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%%% ====================================================================
%%%  BibTeX-file{
%%%     author          = "Nelson H. F. Beebe",
%%%     version         = "1.08",
%%%     date            = "11 March 2017",
%%%     time            = "16:35:37 MST",
%%%     filename        = "ejp.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        = "44390 40714 210542 1973247",
%%%     email           = "beebe at math.utah.edu, beebe at acm.org,
%%%                        beebe at computer.org (Internet)",
%%%     codetable       = "ISO/ASCII",
%%%     keywords        = "bibliography; BibTeX; Electronic
%%%                       Journal of Probability",
%%%     license         = "public domain",
%%%     supported       = "yes",
%%%     docstring       = "This is a COMPLETE bibliography of
%%%                        publications in the open-source journal,
%%%                        Electronic Journal of Probability (CODEN
%%%                        none, ISSN 1083-6489, ISSN-L 1083-6489)
%%%                        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.ejp
%%%                            http://ejp.ejpecp.org/
%%%                            http://www.math.washington.edu/~ejpecp/EJP/
%%%
%%%                        There is also a companion journal for shorter
%%%                        communications: it is covered in ecp.bib.
%%%
%%%                        At version 1.08, the year coverage looked
%%%                        like this:
%%%
%%%                             1996 (  14)    2004 (  29)    2012 ( 107)
%%%                             1997 (   9)    2005 (  46)    2013 ( 109)
%%%                             1998 (  16)    2006 (  50)    2014 ( 122)
%%%                             1999 (  23)    2007 (  58)    2015 ( 129)
%%%                             2000 (  14)    2008 (  76)    2016 (  70)
%%%                             2001 (  32)    2009 (  94)    2017 (  22)
%%%                             2002 (  16)    2010 (  73)
%%%                             2003 (  23)    2011 (  92)
%%%
%%%                             Article:       1224
%%%
%%%                             Total entries: 1224
%%%
%%%                        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''.
%%%
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%%%                        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-J-PROBAB     = "Electronic Journal of Probability"}

%%% ====================================================================
%%% Bibliography entries, sorted in publication order with
%%% ``bibsort -byvolume'':
@Article{Khoshnevisan:1996:LCS,
  author =       "Davar Khoshnevisan",
  title =        "{L{\'e}vy} classes and self-normalization",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "1",
  pages =        "1:1--1:18",
  year =         "1996",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v1-1",
  ISSN =         "1083-6489",
  MRclass =      "60F15 (60J15 60J45 60J55)",
  MRnumber =     "1386293 (97h:60024)",
  MRreviewer =   "Qi Man Shao",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/1;
                 http://www.math.washington.edu/~ejpecp/EjpVol1/paper1.abs.html",
  abstract =     "We prove a Chung's law of the iterated logarithm for
                 recurrent linear Markov processes. In order to attain
                 this level of generality, our normalization is random.
                 In particular, when the Markov process in question is a
                 diffusion, we obtain the integral test corresponding to
                 a law of the iterated logarithm due to Knight.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Self-normalization, Levy Classes",
}

@Article{Lawler:1996:HDC,
  author =       "Gregory F. Lawler",
  title =        "{Hausdorff} dimension of cut points for {Brownian}
                 motion",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "1",
  pages =        "2:1--2:20",
  year =         "1996",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v1-2",
  ISSN =         "1083-6489",
  MRclass =      "60J65",
  MRnumber =     "1386294 (97g:60111)",
  MRreviewer =   "Paul McGill",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/2",
  abstract =     "Let $B$ be a Brownian motion in $ R^d$, $ d = 2, 3$. A
                 time $ t \in [0, 1]$ is called a cut time for $ B[0,
                 1]$ if $ B[0, t) \cap B(t, 1] = \emptyset $. We show
                 that the Hausdorff dimension of the set of cut times
                 equals $ 1 - \zeta $, where $ \zeta = \zeta_d$ is the
                 intersection exponent. The theorem, combined with known
                 estimates on $ \zeta_3$, shows that the percolation
                 dimension of Brownian motion (the minimal Hausdorff
                 dimension of a subpath of a Brownian path) is strictly
                 greater than one in $ R^3$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Brownian motion, Hausdorff dimension, cut points,
                 intersection exponent",
}

@Article{Bass:1996:EEB,
  author =       "Richard F. Bass and Krzysztof Burdzy",
  title =        "Eigenvalue expansions for {Brownian} motion with an
                 application to occupation times",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "1",
  pages =        "3:1--3:19",
  year =         "1996",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v1-3",
  ISSN =         "1083-6489",
  MRclass =      "60J65",
  MRnumber =     "1386295 (97c:60201)",
  MRreviewer =   "Zhong Xin Zhao",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/3;
                 http://www.math.washington.edu/~ejpecp/EjpVol1/paper3.abs.html",
  abstract =     "Let $B$ be a Borel subset of $ R^d$ with finite
                 volume. We give an eigenvalue expansion for the
                 transition densities of Brownian motion killed on
                 exiting $B$. Let $ A_1$ be the time spent by Brownian
                 motion in a closed cone with vertex $0$ until time one.
                 We show that $ \lim_{u \to 0} \log P^0 (A_1 < u) / \log
                 u = 1 / \xi $ where $ \xi $ is defined in terms of the
                 first eigenvalue of the Laplacian in a compact domain.
                 Eigenvalues of the Laplacian in open and closed sets
                 are compared.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Brownian motion, eigenfunction expansion, eigenvalues,
                 arcsine law",
}

@Article{Pitman:1996:RDD,
  author =       "Jim Pitman and Marc Yor",
  title =        "Random Discrete Distributions Derived from
                 Self-Similar Random Sets",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "1",
  pages =        "4:1--4:28",
  year =         "1996",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v1-4",
  ISSN =         "1083-6489",
  MRclass =      "60D05",
  MRnumber =     "1386296 (98i:60010)",
  MRreviewer =   "Bert Fristedt",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/4",
  abstract =     "A model is proposed for a decreasing sequence of
                 random variables $ (V_1, V_2, \cdots) $ with $ \sum_n
                 V_n = 1 $, which generalizes the Poisson--Dirichlet
                 distribution and the distribution of ranked lengths of
                 excursions of a Brownian motion or recurrent Bessel
                 process. Let $ V_n $ be the length of the $n$ th
                 longest component interval of $ [0, 1] \backslash Z$,
                 where $Z$ is an a.s. non-empty random closed of $ (0,
                 \infty)$ of Lebesgue measure $0$, and $Z$ is
                 self-similar, i.e., $ c Z$ has the same distribution as
                 $Z$ for every $ c > 0$. Then for $ 0 \leq a < b \leq 1$
                 the expected number of $n$'s such that $ V_n \in (a,
                 b)$ equals $ \int_a^b v^{-1} F(d v)$ where the
                 structural distribution $F$ is identical to the
                 distribution of $ 1 - \sup (Z \cap [0, 1])$. Then $ F(d
                 v) = f(v)d v$ where $ (1 - v) f(v)$ is a decreasing
                 function of $v$, and every such probability
                 distribution $F$ on $ [0, 1]$ can arise from this
                 construction.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "interval partition, zero set, excursion lengths,
                 regenerative set, structural distribution",
}

@Article{Seppalainen:1996:MMB,
  author =       "Timo Sepp{\"a}l{\"a}inen",
  title =        "A microscopic model for the {Burgers} equation and
                 longest increasing subsequences",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "1",
  pages =        "5:1--5:51",
  year =         "1996",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v1-5",
  ISSN =         "1083-6489",
  MRclass =      "60K35 (35Q53 60C05 82C22)",
  MRnumber =     "1386297 (97d:60162)",
  MRreviewer =   "Shui Feng",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/5",
  abstract =     "We introduce an interacting random process related to
                 Ulam's problem, or finding the limit of the normalized
                 longest increasing subsequence of a random permutation.
                 The process describes the evolution of a configuration
                 of sticks on the sites of the one-dimensional integer
                 lattice. Our main result is a hydrodynamic scaling
                 limit: The empirical stick profile converges to a weak
                 solution of the inviscid Burgers equation under a
                 scaling of lattice space and time. The stick process is
                 also an alternative view of Hammersley's particle
                 system that Aldous and Diaconis used to give a new
                 solution to Ulam's problem. Along the way to the
                 scaling limit we produce another independent solution
                 to this question. The heart of the proof is that
                 individual paths of the stochastic process evolve under
                 a semigroup action which under the scaling turns into
                 the corresponding action for the Burgers equation,
                 known as the Lax formula. In a separate appendix we use
                 the Lax formula to give an existence and uniqueness
                 proof for scalar conservation laws with initial data
                 given by a Radon measure.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Hydrodynamic scaling limit, Ulam's problem,
                 Hammersley's process, nonlinear conservation law, the
                 Burgers equation, the Lax formula",
}

@Article{Fleischmann:1996:TSA,
  author =       "Klaus Fleischmann and Andreas Greven",
  title =        "Time-Space Analysis of the Cluster-Formation in
                 Interacting Diffusions",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "1",
  pages =        "6:1--6:46",
  year =         "1996",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v1-6",
  ISSN =         "1083-6489",
  MRclass =      "60K35 (60J60)",
  MRnumber =     "1386298 (97e:60151)",
  MRreviewer =   "Ingemar Kaj",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/6",
  abstract =     "A countable system of linearly interacting diffusions
                 on the interval [0, 1], indexed by a hierarchical group
                 is investigated. A particular choice of the
                 interactions guarantees that we are in the diffusive
                 clustering regime, that is spatial clusters of
                 components with values all close to 0 or all close to 1
                 grow in various different scales. We studied this
                 phenomenon in [FG94]. In the present paper we analyze
                 the evolution of single components and of clusters over
                 time. First we focus on the time picture of a single
                 component and find that components close to 0 or close
                 to 1 at a late time have had this property for a large
                 time of random order of magnitude, which nevertheless
                 is small compared with the age of the system. The
                 asymptotic distribution of the suitably scaled duration
                 a component was close to a boundary point is
                 calculated. Second we study the history of spatial 0-
                 or 1-clusters by means of time scaled block averages
                 and time-space-thinning procedures. The scaled age of a
                 cluster is again of a random order of magnitude. Third,
                 we construct a transformed Fisher--Wright tree, which
                 (in the long-time limit) describes the structure of the
                 space-time process associated with our system. All
                 described phenomena are independent of the diffusion
                 coefficient and occur for a large class of initial
                 configurations (universality).",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "interacting diffusion, clustering, infinite particle
                 system, delayed coalescing random walk with
                 immigration, transformed Fisher--Wright tree, low
                 dimensional systems, ensemble of log-coalescents",
}

@Article{Bryc:1996:CMR,
  author =       "W{\l}odzimierz Bryc",
  title =        "Conditional Moment Representations for Dependent
                 Random Variables",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "1",
  pages =        "7:1--7:14",
  year =         "1996",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v1-7",
  ISSN =         "1083-6489",
  MRclass =      "60A10 (60B99 60E15 62J12)",
  MRnumber =     "1386299 (97j:60004)",
  MRreviewer =   "M. M. Rao",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/7",
  abstract =     "The question considered in this paper is which
                 sequences of $p$-integrable random variables can be
                 represented as conditional expectations of a fixed
                 random variable with respect to a given sequence of
                 sigma-fields. For finite families of sigma-fields,
                 explicit inequality equivalent to solvability is
                 stated; sufficient conditions are given for finite and
                 infinite families of sigma-fields, and explicit
                 expansions are presented.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "alternating conditional expectation, inverse problems,
                 ACE",
}

@Article{Liao:1996:ASE,
  author =       "Xiao Xin Liao and Xuerong Mao",
  title =        "Almost Sure Exponential Stability of Neutral
                 Differential Difference Equations with Damped
                 Stochastic Perturbations",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "1",
  pages =        "8:1--8:16",
  year =         "1996",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v1-8",
  ISSN =         "1083-6489",
  MRclass =      "60H10 (34K40)",
  MRnumber =     "1386300 (97d:60100)",
  MRreviewer =   "Tom{\'a}s Caraballo",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/8",
  abstract =     "In this paper we shall discuss the almost sure
                 exponential stability for a neutral differential
                 difference equation with damped stochastic
                 perturbations of the form $ d[x(t) - G(x(t - \tau))] =
                 f(t, x(t), x(t - \tau))d t + \sigma (t) d w(t) $.
                 Several interesting examples are also given for
                 illustration. It should be pointed out that our results
                 are even new in the case when $ \sigma (t) \equiv 0 $,
                 i.e., for deterministic neutral differential difference
                 equations.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "neutral equations, stochastic perturbation,
                 exponential martingale inequality, Borel--Cantelli's
                 lemma, Lyapunov exponent",
}

@Article{Roberts:1996:QBC,
  author =       "Gareth O. Roberts and Jeffrey S. Rosenthal",
  title =        "Quantitative bounds for convergence rates of
                 continuous time {Markov} processes",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "1",
  pages =        "9:1--9:21",
  year =         "1996",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v1-9",
  ISSN =         "1083-6489",
  MRclass =      "60J25",
  MRnumber =     "1423462 (97k:60198)",
  MRreviewer =   "Mu Fa Chen",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/9",
  abstract =     "We develop quantitative bounds on rates of convergence
                 for continuous-time Markov processes on general state
                 spaces. Our methods involve coupling and
                 shift-coupling, and make use of minorization and drift
                 conditions. In particular, we use auxiliary coupling to
                 establish the existence of small (or pseudo-small)
                 sets. We apply our method to some diffusion examples.
                 We are motivated by interest in the use of Langevin
                 diffusions for Monte Carlo simulation.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Markov process, rates of convergence, coupling,
                 shift-coupling, minorization condition, drift
                 condition",
}

@Article{Arous:1996:MTD,
  author =       "G{\'e}rard Ben Arous and Rapha{\"e}l Cerf",
  title =        "Metastability of the Three Dimensional {Ising} Model
                 on a Torus at Very Low Temperatures",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "1",
  pages =        "10:1--10:55",
  year =         "1996",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v1-10",
  ISSN =         "1083-6489",
  MRclass =      "82C44 (05B50 60J10 60K35)",
  MRnumber =     "1423463 (98a:82086)",
  MRreviewer =   "Peter Eichelsbacher",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/10;
                 http://www.math.washington.edu/~ejpecp/EjpVol1/paper10.abs.html",
  abstract =     "We study the metastability of the stochastic three
                 dimensional Ising model on a finite torus under a small
                 positive magnetic field at very low temperatures.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Ising, metastability, droplet, Freidlin--Wentzell
                 theory, large deviations",
}

@Article{Bass:1996:USE,
  author =       "Richard F. Bass",
  title =        "Uniqueness for the {Skorokhod} equation with normal
                 reflection in {Lipschitz} domains",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "1",
  pages =        "11:1--11:29",
  year =         "1996",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v1-11",
  ISSN =         "1083-6489",
  MRclass =      "60J60 (60J50)",
  MRnumber =     "1423464 (98d:60155)",
  MRreviewer =   "Zhen-Qing Chen",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/11;
                 http://www.math.washington.edu/~ejpecp/EjpVol1/paper11.abs.html",
  abstract =     "We consider the Skorokhod equation\par

                  $$ d X_t = d W_t + (1 / 2) \nu (X_t), d L_t $$

                 in a domain $D$, where $ W_t$ is Brownian motion in $
                 R^d$, $ \nu $ is the inward pointing normal vector on
                 the boundary of $D$, and $ L_t$ is the local time on
                 the boundary. The solution to this equation is
                 reflecting Brownian motion in $D$. In this paper we
                 show that in Lipschitz domains the solution to the
                 Skorokhod equation is unique in law.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Lipschitz domains, Neumann problem, reflecting
                 Brownian motion, mixed boundary problem, Skorokhod
                 equation, weak uniqueness, uniqueness in law,
                 submartingale problem",
}

@Article{Gravner:1996:PTT,
  author =       "Janko Gravner",
  title =        "Percolation Times in Two-Dimensional Models For
                 Excitable Media",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "1",
  pages =        "12:1--12:19",
  year =         "1996",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v1-12",
  ISSN =         "1083-6489",
  MRclass =      "60K35 (90C27)",
  MRnumber =     "1423465 (98c:60141)",
  MRreviewer =   "Rahul Roy",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/12",
  abstract =     "The three-color {\em Greenberg--Hastings model (GHM) }
                 is a simple cellular automaton model for an excitable
                 medium. Each site on the lattice $ Z^2 $ is initially
                 assigned one of the states 0, 1 or 2. At each tick of a
                 discrete--time clock, the configuration changes
                 according to the following synchronous rule: changes $
                 1 \to 2 $ and $ 2 \to 0 $ are automatic, while an $x$
                 in state 0 may either stay in the same state or change
                 to 1, the latter possibility occurring iff there is at
                 least one representative of state 1 in the local
                 neighborhood of $x$. Starting from a product measure
                 with just 1's and 0's such dynamics quickly die out
                 (turn into 0's), but not before 1's manage to form
                 infinite connected sets. A very precise description of
                 this ``transient percolation'' phenomenon can be
                 obtained when the neighborhood of $x$ consists of 8
                 nearest points, the case first investigated by S.
                 Fraser and R. Kapral. In addition, first percolation
                 times for related monotone models are addressed.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "additive growth dynamics, excitable media,
                 Greenberg--Hastings model, percolation",
}

@Article{Lawler:1996:CTS,
  author =       "Gregory F. Lawler",
  title =        "Cut Times for Simple Random Walk",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "1",
  pages =        "13:1--13:24",
  year =         "1996",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v1-13",
  ISSN =         "1083-6489",
  MRclass =      "60J15 (60J65)",
  MRnumber =     "1423466 (97i:60088)",
  MRreviewer =   "Thomas Polaski",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/13",
  abstract =     "Let $ S(n) $ be a simple random walk taking values in
                 $ Z^d $. A time $n$ is called a cut time if \par

                  $$ S[0, n] \cap S[n + 1, \infty) = \emptyset. $$

                 We show that in three dimensions the number of cut
                 times less than $n$ grows like $ n^{1 - \zeta }$ where
                 $ \zeta = \zeta_d$ is the intersection exponent. As
                 part of the proof we show that in two or three
                 dimensions \par

                  $$ P(S[0, n] \cap S[n + 1, 2 n] = \emptyset) \sim n^{-
                 \zeta }, $$

                 where $ \sim $ denotes that each side is bounded by a
                 constant times the other side.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Random walk, cut points, intersection exponent",
}

@Article{Dawson:1996:MST,
  author =       "Donald A. Dawson and Andreas Greven",
  title =        "Multiple Space-Time Scale Analysis For Interacting
                 Branching Models",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "1",
  pages =        "14:1--14:84",
  year =         "1996",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v1-14",
  ISSN =         "1083-6489",
  MRclass =      "60K35 (60J80)",
  MRnumber =     "1423467 (97m:60148)",
  MRreviewer =   "Jean Vaillancourt",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/14",
  abstract =     "We study a class of systems of countably many linearly
                 interacting diffusions whose components take values in
                 $ [0, \inf) $ and which in particular includes the case
                 of interacting (via migration) systems of Feller's
                 continuous state branching diffusions. The components
                 are labelled by a hierarchical group. The longterm
                 behaviour of this system is analysed by considering
                 space-time renormalised systems in a combination of
                 slow and fast time scales and in the limit as an
                 interaction parameter goes to infinity. This leads to a
                 new perspective on the large scale behaviour (in space
                 and time) of critical branching systems in both the
                 persistent and non-persistent cases and including that
                 of the associated historical process. Furthermore we
                 obtain an example for a rigorous renormalization
                 analysis.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Branching processes, interacting diffusions, super
                 random walk, renormalization, historical processes",
}

@Article{Takacs:1997:RWP,
  author =       "Christiane Takacs",
  title =        "Random Walk on Periodic Trees",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "2",
  pages =        "1:1--1:16",
  year =         "1997",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v2-15",
  ISSN =         "1083-6489",
  MRclass =      "60J15",
  MRnumber =     "1436761 (97m:60101)",
  MRreviewer =   "Jochen Geiger",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/15",
  abstract =     "Following Lyons (1990, Random Walks and Percolation on
                 Trees) we define a periodic tree, restate its branching
                 number and consider a biased random walk on it. In the
                 case of a transient walk, we describe the
                 walk-invariant random periodic tree and calculate the
                 asymptotic rate of escape (speed) of the walk. This is
                 achieved by exploiting the connections between random
                 walks and electric networks.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Trees, Random Walk, Speed",
}

@Article{Rosen:1997:LIL,
  author =       "Jay Rosen",
  title =        "Laws of the Iterated Logarithm for Triple
                 Intersections of Three Dimensional Random Walks",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "2",
  pages =        "2:1--2:32",
  year =         "1997",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v2-16",
  ISSN =         "1083-6489",
  MRclass =      "60F15 (60J15)",
  MRnumber =     "1444245 (98d:60063)",
  MRreviewer =   "Karl Grill",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/16",
  abstract =     "Let $ X = X_n, X' = X'_n $, and $ X'' = X''_n $, $ n
                 \geq 1 $, be three independent copies of a symmetric
                 three dimensional random walk with $ E(|X_1 |^2 \log_+
                 |X_1 |) $ finite. In this paper we study the
                 asymptotics of $ I_n $, the number of triple
                 intersections up to step $n$ of the paths of $ X, X'$
                 and $ X''$ as $n$ goes to infinity. Our main result
                 says that the limsup of $ I_n$ divided by $ \log (n)
                 \log_3 (n)$ is equal to $ 1 \over \pi |Q|$, a.s., where
                 $Q$ denotes the covariance matrix of $ X_1$. A similar
                 result holds for $ J_n$, the number of points in the
                 triple intersection of the ranges of $ X, X'$ and $
                 X''$ up to step $n$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "random walks, intersections",
}

@Article{Abraham:1997:APB,
  author =       "Romain Abraham and Wendelin Werner",
  title =        "Avoiding-probabilities for {Brownian} snakes and
                 super-{Brownian} motion",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "2",
  pages =        "3:1--3:27",
  year =         "1997",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v2-17",
  ISSN =         "1083-6489",
  MRclass =      "60J25 (60G57)",
  MRnumber =     "1447333 (98j:60100)",
  MRreviewer =   "John Verzani",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/17",
  abstract =     "We investigate the asymptotic behaviour of the
                 probability that a normalized $d$-dimensional Brownian
                 snake (for instance when the life-time process is an
                 excursion of height 1) avoids 0 when starting at
                 distance $ \varepsilon $ from the origin. In particular
                 we show that when $ \varepsilon $ tends to 0, this
                 probability respectively behaves (up to multiplicative
                 constants) like $ \varepsilon^4$, $ \varepsilon^{2
                 \sqrt {2}}$ and $ \varepsilon^{(\sqrt {17} - 1) / 2}$,
                 when $ d = 1$, $ d = 2$ and $ d = 3$. Analogous results
                 are derived for super-Brownian motion started from $
                 \delta_x$ (conditioned to survive until some time) when
                 the modulus of $x$ tends to 0.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Brownian snakes, superprocesses, non-linear
                 differential equations",
}

@Article{Jakubowski:1997:NST,
author =       "Adam Jakubowski",
  title =        "A non-{Skorohod} topology on the {Skorohod} space",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "2",
  pages =        "4:1--4:21",
  year =         "1997",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v2-18",
  ISSN =         "1083-6489",
  MRclass =      "60F17 (60B05 60B10 60G17)",
  MRnumber =     "1475862 (98k:60046)",
  MRreviewer =   "Ireneusz Szyszkowski",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =          "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =                "http://ejp.ejpecp.org/article/view/18",
  abstract =     "A new topology (called $S$) is defined on the space
                 $D$ of functions $ x \colon [0, 1] \to R^1$ which are
                 right-continuous and admit limits from the left at each
                 $ t > 0$. Although $S$ cannot be metricized, it is
                 quite natural and shares many useful properties with
                 the traditional Skorohod's topologies $ J_1$ and $
                 M_1$. In particular, on the space $ P(D)$ of laws of
                 stochastic processes with trajectories in $D$ the
                 topology $S$ induces a sequential topology for which
                 both the direct and the converse Prokhorov's theorems
                 are valid, the a.s. Skorohod representation for
                 subsequences exists and finite dimensional convergence
                 outside a countable set holds.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Skorohod space, Skorohod representation, convergence
                 in distribution, sequential spaces, semimartingales",
}

@Article{Arcones:1997:LIL,
  author =       "Miguel A. Arcones",
  title =        "The Law of the Iterated Logarithm for a Triangular
                 Array of Empirical Processes",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "2",
  pages =        "5:1--5:39",
  year =         "1997",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v2-19",
  ISSN =         "1083-6489",
  MRclass =      "60B12 (60F15)",
  MRnumber =     "1475863 (98k:60006)",
  MRreviewer =   "Winfried Stute",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/19",
  abstract =     "We study the compact law of the iterated logarithm for
                 a certain type of triangular arrays of empirical
                 processes, appearing in statistics (M-estimators,
                 regression, density estimation, etc). We give necessary
                 and sufficient conditions for the law of the iterated
                 logarithm of these processes of the type of conditions
                 used in Ledoux and Talagrand (1991): convergence in
                 probability, tail conditions and total boundedness of
                 the parameter space with respect to certain
                 pseudometric. As an application, we consider the law of
                 the iterated logarithm for a class of density
                 estimators. We obtain the order of the optimal window
                 for the law of the iterated logarithm of density
                 estimators. We also consider the compact law of the
                 iterated logarithm for kernel density estimators when
                 they have large deviations similar to those of a
                 Poisson process.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Empirical process, law of the iterated logarithm,
                 triangular array, density estimation",
}

@Article{Bertoin:1997:CPV,
  author =       "Jean Bertoin",
  title =        "{Cauchy}'s Principal Value of Local Times of
                 {L{\'e}vy} Processes with no Negative Jumps via
                 Continuous Branching Processes",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "2",
  pages =        "6:1--6:12",
  year =         "1997",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v2-20",
  ISSN =         "1083-6489",
  MRclass =      "60J30 (60J55)",
  MRnumber =     "1475864 (99b:60120)",
  MRreviewer =   "N. H. Bingham",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/20",
  abstract =     "Let $X$ be a recurrent L{\'e}vy process with no
                 negative jumps and $n$ the measure of its excursions
                 away from $0$. Using Lamperti's connection that links
                 $X$ to a continuous state branching process, we
                 determine the joint distribution under $n$ of the
                 variables $ C^+_T = \int_0^T{\bf 1}_{{X_s >
                 0}}X_s^{-1}d s$ and $ C^-_T = \int_0^T{\bf 1}_{{X_s <
                 0}}|X_s|^{-1}d s$, where $T$ denotes the duration of
                 the excursion. This provides a new insight on an
                 identity of Fitzsimmons and Getoor on the Hilbert
                 transform of the local times of $X$. Further results in
                 the same vein are also discussed.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Cauchy's principal value, L{\'e}vy process with no
                 negative jumps, branching process",
}

@Article{Mueller:1997:FWR,
  author =       "Carl Mueller and Roger Tribe",
  title =        "Finite Width For a Random Stationary Interface",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "2",
  pages =        "7:1--7:27",
  year =         "1997",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v2-21",
  ISSN =         "1083-6489",
  MRclass =      "60H15 (35R60)",
  MRnumber =     "1485116 (99g:60106)",
  MRreviewer =   "Richard B. Sowers",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/21",
  abstract =     "We study the asymptotic shape of the solution $ u(t,
                 x) \in [0, 1] $ to a one-dimensional heat equation with
                 a multiplicative white noise term. At time zero the
                 solution is an interface, that is $ u(0, x) $ is 0 for
                 all large positive $x$ and $ u(0, x)$ is 1 for all
                 large negative $x$. The special form of the noise term
                 preserves this property at all times $ t \geq 0$. The
                 main result is that, in contrast to the deterministic
                 heat equation, the width of the interface remains
                 stochastically bounded.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Stochastic partial differential equations, duality,
                 travelling waves, white noise",
}

@Article{Kager:1997:GOS,
  author =       "Gerald Kager and Michael Scheutzow",
  title =        "Generation of One-Sided Random Dynamical Systems by
                 Stochastic Differential Equations",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "2",
  pages =        "8:1--8:17",
  year =         "1997",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v2-22",
  ISSN =         "1083-6489",
  MRclass =      "60H10 (28D10 34C35 34F05)",
  MRnumber =     "1485117 (99b:60080)",
  MRreviewer =   "Xue Rong Mao",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/22",
  abstract =     "Let $Z$ be an $ R^m$-valued semimartingale with
                 stationary increments which is realized as a helix over
                 a filtered metric dynamical system $S$. Consider a
                 stochastic differential equation with Lipschitz
                 coefficients which is driven by $Z$. We show that its
                 solution semiflow $ \phi $ has a version for which $
                 \varphi (t, \omega) = \phi (0, t, \omega)$ is a cocycle
                 and therefore ($S$, $ \varphi $) is a random dynamical
                 system. Our results generalize previous results which
                 required $Z$ to be continuous. We also address the case
                 of local Lipschitz coefficients with possible blow-up
                 in finite time. Our abstract perfection theorems are
                 designed to cover also potential applications to
                 infinite dimensional equations.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "stochastic differential equation, random dynamical
                 system, cocycle, perfection",
}

@Article{Chaleyat-Maurel:1997:PPD,
  author =       "Mireille Chaleyat-Maurel and David Nualart",
  title =        "Points of Positive Density for Smooth Functionals",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "3",
  pages =        "1:1--1:8",
  year =         "1997",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v3-23",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/23",
  abstract =     "In this paper we show that the set of points where the
                 density of a Wiener functional is strictly positive is
                 an open connected set, assuming some regularity
                 conditions.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Nondegenerate smooth Wiener functionals, Malliavin
                 calculus, Support of the law",
}

@Article{Chaleyat-Maurel:1998:PPD,
  author =       "Mireille Chaleyat-Maurel and David Nualart",
  title =        "Points of positive density for smooth functionals",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "3",
  pages =        "1:1--1:8",
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1083-6489",
  MRclass =      "60H07",
  MRnumber =     "1487202 (99b:60072)",
  MRreviewer =   "Shi Zan Fang",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://www.math.washington.edu/~ejpecp/EjpVol3/paper1.abs.html",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Hitczenko:1998:HCM,
  author =       "Pawe{\l} Hitczenko and Stanis{\l}aw Kwapie{\'n} and
                 Wenbo V. Li and Gideon Schechtman and Thomas
                 Schlumprecht and Joel Zinn",
  title =        "Hypercontractivity and Comparison of Moments of
                 Iterated Maxima and Minima of Independent Random
                 Variables",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "3",
  pages =        "2:1--2:26",
  year =         "1998",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v3-24",
  ISSN =         "1083-6489",
  MRclass =      "60B11 (52A21 60E07 60E15 60G15)",
  MRnumber =     "1491527 (99k:60008)",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/24",
  abstract =     "We provide necessary and sufficient conditions for
                 hypercontractivity of the minima of nonnegative, i.i.d.
                 random variables and of both the maxima of minima and
                 the minima of maxima for such r.v.'s. It turns out that
                 the idea of hypercontractivity for minima is closely
                 related to small ball probabilities and Gaussian
                 correlation inequalities.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "hypercontractivity, comparison of moments, iterated
                 maxima and minima, Gaussian correlation inequalities,
                 small ball probabilities",
}

@Article{Aldous:1998:EBM,
  author =       "David Aldous and Vlada Limic",
  title =        "The Entrance Boundary of the Multiplicative
                 Coalescent",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "3",
  pages =        "3:1--3:59",
  year =         "1998",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v3-25",
  ISSN =         "1083-6489",
  MRclass =      "60J50 (60J75)",
  MRnumber =     "1491528 (99d:60086)",
  MRreviewer =   "M. G. Shur",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/25",
  abstract =     "The multiplicative coalescent $ X(t) $ is a $
                 l^2$-valued Markov process representing coalescence of
                 clusters of mass, where each pair of clusters merges at
                 rate proportional to product of masses. From random
                 graph asymptotics it is known (Aldous (1997)) that
                 there exists a {\em standard} version of this process
                 starting with infinitesimally small clusters at time $
                 - \infty $. In this paper, stochastic calculus
                 techniques are used to describe all versions $ (X(t); -
                 \infty < t < \infty)$ of the multiplicative coalescent.
                 Roughly, an extreme version is specified by translation
                 and scale parameters, and a vector $ c \in l^3$ of
                 relative sizes of large clusters at time $ - \infty $.
                 Such a version may be characterized in three ways: via
                 its $ t \to - \infty $ behavior, via a representation
                 of the marginal distribution $ X(t)$ in terms of
                 excursion-lengths of a L{\'e}vy-type process, or via a
                 weak limit of processes derived from the standard
                 version via a ``coloring'' construction.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Markov process, entrance boundary, excursion, L{\'e}vy
                 process, random graph, stochastic coalescent, weak
                 convergence",
}

@Article{Cranston:1998:GEU,
  author =       "Michael Cranston and Yves {Le Jan}",
  title =        "Geometric Evolution Under Isotropic Stochastic Flow",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "3",
  pages =        "4:1--4:36",
  year =         "1998",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v3-26",
  ISSN =         "1083-6489",
  MRclass =      "60H10 (60J60)",
  MRnumber =     "1610230 (99c:60115)",
  MRreviewer =   "R{\'e}mi L{\'e}andre",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/26",
  abstract =     "Consider an embedded hypersurface $M$ in $ R^3$. For $
                 \Phi_t$ a stochastic flow of differomorphisms on $ R^3$
                 and $ x \in M$, set $ x_t = \Phi_t (x)$ and $ M_t =
                 \Phi_t (M)$. In this paper we will assume $ \Phi_t$ is
                 an isotropic (to be defined below) measure preserving
                 flow and give an explicit description by SDE's of the
                 evolution of the Gauss and mean curvatures, of $ M_t$
                 at $ x_t$. If $ \lambda_1 (t)$ and $ \lambda_2 (t)$ are
                 the principal curvatures of $ M_t$ at $ x_t$ then the
                 vector of mean curvature and Gauss curvature, $
                 (\lambda_1 (t) + \lambda_2 (t)$, $ \lambda_1 (t)
                 \lambda_2 (t))$, is a recurrent diffusion. Neither
                 curvature by itself is a diffusion. In a separate
                 addendum we treat the case of $M$ an embedded
                 codimension one submanifold of $ R^n$. In this case,
                 there are $ n - 1$ principal curvatures $ \lambda_1
                 (t), \ldots {}, \lambda_{n - 1} (t)$. If $ P_k, k = 1,
                 \dots, n - 1$ are the elementary symmetric polynomials
                 in $ \lambda_1, \ldots {}, \lambda_{n - 1}$, then the
                 vector $ (P_1 (\lambda_1 (t), \ldots {}, \lambda_{n -
                 1} (t)), \ldots {}, P_{n - 1} (\lambda_1 (t), \ldots
                 {}, \lambda_{n - 1} (t))$ is a diffusion and we compute
                 the generator explicitly. Again no projection of this
                 diffusion onto lower dimensions is a diffusion. Our
                 geometric study of isotropic stochastic flows is a
                 natural offshoot of earlier works by Baxendale and
                 Harris (1986), LeJan (1985, 1991) and Harris (1981).",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Stochastic flows, Lyapunov exponents, principal
                 curvatures",
}

@Article{Evans:1998:CLT,
  author =       "Steven N. Evans and Edwin A. Perkins",
  title =        "Collision Local Times, Historical Stochastic Calculus,
                 and Competing Species",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "3",
  pages =        "5:1--5:120",
  year =         "1998",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v3-27",
  ISSN =         "1083-6489",
  MRclass =      "60G57 (60H99 60J55 60J80)",
  MRnumber =     "1615329 (99h:60098)",
  MRreviewer =   "Anton Wakolbinger",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/27",
  abstract =     "Branching measure-valued diffusion models are
                 investigated that can be regarded as pairs of
                 historical Brownian motions modified by a competitive
                 interaction mechanism under which individuals from each
                 population have their longevity or fertility adversely
                 affected by collisions with individuals from the other
                 population. For 3 or fewer spatial dimensions, such
                 processes are constructed using a new fixed-point
                 technique as the unique solution of a strong equation
                 driven by another pair of more explicitly constructible
                 measure-valued diffusions. This existence and
                 uniqueness is used to establish well-posedness of the
                 related martingale problem and hence the strong Markov
                 property for solutions. Previous work of the authors
                 has shown that in 4 or more dimensions models with the
                 analogous definition do not exist.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "super-process, super-Brownian motion, interaction,
                 local time, historical process, measure-valued Markov
                 branching process, stochastic calculus, martingale
                 measure, random measure",
  xxtitle =      "Collision local times, historical stochastic calculus,
                 and competing superprocesses",
}

@Article{Ferrari:1998:FSS,
  author =       "P. A. Ferrari and L. R. G. Fontes",
  title =        "Fluctuations of a Surface Submitted to a Random
                 Average Process",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "3",
  pages =        "6:1--6:34",
  year =         "1998",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v3-28",
  ISSN =         "1083-6489",
  MRclass =      "60K35",
  MRnumber =     "1624854 (99e:60214)",
  MRreviewer =   "T. M. Liggett",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/28",
  abstract =     "We consider a hypersurface of dimension $d$ imbedded
                 in a $ d + 1$ dimensional space. For each $ x \in Z^d$,
                 let $ \eta_t(x) \in R$ be the height of the surface at
                 site $x$ at time $t$. At rate $1$ the $x$-th height is
                 updated to a random convex combination of the heights
                 of the `neighbors' of $x$. The distribution of the
                 convex combination is translation invariant and does
                 not depend on the heights. This motion, named the
                 random average process (RAP), is one of the linear
                 processes introduced by Liggett (1985). Special cases
                 of RAP are a type of smoothing process (when the convex
                 combination is deterministic) and the voter model (when
                 the convex combination concentrates on one site chosen
                 at random). We start the heights located on a
                 hyperplane passing through the origin but different
                 from the trivial one $ \eta (x) \equiv 0$. We show
                 that, when the convex combination is neither
                 deterministic nor concentrating on one site, the
                 variance of the height at the origin at time $t$ is
                 proportional to the number of returns to the origin of
                 a symmetric random walk of dimension $d$. Under mild
                 conditions on the distribution of the random convex
                 combination, this gives variance of the order of $ t^{1
                 / 2}$ in dimension $ d = 1$, $ \log t$ in dimension $ d
                 = 2$ and bounded in $t$ in dimensions $ d \ge 3$. We
                 also show that for each initial hyperplane the process
                 as seen from the height at the origin converges to an
                 invariant measure on the hyper surfaces conserving the
                 initial asymptotic slope. The height at the origin
                 satisfies a central limit theorem. To obtain the
                 results we use a corresponding probabilistic cellular
                 automaton for which similar results are derived. This
                 automaton corresponds to the product of (infinitely
                 dimensional) independent random matrices whose rows are
                 independent.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "random average process, random surfaces, product of
                 random matrices, linear process, voter model, smoothing
                 process",
}

@Article{Feyel:1998:ASS,
  author =       "Denis Feyel and Arnaud {de La Pradelle}",
  title =        "On the approximate solutions of the {Stratonovitch}
                 equation",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "3",
  pages =        "7:1--7:14",
  year =         "1998",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v3-29",
  ISSN =         "1083-6489",
  MRclass =      "60H07 (60G17)",
  MRnumber =     "1624858 (99j:60075)",
  MRreviewer =   "Marco Ferrante",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/29",
  abstract =     "We present new methods for proving the convergence of
                 the classical approximations of the Stratonovitch
                 equation. We especially make use of the fractional
                 Liouville-valued Sobolev space $ W^{r, p}({\cal
                 J}_{\alpha, p}) $. We then obtain a support theorem for
                 the capacity $ c_{r, p} $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Stratonovitch equations, Kolmogorov lemma, quasi-sure
                 analysis",
}

@Article{Capinski:1998:MAS,
  author =       "Marek Capi{\'n}ski and Nigel J. Cutland",
  title =        "Measure attractors for stochastic {Navier--Stokes}
                 equations",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "3",
  pages =        "8:1--8:15",
  year =         "1998",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v3-30",
  ISSN =         "1083-6489",
  MRclass =      "60H15 (35B40 35Q30 35R60)",
  MRnumber =     "1637081 (99f:60115)",
  MRreviewer =   "Wilfried Grecksch",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/30",
  abstract =     "We show existence of measure attractors for 2-D
                 stochastic Navier--Stokes equations with general
                 multiplicative noise.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "stochastic Navier--Stokes equations, measure
                 attractors",
}

@Article{Kurtz:1998:MPC,
  author =       "Thomas G. Kurtz",
  title =        "Martingale problems for conditional distributions of
                 {Markov} processes",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "3",
  pages =        "9:1--9:29",
  year =         "1998",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v3-31",
  ISSN =         "1083-6489",
  MRclass =      "60J25 (60G25 60G44 60J35)",
  MRnumber =     "1637085 (99k:60186)",
  MRreviewer =   "Amarjit Budhiraja",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/31",
  abstract =     "Let $X$ be a Markov process with generator $A$ and let
                 $ Y(t) = \gamma (X(t))$. The conditional distribution $
                 \pi_t$ of $ X(t)$ given $ \sigma (Y(s) \colon s \leq
                 t)$ is characterized as a solution of a filtered
                 martingale problem. As a consequence, we obtain a
                 generator/martingale problem version of a result of
                 Rogers and Pitman on Markov functions. Applications
                 include uniqueness of filtering equations,
                 exchangeability of the state distribution of
                 vector-valued processes, verification of
                 quasireversibility, and uniqueness for martingale
                 problems for measure-valued processes. New results on
                 the uniqueness of forward equations, needed in the
                 proof of uniqueness for the filtered martingale problem
                 are also presented.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "partial observation, conditional distribution,
                 filtering, forward equation, martingale problem, Markov
                 process, Markov function, quasireversibility,
                 measure-valued process",
}

@Article{Kesten:1998:AAW,
  author =       "Harry Kesten and Vladas Sidoravicius and Yu Zhang",
  title =        "Almost All Words Are Seen In Critical Site Percolation
                 On The Triangular Lattice",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "3",
  pages =        "10:1--10:75",
  year =         "1998",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v3-32",
  ISSN =         "1083-6489",
  MRclass =      "60K35",
  MRnumber =     "1637089 (99j:60155)",
  MRreviewer =   "Rahul Roy",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/32",
  abstract =     "We consider critical site percolation on the
                 triangular lattice, that is, we choose $ X(v) = 0 $ or
                 1 with probability 1/2 each, independently for all
                 vertices $v$ of the triangular lattice. We say that a
                 word $ (\xi_1, \xi_2, \dots) \in \{ 0, 1 \}^{\mathbb
                 {N}}$ is seen in the percolation configuration if there
                 exists a selfavoiding path $ (v_1, v_2, \dots)$ on the
                 triangular lattice with $ X(v_i) = \xi_i, i \ge 1$. We
                 prove that with probability 1 ``almost all'' words, as
                 well as all periodic words, except the two words $ (1,
                 1, 1, \dots)$ and $ (0, 0, 0, \dots)$, are seen.
                 ``Almost all'' words here means almost all with respect
                 to the measure $ \mu_\beta $ under which the $ \xi_i$
                 are i.i.d. with $ \mu_\beta {\xi_i = 0} = 1 - \mu_\beta
                 {\xi_i = 1} = \beta $ (for an arbitrary $ 0 < \beta <
                 1$).",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Percolation, Triangular lattice",
}

@Article{Yoo:1998:USS,
  author =       "Hyek Yoo",
  title =        "On the unique solvability of some nonlinear stochastic
                 {PDEs}",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "3",
  pages =        "11:1--11:22",
  year =         "1998",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v3-33",
  ISSN =         "1083-6489",
  MRclass =      "60H15 (35R60)",
  MRnumber =     "1639464 (99h:60126)",
  MRreviewer =   "Bohdan Maslowski",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/33",
  abstract =     "The Cauchy problem for 1-dimensional nonlinear
                 stochastic partial differential equations is studied.
                 The uniqueness and existence of solutions in $ c
                 H^2_p(T)$-space are proved.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Stochastic PDEs, Space of Bessel potentials, Embedding
                 theorems",
}

@Article{Fitzsimmons:1998:MPI,
  author =       "P. J. Fitzsimmons",
  title =        "{Markov} processes with identical bridges",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "3",
  pages =        "12:1--12:12",
  year =         "1998",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v3-34",
  ISSN =         "1083-6489",
  MRclass =      "60J25 (60J35)",
  MRnumber =     "1641066 (99h:60142)",
  MRreviewer =   "Kyle Siegrist",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/34",
  abstract =     "Let $X$ and $Y$ be time-homogeneous Markov processes
                 with common state space $E$, and assume that the
                 transition kernels of $X$ and $Y$ admit densities with
                 respect to suitable reference measures. We show that if
                 there is a time $ t > 0$ such that, for each $ x \in
                 E$, the conditional distribution of $ (X_s)_{0 \le s
                 \leq t}$, given $ X_0 = x = X_t$, coincides with the
                 conditional distribution of $ (Y_s)_{0 \leq s \leq t}$,
                 given $ Y_0 = x = Y_t$, then the infinitesimal
                 generators of $X$ and $Y$ are related by $ L^Y f =
                 \psi^{-1}L^X(\psi f) - \lambda f$, where $ \psi $ is an
                 eigenfunction of $ L^X$ with eigenvalue $ \lambda \in
                 {\bf R}$. Under an additional continuity hypothesis,
                 the same conclusion obtains assuming merely that $X$
                 and $Y$ share a ``bridge'' law for one triple $ (x, t,
                 y)$. Our work extends and clarifies a recent result of
                 I. Benjamini and S. Lee.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Bridge law, eigenfunction, transition density",
}

