
  abstract =     "Ge and Stefankovic have recently introduced a Markov
                 chain which, if rapidly mixing, would provide an
                 efficient procedure for sampling independent sets in a
                 bipartite graph. Such a procedure would be a
                 breakthrough because it would give an efficient
                 randomised algorithm for approximately counting
                 independent sets in a bipartite graph, which would in
                 turn imply the existence of efficient approximation
                 algorithms for a number of significant counting
                 problems whose computational complexity is so far
                 unresolved. Their Markov chain is based on a novel
                 two-variable graph polynomial which, when specialised
                 to a bipartite graph, and evaluated at the point (1/2,
                 1), gives the number of independent sets in the graph.
                 The Markov chain is promising, in the sense that it
                 overcomes the most obvious barrier to rapid mixing.
                 However, we show here, by exhibiting a sequence of
                 counterexamples, that its mixing timeis exponential in
                 the size of the input when the input is chosen from a
                 particular infinite family of bipartite graphs.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Glauber dynamics; Independent sets in graphs; Markov
                 chains; Mixing time; Randomised algorithms",
}

@Article{Denisov:2012:MAS,
  author =       "Denis Denisov and Vitali Wachtel",
  title =        "Martingale approach to subexponential asymptotics for
                 random walks",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "17",
  pages =        "6:1--6:9",
  year =         "2012",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v17-1757",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1757",
  abstract =     "Consider the random walk $ S_n = \xi_1 + \cdots +
                 \xi_n $ with independent and identically distributed
                 increments and negative mean $ \mathbf E \xi = - m < 0
                 $. Let $ M = \sup_{0 \le i} S_i $ be the supremum of
                 the random walk. In this note we present derivation of
                 asymptotics for $ \mathbf P(M > x), x \to \infty $ for
                 long-tailed distributions. This derivation is based on
                 the martingale arguments and does not require any prior
                 knowledge of the theory of long-tailed distributions.
                 In addition the same approach allows to obtain
                 asymptotics for $ \mathbf P(M_\tau > x) $, where $
                 M_\tau = \max_{0 \le i < \tau }S_i $ and $ \tau = \min
                 \{ n \ge 1 : S_n \le 0 \} $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "cycle maximum; heavy-tailed distribution; random walk;
                 stopping time; supremum",
}

@Article{Cator:2012:IIC,
  author =       "Eric Cator and Leandro Pimentel and Marcio Souza",
  title =        "Influence of the initial condition in equilibrium
                 last-passage percolation models",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "17",
  pages =        "7:1--7:7",
  year =         "2012",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v17-1727",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1727",
  abstract =     "In this paper we consider an equilibrium last-passage
                 percolation model on an environment given by a compound
                 two-dimensional Poisson process. We prove an $ \mathbb
                 {L}^2$-formula relating the initial measure with the
                 last-passage percolation time. This formula turns out
                 to be a useful tool to analyze the fluctuations of the
                 last-passage times along non-characteristic
                 directions.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Equilibrium measure; Hammersley process; Interacting
                 particle system; Last passage percolation",
}

@Article{Mueller:2012:ECB,
  author =       "Carl Mueller and Zhixin Wu",
  title =        "Erratum: {``A connection between the stochastic heat
                 equation and fractional Brownian motion, and a simple
                 proof of a result of Talagrand''}",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "17",
  pages =        "8:1--8:10",
  year =         "2012",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v17-1774",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  note =         "See \cite{Mueller:2009:CBS}.",
  URL =          "http://ecp.ejpecp.org/article/view/1774",
  abstract =     "We give a new representation of fractional Brownian
                 motion with Hurst parameter $ H < 1 / 2 $ using
                 stochastic partial differential equations. This
                 representation allows us to use the Markov property and
                 time reversal, tools which are not usually available
                 for fractional Brownian motion. We then give simple
                 proofs that fractional Brownian motion does not hit
                 points in the critical dimension, and that it does not
                 have double points in the critical dimension. These
                 facts were already known, but our proofs are quite
                 simple and use some ideas of L{\'e}vy. This is an
                 Erratum for
                 \url{http://dx.doi.org/10.1214/ECP.v14-1403}ECP volume
                 14 paper number 6.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "heat equation; stochastic partial differential
                 equations; white noise",
}