@Article{Davies:1998:LAE,
  author =       "Ian M. Davies",
  title =        "{Laplace} asymptotic expansions for {Gaussian}
                 functional integrals",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "3",
  pages =        "13:1--13:19",
  year =         "1998",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v3-35",
  ISSN =         "1083-6489",
  MRclass =      "60H05 (41A60)",
  MRnumber =     "1646472 (99i:60109)",
  MRreviewer =   "Kun Soo Chang",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/35",
  abstract =     "We obtain a Laplace asymptotic expansion, in orders of
                 $ \lambda $, of\par

                  $$ E^\rho_x \left \{ G(\lambda x) e^{- \lambda^{-2}
                 F(\lambda x)} \right \} $$

                 the expectation being with respect to a Gaussian
                 process. We extend a result of Pincus and build upon
                 the previous work of Davies and Truman. Our methods
                 differ from those of Ellis and Rosen in that we use the
                 supremum norm to simplify the application of the
                 result.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Gaussian processes, asymptotic expansions, functional
                 integrals",
}

@Article{Csaki:1998:LFS,
  author =       "Endre Cs{\'a}ki and Zhan Shi",
  title =        "Large favourite sites of simple random walk and the
                 {Wiener} process",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "3",
  pages =        "14:1--14:31",
  year =         "1998",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v3-36",
  ISSN =         "1083-6489",
  MRclass =      "60F15 (60G50 60J65)",
  MRnumber =     "1646468 (2000d:60050)",
  MRreviewer =   "Davar Khoshnevisan",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/36",
  abstract =     "Let $ U(n) $ denote the most visited point by a simple
                 symmetric random walk $ \{ S_k \}_{k \ge 0} $ in the
                 first $n$ steps. It is known that $ U(n)$ and $ m a
                 x_{0 \leq k \leq n} S_k$ satisfy the same law of the
                 iterated logarithm, but have different upper functions
                 (in the sense of P. L{\'e}vy). The distance between
                 them however turns out to be transient. In this paper,
                 we establish the exact rate of escape of this distance.
                 The corresponding problem for the Wiener process is
                 also studied.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Local time, favourite site, random walk, Wiener
                 process",
}

@Article{Montgomery-Smith:1998:CRM,
  author =       "Stephen Montgomery-Smith",
  title =        "Concrete Representation of Martingales",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "3",
  pages =        "15:1--15:15",
  year =         "1998",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v3-37",
  ISSN =         "1083-6489",
  MRclass =      "60G42 (60G07 60H05)",
  MRnumber =     "1658686 (99k:60116)",
  MRreviewer =   "Dominique L{\'e}pingle",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/37",
  abstract =     "Let $ (f_n) $ be a mean zero vector valued martingale
                 sequence. Then there exist vector valued functions $
                 (d_n) $ from $ [0, 1]^n $ such that $ \int_0^1 d_n(x_1,
                 \dots, x_n) \, d x_n = 0 $ for almost all $ x_1, \dots,
                 x_{n - 1} $, and such that the law of $ (f_n) $ is the
                 same as the law of $ (\sum_{k = 1}^n d_k(x_1, \dots,
                 x_k)) $. Similar results for tangent sequences and
                 sequences satisfying condition (C.I.) are presented. We
                 also present a weaker version of a result of McConnell
                 that provides a Skorohod like representation for vector
                 valued martingales.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "martingale, concrete representation, tangent sequence,
                 condition (C.I.), UMD, Skorohod representation",
}

@Article{Pak:1998:RWF,
  author =       "Igor Pak",
  title =        "Random Walks On Finite Groups With Few Random
                 Generators",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "4",
  pages =        "1:1--1:11",
  year =         "1998",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v4-38",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/38",
  abstract =     "Let $G$ be a finite group. Choose a set $S$ of size
                 $k$ uniformly from $G$ and consider a lazy random walk
                 on the corresponding Cayley graph. We show that for
                 almost all choices of $S$ given $ k = 2 a \, \log_2
                 |G|$, $ a > 1$, this walk mixes in under $ m = 2 a \,
                 \log \frac {a}{a - 1} \log |G|$ steps. A similar result
                 was obtained earlier by Alon and Roichman and also by
                 Dou and Hildebrand using a different techniques. We
                 also prove that when sets are of size $ k = \log_2 |G|
                 + O(\log \log |G|)$, $ m = O(\log^3 |G|)$ steps suffice
                 for mixing of the corresponding symmetric lazy random
                 walk. Finally, when $G$ is abelian we obtain better
                 bounds in both cases.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Random random walks on groups, random subproducts,
                 probabilistic method, separation distance",
}

@Article{Pak:1999:RWF,
  author =       "Igor Pak",
  title =        "Random walks on finite groups with few random
                 generators",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "4",
  pages =        "1:1--1:11",
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1083-6489",
  MRclass =      "60B15 (60G50)",
  MRnumber =     "1663526 (2000a:60008)",
  MRreviewer =   "Martin V. Hildebrand",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://www.math.washington.edu/~ejpecp/EjpVol4/paper1.abs.html",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Krylov:1999:AVF,
  author =       "N. V. Krylov",
  title =        "Approximating Value Functions for Controlled
                 Degenerate Diffusion Processes by Using Piece-Wise
                 Constant Policies",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "4",
  pages =        "2:1--2:19",
  year =         "1999",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v4-39",
  ISSN =         "1083-6489",
  MRclass =      "49L25 (35K65)",
  MRnumber =     "1668597 (2000b:49056)",
  MRreviewer =   "Martino Bardi",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/39",
  abstract =     "It is shown that value functions for controlled
                 degenerate diffusion processes can be approximated with
                 error of order $ h^{1 / 3} $ by using policies which
                 are constant on intervals $ [k h^2, (k + 1)h^2) $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Bellman's equations, fully nonlinear equations",
}

@Article{Bressaud:1999:DCN,
  author =       "Xavier Bressaud and Roberto Fern{\'a}ndez and Antonio
                 Galves",
  title =        "Decay of Correlations for Non-{H{\"o}lderian}
                 Dynamics. {A} Coupling Approach",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "4",
  pages =        "3:1--3:19",
  year =         "1999",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v4-40",
  ISSN =         "1083-6489",
  MRclass =      "60G10 (28D05 37A25 37A50)",
  MRnumber =     "1675304 (2000j:60049)",
  MRreviewer =   "Bernard Schmitt",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/40",
  abstract =     "We present an upper bound on the mixing rate of the
                 equilibrium state of a dynamical system defined by the
                 one-sided shift and a non H{\"o}lder potential of
                 summable variations. The bound follows from an
                 estimation of the relaxation speed of chains with
                 complete connections with summable decay, which is
                 obtained via a explicit coupling between pairs of
                 chains with different histories.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Dynamical systems, non-H{\"o}lder dynamics, m ixing
                 rate, chains with complete connections, relaxation
                 speed, coupling methods",
}

@Article{Dawson:1999:HIF,
  author =       "Donald A. Dawson and Andreas Greven",
  title =        "Hierarchically interacting {Fleming--Viot} processes
                 with selection and mutation: multiple space time scale
                 analysis and quasi-equilibria",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "4",
  pages =        "4:1--4:81",
  year =         "1999",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v4-41",
  ISSN =         "1083-6489",
  MRclass =      "60J70 (60K35 92D10 92D25)",
  MRnumber =     "1670873 (2000e:60139)",
  MRreviewer =   "Anton Wakolbinger",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/41",
  abstract =     "Genetic models incorporating resampling and migration
                 are now fairly well-understood. Problems arise in the
                 analysis, if both selection and mutation are
                 incorporated. This paper addresses some aspects of this
                 problem, in particular the analysis of the long-time
                 behaviour before the equilibrium is reached
                 (quasi-equilibrium, which is the time range of interest
                 in most applications).",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Interacting Fleming--Viot processes, Renormalization
                 analysis, Selection, Mutation, Recombination",
}

@Article{Dohmen:1999:IIE,
  author =       "Klaus Dohmen",
  title =        "Improved Inclusion--Exclusion Identities and
                 Inequalities Based on a Particular Class of Abstract
                 Tubes",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "4",
  pages =        "5:1--5:12",
  year =         "1999",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v4-42",
  ISSN =         "1083-6489",
  MRclass =      "05A15 (05A19 05A20 68M15 90B25)",
  MRnumber =     "1684161 (2000a:05009)",
  MRreviewer =   "Stephen Tanny",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/42",
  abstract =     "Recently, Naiman and Wynn introduced the concept of an
                 abstract tube in order to obtain improved
                 inclusion-exclusion identities and inequalities that
                 involve much fewer terms than their classical
                 counterparts. In this paper, we introduce a particular
                 class of abstract tubes which plays an important role
                 with respect to chromatic polynomials and network
                 reliability. The inclusion-exclusion identities and
                 inequalities associated with this class simultaneously
                 generalize several well-known results such as Whitney's
                 broken circuit theorem, Shier's expression for the
                 reliability of a network as an alternating sum over
                 chains in a semilattice and Narushima's
                 inclusion-exclusion identity for posets. Moreover, we
                 show that under some restrictive assumptions a
                 polynomial time inclusion-exclusion algorithm can be
                 devised, which generalizes an important result of
                 Provan and Ball on network reliability.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Inclusion-exclusion, Bonferroni inequalities, sieve
                 formula, abstract tube, abstract simplicial complex,
                 partial order, chain, dynamic programming, graph
                 coloring, chromatic polynomial, broken circuit complex,
                 network reliability",
}

@Article{Dalang:1999:EMM,
  author =       "Robert C. Dalang",
  title =        "Extending the Martingale Measure Stochastic Integral
                 With Applications to Spatially Homogeneous S.P.D.E.'s",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "4",
  pages =        "6:1--6:29",
  year =         "1999",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v4-43",
  ISSN =         "1083-6489",
  MRclass =      "60H05 (35R60 60G15 60G48 60H15)",
  MRnumber =     "1684157 (2000b:60132)",
  MRreviewer =   "Marta Sanz Sol{\'e}",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/43",
  abstract =     "We extend the definition of Walsh's martingale measure
                 stochastic integral so as to be able to solve
                 stochastic partial differential equations whose Green's
                 function is not a function but a Schwartz distribution.
                 This is the case for the wave equation in dimensions
                 greater than two. Even when the integrand is a
                 distribution, the value of our stochastic integral
                 process is a real-valued martingale. We use this
                 extended integral to recover necessary and sufficient
                 conditions under which the linear wave equation driven
                 by spatially homogeneous Gaussian noise has a process
                 solution, and this in any spatial dimension. Under this
                 condition, the non-linear three dimensional wave
                 equation has a global solution. The same methods apply
                 to the damped wave equation, to the heat equation and
                 to various parabolic equations.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "stochastic wave equation, stochastic heat equation,
                 Gaussian noise, process solution",
}

@Article{Arcones:1999:WCR,
  author =       "Miguel A. Arcones",
  title =        "Weak Convergence for the Row Sums of a Triangular
                 Array of Empirical Processes Indexed by a Manageable
                 Triangular Array of Functions",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "4",
  pages =        "7:1--7:17",
  year =         "1999",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v4-44",
  ISSN =         "1083-6489",
  MRclass =      "60B12 (60F17)",
  MRnumber =     "1684153 (2000c:60004)",
  MRreviewer =   "Lajos Horv{\'a}th",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/44",
  abstract =     "We study the weak convergence for the row sums of a
                 general triangular array of empirical processes indexed
                 by a manageable class of functions converging to an
                 arbitrary limit. As particular cases, we consider
                 random series processes and normalized sums of i.i.d.
                 random processes with Gaussian and stable limits. An
                 application to linear regression is presented. In this
                 application, the limit of the row sum of a triangular
                 array of empirical process is the mixture of a Gaussian
                 process with a random series process.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Empirical processes, triangular arrays, manageable
                 classes",
}

@Article{Worms:1999:MDS,
  author =       "Julien Worms",
  title =        "Moderate deviations for stable {Markov} chains and
                 regression models",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "4",
  pages =        "8:1--8:28",
  year =         "1999",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v4-45",
  ISSN =         "1083-6489",
  MRclass =      "60F10 (60G10 62J02 62J05)",
  MRnumber =     "1684149 (2000b:60073)",
  MRreviewer =   "Peter Eichelsbacher",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/45",
  abstract =     "We prove moderate deviations principles for
                 \begin{itemize} \item unbounded additive functionals of
                 the form $ S_n = \sum_{j = 1}^n g(X^{(p)}_{j - 1}) $,
                 where $ (X_n)_{n \in N} $ is a stable $ R^d$-valued
                 functional autoregressive model of order $p$ with white
                 noise and stationary distribution $ \mu $, and $g$ is
                 an $ R^q$-valued Lipschitz function of order $ (r,
                 s)$;

                 \item the error of the least squares estimator (LSE) of
                 the matrix $ \theta $ in an $ R^d$-valued regression
                 model $ X_n = \theta^t \phi_{n - 1} + \epsilon_n$,
                 where $ (\epsilon_n)$ is a generalized Gaussian
                 noise.

                 \end{itemize} We apply these results to study the error
                 of the LSE for a stable $ R^d$-valued linear
                 autoregressive model of order $p$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Large and Moderate Deviations, Martingales, Markov
                 Chains, Least Squares Estimator for a regression
                 model",
}

@Article{Morters:1999:SSL,
  author =       "Peter M{\"o}rters and Narn-Rueih Shieh",
  title =        "Small scale limit theorems for the intersection local
                 times of {Brownian} motion",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "4",
  pages =        "9:1--9:23",
  year =         "1999",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v4-46",
  ISSN =         "1083-6489",
  MRclass =      "60G17 (28A78 60J55 60J65)",
  MRnumber =     "1690313 (2000e:60060)",
  MRreviewer =   "Yimin Xiao",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/46",
  abstract =     "In this paper we contribute to the investigation of
                 the fractal nature of the intersection local time
                 measure on the intersection of independent Brownian
                 paths. We particularly point out the difference in the
                 small scale behaviour of the intersection local times
                 in three-dimensional space and in the plane by studying
                 almost sure limit theorems motivated by the notion of
                 average densities introduced by Bedford and Fisher. We
                 show that in 3-space the intersection local time
                 measure of two paths has an average density of order
                 two with respect to the gauge function $ \varphi (r) =
                 r $, but in the plane, for the intersection local time
                 measure of p Brownian paths, the average density of
                 order two fails to converge. The average density of
                 order three, however, exists for the gauge function $
                 \varphi_p(r) = r^2 [\log (1 / r)]^p $. We also prove
                 refined versions of the above results, which describe
                 more precisely the fluctuations of the volume of small
                 balls around these gauge functions by identifying the
                 density distributions, or lacunarity distributions, of
                 the intersection local times.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Brownian motion, intersection local time, Palm
                 distribution, average density, density distribution,
                 lacunarity distribution, logarithmic average",
}

@Article{Dembo:1999:TPT,
  author =       "Amir Dembo and Yuval Peres and Jay Rosen and Ofer
                 Zeitouni",
  title =        "Thick Points for Transient Symmetric Stable
                 Processes",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "4",
  pages =        "10:1--10:13",
  year =         "1999",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v4-47",
  ISSN =         "1083-6489",
  MRclass =      "60J55 (60G52)",
  MRnumber =     "1690314 (2000f:60117)",
  MRreviewer =   "Larbi Alili",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/47",
  abstract =     "Let $ T(x, r) $ denote the total occupation measure of
                 the ball of radius $r$ centered at $x$ for a transient
                 symmetric stable processes of index $ b < d$ in $ R^d$
                 and $ K(b, d)$ denote the norm of the convolution with
                 its 0-potential density, considered as an operator on $
                 L^2 (B(0, 1), d x)$. We prove that as $r$ approaches 0,
                 almost surely $ \sup_{|x| \leq 1} T(x, r) / (r^b| \log
                 r|) \to b K(b, d)$. Furthermore, for any $ a \in (0, b
                 / K(b, d))$, the Hausdorff dimension of the set of
                 ``thick points'' $x$ for which $ \limsup_{r \to 0} T(x,
                 r) / (r^b | \log r|) = a$, is almost surely $ b - a /
                 K(b, d)$; this is the correct scaling to obtain a
                 nondegenerate ``multifractal spectrum'' for transient
                 stable occupation measure. The liminf scaling of $ T(x,
                 r)$ is quite different: we exhibit positive, finite,
                 non-random $ c(b, d), C(b, d)$, such that almost surely
                 $ c(b, d) < \sup_x \liminf_{r \to 0} T(x, r) / r^b <
                 C(b, d)$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Stable process, occupation measure, multifractal
                 spectrum",
}

@Article{Pitman:1999:BMB,
  author =       "Jim Pitman",
  title =        "{Brownian} motion, bridge, excursion, and meander
                 characterized by sampling at independent uniform
                 times",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "4",
  pages =        "11:1--11:33",
  year =         "1999",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v4-48",
  ISSN =         "1083-6489",
  MRclass =      "60J65 (05A19 11B73)",
  MRnumber =     "1690315 (2000e:60137)",
  MRreviewer =   "G{\"o}tz Kersting",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/48;
                 http://www.math.washington.edu/~ejpecp/EjpVol4/paper11.abs.html",
  abstract =     "For a random process $X$ consider the random vector
                 defined by the values of $X$ at times $ 0 < U_{n, 1} <
                 \cdots {} < U_{n, n} < 1$ and the minimal values of $X$
                 on each of the intervals between consecutive pairs of
                 these times, where the $ U_{n, i}$ are the order
                 statistics of $n$ independent uniform $ (0, 1)$
                 variables, independent of $X$. The joint law of this
                 random vector is explicitly described when $X$ is a
                 Brownian motion. Corresponding results for Brownian
                 bridge, excursion, and meander are deduced by
                 appropriate conditioning. These descriptions yield
                 numerous new identities involving the laws of these
                 processes, and simplified proofs of various known
                 results, including Aldous's characterization of the
                 random tree constructed by sampling the excursion at
                 $n$ independent uniform times, Vervaat's transformation
                 of Brownian bridge into Brownian excursion, and
                 Denisov's decomposition of the Brownian motion at the
                 time of its minimum into two independent Brownian
                 meanders. Other consequences of the sampling formulae
                 are Brownian representations of various special
                 functions, including Bessel polynomials, some
                 hypergeometric polynomials, and the Hermite function.
                 Various combinatorial identities involving random
                 partitions and generalized Stirling numbers are also
                 obtained.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "alternating exponential random walk, uniform order
                 statistics, critical binary random tree, Vervaat's
                 transformation, random partitions, generalized Stirling
                 numbers, Bessel polynomials, McDonald function,
                 products of gamma variables, Hermite function",
}

@Article{Greven:1999:LBB,
  author =       "Andreas Greven and Achim Klenke and Anton
                 Wakolbinger",
  title =        "The Longtime Behavior of Branching Random Walk in a
                 Catalytic Medium",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "4",
  pages =        "12:1--12:80",
  year =         "1999",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v4-49",
  ISSN =         "1083-6489",
  MRclass =      "60K35 (60J80)",
  MRnumber =     "1690316 (2000a:60189)",
  MRreviewer =   "T. M. Liggett",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/49",
  abstract =     "Consider a countable collection of particles located
                 on a countable group, performing a critical branching
                 random walk where the branching rate of a particle is
                 given by a random medium fluctuating both in space and
                 time. Here we study the case where the time-space
                 random medium (called catalyst) is also a critical
                 branching random walk evolving autonomously while the
                 local branching rate of the reactant process is
                 proportional to the number of catalytic particles
                 present at a site. The catalyst process and the
                 reactant process typically have different underlying
                 motions.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Branching random walk in random medium,
                 reactant-catalyst systems, interacting particle
                 Systems, random media",
}

@Article{Peligrad:1999:CSS,
  author =       "Magda Peligrad",
  title =        "Convergence of Stopped Sums of Weakly Dependent Random
                 Variables",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "4",
  pages =        "13:1--13:13",
  year =         "1999",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v4-50",
  ISSN =         "1083-6489",
  MRclass =      "60E15 (60F15 60G48)",
  MRnumber =     "1692676 (2000d:60033)",
  MRreviewer =   "Przemys{\l}aw Matu{\l}a",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/50",
  abstract =     "In this paper we investigate stopped partial sums for
                 weak dependent sequences.\par

                 In particular, the results are used to obtain new
                 maximal inequalities for strongly mixing sequences and
                 related almost sure results.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Partial sums, maximal inequalities, weak dependent
                 sequences, stopping times, amarts",
}

@Article{Steinsaltz:1999:RTC,
  author =       "David Steinsaltz",
  title =        "Random Time Changes for Sock-Sorting and Other
                 Stochastic Process Limit Theorems",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "4",
  pages =        "14:1--14:25",
  year =         "1999",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v4-51",
  ISSN =         "1083-6489",
  MRclass =      "60F05 (60C05 60K05)",
  MRnumber =     "1692672 (2000e:60038)",
  MRreviewer =   "Lars Holst",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/51",
  abstract =     "A common technique in the theory of stochastic process
                 is to replace a discrete time coordinate by a
                 continuous randomized time, defined by an independent
                 Poisson or other process. Once the analysis is complete
                 on this Poissonized process, translating the results
                 back to the original setting may be nontrivial. It is
                 shown here that, under fairly general conditions, if
                 the process $ S_n $ and the time change $ \phi_n $ both
                 converge, when normalized by the same constant, to
                 limit processes combined process $ S_n(\phi_n(t)) $
                 converges, when properly normalized, to a sum of the
                 limit of the original process, and the limit of the
                 time change multiplied by the derivative of $ E S_n $.
                 It is also shown that earlier results on the fine
                 structure of the maxima are preserved by these time
                 changes.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "maximal inequalities, decoupling, Poissonization,
                 functional central limit theorem, sorting, random
                 allocations, auxiliary randomization, time change",
}

@Article{Pitman:1999:LMB,
  author =       "Jim Pitman and Marc Yor",
  title =        "The law of the maximum of a {Bessel} bridge",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "4",
  pages =        "15:1--15:35",
  year =         "1999",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v4-52",
  ISSN =         "1083-6489",
  MRclass =      "60J65 (33C10 60J60)",
  MRnumber =     "1701890 (2000j:60101)",
  MRreviewer =   "Endre Cs{\'a}ki",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/52;
                 http://www.math.washington.edu/~ejpecp/EjpVol4/paper15.abs.html",
  abstract =     "Let $ M_d $ be the maximum of a standard Bessel bridge
                 of dimension $d$. A series formula for $ P(M_d \leq a)$
                 due to Gikhman and Kiefer for $ d = 1, 2, \ldots $ is
                 shown to be valid for all real $ d > 0$. Various other
                 characterizations of the distribution of $ M_d$ are
                 given, including formulae for its Mellin transform,
                 which is an entire function. The asymptotic
                 distribution of $ M_d$ is described both as $d$ tends
                 to infinity and as $d$ tends to zero.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Brownian bridge, Brownian excursion, Brownian scaling,
                 local time, Bessel process, zeros of Bessel functions,
                 Riemann zeta function",
}

@Article{Igloi:1999:LRD,
  author =       "E. Igl{\'o}i and G. Terdik",
  title =        "Long-range dependence through gamma-mixed
                 {Ornstein--Uhlenbeck} process",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "4",
  pages =        "16:1--16:33",
  year =         "1999",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v4-53",
  ISSN =         "1083-6489",
  MRclass =      "60H05 (60G15 60G18 60H10)",
  MRnumber =     "1713649 (2000m:60060)",
  MRreviewer =   "V. V. Anh",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/53",
  abstract =     "The limit process of aggregational models---(i) sum of
                 random coefficient AR(1) processes with independent
                 Brownian motion (BM) inputs and (ii) sum of AR(1)
                 processes with random coefficients of Gamma
                 distribution and with input of common BM's, ---proves
                 to be Gaussian and stationary and its transfer function
                 is the mixture of transfer functions of
                 Ornstein--Uhlenbeck (OU) processes by Gamma
                 distribution. It is called Gamma-mixed
                 Ornstein--Uhlenbeck process ($ \Gamma \mathsf {MOU}$).
                 For independent Poisson alternating $0$-$1$ reward
                 processes with proper random intensity it is shown that
                 the standardized sum of the processes converges to the
                 standardized $ \Gamma \mathsf {MOU}$ process. The $
                 \Gamma \mathsf {MOU}$ process has various interesting
                 properties and it is a new candidate for the successful
                 modelling of several Gaussian stationary data with
                 long-range dependence. Possible applications and
                 problems are also considered.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Stationarity, Long-range dependence, Spectral
                 representation, Ornstein--Uhlenbeck process,
                 Aggregational model, Stochastic differentialequation,
                 Fractional Brownian motion input, Heart rate
                 variability",
}

@Article{Liptser:1999:MDT,
  author =       "R. Liptser and V. Spokoiny",
  title =        "Moderate Deviations Type Evaluation for Integral
                 Functionals of Diffusion Processes",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "4",
  pages =        "17:1--17:25",
  year =         "1999",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v4-54",
  ISSN =         "1083-6489",
  MRclass =      "60F10 (60J60)",
  MRnumber =     "1741723 (2001j:60054)",
  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/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/54",
  abstract =     "We establish a large deviations type evaluation for
                 the family of integral functionals.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "large deviations, moderate deviations, diffusion",
}

@Article{Fukushima:1999:SMC,
  author =       "Masatoshi Fukushima",
  title =        "On semi-martingale characterizations of functionals of
                 symmetric {Markov} processes",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "4",
  pages =        "18:1--18:32",
  year =         "1999",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v4-55",
  ISSN =         "1083-6489",
  MRclass =      "60J45 (31C25 60J55)",
  MRnumber =     "1741537 (2001b:60091)",
  MRreviewer =   "Zhen-Qing Chen",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/55",
  abstract =     "For a quasi-regular (symmetric) Dirichlet space $
                 ({\cal E}, {\cal F}) $ and an associated symmetric
                 standard process $ (X_t, P_x) $, we show that, for $ u
                 i n {\cal F} $, the additive functional $ u^*(X_t) -
                 u^*(X_0) $ is a semimartingale if and only if there
                 exists an $ {\cal E}$-nest $ \{ F_n \} $ and positive
                 constants $ C_n$ such that $ \vert {\cal E}(u, v) \vert
                 \leq C_n \Vert v \Vert_\infty, v \in {\cal F}_{F_n,
                 b}.$ In particular, a signed measure resulting from the
                 inequality will be automatically smooth. One of the
                 variants of this assertion is applied to the distorted
                 Brownian motion on a closed subset of $ R^d$, giving
                 stochastic characterizations of BV functions and
                 Caccioppoli sets.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "quasi-regular Dirichlet form, strongly regular
                 representation, additive functionals, semimartingale,
                 smooth signed measure, BV function",
}

@Article{Getoor:1999:EGS,
  author =       "Ronald K. Getoor",
  title =        "An Extended Generator and {Schr{\"o}dinger}
                 Equations",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "4",
  pages =        "19:1--19:23",
  year =         "1999",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v4-56",
  ISSN =         "1083-6489",
  MRclass =      "60J40 (60J25 60J35 60J45)",
  MRnumber =     "1741538 (2001c:60115)",
  MRreviewer =   "Zoran Vondra{\v{c}}ek",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/56",
  abstract =     "The generator of a Borel right process is extended so
                 that it maps functions to smooth measures. This
                 extension may be defined either probabilistically using
                 martingales or analytically in terms of certain kernels
                 on the state space of the process. Then the associated
                 Schr{\"o}dinger equation with a (signed) measure
                 serving as potential may be interpreted as an equation
                 between measures. In this context general existence and
                 uniqueness theorems for solutions are established.
                 These are then specialized to obtain more concrete
                 results in special situations.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Markov processes, Schr{\"o}dinger equations,
                 generators, smooth measures",
}

@Article{Sharpe:1999:MRS,
  author =       "Michael Sharpe",
  title =        "Martingales on Random Sets and the Strong Martingale
                 Property",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "5",
  pages =        "1:1--1:17",
  year =         "1999",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v5-57",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/57",
  abstract =     "Let $X$ be a process defined on an optional random
                 set. The paper develops two different conditions on $X$
                 guaranteeing that it is the restriction of a uniformly
                 integrable martingale. In each case, it is supposed
                 that $X$ is the restriction of some special
                 semimartingale $Z$ with canonical decomposition $ Z = M
                 + A$. The first condition, which is both necessary and
                 sufficient, is an absolute continuity condition on $A$.
                 Under additional hypotheses, the existence of a
                 martingale extension can be characterized by a strong
                 martingale property of $X$. Uniqueness of the extension
                 is also considered.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Martingale, random set, strong martingale property",
}

@Article{Camarri:1999:LDR,
  author =       "Michael Camarri and Jim Pitman",
  title =        "Limit Distributions and Random Trees Derived from the
                 Birthday Problem with Unequal Probabilities",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "5",
  pages =        "2:1--2:18",
  year =         "1999",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v5-58",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/58",
  abstract =     "Given an arbitrary distribution on a countable set,
                 consider the number of independent samples required
                 until the first repeated value is seen. Exact and
                 asymptotic formulae are derived for the distribution of
                 this time and of the times until subsequent repeats.
                 Asymptotic properties of the repeat times are derived
                 by embedding in a Poisson process. In particular,
                 necessary and sufficient conditions for convergence are
                 given and the possible limits explicitly described.
                 Under the same conditions the finite dimensional
                 distributions of the repeat times converge to the
                 arrival times of suitably modified Poisson processes,
                 and random trees derived from the sequence of
                 independent trials converge in distribution to an
                 inhomogeneous continuum random tree.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Repeat times, point process, Poisson embedding,
                 inhomogeneous continuum random tree, Rayleigh
                 distribution",
}

@Article{Bessaih:1999:SWA,
  author =       "Hakima Bessaih",
  title =        "Stochastic Weak Attractor for a Dissipative {Euler}
                 Equation",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "5",
  pages =        "3:1--3:16",
  year =         "1999",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v5-59",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/59",
  abstract =     "In this paper a nonautonomous dynamical system is
                 considered, a stochastic one that is obtained from the
                 dissipative Euler equation subject to a stochastic
                 perturbation, an additive noise. Absorbing sets have
                 been defined as sets that depend on time and attracts
                 from $ - \infty $. A stochastic weak attractor is
                 constructed in phase space with respect to two metrics
                 and is compact in the lower one.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Dissipative Euler Equation, random dynamical systems,
                 attractors",
}

@Article{Bertoin:1999:TCD,
  author =       "Jean Bertoin and Jim Pitman",
  title =        "Two Coalescents Derived from the Ranges of Stable
                 Subordinators",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "5",
  pages =        "7:1--7:17",
  year =         "1999",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v5-63",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/63",
  abstract =     "Let $ M_\alpha $ be the closure of the range of a
                 stable subordinator of index $ \alpha \in]0, 1 [ $.
                 There are two natural constructions of the $ M_{\alpha
                 } $'s simultaneously for all $ \alpha \in]0, 1 [ $, so
                 that $ M_{\alpha } \subseteq M_{\beta } $ for $ 0 <
                 \alpha < \beta < 1 $: one based on the intersection of
                 independent regenerative sets and one based on
                 Bochner's subordination. We compare the corresponding
                 two coalescent processes defined by the lengths of
                 complementary intervals of $ [0, 1] \backslash M_{1 -
                 \rho } $ for $ 0 < \rho < 1 $. In particular, we
                 identify the coalescent based on the subordination
                 scheme with the coalescent recently introduced by
                 Bolthausen and Sznitman.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "coalescent, stable, subordinator, Poisson--Dirichlet
                 distribution",
}

@Article{Khoshnevisan:2000:LRF,
  author =       "Davar Khoshnevisan and Yuval Peres and Yimin Xiao",
  title =        "Limsup Random Fractals",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "5",
  pages =        "4:1--4:24",
  year =         "2000",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v5-60",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/60",
  abstract =     "Orey and Taylor (1974) introduced sets of ``fast
                 points'' where Brownian increments are exceptionally
                 large, $ {\rm F}(\lambda) := \{ t \in [0, 1] \colon
                 \limsup_{h \to 0}{ | X(t + h) - X(t)| / \sqrt { 2h|
                 \log h|}} \ge \lambda \} $. They proved that for $
                 \lambda \in (0, 1] $, the Hausdorff dimension of $ {\rm
                 F}(\lambda) $ is $ 1 - \lambda^2 $ a.s. We prove that
                 for any analytic set $ E \subset [0, 1] $, the supremum
                 of the $ \lambda $ such that $E$ intersects $ {\rm
                 F}(\lambda)$ a.s. equals $ \sqrt {\text {dim}_p E }$,
                 where $ \text {dim}_p E$ is the {\em packing dimension}
                 of $E$. We derive this from a general result that
                 applies to many other random fractals defined by limsup
                 operations. This result also yields extensions of
                 certain ``fractal functional limit laws'' due to
                 Deheuvels and Mason (1994). In particular, we prove
                 that for any absolutely continuous function $f$ such
                 that $ f(0) = 0$ and the energy $ \int_0^1 |f'|^2 \, d
                 t $ is lower than the packing dimension of $E$, there
                 a.s. exists some $ t \in E$ so that $f$ can be
                 uniformly approximated in $ [0, 1]$ by normalized
                 Brownian increments $ s \mapsto [X(t + s h) - X(t)] /
                 \sqrt { 2h| \log h|}$; such uniform approximation is
                 a.s. impossible if the energy of $f$ is higher than the
                 packing dimension of $E$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Limsup random fractal, packing dimension, Hausdorff
                 dimension, Brownian motion, fast point",
}

@Article{Ichinose:2000:NED,
  author =       "Takashi Ichinose and Satoshi Takanobu",
  title =        "The Norm Estimate of the Difference Between the {Kac}
                 Operator and {Schr{\"o}dinger} Semigroup {II}: The
                 General Case Including the Relativistic Case",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "5",
  pages =        "5:1--5:47",
  year =         "2000",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v5-61",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/61",
  abstract =     "More thorough results than in our previous paper in
                 Nagoya Math. J. are given on the $ L_p$-operator norm
                 estimates for the Kac operator $ e^{-tV / 2} e^{-tH_0}
                 e^{-tV / 2}$ compared with the Schr{\"o}dinger
                 semigroup $ e^{-t(H_0 + V)}$. The Schr{\"o}dinger
                 operators $ H_0 + V$ to be treated in this paper are
                 more general ones associated with the L{\'e}vy process,
                 including the relativistic Schr{\"o}dinger operator.
                 The method of proof is probabilistic based on the
                 Feynman--Kac formula. It differs from our previous work
                 in the point of using {\em the Feynman--Kac formula\/}
                 not directly for these operators, but instead through
                 {\em subordination\/} from the Brownian motion, which
                 enables us to deal with all these operators in a
                 unified way. As an application of such estimates the
                 Trotter product formula in the $ L_p$-operator norm,
                 with error bounds, for these Schr{\"o}dinger semigroups
                 is also derived.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Schr{\"o}dinger operator, Schr{\"o}dinger semigroup,
                 relativistic Schr{\"o}dinger operator, Trotter product
                 formula, Lie--Trotter--Kato product formula,
                 Feynman--Kac formula, subordination of Brownian motion,
                 Kato's inequality",
}

@Article{Mikulevicius:2000:SEE,
  author =       "R. Mikulevicius and G. Valiukevicius",
  title =        "On Stochastic {Euler} equation in $ \mathbb {R}^d $",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "5",
  pages =        "6:1--6:20",
  year =         "2000",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v5-62",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/62",
  abstract =     "Following the Arnold--Marsden--Ebin approach, we prove
                 local (global in 2-D) existence and uniqueness of
                 classical (H{\"o}lder class) solutions of stochastic
                 Euler equation with random forcing.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Stochastic partial differential equations, Euler
                 equation",
}

@Article{Lawler:2000:SCH,
  author =       "Gregory Lawler",
  title =        "Strict Concavity of the Half Plane Intersection
                 Exponent for Planar {Brownian} Motion",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "5",
  pages =        "8:1--8:33",
  year =         "2000",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v5-64",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/64",
  abstract =     "The intersection exponents for planar Brownian motion
                 measure the exponential decay of probabilities of
                 nonintersection of paths. We study the intersection
                 exponent $ \xi (\lambda_1, \lambda_2) $ for Brownian
                 motion restricted to a half plane which by conformal
                 invariance is the same as Brownian motion restricted to
                 an infinite strip. We show that $ \xi $ is a strictly
                 concave function. This result is used in another paper
                 to establish a universality result for conformally
                 invariant intersection exponents.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Brownian motion, intersection exponent",
}

@Article{Conlon:2000:HEE,
  author =       "Joseph Conlon and Ali Naddaf",
  title =        "On Homogenization Of Elliptic Equations With Random
                 Coefficients",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "5",
  pages =        "9:1--9:58",
  year =         "2000",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v5-65",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/65",
  abstract =     "In this paper, we investigate the rate of convergence
                 of the solution $ u_\varepsilon $ of the random
                 elliptic partial difference equation $
                 (\nabla^{\varepsilon *} a(x / \varepsilon, \omega)
                 \nabla^\varepsilon + 1)u_\varepsilon (x, \omega) = f(x)
                 $ to the corresponding homogenized solution. Here $ x
                 \in \varepsilon Z^d $, and $ \omega \in \Omega $
                 represents the randomness. Assuming that $ a(x) $'s are
                 independent and uniformly elliptic, we shall obtain an
                 upper bound $ \varepsilon^\alpha $ for the rate of
                 convergence, where $ \alpha $ is a constant which
                 depends on the dimension $ d \ge 2 $ and the deviation
                 of $ a(x, \omega) $ from the identity matrix. We will
                 also show that the (statistical) average of $
                 u_\varepsilon (x, \omega) $ and its derivatives decay
                 exponentially for large $x$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Homogenization, elliptic equations, random
                 environment, Euler-Lagrange equation",
}

@Article{Hu:2000:LCH,
  author =       "Yueyun Hu",
  title =        "The Laws of {Chung} and {Hirsch} for {Cauchy}'s
                 Principal Values Related to {Brownian} Local Times",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "5",
  pages =        "10:1--10:16",
  year =         "2000",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v5-66",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/66",
  abstract =     "Two Chung-type and Hirsch-type laws are established to
                 describe the liminf asymptotic behaviours of the
                 Cauchy's principal values related to Brownian local
                 times. These results are generalized to a class of
                 Brownian additive functionals.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Principal values, Brownian additive functional, liminf
                 asymptotic behaviours",
}

@Article{Feyel:2000:ARP,
  author =       "D. Feyel and A. {de La Pradelle}",
  title =        "The Abstract {Riemannian} Path Space",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "5",
  pages =        "11:1--11:17",
  year =         "2000",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v5-67",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/67",
  abstract =     "On the Wiener space $ \Omega $, we introduce an
                 abstract Ricci process $ A_t $ and a pseudo-gradient $
                 F \rightarrow {F}^\sharp $ which are compatible through
                 an integration by parts formula. They give rise to a $
                 \sharp $-Sobolev space on $ \Omega $, logarithmic
                 Sobolev inequalities, and capacities, which are tight
                 on Hoelder compact sets of $ \Omega $. These are then
                 applied to the path space over a Riemannian manifold.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Wiener space, Sobolev spaces, Bismut--Driver formula,
                 Logarithmic Sobolev inequality, Capacities, Riemannian
                 manifold path space",
}

@Article{Schweinsberg:2000:CSM,
  author =       "Jason Schweinsberg",
  title =        "Coalescents with Simultaneous Multiple Collisions",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "5",
  pages =        "12:1--12:50",
  year =         "2000",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v5-68",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/68",
  abstract =     "We study a family of coalescent processes that undergo
                 ``simultaneous multiple collisions, '' meaning that
                 many clusters of particles can merge into a single
                 cluster at one time, and many such mergers can occur
                 simultaneously. This family of processes, which we
                 obtain from simple assumptions about the rates of
                 different types of mergers, essentially coincides with
                 a family of processes that Mohle and Sagitov obtain as
                 a limit of scaled ancestral processes in a population
                 model with exchangeable family sizes. We characterize
                 the possible merger rates in terms of a single measure,
                 show how these coalescents can be constructed from a
                 Poisson process, and discuss some basic properties of
                 these processes. This work generalizes some work of
                 Pitman, who provides similar analysis for a family of
                 coalescent processes in which many clusters can
                 coalesce into a single cluster, but almost surely no
                 two such mergers occur simultaneously.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "coalescence, ancestral processes, Poisson point
                 processes, Markov processes, exchangeable random
                 partitions",
}

@Article{Krylov:2000:SS,
  author =       "N. Krylov",
  title =        "{SPDEs} in {$ L_q((0, \tau], L_p) $} Spaces",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "5",
  pages =        "13:1--13:29",
  year =         "2000",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v5-69",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/69",
  abstract =     "Existence and uniqueness theorems are presented for
                 evolutional stochastic partial differential equations
                 of second order in $ L_p$-spaces with weights allowing
                 derivatives of solutions to blow up near the boundary.
                 It is allowed for the powers of summability with
                 respect to space and time variables to be different.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Stochastic partial differential equations, Sobolev
                 spaces with weights",
}

@Article{Lyne:2000:TWC,
  author =       "Owen Lyne",
  title =        "Travelling Waves for a Certain First-Order Coupled
                 {PDE} System",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "5",
  pages =        "14:1--14:40",
  year =         "2000",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v5-70",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/70",
  abstract =     "This paper concentrates on a particular first-order
                 coupled PDE system. It provides both a detailed
                 treatment of the {\em existence\/} and {\em
                 uniqueness\/} of monotone travelling waves to various
                 equilibria, by differential-equation theory and by
                 probability theory and a treatment of the corresponding
                 hyperbolic initial-value problem, by analytic methods.
                 The initial-value problem is studied using
                 characteristics to show existence and uniqueness of a
                 bounded solution for bounded initial data (subject to
                 certain smoothness conditions). The concept of {\em
                 weak\/} solutions to partial differential equations is
                 used to rigorously examine bounded initial data with
                 jump discontinuities. For the travelling wave problem
                 the differential-equation treatment makes use of a
                 shooting argument and explicit calculations of the
                 eigenvectors of stability matrices. The probabilistic
                 treatment is careful in its proofs of {\em
                 martingale\/} (as opposed to merely local-martingale)
                 properties. A modern {\em change-of-measure
                 technique\/} is used to obtain the best lower bound on
                 the speed of the monotone travelling wave --- with
                 Heaviside initial conditions the solution converges to
                 an approximate travelling wave of that speed (the
                 solution tends to one ahead of the wave-front and to
                 zero behind it). Waves to different equilibria are
                 shown to be related by Doob $h$-transforms. {\em
                 Large-deviation theory\/} provides heuristic links
                 between alternative descriptions of minimum wave
                 speeds, rigorous algebraic proofs of which are
                 provided.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Travelling waves, Martingales, Branching processes",
}

@Article{Kopp:2000:CIM,
  author =       "P. Kopp and Volker Wellmann",
  title =        "Convergence in Incomplete Market Models",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "5",
  pages =        "15:1--15:26",
  year =         "2000",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v5-71",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/71",
  abstract =     "The problem of pricing and hedging of contingent
                 claims in incomplete markets has led to the development
                 of various valuation methodologies. This paper examines
                 the mean-variance approach to risk-minimisation and
                 shows that it is robust under the convergence from
                 discrete- to continuous-time market models. This
                 property yields new convergence results for option
                 prices, trading strategies and value processes in
                 incomplete market models. Techniques from nonstandard
                 analysis are used to develop new results for the
                 lifting property of the minimal martingale density and
                 risk-minimising strategies. These are applied to a
                 number of incomplete market models:\par

                 It is shown that the convergence of the underlying
                 models implies the convergence of strategies and value
                 processes for multinomial models and approximations of
                 the Black--Scholes model by direct discretisation of
                 the price process. The concept of $ D^2$-convergence is
                 extended to these classes of models, including the
                 construction of discretisation schemes. This yields new
                 standard convergence results for these models.\par

                 For ease of reference a summary of the main results
                 from nonstandard analysis in the context of stochastic
                 analysis is given as well as a brief introduction to
                 mean-variance hedging and pricing.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Financial models, incomplete markets,",
}

@Article{Goldsheid:2000:ECA,
  author =       "Ilya Goldsheid and Boris Khoruzhenko",
  title =        "Eigenvalue Curves of Asymmetric Tridiagonal Matrices",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "5",
  pages =        "16:1--16:28",
  year =         "2000",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v5-72",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/72",
  abstract =     "Random Schr{\"o}dinger operators with imaginary vector
                 potentials are studied in dimension one. These
                 operators are non-Hermitian and their spectra lie in
                 the complex plane. We consider the eigenvalue problem
                 on finite intervals of length $n$ with periodic
                 boundary conditions and describe the limit eigenvalue
                 distribution when $n$ goes to infinity. We prove that
                 this limit distribution is supported by curves in the
                 complex plane. We also obtain equations for these
                 curves and for the corresponding eigenvalue density in
                 terms of the Lyapunov exponent and the integrated
                 density of states of a ``reference'' symmetric
                 eigenvalue problem. In contrast to these results, the
                 spectrum of the limit operator in $ \ell^2 (Z)$ is a
                 two dimensional set which is not approximated by the
                 spectra of the finite-interval operators.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Random matrix, Schr{\"o}dinger operator, Lyapunov
                 exponent, eigenvalue distribution, complex
                 eigenvalue.",
}

@Article{Geiger:2000:PPP,
  author =       "Jochen Geiger",
  title =        "{Poisson} point process limits in size-biased
                 {Galton--Watson} trees",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "5",
  pages =        "17:1--17:12",
  year =         "2000",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v5-73",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/73",
  abstract =     "Consider a critical binary continuous-time
                 Galton--Watson tree size-biased according to the number
                 of particles at time $t$. Decompose the population at
                 $t$ according to the particles' degree of relationship
                 with a distinguished particle picked purely at random
                 from those alive at $t$. Keeping track of the times
                 when the different families grow out of the
                 distinguished line of descent and the related family
                 sizes at $t$, we represent this relationship structure
                 as a point process in a time-size plane. We study
                 limits of these point processes in the single- and some
                 multitype case.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Galton--Watson process, random tree, point process,
                 limit laws",
}

@Article{Sengupta:2000:FPD,
  author =       "Arindam Sengupta and Anish Sarkar",
  title =        "Finitely Polynomially Determined {L{\'e}vy}
                 Processes",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "6",
  pages =        "7:1--7:22",
  year =         "2000",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v6-80",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/80",
  abstract =     "A time-space harmonic polynomial for a continuous-time
                 process $ X = \{ X_t \colon t \ge 0 \} $ is a
                 two-variable polynomial $P$ such that $ \{ P(t, X_t)
                 \colon t \ge 0 \} $ is a martingale for the natural
                 filtration of $X$. Motivated by L{\'e}vy's
                 characterisation of Brownian motion and Watanabe's
                 characterisation of the Poisson process, we look for
                 classes of processes with reasonably general path
                 properties in which a characterisation of those members
                 whose laws are determined by a finite number of such
                 polynomials is available. We exhibit two classes of
                 processes, the first containing the L{\'e}vy processes,
                 and the second a more general class of additive
                 processes, with this property and describe the
                 respective characterisations.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "L{\'e}vy process, additive process, L{\'e}vy's
                 characterisation, L{\'e}vy measure, Kolmogorov
                 measure",
}

@Article{Mountford:2001:NLB,
  author =       "Thomas Mountford",
  title =        "A Note on Limiting Behaviour of Disastrous Environment
                 Exponents",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "6",
  pages =        "1:1--1:10",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v6-74",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/74",
  abstract =     "We consider a random walk on the $d$-dimensional
                 lattice and investigate the asymptotic probability of
                 the walk avoiding a ``disaster'' (points put down
                 according to a regular Poisson process on space-time).
                 We show that, given the Poisson process points, almost
                 surely, the chance of surviving to time $t$ is like $
                 e^{- \alpha \log (\frac 1k) t } $, as $t$ tends to
                 infinity if $k$, the jump rate of the random walk, is
                 small.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Random walk, disaster point, Poisson process",
}

@Article{Su:2001:DCD,
  author =       "Francis Su",
  title =        "Discrepancy Convergence for the Drunkard's Walk on the
                 Sphere",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "6",
  pages =        "2:1--2:20",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v6-75",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/75",
  abstract =     "We analyze the drunkard's walk on the unit sphere with
                 step size $ \theta $ and show that the walk converges
                 in order $ C / \sin^2 (\theta) $ steps in the
                 discrepancy metric ($C$ a constant). This is an
                 application of techniques we develop for bounding the
                 discrepancy of random walks on Gelfand pairs generated
                 by bi-invariant measures. In such cases, Fourier
                 analysis on the acting group admits tractable
                 computations involving spherical functions. We advocate
                 the use of discrepancy as a metric on probabilities for
                 state spaces with isometric group actions.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "discrepancy, random walk, Gelfand pairs, homogeneous
                 spaces, Legendre polynomials",
}

@Article{Bai:2001:LTN,
  author =       "Zhi-Dong Bai and Hsien-Kuei Hwang and Wen-Qi Liang and
                 Tsung-Hsi Tsai",
  title =        "Limit Theorems for the Number of Maxima in Random
                 Samples from Planar Regions",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "6",
  pages =        "3:1--3:41",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v6-76",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/76",
  abstract =     "We prove that the number of maximal points in a random
                 sample taken uniformly and independently from a convex
                 polygon is asymptotically normal in the sense of
                 convergence in distribution. Many new results for other
                 planar regions are also derived. In particular, precise
                 Poisson approximation results are given for the number
                 of maxima in regions bounded above by a nondecreasing
                 curve.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Maximal points, multicriterial optimization, central
                 limit theorems, Poisson approximations, convex
                 polygons",
}

@Article{Kesten:2001:PAW,
  author =       "Harry Kesten and Vladas Sidoravicius and Yu Zhang",
  title =        "Percolation of Arbitrary words on the Close-Packed
                 Graph of $ \mathbb {Z}^2 $",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "6",
  pages =        "4:1--4:27",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v6-77",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/77",
  abstract =     "Let $ {\mathbb {Z}}^2_{cp} $ be the close-packed graph
                 of $ \mathbb {Z}^2 $, that is, the graph obtained by
                 adding to each face of $ \mathbb {Z}^2 $ its diagonal
                 edges. We consider site percolation on $ \mathbb
                 {Z}^2_{cp} $, namely, for each $v$ we choose $ X(v) =
                 1$ or 0 with probability $p$ or $ 1 - p$, respectively,
                 independently for all vertices $v$ of $ \mathbb
                 {Z}^2_{cp}$. We say that a word $ (\xi_1, \xi_2, \dots)
                 \in \{ 0, 1 \}^{\mathbb {N}}$ is seen in the
                 percolation configuration if there exists a
                 selfavoiding path $ (v_1, v_2, \dots)$ on $ \mathbb
                 {Z}^2_{cp}$ with $ X(v_i) = \xi_i, i \ge 1$. $
                 p_c(\mathbb {Z}^2, \text {site})$ denotes the critical
                 probability for site-percolation on $ \mathbb {Z}^2$.
                 We prove that for each fixed $ p \in \big (1 -
                 p_c(\mathbb {Z}^2, \text {site}), p_c(\mathbb {Z}^2,
                 \text {site}) \big)$, with probability 1 all words are
                 seen. We also show that for some constants $ C_i > 0$
                 there is a probability of at least $ C_1$ that all
                 words of length $ C_0 n^2$ are seen along a path which
                 starts at a neighbor of the origin and is contained in
                 the square $ [ - n, n]^2$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Percolation, close-packing",
}

@Article{Flandoli:2001:SSS,
  author =       "Franco Flandoli and Marco Romito",
  title =        "Statistically Stationary Solutions to the {$3$D}
                 {Navier--Stokes} Equations do not show Singularities",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "6",
  pages =        "5:1--5:15",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v6-78",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/78",
  abstract =     "If $ \mu $ is a probability measure on the set of
                 suitable weak solutions of the 3D Navier--Stokes
                 equations, invariant for the time-shift, with finite
                 mean dissipation rate, then at every time $t$ the set
                 of singular points is empty $ \mu $-a.s. The existence
                 of a measure $ \mu $ with the previous properties is
                 also proved; it may describe a turbulent asymptotic
                 regime.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Navier--Stokes equations, suitable weak solutions,
                 stationary solutions",
}

@Article{DeSantis:2001:SIP,
  author =       "Emilio {De Santis}",
  title =        "Strict Inequality for Phase Transition between
                 Ferromagnetic and Frustrated Systems",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "6",
  pages =        "6:1--6:27",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v6-79",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/79",
  abstract =     "We consider deterministic and disordered frustrated
                 systems in which we can show some strict inequalities
                 with respect to related ferromagnetic systems. A case
                 particularly interesting is the Edwards--Anderson
                 spin-glass model in which it is possible to determine a
                 region of uniqueness of the Gibbs measure, which is
                 strictly larger than the region of uniqueness for the
                 related ferromagnetic system. We analyze also
                 deterministic systems with $ |J_b| \in [J_A, J_B] $
                 where $ 0 < J_A \leq J_B < \infty $, for which we prove
                 strict inequality for the critical points of the
                 related FK model. The results are obtained for the
                 Ising models but some extensions to Potts models are
                 possible.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Phase transition, Ising model, disordered systems,
                 stochastic order",
}

@Article{Heck:2001:PLD,
  author =       "Matthias Heck and Fa{\"\i}za Maaouia",
  title =        "The Principle of Large Deviations for Martingale
                 Additive Functionals of Recurrent {Markov} Processes",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "6",
  pages =        "8:1--8:26",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v6-81",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/81",
  abstract =     "We give a principle of large deviations for a
                 generalized version of the strong central limit
                 theorem. This generalized version deals with martingale
                 additive functionals of a recurrent Markov process.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Central Limit Theorem (CLT), Large Deviations
                 Principle (LDP), Markov Processes, Autoregressive Model
                 (AR1), Positive Recurrent Processes, Martingale
                 Additive Functional (MAF)",
}

@Article{Barlow:2001:TDA,
  author =       "Martin Barlow and Takashi Kumagai",
  title =        "Transition Density Asymptotics for Some Diffusion
                 Processes with Multi-Fractal Structures",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "6",
  pages =        "9:1--9:23",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v6-82",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/82",
  abstract =     "We study the asymptotics as $ t \to 0 $ of the
                 transition density of a class of $ \mu $-symmetric
                 diffusions in the case when the measure $ \mu $ has a
                 multi-fractal structure. These diffusions include
                 singular time changes of Brownian motion on the unit
                 cube.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Diffusion process, heat equation, transition density,
                 spectral dimension, multi-fractal",
}

@Article{Pemantle:2001:WDB,
  author =       "Robin Pemantle and Yuval Peres and Jim Pitman and Marc
                 Yor",
  title =        "Where Did the {Brownian} Particle Go?",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "6",
  pages =        "10:1--10:22",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v6-83",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/83",
  abstract =     "Consider the radial projection onto the unit sphere of
                 the path a $d$-dimensional Brownian motion $W$, started
                 at the center of the sphere and run for unit time.
                 Given the occupation measure $ \mu $ of this projected
                 path, what can be said about the terminal point $
                 W(1)$, or about the range of the original path? In any
                 dimension, for each Borel set $A$ in $ S^{d - 1}$, the
                 conditional probability that the projection of $ W(1)$
                 is in $A$ given $ \mu (A)$ is just $ \mu (A)$.
                 Nevertheless, in dimension $ d \ge 3$, both the range
                 and the terminal point of $W$ can be recovered with
                 probability 1 from $ \mu $. In particular, for $ d \ge
                 3$ the conditional law of the projection of $ W(1)$
                 given $ \mu $ is not $ \mu $. In dimension 2 we
                 conjecture that the projection of $ W(1)$ cannot be
                 recovered almost surely from $ \mu $, and show that the
                 conditional law of the projection of $ W(1)$ given $
                 \mu $ is not $ m u$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Brownian motion, conditional distribution of a path
                 given its occupation measure, radial projection",
}

@Article{Fill:2001:MTM,
  author =       "James Fill and Clyde {Schoolfield, Jr.}",
  title =        "Mixing Times for {Markov} Chains on Wreath Products
                 and Related Homogeneous Spaces",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "6",
  pages =        "11:1--11:22",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v6-84",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/84",
  abstract =     "We develop a method for analyzing the mixing times for
                 a quite general class of Markov chains on the complete
                 monomial group $ G \wr S_n $ and a quite general class
                 of Markov chains on the homogeneous space $ (G \wr S_n)
                 / (S_r \times S_{n - r}) $. We derive an exact formula
                 for the $ L^2 $ distance in terms of the $ L^2 $
                 distances to uniformity for closely related random
                 walks on the symmetric groups $ S_j $ for $ 1 \leq j
                 \leq n $ or for closely related Markov chains on the
                 homogeneous spaces $ S_{i + j} / (S_i \times S_j) $ for
                 various values of $i$ and $j$, respectively. Our
                 results are consistent with those previously known, but
                 our method is considerably simpler and more general.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Markov chain, random walk, rate of convergence to
                 stationarity, mixing time, wreath product,
                 Bernoulli--Laplace diffusion, complete monomial group,
                 hyperoctahedral group, homogeneous space, M{\"o}bius
                 inversion.",
}

@Article{Mikulevicius:2001:NKT,
  author =       "R. Mikulevicius and B. Rozovskii",
  title =        "A Note on {Krylov}'s {$ L_p $}-Theory for Systems of
                 SPDEs",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "6",
  pages =        "12:1--12:35",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v6-85",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/85",
  abstract =     "We extend Krylov's $ L_p$-solvability theory to the
                 Cauchy problem for systems of parabolic stochastic
                 partial differential equations. Some additional
                 integrability and regularity properties are also
                 presented.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Stochastic partial differential equations, Cauchy
                 problem",
}

@Article{Nishioka:2001:BCO,
  author =       "Kunio Nishioka",
  title =        "Boundary Conditions for One-Dimensional Biharmonic
                 Pseudo Process",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "6",
  pages =        "13:1--13:27",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v6-86",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/86",
  abstract =     "We study boundary conditions for a stochastic pseudo
                 processes corresponding to the biharmonic operator. The
                 biharmonic pseudo process ({\em BPP\/} for short). is
                 composed, in a sense, of two different particles, a
                 monopole and a dipole. We show how an initial-boundary
                 problems for a 4-th order parabolic differential
                 equation can be represented by {\em BPP\/} with various
                 boundary conditions for the two particles: killing,
                 reflection and stopping.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Boundary conditions for biharmonic pseudo process,
                 killing, reflection, stopping",
}

@Article{Miermont:2001:OAC,
  author =       "Gr{\'e}gory Miermont",
  title =        "Ordered Additive Coalescent and Fragmentations
                 Associated to {L{\'e}vy} Processes with No Positive
                 Jumps",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "6",
  pages =        "14:1--14:33",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v6-87",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/87",
  abstract =     "We study here the fragmentation processes that can be
                 derived from L{\'e}vy processes with no positive jumps
                 in the same manner as in the case of a Brownian motion
                 (cf. Bertoin [4]). One of our motivations is that such
                 a representation of fragmentation processes by
                 excursion-type functions induces a particular order on
                 the fragments which is closely related to the
                 additivity of the coalescent kernel. We identify the
                 fragmentation processes obtained this way as a mixing
                 of time-reversed extremal additive coalescents by
                 analogy with the work of Aldous and Pitman [2], and we
                 make its semigroup explicit.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Additive-coalescent, fragmentation, L{\'e}vy
                 processes, processes with exchangeable increments",
}

@Article{Jonasson:2001:DPM,
  author =       "Johan Jonasson",
  title =        "On Disagreement Percolation and Maximality of the
                 Critical Value for iid Percolation",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "6",
  pages =        "15:1--15:13",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v6-88",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/88",
  abstract =     "Two different problems are
                 studied:\par

                 \begin{itemize} \item For an infinite locally finite
                 connected graph $G$, let $ p_c(G)$ be the critical
                 value for the existence of an infinite cluster in iid
                 bond percolation on $G$ and let $ P_c = \sup \{ p_c(G)
                 \colon G \text { transitive }, p_c(G) < 1 \} $. Is $
                 P_c < 1$? \item Let $G$ be transitive with $ p_c(G) <
                 1$, take $ p \in [0, 1]$ and let $X$ and $Y$ be iid
                 bond percolations on $G$ with retention parameters $ (1
                 + p) / 2$ and $ (1 - p) / 2$ respectively. Is there a $
                 q < 1$ such that $ p > q$ implies that for any monotone
                 coupling $ (X', Y')$ of $X$ and $Y$ the edges for which
                 $ X'$ and $ Y'$ disagree form infinite connected
                 component(s) with positive probability? Let $ p_d(G)$
                 be the infimum of such $q$'s (including $ q = 1$) and
                 let $ P_d = \sup \{ p_d(G) \colon G \text { transitive
                 }, p_c(G) < 1 \} $. Is the stronger statement $ P_d <
                 1$ true? On the other hand: Is it always true that $
                 p_d(G) > p_c (G)$ ? \end{itemize}\par

                 It is shown that if one restricts attention to
                 biregular planar graphs then these two problems can be
                 treated in a similar way and all the above questions
                 are positively answered. We also give examples to show
                 that if one drops the assumption of transitivity, then
                 the answer to the above two questions is no.
                 Furthermore it is shown that for any bounded-degree
                 bipartite graph $G$ with $ p_c(G) < 1$ one has $ p_c(G)
                 < p_d(G)$. Problem (2) arises naturally from [6] where
                 an example is given of a coupling of the distinct plus-
                 and minus measures for the Ising model on a
                 quasi-transitive graph at super-critical inverse
                 temperature. We give an example of such a coupling on
                 the $r$-regular tree, $ {\bf T}_r$, for $ r > 1$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "coupling, Ising model, random-cluster model,
                 transitive graph, planar graph",
}

@Article{DelMoral:2001:CDG,
  author =       "P. {Del Moral} and M. Kouritzin and L. Miclo",
  title =        "On a Class of Discrete Generation Interacting Particle
                 Systems",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "6",
  pages =        "16:1--16:26",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v6-89",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/89",
  abstract =     "The asymptotic behavior of a general class of discrete
                 generation interacting particle systems is discussed.
                 We provide $ L_p$-mean error estimates for their
                 empirical measure on path space and present sufficient
                 conditions for uniform convergence of the particle
                 density profiles with respect to the time parameter.
                 Several examples including mean field particle models,
                 genetic schemes and McKean's Maxwellian gases will also
                 be given. In the context of Feynman--Kac type limiting
                 distributions we also prove central limit theorems and
                 we start a variance comparison for two generic particle
                 approximating models.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Interacting particle systems, genetic algorithms,
                 Feynman--Kac formulas, stochastic approximations,
                 central limit theorem",
}

@Article{Kurtz:2001:SSF,
  author =       "Thomas Kurtz and Richard Stockbridge",
  title =        "Stationary Solutions and Forward Equations for
                 Controlled and Singular Martingale Problems",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "6",
  pages =        "17:1--17:52",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v6-90",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/90",
  abstract =     "Stationary distributions of Markov processes can
                 typically be characterized as probability measures that
                 annihilate the generator in the sense that $ | \int_E A
                 f d \mu = 0 $ for $ f \in {\cal D}(A) $; that is, for
                 each such $ \mu $, there exists a stationary solution
                 of the martingale problem for $A$ with marginal
                 distribution $ \mu $. This result is extended to models
                 corresponding to martingale problems that include
                 absolutely continuous and singular (with respect to
                 time) components and controls. Analogous results for
                 the forward equation follow as a corollary.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "singular controls, stationary processes, Markov
                 processes, martingale problems, forward equations,
                 constrained Markov processes",
}

@Article{Atar:2001:IWT,
  author =       "Rami Atar",
  title =        "Invariant Wedges for a Two-Point Reflecting {Brownian}
                 Motion and the ``Hot Spots'' Problem",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "6",
  pages =        "18:1--18:19",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v6-91",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/91",
  abstract =     "We consider domains $D$ of $ R^d$, $ d \ge 2$ with the
                 property that there is a wedge $ V \subset R^d$ which
                 is left invariant under all tangential projections at
                 smooth portions of $ \partial D$. It is shown that the
                 difference between two solutions of the Skorokhod
                 equation in $D$ with normal reflection, driven by the
                 same Brownian motion, remains in $V$ if it is initially
                 in $V$. The heat equation on $D$ with Neumann boundary
                 conditions is considered next. It is shown that the
                 cone of elements $u$ of $ L^2 (D)$ satisfying $ u(x) -
                 u(y) \ge 0$ whenever $ x - y \in V$ is left invariant
                 by the corresponding heat semigroup. Positivity
                 considerations identify an eigenfunction corresponding
                 to the second Neumann eigenvalue as an element of this
                 cone. For $ d = 2$ and under further assumptions,
                 especially convexity of the domain, this eigenvalue is
                 simple.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Reflecting Brownian motion, Neumann eigenvalue
                 problem, convex domains",
}

@Article{Lambert:2001:JLA,
  author =       "Amaury Lambert",
  title =        "The Joint Law of Ages and Residual Lifetimes for Two
                 Schemes of Regenerative Sets",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "6",
  pages =        "19:1--19:23",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v6-92",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/92",
  abstract =     "We are interested in the component intervals of the
                 complements of a monotone sequence $ R_n \subseteq
                 \dots \subseteq R_1 $ of regenerative sets, for two
                 natural embeddings. One is based on Bochner's
                 subordination, and one on the intersection of
                 independent regenerative sets. For each scheme, we
                 study the joint law of the so-called ages and residual
                 lifetimes.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Multivariate renewal theory, regenerative sets,
                 subordinator, random covering intervals",
}

@Article{Lyne:2001:WSS,
  author =       "Owen Lyne and David Williams",
  title =        "Weak Solutions for a Simple Hyperbolic System",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "6",
  pages =        "20:1--20:21",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v6-93",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/93",
  abstract =     "The model studied concerns a simple first-order {\em
                 hyperbolic\/} system. The solutions in which one is
                 most interested have discontinuities which persist for
                 all time, and therefore need to be interpreted as {\em
                 weak\/} solutions. We demonstrate existence and
                 uniqueness for such weak solutions, identifying a
                 canonical `{\em exact\/}' solution which is {\em
                 everywhere\/} defined. The direct method used is guided
                 by the theory of measure-valued diffusions. The method
                 is more effective than the method of characteristics,
                 and has the advantage that it leads immediately to the
                 McKean representation without recourse to It{\^o}'s
                 formula. We then conduct computer studies of our model,
                 both by integration schemes (which {\em do\/} use
                 characteristics) and by `random simulation'.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Weak solutions, Travelling waves, Martingales,
                 Branching processses",
}

@Article{Kolokoltsov:2001:SDF,
  author =       "Vassili Kolokoltsov",
  title =        "Small Diffusion and Fast Dying Out Asymptotics for
                 Superprocesses as Non-{Hamiltonian} Quasiclassics for
                 Evolution Equations",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "6",
  pages =        "21:1--21:16",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v6-94",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/94",
  abstract =     "The small diffusion and fast dying out asymptotics is
                 calculated for nonlinear equations of a class of
                 superprocesses on manifolds, and the corresponding
                 logarithmic limit of the solution is shown to be given
                 by a solution of a certain problem of calculus of
                 variations with a non-additive (and non-integral)
                 functional.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Dawson--Watanabe superprocess, reaction diffusion
                 equation, logarithmic limit, small diffusion
                 asymptotics, curvilinear Ornstein--Uhlenbeck process",
}

@Article{Telcs:2001:LSG,
  author =       "Andras Telcs",
  title =        "Local Sub-{Gaussian} Estimates on Graphs: The Strongly
                 Recurrent Case",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "6",
  pages =        "22:1--22:33",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v6-95",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/95",
  abstract =     "This paper proves upper and lower off-diagonal,
                 sub-Gaussian transition probabilities estimates for
                 strongly recurrent random walks under sufficient and
                 necessary conditions. Several equivalent conditions are
                 given showing their particular role and influence on
                 the connection between the sub-Gaussian estimates,
                 parabolic and elliptic Harnack inequality.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Random walks, potential theory, Harnack inequality,
                 reversible Markov chains",
}

@Article{Benjamini:2001:RDL,
  author =       "Itai Benjamini and Oded Schramm",
  title =        "Recurrence of Distributional Limits of Finite Planar
                 Graphs",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "6",
  pages =        "23:1--23:13",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v6-96",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/96",
  abstract =     "Suppose that $ G_j $ is a sequence of finite connected
                 planar graphs, and in each $ G_j $ a special vertex,
                 called the root, is chosen randomly-uniformly. We
                 introduce the notion of a distributional limit $G$ of
                 such graphs. Assume that the vertex degrees of the
                 vertices in $ G_j$ are bounded, and the bound does not
                 depend on $j$. Then after passing to a subsequence, the
                 limit exists, and is a random rooted graph $G$. We
                 prove that with probability one $G$ is recurrent. The
                 proof involves the Circle Packing Theorem. The
                 motivation for this work comes from the theory of
                 random spherical triangulations.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Random triangulations, random walks, mass transport,
                 circle packing, volume growth",
}

@Article{Lototsky:2001:LSP,
  author =       "Sergey Lototsky",
  title =        "Linear Stochastic Parabolic Equations, Degenerating on
                 the Boundary of a Domain",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "6",
  pages =        "24:1--24:14",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v6-97",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/97",
  abstract =     "A class of linear degenerate second-order parabolic
                 equations is considered in arbitrary domains. It is
                 shown that these equations are solvable using special
                 weighted Sobolev spaces in essentially the same way as
                 the non-degenerate equations in $ R^d $ are solved
                 using the usual Sobolev spaces. The main advantages of
                 this Sobolev-space approach are less restrictive
                 conditions on the coefficients of the equation and
                 near-optimal space-time regularity of the solution.
                 Unlike previous works on degenerate equations, the
                 results cover both classical and distribution solutions
                 and allow the domain to be bounded or unbounded without
                 any smoothness assumptions about the boundary. An
                 application to nonlinear filtering of diffusion
                 processes is discussed.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "$L_p$ estimates, Weighted spaces, Nonlinear
                 filtering",
}

@Article{Dawson:2001:SDS,
  author =       "Donald Dawson and Zenghu Li and Hao Wang",
  title =        "Superprocesses with Dependent Spatial Motion and
                 General Branching Densities",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "6",
  pages =        "25:1--25:33",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v6-98",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/98",
  abstract =     "We construct a class of superprocesses by taking the
                 high density limit of a sequence of
                 interacting-branching particle systems. The spatial
                 motion of the superprocess is determined by a system of
                 interacting diffusions, the branching density is given
                 by an arbitrary bounded non-negative Borel function,
                 and the superprocess is characterized by a martingale
                 problem as a diffusion process with state space $
                 M({\bf R}) $, improving and extending considerably the
                 construction of Wang (1997, 1998). It is then proved in
                 a special case that a suitable rescaled process of the
                 superprocess converges to the usual super Brownian
                 motion. An extension to measure-valued branching
                 catalysts is also discussed.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "superprocess, interacting-branching particle system,
                 diffusion process, martingale problem, dual process,
                 rescaled limit, measure-valued catalyst",
}

@Article{Feyel:2001:FIF,
  author =       "D. Feyel and A. {de La Pradelle}",
  title =        "The {FBM} {It{\^o}}'s Formula Through Analytic
                 Continuation",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "6",
  pages =        "26:1--26:22",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v6-99",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/99",
  abstract =     "The Fractional Brownian Motion can be extended to
                 complex values of the parameter $ \alpha $ for $ \Re
                 \alpha > {1 \over 2} $. This is a useful tool. Indeed,
                 the obtained process depends holomorphically on the
                 parameter, so that many formulas, as It{\^o} formula,
                 can be extended by analytic continuation. For large
                 values of $ \Re \alpha $, the stochastic calculus
                 reduces to a deterministic one, so that formulas are
                 very easy to prove. Hence they hold by analytic
                 continuation for $ \Re \alpha \leq 1 $, containing the
                 classical case $ \alpha = 1 $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Wiener space, Sobolev space, Stochastic integral,
                 Fractional Brownian Motion, It{\^o}'s formula",
}

@Article{Jacka:2001:ECN,
  author =       "Saul Jacka and Jon Warren",
  title =        "Examples of Convergence and Non-convergence of
                 {Markov} Chains Conditioned Not To Die",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "7",
  pages =        "1:1--1:22",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v7-100",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/100",
  abstract =     "In this paper we give two examples of evanescent
                 Markov chains which exhibit unusual behaviour on
                 conditioning to survive for large times. In the first
                 example we show that the conditioned processes converge
                 vaguely in the discrete topology to a limit with a
                 finite lifetime, but converge weakly in the Martin
                 topology to a non-Markovian limit. In the second
                 example, although the family of conditioned laws are
                 tight in the Martin topology, they possess multiple
                 limit points so that weak convergence fails
                 altogether.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Conditioned Markov process, evanescent process, Martin
                 boundary, Martin topology, superharmonic function,
                 Choquet representation, star, Kolmogorov K2 chain",
}

@Article{Lawler:2001:OAE,
  author =       "Gregory Lawler and Oded Schramm and Wendelin Werner",
  title =        "One-Arm Exponent for Critical {$2$D} Percolation",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "7",
  pages =        "2:1--2:13",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v7-101",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/101",
  abstract =     "The probability that the cluster of the origin in
                 critical site percolation on the triangular grid has
                 diameter larger than $R$ is proved to decay like $R$ to
                 the power $ 5 / 48$ as $R$ goes to infinity.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Percolation, critical exponents",
}

@Article{Darling:2001:ILP,
  author =       "R. Darling",
  title =        "Intrinsic Location Parameter of a Diffusion Process",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "7",
  pages =        "3:1--3:23",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v7-102",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/102",
  abstract =     "For nonlinear functions $f$ of a random vector $Y$, $
                 E[f(Y)]$ and $ f(E[Y])$ usually differ. Consequently
                 the mathematical expectation of $Y$ is not intrinsic:
                 when we change coordinate systems, it is not invariant.
                 This article is about a fundamental and hitherto
                 neglected property of random vectors of the form $ Y =
                 f(X(t))$, where $ X(t)$ is the value at time $t$ of a
                 diffusion process $X$: namely that there exists a
                 measure of location, called the ``intrinsic location
                 parameter'' (ILP), which coincides with mathematical
                 expectation only in special cases, and which is
                 invariant under change of coordinate systems. The
                 construction uses martingales with respect to the
                 intrinsic geometry of diffusion processes, and the heat
                 flow of harmonic mappings. We compute formulas which
                 could be useful to statisticians, engineers, and others
                 who use diffusion process models; these have immediate
                 application, discussed in a separate article, to the
                 construction of an intrinsic nonlinear analog to the
                 Kalman Filter. We present here a numerical simulation
                 of a nonlinear SDE, showing how well the ILP formula
                 tracks the mean of the SDE for a Euclidean geometry.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "intrinsic location parameter, gamma-martingale,
                 stochastic differential equation, forward--backwards
                 SDE, harmonic map, nonlinear heat equation",
}

@Article{Najim:2001:CTT,
  author =       "Jamal Najim",
  title =        "A {Cram{\'e}r} Type Theorem for Weighted Random
                 Variables",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "7",
  pages =        "4:1--4:32",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v7-103",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/103",
  abstract =     "A Large Deviation Principle (LDP) is proved for the
                 family $ (1 / n) \sum_1^n f(x_i^n) Z_i $ where $ (1 /
                 n) \sum_1^n \delta_{x_i^n} $ converges weakly to a
                 probability measure on $R$ and $ (Z_i)_{i \in N}$ are $
                 R^d$-valued independent and identically distributed
                 random variables having some exponential moments,
                 i.e.,\par

                  $$ E e^{a |Z|} < \infty $$

                 for some $ 0 < a < \infty $. The main improvement of
                 this work is the relaxation of the steepness assumption
                 concerning the cumulant generating function of the
                 variables $ (Z_i)_{i \in N}$. In fact,
                 G{\"a}rtner-Ellis' theorem is no longer available in
                 this situation. As an application, we derive a LDP for
                 the family of empirical measures $ (1 / n) \sum_1^n Z_i
                 \delta_{x_i^n}$. These measures are of interest in
                 estimation theory (see Gamboa et al., Csiszar et al.),
                 gas theory (see Ellis et al., van den Berg et al.),
                 etc. We also derive LDPs for empirical processes in the
                 spirit of Mogul'skii's theorem. Various examples
                 illustrate the scope of our results.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Large Deviations, empirical means, empirical measures,
                 maximum entropy on the means",
}

@Article{Konig:2001:NCR,
  author =       "Wolfgang K{\"o}nig and Neil O'Connell and
                 S{\'e}bastien Roch",
  title =        "Non-Colliding Random Walks, Tandem Queues, and
                 Discrete Orthogonal Polynomial Ensembles",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "7",
  pages =        "5:1--5:24",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v7-104",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/104",
  abstract =     "We show that the function $ h(x) = \prod_{i < j}(x_j -
                 x_i) $ is harmonic for any random walk in $ R^k $ with
                 exchangeable increments, provided the required moments
                 exist. For the subclass of random walks which can only
                 exit the Weyl chamber $ W = \{ x \colon x_1 < x_2 <
                 \cdots < x_k \} $ onto a point where $h$ vanishes, we
                 define the corresponding Doob $h$-transform. For
                 certain special cases, we show that the marginal
                 distribution of the conditioned process at a fixed time
                 is given by a familiar discrete orthogonal polynomial
                 ensemble. These include the Krawtchouk and Charlier
                 ensembles, where the underlying walks are binomial and
                 Poisson, respectively. We refer to the corresponding
                 conditioned processes in these cases as the Krawtchouk
                 and Charlier processes. In [O'Connell and Yor (2001b)],
                 a representation was obtained for the Charlier process
                 by considering a sequence of $ M / M / 1$ queues in
                 tandem. We present the analogue of this representation
                 theorem for the Krawtchouk process, by considering a
                 sequence of discrete-time $ M / M / 1$ queues in
                 tandem. We also present related results for random
                 walks on the circle, and relate a system of
                 non-colliding walks in this case to the discrete
                 analogue of the circular unitary ensemble (CUE).",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Non-colliding random walks, tandem queues,",
}

@Article{Zahle:2001:RBR,
  author =       "Iljana Z{\"a}hle",
  title =        "Renormalizations of Branching Random Walks in
                 Equilibrium",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "7",
  pages =        "7:1--7:57",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v7-106",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/106",
  abstract =     "We study the $d$-dimensional branching random walk for
                 $ d > 2$. This process has extremal equilibria for
                 every intensity. We are interested in the large space
                 scale and large space-time scale behavior of the
                 equilibrium state. We show that the fluctuations of
                 space and space-time averages with a non-classical
                 scaling are Gaussian in the limit. For this purpose we
                 use the historical process, which allows a family
                 decomposition. To control the distribution of the
                 families we use the concept of canonical measures and
                 Palm distributions.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Renormalization, branching random walk, Green's
                 function of random walks, Palm distribution",
}

@Article{Luo:2001:STP,
  author =       "S. Luo and John Walsh",
  title =        "A Stochastic Two-Point Boundary Value Problem",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "7",
  pages =        "12:1--12:32",
  year =         "2001",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v7-111",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/111",
  abstract =     "We investigate the two-point stochastic boundary-value
                 problem on $ [0, 1] $: \begin{equation}\label{1}
                 \begin{split} U'' &= f(U)\dot W + g(U, U')\\ U(0) &=
                 \xi\\ U(1)&= \eta. \end{split} \tag{1} \end{equation}
                 where $ \dot W $ is a white noise on $ [0, 1] $, $ \xi
                 $ and $ \eta $ are random variables, and $f$ and $g$
                 are continuous real-valued functions. This is the
                 stochastic analogue of the deterministic two point
                 boundary-value problem, which is a classical example of
                 bifurcation. We find that if $f$ and $g$ are affine,
                 there is no bifurcation: for any r.v. $ \xi $ and $
                 \eta $, (1) has a unique solution a.s. However, as soon
                 as $f$ is non-linear, bifurcation appears. We
                 investigate the question of when there is either no
                 solution whatsoever, a unique solution, or multiple
                 solutions. We give examples to show that all these
                 possibilities can arise. While our results involve
                 conditions on $f$ and $g$, we conjecture that the only
                 case in which there is no bifurcation is when $f$ is
                 affine.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Stochastic boundary-value problems, bifurcations",
}

@Article{Diaconis:2002:RWT,
  author =       "Persi Diaconis and Susan Holmes",
  title =        "Random Walks on Trees and Matchings",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "7",
  pages =        "6:1--6:17",
  year =         "2002",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v7-105",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/105",
  abstract =     "We give sharp rates of convergence for a natural
                 Markov chain on the space of phylogenetic trees and
                 dually for the natural random walk on the set of
                 perfect matchings in the complete graph on $ 2 n $
                 vertices. Roughly, the results show that $ (1 / 2) n
                 \log n $ steps are necessary and suffice to achieve
                 randomness. The proof depends on the representation
                 theory of the symmetric group and a bijection between
                 trees and matchings.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Markov Chain, Matchings, Phylogenetic Tree, Fourier
                 analysis, Zonal polynomials,
                 Coagulation-Fragmentation",
}

@Article{Mayer-Wolf:2002:ACC,
  author =       "Eddy Mayer-Wolf and Ofer Zeitouni and Martin Zerner",
  title =        "Asymptotics of Certain Coagulation--Fragmentation
                 Processes and Invariant {Poisson--Dirichlet} Measures",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "7",
  pages =        "8:1--8:25",
  year =         "2002",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v7-107",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/107",
  abstract =     "We consider Markov chains on the space of (countable)
                 partitions of the interval $ [0, 1] $, obtained first
                 by size biased sampling twice (allowing repetitions)
                 and then merging the parts with probability $ \beta_m $
                 (if the sampled parts are distinct) or splitting the
                 part with probability $ \beta_s $, according to a law $
                 \sigma $ (if the same part was sampled twice). We
                 characterize invariant probability measures for such
                 chains. In particular, if $ \sigma $ is the uniform
                 measure, then the Poisson--Dirichlet law is an
                 invariant probability measure, and it is unique within
                 a suitably defined class of ``analytic'' invariant
                 measures. We also derive transience and recurrence
                 criteria for these chains.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Partitions, coagulation, fragmentation, invariant
                 measures, Poisson--Dirichlet",
}

@Article{Evans:2002:ERW,
  author =       "Steven Evans",
  title =        "Eigenvalues of Random Wreath Products",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "7",
  pages =        "9:1--9:15",
  year =         "2002",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v7-108",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/108",
  abstract =     "Consider a uniformly chosen element $ X_n $ of the
                 $n$-fold wreath product $ \Gamma_n = G \wr G \wr \cdots
                 \wr G$, where $G$ is a finite permutation group acting
                 transitively on some set of size $s$. The eigenvalues
                 of $ X_n$ in the natural $ s^n$-dimensional permutation
                 representation (the composition representation) are
                 investigated by considering the random measure $ \Xi_n$
                 on the unit circle that assigns mass $1$ to each
                 eigenvalue. It is shown that if $f$ is a trigonometric
                 polynomial, then $ \lim_{n \rightarrow \infty } P \{
                 \int f d \Xi_n \ne s^n \int f d \lambda \} = 0$, where
                 $ \lambda $ is normalised Lebesgue measure on the unit
                 circle. In particular, $ s^{-n} \Xi_n$ converges weakly
                 in probability to $ \lambda $ as $ n \rightarrow \infty
                 $. For a large class of test functions $f$ with
                 non-terminating Fourier expansions, it is shown that
                 there exists a constant $c$ and a non-zero random
                 variable $W$ (both depending on $f$) such that $ c^{-n}
                 \int f d \Xi_n$ converges in distribution as $ n
                 \rightarrow \infty $ to $W$. These results have
                 applications to Sylow $p$-groups of symmetric groups
                 and autmorphism groups of regular rooted trees.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "random permutation, random matrix, Haar measure,
                 regular tree, Sylow, branching process, multiplicative
                 function",
}

@Article{Mueller:2002:HPR,
  author =       "Carl Mueller and Roger Tribe",
  title =        "Hitting Properties of a Random String",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "7",
  pages =        "10:1--10:29",
  year =         "2002",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v7-109",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/109",
  abstract =     "We consider Funaki's model of a random string taking
                 values in $ \mathbf {R}^d $. It is specified by the
                 following stochastic PDE,\par

                  $$ \frac {\partial u(x)}{\partial t} = \frac
                 {\partial^2 u(x)}{\partial x^2} + \dot {W}. $$

                 where $ \dot {W} = \dot {W}(x, t) $ is two-parameter
                 white noise, also taking values in $ \mathbf {R}^d $.
                 We find the dimensions in which the string hits points,
                 and in which it has double points of various types. We
                 also study the question of recurrence and transience.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Martingale, random set, strong martingale property",
}

@Article{Belitsky:2002:DSS,
  author =       "Vladimir Belitsky and Gunter Sch{\"u}tz",
  title =        "Diffusion and Scattering of Shocks in the Partially
                 Asymmetric Simple Exclusion Process",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "7",
  pages =        "11:1--11:21",
  year =         "2002",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v7-110",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/110",
  abstract =     "We study the behavior of shocks in the asymmetric
                 simple exclusion process on $Z$ whose initial
                 distribution is a product measure with a finite number
                 of shocks. We prove that if the particle hopping rates
                 of this process are in a particular relation with the
                 densities of the initial measure then the distribution
                 of this process at any time is a linear combination of
                 shock measures of the structure similar to that of the
                 initial distribution. The structure of this linear
                 combination allows us to interpret this result by
                 saying that the shocks of the initial distribution
                 perform continuous time random walks on $Z$ interacting
                 by the exclusion rule. We give explicit expressions for
                 the hopping rates of these random walks. The result is
                 derived with a help of quantum algebra technique. We
                 made the presentation self-contained for the benefit of
                 readers not acquainted with this approach, but
                 interested in applying it in the study of interacting
                 particle systems.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Asymmetric simple exclusion process, evolution of
                 shock measures, quantum algebra",
}

@Article{Winter:2002:MSA,
  author =       "Anita Winter",
  title =        "Multiple Scale Analysis of Spatial Branching Processes
                 under the Palm Distribution",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "7",
  pages =        "13:1--13:74",
  year =         "2002",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v7-112",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/112",
  abstract =     "We consider two types of measure-valued branching
                 processes on the lattice $ Z^d $. These are on the one
                 hand side a particle system, called branching random
                 walk, and on the other hand its continuous mass
                 analogue, a system of interacting diffusions also
                 called super random walk. It is known that the
                 long-term behavior differs sharply in low and high
                 dimensions: if $ d \leq 2 $ one gets local extinction,
                 while, for $ d \geq 3 $, the systems tend to a
                 non-trivial equilibrium. Due to Kallenberg's criterion,
                 local extinction goes along with clumping around a
                 'typical surviving particle.' This phenomenon is called
                 clustering. A detailed description of the clusters has
                 been given for the corresponding processes on $ R^2 $
                 in Klenke (1997). Klenke proved that with the right
                 scaling the mean number of particles over certain
                 blocks are asymptotically jointly distributed like
                 marginals of a system of coupled Feller diffusions,
                 called system of tree indexed Feller diffusions,
                 provided that the initial intensity is appropriately
                 increased to counteract the local extinction. The
                 present paper takes different remedy against the local
                 extinction allowing also for state-dependent branching
                 mechanisms. Instead of increasing the initial
                 intensity, the systems are described under the Palm
                 distribution. It will turn out together with the
                 results in Klenke (1997) that the change to the Palm
                 measure and the multiple scale analysis commute, as $ t
                 \to \infty $. The method of proof is based on the fact
                 that the tree indexed systems of the branching
                 processes and of the diffusions in the limit are
                 completely characterized by all their moments. We
                 develop a machinery to describe the space-time moments
                 of the superprocess effectively and explicitly.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "infinite particle system, superprocess, interacting
                 diffusion, clustering, Palm distribution, grove indexed
                 systems of diffusions, grove indexed systems of
                 branching models, Kallenberg's backward tree",
}

@Article{Matsumoto:2002:WFS,
  author =       "Hiroyuki Matsumoto and Setsuo Taniguchi",
  title =        "{Wiener} Functionals of Second Order and Their
                 {L{\'e}vy} Measures",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "7",
  pages =        "14:1--14:30",
  year =         "2002",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v7-113",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/113",
  abstract =     "The distributions of Wiener functionals of second
                 order are infinitely divisible. An explicit expression
                 of the associated L{\'e}vy measures in terms of the
                 eigenvalues of the corresponding Hilbert--Schmidt
                 operators on the Cameron--Martin subspace is presented.
                 In some special cases, a formula for the densities of
                 the distributions is given. As an application of the
                 explicit expression, an exponential decay property of
                 the characteristic functions of the Wiener functionals
                 is discussed. In three typical examples, complete
                 descriptions are given.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Wiener functional of second order, L{\'e}vy measure,
                 Mellin transform, exponential decay",
}