@Article{Sznitman:2012:ITR,
  author =       "Alain-Sol Sznitman",
  title =        "An isomorphism theorem for random interlacements",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "17",
  pages =        "9:1--9:9",
  year =         "2012",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v17-1792",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1792",
  abstract =     "We consider continuous-time random interlacements on a
                 transient weighted graph. We prove an identity in law
                 relating the field of occupation times of random
                 interlacements at level u to the Gaussian free field on
                 the weighted graph. This identity is closely linked to
                 the generalized second Ray-Knight theorem, and uniquely
                 determines the law of occupation times of random
                 interlacements at level u.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "random interlacements, Gaussian free field,
                 isomorphism theorem, generalized second Ray-Knight
                 theorem.",
}

@Article{Konig:2012:LDL,
  author =       "Wolfgang K{\"o}nig and Michele Salvi and Tilman
                 Wolff",
  title =        "Large deviations for the local times of a random walk
                 among random conductances",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "17",
  pages =        "10:1--10:11",
  year =         "2012",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v17-1820",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1820",
  abstract =     "We derive an annealed large deviation principle for
                 the normalised local times of a continuous-time random
                 walk among random conductances in a finite domain in $
                 \mathbb {Z}^d $ in the spirit of Donsker-Varadhan
                 [DV75-83]. We work in the interesting case that the
                 conductances may assume arbitrarily small values. Thus,
                 the underlying picture of the principle is a joint
                 strategy of small values of the conductances and large
                 holding times of the walk. The speed and the rate
                 function of our principle are explicit in terms of the
                 lower tails of the conductance distribution. As an
                 application, we identify the logarithmic asymptotics of
                 the lower tails of the principal eigenvalue of the
                 randomized negative Laplace operator in the domain.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "continuous-time random walk; Donsker-Varadhan rate
                 function; large deviations; random conductances;
                 randomized Laplace operator",
}

@Article{Arizmendi:2012:PFR,
  author =       "Octavio Arizmendi and Carlos Vargas",
  title =        "Products of free random variables and $k$-divisible
                 non-crossing partitions",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "17",
  pages =        "11:1--11:13",
  year =         "2012",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v17-1773",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1773",
  abstract =     "We derive a formula for the moments and the free
                 cumulants of the multiplication of $k$ free random
                 variables in terms of $k$-equal and $k$-divisible
                 non-crossing partitions. This leads to a new simple
                 proof for the bounds of the right-edge of the support
                 of the free multiplicative convolution $ \mu^{\boxtimes
                 k}$, given by Kargin, which show that the support grows
                 at most linearly with $k$. Moreover, this combinatorial
                 approach generalize the results of Kargin since we do
                 not require the convolved measures to be identical. We
                 also give further applications, such as a new proof of
                 the limit theorem of Sakuma and Yoshida.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Free multiplicative convolution; Free Probability;
                 Non-crossing partitions",
}

@Article{Goreac:2012:NLM,
  author =       "Dan Goreac and Oana Silvia Serea",
  title =        "A note on linearization methods and dynamic
                 programming principles for stochastic discontinuous
                 control problems",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "17",
  pages =        "12:1--12:12",
  year =         "2012",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v17-1844",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1844",
  abstract =     "Using the linear programming approach to stochastic
                 control introduced by Buckdahn, Goreac, and
                 Quincampoix, and by Goreac and Serea, we provide a
                 semigroup property for some set of probability measures
                 leading to dynamic programming principles for
                 stochastic control problems. An abstract principle is
                 provided for general bounded costs. Linearized versions
                 are obtained under further (semi)continuity
                 assumptions.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "dynamic programming principles; occupational measures;
                 stochastic control",
}

@Article{Ejsmont:2012:LLP,
  author =       "Wiktor Ejsmont",
  title =        "{Laha--Lukacs} properties of some free processes",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "17",
  pages =        "13:1--13:8",
  year =         "2012",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v17-1865",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1865",
  abstract =     "We study the Laha--Lukacs property of the free Meixner
                 laws (processes). We prove that some families of free
                 Meixner distribution have the linear regression
                 function. We also show that this families have the
                 property of quadratic conditional variances.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "conditional expectation; free cumulants; Free Meixner
                 law; Laha--Lukacs theorem; noncommutative quadratic
                 regression; von Neumann algebras.",
}