@Article{Dawson:2002:MCB,
  author =       "Donald Dawson and Alison Etheridge and Klaus
                 Fleischmann and Leonid Mytnik and Edwin Perkins and Jie
                 Xiong",
  title =        "Mutually Catalytic Branching in The Plane: Infinite
                 Measure States",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "7",
  pages =        "15:1--15:61",
  year =         "2002",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v7-114",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/114",
  abstract =     "A two-type infinite-measure-valued population in $ R^2
                 $ is constructed which undergoes diffusion and
                 branching. The system is interactive in that the
                 branching rate of each type is proportional to the
                 local density of the other type. For a collision rate
                 sufficiently small compared with the diffusion rate,
                 the model is constructed as a pair of
                 infinite-measure-valued processes which satisfy a
                 martingale problem involving the collision local time
                 of the solutions. The processes are shown to have
                 densities at fixed times which live on disjoint sets
                 and explode as they approach the interface of the two
                 populations. In the long-term limit (in law), local
                 extinction of one type is shown. Moreover the surviving
                 population is uniform with random intensity. The
                 process constructed is a rescaled limit of the
                 corresponding $ Z^2$-lattice model studied by Dawson
                 and Perkins (1998) and resolves the large scale
                 mass-time-space behavior of that model under critical
                 scaling. This part of a trilogy extends results from
                 the finite-measure-valued case, whereas uniqueness
                 questions are again deferred to the third part.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Catalyst, reactant, measure-valued branching,
                 interactive branching, state-dependent branching,
                 two-dimensional process, absolute continuity,
                 self-similarity, collision measure, collision local
                 time, martingale problem, moment equations, segregation
                 of ty",
}

@Article{Alves:2002:PTF,
  author =       "Oswaldo Alves and Fabio Machado and Serguei Popov",
  title =        "Phase Transition for the Frog Model",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "7",
  pages =        "16:1--16:21",
  year =         "2002",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v7-115",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/115",
  abstract =     "We study a system of simple random walks on graphs,
                 known as {\em frog model}. This model can be described
                 as follows: There are active and sleeping particles
                 living on some graph. Each active particle performs a
                 simple random walk with discrete time and at each
                 moment it may disappear with probability $ 1 - p $.
                 When an active particle hits a sleeping particle, the
                 latter becomes active. Phase transition results and
                 asymptotic values for critical parameters are presented
                 for $ Z^d $ and regular trees.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "simple random walk, critical probability,
                 percolation",
}

@Article{Abraham:2002:PSF,
  author =       "Romain Abraham and Laurent Serlet",
  title =        "{Poisson} Snake and Fragmentation",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "7",
  pages =        "17:1--17:15",
  year =         "2002",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v7-116",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/116",
  abstract =     "Our main object that we call the Poisson snake is a
                 Brownian snake as introduced by Le Gall. This process
                 has values which are trajectories of standard Poisson
                 process stopped at some random finite lifetime with
                 Brownian evolution. We use this Poisson snake to
                 construct a self-similar fragmentation as introduced by
                 Bertoin. A similar representation was given by Aldous
                 and Pitman using the Continuum Random Tree. Whereas
                 their proofs used approximation by discrete models, our
                 representation allows continuous time arguments.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Path-valued process, Brownian snake, Poisson process,
                 fragmentation, coalescence, self-similarity",
}

@Article{Lejay:2002:CSI,
  author =       "Antoine Lejay",
  title =        "On the Convergence of Stochastic Integrals Driven by
                 Processes Converging on account of a Homogenization
                 Property",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "7",
  pages =        "18:1--18:18",
  year =         "2002",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v7-117",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/117",
  abstract =     "We study the limit of functionals of stochastic
                 processes for which an homogenization result holds. All
                 these functionals involve stochastic integrals. Among
                 them, we consider more particularly the Levy area and
                 those giving the solutions of some SDEs. The main
                 question is to know whether or not the limit of the
                 stochastic integrals is equal to the stochastic
                 integral of the limit of each of its terms. In fact,
                 the answer may be negative, especially in presence of a
                 highly oscillating first-order differential term. This
                 provides us some counterexamples to the theory of good
                 sequence of semimartingales.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "stochastic differential equations, good sequence of
                 semimartingales, conditions UT and UCV, L{\'e}vy area",
}

@Article{Kolokoltsov:2002:TNE,
  author =       "Vassili Kolokoltsov and R. L. Schilling and A.
                 Tyukov",
  title =        "Transience and Non-explosion of Certain Stochastic
                 {Newtonian} Systems",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "7",
  pages =        "19:1--19:19",
  year =         "2002",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v7-118",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/118",
  abstract =     "We give sufficient conditions for non-explosion and
                 transience of the solution $ (x_t, p_t) $ (in
                 dimensions $ \geq 3$) to a stochastic Newtonian system
                 of the form\par

                  $$ \begin {cases} d x_t = p_t \, d t, \\ d p_t = -
                 \frac {\partial V(x_t) }{\partial x} \, d t - \frac {
                 \partial c(x_t) }{ \partial x} \, d \xi_t, \end {cases}
                 $$

                 where $ \{ \xi_t \}_{t \geq 0}$ is a $d$-dimensional
                 L{\'e}vy process, $ d \xi_t$ is an It{\^o} differential
                 and $ c \in C^2 (\mathbb {R}^d, \mathbb {R}^d)$, $ V
                 \in C^2 (\mathbb {R}^d, \mathbb {R})$ such that $ V
                 \geq 0$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "alpha-stable Levy processes; Levy processes;
                 Non-explosion.; Stochastic Newtonian systems;
                 Transience",
}

@Article{Fannjiang:2002:DLR,
  author =       "Albert Fannjiang and Tomasz Komorowski",
  title =        "Diffusion in Long-Range Correlated
                 {Ornstein--Uhlenbeck} Flows",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "7",
  pages =        "20:1--20:22",
  year =         "2002",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v7-119",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/119",
  abstract =     "We study a diffusion process with a molecular
                 diffusion and random Markovian--Gaussian drift for
                 which the usual (spatial) Peclet number is infinite. We
                 introduce a temporal Peclet number and we prove that,
                 under the finiteness of the temporal Peclet number, the
                 laws of diffusions under the diffusive rescaling
                 converge weakly, to the law of a Brownian motion. We
                 also show that the effective diffusivity has a finite,
                 nonzero limit as the molecular diffusion tends to
                 zero.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Ornstein--Uhlenbeck flow, martingale central limit
                 theorem, homogenization, Peclet number",
}

@Article{Warren:2002:NMP,
  author =       "Jon Warren",
  title =        "The Noise Made by a {Poisson} Snake",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "7",
  pages =        "21:1--21:21",
  year =         "2002",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v7-120",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/120",
  abstract =     "The purpose of this article is to study a coalescing
                 flow of sticky Brownian motions. Sticky Brownian motion
                 arises as a weak solution of a stochastic differential
                 equation, and the study of the flow reveals the nature
                 of the extra randomness that must be added to the
                 driving Brownian motion. This can be represented in
                 terms of Poissonian marking of the trees associated
                 with the excursions of Brownian motion. We also study
                 the noise, in the sense of Tsirelson, generated by the
                 flow. It is shown that this noise is not generated by
                 any Brownian motion, even though it is predictable.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "stochastic flow, sticky Brownian motion, coalescence,
                 stochastic differential equation, noise",
}

@Article{Atar:2002:SPC,
  author =       "Rami Atar and Amarjit Budhiraja",
  title =        "Stability Properties of Constrained Jump-Diffusion
                 Processes",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "7",
  pages =        "22:1--22:31",
  year =         "2002",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v7-121",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/121",
  abstract =     "We consider a class of jump-diffusion processes,
                 constrained to a polyhedral cone $ G \subset \mathbb
                 {R}^n $, where the constraint vector field is constant
                 on each face of the boundary. The constraining
                 mechanism corrects for ``attempts'' of the process to
                 jump outside the domain. Under Lipschitz continuity of
                 the Skorohod map $ \Gamma $, it is known that there is
                 a cone $ {\cal C} $ such that the image $ \Gamma \phi $
                 of a deterministic linear trajectory $ \phi $ remains
                 bounded if and only if $ \dot \phi \in {\cal C} $.
                 Denoting the generator of a corresponding unconstrained
                 jump-diffusion by $ \cal L $, we show that a key
                 condition for the process to admit an invariant
                 probability measure is that for $ x \in G $, $ {\cal L}
                 \, {\rm id}(x) $ belongs to a compact subset of $ {\cal
                 C}^o $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Jump diffusion processes. The Skorohod map. Stability
                 cone. Harris recurrence",
}

@Article{Faure:2002:SNL,
  author =       "Mathieu Faure",
  title =        "Self-normalized Large Deviations for {Markov} Chains",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "7",
  pages =        "23:1--23:31",
  year =         "2002",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v7-122",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/122",
  abstract =     "We prove a self-normalized large deviation principle
                 for sums of Banach space valued functions of a Markov
                 chain. Self-normalization applies to situations for
                 which a full large deviation principle is not
                 available. We follow the lead of Dembo and Shao
                 [DemSha98b] who state partial large deviations
                 principles for independent and identically distributed
                 random sequences.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Large deviations, Markov chains, partial large
                 deviation principles, self-normalization",
}

@Article{Dalang:2003:SNL,
  author =       "Robert Dalang and Carl Mueller",
  title =        "Some Non-Linear {S.P.D.E}'s That Are Second Order In
                 Time",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "8",
  pages =        "1:1--1:21",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v8-123",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/123",
  abstract =     "We extend J. B. Walsh's theory of martingale measures
                 in order to deal with stochastic partial differential
                 equations that are second order in time, such as the
                 wave equation and the beam equation, and driven by
                 spatially homogeneous Gaussian noise. For such
                 equations, the fundamental solution can be a
                 distribution in the sense of Schwartz, which appears as
                 an integrand in the reformulation of the s.p.d.e. as a
                 stochastic integral equation. Our approach provides an
                 alternative to the Hilbert space integrals of
                 Hilbert--Schmidt operators. We give several examples,
                 including the beam equation and the wave equation, with
                 nonlinear multiplicative noise terms.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Stochastic wave equation, stochastic beam equation,
                 spatially homogeneous Gaussian noise, stochastic
                 partial differential equations",
}

@Article{Hamadene:2003:RBS,
  author =       "Said Hamad{\`e}ne and Youssef Ouknine",
  title =        "Reflected Backward Stochastic Differential Equation
                 with Jumps and Random Obstacle",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "8",
  pages =        "2:1--2:20",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v8-124",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/124",
  abstract =     "In this paper we give a solution for the
                 one-dimensional reflected backward stochastic
                 differential equation when the noise is driven by a
                 Brownian motion and an independent Poisson point
                 process. We prove existence and uniqueness of the
                 solution in using penalization and the Snell envelope
                 theory. However both methods use a contraction in order
                 to establish the result in the general case. Finally,
                 we highlight the connection of such reflected BSDEs
                 with integro-differential mixed stochastic optimal
                 control.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Backward stochastic differential equation,
                 penalization, Poisson point process, martingale
                 representation theorem, integral-differential mixed
                 control",
}

@Article{Cheridito:2003:FOU,
  author =       "Patrick Cheridito and Hideyuki Kawaguchi and Makoto
                 Maejima",
  title =        "Fractional {Ornstein--Uhlenbeck} processes",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "8",
  pages =        "3:1--3:14",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v8-125",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/125",
  abstract =     "The classical stationary Ornstein--Uhlenbeck process
                 can be obtained in two different ways. On the one hand,
                 it is a stationary solution of the Langevin equation
                 with Brownian motion noise. On the other hand, it can
                 be obtained from Brownian motion by the so called
                 Lamperti transformation. We show that the Langevin
                 equation with fractional Brownian motion noise also has
                 a stationary solution and that the decay of its
                 auto-covariance function is like that of a power
                 function. Contrary to that, the stationary process
                 obtained from fractional Brownian motion by the
                 Lamperti transformation has an auto-covariance function
                 that decays exponentially.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Fractional Brownian motion, Langevin equation,
                 Long-range dependence, Self-similar processes, Lamperti
                 transformation",
}

@Article{Dawson:2003:SDM,
  author =       "Donald Dawson and Andreas Greven",
  title =        "State Dependent Multitype Spatial Branching Processes
                 and their Longtime Behavior",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "8",
  pages =        "4:1--4:93",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v8-126",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/126",
  abstract =     "The paper focuses on spatial multitype branching
                 systems with spatial components (colonies) indexed by a
                 countable group, for example $ Z^d $ or the
                 hierarchical group. As type space we allow continua and
                 describe populations in one colony as measures on the
                 type space. The spatial components of the system
                 interact via migration. Instead of the classical
                 independence assumption on the evolution of different
                 families of the branching population, we introduce
                 interaction between the families through a state
                 dependent branching rate of individuals and in addition
                 state dependent mean offspring of individuals. However
                 for most results we consider the critical case in this
                 work. The systems considered arise as diffusion limits
                 of critical multiple type branching random walks on a
                 countable group with interaction between individual
                 families induced by a branching rate and offspring mean
                 for a single particle, which depends on the total
                 population at the site at which the particle in
                 question is located.\par

                 The main purpose of this paper is to construct the
                 measure valued diffusions in question, characterize
                 them via well-posed martingale problems and finally
                 determine their longtime behavior, which includes some
                 new features. Furthermore we determine the dynamics of
                 two functionals of the system, namely the process of
                 total masses at the sites and the relative weights of
                 the different types in the colonies as system of
                 interacting diffusions respectively time-inhomogeneous
                 Fleming--Viot processes. This requires a detailed
                 analysis of path properties of the total mass
                 processes.\par

                 In addition to the above mentioned systems of
                 interacting measure valued processes we construct the
                 corresponding historical processes via well-posed
                 martingale problems. Historical processes include
                 information on the family structure, that is, the
                 varying degrees of relationship between
                 individuals.\par

                 Ergodic theorems are proved in the critical case for
                 both the process and the historical process as well as
                 the corresponding total mass and relative weights
                 functionals. The longtime behavior differs
                 qualitatively in the cases in which the symmetrized
                 motion is recurrent respectively transient. We see
                 local extinction in one case and honest equilibria in
                 the other.\par

                 This whole program requires the development of some new
                 techniques, which should be of interest in a wider
                 context. Such tools are dual processes in randomly
                 fluctuating medium with singularities and coupling for
                 systems with multi-dimensional components.\par

                 The results above are the basis for the analysis of the
                 large space-time scale behavior of such branching
                 systems with interaction carried out in a forthcoming
                 paper. In particular we study there the universality
                 properties of the longtime behavior and of the family
                 (or genealogical) structure, when viewed on large space
                 and time scales.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Spatial branching processes with interaction,
                 multitype branching processes with type-interaction,
                 historical process, universality, coupling of
                 multidimensional processes, coalescing random walks in
                 singular random environment",
}

@Article{Kesten:2003:BRW,
  author =       "Harry Kesten and Vladas Sidoravicius",
  title =        "Branching Random Walk with Catalysts",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "8",
  pages =        "5:1--5:51",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v8-127",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/127",
  abstract =     "Shnerb et al. (2000), (2001) studied the following
                 system of interacting particles on $ \mathbb {Z}^d $:
                 There are two kinds of particles, called $A$-particles
                 and $B$-particles. The $A$-particles perform continuous
                 time simple random walks, independently of each other.
                 The jump rate of each $A$-particle is $ D_A$. The
                 $B$-particles perform continuous time simple random
                 walks with jump rate $ D_B$, but in addition they die
                 at rate $ \delta $ and a $B$-particle at $x$ at time
                 $s$ splits into two particles at $x$ during the next $
                 d s$ time units with a probability $ \beta N_A(x, s)d s
                 + o(d s)$, where $ N_A(x, s) \; (N_B(x, s))$ denotes
                 the number of $A$-particles (respectively
                 $B$-particles) at $x$ at time $s$. Conditionally on the
                 $A$-system, the jumps, deaths and splittings of
                 different $B$-particles are independent. Thus the
                 $B$-particles perform a branching random walk, but with
                 a birth rate of new particles which is proportional to
                 the number of $A$-particles which coincide with the
                 appropriate $B$-particles. One starts the process with
                 all the $ N_A(x, 0), \, x \in \mathbb {Z}^d$, as
                 independent Poisson variables with mean $ \mu_A$, and
                 the $ N_B(x, 0), \, x \in \mathbb {Z}^d$, independent
                 of the $A$-system, translation invariant and with mean
                 $ \mu_B$.\par

                 Shnerb et al. (2000) made the interesting discovery
                 that in dimension 1 and 2 the expectation $ \mathbb {E}
                 \{ N_B(x, t) \} $ tends to infinity, {\em no matter
                 what the values of } $ \delta, \beta, D_A$, $ D_B,
                 \mu_A, \mu_B \in (0, \infty)$ {\em are}. We shall show
                 here that nevertheless {\em there is a phase transition
                 in all dimensions}, that is, the system becomes
                 (locally) extinct for large $ \delta $ but it survives
                 for $ \beta $ large and $ \delta $ small.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Branching random walk, survival, extinction",
}

@Article{Sturm:2003:CPP,
  author =       "Anja Sturm",
  title =        "On Convergence of Population Processes in Random
                 Environments to the Stochastic Heat Equation with
                 Colored Noise",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "8",
  pages =        "6:1--6:39",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v8-129",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/129",
  abstract =     "We consider the stochastic heat equation with a
                 multiplicative colored noise term on the real space for
                 dimensions greater or equal to 1. First, we prove
                 convergence of a branching particle system in a random
                 environment to this stochastic heat equation with
                 linear noise coefficients. For this stochastic partial
                 differential equation with more general non-Lipschitz
                 noise coefficients we show convergence of associated
                 lattice systems, which are infinite dimensional
                 stochastic differential equations with correlated noise
                 terms, provided that uniqueness of the limit is known.
                 In the course of the proof, we establish existence and
                 uniqueness of solutions to the lattice systems, as well
                 as a new existence result for solutions to the
                 stochastic heat equation. The latter are shown to be
                 jointly continuous in time and space under some mild
                 additional assumptions.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Heat equation, colored noise, stochastic partial
                 differential equation, superprocess, weak convergence,
                 particle representation, random environment, existence
                 theorem",
}

@Article{Bottcher:2003:NPL,
  author =       "Albrecht B{\"o}ttcher and Sergei Grudsky",
  title =        "The Norm of the Product of a Large Matrix and a Random
                 Vector",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "8",
  pages =        "7:1--7:29",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v8-132",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/132",
  abstract =     "Given a real or complex $ n \times n $ matrix $ A_n $,
                 we compute the expected value and the variance of the
                 random variable $ \| A_n x \|^2 / \| A_n \|^2 $, where
                 $x$ is uniformly distributed on the unit sphere of $
                 R^n$ or $ C^n$. The result is applied to several
                 classes of structured matrices. It is in particular
                 shown that if $ A_n$ is a Toeplitz matrix $ T_n(b)$,
                 then for large $n$ the values of $ \| A_n x \| / \| A_n
                 \| $ cluster fairly sharply around $ \| b \|_2 / \| b
                 \|_\infty $ if $b$ is bounded and around zero in case
                 $b$ is unbounded.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Condition number. Matrix norm. Random vector. Toeplitz
                 matrix",
}

@Article{Fleischmann:2003:CSS,
  author =       "Klaus Fleischmann and Leonid Mytnik",
  title =        "Competing Species Superprocesses with Infinite
                 Variance",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "8",
  pages =        "8:1--8:59",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v8-136",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/136",
  abstract =     "We study pairs of interacting measure-valued branching
                 processes (superprocesses) with alpha-stable migration
                 and $ (1 + \beta)$-branching mechanism. The interaction
                 is realized via some killing procedure. The collision
                 local time for such processes is constructed as a limit
                 of approximating collision local times. For certain
                 dimensions this convergence holds uniformly over all
                 pairs of such interacting superprocesses. We use this
                 uniformity to prove existence of a solution to a
                 competing species martingale problem under a natural
                 dimension restriction. The competing species model
                 describes the evolution of two populations where
                 individuals of different types may kill each other if
                 they collide. In the case of Brownian migration and
                 finite variance branching, the model was introduced by
                 Evans and Perkins (1994). The fact that now the
                 branching mechanism does not have finite variance
                 requires the development of new methods for handling
                 the collision local time which we believe are of some
                 independent interest.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Superprocess with killing, competing superprocesses,
                 interactive superprocesses, superprocess with
                 immigration, measure-valued branching, interactive
                 branching, state-dependent branching, collision
                 measure, collision local time, martingale problem",
}

@Article{Bai:2003:BEB,
  author =       "Zhi-Dong Bai and Hsien-Kuei Hwang and Tsung-Hsi Tsai",
  title =        "{Berry--Ess{\'e}en} Bounds for the Number of Maxima in
                 Planar Regions",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "8",
  pages =        "9:1--9:26",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v8-137",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/137",
  abstract =     "We derive the optimal convergence rate $ O(n^{-1 / 4})
                 $ in the central limit theorem for the number of maxima
                 in random samples chosen uniformly at random from the
                 right equilateral triangle with two sides parallel to
                 the axes, the hypotenuse with the slope $ - 1 $ and
                 constituting the top part of the boundary of the
                 triangle. A local limit theorem with rate is also
                 derived. The result is then applied to the number of
                 maxima in general planar regions (upper-bounded by some
                 smooth decreasing curves) for which a near-optimal
                 convergence rate to the normal distribution is
                 established.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Dominance, Maximal points, Central limit theorem,
                 {Berry--Ess{\'e}en} bound, Local limit theorem, Method
                 of moments",
}

@Article{Fitzsimmons:2003:HRM,
  author =       "Patrick Fitzsimmons and Ronald Getoor",
  title =        "Homogeneous Random Measures and Strongly Supermedian
                 Kernels of a {Markov} Process",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "8",
  pages =        "10:1--10:54",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v8-142",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/142",
  abstract =     "The potential kernel of a positive {\em left} additive
                 functional (of a strong Markov process $X$) maps
                 positive functions to {\em strongly supermedian}
                 functions and satisfies a variant of the classical {\em
                 domination principle} of potential theory. Such a
                 kernel $V$ is called a {\em regular strongly
                 supermedian } kernel in recent work of L. Beznea and N.
                 Boboc. We establish the converse: Every regular
                 strongly supermedian kernel $V$ is the potential kernel
                 of a random measure homogeneous on $ [0, \infty [$.
                 Under additional finiteness conditions such random
                 measures give rise to left additive functionals. We
                 investigate such random measures, their potential
                 kernels, and their associated characteristic measures.
                 Given a left additive functional $A$ (not necessarily
                 continuous), we give an explicit construction of a
                 simple Markov process $Z$ whose resolvent has initial
                 kernel equal to the potential kernel $ U_{\! A}$. The
                 theory we develop is the probabilistic counterpart of
                 the work of Beznea and Boboc. Our main tool is the
                 Kuznetsov process associated with $X$ and a given
                 excessive measure $m$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Homogeneous random measure, additive functional,
                 Kuznetsov measure, potential kernel, characteristic
                 measure, strongly supermedian, smooth measure",
}

@Article{Zhou:2003:CBC,
  author =       "Xiaowen Zhou",
  title =        "Clustering Behavior of a Continuous-Sites
                 Stepping-Stone Model with {Brownian} Migration",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "8",
  pages =        "11:1--11:15",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v8-141",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/141",
  abstract =     "Clustering behavior is studied for a continuous-sites
                 stepping-stone model with Brownian migration. It is
                 shown that, if the model starts with the same mixture
                 of different types of individuals over each site, then
                 it will evolve in a way such that the site space is
                 divided into disjoint intervals where only one type of
                 individuals appear in each interval. Those intervals
                 (clusters) are growing as time $t$ goes to infinity.
                 The average size of the clusters at a fixed time $t$ is
                 of the order of square root of $t$. Clusters at
                 different times or sites are asymptotically independent
                 as the difference of either the times or the sites goes
                 to infinity.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "clustering; coalescing Brownian motion; stepping-stone
                 model",
}

@Article{Marquez-Carreras:2003:LDP,
  author =       "David Marquez-Carreras and Monica Sarra",
  title =        "Large Deviation Principle for a Stochastic Heat
                 Equation With Spatially Correlated Noise",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "8",
  pages =        "12:1--12:39",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v8-146",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/146",
  abstract =     "In this paper we prove a large deviation principle
                 (LDP) for a perturbed stochastic heat equation defined
                 on $ [0, T] \times [0, 1]^d $. This equation is driven
                 by a Gaussian noise, white in time and correlated in
                 space. Firstly, we show the Holder continuity for the
                 solution of the stochastic heat equation. Secondly, we
                 check that our Gaussian process satisfies an LDP and
                 some requirements on the skeleton of the solution.
                 Finally, we prove the called Freidlin--Wentzell
                 inequality. In order to obtain all these results we
                 need precise estimates of the fundamental solution of
                 this equation.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Stochastic partial differential equation, stochastic
                 heat equation, Gaussian noise, large deviation
                 principle",
}

@Article{Gao:2003:LTH,
  author =       "Fuchang Gao and Jan Hannig and Tzong-Yow Lee and Fred
                 Torcaso",
  title =        "{Laplace} Transforms via {Hadamard} Factorization",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "8",
  pages =        "13:1--13:20",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v8-151",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/151",
  abstract =     "In this paper we consider the Laplace transforms of
                 some random series, in particular, the random series
                 derived as the squared $ L_2 $ norm of a Gaussian
                 stochastic process. Except for some special cases,
                 closed form expressions for Laplace transforms are, in
                 general, rarely obtained. It is the purpose of this
                 paper to show that for many Gaussian random processes
                 the Laplace transform can be expressed in terms of well
                 understood functions using complex-analytic theorems on
                 infinite products, in particular, the Hadamard
                 Factorization Theorem. Together with some tools from
                 linear differential operators, we show that in many
                 cases the Laplace transforms can be obtained with
                 little work. We demonstrate this on several examples.
                 Of course, once the Laplace transform is known
                 explicitly one can easily calculate the corresponding
                 exact $ L_2 $ small ball probabilities using Sytaja
                 Tauberian theorem. Some generalizations are
                 mentioned.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Small ball probability, Laplace Transforms, Hadamard's
                 factorization theorem",
}

@Article{Tudor:2003:IFL,
  author =       "Ciprian Tudor and Frederi Viens",
  title =        "{It{\^o}} Formula and Local Time for the Fractional
                 {Brownian} Sheet",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "8",
  pages =        "14:1--14:31",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v8-155",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/155",
  abstract =     "Using the techniques of the stochastic calculus of
                 variations for Gaussian processes, we derive an It{\^o}
                 formula for the fractional Brownian sheet with Hurst
                 parameters bigger than $ 1 / 2 $. As an application, we
                 give a stochastic integral representation for the local
                 time of the fractional Brownian sheet.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "fractional Brownian sheet, It{\^o} formula, local
                 time, Tanaka formula, Malliavin calculus",
}

@Article{Dembo:2003:BMC,
  author =       "Amir Dembo and Yuval Peres and Jay Rosen",
  title =        "{Brownian} Motion on Compact Manifolds: Cover Time and
                 Late Points",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "8",
  pages =        "15:1--15:14",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v8-139",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/139",
  abstract =     "Let $M$ be a smooth, compact, connected Riemannian
                 manifold of dimension $ d > 2$ and without boundary.
                 Denote by $ T(x, r)$ the hitting time of the ball of
                 radius $r$ centered at $x$ by Brownian motion on $M$.
                 Then, $ C_r(M) = \sup_{x \in M} T(x, r)$ is the time it
                 takes Brownian motion to come within $r$ of all points
                 in $M$. We prove that $ C_r(M) / (r^{2 - d}| \log r|)$
                 tends to $ \gamma_d V(M)$ almost surely as $ r \to 0$,
                 where $ V(M)$ is the Riemannian volume of $M$. We also
                 obtain the ``multi-fractal spectrum'' $ f(\alpha)$ for
                 ``late points'', i.e., the dimension of the set of $
                 \alpha $-late points $x$ in $M$ for which $ \limsup_{r
                 \to 0} T(x, r) / (r^{2 - d}| \log r|) = \alpha > 0$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Brownian motion, manifold, cover time, Wiener
                 sausage",
}

@Article{Budhiraja:2003:LDE,
  author =       "Amarjit Budhiraja and Paul Dupuis",
  title =        "Large Deviations for the Emprirical Measures of
                 Reflecting {Brownian} Motion and Related Constrained
                 Processes in {$ R_+ $}",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "8",
  pages =        "16:1--16:46",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v8-154",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/154",
  abstract =     "We consider the large deviations properties of the
                 empirical measure for one dimensional constrained
                 processes, such as reflecting Brownian motion, the
                 M/M/1 queue, and discrete time analogues. Because these
                 processes do not satisfy the strong stability
                 assumptions that are usually assumed when studying the
                 empirical measure, there is significant probability
                 (from the perspective of large deviations) that the
                 empirical measure charges the point at infinity. We
                 prove the large deviation principle and identify the
                 rate function for the empirical measure for these
                 processes. No assumption of any kind is made with
                 regard to the stability of the underlying process.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Markov process, constrained process, large deviations,
                 empirical measure, stability, reflecting Brownian
                 motion",
}

@Article{Delmas:2003:CML,
  author =       "Jean-Fran{\c{c}}ois Delmas",
  title =        "Computation of Moments for the Length of the
                 One-Dimensional {ISE} Support",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "8",
  pages =        "17:1--17:15",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v8-161",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/161",
  abstract =     "We consider in this paper the support $ [L', R'] $ of
                 the one dimensional Integrated Super Brownian
                 Excursion. We determine the distribution of $ (R', L')
                 $ through a modified Laplace transform. Then we give an
                 explicit value for the first two moments of $ R' $ as
                 well as the covariance of $ R' $ and $ {L'} $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Brownian snake; ISE",
}

@Article{Gradinaru:2003:AFS,
  author =       "Mihai Gradinaru and Ivan Nourdin",
  title =        "Approximation at First and Second Order of $m$-order
                 Integrals of the Fractional {Brownian} Motion and of
                 Certain Semimartingales",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "8",
  pages =        "18:1--18:26",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v8-166",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/166",
  abstract =     "Let $X$ be the fractional Brownian motion of any Hurst
                 index $ H \in (0, 1)$ (resp. a semimartingale) and set
                 $ \alpha = H$ (resp. $ \alpha = \frac {1}{2}$). If $Y$
                 is a continuous process and if $m$ is a positive
                 integer, we study the existence of the limit, as $
                 \varepsilon \rightarrow 0$, of the approximations\par

                  $$ I_{\varepsilon }(Y, X) := \left \{ \int_0^t Y_s
                 \left (\frac {X_{s + \varepsilon } -
                 X_s}{\varepsilon^{\alpha }} \right)^m d s, \, t \geq 0
                 \right \} $$

                 of $m$-order integral of $Y$ with respect to $X$. For
                 these two choices of $X$, we prove that the limits are
                 almost sure, uniformly on each compact interval, and
                 are in terms of the $m$-th moment of the Gaussian
                 standard random variable. In particular, if $m$ is an
                 odd integer, the limit equals to zero. In this case,
                 the convergence in distribution, as $ \varepsilon
                 \rightarrow 0$, of $ \varepsilon^{- \frac {1}{2}}
                 I_{\varepsilon }(1, X)$ is studied. We prove that the
                 limit is a Brownian motion when $X$ is the fractional
                 Brownian motion of index $ H \in (0, \frac {1}{2}]$,
                 and it is in term of a two dimensional standard
                 Brownian motion when $X$ is a semimartingale.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Maejima:2003:LMS,
  author =       "Makoto Maejima and Kenji Yamamoto",
  title =        "Long-Memory Stable {Ornstein--Uhlenbeck} Processes",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "8",
  pages =        "19:1--19:18",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v8-168",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/168",
  abstract =     "The solution of the Langevin equation driven by a
                 L{\'e}vy process noise has been well studied, under the
                 name of Ornstein--Uhlenbeck type process. It is a
                 stationary Markov process. When the noise is fractional
                 Brownian motion, the covariance of the stationary
                 solution process has been studied by the first author
                 with different coauthors. In the present paper, we
                 consider the Langevin equation driven by a linear
                 fractional stable motion noise, which is a selfsimilar
                 process with long-range dependence but does not have
                 finite variance, and we investigate the dependence
                 structure of the solution process.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Lachal:2003:DST,
  author =       "Aime Lachal",
  title =        "Distributions of Sojourn Time, Maximum and Minimum for
                 Pseudo-Processes Governed by Higher-Order Heat-Type
                 Equations",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "8",
  pages =        "20:1--20:53",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v8-178",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/178",
  abstract =     "The higher-order heat-type equation $ \partial u /
                 \partial t = \pm \partial^n u / \partial x^n $ has been
                 investigated by many authors. With this equation is
                 associated a pseudo-process $ (X_t)_{t \ge 0} $ which
                 is governed by a signed measure. In the even-order
                 case, Krylov (1960) proved that the classical arc-sine
                 law of Paul Levy for standard Brownian motion holds for
                 the pseudo-process $ (X_t)_{t \ge 0} $, that is, if $
                 T_t $ is the sojourn time of $ (X_t)_{t \ge 0} $ in the
                 half line $ (0, + \infty) $ up to time $t$, then $
                 P(T_t \in d s) = \frac {ds}{\pi \sqrt {s(t - s)}}$, $ 0
                 < s < t$. Orsingher (1991) and next Hochberg and
                 Orsingher (1994) obtained a counterpart to that law in
                 the odd cases $ n = 3, 5, 7.$ Actually Hochberg and
                 Orsingher (1994) proposed a more or less explicit
                 expression for that new law in the odd-order general
                 case and conjectured a quite simple formula for it. The
                 distribution of $ T_t$ subject to some conditioning has
                 also been studied by Nikitin \& Orsingher (2000) in the
                 cases $ n = 3, 4.$ In this paper, we prove that the
                 conjecture of Hochberg and Orsingher (1994) is true and
                 we extend the results of Nikitin \& Orsingher for any
                 integer $n$. We also investigate the distributions of
                 maximal and minimal functionals of $ (X_t)_{t \ge 0}$,
                 as well as the distribution of the last time before
                 becoming definitively negative up to time $t$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Gao:2003:CTS,
  author =       "Fuchang Gao and Jan Hannig and Fred Torcaso",
  title =        "Comparison Theorems for Small Deviations of Random
                 Series",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "8",
  pages =        "21:1--21:17",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v8-147",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/147",
  abstract =     "Let $ {\xi_n} $ be a sequence of i.i.d. positive
                 random variables with common distribution function $
                 F(x) $. Let $ {a_n} $ and $ {b_n} $ be two positive
                 non-increasing summable sequences such that $ {\prod_{n
                 = 1}^{\infty }(a_n / b_n)} $ converges. Under some mild
                 assumptions on $F$, we prove the following
                 comparison\par

                  $$ P \left (\sum_{n = 1}^{\infty }a_n \xi_n \leq
                 \varepsilon \right) \sim \left (\prod_{n = 1}^{\infty }
                 \frac {b_n}{a_n} \right)^{- \alpha } P \left (\sum_{n =
                 1}^{\infty }b_n \xi_n \leq \varepsilon \right), $$

                 where\par

                  $$ { \alpha = \lim_{x \to \infty } \frac {\log F(1 /
                 x)}{\log x}} < 0 $$

                 is the index of variation of $ F(1 / \cdot)$. When
                 applied to the case $ \xi_n = |Z_n|^p$, where $ Z_n$
                 are independent standard Gaussian random variables, it
                 affirms a conjecture of Li cite {Li1992a}.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "small deviation, random series, bounded variation",
}

@Article{Appleby:2003:EAS,
  author =       "John Appleby and Alan Freeman",
  title =        "Exponential Asymptotic Stability of Linear
                 {It{\^o}--Volterra} Equation with Damped Stochastic
                 Perturbations",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "8",
  pages =        "22:1--22:22",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v8-179",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/179",
  abstract =     "This paper studies the convergence rate of solutions
                 of the linear It{\^o}-Volterra equation\par

                  $$ d X(t) = \left (A X(t) + \int_0^t K(t - s)X(s), d s
                 \right) \, d t + \Sigma (t) \, d W(t) \tag {1} $$

                 where $K$ and $ \Sigma $ are continuous matrix-valued
                 functions defined on $ \mathbb {R}^+$, and $ (W(t))_{t
                 \geq 0}$ is a finite-dimensional standard Brownian
                 motion. It is shown that when the entries of $K$ are
                 all of one sign on $ \mathbb {R}^+$, that (i) the
                 almost sure exponential convergence of the solution to
                 zero, (ii) the $p$-th mean exponential convergence of
                 the solution to zero (for all $ p > 0$), and (iii) the
                 exponential integrability of the entries of the kernel
                 $K$, the exponential square integrability of the
                 entries of noise term $ \Sigma $, and the uniform
                 asymptotic stability of the solutions of the
                 deterministic version of (1) are equivalent. The paper
                 extends a result of Murakami which relates to the
                 deterministic version of this problem.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Volkov:2003:ERW,
  author =       "Stanislav Volkov",
  title =        "Excited Random Walk on Trees",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "8",
  pages =        "23:1--23:15",
  year =         "2003",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v8-180",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/180",
  abstract =     "We consider a nearest-neighbor stochastic process on a
                 rooted tree $G$ which goes toward the root with
                 probability $ 1 - \varepsilon $ when it visits a vertex
                 for the first time. At all other times it behaves like
                 a simple random walk on $G$. We show that for all $
                 \varepsilon \ge 0$ this process is transient. Also we
                 consider a generalization of this process and establish
                 its transience in {\em some} cases.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Ocone:2004:DVC,
  author =       "Daniel Ocone and Ananda Weerasinghe",
  title =        "Degenerate Variance Control in the One-dimensional
                 Stationary Case",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "8",
  pages =        "24:27",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v8-181",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/181",
  abstract =     "We study the problem of stationary control by adaptive
                 choice of the diffusion coefficient in the case that
                 control degeneracy is allowed and the drift admits a
                 unique, asymptotically stable equilibrium point. We
                 characterize the optimal value and obtain it as an
                 Abelian limit of optimal discounted values and as a
                 limiting average of finite horizon optimal values, and
                 we also characterize the optimal stationary strategy.
                 In the case of linear drift, the optimal stationary
                 value is expressed in terms of the solution of an
                 optimal stopping problem. We generalize the above
                 results to allow unbounded cost functions.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "stationary control, degenerate variance control;
                 stochastic control",
}

@Article{Kozma:2004:AED,
  author =       "Gady Kozma and Ehud Schreiber",
  title =        "An asymptotic expansion for the discrete harmonic
                 potential",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "9",
  pages =        "1:1--1:17",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v9-170",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/170",
  abstract =     "We give two algorithms that allow to get arbitrary
                 precision asymptotics for the harmonic potential of a
                 random walk.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Barbour:2004:NUB,
  author =       "Andrew Barbour and Kwok Choi",
  title =        "A non-uniform bound for translated {Poisson}
                 approximation",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "9",
  pages =        "2:18--2:36",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v9-182",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/182",
  abstract =     "Let $ X_1, \ldots, X_n $ be independent, integer
                 valued random variables, with $ p^{\text {th}} $
                 moments, $ p > 2 $, and let $W$ denote their sum. We
                 prove bounds analogous to the classical non-uniform
                 estimates of the error in the central limit theorem,
                 but now, for approximation of $ {\cal L}(W)$ by a
                 translated Poisson distribution. The advantage is that
                 the error bounds, which are often of order no worse
                 than in the classical case, measure the accuracy in
                 terms of total variation distance. In order to have
                 good approximation in this sense, it is necessary for $
                 {\cal L}(W)$ to be sufficiently smooth; this
                 requirement is incorporated into the bounds by way of a
                 parameter $ \alpha $, which measures the average
                 overlap between $ {\cal L}(X_i)$ and $ {\cal L}(X_i +
                 1), 1 \leq i \leq n$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "non-uniform bounds; Stein's method; total variation;
                 translated Poisson approximation",
}

@Article{Aldous:2004:BBA,
  author =       "David Aldous and Gregory Miermont and Jim Pitman",
  title =        "{Brownian} Bridge Asymptotics for Random
                 $p$-Mappings",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "9",
  pages =        "3:37--3:56",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v9-186",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/186",
  abstract =     "The Joyal bijection between doubly-rooted trees and
                 mappings can be lifted to a transformation on function
                 space which takes tree-walks to mapping-walks. Applying
                 known results on weak convergence of random tree walks
                 to Brownian excursion, we give a conceptually simpler
                 rederivation of the Aldous--Pitman (1994) result on
                 convergence of uniform random mapping walks to
                 reflecting Brownian bridge, and extend this result to
                 random $p$-mappings.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Brownian bridge, Brownian excursion, Joyal map, random
                 mapping, random tree, weak convergence",
}

@Article{Haas:2004:GSS,
  author =       "B{\'e}n{\'e}dicte Haas and Gr{\'e}gory Miermont",
  title =        "The Genealogy of Self-similar Fragmentations with
                 Negative Index as a Continuum Random Tree",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "9",
  pages =        "4:57--4:97",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v9-187",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/187",
  abstract =     "We encode a certain class of stochastic fragmentation
                 processes, namely self-similar fragmentation processes
                 with a negative index of self-similarity, into a metric
                 family tree which belongs to the family of Continuum
                 Random Trees of Aldous. When the splitting times of the
                 fragmentation are dense near 0, the tree can in turn be
                 encoded into a continuous height function, just as the
                 Brownian Continuum Random Tree is encoded in a
                 normalized Brownian excursion. Under mild hypotheses,
                 we then compute the Hausdorff dimensions of these
                 trees, and the maximal H{\"o}lder exponents of the
                 height functions.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Mueller:2004:SPA,
  author =       "Carl Mueller and Roger Tribe",
  title =        "A Singular Parabolic {Anderson} Model",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "9",
  pages =        "5:98--5:144",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v9-189",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/189",
  abstract =     "We consider the heat equation with a singular random
                 potential term. The potential is Gaussian with mean 0
                 and covariance given by a small constant times the
                 inverse square of the distance. Solutions exist as
                 singular measures, under suitable assumptions on the
                 initial conditions and for sufficiently small noise. We
                 investigate various properties of the solutions using
                 such tools as scaling, self-duality and moment
                 formulae. This model lies on the boundary between
                 nonexistence and smooth solutions. It gives a new
                 model, other than the superprocess, which has
                 measure-valued solutions.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "stochastic partial differential equations",
}

@Article{Fernandez:2004:CCC,
  author =       "Roberto Fernandez and Gregory Maillard",
  title =        "Chains with Complete Connections and One-Dimensional
                 {Gibbs} Measures",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "9",
  pages =        "6:145--6:176",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v9-149",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/149",
  abstract =     "We discuss the relationship between one-dimensional
                 Gibbs measures and discrete-time processes (chains). We
                 consider finite-alphabet (finite-spin) systems,
                 possibly with a grammar (exclusion rule). We establish
                 conditions for a stochastic process to define a Gibbs
                 measure and vice versa. Our conditions generalize well
                 known equivalence results between ergodic Markov chains
                 and fields, as well as the known Gibbsian character of
                 processes with exponential continuity rate. Our
                 arguments are purely probabilistic; they are based on
                 the study of regular systems of conditional
                 probabilities (specifications). Furthermore, we discuss
                 the equivalence of uniqueness criteria for chains and
                 fields and we establish bounds for the continuity rates
                 of the respective systems of finite-volume conditional
                 probabilities. As an auxiliary result we prove a
                 (re)construction theorem for specifications starting
                 from single-site conditioning, which applies in a more
                 general setting (general spin space, specifications not
                 necessarily Gibbsian).",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Discrete-time processes, Chains with complete
                 connections, Gibbs measures, Markov chains",
}

@Article{Ledoux:2004:DOS,
  author =       "Michel Ledoux",
  title =        "Differential Operators and Spectral Distributions of
                 Invariant Ensembles from the Classical Orthogonal
                 Polynomials. {The} Continuous Case",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "9",
  pages =        "7:177--7:208",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v9-191",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/191",
  abstract =     "Following the investigation by U. Haagerup and S.
                 Thorbjornsen, we present a simple differential approach
                 to the limit theorems for empirical spectral
                 distributions of complex random matrices from the
                 Gaussian, Laguerre and Jacobi Unitary Ensembles. In the
                 framework of abstract Markov diffusion operators, we
                 derive by the integration by parts formula differential
                 equations for Laplace transforms and recurrence
                 equations for moments of eigenfunction measures. In
                 particular, a new description of the equilibrium
                 measures as adapted mixtures of the universal arcsine
                 law with an independent uniform distribution is
                 emphasized. The moment recurrence relations are used to
                 describe sharp, non asymptotic, small deviation
                 inequalities on the largest eigenvalues at the rate
                 given by the Tracy--Widom asymptotics.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Doney:2004:STB,
  author =       "Ronald Doney",
  title =        "Small-time Behaviour of {L{\'e}vy} Processes",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "9",
  pages =        "8:209--8:229",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v9-193",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/193",
  abstract =     "In this paper a neccessary and sufficient condition is
                 established for the probability that a L{\'e}vy process
                 is positive at time $t$ to tend to 1 as $t$ tends to 0.
                 This condition is expressed in terms of the
                 characteristics of the process, and is also shown to be
                 equivalent to two probabilistic statements about the
                 behaviour of the process for small time $t$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Alabert:2004:SDE,
  author =       "Aureli Alabert and Miguel Angel Marmolejo",
  title =        "Stochastic differential equations with boundary
                 conditions driven by a {Poisson} noise",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "9",
  pages =        "9:230--254",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v9-157",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/157",
  abstract =     "We consider one-dimensional stochastic differential
                 equations with a boundary condition, driven by a
                 Poisson process. We study existence and uniqueness of
                 solutions and the absolute continuity of the law of the
                 solution. In the case when the coefficients are linear,
                 we give an explicit form of the solution and study the
                 reciprocal process property.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "boundary conditions; Poisson noise; reciprocal
                 processes; stochastic differential equations",
}

@Article{Garet:2004:PTS,
  author =       "Olivier Garet",
  title =        "Percolation Transition for Some Excursion Sets",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "9",
  pages =        "10:255--10:292",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v9-196",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/196",
  abstract =     "We consider a random field $ (X_n)_{n \in \mathbb
                 {Z}^d} $ and investigate when the set $ A_h = \{ k \in
                 \mathbb {Z}^d; \vert X_k \vert \ge h \} $ has infinite
                 clusters. The main problem is to decide whether the
                 critical level\par

                  $$ h_c = \sup \{ h \in R \colon P(A_h \text { has an
                 infinite cluster }) > 0 \} $$

                 is neither $0$ nor $ + \infty $. Thus, we say that a
                 percolation transition occurs. In a first time, we show
                 that weakly dependent Gaussian fields satisfy to a
                 well-known criterion implying the percolation
                 transition. Then, we introduce a concept of percolation
                 along reasonable paths and therefore prove a phenomenon
                 of percolation transition for reasonable paths even for
                 strongly dependent Gaussian fields. This allows to
                 obtain some results of percolation transition for
                 oriented percolation. Finally, we study some Gibbs
                 states associated to a perturbation of a ferromagnetic
                 quadratic interaction. At first, we show that a
                 transition percolation occurs for superstable
                 potentials. Next, we go to the critical case and show
                 that a transition percolation occurs for directed
                 percolation when $ d \ge 4$. We also note that the
                 assumption of ferromagnetism can be relaxed when we
                 deal with Gaussian Gibbs measures, i.e., when there is
                 no perturbation of the quadratic interaction.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Kurkova:2004:ISC,
  author =       "Irina Kurkova and Serguei Popov and M. Vachkovskaia",
  title =        "On Infection Spreading and Competition between
                 Independent Random Walks",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "9",
  pages =        "11:293--11:315",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v9-197",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/197",
  abstract =     "We study the models of competition and spreading of
                 infection for infinite systems of independent random
                 walks. For the competition model, we investigate the
                 question whether one of the spins prevails with
                 probability one. For the infection spreading, we give
                 sufficient conditions for recurrence and transience
                 (i.e., whether the origin will be visited by infected
                 particles infinitely often a.s.).",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Dawson:2004:HEB,
  author =       "Donald Dawson and Luis Gorostiza and Anton
                 Wakolbinger",
  title =        "Hierarchical Equilibria of Branching Populations",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "9",
  pages =        "12:316--12:381",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v9-200",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/200",
  abstract =     "The objective of this paper is the study of the
                 equilibrium behavior of a population on the
                 hierarchical group $ \Omega_N $ consisting of families
                 of individuals undergoing critical branching random
                 walk and in addition these families also develop
                 according to a critical branching process. Strong
                 transience of the random walk guarantees existence of
                 an equilibrium for this two-level branching system. In
                 the limit $ N \to \infty $ (called the {\em
                 hierarchical mean field limit}), the equilibrium
                 aggregated populations in a nested sequence of balls $
                 B^{(N)}_\ell $ of hierarchical radius $ \ell $ converge
                 to a backward Markov chain on $ \mathbb {R_+} $. This
                 limiting Markov chain can be explicitly represented in
                 terms of a cascade of subordinators which in turn makes
                 possible a description of the genealogy of the
                 population.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Multilevel branching, hierarchical mean-field limit,
                 strong transience, genealogy",
}

@Article{Kendall:2004:CIK,
  author =       "Wilfrid Kendall and Catherine Price",
  title =        "Coupling Iterated {Kolmogorov} Diffusions",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "9",
  pages =        "13:382--13:410",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v9-201",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/201",
  abstract =     "The {\em Kolmogorov-1934 diffusion} is the
                 two-dimensional diffusion generated by real Brownian
                 motion and its time integral. In this paper we
                 construct successful co-adapted couplings for iterated
                 Kolmogorov diffusions defined by adding iterated time
                 integrals as further components to the original
                 Kolmogorov diffusion. A Laplace-transform argument
                 shows it is not possible successfully to couple all
                 iterated time integrals at once; however we give an
                 explicit construction of a successful co-adapted
                 coupling method for Brownian motion, its time integral,
                 and its twice-iterated time integral; and a more
                 implicit construction of a successful co-adapted
                 coupling method which works for finite sets of iterated
                 time integrals.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{vonRenesse:2004:ICR,
  author =       "Max-K. von Renesse",
  title =        "Intrinsic Coupling on {Riemannian} Manifolds and
                 Polyhedra",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "9",
  pages =        "14:411--14:435",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v9-205",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/205",
  abstract =     "Starting from a central limit theorem for geometric
                 random walks we give an elementary construction of
                 couplings between Brownian motions on Riemannian
                 manifolds. This approach shows that cut locus phenomena
                 are indeed inessential for Kendall's and Cranston's
                 stochastic proof of gradient estimates for harmonic
                 functions on Riemannian manifolds with lower curvature
                 bounds. Moreover, since the method is based on an
                 asymptotic quadruple inequality and a central limit
                 theorem only it may be extended to certain non smooth
                 spaces which we illustrate by the example of Riemannian
                 polyhedra. Here we also recover the classical heat
                 kernel gradient estimate which is well known from the
                 smooth setting.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Central Limit Theorem; Coupling; Gradient Estimates",
}

@Article{Loewe:2004:RMR,
  author =       "Matthias Loewe and Heinrich Matzinger and Franz
                 Merkl",
  title =        "Reconstructing a Multicolor Random Scenery seen along
                 a Random Walk Path with Bounded Jumps",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "9",
  pages =        "15:436--15:507",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v9-206",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/206",
  abstract =     "Kesten noticed that the scenery reconstruction method
                 proposed by Matzinger in his PhD thesis relies heavily
                 on the skip-free property of the random walk. He asked
                 if one can still reconstruct an i.i.d. scenery seen
                 along the path of a non-skip-free random walk. In this
                 article, we positively answer this question. We prove
                 that if there are enough colors and if the random walk
                 is recurrent with at most bounded jumps, and if it can
                 reach every integer, then one can almost surely
                 reconstruct almost every scenery up to translations and
                 reflections. Our reconstruction method works if there
                 are more colors in the scenery than possible single
                 steps for the random walk.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "ergodic theory; jumps; random walk; Scenery
                 reconstruction; stationary processes",
}

@Article{Barral:2004:MAC,
  author =       "Julien Barral and Jacques V{\'e}hel",
  title =        "Multifractal Analysis of a Class of Additive Processes
                 with Correlated Non-Stationary Increments",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "9",
  pages =        "16:508--16:543",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v9-208",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/208",
  abstract =     "We consider a family of stochastic processes built
                 from infinite sums of independent positive random
                 functions on $ R_+ $. Each of these functions increases
                 linearly between two consecutive negative jumps, with
                 the jump points following a Poisson point process on $
                 R_+ $. The motivation for studying these processes
                 stems from the fact that they constitute simplified
                 models for TCP traffic on the Internet. Such processes
                 bear some analogy with L{\'e}vy processes, but they are
                 more complex in the sense that their increments are
                 neither stationary nor independent. Nevertheless, we
                 show that their multifractal behavior is very much the
                 same as that of certain L{\'e}vy processes. More
                 precisely, we compute the Hausdorff multifractal
                 spectrum of our processes, and find that it shares the
                 shape of the spectrum of a typical L{\'e}vy process.
                 This result yields a theoretical basis to the empirical
                 discovery of the multifractal nature of TCP traffic.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Shao:2004:ADB,
  author =       "Qi-Man Shao and Chun Su and Gang Wei",
  title =        "Asymptotic Distributions and {Berry--Ess{\'e}en}
                 Bounds for Sums of Record Values",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "9",
  pages =        "17:544--17:559",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v9-210",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/210",
  abstract =     "Let $ \{ U_n, n \geq 1 \} $ be independent uniformly
                 distributed random variables, and $ \{ Y_n, n \geq 1 \}
                 $ be independent and identically distributed
                 non-negative random variables with finite third
                 moments. Denote $ S_n = \sum_{i = 1}^n Y_i $ and assume
                 that $ (U_1, \cdots, U_n) $ and $ S_{n + 1} $ are
                 independent for every fixed $n$. In this paper we
                 obtain {Berry--Ess{\'e}en} bounds for $ \sum_{i = 1}^n
                 \psi (U_i S_{n + 1})$, where $ \psi $ is a non-negative
                 function. As an application, we give
                 {Berry--Ess{\'e}en} bounds and asymptotic distributions
                 for sums of record values.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Kouritzin:2004:NFR,
  author =       "Michael Kouritzin and Wei Sun and Jie Xiong",
  title =        "Nonliner Filtering for Reflecting Diffusions in Random
                 Environments via Nonparametric Estimation",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "9",
  pages =        "18:560--18:574",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v9-214",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  note =         "See erratum \cite{Kouritzin:2017:ENF}.",
  URL =          "http://ejp.ejpecp.org/article/view/214",
  abstract =     "We study a nonlinear filtering problem in which the
                 signal to be estimated is a reflecting diffusion in a
                 random environment. Under the assumption that the
                 observation noise is independent of the signal, we
                 develop a nonparametric functional estimation method
                 for finding workable approximate solutions to the
                 conditional distributions of the signal state.
                 Furthermore, we show that the pathwise average
                 distance, per unit time, of the approximate filter from
                 the optimal filter is asymptotically small in time.
                 Also, we use simulations based upon a particle filter
                 algorithm to show the efficiency of the method.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Bertoin:2004:ALN,
  author =       "Jean Bertoin and Alexander Gnedin",
  title =        "Asymptotic Laws for Nonconservative Self-similar
                 Fragmentations",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "9",
  pages =        "19:575--19:593",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v9-215",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/215",
  abstract =     "We consider a self-similar fragmentation process in
                 which the generic particle of mass $x$ is replaced by
                 the offspring particles at probability rate $ x^\alpha
                 $, with positive parameter $ \alpha $. The total of
                 offspring masses may be both larger or smaller than $x$
                 with positive probability. We show that under certain
                 conditions the typical mass in the ensemble is of the
                 order $ t^{-1 / \alpha }$ and that the empirical
                 distribution of masses converges to a random limit
                 which we characterise in terms of the reproduction
                 law.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Nualart:2004:LSM,
  author =       "Eulalia Nualart and Thomas Mountford",
  title =        "Level Sets of Multiparameter {Brownian} Motions",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "9",
  pages =        "20:594--20:614",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v9-169",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/169",
  abstract =     "We use Girsanov's theorem to establish a conjecture of
                 Khoshnevisan, Xiao and Zhong that $ \phi (r) = r^{N - d
                 / 2} (\log \log (\frac {1}{r}))^{d / 2} $ is the exact
                 Hausdorff measure function for the zero level set of an
                 $N$-parameter $d$-dimensional additive Brownian motion.
                 We extend this result to a natural multiparameter
                 version of Taylor and Wendel's theorem on the
                 relationship between Brownian local time and the
                 Hausdorff $ \phi $-measure of the zero set.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "additive Brownian motion; Hausdorff measure; level
                 sets; Local times",
}

@Article{Krylov:2004:QIS,
  author =       "N. V. Krylov",
  title =        "Quasiderivatives and Interior Smoothness of Harmonic
                 Functions Associated with Degenerate Diffusion
                 Processes",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "9",
  pages =        "21:615--21:633",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v9-219",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/219",
  abstract =     "Proofs and two applications of two general results are
                 given concerning the problem of establishing interior
                 smoothness of probabilistic solutions of elliptic
                 degenerate equations.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Bass:2004:CSD,
  author =       "Richard Bass and Edwin Perkins",
  title =        "Countable Systems of Degenerate Stochastic
                 Differential Equations with Applications to
                 Super-{Markov} Chains",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "9",
  pages =        "22:634--22:673",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v9-222",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/222",
  abstract =     "We prove well-posedness of the martingale problem for
                 an infinite-dimensional degenerate elliptic operator
                 under appropriate H{\"o}lder continuity conditions on
                 the coefficients. These martingale problems include
                 large population limits of branching particle systems
                 on a countable state space in which the particle
                 dynamics and branching rates may depend on the entire
                 population in a H{\"o}lder fashion. This extends an
                 approach originally used by the authors in finite
                 dimensions.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Denis:2004:GAR,
  author =       "Laurent Denis and L. Stoica",
  title =        "A General Analytical Result for Non-linear {SPDE}'s
                 and Applications",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "9",
  pages =        "23:674--23:709",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v9-223",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/223",
  abstract =     "Using analytical methods, we prove existence
                 uniqueness and estimates for s.p.d.e. of the type\par

                  $$ d u_t + A u_t d t + f (t, u_t) d t + R g(t, u_t) d
                 t = h(t, x, u_t) d B_t, $$

                 where $A$ is a linear non-negative self-adjoint
                 (unbounded) operator, $f$ is a nonlinear function which
                 depends on $u$ and its derivatives controlled by $
                 \sqrt {A} u$, $ R g$ corresponds to a nonlinearity
                 involving $u$ and its derivatives of the same order as
                 $ A u$ but of smaller magnitude, and the right term
                 contains a noise involving a $d$-dimensional Brownian
                 motion multiplied by a non-linear function. We give a
                 neat condition concerning the magnitude of these
                 nonlinear perturbations. We also mention a few examples
                 and, in the case of a diffusion generator, we give a
                 double stochastic interpretation.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{vanderHofstad:2004:GSC,
  author =       "Remco van der Hofstad and Akira Sakai",
  title =        "{Gaussian} Scaling for the Critical Spread-out Contact
                 Process above the Upper Critical Dimension",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "9",
  pages =        "24:710--24:769",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v9-224",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/224",
  abstract =     "We consider the critical spread-out contact process in
                 $ Z^d $ with $ d \geq 1 $, whose infection range is
                 denoted by $ L \geq 1 $. The two-point function $
                 \tau_t(x) $ is the probability that $ x \in Z^d $ is
                 infected at time $t$ by the infected individual located
                 at the origin $ o \in Z^d$ at time 0. We prove Gaussian
                 behaviour for the two-point function with $ L \geq L_0$
                 for some finite $ L_0 = L_0 (d)$ for $ d > 4$. When $ d
                 \leq 4$, we also perform a local mean-field limit to
                 obtain Gaussian behaviour for $ \tau_{ tT}(x)$ with $ t
                 > 0$ fixed and $ T \to \infty $ when the infection
                 range depends on $T$ in such a way that $ L_T = L T^b$
                 for any $ b > (4 - d) / 2 d$.\par

                 The proof is based on the lace expansion and an
                 adaptation of the inductive approach applied to the
                 discretized contact process. We prove the existence of
                 several critical exponents and show that they take on
                 their respective mean-field values. The results in this
                 paper provide crucial ingredients to prove convergence
                 of the finite-dimensional distributions for the contact
                 process towards those for the canonical measure of
                 super-Brownian motion, which we defer to a sequel of
                 this paper.\par

                 The results in this paper also apply to oriented
                 percolation, for which we reprove some of the results
                 in \cite{hs01} and extend the results to the local
                 mean-field setting described above when $ d \leq 4$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Berestycki:2004:EFC,
  author =       "Julien Berestycki",
  title =        "Exchangeable Fragmentation--Coalescence Processes and
                 their Equilibrium Measures",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "9",
  pages =        "25:770--25:824",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v9-227",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/227",
  abstract =     "We define and study a family of Markov processes with
                 state space the compact set of all partitions of $N$
                 that we call exchangeable fragmentation-coalescence
                 processes. They can be viewed as a combination of
                 homogeneous fragmentation as defined by Bertoin and of
                 homogeneous coalescence as defined by Pitman and
                 Schweinsberg or M{\"o}hle and Sagitov. We show that
                 they admit a unique invariant probability measure and
                 we study some properties of their paths and of their
                 equilibrium measure.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Peres:2004:MTR,
  author =       "Yuval Peres and David Revelle",
  title =        "Mixing Times for Random Walks on Finite Lamplighter
                 Groups",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "9",
  pages =        "26:825--26:845",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v9-198",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/198",
  abstract =     "Given a finite graph $G$, a vertex of the lamplighter
                 graph $ G^\diamondsuit = \mathbb {Z}_2 \wr G$ consists
                 of a zero-one labeling of the vertices of $G$, and a
                 marked vertex of $G$. For transitive $G$ we show that,
                 up to constants, the relaxation time for simple random
                 walk in $ G^\diamondsuit $ is the maximal hitting time
                 for simple random walk in $G$, while the mixing time in
                 total variation on $ G^\diamondsuit $ is the expected
                 cover time on $G$. The mixing time in the uniform
                 metric on $ G^\diamondsuit $ admits a sharp threshold,
                 and equals $ |G|$ multiplied by the relaxation time on
                 $G$, up to a factor of $ \log |G|$. For $ \mathbb {Z}_2
                 \wr \mathbb {Z}_n^2$, the lamplighter group over the
                 discrete two dimensional torus, the relaxation time is
                 of order $ n^2 \log n$, the total variation mixing time
                 is of order $ n^2 \log^2 n$, and the uniform mixing
                 time is of order $ n^4$. For $ \mathbb {Z}_2 \wr
                 \mathbb {Z}_n^d$ when $ d \geq 3$, the relaxation time
                 is of order $ n^d$, the total variation mixing time is
                 of order $ n^d \log n$, and the uniform mixing time is
                 of order $ n^{d + 2}$. In particular, these three
                 quantities are of different orders of magnitude.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "cover time; lamplighter group; mixing time; random
                 walks",
}

@Article{Lawler:2004:BEC,
  author =       "Gregory Lawler and Vlada Limic",
  title =        "The {Beurling} Estimate for a Class of Random Walks",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "9",
  pages =        "27:846--27:861",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v9-228",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/228",
  abstract =     "An estimate of Beurling states that if $K$ is a curve
                 from $0$ to the unit circle in the complex plane, then
                 the probability that a Brownian motion starting at $ -
                 \varepsilon $ reaches the unit circle without hitting
                 the curve is bounded above by $ c \varepsilon^{1 / 2}$.
                 This estimate is very useful in analysis of boundary
                 behavior of conformal maps, especially for connected
                 but rough boundaries. The corresponding estimate for
                 simple random walk was first proved by Kesten. In this
                 note we extend this estimate to random walks with zero
                 mean, finite $ (3 + \delta)$-moment.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Beurling projection; escape probabilities; Green's
                 function; random walk",
}

@Article{Puhalskii:2004:SDL,
  author =       "Anatolii Puhalskii",
  title =        "On Some Degenerate Large Deviation Problems",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "9",
  pages =        "28:862--28:886",
  year =         "2004",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v9-232",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/232",
  abstract =     "This paper concerns the issue of obtaining the large
                 deviation principle for solutions of stochastic
                 equations with possibly degenerate coefficients.
                 Specifically, we explore the potential of the
                 methodology that consists in establishing exponential
                 tightness and identifying the action functional via a
                 maxingale problem. In the author's earlier work it has
                 been demonstrated that certain convergence properties
                 of the predictable characteristics of semimartingales
                 ensure both that exponential tightness holds and that
                 every large deviation accumulation point is a solution
                 to a maxingale problem. The focus here is on the
                 uniqueness for the maxingale problem. It is first shown
                 that under certain continuity hypotheses existence and
                 uniqueness of a solution to a maxingale problem of
                 diffusion type are equivalent to Luzin weak existence
                 and uniqueness, respectively, for the associated
                 idempotent It{\^o} equation. Consequently, if the
                 idempotent equation has a unique Luzin weak solution,
                 then the action functional is specified uniquely, so
                 the large deviation principle follows. Two kinds of
                 application are considered. Firstly, we obtain results
                 on the logarithmic asymptotics of moderate deviations
                 for stochastic equations with possibly degenerate
                 diffusion coefficients which, as compared with earlier
                 results, relax the growth conditions on the
                 coefficients, permit certain non-Lipshitz-continuous
                 coefficients, and allow the coefficients to depend on
                 the entire past of the process and to be discontinuous
                 functions of time. The other application concerns
                 multiple-server queues with impatient customers.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Kim:2005:ESD,
  author =       "Kyeong-Hun Kim",
  title =        "{$ L_p $}-Estimates for {SPDE} with Discontinuous
                 Coefficients in Domains",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "1:1--1:20",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-234",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/234",
  abstract =     "Stochastic partial differential equations of
                 divergence form with discontinuous and unbounded
                 coefficients are considered in $ C^1 $ domains.
                 Existence and uniqueness results are given in weighted
                 $ L_p $ spaces, and Holder type estimates are
                 presented.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "stochastic partial differential equations,
                 discontinuous coefficients",
}

@Article{Newman:2005:CCN,
  author =       "Charles Newman and Krishnamurthi Ravishankar and
                 Rongfeng Sun",
  title =        "Convergence of Coalescing Nonsimple Random Walks to
                 the {Brownian Web}",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "2:21--2:60",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-235",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/235",
  abstract =     "The Brownian Web (BW) is a family of coalescing
                 Brownian motions starting from every point in space and
                 time $ R \times R $. It was first introduced by
                 Arratia, and later analyzed in detail by Toth and
                 Werner. More recently, Fontes, Isopi, Newman and
                 Ravishankar (FINR) gave a characterization of the BW,
                 and general convergence criteria allowing in principle
                 either crossing or noncrossing paths, which they
                 verified for coalescing simple random walks. Later
                 Ferrari, Fontes, and Wu verified these criteria for a
                 two dimensional Poisson Tree. In both cases, the paths
                 are noncrossing. To date, the general convergence
                 criteria of FINR have not been verified for any case
                 with crossing paths, which appears to be significantly
                 more difficult than the noncrossing paths case.
                 Accordingly, in this paper, we formulate new
                 convergence criteria for the crossing paths case, and
                 verify them for non-simple coalescing random walks
                 satisfying a finite fifth moment condition. This is the
                 first time that convergence to the BW has been proved
                 for models with crossing paths. Several corollaries are
                 presented, including an analysis of the scaling limit
                 of voter model interfaces that extends a result of Cox
                 and Durrett.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Brownian Web, Invariance Principle, Coalescing Random
                 Walks, Brownian Networks, Continuum Limit",
}

@Article{Kontoyiannis:2005:LDA,
  author =       "Ioannis Kontoyiannis and Sean Meyn",
  title =        "Large Deviations Asymptotics and the Spectral Theory
                 of Multiplicatively Regular {Markov} Processes",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "3:61--3:123",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-231",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/231",
  abstract =     "In this paper we continue the investigation of the
                 spectral theory and exponential asymptotics of
                 primarily discrete-time Markov processes, following
                 Kontoyiannis and Meyn (2003). We introduce a new family
                 of nonlinear Lyapunov drift criteria, which
                 characterize distinct subclasses of geometrically
                 ergodic Markov processes in terms of simple
                 inequalities for the nonlinear generator. We
                 concentrate primarily on the class of multiplicatively
                 regular Markov processes, which are characterized via
                 simple conditions similar to (but weaker than) those of
                 Donsker--Varadhan. For any such process $ \{ \Phi (t)
                 \} $ with transition kernel $P$ on a general state
                 space $X$, the following are obtained. Spectral Theory:
                 For a large class of (possibly unbounded) functionals
                 $F$ on $X$, the kernel $ \hat P(x, d y) = e^{F(x)} P(x,
                 d y)$ has a discrete spectrum in an appropriately
                 defined Banach space. It follows that there exists a
                 ``maximal, '' well-behaved solution to the
                 ``multiplicative Poisson equation, '' defined as an
                 eigenvalue problem for $ \hat P$. Multiplicative Mean
                 Ergodic Theorem: Consider the partial sums of this
                 process with respect to any one of the functionals $F$
                 considered above. The normalized mean of their moment
                 generating function (and not the logarithm of the mean)
                 converges to the above maximal eigenfunction
                 exponentially fast. Multiplicative regularity: The
                 Lyapunov drift criterion under which our results are
                 derived is equivalent to the existence of regeneration
                 times with finite exponential moments for the above
                 partial sums. Large Deviations: The sequence of
                 empirical measures of the process satisfies a large
                 deviations principle in a topology finer that the usual
                 tau-topology, generated by the above class of
                 functionals. The rate function of this LDP is the
                 convex dual of logarithm of the above maximal
                 eigenvalue, and it is shown to coincide with the
                 Donsker--Varadhan rate function in terms of relative
                 entropy. Exact Large Deviations Asymptotics: The above
                 partial sums are shown to satisfy an exact large
                 deviations expansion, analogous to that obtained by
                 Bahadur and Ranga Rao for independent random
                 variables.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Markov process, large deviations, entropy, Lyapunov
                 function, empirical measures, nonlinear generator,
                 large deviations principle",
}

@Article{Bass:2005:ASI,
  author =       "Richard Bass and Jay Rosen",
  title =        "An Almost Sure Invariance Principle for Renormalized
                 Intersection Local Times",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "4:124--4:164",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-236",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/236",
  abstract =     "Let $ \beta_k(n) $ be the number of self-intersections
                 of order $k$, appropriately renormalized, for a mean
                 zero planar random walk with $ 2 + \delta $ moments. On
                 a suitable probability space we can construct the
                 random walk and a planar Brownian motion $ W_t$ such
                 that for each $ k \geq 2$, $ | \beta_k(n) -
                 \gamma_k(n)| = o(1)$, a.s., where $ \gamma_k(n)$ is the
                 renormalized self-intersection local time of order $k$
                 at time 1 for the Brownian motion $ W_{nt} / \sqrt
                 n$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Schuhmacher:2005:DEP,
  author =       "Dominic Schuhmacher",
  title =        "Distance Estimates for {Poisson} Process
                 Approximations of Dependent Thinnings",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "5:165--5:201",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-237",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/237",
  abstract =     "It is well known, that under certain conditions,
                 gradual thinning of a point process on $ R^d_+ $,
                 accompanied by a contraction of space to compensate for
                 the thinning, leads in the weak limit to a Cox process.
                 In this article, we apply discretization and a result
                 based on Stein's method to give estimates of the
                 Barbour--Brown distance $ d_2 $ between the
                 distribution of a thinned point process and an
                 approximating Poisson process, and evaluate the
                 estimates in concrete examples. We work in terms of
                 two, somewhat different, thinning models. The main
                 model is based on the usual thinning notion of deleting
                 points independently according to probabilities
                 supplied by a random field. In Section 4, however, we
                 use an alternative thinning model, which can be more
                 straightforward to apply if the thinning is determined
                 by point interactions.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Eisenbaum:2005:CBG,
  author =       "Nathalie Eisenbaum",
  title =        "A Connection between {Gaussian} Processes and {Markov}
                 Processes",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "6:202--6:215",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-238",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/238",
  abstract =     "The Green function of a transient symmetric Markov
                 process can be interpreted as the covariance of a
                 centered Gaussian process. This relation leads to
                 several fruitful identities in law. Symmetric Markov
                 processes and their associated Gaussian process both
                 benefit from these connections. Therefore it is of
                 interest to characterize the associated Gaussian
                 processes. We present here an answer to that
                 question.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Cancrini:2005:DLT,
  author =       "Nicoletta Cancrini and Filippo Cesi and Cyril
                 Roberto",
  title =        "Diffusive Long-time Behavior of {Kawasaki} Dynamics",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "7:216--7:249",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-239",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/239",
  abstract =     "If $ P_t $ is the semigroup associated with the
                 Kawasaki dynamics on $ Z^d $ and $f$ is a local
                 function on the configuration space, then the variance
                 with respect to the invariant measure $ \mu $ of $ P_t
                 f$ goes to zero as $ t \to \infty $ faster than $ t^{-d
                 / 2 + \varepsilon }$, with $ \varepsilon $ arbitrarily
                 small. The fundamental assumption is a mixing condition
                 on the interaction of Dobrushin and Schlosman type.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Heicklen:2005:RPS,
  author =       "Deborah Heicklen and Christopher Hoffman",
  title =        "Return Probabilities of a Simple Random Walk on
                 Percolation Clusters",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "8:250--8:302",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-240",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/240",
  abstract =     "We bound the probability that a continuous time simple
                 random walk on the infinite percolation cluster on $
                 Z^d $ returns to the origin at time $t$. We use this
                 result to show that in dimensions 5 and higher the
                 uniform spanning forest on infinite percolation
                 clusters supported on graphs with infinitely many
                 connected components a.s.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Birkner:2005:ASB,
  author =       "Matthias Birkner and Jochen Blath and Marcella Capaldo
                 and Alison Etheridge and Martin M{\"o}hle and Jason
                 Schweinsberg and Anton Wakolbinger",
  title =        "Alpha-Stable Branching and Beta-Coalescents",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "9:303--9:325",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-241",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/241",
  abstract =     "We determine that the continuous-state branching
                 processes for which the genealogy, suitably
                 time-changed, can be described by an autonomous Markov
                 process are precisely those arising from $ \alpha
                 $-stable branching mechanisms. The random ancestral
                 partition is then a time-changed $ \Lambda
                 $-coalescent, where $ \Lambda $ is the
                 Beta-distribution with parameters $ 2 - \alpha $ and $
                 \alpha $, and the time change is given by $ Z^{1 -
                 \alpha }$, where $Z$ is the total population size. For
                 $ \alpha = 2$ (Feller's branching diffusion) and $
                 \Lambda = \delta_0$ (Kingman's coalescent), this is in
                 the spirit of (a non-spatial version of) Perkins'
                 Disintegration Theorem. For $ \alpha = 1$ and $ \Lambda
                 $ the uniform distribution on $ [0, 1]$, this is the
                 duality discovered by Bertoin \& Le Gall (2000) between
                 the norming of Neveu's continuous state branching
                 process and the Bolthausen--Sznitman coalescent.\par

                 We present two approaches: one, exploiting the
                 `modified lookdown construction', draws heavily on
                 Donnelly \& Kurtz (1999); the other is based on direct
                 calculations with generators.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Berzin:2005:CFM,
  author =       "Corinne Berzin and Jos{\'e} Le{\'o}n",
  title =        "Convergence in Fractional Models and Applications",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "10:326--10:370",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-172",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/172",
  abstract =     "We consider a fractional Brownian motion with Hurst
                 parameter strictly between 0 and 1. We are interested
                 in the asymptotic behaviour of functionals of the
                 increments of this and related processes and we propose
                 several probabilistic and statistical applications.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "fractional Brownian motion; Level crossings; limit
                 theorem; local time; rate of convergence",
}

@Article{Salminen:2005:PIF,
  author =       "Paavo Salminen and Marc Yor",
  title =        "Perpetual Integral Functionals as Hitting and
                 Occupation Times",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "11:371--11:419",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-256",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/256",
  abstract =     "Let $X$ be a linear diffusion and $f$ a non-negative,
                 Borel measurable function. We are interested in finding
                 conditions on $X$ and $f$ which imply that the
                 perpetual integral functional\par

                  $$ I^X_\infty (f) := \int_0^\infty f(X_t) d t $$

                 is identical in law with the first hitting time of a
                 point for some other diffusion. This phenomenon may
                 often be explained using random time change. Because of
                 some potential applications in mathematical finance, we
                 are considering mainly the case when $X$ is a Brownian
                 motion with drift $ \mu > 0, $ denoted $ {B^{(\mu)}_t
                 \colon t \geq 0}, $ but it is obvious that the method
                 presented is more general. We also review the known
                 examples and give new ones. In particular, results
                 concerning one-sided functionals\par

                  $$ \int_0^\infty f(B^{(\mu)}_t){\bf 1}_{{B^{(\mu)}_t <
                 0}} d t \quad {\rm and} \quad \int_0^\infty
                 f(B^{(\mu)}_t){\bf 1}_{{B^{(\mu)}_t > 0}} d t $$

                 are presented. This approach generalizes the proof,
                 based on the random time change techniques, of the fact
                 that the Dufresne functional (this corresponds to $
                 f(x) = \exp ( - 2 x)), $ playing quite an important
                 role in the study of geometric Brownian motion, is
                 identical in law with the first hitting time for a
                 Bessel process. Another functional arising naturally in
                 this context is\par

                  $$ \int_0^\infty \big (a + \exp (B^{(\mu)}_t)
                 \big)^{-2} d t, $$

                 which is seen, in the case $ \mu = 1 / 2, $ to be
                 identical in law with the first hitting time for a
                 Brownian motion with drift $ \mu = a / 2.$ The paper is
                 concluded by discussing how the Feynman--Kac formula
                 can be used to find the distribution of a perpetual
                 integral functional.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Chauvin:2005:MPB,
  author =       "B. Chauvin and T. Klein and J.-F. Marckert and A.
                 Rouault",
  title =        "Martingales and Profile of Binary Search Trees",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "12:420--12:435",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-257",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/257",
  abstract =     "We are interested in the asymptotic analysis of the
                 binary search tree (BST) under the random permutation
                 model. Via an embedding in a continuous time model, we
                 get new results, in particular the asymptotic behavior
                 of the profile.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Mountford:2005:TCN,
  author =       "Thomas Mountford and Li-Chau Wu",
  title =        "The Time for a Critical Nearest Particle System to
                 reach Equilibrium starting with a large Gap",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "13:436--13:498",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-242",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/242",
  abstract =     "We consider the time for a critical nearest particle
                 system, starting in equilibrium subject to possessing a
                 large gap, to achieve equilibrium.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Interacting Particle Systems, Reversibility,
                 Convergence to equilibrium",
}

@Article{Panchenko:2005:CLT,
  author =       "Dmitry Panchenko",
  title =        "A {Central Limit Theorem} for Weighted Averages of
                 Spins in the High Temperature Region of the
                 {Sherrington--Kirkpatrick} Model",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "14:499--14:524",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-258",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/258",
  abstract =     "In this paper we prove that in the high temperature
                 region of the Sherrington--Kirkpatrick model for a
                 typical realization of the disorder the weighted
                 average of spins $ \sum_{i \leq N} t_i \sigma_i $ will
                 be approximately Gaussian provided that $ \max_{i \leq
                 N}|t_i| / \sum_{i \leq N} t_i^2 $ is small.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{DaiPra:2005:LSI,
  author =       "Paolo {Dai Pra} and Gustavo Posta",
  title =        "Logarithmic {Sobolev} Inequality for Zero--Range
                 Dynamics: Independence of the Number of Particles",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "15:525--15:576",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-259",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/259",
  abstract =     "We prove that the logarithmic-Sobolev constant for
                 Zero-Range Processes in a box of diameter $L$ may
                 depend on $L$ but not on the number of particles. This
                 is a first, but relevant and quite technical step, in
                 the proof that this logarithmic-Sobolev constant grows
                 as the square of $L$, that is presented in a
                 forthcoming paper.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Chen:2005:LDL,
  author =       "Xia Chen and Wenbo Li and Jay Rosen",
  title =        "Large Deviations for Local Times of Stable Processes
                 and Stable Random Walks in 1 Dimension",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "16:577--16:608",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-260",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/260",
  abstract =     "In Chen and Li (2004), large deviations were obtained
                 for the spatial $ L^p $ norms of products of
                 independent Brownian local times and local times of
                 random walks with finite second moment. The methods of
                 that paper depended heavily on the continuity of the
                 Brownian path and the fact that the generator of
                 Brownian motion, the Laplacian, is a local operator. In
                 this paper we generalize these results to local times
                 of symmetric stable processes and stable random
                 walks.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Biggins:2005:FPS,
  author =       "John Biggins and Andreas Kyprianou",
  title =        "Fixed Points of the Smoothing Transform: the Boundary
                 Case",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "17:609--17:631",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-255",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/255",
  abstract =     "Let $ A = (A_1, A_2, A_3, \ldots) $ be a random
                 sequence of non-negative numbers that are ultimately
                 zero with $ E[\sum A_i] = 1 $ and $ E \left [\sum A_i
                 \log A_i \right] \leq 0 $. The uniqueness of the
                 non-negative fixed points of the associated smoothing
                 transform is considered. These fixed points are
                 solutions to the functional equation $ \Phi (\psi) = E
                 \left [\prod_i \Phi (\psi A_i) \right], $ where $ \Phi
                 $ is the Laplace transform of a non-negative random
                 variable. The study complements, and extends, existing
                 results on the case when $ E \left [\sum A_i \log A_i
                 \right] < 0 $. New results on the asymptotic behaviour
                 of the solutions near zero in the boundary case, where
                 $ E \left [\sum A_i \log A_i \right] = 0 $, are
                 obtained.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "branching random walk; functional equation; Smoothing
                 transform",
}

@Article{Cabanal-Duvillard:2005:MRB,
  author =       "Thierry Cabanal-Duvillard",
  title =        "A Matrix Representation of the {Bercovici--Pata}
                 Bijection",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "18:632--18:661",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-246",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/246",
  abstract =     "Let $ \mu $ be an infinitely divisible law on the real
                 line, $ \Lambda (\mu) $ its freely infinitely divisible
                 image by the Bercovici--Pata bijection. The purpose of
                 this article is to produce a new kind of random
                 matrices with distribution $ \mu $ at dimension 1, and
                 with its empirical spectral law converging to $ \Lambda
                 (\mu) $ as the dimension tends to infinity. This
                 constitutes a generalisation of Wigner's result for the
                 Gaussian Unitary Ensemble.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Random matrices, free probability, infinitely
                 divisible laws",
}

@Article{Lozada-Chang:2005:LDM,
  author =       "Li-Vang Lozada-Chang",
  title =        "Large Deviations on Moment Spaces",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "19:662--19:690",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-202",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/202",
  abstract =     "In this paper we study asymptotic behavior of some
                 moment spaces. We consider two different settings. In
                 the first one, we work with ordinary multi-dimensional
                 moments on the standard $m$-simplex. In the second one,
                 we deal with the trigonometric moments on the unit
                 circle of the complex plane. We state large and
                 moderate deviation principles for uniformly distributed
                 moments. In both cases the rate function of the large
                 deviation principle is related to the reversed Kullback
                 information with respect to the uniform measure on the
                 integration space.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "large deviations; multidimensional moment; random
                 moment problem",
}

@Article{Begyn:2005:QVA,
  author =       "Arnaud Begyn",
  title =        "Quadratic Variations along Irregular Subdivisions for
                 {Gaussian} Processes",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "20:691--20:717",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-245",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/245",
  abstract =     "In this paper we deal with second order quadratic
                 variations along general subdivisions for processes
                 with Gaussian increments. These have almost surely a
                 deterministic limit under conditions on the mesh of the
                 subdivisions. This limit depends on the singularity
                 function of the process and on the structure of the
                 subdivisions too. Then we illustrate the results with
                 the example of the time-space deformed fractional
                 Brownian motion and we present some simulations.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "estimation, fractional processes, Gaussian processes,
                 generalized quadratic variations, irregular
                 subdivisions, singularity function",
}

@Article{Goldschmidt:2005:RRT,
  author =       "Christina Goldschmidt and James Martin",
  title =        "Random Recursive Trees and the {Bolthausen--Sznitman}
                 Coalesent",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "21:718--21:745",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-265",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/265",
  abstract =     "We describe a representation of the
                 Bolthausen--Sznitman coalescent in terms of the cutting
                 of random recursive trees. Using this representation,
                 we prove results concerning the final collision of the
                 coalescent restricted to $ [n] $: we show that the
                 distribution of the number of blocks involved in the
                 final collision converges as $ n \to \infty $, and
                 obtain a scaling law for the sizes of these blocks. We
                 also consider the discrete-time Markov chain giving the
                 number of blocks after each collision of the coalescent
                 restricted to $ [n] $; we show that the transition
                 probabilities of the time-reversal of this Markov chain
                 have limits as $ n \to \infty $. These results can be
                 interpreted as describing a ``post-gelation'' phase of
                 the Bolthausen--Sznitman coalescent, in which a giant
                 cluster containing almost all of the mass has already
                 formed and the remaining small blocks are being
                 absorbed.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Bouchard:2005:HAO,
  author =       "Bruno Bouchard and Emmanuel Teman",
  title =        "On the Hedging of {American} Options in Discrete Time
                 with Proportional Transaction Costs",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "22:746--22:760",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-266",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/266",
  abstract =     "In this note, we consider a general discrete time
                 financial market with proportional transaction costs as
                 in Kabanov and Stricker (2001), Kabanov et al. (2002),
                 Kabanov et al. (2003) and Schachermayer (2004). We
                 provide a dual formulation for the set of initial
                 endowments which allow to super-hedge some American
                 claim. We show that this extends the result of
                 Chalasani and Jha (2001) which was obtained in a model
                 with constant transaction costs and risky assets which
                 evolve on a finite dimensional tree. We also provide
                 fairly general conditions under which the expected
                 formulation in terms of stopping times does not work.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Coutin:2005:SMR,
  author =       "Laure Coutin and Antoine Lejay",
  title =        "Semi-martingales and rough paths theory",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "23:761--23:785",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-162",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/162",
  abstract =     "We prove that the theory of rough paths, which is used
                 to define path-wise integrals and path-wise
                 differential equations, can be used with continuous
                 semi-martingales. We provide then an almost sure
                 theorem of type Wong--Zakai. Moreover, we show that the
                 conditions UT and UCV, used to prove that one can
                 interchange limits and It{\^o} or Stratonovich
                 integrals, provide the same result when one uses the
                 rough paths theory.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "$p$-variation; conditions UT and UCV; iterated
                 integrals; rough paths; Semi-martingales; Wong--Zakai
                 theorem",
}

@Article{Cassandro:2005:ODR,
  author =       "Marzio Cassandro and Enza Orlandi and Pierre Picco and
                 Maria Eulalia Vares",
  title =        "One-dimensional Random Field {Kac}'s Model:
                 Localization of the Phases",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "24:786--24:864",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-263",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/263",
  abstract =     "We study the typical profiles of a one dimensional
                 random field Kac model, for values of the temperature
                 and magnitude of the field in the region of two
                 absolute minima for the free energy of the
                 corresponding random field Curie Weiss model. We show
                 that, for a set of realizations of the random field of
                 overwhelming probability, the localization of the two
                 phases corresponding to the previous minima is
                 completely determined. Namely, we are able to construct
                 random intervals tagged with a sign, where typically,
                 with respect to the infinite volume Gibbs measure, the
                 profile is rigid and takes, according to the sign, one
                 of the two values corresponding to the previous minima.
                 Moreover, we characterize the transition from one phase
                 to the other. The analysis extends the one done by
                 Cassandro, Orlandi and Picco in [13].",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Phase transition, random walk, random environment, Kac
                 potential",
}

@Article{Flandoli:2005:SVF,
  author =       "Franco Flandoli and Massimiliano Gubinelli",
  title =        "Statistics of a Vortex Filament Model",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "25:865--25:900",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-267",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/267",
  abstract =     "A random incompressible velocity field in three
                 dimensions composed by Poisson distributed Brownian
                 vortex filaments is constructed. The filaments have a
                 random thickness, length and intensity, governed by a
                 measure $ \gamma $. Under appropriate assumptions on $
                 \gamma $ we compute the scaling law of the structure
                 function of the field and show that, in particular, it
                 allows for either K41-like scaling or multifractal
                 scaling.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Fulman:2005:SMD,
  author =       "Jason Fulman",
  title =        "{Stein}'s Method and Descents after Riffle Shuffles",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "26:901--26:924",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-268",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/268",
  abstract =     "Berestycki and Durrett used techniques from random
                 graph theory to prove that the distance to the identity
                 after iterating the random transposition shuffle
                 undergoes a transition from Poisson to normal behavior.
                 This paper establishes an analogous result for distance
                 after iterates of riffle shuffles or iterates of riffle
                 shuffles and cuts. The analysis uses different tools:
                 Stein's method and generating functions. A useful
                 technique which emerges is that of making a problem
                 more tractable by adding extra symmetry, then using
                 Stein's method to exploit the symmetry in the modified
                 problem, and from this deducing information about the
                 original problem.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Csaki:2005:IPV,
  author =       "Endre Csaki and Yueyun Hu",
  title =        "On the Increments of the Principal Value of {Brownian}
                 Local Time",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "27:925--27:947",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-269",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/269",
  abstract =     "Let $W$ be a one-dimensional Brownian motion starting
                 from 0. Define $ Y(t) = \int_0^t{ds \over W(s)} :=
                 \lim_{\epsilon \to 0} \int_0^t 1_{(|W(s)| > \epsilon)}
                 {ds \over W(s)}$ as Cauchy's principal value related to
                 local time. We prove limsup and liminf results for the
                 increments of $Y$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Chaumont:2005:LPC,
  author =       "Lo{\"\i}c Chaumont and Ronald Doney",
  title =        "On {L{\'e}vy} processes conditioned to stay positive",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "28:948--28:961",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-261",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  note =         "See corrections \cite{Chaumont:2008:CLP}.",
  URL =          "http://ejp.ejpecp.org/article/view/261",
  abstract =     "We construct the law of L{\'e}vy processes conditioned
                 to stay positive under general hypotheses. We obtain a
                 Williams type path decomposition at the minimum of
                 these processes. This result is then applied to prove
                 the weak convergence of the law of L{\'e}vy processes
                 conditioned to stay positive as their initial state
                 tends to 0. We describe an absolute continuity
                 relationship between the limit law and the measure of
                 the excursions away from 0 of the underlying L{\'e}vy
                 process reflected at its minimum. Then, when the
                 L{\'e}vy process creeps upwards, we study the lower
                 tail at 0 of the law of the height of this excursion.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "L'evy process conditioned to stay positive, path
                 decomposition, weak convergence, excursion measure,
                 creeping",
}