@Article{Hsu:2012:TIS,
  author =       "Daniel Hsu and Sham Kakade and Tong Zhang",
  title =        "Tail inequalities for sums of random matrices that
                 depend on the intrinsic dimension",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "17",
  pages =        "14:1--14:13",
  year =         "2012",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v17-1869",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1869",
  abstract =     "This work provides exponential tail inequalities for
                 sums of random matrices that depend only on intrinsic
                 dimensions rather than explicit matrix dimensions.
                 These tail inequalities are similar to the matrix
                 versions of the Chernoff bound and Bernstein inequality
                 except with the explicit matrix dimensions replaced by
                 a trace quantity that can be small even when the
                 explicit dimensions are large or infinite. Some
                 applications to covariance estimation and approximate
                 matrix multiplication are given to illustrate the
                 utility of the new bounds.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Cammarota:2012:MVS,
  author =       "Valentina Cammarota and Peter M{\"o}rters",
  title =        "On the most visited sites of planar {Brownian}
                 motion",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "17",
  pages =        "15:1--15:9",
  year =         "2012",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v17-1809",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1809",
  abstract =     "Let $ (B_t \colon t \ge 0) $ be a planar Brownian
                 motion and define gauge functions $ \phi_\alpha (s) =
                 \log (1 / s)^{- \alpha } $ for $ \alpha > 0 $. If $
                 \alpha < 1 $ we show that almost surely there exists a
                 point $x$ in the plane such that $ {\mathcal
                 H}^{\phi_\alpha }(\{ t \ge 0 \colon B_t = x \}) > 0$,
                 but if $ \alpha > 1$ almost surely $ {\mathcal
                 H}^{\phi_\alpha } (\{ t \ge 0 \colon B_t = x \}) = 0$
                 simultaneously for all $ x \in {\mathbb R}^2$. This
                 resolves a longstanding open problem posed by S. J.
                 Taylor in 1986.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Brownian motion, Hausdorff dimension, Hausdorff gauge,
                 local time, point of infinite multiplicity, uniform
                 dimension estimates.",
}

@Article{Zhao:2012:UAE,
  author =       "James Zhao",
  title =        "Universality of asymptotically {Ewens} measures on
                 partitions",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "17",
  pages =        "16:1--16:11",
  year =         "2012",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v17-1956",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1956",
  abstract =     "We give a criterion for functionals of partitions to
                 converge to a universal limit under a class of measures
                 that {"behaves} {like"} the Ewens measure. Various
                 limit theorems for the Ewens measure, most notably the
                 Poisson--Dirichlet limit for the longest parts, the
                 functional central limit theorem for the number of
                 parts, and the Erdos-Turan limit for the product of
                 parts, extend to these asymptotically Ewens measures as
                 easy corollaries. Our major contributions are: (1)
                 extending the classes of measures for which these limit
                 theorems hold; (2) characterising universality by an
                 intuitive and easily-checked criterion; and (3)
                 providing a new and much shorter proof of the limit
                 theorems by taking advantage of the Feller coupling.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "central limit theorem; Erdos-Turan theorem; Ewens
                 sampling formula; Feller coupling; logarithmic
                 combinatorial structures; perturbation;
                 Poisson--Dirichlet limit",
}

@Article{Klimovsky:2012:HDG,
  author =       "Anton Klimovsky",
  title =        "High-dimensional {Gaussian} fields with isotropic
                 increments seen through spin glasses",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "17",
  pages =        "17:1--17:14",
  year =         "2012",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v17-1994",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1994",
  abstract =     "We study the free energy of a particle in (arbitrary)
                 high-dimensional Gaussian random potentials with
                 isotropic increments. We prove a computable saddle
                 point variational representation in terms of a
                 Parisi-type functional for the free energy in the
                 infinite-dimensional limit. The proofs are based on the
                 techniques developed in the course of the rigorous
                 analysis of the Sherrington-Kirkpatrick model with
                 vector spins.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Gaussian random fields; hierarchical replica symmetry
                 breaking; isotropic increments; Parisi Ansatz; random
                 energy model",
}

@Article{Benjamini:2012:EMA,
  author =       "Itai Benjamini and Ariel Yadin and Ofer Zeitouni",
  title =        "Erratum: {Maximal arithmetic progressions in random
                 subsets}",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "17",
  pages =        "18:1--18:1",
  year =         "2012",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v17-2014",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  note =         "See \cite{Benjamini:2007:MAP}.",
  URL =          "http://ecp.ejpecp.org/article/view/2014",
  abstract =     "{\bf This is an erratum for ``Maximal arithmetic
                 progressions in random subsets'', which appeared in
                 \url{http://dx.doi.org/10.1214/ECP.v12-1321} ECP volume
                 {\bf 12} paper number 35 (2007), 365--376.}",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
}