@Article{Posta:2005:EFO,
  author =       "Gustavo Posta",
  title =        "Equilibrium Fluctuations for a One-Dimensional
                 Interface in the Solid on Solid Approximation",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "29:962--29:987",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-270",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/270",
  abstract =     "An unbounded one-dimensional solid-on-solid model with
                 integer heights is studied. Unbounded here means that
                 there is no {\em a priori} restrictions on the discrete
                 gradient of the interface. The interaction Hamiltonian
                 of the interface is given by a finite range part,
                 proportional to the sum of height differences, plus a
                 part of exponentially decaying long range potentials.
                 The evolution of the interface is a reversible Markov
                 process. We prove that if this system is started in the
                 center of a box of size $L$ after a time of order $
                 L^3$ it reaches, with a very large probability, the top
                 or the bottom of the box.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Bahlali:2005:GSM,
  author =       "Seid Bahlali and Brahim Mezerdi",
  title =        "A General Stochastic Maximum Principle for Singular
                 Control Problems",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "30:988--30:1004",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-271",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/271",
  abstract =     "We consider the stochastic control problem in which
                 the control domain need not be convex, the control
                 variable has two components, the first being absolutely
                 continuous and the second singular. The coefficients of
                 the state equation are non linear and depend explicitly
                 on the absolutely continuous component of the control.
                 We establish a maximum principle, by using a spike
                 variation on the absolutely continuous part of the
                 control and a convex perturbation on the singular one.
                 This result is a generalization of Peng's maximum
                 principle to singular control problems.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Chorro:2005:CDL,
  author =       "Christophe Chorro",
  title =        "Convergence in {Dirichlet} Law of Certain Stochastic
                 Integrals",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "31:1005--31:1025",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-272",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/272",
  abstract =     "Recently, Nicolas Bouleau has proposed an extension of
                 the Donsker's invariance principle in the framework of
                 Dirichlet forms. He proves that an erroneous random
                 walk of i.i.d random variables converges in Dirichlet
                 law toward the Ornstein--Uhlenbeck error structure on
                 the Wiener space. The aim of this paper is to extend
                 this result to some families of stochastic integrals.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Ganesh:2005:SPL,
  author =       "Ayalvadi Ganesh and Claudio Macci and Giovanni
                 Torrisi",
  title =        "Sample Path Large Deviations Principles for {Poisson}
                 Shot Noise Processes and Applications",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "32:1026--32:1043",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-273",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/273",
  abstract =     "This paper concerns sample path large deviations for
                 Poisson shot noise processes, and applications in
                 queueing theory. We first show that, under an
                 exponential tail condition, Poisson shot noise
                 processes satisfy a sample path large deviations
                 principle with respect to the topology of pointwise
                 convergence. Under a stronger superexponential tail
                 condition, we extend this result to the topology of
                 uniform convergence. We also give applications of this
                 result to determining the most likely path to overflow
                 in a single server queue, and to finding tail
                 asymptotics for the queue lengths at priority queues.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "large deviations; Poisson shot noise; queues; risk;
                 sample paths",
}

@Article{Bell:2005:DSP,
  author =       "Steven Bell and Ruth Williams",
  title =        "Dynamic Scheduling of a Parallel Server System in
                 Heavy Traffic with Complete Resource Pooling:
                 Asymptotic Optimality of a Threshold Policy",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "33:1044--33:1115",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-281",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/281",
  abstract =     "We consider a parallel server queueing system
                 consisting of a bank of buffers for holding incoming
                 jobs and a bank of flexible servers for processing
                 these jobs. Incoming jobs are classified into one of
                 several different classes (or buffers). Jobs within a
                 class are processed on a first-in-first-out basis,
                 where the processing of a given job may be performed by
                 any server from a given (class-dependent) subset of the
                 bank of servers. The random service time of a job may
                 depend on both its class and the server providing the
                 service. Each job departs the system after receiving
                 service from one server. The system manager seeks to
                 minimize holding costs by dynamically scheduling
                 waiting jobs to available servers. We consider a
                 parameter regime in which the system satisfies both a
                 heavy traffic and a complete resource pooling
                 condition. Our cost function is an expected cumulative
                 discounted cost of holding jobs in the system, where
                 the (undiscounted) cost per unit time is a linear
                 function of normalized (with heavy traffic scaling)
                 queue length. In a prior work, the second author
                 proposed a continuous review threshold control policy
                 for use in such a parallel server system. This policy
                 was advanced as an ``interpretation'' of the analytic
                 solution to an associated Brownian control problem
                 (formal heavy traffic diffusion approximation). In this
                 paper we show that the policy proposed previously is
                 asymptotically optimal in the heavy traffic limit and
                 that the limiting cost is the same as the optimal cost
                 in the Brownian control problem.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Ledoux:2005:DIE,
  author =       "Michel Ledoux",
  title =        "Distributions of Invariant Ensembles from the
                 Classical Orthogonal Polynimials: the Discrete Case",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "34:1116--34:1146",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-282",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/282",
  abstract =     "We examine the Charlier, Meixner, Krawtchouk and Hahn
                 discrete orthogonal polynomial ensembles, deeply
                 investigated by K. Johansson, using integration by
                 parts for the underlying Markov operators, differential
                 equations on Laplace transforms and moment equations.
                 As for the matrix ensembles, equilibrium measures are
                 described as limits of empirical spectral
                 distributions. In particular, a new description of the
                 equilibrium measures as adapted mixtures of the
                 universal arcsine law with an independent uniform
                 distribution is emphasized. Factorial moment identities
                 on mean spectral measures may be used towards small
                 deviation inequalities on the rightmost charges at the
                 rate given by the Tracy--Widom asymptotics.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Durrett:2005:CSB,
  author =       "Richard Durrett and Leonid Mytnik and Edwin Perkins",
  title =        "Competing super-{Brownian} motions as limits of
                 interacting particle systems",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "35:1147--35:1220",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-229",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/229",
  abstract =     "We study two-type branching random walks in which the
                 birth or death rate of each type can depend on the
                 number of neighbors of the opposite type. This
                 competing species model contains variants of Durrett's
                 predator-prey model and Durrett and Levin's colicin
                 model as special cases. We verify in some cases
                 convergence of scaling limits of these models to a pair
                 of super-Brownian motions interacting through their
                 collision local times, constructed by Evans and
                 Perkins.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "super-Brownian motion, interacting branching particle
                 systems, collision local time, competing species,
                 measure-valued diffusions",
}

@Article{Sethuraman:2005:MPD,
  author =       "Sunder Sethuraman and Srinivasa Varadhan",
  title =        "A Martingale Proof of {Dobrushin}'s Theorem for
                 Non-Homogeneous {Markov} Chains",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "36:1221--36:1235",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-283",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/283",
  abstract =     "In 1956, Dobrushin proved an important central limit
                 theorem for non-homogeneous Markov chains. In this
                 note, a shorter and different proof elucidating more
                 the assumptions is given through martingale
                 approximation.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Ariyoshi:2005:STA,
  author =       "Teppei Ariyoshi and Masanori Hino",
  title =        "Small-time Asymptotic Estimates in Local {Dirichlet}
                 Spaces",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "37:1236--37:1259",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-286",
  ISSN =         "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/286",
  abstract =     "Small-time asymptotic estimates of semigroups on a
                 logarithmic scale are proved for all symmetric local
                 Dirichlet forms on $ \sigma $-finite measure spaces,
                 which is an extension of the work by Hino and
                 Ram{\'\i}rez [4].",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Wang:2005:LTS,
  author =       "Qiying Wang",
  title =        "Limit Theorems for Self-Normalized Large Deviation",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "38:1260--38:1285",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-289",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/289",
  abstract =     "Let $ X, X_1, X_2, \cdots $ be i.i.d. random variables
                 with zero mean and finite variance $ \sigma^2 $. It is
                 well known that a finite exponential moment assumption
                 is necessary to study limit theorems for large
                 deviation for the standardized partial sums. In this
                 paper, limit theorems for large deviation for
                 self-normalized sums are derived only under finite
                 moment conditions. In particular, we show that, if $ E
                 X^4 < \infty $, then \par

                  $$ \frac {P(S_n / V_n \geq x)}{1 - \Phi (x)} = \exp
                 \left \{ - \frac {x^3 EX^3}{3 \sqrt { n} \sigma^3}
                 \right \} \left [1 + O \left (\frac {1 + x}{\sqrt { n}}
                 \right) \right], $$

                 for $ x \ge 0 $ and $ x = O(n^{1 / 6}) $, where $ S_n =
                 \sum_{i = 1}^n X_i $ and $ V_n = (\sum_{i = 1}^n
                 X_i^2)^{1 / 2} $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Cram{\'e}r large deviation, limit theorem,",
}

@Article{Greven:2005:RTI,
  author =       "Andreas Greven and Vlada Limic and Anita Winter",
  title =        "Representation Theorems for Interacting {Moran}
                 Models, Interacting {Fisher--Wrighter} Diffusions and
                 Applications",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "39:1286--39:1358",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-290",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/290",
  abstract =     "We consider spatially interacting Moran models and
                 their diffusion limit which are interacting
                 Fisher--Wright diffusions. The Moran model is a spatial
                 population model with individuals of different type
                 located on sites given by elements of an Abelian group.
                 The dynamics of the system consists of independent
                 migration of individuals between the sites and a
                 resampling mechanism at each site, i.e., pairs of
                 individuals are replaced by new pairs where each
                 newcomer takes the type of a randomly chosen individual
                 from the parent pair. Interacting Fisher--Wright
                 diffusions collect the relative frequency of a subset
                 of types evaluated for the separate sites in the limit
                 of infinitely many individuals per site. One is
                 interested in the type configuration as well as the
                 time-space evolution of genealogies, encoded in the
                 so-called historical process. The first goal of the
                 paper is the analytical characterization of the
                 historical processes for both models as solutions of
                 well-posed martingale problems and the development of a
                 corresponding duality theory. For that purpose, we link
                 both the historical Fisher--Wright diffusions and the
                 historical Moran models by the so-called look-down
                 process. That is, for any fixed time, a collection of
                 historical Moran models with increasing particle
                 intensity and a particle representation for the
                 limiting historical interacting Fisher--Wright
                 diffusions are provided on one and the same probability
                 space. This leads to a strong form of duality between
                 spatially interacting Moran models, interacting
                 Fisher--Wright diffusions on the one hand and
                 coalescing random walks on the other hand, which
                 extends the classical weak form of moment duality for
                 interacting Fisher--Wright diffusions. Our second goal
                 is to show that this representation can be used to
                 obtain new results on the long-time behavior, in
                 particular (i) on the structure of the equilibria, and
                 of the equilibrium historical processes, and (ii) on
                 the behavior of our models on large but finite site
                 space in comparison with our models on infinite site
                 space. Here the so-called finite system scheme is
                 established for spatially interacting Moran models
                 which implies via the look-down representation also the
                 already known results for interacting Fisher--Wright
                 diffusions. Furthermore suitable versions of the finite
                 system scheme on the level of historical processes are
                 newly developed and verified. In the long run the
                 provided look-down representation is intended to answer
                 questions about finer path properties of interacting
                 Fisher--Wright diffusions.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "equilibrium measure; exchangeability; historical
                 martingale problem; historical process; Interacting
                 Fischer--Wright diffusions; large finite systems;
                 look-down construction; spatially interacting Moran
                 model",
}

@Article{Puchala:2005:EAT,
  author =       "Zbigniew Puchala and Tomasz Rolski",
  title =        "The Exact Asymptotic of the Time to Collision",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "40:1359--40:1380",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-291",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/291",
  abstract =     "In this note we consider the time of the collision $
                 \tau $ for $n$ independent copies of Markov processes $
                 X^1_t, \ldots {}, X^n_t$, each starting from $ x_i$,
                 where $ x_1 < \ldots {} < x_n$. We show that for the
                 continuous time random walk $ P_x(\tau > t) = t^{-n(n -
                 1) / 4}(C h(x) + o(1)), $ where $C$ is known and $
                 h(x)$ is the Vandermonde determinant. From the proof
                 one can see that the result also holds for $ X_t$ being
                 the Brownian motion or the Poisson process. An
                 application to skew standard Young tableaux is given.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Brownian motion; collision time; continuous time
                 random walk; skew Young tableaux; tandem queue",
}

@Article{Igloi:2005:ROT,
  author =       "Endre Igl{\'o}i",
  title =        "A Rate-Optimal Trigonometric Series Expansion of the
                 Fractional {Brownian} Motion",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "41:1381--41:1397",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-287",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/287",
  abstract =     "Let $ B^{(H)}(t), t \in \lbrack - 1, 1] $, be the
                 fractional Brownian motion with Hurst parameter $ H \in
                 (1 / 2, 1) $. In this paper we present the series
                 representation $ B^{(H)}(t) = a_0 t \xi_0 + \sum_{j =
                 1}^{\infty }a_j((1 - \cos (j \pi t)) \xi_j + \sin (j
                 \pi t) \widetilde {\xi }_j), t \in \lbrack - 1, 1] $,
                 where $ a_j, j \in \mathbb {N} \cup {0} $, are
                 constants given explicitly, and $ \xi_j, j \in \mathbb
                 {N} \cup {0} $, $ \widetilde {\xi }_j, j \in \mathbb
                 {N} $, are independent standard Gaussian random
                 variables. We show that the series converges almost
                 surely in $ C[ - 1, 1] $, and in mean-square (in $ L^2
                 (\Omega)$), uniformly in $ t \in \lbrack - 1, 1]$.
                 Moreover we prove that the series expansion has an
                 optimal rate of convergence.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "fractional Brownian motion; function series expansion;
                 Gamma-mixed Ornstein--Uhlenbeck process; rate of
                 convergence",
}

@Article{Mikulevicius:2005:CDP,
  author =       "Remigijus Mikulevicius and Henrikas Pragarauskas",
  title =        "On {Cauchy--Dirichlet} Problem in Half-Space for
                 Linear Integro-Differential Equations in Weighted
                 {H{\"o}lder} Spaces",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "42:1398--42:1416",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-292",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/292",
  abstract =     "We study the Cauchy--Dirichlet problem in half-space
                 for linear parabolic integro-differential equations.
                 Sufficient conditions are derived under which the
                 problem has a unique solution in weighted Hoelder
                 classes. The result can be used in the regularity
                 analysis of certain functionals arising in the theory
                 of Markov processes.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Markov jump processes, parabolic integro-differential
                 equations",
}

@Article{Jean:2005:RWG,
  author =       "Mairesse Jean",
  title =        "Random Walks on Groups and Monoids with a {Markovian}
                 Harmonic Measure",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "43:1417--43:1441",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-293",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/293",
  abstract =     "We consider a transient nearest neighbor random walk
                 on a group $G$ with finite set of generators $S$. The
                 pair $ (G, S)$ is assumed to admit a natural notion of
                 normal form words where only the last letter is
                 modified by multiplication by a generator. The basic
                 examples are the free products of a finitely generated
                 free group and a finite family of finite groups, with
                 natural generators. We prove that the harmonic measure
                 is Markovian of a particular type. The transition
                 matrix is entirely determined by the initial
                 distribution which is itself the unique solution of a
                 finite set of polynomial equations of degree two. This
                 enables to efficiently compute the drift, the entropy,
                 the probability of ever hitting an element, and the
                 minimal positive harmonic functions of the walk. The
                 results extend to monoids.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Finitely generated group or monoid; free product;
                 harmonic measure.; random walk",
}

@Article{Kozdron:2005:ERW,
  author =       "Michael Kozdron and Gregory Lawler",
  title =        "Estimates of Random Walk Exit Probabilities and
                 Application to Loop-Erased Random Walk",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "44:1442--44:1467",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-294",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/294",
  abstract =     "We prove an estimate for the probability that a simple
                 random walk in a simply connected subset $A$ of $ Z^2$
                 starting on the boundary exits $A$ at another specified
                 boundary point. The estimates are uniform over all
                 domains of a given inradius. We apply these estimates
                 to prove a conjecture of S. Fomin in 2001 concerning a
                 relationship between crossing probabilities of
                 loop-erased random walk and Brownian motion.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Cvitanic:2005:SDM,
  author =       "Jaksa Cvitanic and Jianfeng Zhang",
  title =        "The Steepest Descent Method for Forward--Backward
                 {SDEs}",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "45:1468--45:1495",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-295",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/295",
  abstract =     "This paper aims to open a door to Monte-Carlo methods
                 for numerically solving Forward--Backward SDEs, without
                 computing over all Cartesian grids as usually done in
                 the literature. We transform the FBSDE to a control
                 problem and propose the steepest descent method to
                 solve the latter one. We show that the original
                 (coupled) FBSDE can be approximated by {it decoupled}
                 FBSDEs, which further comes down to computing a
                 sequence of conditional expectations. The rate of
                 convergence is obtained, and the key to its proof is a
                 new well-posedness result for FBSDEs. However, the
                 approximating decoupled FBSDEs are non-Markovian. Some
                 Markovian type of modification is needed in order to
                 make the algorithm efficiently implementable.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Hausenblas:2005:EUR,
  author =       "Erika Hausenblas",
  title =        "Existence, Uniqueness and Regularity of Parabolic
                 {SPDEs} Driven by {Poisson} Random Measure",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "10",
  pages =        "46:1496--46:1546",
  year =         "2005",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v10-297",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/297",
  abstract =     "In this paper we investigate SPDEs in certain Banach
                 spaces driven by a Poisson random measure. We show
                 existence and uniqueness of the solution, investigate
                 certain integrability properties and verify the
                 c{\`a}dl{\`a}g property.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Goel:2006:MTB,
  author =       "Sharad Goel and Ravi Montenegro and Prasad Tetali",
  title =        "Mixing Time Bounds via the Spectral Profile",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "1:1--1:26",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-300",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/300",
  abstract =     "On complete, non-compact manifolds and infinite
                 graphs, Faber--Krahn inequalities have been used to
                 estimate the rate of decay of the heat kernel. We
                 develop this technique in the setting of finite Markov
                 chains, proving upper and lower $ L^{\infty } $ mixing
                 time bounds via the spectral profile. This approach
                 lets us recover and refine previous conductance-based
                 bounds of mixing time (including the Morris--Peres
                 result), and in general leads to sharper estimates of
                 convergence rates. We apply this method to several
                 models including groups with moderate growth, the
                 fractal-like Viscek graphs, and the product group $ Z_a
                 \times Z_b $, to obtain tight bounds on the
                 corresponding mixing times.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Alsmeyer:2006:SFP,
  author =       "Gerold Alsmeyer and Uwe R{\"o}sler",
  title =        "A Stochastic Fixed Point Equation Related to Weighted
                 Branching with Deterministic Weights",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "2:27--2:56",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-296",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/296",
  abstract =     "For real numbers $ C, T_1, T_2, \ldots {} $ we find
                 all solutions $ \mu $ to the stochastic fixed point
                 equation $ W \sim \sum_{j \ge 1}T_j W_j + C $, where $
                 W, W_1, W_2, \ldots {} $ are independent real-valued
                 random variables with distribution $ \mu $ and $ \sim $
                 means equality in distribution. All solutions are
                 infinitely divisible. The set of solutions depends on
                 the closed multiplicative subgroup of $ { R}_*= { R}
                 \backslash \{ 0 \} $ generated by the $ T_j $. If this
                 group is continuous, i.e., $ {R}_* $ itself or the
                 positive half line $ {R}_+ $, then all nontrivial fixed
                 points are stable laws. In the remaining (discrete)
                 cases further periodic solutions arise. A key
                 observation is that the Levy measure of any fixed point
                 is harmonic with respect to $ \Lambda = \sum_{j \ge 1}
                 \delta_{T_j} $, i.e., $ \Gamma = \Gamma \star \Lambda
                 $, where $ \star $ means multiplicative convolution.
                 This will enable us to apply the powerful Choquet--Deny
                 theorem.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Choquet--Deny theorem; infinite divisibility; L'evy
                 measure; stable distribution; Stochastic fixed point
                 equation; weighted branching process",
}

@Article{Cheridito:2006:DMR,
  author =       "Patrick Cheridito and Freddy Delbaen and Michael
                 Kupper",
  title =        "Dynamic Monetary Risk Measures for Bounded
                 Discrete-Time Processes",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "3:57--3:106",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-302",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/302",
  abstract =     "We study dynamic monetary risk measures that depend on
                 bounded discrete-time processes describing the
                 evolution of financial values. The time horizon can be
                 finite or infinite. We call a dynamic risk measure
                 time-consistent if it assigns to a process of financial
                 values the same risk irrespective of whether it is
                 calculated directly or in two steps backwards in time.
                 We show that this condition translates into a
                 decomposition property for the corresponding acceptance
                 sets, and we demonstrate how time-consistent dynamic
                 monetary risk measures can be constructed by pasting
                 together one-period risk measures. For conditional
                 coherent and convex monetary risk measures, we provide
                 dual representations of Legendre--Fenchel type based on
                 linear functionals induced by adapted increasing
                 processes of integrable variation. Then we give dual
                 characterizations of time-consistency for dynamic
                 coherent and convex monetary risk measures. To this
                 end, we introduce a concatenation operation for adapted
                 increasing processes of integrable variation, which
                 generalizes the pasting of probability measures. In the
                 coherent case, time-consistency corresponds to
                 stability under concatenation in the dual. For dynamic
                 convex monetary risk measures, the dual
                 characterization of time-consistency generalizes to a
                 condition on the family of convex conjugates of the
                 conditional risk measures at different times. The
                 theoretical results are applied by discussing the
                 time-consistency of various specific examples of
                 dynamic monetary risk measures that depend on bounded
                 discrete-time processes.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Tang:2006:IND,
  author =       "Qihe Tang",
  title =        "Insensitivity to Negative Dependence of the Asymptotic
                 Behavior of Precise Large Deviations",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "4:107--4:120",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-304",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/304",
  abstract =     "Since the pioneering works of C. C. Heyde, A. V.
                 Nagaev, and S. V. Nagaev in 1960's and 1970's, the
                 precise asymptotic behavior of large-deviation
                 probabilities of sums of heavy-tailed random variables
                 has been extensively investigated by many people, but
                 mostly it is assumed that the random variables under
                 discussion are independent. In this paper, we extend
                 the study to the case of negatively dependent random
                 variables and we find out that the asymptotic behavior
                 of precise large deviations is insensitive to the
                 negative dependence.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "(lower/upper) negative dependence; (upper) Matuszewska
                 index; Consistent variation; partial sum; precise large
                 deviations; uniform asymptotics",
}

@Article{Hamadene:2006:BTR,
  author =       "Said Hamadene and Mohammed Hassani",
  title =        "{BSDEs} with two reflecting barriers driven by a
                 {Brownian} motion and {Poisson} noise and related
                 {Dynkin} game",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "5:121--5:145",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-303",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/303",
  abstract =     "In this paper we study BSDEs with two reflecting
                 barriers driven by a Brownian motion and an independent
                 Poisson process. We show the existence and uniqueness
                 of {\em local\/} and global solutions. As an
                 application we solve the related zero-sum Dynkin
                 game.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Backward stochastic differential equation; Dynkin
                 game; Mokobodzki's condition; Poisson measure",
}

@Article{Song:2006:TSE,
  author =       "Renming Song",
  title =        "Two-sided Estimates on the Density of the
                 {Feynman--Kac} Semigroups of Stable-like Processes",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "6:146--6:161",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-308",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/308",
  abstract =     "In this paper we establish two-sided estimates for the
                 density of the Feynman--Kac semigroups of stable-like
                 processes with potentials given by signed measures
                 belonging to the Kato class. We also provide similar
                 estimates for the densities of two other kinds of
                 Feynman--Kac semigroups of stable-like processes.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "continuous additive functionals; continuous additive
                 functionals of zero energy; Feynman--Kac semigroups;
                 Kato class; purely discontinuous additive functionals.;
                 Stable processes; stable-like processes",
}

@Article{Tsirelson:2006:BLM,
  author =       "Boris Tsirelson",
  title =        "{Brownian} local minima, random dense countable sets
                 and random equivalence classes",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "7:162--7:198",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-309",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/309",
  abstract =     "A random dense countable set is characterized (in
                 distribution) by independence and stationarity. Two
                 examples are `Brownian local minima' and `unordered
                 infinite sample'. They are identically distributed. A
                 framework for such concepts, proposed here, includes a
                 wide class of random equivalence classes.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Brownian motion; equivalence relation; local minimum;
                 point process",
}

@Article{Picard:2006:BES,
  author =       "Jean Picard",
  title =        "{Brownian} excursions, stochastic integrals, and
                 representation of {Wiener} functionals",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "8:199--8:248",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-310",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/310",
  abstract =     "A stochastic calculus similar to Malliavin's calculus
                 is worked out for Brownian excursions. The analogue of
                 the Malliavin derivative in this calculus is not a
                 differential operator, but its adjoint is (like the
                 Skorohod integral) an extension of the It{\^o}
                 integral. As an application, we obtain an expression
                 for the integrand in the stochastic integral
                 representation of square integrable Wiener functionals;
                 this expression is an alternative to the classical
                 Clark--Ocone formula. Moreover, this calculus enables
                 to construct stochastic integrals of predictable or
                 anticipating processes (forward, backward and symmetric
                 integrals are considered).",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "anticipating calculus; Brownian excursions; Malliavin
                 calculus; stochastic integral representation;
                 stochastic integrals",
}

@Article{Etore:2006:RWS,
  author =       "Pierre Etor{\'e}",
  title =        "On random walk simulation of one-dimensional diffusion
                 processes with discontinuous coefficients",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "9:249--9:275",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-311",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/311",
  abstract =     "In this paper, we provide a scheme for simulating
                 one-dimensional processes generated by divergence or
                 non-divergence form operators with discontinuous
                 coefficients. We use a space bijection to transform
                 such a process in another one that behaves locally like
                 a Skew Brownian motion. Indeed the behavior of the Skew
                 Brownian motion can easily be approached by an
                 asymmetric random walk.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Monte Carlo methods, random walk, Skew Brownian
                 motion, one-dimensional process, divergence form
                 operator,",
}

@Article{Bavouzet:2006:CGU,
  author =       "Marie Pierre Bavouzet and Marouen Messaoud",
  title =        "Computation of {Greeks} using {Malliavin}'s calculus
                 in jump type market models",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "10:276--10:300",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-314",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/314",
  abstract =     "We use the Malliavin calculus for Poisson processes in
                 order to compute sensitivities for European and Asian
                 options with underlying following a jump type
                 diffusion. The main point is to settle an integration
                 by parts formula (similar to the one in the Malliavin
                 calculus) for a general multidimensional random
                 variable which has an absolutely continuous law with
                 differentiable density. We give an explicit expression
                 of the differential operators involved in this formula
                 and this permits to simulate them and consequently to
                 run a Monte Carlo algorithm",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Asian options; compound Poisson process; Euler scheme;
                 European options; Malliavin calculus; Monte-Carlo
                 algorithm; sensitivity analysis",
}

@Article{Sellke:2006:RRR,
  author =       "Thomas Sellke",
  title =        "Recurrence of Reinforced Random Walk on a Ladder",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "11:301--11:310",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-313",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/313",
  abstract =     "Consider reinforced random walk on a graph that looks
                 like a doubly infinite ladder. All edges have initial
                 weight 1, and the reinforcement convention is to add $
                 \delta > 0 $ to the weight of an edge upon first
                 crossing, with no reinforcement thereafter. This paper
                 proves recurrence for all $ \delta > 0 $. In so doing,
                 we introduce a more general class of processes, termed
                 multiple-level reinforced random walks.\par

                 {\bf Editor's Note}. A draft of this paper was written
                 in 1994. The paper is one of the first to make any
                 progress on this type of reinforcement problem. It has
                 motivated a substantial number of new and sometimes
                 quite difficult studies of reinforcement models in pure
                 and applied probability. The persistence of interest in
                 models related to this has caused the original
                 unpublished manuscript to be frequently cited, despite
                 its lack of availability and the presence of errors.
                 The opportunity to rectify this situation has led us to
                 the somewhat unusual step of publishing a result that
                 may have already entered the mathematical folklore.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "learning; Markov; martingale; multiple-level;
                 Reinforced Random Walk",
}

@Article{Grigorescu:2006:TPL,
  author =       "Ilie Grigorescu and Min Kang",
  title =        "Tagged Particle Limit for a {Fleming--Viot} Type
                 System",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "12:311--12:331",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-316",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/316",
  abstract =     "We consider a branching system of $N$ Brownian
                 particles evolving independently in a domain $D$ during
                 any time interval between boundary hits. As soon as one
                 particle reaches the boundary it is killed and one of
                 the other particles splits into two independent
                 particles, the complement of the set $D$ acting as a
                 catalyst or hard obstacle. Identifying the newly born
                 particle with the one killed upon contact with the
                 catalyst, we determine the exact law of the tagged
                 particle as $N$ approaches infinity. In addition, we
                 show that any finite number of labelled particles
                 become independent in the limit. Both results can be
                 seen as scaling limits of a genome population
                 undergoing redistribution present in the Fleming--Viot
                 dynamics.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Fleming--Viot, propagation of chaos, tagged
                 particle,",
}

@Article{Deijfen:2006:NCR,
  author =       "Maria Deijfen and Olle H{\"a}ggstr{\"o}m",
  title =        "Nonmonotonic Coexistence Regions for the Two-Type
                 {Richardson} Model on Graphs",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "13:331--13:344",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-321",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/321",
  abstract =     "In the two-type Richardson model on a graph $ G = (V,
                 E) $, each vertex is at a given time in state $0$, $1$
                 or $2$. A $0$ flips to a $1$ (resp.\ $2$) at rate $
                 \lambda_1$ ($ \lambda_2$) times the number of
                 neighboring $1$'s ($2$'s), while $1$'s and $2$'s never
                 flip. When $G$ is infinite, the main question is
                 whether, starting from a single $1$ and a single $2$,
                 with positive probability we will see both types of
                 infection reach infinitely many sites. This has
                 previously been studied on the $d$-dimensional cubic
                 lattice $ Z^d$, $ d \geq 2$, where the conjecture (on
                 which a good deal of progress has been made) is that
                 such coexistence has positive probability if and only
                 if $ \lambda_1 = \lambda_2$. In the present paper
                 examples are given of other graphs where the set of
                 points in the parameter space which admit such
                 coexistence has a more surprising form. In particular,
                 there exist graphs exhibiting coexistence at some value
                 of $ \frac {\lambda_1}{\lambda_2} \neq 1$ and
                 non-coexistence when this ratio is brought closer to
                 $1$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "coexistence; Competing growth; graphs",
}

@Article{Caravenna:2006:SAB,
  author =       "Francesco Caravenna and Giambattista Giacomin and
                 Lorenzo Zambotti",
  title =        "Sharp asymptotic behavior for wetting models in
                 (1+1)-dimension",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "14:345--14:362",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-320",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/320",
  abstract =     "We consider continuous and discrete (1+1)-dimensional
                 wetting models which undergo a
                 localization/delocalization phase transition. Using a
                 simple approach based on Renewal Theory we determine
                 the precise asymptotic behavior of the partition
                 function, from which we obtain the scaling limits of
                 the models and an explicit construction of the infinite
                 volume measure in all regimes, including the critical
                 one.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Critical Wetting; delta-Pinning Model; Fluctuation
                 Theory for Random Walks; Renewal Theory; Wetting
                 Transition",
}

@Article{Limic:2006:SC,
  author =       "Vlada Limic and Anja Sturm",
  title =        "The spatial {$ \Lambda $}-coalescent",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "15:363--15:393",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-319",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/319",
  abstract =     "This paper extends the notion of the $ \Lambda
                 $-coalescent of Pitman (1999) to the spatial setting.
                 The partition elements of the spatial $ \Lambda
                 $-coalescent migrate in a (finite) geographical space
                 and may only coalesce if located at the same site of
                 the space. We characterize the $ \Lambda $-coalescents
                 that come down from infinity, in an analogous way to
                 Schweinsberg (2000). Surprisingly, all spatial
                 coalescents that come down from infinity, also come
                 down from infinity in a uniform way. This enables us to
                 study space-time asymptotics of spatial $ \Lambda
                 $-coalescents on large tori in $ d \geq 3$ dimensions.
                 Some of our results generalize and strengthen the
                 corresponding results in Greven et al. (2005)
                 concerning the spatial Kingman coalescent.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "$la$-coalescent; coalescent; limit theorems,
                 coalescing random walks; structured coalescent",
}

@Article{Basdevant:2006:FOP,
  author =       "Anne-Laure Basdevant",
  title =        "Fragmentation of Ordered Partitions and Intervals",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "16:394--16:417",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-323",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/323",
  abstract =     "Fragmentation processes of exchangeable partitions
                 have already been studied by several authors. This
                 paper deals with fragmentations of exchangeable
                 compositions, i.e., partitions of $ \mathbb {N} $ in
                 which the order of the blocks matters. We will prove
                 that such a fragmentation is bijectively associated to
                 an interval fragmentation. Using this correspondence,
                 we then study two examples: Ruelle's interval
                 fragmentation and the interval fragmentation derived
                 from the standard additive coalescent.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "exchangeable compositions; Interval fragmentation",
}

@Article{Holroyd:2006:MTM,
  author =       "Alexander Holroyd",
  title =        "The Metastability Threshold for Modified Bootstrap
                 Percolation in $d$ Dimensions",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "17:418--17:433",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-326",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/326",
  abstract =     "In the modified bootstrap percolation model, sites in
                 the cube $ \{ 1, \ldots, L \}^d $ are initially
                 declared active independently with probability $p$. At
                 subsequent steps, an inactive site becomes active if it
                 has at least one active nearest neighbour in each of
                 the $d$ dimensions, while an active site remains active
                 forever. We study the probability that the entire cube
                 is eventually active. For all $ d \geq 2$ we prove that
                 as $ L \to \infty $ and $ p \to 0$ simultaneously, this
                 probability converges to $1$ if $ L \geq \exp \cdots
                 \exp \frac {\lambda + \epsilon }{p}$, and converges to
                 $0$ if $ L \leq \exp \cdots \exp \frac {\lambda -
                 \epsilon }{p}$, for any $ \epsilon > 0$. Here the
                 exponential function is iterated $ d - 1$ times, and
                 the threshold $ \lambda $ equals $ \pi^2 / 6$ for all
                 $d$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "bootstrap percolation; cellular automaton; finite-size
                 scaling; metastability",
}

@Article{Nane:2006:LIL,
  author =       "Erkan Nane",
  title =        "Laws of the iterated logarithm for $ \alpha $-time
                 {Brownian} motion",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "18:434--18:459",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-327",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/327",
  abstract =     "We introduce a class of iterated processes called $
                 \alpha $-time Brownian motion for $ 0 < \alpha \leq 2$.
                 These are obtained by taking Brownian motion and
                 replacing the time parameter with a symmetric $ \alpha
                 $-stable process. We prove a Chung-type law of the
                 iterated logarithm (LIL) for these processes which is a
                 generalization of LIL proved in {citehu} for iterated
                 Brownian motion. When $ \alpha = 1$ it takes the
                 following form\par

                  $$ \liminf_{T \to \infty } \ T^{-1 / 2}(\log \log T)
                 \sup_{0 \leq t \leq T}|Z_t| = \pi^2 \sqrt {\lambda_1}
                 \quad a.s. $$

                 where $ \lambda_1$ is the first eigenvalue for the
                 Cauchy process in the interval $ [ - 1, 1].$ We also
                 define the local time $ L^*(x, t)$ and range $ R^*(t) =
                 |{x \colon Z(s) = x \text { for some } s \leq t}|$ for
                 these processes for $ 1 < \alpha < 2$. We prove that
                 there are universal constants $ c_R, c_L \in (0,
                 \infty) $ such that\par

                  $$ \limsup_{t \to \infty } \frac {R^*(t)}{(t / \log
                 \log t)^{1 / 2 \alpha } \log \log t} = c_R \quad a.s.
                 $$

                  $$ \liminf_{t \to \infty } \frac {\sup_{x \in
                 {R}}L^*(x, t)}{(t / \log \log t)^{1 - 1 / 2 \alpha }} =
                 c_L \quad a.s. $$",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Brownian motion, symmetric $alpha$-stable process,
                 $alpha$-time Brownian motion, local time, Chung's law,
                 Kesten's law",
}

@Article{Adams:2006:LSP,
  author =       "Stefan Adams and Jean-Bernard Bru and Wolfgang
                 Koenig",
  title =        "Large systems of path-repellent {Brownian} motions in
                 a trap at positive temperature",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "19:460--19:485",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-330",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/330",
  abstract =     "We study a model of $N$ mutually repellent Brownian
                 motions under confinement to stay in some bounded
                 region of space. Our model is defined in terms of a
                 transformed path measure under a trap Hamiltonian,
                 which prevents the motions from escaping to infinity,
                 and a pair-interaction Hamiltonian, which imposes a
                 repellency of the $N$ paths. In fact, this interaction
                 is an $N$-dependent regularisation of the Brownian
                 intersection local times, an object which is of
                 independent interest in the theory of stochastic
                 processes. The time horizon (interpreted as the inverse
                 temperature) is kept fixed. We analyse the model for
                 diverging number of Brownian motions in terms of a
                 large deviation principle. The resulting variational
                 formula is the positive-temperature analogue of the
                 well-known Gross--Pitaevskii formula, which
                 approximates the ground state of a certain dilute large
                 quantum system; the kinetic energy term of that formula
                 is replaced by a probabilistic energy functional. This
                 study is a continuation of the analysis in [ABK06]
                 where we considered the limit of diverging time (i.e.,
                 the zero-temperature limit) with fixed number of
                 Brownian motions, followed by the limit for diverging
                 number of motions.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Brownian intersection local times; Gross--Pitaevskii
                 formula; Interacting Brownian motions; large
                 deviations; occupation measure",
}

@Article{Klein:2006:CCI,
  author =       "Thierry Klein and Yutao Ma and Nicolas Privault",
  title =        "Convex Concentration Inequalities and
                 Forward--Backward Stochastic Calculus",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "20:486--20:512",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-332",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/332",
  abstract =     "Given $ (M_t)_{t \in \mathbb {R}_+} $ and $ (M^*_t)_{t
                 \in \mathbb {R}_+} $ respectively a forward and a
                 backward martingale with jumps and continuous parts, we
                 prove that $ E[\phi (M_t + M^*_t)] $ is non-increasing
                 in $t$ when $ \phi $ is a convex function, provided the
                 local characteristics of $ (M_t)_{t \in \mathbb {R}_+}$
                 and $ (M^*_t)_{t \in \mathbb {R}_+}$ satisfy some
                 comparison inequalities. We deduce convex concentration
                 inequalities and deviation bounds for random variables
                 admitting a predictable representation in terms of a
                 Brownian motion and a non-necessarily independent jump
                 component",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Convex concentration inequalities, forward--backward
                 stochastic calculus, deviation inequalities, Clark
                 formula, Brownian motion, jump processes",
}

@Article{Maximilian:2006:EMD,
  author =       "Duerre Maximilian",
  title =        "Existence of multi-dimensional infinite volume
                 self-organized critical forest-fire models",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "21:513--21:539",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-333",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/333",
  abstract =     "Consider the following forest-fire model where the
                 possible locations of trees are the sites of a cubic
                 lattice. Each site has two possible states: 'vacant' or
                 'occupied'. Vacant sites become occupied according to
                 independent rate 1 Poisson processes. Independently, at
                 each site ignition (by lightning) occurs according to
                 independent rate lambda Poisson processes. When a site
                 is ignited, its occupied cluster becomes vacant
                 instantaneously. If the lattice is one-dimensional or
                 finite, then with probability one, at each time the
                 state of a given site only depends on finitely many
                 Poisson events; a process with the above description
                 can be constructed in a standard way. If the lattice is
                 infinite and multi-dimensional, in principle, the state
                 of a given site can be influenced by infinitely many
                 Poisson events in finite time.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "existence; forest-fire model; forest-fires;
                 self-organized criticality; well-defined",
}

@Article{Schmitz:2006:ECD,
  author =       "Tom Schmitz",
  title =        "Examples of Condition {$ (T) $} for Diffusions in a
                 Random Environment",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "22:540--22:562",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-337",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/337",
  abstract =     "With the help of the methods developed in our previous
                 article [Schmitz, to appear in Annales de l'I.H.P., in
                 press], we highlight condition $ (T) $ as a source of
                 new examples of 'ballistic' diffusions in a random
                 environment when $ d > 1 $ ('ballistic' means that a
                 strong law of large numbers with non-vanishing limiting
                 velocity holds). In particular we are able to treat the
                 case of non-constant diffusion coefficients, a feature
                 that causes problems. Further we recover the ballistic
                 character of two important classes of diffusions in a
                 random environment by simply checking condition $ (T)
                 $. This not only points out to the broad range of
                 examples where condition $ (T) $ can be checked, but
                 also fortifies our belief that condition $ (T) $ is a
                 natural contender for the characterisation of ballistic
                 diffusions in a random environment when $ d > 1 $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Diffusions in a random environment, ballistic
                 behavior, Condition $(T)$",
}

@Article{Kim:2006:PSD,
  author =       "Kyeong-Hun Kim",
  title =        "Parabolic {SPDEs} Degenerating on the Boundary of
                 Non-Smooth Domain",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "23:563--23:584",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-339",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/339",
  abstract =     "Degenerate stochastic partial differential equations
                 of divergence and non-divergence forms are considered
                 in non-smooth domains. Existence and uniqueness results
                 are given in weighted Sobolev spaces, and Holder
                 estimates of the solutions are presented.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "SPDEs degenerating on the boundary; weighted Sobolev
                 spaces",
}

@Article{Swart:2006:RAC,
  author =       "Jan Swart and Klaus Fleischmann",
  title =        "Renormalization analysis of catalytic {Wright--Fisher}
                 diffusions",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "24:585--24:654",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-341",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/341",
  abstract =     "Recently, several authors have studied maps where a
                 function, describing the local diffusion matrix of a
                 diffusion process with a linear drift towards an
                 attraction point, is mapped into the average of that
                 function with respect to the unique invariant measure
                 of the diffusion process, as a function of the
                 attraction point. Such mappings arise in the analysis
                 of infinite systems of diffusions indexed by the
                 hierarchical group, with a linear attractive
                 interaction between the components. In this context,
                 the mappings are called renormalization
                 transformations. We consider such maps for catalytic
                 Wright--Fisher diffusions. These are diffusions on the
                 unit square where the first component (the catalyst)
                 performs an autonomous Wright--Fisher diffusion, while
                 the second component (the reactant) performs a
                 Wright--Fisher diffusion with a rate depending on the
                 first component through a catalyzing function. We
                 determine the limit of rescaled iterates of
                 renormalization transformations acting on the diffusion
                 matrices of such catalytic Wright--Fisher diffusions.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Renormalization, catalytic Wright--Fisher diffusion,
                 embedded particle system, extinction, unbounded growth,
                 interacting diffusions, universality",
}

@Article{Berger:2006:TPC,
  author =       "Noam Berger and Itai Benjamini and Omer Angel and
                 Yuval Peres",
  title =        "Transience of percolation clusters on wedges",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "25:655--25:669",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-345",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/345",
  abstract =     "We study random walks on supercritical percolation
                 clusters on wedges in $ Z^3 $, and show that the
                 infinite percolation cluster is (a.s.) transient
                 whenever the wedge is transient. This solves a question
                 raised by O. H{\"a}ggstr{\"o}m and E. Mossel. We also
                 show that for convex gauge functions satisfying a mild
                 regularity condition, the existence of a finite energy
                 flow on $ Z^2 $ is equivalent to the (a.s.) existence
                 of a finite energy flow on the supercritical
                 percolation cluster. This answers a question of C.
                 Hoffman.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "percolation; transience; wedges",
}

@Article{Cator:2006:BSC,
  author =       "Eric Cator and Sergei Dobrynin",
  title =        "Behavior of a second class particle in {Hammersley}'s
                 process",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "26:670--26:685",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-340",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/340",
  abstract =     "In the case of a rarefaction fan in a non-stationary
                 Hammersley process, we explicitly calculate the
                 asymptotic behavior of the process as we move out along
                 a ray, and the asymptotic distribution of the angle
                 within the rarefaction fan of a second class particle
                 and a dual second class particle. Furthermore, we
                 consider a stationary Hammersley process and use the
                 previous results to show that trajectories of a second
                 class particle and a dual second class particles touch
                 with probability one, and we give some information on
                 the area enclosed by the two trajectories, up until the
                 first intersection point. This is linked to the area of
                 influence of an added Poisson point in the plane.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Hammersley's process; rarefaction fan; second class
                 particles",
}