@Article{Hardy:2012:NLD,
  author =       "Adrien Hardy",
  title =        "A note on large deviations for {$2$D} {Coulomb} gas
                 with weakly confining potential",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "17",
  pages =        "19:1--19:12",
  year =         "2012",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v17-1818",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1818",
  abstract =     "We investigate a Coulomb gas in a potential satisfying
                 a weaker growth assumption than usual and establish a
                 large deviation principle for its empirical measure. As
                 a consequence the empirical measure is seen to converge
                 towards a non-random limiting measure, characterized by
                 a variational principle from logarithmic potential
                 theory, which may not have compact support. The proof
                 of the large deviation upper bound is based on a
                 compactification procedure which may be of help for
                 further large deviation principles.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Compactification; Coulomb gas; Large deviations;
                 Random matrices",
}

@Article{Maples:2012:NCR,
  author =       "Kenneth Maples and Ashkan Nikeghbali and Dirk
                 Zeindler",
  title =        "On the number of cycles in a random permutation",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "17",
  pages =        "20:1--20:13",
  year =         "2012",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v17-1934",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/1934",
  abstract =     "We show that the number of cycles in a random
                 permutation chosen according to generalized Ewens
                 measure is normally distributed and compute asymptotic
                 estimates for the mean and variance.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "random permutation, generalized Ewens measure, total
                 number of cycles, central limit theorem, large
                 deviations",
}

@Article{Bobkov:2012:BCF,
  author =       "Sergey Bobkov and Gennadiy Chistyakov and Friedrich
                 G{\"o}tze",
  title =        "Bounds for characteristic functions in terms of
                 quantiles and entropy",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "17",
  pages =        "21:1--21:9",
  year =         "2012",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v17-2053",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/2053",
  abstract =     "Upper bounds on characteristic functions are derived
                 in terms of the entropic distance to the class of
                 normal distributions.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Characteristic functions; entropy; quantiles",
}

@Article{Schapira:2012:LVR,
  author =       "Bruno Schapira",
  title =        "A $0$-$1$ law for vertex-reinforced random walks on $
                 \mathbb {Z}$ with weight of order $ k^\alpha $, $
                 \alpha \in [0, 1 / 2)$",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "17",
  pages =        "22:1--22:8",
  year =         "2012",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v17-2084",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/2084",
  abstract =     "We prove that Vertex Reinforced Random Walk on $
                 \mathbb {Z} $ with weight of order $ k^\alpha $, with $
                 \alpha \in [0, 1 / 2) $, is either almost surely
                 recurrent or almost surely transient. This improves a
                 previous result of Volkov who showed that the set of
                 sites which are visited infinitely often was a.s.
                 either empty or infinite.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "$0$-$1$ law; Reinforced random walk; Self-interacting
                 random walk",
}

@Article{Vakeroudis:2012:SID,
  author =       "Stavros Vakeroudis and Marc Yor",
  title =        "Some infinite divisibility properties of the
                 reciprocal of planar {Brownian} motion exit time from a
                 cone",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "17",
  pages =        "23:1--23:9",
  year =         "2012",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v17-2090",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/2090",
  abstract =     "With the help of the Gauss-Laplace transform for the
                 exit time from a cone of planar Brownian motion, we
                 obtain some infinite divisibility properties for the
                 reciprocal of this exit time.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "Bougerol's identity; Chebyshev polynomials;
                 generalized Gamma convolution (GGC); infinite
                 divisibility; L\'\{e\}vy measure; Thorin measure",
}

@Article{Nutz:2012:PCS,
  author =       "Marcel Nutz",
  title =        "Pathwise construction of stochastic integrals",
  journal =      j-ELECTRON-COMMUN-PROBAB,
  volume =       "17",
  pages =        "24:1--24:7",
  year =         "2012",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/ECP.v17-2099",
  ISSN =         "1083-589X",
  ISSN-L =       "1083-589X",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ecp.bib",
  URL =          "http://ecp.ejpecp.org/article/view/2099",
  abstract =     "We propose a method to construct the stochastic
                 integral simultaneously under a non-dominated family of
                 probability measures. Path-by-path, and without
                 referring to a probability measure, we construct a
                 sequence of Lebesgue-Stieltjes integrals whose medial
                 limit coincides with the usual stochastic integral
                 under essentially any probability measure such that the
                 integrator is a semimartingale. This method applies to
                 any predictable integrand.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Communications in Probability",
  journal-URL =  "http://ecp.ejpecp.org/",
  keywords =     "aggregation; G-expectation; medial limit;
                 non-dominated model; Pathwise stochastic integral;
                 second order BSDE",
}

@Article{Delattre:2012:TFS,
  author =       "Sylvain Delattre and Mathieu Rosenbaum",
  title =        "Testing the finiteness of the support of a
                 distribution: a statistical look at {Tsirelson}'s
                 equation",
  jo