@Article{Odasso:2006:SSS,
  author =       "Cyril Odasso",
  title =        "Spatial Smoothness of the Stationary Solutions of the
                 {$3$D} {Navier--Stokes} Equations",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "27:686--27:699",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-336",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/336",
  abstract =     "We consider stationary solutions of the three
                 dimensional Navier--Stokes equations (NS3D) with
                 periodic boundary conditions and driven by an external
                 force which might have a deterministic and a random
                 part. The random part of the force is white in time and
                 very smooth in space. We investigate smoothness
                 properties in space of the stationary solutions.
                 Classical technics for studying smoothness of
                 stochastic PDEs do not seem to apply since global
                 existence of strong solutions is not known. We use the
                 Kolmogorov operator and Galerkin approximations. We
                 first assume that the noise has spatial regularity of
                 order $p$ in the $ L^2$ based Sobolev spaces, in other
                 words that its paths are in $ H^p$. Then we prove that
                 at each fixed time the law of the stationary solutions
                 is supported by $ H^{p + 1}$. Then, using a totally
                 different technic, we prove that if the noise has
                 Gevrey regularity then at each fixed time, the law of a
                 stationary solution is supported by a Gevrey space.
                 Some information on the Kolmogorov dissipation scale is
                 deduced.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Stochastic three-dimensional Navier--Stokes equations,
                 invariant measure,",
}

@Article{Dereich:2006:HRQ,
  author =       "Steffen Dereich and Michael Scheutzow",
  title =        "High Resolution Quantization and Entropy Coding for
                 Fractional {Brownian} Motion",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "28:700--28:722",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-344",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/344",
  abstract =     "We establish the precise asymptotics of the
                 quantization and entropy coding errors for fractional
                 Brownian motion with respect to the supremum norm and $
                 L^p [0, 1]$-norm distortions. We show that all moments
                 in the quantization problem lead to the same
                 asymptotics. Using a general principle, we conclude
                 that entropy coding and quantization coincide
                 asymptotically. Under supremum-norm distortion, our
                 proof uses an explicit construction of efficient
                 codebooks based on a particular entropy constrained
                 coding scheme.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "complexity; distortion rate function; entropy;
                 High-resolution quantization; stochastic process",
}

@Article{Fleischmann:2006:HLF,
  author =       "Klaus Fleischmann and Peter M{\"o}rters and Vitali
                 Wachtel",
  title =        "Hydrodynamic Limit Fluctuations of Super-{Brownian}
                 Motion with a Stable Catalyst",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "29:723--29:767",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-348",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/348",
  abstract =     "We consider the behaviour of a continuous
                 super-Brownian motion catalysed by a random medium with
                 infinite overall density under the hydrodynamic scaling
                 of mass, time, and space. We show that, in
                 supercritical dimensions, the scaled process converges
                 to a macroscopic heat flow, and the appropriately
                 rescaled random fluctuations around this macroscopic
                 flow are asymptotically bounded, in the sense of
                 log-Laplace transforms, by generalised stable
                 Ornstein--Uhlenbeck processes. The most interesting new
                 effect we observe is the occurrence of an index-jump
                 from a Gaussian situation to stable fluctuations of
                 index $ 1 + \gamma $, where $ \gamma \in (0, 1) $ is an
                 index associated to the medium.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Catalyst, reactant, superprocess, critical scaling,
                 refined law of large numbers, catalytic branching,
                 stable medium, random environment, supercritical
                 dimension, generalised stable Ornstein--Uhlenbeck
                 process, index jump, parabolic Anderson model with
                 sta",
}

@Article{Belhaouari:2006:CRS,
  author =       "Samir Belhaouari and Thomas Mountford and Rongfeng Sun
                 and Glauco Valle",
  title =        "Convergence Results and Sharp Estimates for the Voter
                 Model Interfaces",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "30:768--30:801",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-349",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/349",
  abstract =     "We study the evolution of the interface for the
                 one-dimensional voter model. We show that if the random
                 walk kernel associated with the voter model has finite
                 $ \gamma $-th moment for some $ \gamma > 3$, then the
                 evolution of the interface boundaries converge weakly
                 to a Brownian motion under diffusive scaling. This
                 extends recent work of Newman, Ravishankar and Sun. Our
                 result is optimal in the sense that finite $ \gamma
                 $-th moment is necessary for this convergence for all $
                 \gamma \in (0, 3)$. We also obtain relatively sharp
                 estimates for the tail distribution of the size of the
                 equilibrium interface, extending earlier results of Cox
                 and Durrett, and Belhaouari, Mountford and Valle.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "voter model interface, coalescing random walks,
                 Brownian web, invariance principle",
}

@Article{Sabot:2006:RWD,
  author =       "Christophe Sabot and Nathana{\"e}l Enriquez",
  title =        "Random Walks in a {Dirichlet} Environment",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "31:802--31:816",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-350",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/350",
  abstract =     "This paper states a law of large numbers for a random
                 walk in a random iid environment on $ Z^d $, where the
                 environment follows some Dirichlet distribution.
                 Moreover, we give explicit bounds for the asymptotic
                 velocity of the process and also an asymptotic
                 expansion of this velocity at low disorder.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Random Walks, Random Environments, Dirichlet Laws,
                 Reinforced Random Walks",
}

@Article{Xiao:2006:SLN,
  author =       "Yimin Xiao and Davar Khoshnevisan and Dongsheng Wu",
  title =        "Sectorial Local Non-Determinism and the Geometry of
                 the {Brownian} Sheet",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "32:817--32:843",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-353",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/353",
  abstract =     "We prove the following results about the images and
                 multiple points of an $N$-parameter, $d$-dimensional
                 Brownian sheet $ B = \{ B(t) \}_{t \in R_+^N}$:

                 (1) If $ \text {dim}_H F \leq d / 2$, then $ B(F)$ is
                 almost surely a Salem set.\par

                 (2) If $ N \leq d / 2$, then with probability one $
                 \text {dim}_H B(F) = 2 \text {dim} F$ for all Borel
                 sets of $ R_+^N$, where ``$ \text {dim}_H$'' could be
                 everywhere replaced by the ``Hausdorff, '' ``packing,
                 '' ``upper Minkowski, '' or ``lower Minkowski
                 dimension.''\par

                 (3) Let $ M_k$ be the set of $k$-multiple points of
                 $B$. If $ N \leq d / 2$ and $ N k > (k - 1)d / 2$, then
                 $ \text {dim}_H M_k = \text {dim}_p M_k = 2 N k - (k -
                 1)d$, a.s.\par

                 The Hausdorff dimension aspect of (2) was proved
                 earlier; see Mountford (1989) and Lin (1999). The
                 latter references use two different methods; ours of
                 (2) are more elementary, and reminiscent of the earlier
                 arguments of Monrad and Pitt (1987) that were designed
                 for studying fractional Brownian motion. If $ N > d /
                 2$ then (2) fails to hold. In that case, we establish
                 uniform-dimensional properties for the $ (N,
                 1)$-Brownian sheet that extend the results of Kaufman
                 (1989) for 1-dimensional Brownian motion. Our
                 innovation is in our use of the {\em sectorial local
                 nondeterminism} of the Brownian sheet (Khoshnevisan and
                 Xiao, 2004).",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Brownian sheet, sectorial local nondeterminism, image,
                 Salem sets, multiple points, Hausdorff dimension,
                 packing dimension",
}

@Article{Dony:2006:WUC,
  author =       "Julia Dony and Uwe Einmahl",
  title =        "Weighted uniform consistency of kernel density
                 estimators with general bandwidth sequences",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "33:844--33:859",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-354",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/354",
  abstract =     "Let $ f_{n, h} $ be a kernel density estimator of a
                 continuous and bounded $d$-dimensional density $f$. Let
                 $ \psi (t)$ be a positive continuous function such that
                 $ \| \psi f^\beta \|_\infty < \infty $ for some $ 0 <
                 \beta < 1 / 2$. We are interested in the rate of
                 consistency of such estimators with respect to the
                 weighted sup-norm determined by $ \psi $. This problem
                 has been considered by Gin, Koltchinskii and Zinn
                 (2004) for a deterministic bandwidth $ h_n$. We provide
                 ``uniform in $h$'' versions of some of their results,
                 allowing us to determine the corresponding rates of
                 consistency for kernel density estimators where the
                 bandwidth sequences may depend on the data and/or the
                 location.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "convergence rates; empirical process; kernel density
                 estimator; uniform in bandwidth; weighted uniform
                 consistency",
}

@Article{Feyel:2006:CIA,
  author =       "Denis Feyel and Arnaud {de La Pradelle}",
  title =        "Curvilinear Integrals Along Enriched Paths",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "34:860--34:892",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-356",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/356",
  abstract =     "Inspired by the fundamental work of T. J. Lyons, we
                 develop a theory of curvilinear integrals along a new
                 kind of enriched paths in $ R^d $. We apply these
                 methods to the fractional Brownian Motion, and prove a
                 support theorem for SDE driven by the Skorohod fBM of
                 Hurst parameter $ H > 1 / 4 $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Curvilinear integrals, H{\"o}lder continuity, rough
                 paths, stochastic integrals, stochastic differential
                 equations, fractional Brownian motion.",
}

@Article{Wagner:2006:PGB,
  author =       "Wolfgang Wagner",
  title =        "Post-gelation behavior of a spatial coagulation
                 model",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "35:893--35:933",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-359",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/359",
  abstract =     "A coagulation model on a finite spatial grid is
                 considered. Particles of discrete masses jump randomly
                 between sites and, while located at the same site,
                 stick together according to some coagulation kernel.
                 The asymptotic behavior (for increasing particle
                 numbers) of this model is studied in the situation when
                 the coagulation kernel grows sufficiently fast so that
                 the phenomenon of gelation is observed. Weak
                 accumulation points of an appropriate sequence of
                 measure-valued processes are characterized in terms of
                 solutions of a nonlinear equation. A natural
                 description of the behavior of the gel is obtained by
                 using the one-point compactification of the size space.
                 Two aspects of the limiting equation are of special
                 interest. First, for a certain class of coagulation
                 kernels, this equation differs from a naive extension
                 of Smoluchowski's coagulation equation. Second, due to
                 spatial inhomogeneity, an equation for the time
                 evolution of the gel mass density has to be added. The
                 jump rates are assumed to vanish with increasing
                 particle masses so that the gel is immobile. Two
                 different gel growth mechanisms (active and passive
                 gel) are found depending on the type of the coagulation
                 kernel.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "post-gelation behavior; Spatial coagulation model;
                 stochastic particle systems",
}

@Article{Ramanan:2006:RDD,
  author =       "Kavita Ramanan",
  title =        "Reflected Diffusions Defined via the Extended
                 {Skorokhod} Map",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "36:934--36:992",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-360",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/360",
  abstract =     "This work introduces the extended Skorokhod problem
                 (ESP) and associated extended Skorokhod map (ESM) that
                 enable a pathwise construction of reflected diffusions
                 that are not necessarily semimartingales. Roughly
                 speaking, given the closure $G$ of an open connected
                 set in $ {\mathbb R}^J$, a non-empty convex cone $ d(x)
                 \subset {\mathbb R}^J$ specified at each point $x$ on
                 the boundary $ \partial G$, and a c{\`a}dl{\`a}g
                 trajectory $ \psi $ taking values in $ {\mathbb R}^J$,
                 the ESM $ \bar \Gamma $ defines a constrained version $
                 \phi $ of $ \psi $ that takes values in $G$ and is such
                 that the increments of $ \phi - \psi $ on any interval
                 $ [s, t]$ lie in the closed convex hull of the
                 directions $ d(\phi (u)), u \in (s, t]$. When the graph
                 of $ d(\cdot)$ is closed, the following three
                 properties are established: (i) given $ \psi $, if $
                 (\phi, \eta)$ solve the ESP then $ (\phi, \eta)$ solve
                 the corresponding Skorokhod problem (SP) if and only if
                 $ \eta $ is of bounded variation; (ii) given $ \psi $,
                 any solution $ (\phi, \eta)$ to the ESP is a solution
                 to the SP on the interval $ [0, \tau_0)$, but not in
                 general on $ [0, \tau_0]$, where $ \tau_0$ is the first
                 time that $ \phi $ hits the set $ {\cal V}$ of points $
                 x \in \partial G$ such that $ d(x)$ contains a line;
                 (iii) the graph of the ESM $ \bar \Gamma $ is closed on
                 the space of c{\`a}dl{\`a}g trajectories (with respect
                 to both the uniform and the $ J_1$-Skorokhod
                 topologies).\par

                 The paper then focuses on a class of multi-dimensional
                 ESPs on polyhedral domains with a non-empty $ {\cal
                 V}$-set. Uniqueness and existence of solutions for this
                 class of ESPs is established and existence and pathwise
                 uniqueness of strong solutions to the associated
                 stochastic differential equations with reflection is
                 derived. The associated reflected diffusions are also
                 shown to satisfy the corresponding submartingale
                 problem. Lastly, it is proved that these reflected
                 diffusions are semimartingales on $ [0, \tau_0]$. One
                 motivation for the study of this class of reflected
                 diffusions is that they arise as approximations of
                 queueing networks in heavy traffic that use the
                 so-called generalised processor sharing discipline.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "reflected diffusions; Skorokhod problem; stochastic
                 differential equations; submartingale problem",
}

@Article{Bass:2006:MDL,
  author =       "Richard Bass and Xia Chen and Jay Rosen",
  title =        "Moderate deviations and laws of the iterated logarithm
                 for the renormalized self-intersection local times of
                 planar random walks",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "37:993--37:1030",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-362",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/362",
  abstract =     "We study moderate deviations for the renormalized
                 self-intersection local time of planar random walks. We
                 also prove laws of the iterated logarithm for such
                 local times.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Brownian motion; Gagliardo--Nirenberg; intersection
                 local time; large deviations; law of the iterated
                 logarithm; moderate deviations; planar random walks",
}

@Article{Gapeev:2006:DOS,
  author =       "Pavel Gapeev",
  title =        "Discounted optimal stopping for maxima in diffusion
                 models with finite horizon",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "38:1031--38:1048",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-367",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/367",
  abstract =     "We present a solution to some discounted optimal
                 stopping problem for the maximum of a geometric
                 Brownian motion on a finite time interval. The method
                 of proof is based on reducing the initial optimal
                 stopping problem with the continuation region
                 determined by an increasing continuous boundary surface
                 to a parabolic free-boundary problem. Using the
                 change-of-variable formula with local time on surfaces
                 we show that the optimal boundary can be characterized
                 as a unique solution of a nonlinear integral equation.
                 The result can be interpreted as pricing American
                 fixed-strike lookback option in a diffusion model with
                 finite time horizon.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "a change-of-varia; a nonlinear Volterra integral
                 equation of the second kind; boundary surface;
                 Discounted optimal stopping problem; finite horizon;
                 geometric Brownian motion; maximum process; normal
                 reflection; parabolic free-boundary problem; smooth
                 fit",
}

@Article{Pinelis:2006:NDS,
  author =       "Iosif Pinelis",
  title =        "On normal domination of (super)martingales",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "39:1049--39:1070",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-371",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/371",
  abstract =     "Let $ (S_0, S_1, \dots) $ be a supermartingale
                 relative to a nondecreasing sequence of $ \sigma
                 $-algebras $ (H_{\le 0}, H_{\le 1}, \dots)$, with $ S_0
                 \leq 0$ almost surely (a.s.) and differences $ X_i :=
                 S_i - S_{i - 1}$. Suppose that for every $ i = 1, 2,
                 \dots $ there exist $ H_{\le (i - 1)}$-measurable
                 r.v.'s $ C_{i - 1}$ and $ D_{i - 1}$ and a positive
                 real number $ s_i$ such that $ C_{i - 1} \leq X_i \le
                 D_{i - 1}$ and $ D_{i - 1} - C_{i - 1} \leq 2 s_i$ a.s.
                 Then for all real $t$ and natural $n$ and all functions
                 $f$ satisfying certain convexity conditions $ E f(S_n)
                 \leq E f(s Z)$, where $ f_t(x) := \max (0, x - t)^5$, $
                 s := \sqrt {s_1^2 + \dots + s_n^2}$, and $ Z \sim N(0,
                 1)$. In particular, this implies $ P(S_n \ge x) \le
                 c_{5, 0}P(s Z \ge x) \quad \forall x \in R$, where $
                 c_{5, 0} = 5 !(e / 5)^5 = 5.699 \dots$. Results for $
                 \max_{0 \leq k \leq n}S_k$ in place of $ S_n$ and for
                 concentration of measure also follow.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "generalized moments; martingales; probability
                 inequalities; supermartingales; upper bounds",
}

@Article{Chazottes:2006:REW,
  author =       "Jean-Ren{\'e} Chazottes and Cristian Giardina and
                 Frank Redig",
  title =        "Relative entropy and waiting times for continuous-time
                 {Markov} processes",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "40:1049--40:1068",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-374",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/374",
  abstract =     "For discrete-time stochastic processes, there is a
                 close connection between return (resp. waiting) times
                 and entropy (resp. relative entropy). Such a connection
                 cannot be straightforwardly extended to the
                 continuous-time setting. Contrarily to the
                 discrete-time case one needs a reference measure on
                 path space and so the natural object is relative
                 entropy rather than entropy. In this paper we elaborate
                 on this in the case of continuous-time Markov processes
                 with finite state space. A reference measure of special
                 interest is the one associated to the time-reversed
                 process. In that case relative entropy is interpreted
                 as the entropy production rate. The main results of
                 this paper are: almost-sure convergence to relative
                 entropy of the logarithm of waiting-times ratios
                 suitably normalized, and their fluctuation properties
                 (central limit theorem and large deviation
                 principle).",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "continuous-time Markov chain, law of large numbers,
                 central limit theorem, large deviations, entropy
                 production, time-reversed process",
}

@Article{Zhan:2006:SPA,
  author =       "Dapeng Zhan",
  title =        "Some Properties of Annulus {SLE}",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "41:1069--41:1093",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-338",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/338",
  abstract =     "An annulus SLE$_\kappa $ trace tends to a single point
                 on the target circle, and the density function of the
                 end point satisfies some differential equation. Some
                 martingales or local martingales are found for annulus
                 SLE$_4$, SLE$_8$ and SLE$_8 / 3$. From the local
                 martingale for annulus SLE$_4$ we find a candidate of
                 discrete lattice model that may have annulus SLE$_4$ as
                 its scaling limit. The local martingale for annulus
                 SLE$_8 / 3$ is similar to those for chordal and radial
                 SLE$_8 / 3$. But it seems that annulus SLE$_8 / 3$ does
                 not satisfy the restriction property",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "continuum scaling limit, percolation, SLE, conformal
                 invariance",
}

@Article{Balazs:2006:CRF,
  author =       "Marton Balazs and Eric Cator and Timo Seppalainen",
  title =        "Cube Root Fluctuations for the Corner Growth Model
                 Associated to the Exclusion Process",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "42:1094--42:1132",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-366",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/366",
  abstract =     "We study the last-passage growth model on the planar
                 integer lattice with exponential weights. With boundary
                 conditions that represent the equilibrium exclusion
                 process as seen from a particle right after its jump we
                 prove that the variance of the last-passage time in a
                 characteristic direction is of order $ t^{2 / 3} $.
                 With more general boundary conditions that include the
                 rarefaction fan case we show that the last-passage time
                 fluctuations are still of order $ t^{1 / 3} $, and also
                 that the transversal fluctuations of the maximal path
                 have order $ t^{2 / 3} $. We adapt and then build on a
                 recent study of Hammersley's process by Cator and
                 Groeneboom, and also utilize the competition interface
                 introduced by Ferrari, Martin and Pimentel. The
                 arguments are entirely probabilistic, and no use is
                 made of the combinatorics of Young tableaux or methods
                 of asymptotic analysis.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Burke's theorem; competition interface; cube root
                 asymptotics; Last-passage; rarefaction fan; simple
                 exclusion",
}

@Article{Brouwer:2006:CSD,
  author =       "Rachel Brouwer and Juho Pennanen",
  title =        "The Cluster Size Distribution for a Forest-Fire
                 Process on {$Z$}",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "43:1133--43:1143",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-369",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/369",
  abstract =     "Consider the following forest-fire model where trees
                 are located on sites of $ \mathbb {Z} $. A site can be
                 vacant or be occupied by a tree. Each vacant site
                 becomes occupied at rate $1$, independently of the
                 other sites. Each site is hit by lightning with rate $
                 \lambda $, which burns down the occupied cluster of
                 that site instantaneously. As $ \lambda \downarrow 0$
                 this process is believed to display self-organised
                 critical behaviour.\par

                 This paper is mainly concerned with the cluster size
                 distribution in steady-state. Drossel, Clar and Schwabl
                 (1993) claimed that the cluster size distribution has a
                 certain power law behaviour which holds for cluster
                 sizes that are not too large compared to some explicit
                 cluster size $ s_{max}$. The latter can be written in
                 terms of $ \lambda $ approximately as $ s_{max} \ln
                 (s_{max}) = 1 / \lambda $. However, Van den Berg and
                 Jarai (2005) showed that this claim is not correct for
                 cluster sizes of order $ s_{max}$, which left the
                 question for which cluster sizes the power law
                 behaviour {\em does} hold. Our main result is a
                 rigorous proof of the power law behaviour up to cluster
                 sizes of the order $ s_{max}^{1 / 3}$. Further, it
                 proves the existence of a stationary translation
                 invariant distribution, which was always assumed but
                 never shown rigorously in the literature.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "forest-fires, self-organised criticality, cluster size
                 distribution",
}

@Article{Shiga:2006:IDR,
  author =       "Tokuzo Shiga and Hiroshi Tanaka",
  title =        "Infinitely Divisible Random Probability Distributions
                 with an Application to a Random Motion in a Random
                 Environment",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "44:1144--44:1183",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-380",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/380",
  abstract =     "The infinite divisibility of probability distributions
                 on the space $ P (R) $ of probability distributions on
                 $R$ is defined and related fundamental results such as
                 the L{\'e}vy--Khintchin formula, representation of
                 It{\^o} type of infinitely divisible RPD, stable RPD
                 and Levy processes on $ P (R)$ are obtained. As an
                 application we investigate limiting behaviors of a
                 simple model of a particle motion in a random
                 environment",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "infinite divisibility; L{\'e}vy-It{\^o}
                 repr{\'e}sentation; L{\'e}vy-Khintchin representation;
                 random environment; random probability distribution",
}

@Article{Bertacchi:2006:ABS,
  author =       "Daniela Bertacchi",
  title =        "Asymptotic Behaviour of the Simple Random Walk on the
                 $2$-dimensional Comb",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "45:1184--45:1203",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-377",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/377",
  abstract =     "We analyze the differences between the horizontal and
                 the vertical component of the simple random walk on the
                 2-dimensional comb. In particular we evaluate by
                 combinatorial methods the asymptotic behaviour of the
                 expected value of the distance from the origin, the
                 maximal deviation and the maximal span in $n$ steps,
                 proving that for all these quantities the order is $
                 n^{1 / 4}$ for the horizontal projection and $ n^{1 /
                 2}$ for the vertical one (the exact constants are
                 determined). Then we rescale the two projections of the
                 random walk dividing by $ n^{1 / 4}$ and $ n^{1 / 2}$
                 the horizontal and vertical ones, respectively. The
                 limit process is obtained. With similar techniques the
                 walk dimension is determined, showing that the Einstein
                 relation between the fractal, spectral and walk
                 dimensions does not hold on the comb.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Brownian Motion; Comb; Generating Function; Maximal
                 Excursion; Random Walk",
}

@Article{Lifshits:2006:SDG,
  author =       "Mikhail Lifshits and Werner Linde and Zhan Shi",
  title =        "Small Deviations of {Gaussian} Random Fields in {$ L_q
                 $}-Spaces",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "46:1204--46:1233",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-379",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/379",
  abstract =     "We investigate small deviation properties of Gaussian
                 random fields in the space $ L_q(R^N, \mu) $ where $
                 \mu $ is an arbitrary finite compactly supported Borel
                 measure. Of special interest are hereby ``thin''
                 measures $ \mu $, i.e., those which are singular with
                 respect to the $N$--dimensional Lebesgue measure; the
                 so-called self-similar measures providing a class of
                 typical examples. For a large class of random fields
                 (including, among others, fractional Brownian motions),
                 we describe the behavior of small deviation
                 probabilities via numerical characteristics of $ \mu $,
                 called mixed entropy, characterizing size and
                 regularity of $ \mu $. For the particularly interesting
                 case of self-similar measures $ \mu $, the asymptotic
                 behavior of the mixed entropy is evaluated explicitly.
                 As a consequence, we get the asymptotic of the small
                 deviation for $N$-parameter fractional Brownian motions
                 with respect to $ L_q(R^N, \mu)$-norms. While the upper
                 estimates for the small deviation probabilities are
                 proved by purely probabilistic methods, the lower
                 bounds are established by analytic tools concerning
                 Kolmogorov and entropy numbers of Holder operators.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "fractal measures; fractional Brownian motion; Gaussian
                 random fields; Kolmogorov numbers; metric entropy",
}

@Article{Barbour:2006:DSW,
  author =       "Andrew Barbour and Gesine Reinert",
  title =        "Discrete small world networks",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "47:1234--47:1283",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-381",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/381",
  abstract =     "Small world models are networks consisting of many
                 local links and fewer long range `shortcuts', used to
                 model networks with a high degree of local clustering
                 but relatively small diameter. Here, we concern
                 ourselves with the distribution of typical inter-point
                 network distances. We establish approximations to the
                 distribution of the graph distance in a discrete ring
                 network with extra random links, and compare the
                 results to those for simpler models, in which the extra
                 links have zero length and the ring is continuous.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Small-world networks, shortest path length, branching
                 process",
}

@Article{Su:2006:GFC,
  author =       "Zhonggen Su",
  title =        "{Gaussian} Fluctuations in Complex Sample Covariance
                 Matrices",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "48:1284--48:1320",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-378",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/378",
  abstract =     "Let $ X = (X_{i, j})_{m \times n}, m \ge n $, be a
                 complex Gaussian random matrix with mean zero and
                 variance $ \frac 1 n $, let $ S = X^*X $ be a sample
                 covariance matrix. In this paper we are mainly
                 interested in the limiting behavior of eigenvalues when
                 $ \frac m n \rightarrow \gamma \ge 1 $ as $ n
                 \rightarrow \infty $. Under certain conditions on $k$,
                 we prove the central limit theorem holds true for the
                 $k$-th largest eigenvalues $ \lambda_{(k)}$ as $k$
                 tends to infinity as $ n \rightarrow \infty $. The
                 proof is largely based on the
                 Costin--Lebowitz--Soshnikov argument and the asymptotic
                 estimates for the expectation and variance of the
                 number of eigenvalues in an interval. The standard
                 technique for the RH problem is used to compute the
                 exact formula and asymptotic properties for the mean
                 density of eigenvalues. As a by-product, we obtain a
                 convergence speed of the mean density of eigenvalues to
                 the Marchenko--Pastur distribution density under the
                 condition $ | \frac m n - \gamma | = O(\frac 1 n)$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Central limit theorem; Eigenvalues; RH problems;
                 Sample covariance matrices; the
                 Costin--Lebowitz--Soshnikov theorem",
}

@Article{Chaumont:2006:LEP,
  author =       "Loic Chaumont and Juan Carlos Pardo Millan",
  title =        "The Lower Envelope of Positive Self-Similar {Markov}
                 Processes",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "49:1321--49:1341",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-382",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/382",
  abstract =     "We establish integral tests and laws of the iterated
                 logarithm for the lower envelope of positive
                 self-similar Markov processes at 0 and $ + \infty $.
                 Our proofs are based on the Lamperti representation and
                 time reversal arguments. These results extend laws of
                 the iterated logarithm for Bessel processes due to
                 Dvoretzky and Erdos (1951), Motoo (1958), and Rivero
                 (2003).",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Self-similar Markov process, L'evy process, Lamperti
                 representation, last passage time, time reversal,
                 integral test, law of the iterated logarithm",
}

@Article{Johansson:2006:EGM,
  author =       "Kurt Johansson and Eric Nordenstam",
  title =        "Eigenvalues of {GUE} Minors",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "11",
  pages =        "50:1342--50:1371",
  year =         "2006",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v11-370",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  note =         "See erratum \cite{Johansson:2007:EEG}.",
  URL =          "http://ejp.ejpecp.org/article/view/370",
  abstract =     "Consider an infinite random matrix $ H = (h_{ij})_{0 <
                 i, j} $ picked from the Gaussian Unitary Ensemble
                 (GUE). Denote its main minors by $ H_i = (h_{rs})_{1
                 \leq r, s \leq i} $ and let the $j$:th largest
                 eigenvalue of $ H_i$ be $ \mu^i_j$. We show that the
                 configuration of all these eigenvalues $ (i, \mu_j^i)$
                 form a determinantal point process on $ \mathbb {N}
                 \times \mathbb {R}$.\par

                 Furthermore we show that this process can be obtained
                 as the scaling limit in random tilings of the Aztec
                 diamond close to the boundary. We also discuss the
                 corresponding limit for random lozenge tilings of a
                 hexagon.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Random matrices; Tiling problems",
}

@Article{Bass:2007:FPR,
  author =       "Richard Bass and Jay Rosen",
  title =        "Frequent Points for Random Walks in Two Dimensions",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "1:1--1:46",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-388",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/388",
  abstract =     "For a symmetric random walk in $ Z^2 $ which does not
                 necessarily have bounded jumps we study those points
                 which are visited an unusually large number of times.
                 We prove the analogue of the Erd{\H{o}}s--Taylor
                 conjecture and obtain the asymptotics for the number of
                 visits to the most visited site. We also obtain the
                 asymptotics for the number of points which are visited
                 very frequently by time $n$. Among the tools we use are
                 Harnack inequalities and Green's function estimates for
                 random walks with unbounded jumps; some of these are of
                 independent interest.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Random walks, Green's functions, Harnack inequalities,
                 frequent points",
}

@Article{Ivanoff:2007:CCP,
  author =       "B. Gail Ivanoff and Ely Merzbach and Mathieu Plante",
  title =        "A Compensator Characterization of Point Processes on
                 Topological Lattices",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "2:47--2:74",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-390",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/390",
  abstract =     "We resolve the longstanding question of how to define
                 the compensator of a point process on a general
                 partially ordered set in such a way that the
                 compensator exists, is unique, and characterizes the
                 law of the process. We define a family of one-parameter
                 compensators and prove that this family is unique in
                 some sense and characterizes the finite dimensional
                 distributions of a totally ordered point process. This
                 result can then be applied to a general point process
                 since we prove that such a process can be embedded into
                 a totally ordered point process on a larger space. We
                 present some examples, including the partial sum
                 multiparameter process, single line point processes,
                 multiparameter renewal processes, and obtain a new
                 characterization of the two-parameter Poisson process",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "point process, compensator, partial order, single jump
                 process, partial sum process, adapted random set,
                 renewal process, Poisson process, multiparameter
                 martingale",
}

@Article{Luczak:2007:ADC,
  author =       "Malwina Luczak and Colin McDiarmid",
  title =        "Asymptotic distributions and chaos for the supermarket
                 model",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "3:75--3:99",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-391",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/391",
  abstract =     "In the supermarket model there are $n$ queues, each
                 with a unit rate server. Customers arrive in a Poisson
                 process at rate $ \lambda n$, where $ 0 < \lambda < 1$.
                 Each customer chooses $ d \geq 2$ queues uniformly at
                 random, and joins a shortest one. It is known that the
                 equilibrium distribution of a typical queue length
                 converges to a certain explicit limiting distribution
                 as $ n \to \infty $. We quantify the rate of
                 convergence by showing that the total variation
                 distance between the equilibrium distribution and the
                 limiting distribution is essentially of order $ 1 / n$
                 and we give a corresponding result for systems starting
                 from quite general initial conditions (not in
                 equilibrium). Further, we quantify the result that the
                 systems exhibit chaotic behaviour: we show that the
                 total variation distance between the joint law of a
                 fixed set of queue lengths and the corresponding
                 product law is essentially of order at most $ 1 / n$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Supermarket model, join the shortest queue, random
                 choices, power of two choices, load balancing,
                 equilibrium, concentration of measure, law of large
                 numbers, chaos",
}

@Article{Mendez:2007:ETS,
  author =       "Pedro Mendez",
  title =        "Exit Times of Symmetric Stable Processes from
                 Unbounded Convex Domains",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "4:100--4:121",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-393",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/393",
  abstract =     "We provide several inequalities on the asymptotic
                 behavior of the harmonic measure of the first exit
                 position of a $d$-dimensional symmetric stable process
                 from a unbounded convex domain. Our results on the
                 harmonic measure will determine the asymptotic behavior
                 of the distributions of the first exit time from the
                 domain. These inequalities are given in terms of the
                 growth of the in radius of the cross sections of the
                 domain.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "stable process, exit times, unbounded domains",
}

@Article{Heveling:2007:PSC,
  author =       "Matthias Heveling and Gunter Last",
  title =        "Point shift characterization of {Palm} measures on
                 {Abelian} groups",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "5:122--5:137",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-394",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/394",
  abstract =     "Our first aim in this paper is to characterize Palm
                 measures of stationary point processes through point
                 stationarity. This generalizes earlier results from the
                 Euclidean case to the case of an Abelian group. While a
                 stationary point process looks statistically the same
                 from each site, a point stationary point process looks
                 statistically the same from each of its points. Even in
                 the Euclidean case our proof will simplify some of the
                 earlier arguments. A new technical result of some
                 independent interest is the existence of a complete
                 countable family of matchings. Using a change of
                 measure we will generalize our results to discrete
                 random measures. In the Euclidean case we will finally
                 treat general random measures by means of a suitable
                 approximation.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "point process, random measure, stationarity,
                 point-stationarity, Palm measure, matching, bijective
                 point map",
}

@Article{Uchiyama:2007:AEG,
  author =       "Kouhei Uchiyama",
  title =        "Asymptotic Estimates of the {Green} Functions and
                 Transition Probabilities for {Markov} Additive
                 Processes",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "6:138--6:180",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-396",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/396",
  abstract =     "In this paper we shall derive asymptotic expansions of
                 the Green function and the transition probabilities of
                 Markov additive (MA) processes $ (\xi_n, S_n) $ whose
                 first component satisfies Doeblin's condition and the
                 second one takes valued in $ Z^d $. The derivation is
                 based on a certain perturbation argument that has been
                 used in previous works in the same context. In our
                 asymptotic expansions, however, not only the principal
                 term but also the second order term are expressed
                 explicitly in terms of a few basic functions that are
                 characteristics of the expansion. The second order term
                 will be important for instance in computation of the
                 harmonic measures of a half space for certain models.
                 We introduce a certain aperiodicity condition, named
                 Condition (AP), that seems a minimal one under which
                 the Fourier analysis can be applied straightforwardly.
                 In the case when Condition (AP) is violated the
                 structure of MA processes will be clarified and it will
                 be shown that in a simple manner the process, if not
                 degenerate, are transformed to another one that
                 satisfies Condition (AP) so that from it we derive
                 either directly or indirectly (depending on purpose)
                 the asymptotic expansions for the original process. It
                 in particular is shown that if the MA processes is
                 irreducible as a Markov process, then the Green
                 function is expanded quite similarly to that of a
                 classical random walk on $ Z^d $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "asymptotic expansion, harmonic analysis, semi-Markov
                 process, random walk with internal states,
                 perturbation, aperiodicity, ergodic, Doeblin's
                 condition",
}

@Article{Pipiras:2007:IRP,
  author =       "Vladas Pipiras and Murad Taqqu",
  title =        "Integral representations of periodic and cyclic
                 fractional stable motions",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "7:181--7:206",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-395",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/395",
  abstract =     "Stable non-Gaussian self-similar mixed moving averages
                 can be decomposed into several components. Two of these
                 are the periodic and cyclic fractional stable motions
                 which are the subject of this study. We focus on the
                 structure of their integral representations and show
                 that the periodic fractional stable motions have, in
                 fact, a canonical representation. We study several
                 examples and discuss questions of uniqueness, namely
                 how to determine whether two given integral
                 representations of periodic or cyclic fractional stable
                 motions give rise to the same process.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "stable, self-similar processes with stationary
                 increments, mixed moving averages, periodic and cyclic
                 flows, cocycles, semi-additive functionals",
}

@Article{Coquet:2007:CVO,
  author =       "Fran{\c{c}}ois Coquet and Sandrine Toldo",
  title =        "Convergence of values in optimal stopping and
                 convergence of optimal stopping times",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "8:207--8:228",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-288",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/288",
  abstract =     "Under the hypothesis of convergence in probability of
                 a sequence of c{\`a}dl{\`a}g processes $ (X^n) $ to a
                 c{\`a}dl{\`a}g process $X$, we are interested in the
                 convergence of corresponding values in optimal stopping
                 and also in the convergence of optimal stopping times.
                 We give results under hypothesis of inclusion of
                 filtrations or convergence of filtrations.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Convergence of filtrations; Convergence of stochastic
                 processes; Convergence of stopping times.; Optimal
                 stopping times; Values in optimal stopping",
}

@Article{Labarbe:2007:ABR,
  author =       "Jean-Maxime Labarbe and Jean-Fran{\c{c}}ois Marckert",
  title =        "Asymptotics of {Bernoulli} random walks, bridges,
                 excursions and meanders with a given number of peaks",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "9:229--9:261",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-397",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/397",
  abstract =     "A Bernoulli random walk is a random trajectory
                 starting from 0 and having i.i.d. increments, each of
                 them being +1 or -1, equally likely. The other families
                 quoted in the title are Bernoulli random walks under
                 various conditions. A peak in a trajectory is a local
                 maximum. In this paper, we condition the families of
                 trajectories to have a given number of peaks. We show
                 that, asymptotically, the main effect of setting the
                 number of peaks is to change the order of magnitude of
                 the trajectories. The counting process of the peaks,
                 that encodes the repartition of the peaks in the
                 trajectories, is also studied. It is shown that
                 suitably normalized, it converges to a Brownian bridge
                 which is independent of the limiting trajectory.
                 Applications in terms of plane trees and parallelogram
                 polyominoes are provided, as well as an application to
                 the ``comparison'' between runs and Kolmogorov--Smirnov
                 statistics.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Bernoulli random walks; bridge; Brownian meander;
                 excursion; peaks; Weak convergence",
}

@Article{Ganapathy:2007:RM,
  author =       "Murali Ganapathy",
  title =        "Robust Mixing",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "10:262--10:299",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-398",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/398",
  abstract =     "In this paper, we develop a new ``robust mixing''
                 framework for reasoning about adversarially modified
                 Markov Chains (AMMC). Let $ \mathbb {P} $ be the
                 transition matrix of an irreducible Markov Chain with
                 stationary distribution $ \pi $. An adversary announces
                 a sequence of stochastic matrices $ \{ \mathbb {A}_t
                 \}_{t > 0} $ satisfying $ \pi \mathbb {A}_t = \pi $. An
                 AMMC process involves an application of $ \mathbb {P} $
                 followed by $ \mathbb {A}_t $ at time $t$. The robust
                 mixing time of an ergodic Markov Chain $ \mathbb {P}$
                 is the supremum over all adversarial strategies of the
                 mixing time of the corresponding AMMC process.
                 Applications include estimating the mixing times for
                 certain non-Markovian processes and for reversible
                 liftings of Markov Chains.\par

                 {\bf Non-Markovian card shuffling processes}: The
                 random-to-cyclic transposition process is a {\em
                 non-Markovian} card shuffling process, which at time
                 $t$, exchanges the card at position $ L_t := t {\pmod
                 n}$ with a random card. Mossel, Peres and Sinclair
                 (2004) showed a lower bound of $ (0.0345 + o(1))n \log
                 n$ for the mixing time of the random-to-cyclic
                 transposition process. They also considered a
                 generalization of this process where the choice of $
                 L_t$ is adversarial, and proved an upper bound of $ C n
                 \log n + O(n)$ (with $ C \approx 4 \times 10^5$) on the
                 mixing time. We reduce the constant to $1$ by showing
                 that the random-to-top transposition chain ({\em a
                 Markov Chain}) has robust mixing time $ \leq n \log n +
                 O(n)$ when the adversarial strategies are limited to
                 holomorphic strategies, i.e., those strategies which
                 preserve the symmetry of the underlying Markov Chain.
                 We also show a $ O(n \log^2 n)$ bound on the robust
                 mixing time of the lazy random-to-top transposition
                 chain when the adversary is not limited to holomorphic
                 strategies.\par

                 {\bf Reversible liftings}: Chen, Lovasz and Pak showed
                 that for a reversible ergodic Markov Chain $ \mathbb
                 {P}$, any reversible lifting $ \mathbb {Q}$ of $
                 \mathbb {P}$ must satisfy $ \mathcal {T}(\mathbb {P})
                 \leq \mathcal {T}(\mathbb {Q}) \log (1 / \pi_*)$ where
                 $ \pi_*$ is the minimum stationary probability. Looking
                 at a specific adversarial strategy allows us to show
                 that $ \mathcal {T}(\mathbb {Q}) \geq r(\mathbb {P})$
                 where $ r(\mathbb {P})$ is the relaxation time of $
                 \mathbb {P}$. This gives an alternate proof of the
                 reversible lifting result and helps identify cases
                 where reversible liftings cannot improve the mixing
                 time by more than a constant factor.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Markov Chains, Robust mixing time, Reversible lifting,
                 random-to-cyclic transposition, non-Markovian
                 processes",
}

@Article{Lachal:2007:FHT,
  author =       "Aim{\'e} Lachal",
  title =        "First Hitting Time and Place, Monopoles and Multipoles
                 for Pseudo-Processes Driven by the Equation {$ \partial
                 u / \partial t = \pm \partial^N u / \partial x^N $}",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "11:300--11:353",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-399",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/399",
  abstract =     "Consider the high-order heat-type equation $ \partial
                 u / \partial t = \pm \partial^N u / \partial x^N $ for
                 an integer $ N > 2 $ and introduce the related Markov
                 pseudo-process $ (X(t))_{t \ge 0} $. In this paper, we
                 study several functionals related to $ (X(t))_{t \ge 0}
                 $: the maximum $ M(t) $ and minimum $ m(t) $ up to time
                 $t$; the hitting times $ \tau_a^+$ and $ \tau_a^-$ of
                 the half lines $ (a, + \infty)$ and $ ( - \infty, a)$
                 respectively. We provide explicit expressions for the
                 distributions of the vectors $ (X(t), M(t))$ and $
                 (X(t), m(t))$, as well as those of the vectors $
                 (\tau_a^+, X(\tau_a^+))$ and $ (\tau_a^-,
                 X(\tau_a^-))$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "first hitting time and place; joint distribution of
                 the process and its maximum/minimum; Multipoles;
                 pseudo-process; Spitzer's identity",
}

@Article{Valle:2007:EIT,
  author =       "Glauco Valle",
  title =        "Evolution of the interfaces in a two dimensional
                 {Potts} model",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "12:354--12:386",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-346",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/346",
  abstract =     "We investigate the evolution of the random interfaces
                 in a two dimensional Potts model at zero temperature
                 under Glauber dynamics for some particular initial
                 conditions. We prove that under space-time diffusive
                 scaling the shape of the interfaces converges in
                 probability to the solution of a non-linear parabolic
                 equation. This Law of Large Numbers is obtained from
                 the Hydrodynamic limit of a coupling between an
                 exclusion process and an inhomogeneous one dimensional
                 zero range process with asymmetry at the origin.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Exclusion Processes, Interface Dynamics, Hydrodynamic
                 limit",
}

@Article{Masiero:2007:RPT,
  author =       "Federica Masiero",
  title =        "Regularizing Properties for Transition Semigroups and
                 Semilinear Parabolic Equations in {Banach} Spaces",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "13:387--13:419",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-401",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/401",
  abstract =     "We study regularizing properties for transition
                 semigroups related to Ornstein Uhlenbeck processes with
                 values in a Banach space $E$ which is continuously and
                 densely embedded in a real and separable Hilbert space
                 $H$. Namely we study conditions under which the
                 transition semigroup maps continuous and bounded
                 functions into differentiable functions. Via a Girsanov
                 type theorem such properties extend to perturbed
                 Ornstein Uhlenbeck processes. We apply the results to
                 solve in mild sense semilinear versions of Kolmogorov
                 equations in $E$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Banach spaces.; Ornstein--Uhlenbeck and perturbed
                 Ornstein--Uhlenbeck transition semigroups; parabolic
                 equations; regularizing properties",
}

@Article{Lambert:2007:QSD,
  author =       "Amaury Lambert",
  title =        "Quasi-Stationary Distributions and the
                 Continuous-State Branching Process Conditioned to Be
                 Never Extinct",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "14:420--14:446",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-402",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/402",
  abstract =     "We consider continuous-state branching (CB) processes
                 which become extinct (i.e., hit 0) with positive
                 probability. We characterize all the quasi-stationary
                 distributions (QSD) for the CB-process as a
                 stochastically monotone family indexed by a real
                 number. We prove that the minimal element of this
                 family is the so-called Yaglom quasi-stationary
                 distribution, that is, the limit of one-dimensional
                 marginals conditioned on being nonzero. Next, we
                 consider the branching process conditioned on not being
                 extinct in the distant future, or $Q$-process, defined
                 by means of Doob $h$-transforms. We show that the
                 $Q$-process is distributed as the initial CB-process
                 with independent immigration, and that under the $ L
                 \log L$ condition, it has a limiting law which is the
                 size-biased Yaglom distribution (of the CB-process).
                 More generally, we prove that for a wide class of
                 nonnegative Markov processes absorbed at 0 with
                 probability 1, the Yaglom distribution is always
                 stochastically dominated by the stationary probability
                 of the $Q$-process, assuming that both exist. Finally,
                 in the diffusion case and in the stable case, the
                 $Q$-process solves a SDE with a drift term that can be
                 seen as the instantaneous immigration.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Continuous-state branching process; h-transform;
                 immigration; L{\'e}vy process; Q-process;
                 quasi-stationary distribution; size-biased
                 distribution; stochastic differential equations; Yaglom
                 theorem",
}

@Article{Giovanni:2007:SCG,
  author =       "Peccati Giovanni and Murad Taqqu",
  title =        "Stable convergence of generalized {$ L^2 $} stochastic
                 integrals and the principle of conditioning",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "15:447--15:480",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-404",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/404",
  abstract =     "We consider generalized adapted stochastic integrals
                 with respect to independently scattered random measures
                 with second moments, and use a decoupling technique,
                 formulated as a \flqq principle of conditioning\frqq,
                 to study their stable convergence towards mixtures of
                 infinitely divisible distributions. The goal of this
                 paper is to develop the theory. Our results apply, in
                 particular, to Skorohod integrals on abstract Wiener
                 spaces, and to multiple integrals with respect to
                 independently scattered and finite variance random
                 measures. The first application is discussed in some
                 detail in the final section of the present work, and
                 further extended in a companion paper (Peccati and
                 Taqqu (2006b)). Applications to the stable convergence
                 (in particular, central limit theorems) of multiple
                 Wiener--It{\^o} integrals with respect to independently
                 scattered (and not necessarily Gaussian) random
                 measures are developed in Peccati and Taqqu (2006a,
                 2007). The present work concludes with an example
                 involving quadratic Brownian functionals.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Decoupling; Generalized stochastic integrals;
                 Independently scattered measures; multiple Poisson
                 integrals; Principle of conditioning; Resolutions of
                 the identity; Skorohod integrals; Stable convergence;
                 Weak convergence",
}

@Article{Galvin:2007:SCR,
  author =       "David Galvin",
  title =        "Sampling $3$-colourings of regular bipartite graphs",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "16:481--16:497",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-403",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/403",
  abstract =     "We show that if $ G = (V, E) $ is a regular bipartite
                 graph for which the expansion of subsets of a single
                 parity of $V$ is reasonably good and which satisfies a
                 certain local condition (that the union of the
                 neighbourhoods of adjacent vertices does not contain
                 too many pairwise non-adjacent vertices), and if $M$ is
                 a Markov chain on the set of proper 3-colourings of $G$
                 which updates the colour of at most $ c|V|$ vertices at
                 each step and whose stationary distribution is uniform,
                 then for $ c < .22$ and $d$ sufficiently large the
                 convergence to stationarity of $M$ is (essentially)
                 exponential in $ |V|$. In particular, if $G$ is the
                 $d$-dimensional hypercube $ Q_d$ (the graph on vertex
                 set $ \{ 0, 1 \}^d$ in which two strings are adjacent
                 if they differ on exactly one coordinate) then the
                 convergence to stationarity of the well-known Glauber
                 (single-site update) dynamics is exponentially slow in
                 $ 2^d / (\sqrt {d} \log d)$. A combinatorial corollary
                 of our main result is that in a uniform 3-colouring of
                 $ Q_d$ there is an exponentially small probability (in
                 $ 2^d$) that there is a colour $i$ such the proportion
                 of vertices of the even subcube coloured $i$ differs
                 from the proportion of the odd subcube coloured $i$ by
                 at most $.22$. Our proof combines a conductance
                 argument with combinatorial enumeration methods.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Mixing time, 3-colouring, Potts model, conductance,
                 Glauber dynamics, discrete hypercube",
}

@Article{Evans:2007:ECE,
  author =       "Steven Evans and Tye Lidman",
  title =        "Expectation, Conditional Expectation and Martingales
                 in Local Fields",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "17:498--17:515",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-405",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/405",
  abstract =     "We investigate a possible definition of expectation
                 and conditional expectation for random variables with
                 values in a local field such as the $p$-adic numbers.
                 We define the expectation by analogy with the
                 observation that for real-valued random variables in $
                 L^2$ the expected value is the orthogonal projection
                 onto the constants. Previous work has shown that the
                 local field version of $ L^\infty $ is the appropriate
                 counterpart of $ L^2$, and so the expected value of a
                 local field-valued random variable is defined to be its
                 ``projection'' in $ L^\infty $ onto the
                 constants.\par

                 Unlike the real case, the resulting projection is not
                 typically a single constant, but rather a ball in the
                 metric on the local field. However, many properties of
                 this expectation operation and the corresponding
                 conditional expectation mirror those familiar from the
                 real-valued case; for example, conditional expectation
                 is, in a suitable sense, a contraction on $ L^\infty $
                 and the tower property holds. We also define the
                 corresponding notion of martingale, show that several
                 standard examples of martingales (for example, sums or
                 products of suitable independent random variables or
                 ``harmonic'' functions composed with Markov chains)
                 have local field analogues, and obtain versions of the
                 optional sampling and martingale convergence
                 theorems.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "conditional expectation; expectation; local field;
                 martingale; martingale convergence; optional sampling;
                 projection",
}

@Article{Gartner:2007:ICS,
  author =       "J{\"u}rgen G{\"a}rtner and Frank den Hollander and
                 Gregory Maillard",
  title =        "Intermittency on catalysts: symmetric exclusion",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "18:516--18:573",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-407",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/407",
  abstract =     "We continue our study of intermittency for the
                 parabolic Anderson equation, i.e., the spatially
                 discrete heat equation on the d-dimensional integer
                 lattice with a space-time random potential. The
                 solution of the equation describes the evolution of a
                 ``reactant'' under the influence of a ``catalyst''.

                 In this paper we focus on the case where the random
                 field is an exclusion process with a symmetric random
                 walk transition kernel, starting from Bernoulli
                 equilibrium. We consider the annealed Lyapunov
                 exponents, i.e., the exponential growth rates of the
                 successive moments of the solution. We show that these
                 exponents are trivial when the random walk is
                 recurrent, but display an interesting dependence on the
                 diffusion constant when the random walk is transient,
                 with qualitatively different behavior in different
                 dimensions. Special attention is given to the
                 asymptotics of the exponents when the diffusion
                 constant tends to infinity, which is controlled by
                 moderate deviations of the random field requiring a
                 delicate expansion argument.\par

                 In G{\"a}rtner and den Hollander [10] the case of a
                 Poisson field of independent (simple) random walks was
                 studied. The two cases show interesting differences and
                 similarities. Throughout the paper, a comparison of the
                 two cases plays a crucial role.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "catalytic random medium; exclusion processes;
                 intermittency; Lyapunov exponents; Parabolic Anderson
                 model",
}

@Article{Warren:2007:DBM,
  author =       "Jon Warren",
  title =        "{Dyson}'s {Brownian} motions, intertwining and
                 interlacing",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "19:573--19:590",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-406",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/406",
  abstract =     "A reflected Brownian motion in the Gelfand--Tsetlin
                 cone is used to construct Dyson's process of
                 non-colliding Brownian motions. The key step of the
                 construction is to consider two interlaced families of
                 Brownian paths with paths belonging to the second
                 family reflected off paths belonging to the first. Such
                 families of paths are known to arise in the Arratia
                 flow of coalescing Brownian motions. A determinantal
                 formula for the distribution of coalescing Brownian
                 motions is presented.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "coalescing Brownian motions; Gelfand--Tsetlin cone.;
                 intertwining; non-colliding Brownian motions",
}

@Article{Benjamini:2007:RSR,
  author =       "Itai Benjamini and Roey Izkovsky and Harry Kesten",
  title =        "On the Range of the Simple Random Walk Bridge on
                 Groups",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "20:591--20:612",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-408",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/408",
  abstract =     "Let $G$ be a vertex transitive graph. A study of the
                 range of simple random walk on $G$ and of its bridge is
                 proposed. While it is expected that on a graph of
                 polynomial growth the sizes of the range of the
                 unrestricted random walk and of its bridge are the same
                 in first order, this is not the case on some larger
                 graphs such as regular trees. Of particular interest is
                 the case when $G$ is the Cayley graph of a group. In
                 this case we even study the range of a general
                 symmetric (not necessarily simple) random walk on $G$.
                 We hope that the few examples for which we calculate
                 the first order behavior of the range here will help to
                 discover some relation between the group structure and
                 the behavior of the range. Further problems regarding
                 bridges are presented.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "range of a bridge; range of random walk",
}

@Article{Toninelli:2007:CLR,
  author =       "Fabio Lucio Toninelli",
  title =        "Correlation Lengths for Random Polymer Models and for
                 Some Renewal Sequences",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "21:613--21:636",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-414",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/414",
  abstract =     "We consider models of directed polymers interacting
                 with a one-dimensional defect line on which random
                 charges are placed. More abstractly, one starts from
                 renewal sequence on $Z$ and gives a random
                 (site-dependent) reward or penalty to the occurrence of
                 a renewal at any given point of $Z$. These models are
                 known to undergo a delocalization-localization
                 transition, and the free energy $F$ vanishes when the
                 critical point is approached from the localized region.
                 We prove that the quenched correlation length $ \xi $,
                 defined as the inverse of the rate of exponential decay
                 of the two-point function, does not diverge faster than
                 $ 1 / F$. We prove also an exponentially decaying upper
                 bound for the disorder-averaged two-point function,
                 with a good control of the sub-exponential prefactor.
                 We discuss how, in the particular case where disorder
                 is absent, this result can be seen as a refinement of
                 the classical renewal theorem, for a specific class of
                 renewal sequences.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Pinning and Wetting Models, Typical and Average
                 Correlation Lengths, Critical Exponents, Renewal
                 Theory, Exponential Convergence Rates",
}

@Article{Matzinger:2007:DLP,
  author =       "Heinrich Matzinger and Serguei Popov",
  title =        "Detecting a Local Perturbation in a Continuous
                 Scenery",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "22:637--22:660",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-409",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/409",
  abstract =     "A continuous one-dimensional scenery is a
                 double-infinite sequence of points (thought of as
                 locations of {\em bells}) in $R$. Assume that a scenery
                 $X$ is observed along the path of a Brownian motion in
                 the following way: when the Brownian motion encounters
                 a bell different from the last one visited, we hear a
                 ring. The trajectory of the Brownian motion is unknown,
                 whilst the scenery $X$ is known except in some finite
                 interval. We prove that given only the sequence of
                 times of rings, we can a.s. reconstruct the scenery $X$
                 entirely. For this we take the scenery$X$ to be a local
                 perturbation of a Poisson scenery $ X'$. We present an
                 explicit reconstruction algorithm. This problem is the
                 continuous analog of the ``detection of a defect in a
                 discrete scenery''. Many of the essential techniques
                 used with discrete sceneries do not work with
                 continuous sceneries.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Brownian motion, Poisson process, localization test,
                 detecting defects in sceneries seen along random
                 walks",
}

@Article{Dietz:2007:OLS,
  author =       "Zach Dietz and Sunder Sethuraman",
  title =        "Occupation laws for some time-nonhomogeneous {Markov}
                 chains",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "23:661--23:683",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-413",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/413",
  abstract =     "We consider finite-state time-nonhomogeneous Markov
                 chains whose transition matrix at time $n$ is $ I + G /
                 n^z$ where $G$ is a ``generator'' matrix, that is $
                 G(i, j) > 0$ for $ i, j$ distinct, and $ G(i, i) = -
                 \sum_{k \ne i} G(i, k)$, and $ z > 0$ is a strength
                 parameter. In these chains, as time grows, the
                 positions are less and less likely to change, and so
                 form simple models of age-dependent time-reinforcing
                 schemes. These chains, however, exhibit a trichotomy of
                 occupation behaviors depending on parameters.\par

                 We show that the average occupation or empirical
                 distribution vector up to time $n$, when variously $ 0
                 < z < 1$, $ z > 1$ or $ z = 1$, converges in
                 probability to a unique ``stationary'' vector $ n_G$,
                 converges in law to a nontrivial mixture of point
                 measures, or converges in law to a distribution $ m_G$
                 with no atoms and full support on a simplex
                 respectively, as $n$ tends to infinity. This last type
                 of limit can be interpreted as a sort of ``spreading''
                 between the cases $ 0 < z < 1$ and $ z > 1$.\par

                 In particular, when $G$ is appropriately chosen, $ m_G$
                 is a Dirichlet distribution, reminiscent of results in
                 Polya urns.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "laws of large numbers, nonhomogeneous, Markov,
                 occupation, reinforcement, Dirichlet distribution",
}

@Article{Ferrari:2007:QSD,
  author =       "Pablo Ferrari and Nevena Maric",
  title =        "Quasi Stationary Distributions and {Fleming--Viot}
                 Processes in Countable Spaces",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "24:684--24:702",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-415",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/415",
  abstract =     "We consider an irreducible pure jump Markov process
                 with rates $ Q = (q(x, y)) $ on $ \Lambda \cup \{ 0 \}
                 $ with $ \Lambda $ countable and $0$ an absorbing
                 state. A {\em quasi stationary distribution \rm} (QSD)
                 is a probability measure $ \nu $ on $ \Lambda $ that
                 satisfies: starting with $ \nu $, the conditional
                 distribution at time $t$, given that at time $t$ the
                 process has not been absorbed, is still $ \nu $. That
                 is, $ \nu (x) = \nu P_t(x) / (\sum_{y \in \Lambda } \nu
                 P_t(y))$, with $ P_t$ the transition probabilities for
                 the process with rates $Q$.\par

                 A {\em Fleming--Viot} (FV) process is a system of $N$
                 particles moving in $ \Lambda $. Each particle moves
                 independently with rates $Q$ until it hits the
                 absorbing state $0$; but then instantaneously chooses
                 one of the $ N - 1$ particles remaining in $ \Lambda $
                 and jumps to its position. Between absorptions each
                 particle moves with rates $Q$ independently.\par

                 Under the condition $ \alpha := \sum_{x \in \Lambda }
                 \inf Q(\cdot, x) > \sup Q(\cdot, 0) := C$ we prove
                 existence of QSD for $Q$; uniqueness has been proven by
                 Jacka and Roberts. When $ \alpha > 0$ the FV process is
                 ergodic for each $N$. Under $ \alpha > C$ the mean
                 normalized densities of the FV unique stationary
                 measure converge to the QSD of $Q$, as $ N \to \infty
                 $; in this limit the variances vanish.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Fleming--Viot process; Quasi stationary
                 distributions",
}

@Article{vanderHofstad:2007:DRG,
  author =       "Remco van der Hofstad and Gerard Hooghiemstra and
                 Dmitri Znamenski",
  title =        "Distances in Random Graphs with Finite Mean and
                 Infinite Variance Degrees",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "25:703--25:766",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-420",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/420",
  abstract =     "In this paper we study typical distances in random
                 graphs with i.i.d. degrees of which the tail of the
                 common distribution function is regularly varying with
                 exponent $ 1 - \tau $. Depending on the value of the
                 parameter $ \tau $ we can distinct three cases: (i) $
                 \tau > 3 $, where the degrees have finite variance,
                 (ii) $ \tau \in (2, 3) $, where the degrees have
                 infinite variance, but finite mean, and (iii) $ \tau
                 \in (1, 2) $, where the degrees have infinite mean. The
                 distances between two randomly chosen nodes belonging
                 to the same connected component, for $ \tau > 3 $ and $
                 \tau \in (1, 2), $ have been studied in previous
                 publications, and we survey these results here. When $
                 \tau \in (2, 3) $, the graph distance centers around $
                 2 \log \log {N} / | \log (\tau - 2)| $. We present a
                 full proof of this result, and study the fluctuations
                 around this asymptotic means, by describing the
                 asymptotic distribution. The results presented here
                 improve upon results of Reittu and Norros, who prove an
                 upper bound only.\par

                 The random graphs studied here can serve as models for
                 complex networks where degree power laws are observed;
                 this is illustrated by comparing the typical distance
                 in this model to Internet data, where a degree power
                 law with exponent $ \tau \approx 2.2 $ is observed for
                 the so-called Autonomous Systems (AS) graph",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Branching processes, configuration model, coupling,
                 graph distance",
}

@Article{Gnedin:2007:CR,
  author =       "Alexander Gnedin",
  title =        "The Chain Records",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "26:767--26:786",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-410",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/410",
  abstract =     "Chain records is a new type of multidimensional
                 record. We discuss how often the chain records occur
                 when the background sampling is from the unit cube with
                 uniform distribution (or, more generally, from an
                 arbitrary continuous product distribution in d
                 dimensions). Extensions are given for sampling from
                 more general spaces with a self-similarity property.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "chains; Ewens partition; multidimensional records;
                 random orders",
}

@Article{Feng:2007:LDD,
  author =       "Shui Feng",
  title =        "Large Deviations for {Dirichlet} Processes and
                 {Poisson--Dirichlet} Distribution with Two Parameters",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "27:787--27:807",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-417",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/417",
  abstract =     "Large deviation principles are established for the
                 two-parameter Poisson--Dirichlet distribution and
                 two-parameter Dirichlet process when parameter $ \theta
                 $ approaches infinity. The motivation for these results
                 is to understand the differences in terms of large
                 deviations between the two-parameter models and their
                 one-parameter counterparts. New insight is obtained
                 about the role of the second parameter $ \alpha $
                 through a comparison with the corresponding results for
                 the one-parameter Poisson--Dirichlet distribution and
                 Dirichlet process.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Dirichlet processes; GEM representation; large
                 deviations; Poisson--Dirichlet distribution",
}

@Article{Taylor:2007:CAP,
  author =       "Jesse Taylor",
  title =        "The Common Ancestor Process for a {Wright--Fisher}
                 Diffusion",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "28:808--28:847",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-418",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/418",
  abstract =     "Rates of molecular evolution along phylogenetic trees
                 are influenced by mutation, selection and genetic
                 drift. Provided that the branches of the tree
                 correspond to lineages belonging to genetically
                 isolated populations (e.g., multi-species phylogenies),
                 the interplay between these three processes can be
                 described by analyzing the process of substitutions to
                 the common ancestor of each population. We characterize
                 this process for a class of diffusion models from
                 population genetics theory using the structured
                 coalescent process introduced by Kaplan et al. (1988)
                 and formalized in Barton et al. (2004). For two-allele
                 models, this approach allows both the stationary
                 distribution of the type of the common ancestor and the
                 generator of the common ancestor process to be
                 determined by solving a one-dimensional boundary value
                 problem. In the case of a Wright--Fisher diffusion with
                 genic selection, this solution can be found in closed
                 form, and we show that our results complement those
                 obtained by Fearnhead (2002) using the ancestral
                 selection graph. We also observe that approximations
                 which neglect recurrent mutation can significantly
                 underestimate the exact substitution rates when
                 selection is strong. Furthermore, although we are
                 unable to find closed-form expressions for models with
                 frequency-dependent selection, we can still solve the
                 corresponding boundary value problem numerically and
                 then use this solution to calculate the substitution
                 rates to the common ancestor. We illustrate this
                 approach by studying the effect of dominance on the
                 common ancestor process in a diploid population.
                 Finally, we show that the theory can be formally
                 extended to diffusion models with more than two genetic
                 backgrounds, but that it leads to systems of singular
                 partial differential equations which we have been
                 unable to solve.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Common-ancestor process; diffusion process; genetic
                 drift; selection; structured coalescent; substitution
                 rates",
}

@Article{Gautier:2007:SNS,
  author =       "Eric Gautier",
  title =        "Stochastic Nonlinear {Schr{\"o}dinger} Equations
                 Driven by a Fractional Noise. {Well}-Posedness, Large
                 Deviations and Support",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "29:848--29:861",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-416",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/416",
  abstract =     "We consider stochastic nonlinear Schrodinger equations
                 driven by an additive noise. The noise is fractional in
                 time with Hurst parameter $ H \in (0, 1) $ and colored
                 in space with a nuclear space correlation operator. We
                 study local well-posedness. Under adequate assumptions
                 on the initial data, the space correlations of the
                 noise and for some saturated nonlinearities, we prove
                 sample path large deviations and support results in a
                 space of Holder continuous in time until blow-up paths.
                 We consider Kerr nonlinearities when $ H > 1 / 2 $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "fractional Brownian motion; Large deviations;
                 nonlinear Schrodinger equation; stochastic partial
                 differential equations",
}

@Article{Hambly:2007:NVP,
  author =       "Ben Hambly and Liza Jones",
  title =        "Number variance from a probabilistic perspective:
                 infinite systems of independent {Brownian} motions and
                 symmetric alpha stable processes",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "30:862--30:887",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-419",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  note =         "See erratum \cite{Hambly:2009:ENV}.",
  URL =          "http://ejp.ejpecp.org/article/view/419",
  abstract =     "Some probabilistic aspects of the number variance
                 statistic are investigated. Infinite systems of
                 independent Brownian motions and symmetric alpha-stable
                 processes are used to construct explicit new examples
                 of processes which exhibit both divergent and
                 saturating number variance behaviour. We derive a
                 general expression for the number variance for the
                 spatial particle configurations arising from these
                 systems and this enables us to deduce various limiting
                 distribution results for the fluctuations of the
                 associated counting functions. In particular, knowledge
                 of the number variance allows us to introduce and
                 characterize a novel family of centered, long memory
                 Gaussian processes. We obtain fractional Brownian
                 motion as a weak limit of these constructed
                 processes.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "controlled variability; fractional Brownian motion;
                 functional limits; Gaussian fluctuations; Gaussian
                 processes; long memory; Number variance; symmetric
                 alpha-stable processes",
}

@Article{Weill:2007:ARB,
  author =       "Mathilde Weill",
  title =        "Asymptotics for Rooted Bipartite Planar Maps and
                 Scaling Limits of Two-Type Spatial Trees",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "31:862--31:925",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-425",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/425",
  abstract =     "We prove some asymptotic results for the radius and
                 the profile of large random bipartite planar maps.
                 Using a bijection due to Bouttier, Di Francesco and
                 Guitter between rooted bipartite planar maps and
                 certain two-type trees with positive labels, we derive
                 our results from a conditional limit theorem for
                 two-type spatial trees. Finally we apply our estimates
                 to separating vertices of bipartite planar maps: with
                 probability close to one when n tends to infinity, a
                 random $ 2 k$-angulation with n faces has a separating
                 vertex whose removal disconnects the map into two
                 components each with size greater that $ n^{1 / 2 -
                 \varepsilon }$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Conditioned Brownian snake; Planar maps; two-type
                 Galton--Watson trees",
}

@Article{Benjamini:2007:RGH,
  author =       "Itai Benjamini and Ariel Yadin and Amir Yehudayoff",
  title =        "Random Graph-Homomorphisms and Logarithmic Degree",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "32:926--32:950",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-427",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/427",
  abstract =     "A graph homomorphism between two graphs is a map from
                 the vertex set of one graph to the vertex set of the
                 other graph, that maps edges to edges. In this note we
                 study the range of a uniformly chosen homomorphism from
                 a graph $G$ to the infinite line $Z$. It is shown that
                 if the maximal degree of $G$ is `sub-logarithmic', then
                 the range of such a homomorphism is
                 super-constant.\par

                 Furthermore, some examples are provided, suggesting
                 that perhaps for graphs with super-logarithmic degree,
                 the range of a typical homomorphism is bounded. In
                 particular, a sharp transition is shown for a specific
                 family of graphs $ C_{n, k}$ (which is the tensor
                 product of the $n$-cycle and a complete graph, with
                 self-loops, of size $k$). That is, given any function $
                 \psi (n)$ tending to infinity, the range of a typical
                 homomorphism of $ C_{n, k}$ is super-constant for $ k =
                 2 \log (n) - \psi (n)$, and is $3$ for $ k = 2 \log (n)
                 + \psi (n)$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Kurtz:2007:YWE,
  author =       "Thomas Kurtz",
  title =        "The {Yamada--Watanabe--Engelbert} theorem for general
                 stochastic equations and inequalities",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "33:951--33:965",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-431",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/431",
  abstract =     "A general version of the Yamada--Watanabe and
                 Engelbert results relating existence and uniqueness of
                 strong and weak solutions for stochastic equations is
                 given. The results apply to a wide variety of
                 stochastic equations including classical stochastic
                 differential equations, stochastic partial differential
                 equations, and equations involving multiple time
                 transformations.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "weak solution, strong solution, pathwise uniqueness,
                 stochastic differential equations, stochastic partial
                 differential equations, multidimensional index",
}

@Article{Major:2007:MVB,
  author =       "Peter Major",
  title =        "On a Multivariate Version of {Bernstein}'s
                 Inequality",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "34:966--34:988",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-430",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/430",
  abstract =     "We prove such a multivariate version of Bernstein's
                 inequality about the tail distribution of degenerate
                 $U$-statistics which is an improvement of some former
                 results. This estimate will be compared with an
                 analogous bound about the tail distribution of multiple
                 Wiener--It{\^o} integrals. Their comparison shows that
                 our estimate is sharp. The proof is based on good
                 estimates about high moments of degenerate
                 $U$-statistics. They are obtained by means of a diagram
                 formula which enables us to express the product of
                 degenerate $U$-statistics as the sum of such
                 expressions.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Bernstein inequality, (degenerate) U-statistics,
                 Wiener--It{\^o} integrals, diagram formula, moment
                 estimates",
}

@Article{Penrose:2007:GLR,
  author =       "Mathew Penrose",
  title =        "{Gaussian} Limts for Random Geometric Measures",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "35:989--35:1035",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-429",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/429",
  abstract =     "Given $n$ independent random marked $d$-vectors $ X_i$
                 with a common density, define the measure $ \nu_n =
                 \sum_i \xi_i $, where $ \xi_i$ is a measure (not
                 necessarily a point measure) determined by the
                 (suitably rescaled) set of points near $ X_i$.
                 Technically, this means here that $ \xi_i$ stabilizes
                 with a suitable power-law decay of the tail of the
                 radius of stabilization. For bounded test functions $f$
                 on $ R^d$, we give a central limit theorem for $
                 \nu_n(f)$, and deduce weak convergence of $
                 \nu_n(\cdot)$, suitably scaled and centred, to a
                 Gaussian field acting on bounded test functions. The
                 general result is illustrated with applications to
                 measures associated with germ-grain models, random and
                 cooperative sequential adsorption, Voronoi tessellation
                 and $k$-nearest neighbours graph.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Random measures",
}

@Article{Turova:2007:CPT,
  author =       "Tatyana Turova",
  title =        "Continuity of the percolation threshold in randomly
                 grown graphs",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "36:1036--36:1047",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-436",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/436",
  abstract =     "We consider various models of randomly grown graphs.
                 In these models the vertices and the edges accumulate
                 within time according to certain rules. We study a
                 phase transition in these models along a parameter
                 which refers to the mean life-time of an edge. Although
                 deleting old edges in the uniformly grown graph changes
                 abruptly the properties of the model, we show that some
                 of the macro-characteristics of the graph vary
                 continuously. In particular, our results yield a lower
                 bound for the size of the largest connected component
                 of the uniformly grown graph.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "branching processes; Dynamic random graphs; phase
                 transition",
}

@Article{Johansson:2007:EEG,
  author =       "Kurt Johansson and Eric Nordenstam",
  title =        "Erratum to {``Eigenvalues of GUE Minors''}",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "37:1048--37:1051",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-816",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  note =         "See \cite{Johansson:2006:EGM}.",
  URL =          "http://ejp.ejpecp.org/article/view/816",
  abstract =     "In the paper
                 \url{http://www.math.washington.edu/~ejpecp/viewarticle.php?id=1647},
                 two expressions for the so called GUE minor kernel are
                 presented, one in definition 1.2 and one in the
                 formulas (5.6) and (5.7). The expressions given in
                 (5.6) and (5.7) are correct, but the expression in
                 definition 1.2 of the paper has to be modified in the
                 case $ r > s $. The proof of the equality of the two
                 expressions for the GUE minor kernel given in the paper
                 was based on lemma 5.6 which is not correct since some
                 terms in the expansion are missing. The correct
                 expansion is given in lemma 1.2 below.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Arias-Castro:2007:IRH,
  author =       "Ery Arias-Castro",
  title =        "Interpolation of Random Hyperplanes",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "38:1052--38:1071",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-435",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/435",
  abstract =     "Let $ \{ (Z_i, W_i) \colon i = 1, \dots, n \} $ be
                 uniformly distributed in $ [0, 1]^d \times \mathbb
                 {G}(k, d) $, where $ \mathbb {G}(k, d) $ denotes the
                 space of $k$-dimensional linear subspaces of $ \mathbb
                 {R}^d$. For a differentiable function $ f \colon [0,
                 1]^k \rightarrow [0, 1]^d$, we say that $f$
                 interpolates $ (z, w) \in [0, 1]^d \times \mathbb
                 {G}(k, d)$ if there exists $ x \in [0, 1]^k$ such that
                 $ f(x) = z$ and $ \vec {f}(x) = w$, where $ \vec
                 {f}(x)$ denotes the tangent space at $x$ defined by
                 $f$. For a smoothness class $ {\cal F}$ of Holder type,
                 we obtain probability bounds on the maximum number of
                 points a function $ f \in {\cal F}$ interpolates.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Grassmann Manifold; Haar Measure; Kolmogorov Entropy;
                 Pattern Recognition",
}

@Article{Bobkov:2007:LDI,
  author =       "Sergey Bobkov",
  title =        "Large deviations and isoperimetry over convex
                 probability measures with heavy tails",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "39:1072--39:1100",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-440",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/440",
  abstract =     "Large deviations and isoperimetric inequalities are
                 considered for probability distributions, satisfying
                 convexity conditions of the Brunn--Minkowski-type",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Large deviations, convex measures, dilation of sets,
                 transportation of mass, Khinchin-type, isoperimetric,
                 weak Poincar{\'e}, Sobolev-type inequalities",
}

@Article{Griffiths:2007:RIA,
  author =       "Robert Griffiths and Dario Spano",
  title =        "Record Indices and Age-Ordered Frequencies in
                 Exchangeable {Gibbs} Partitions",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "40:1101--40:1130",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-434",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/434",
  abstract =     "The frequencies of an exchangeable Gibbs random
                 partition of the integers (Gnedin and Pitman 2005) are
                 considered in their age-order, i.e., their size-biased
                 order. We study their dependence on the sequence of
                 record indices (i.e., the least elements) of the blocks
                 of the partition. In particular we show that,
                 conditionally on the record indices, the distribution
                 of the age-ordered frequencies has a left-neutral
                 stick-breaking structure. Such a property in fact
                 characterizes the Gibbs family among all exchangeable
                 partitions and leads to further interesting results on:
                 (i) the conditional Mellin transform of the $k$-th
                 oldest frequency given the $k$-th record index, and
                 (ii) the conditional distribution of the first $k$
                 normalized frequencies, given their sum and the $k$-th
                 record index; the latter turns out to be a mixture of
                 Dirichlet distributions. Many of the mentioned
                 representations are extensions of Griffiths and Lessard
                 (2005) results on Ewens' partitions.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Exchangeable Gibbs Partitions, GEM distribution,
                 Age-ordered frequencies, Beta-Stacy distribution,
                 Neutral distributions, Record indices",
}

@Article{Maida:2007:LDL,
  author =       "Myl{\`e}ne Maida",
  title =        "Large deviations for the largest eigenvalue of rank
                 one deformations of {Gaussian} ensembles",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "41:1131--41:1150",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-438",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/438",
  abstract =     "We establish a large deviation principle for the
                 largest eigenvalue of a rank one deformation of a
                 matrix from the GUE or GOE. As a corollary, we get
                 another proof of the phenomenon, well-known in learning
                 theory and finance, that the largest eigenvalue
                 separates from the bulk when the perturbation is large
                 enough. A large part of the paper is devoted to an
                 auxiliary result on the continuity of spherical
                 integrals in the case when one of the matrix is of rank
                 one, as studied in one of our previous works.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "large deviations; random matrices",
}

@Article{Evans:2007:AEA,
  author =       "Steven Evans and Tye Lidman",
  title =        "Asymptotic Evolution of Acyclic Random Mappings",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "42:1051--42:1180",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-437",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/437",
  abstract =     "An acyclic mapping from an $n$ element set into itself
                 is a mapping $ \varphi $ such that if $ \varphi^k(x) =
                 x$ for some $k$ and $x$, then $ \varphi (x) = x$.
                 Equivalently, $ \varphi^\ell = \varphi^{\ell + 1} =
                 \ldots $ for $ \ell $ sufficiently large. We
                 investigate the behavior as $ n \rightarrow \infty $ of
                 a sequence of a Markov chain on the collection of such
                 mappings. At each step of the chain, a point in the $n$
                 element set is chosen uniformly at random and the
                 current mapping is modified by replacing the current
                 image of that point by a new one chosen independently
                 and uniformly at random, conditional on the resulting
                 mapping being again acyclic. We can represent an
                 acyclic mapping as a directed graph (such a graph will
                 be a collection of rooted trees) and think of these
                 directed graphs as metric spaces with some extra
                 structure. Informal calculations indicate that the
                 metric space valued process associated with the Markov
                 chain should, after an appropriate time and ``space''
                 rescaling, converge as $ n \rightarrow \infty $ to a
                 real tree ($R$-tree) valued Markov process that is
                 reversible with respect to a measure induced naturally
                 by the standard reflected Brownian bridge. Although we
                 don't prove such a limit theorem, we use Dirichlet form
                 methods to construct a Markov process that is Hunt with
                 respect to a suitable Gromov--Hausdorff-like metric and
                 evolves according to the dynamics suggested by the
                 heuristic arguments. This process is similar to one
                 that appears in earlier work by Evans and Winter as a
                 similarly informal limit of a Markov chain related to
                 the subtree prune and regraft tree (SPR) rearrangements
                 from phylogenetics.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Brownian bridge; Brownian excursion; continuum random
                 tree; Dirichlet form; excursion theory;
                 Gromov--Hausdorff metric; path decomposition; random
                 mapping",
}

@Article{Darses:2007:TRD,
  author =       "Sebastien Darses and Bruno Saussereau",
  title =        "Time Reversal for Drifted Fractional {Brownian} Motion
                 with {Hurst} Index {$ H > 1 / 2 $}",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "43:1181--43:1211",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-439",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/439",
  abstract =     "Let $X$ be a drifted fractional Brownian motion with
                 Hurst index $ H > 1 / 2$. We prove that there exists a
                 fractional backward representation of $X$, i.e., the
                 time reversed process is a drifted fractional Brownian
                 motion, which continuously extends the one obtained in
                 the theory of time reversal of Brownian diffusions when
                 $ H = 1 / 2$. We then apply our result to stochastic
                 differential equations driven by a fractional Brownian
                 motion.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Fractional Brownian motion; Malliavin Calculus.; Time
                 reversal",
}

@Article{Barthe:2007:IBE,
  author =       "Franck Barthe and Patrick Cattiaux and Cyril Roberto",
  title =        "Isoperimetry between exponential and {Gaussian}",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "44:1212--44:1237",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-441",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/441",
  abstract =     "We study the isoperimetric problem for product
                 probability measures with tails between the exponential
                 and the Gaussian regime. In particular we exhibit many
                 examples where coordinate half-spaces are approximate
                 solutions of the isoperimetric problem",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Isoperimetry; Super-Poincar{\'e} inequality",
}

@Article{Rider:2007:CDP,
  author =       "Brian Rider and Balint Virag",
  title =        "Complex Determinantal Processes and {$ H1 $} Noise",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "45:1238--45:1257",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-446",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/446",
  abstract =     "For the plane, sphere, and hyperbolic plane we
                 consider the canonical invariant determinantal point
                 processes $ \mathcal Z_\rho $ with intensity $ \rho d
                 \nu $, where $ \nu $ is the corresponding invariant
                 measure. We show that as $ \rho \to \infty $, after
                 centering, these processes converge to invariant $ H^1
                 $ noise. More precisely, for all functions $ f \in H^1
                 (\nu) \cap L^1 (\nu) $ the distribution of $ \sum_{z
                 \in \mathcal Z} f(z) - \frac {\rho }{\pi } \int f d \nu
                 $ converges to Gaussian with mean zero and variance $
                 \frac {1}{4 \pi } \| f \|_{H^1}^2 $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "determinantal process; invariant point process; noise
                 limit; random matrices",
}

@Article{Neunhauserer:2007:RWI,
  author =       "J{\"o}rg Neunh{\"a}userer",
  title =        "Random walks on infinite self-similar graphs",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "46:1258--46:1275",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-448",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/448",
  abstract =     "We introduce a class of rooted infinite self-similar
                 graphs containing the well known Fibonacci graph and
                 graphs associated with Pisot numbers. We consider
                 directed random walks on these graphs and study their
                 entropy and their limit measures. We prove that every
                 infinite self-similar graph has a random walk of full
                 entropy and that the limit measures of this random
                 walks are absolutely continuous.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "graph; random walk",
}

@Article{Klass:2007:UAQ,
  author =       "Michael Klass and Krzysztof Nowicki",
  title =        "Uniformly Accurate Quantile Bounds Via The Truncated
                 Moment Generating Function: The Symmetric Case",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "47:1276--47:1298",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-452",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/452",
  abstract =     "Let $ X_1, X_2, \dots $ be independent and symmetric
                 random variables such that $ S_n = X_1 + \cdots + X_n $
                 converges to a finite valued random variable $S$ a.s.
                 and let $ S^* = \sup_{1 \leq n \leq \infty } S_n$
                 (which is finite a.s.). We construct upper and lower
                 bounds for $ s_y$ and $ s_y^*$, the upper $ 1 / y$-th
                 quantile of $ S_y$ and $ S^*$, respectively. Our
                 approximations rely on an explicitly computable
                 quantity $ \underline q_y$ for which we prove that\par

                  $$ \frac 1 2 \underline q_{y / 2} < s_y^* < 2
                 \underline q_{2y} \quad \text { and } \quad \frac 1 2
                 \underline q_{ (y / 4) (1 + \sqrt { 1 - 8 / y})} < s_y
                 < 2 \underline q_{2y}. $$

                 The RHS's hold for $ y \geq 2$ and the LHS's for $ y
                 \geq 94$ and $ y \geq 97$, respectively. Although our
                 results are derived primarily for symmetric random
                 variables, they apply to non-negative variates and
                 extend to an absolute value of a sum of independent but
                 otherwise arbitrary random variables.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Sum of independent rv's, tail distributions, tail
                 distributions, tail probabilities, quantile
                 approximation, Hoffmann--J{\o}rgensen/Klass--Nowicki
                 Inequality",
}

@Article{Grigorescu:2007:EPM,
  author =       "Ilie Grigorescu and Min Kang",
  title =        "Ergodic Properties of Multidimensional {Brownian}
                 Motion with Rebirth",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "48:1299--48:1322",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-450",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/450",
  abstract =     "In a bounded open region of the $d$ dimensional space
                 we consider a Brownian motion which is reborn at a
                 fixed interior point as soon as it reaches the
                 boundary. The evolution is invariant with respect to a
                 density equal, modulo a constant, to the Green function
                 of the Dirichlet Laplacian centered at the point of
                 return. We calculate the resolvent in closed form,
                 study its spectral properties and determine explicitly
                 the spectrum in dimension one. Two proofs of the
                 exponential ergodicity are given, one using the inverse
                 Laplace transform and properties of analytic
                 semigroups, and the other based on Doeblin's condition.
                 Both methods admit generalizations to a wide class of
                 processes.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Dirichlet Laplacian, Green function, analytic
                 semigroup, jump diffusion",
}

@Article{Biskup:2007:FCR,
  author =       "Marek Biskup and Timothy Prescott",
  title =        "Functional {CLT} for Random Walk Among Bounded Random
                 Conductances",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "49:1323--49:1348",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-456",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/456",
  abstract =     "We consider the nearest-neighbor simple random walk on
                 $ Z^d $, $ d \ge 2 $, driven by a field of i.i.d.
                 random nearest-neighbor conductances $ \omega_{xy} \in
                 [0, 1] $. Apart from the requirement that the bonds
                 with positive conductances percolate, we pose no
                 restriction on the law of the $ \omega $'s. We prove
                 that, for a.e. realization of the environment, the path
                 distribution of the walk converges weakly to that of
                 non-degenerate, isotropic Brownian motion. The quenched
                 functional CLT holds despite the fact that the local
                 CLT may fail in $ d \ge 5 $ due to anomalously slow
                 decay of the probability that the walk returns to the
                 starting point at a given time.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Random conductance model, invariance principle,
                 corrector, homogenization, heat kernel, percolation,
                 isoperimetry",
}

@Article{Mytnik:2007:LES,
  author =       "Leonid Mytnik and Jie Xiong",
  title =        "Local extinction for superprocesses in random
                 environments",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "50:1349--50:1378",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-457",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/457",
  abstract =     "We consider a superprocess in a random environment
                 represented by a random measure which is white in time
                 and colored in space with correlation kernel $ g(x, y)
                 $. Suppose that $ g(x, y) $ decays at a rate of $ |x -
                 y|^{- \alpha } $, $ 0 \leq \alpha \leq 2 $, as $ |x -
                 y| \to \infty $. We show that the process, starting
                 from Lebesgue measure, suffers long-term local
                 extinction. If $ \alpha < 2 $, then it even suffers
                 finite time local extinction. This property is in
                 contrast with the classical super-Brownian motion which
                 has a non-trivial limit when the spatial dimension is
                 higher than 2. We also show in this paper that in
                 dimensions $ d = 1, 2 $ superprocess in random
                 environment suffers local extinction for any bounded
                 function $g$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Tykesson:2007:NUC,
  author =       "Johan Tykesson",
  title =        "The number of unbounded components in the {Poisson}
                 {Boolean} model of continuum percolation in hyperbolic
                 space",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "51:1379--51:1401",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-460",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/460",
  abstract =     "We consider the Poisson Boolean model of continuum
                 percolation with balls of fixed radius $R$ in
                 $n$-dimensional hyperbolic space $ H^n$. Let $ \lambda
                 $ be the intensity of the underlying Poisson process,
                 and let $ N_C$ denote the number of unbounded
                 components in the covered region. For the model in any
                 dimension we show that there are intensities such that
                 $ N_C = \infty $ a.s. if $R$ is big enough. In $ H^2$
                 we show a stronger result: for any $R$ there are two
                 intensities $ \lambda_c$ and $ \lambda_u$ where $ 0 <
                 \lambda_c < \lambda_u < \infty $, such that$ N_C = 0$
                 for $ \lambda \in [0, \lambda_c]$, $ N_C = \infty $ for
                 $ \lambda \in (\lambda_c, \lambda_u)$ and $ N_C = 1$
                 for $ \lambda \in [\lambda_u, \infty)$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "continuum percolation; hyperbolic space; phase
                 transitions",
}

@Article{Hu:2007:EES,
  author =       "Zhishui Hu and John Robinson and Qiying Wang",
  title =        "{Edgeworth} Expansions for a Sample Sum from a Finite
                 Set of Independent Random Variables",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "52:1402--52:1417",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-447",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/447",
  abstract =     "Let $ \{ X_1, \cdots, X_N \} $ be a set of $N$
                 independent random variables, and let $ S_n$ be a sum
                 of $n$ random variables chosen without replacement from
                 the set $ \{ X_1, \cdots, X_N \} $ with equal
                 probabilities. In this paper we give a one-term
                 Edgeworth expansion of the remainder term for the
                 normal approximation of $ S_n$ under mild conditions.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Edgeworth expansion, finite population, sampling
                 without replacement",
}

@Article{Ankirchner:2007:CVD,
  author =       "Stefan Ankirchner and Peter Imkeller and Goncalo {Dos
                 Reis}",
  title =        "Classical and Variational Differentiability of {BSDEs}
                 with Quadratic Growth",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "53:1418--53:1453",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-462",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/462",
  abstract =     "We consider Backward Stochastic Differential Equations
                 (BSDEs) with generators that grow quadratically in the
                 control variable. In a more abstract setting, we first
                 allow both the terminal condition and the generator to
                 depend on a vector parameter $x$. We give sufficient
                 conditions for the solution pair of the BSDE to be
                 differentiable in $x$. These results can be applied to
                 systems of forward--backward SDE. If the terminal
                 condition of the BSDE is given by a sufficiently smooth
                 function of the terminal value of a forward SDE, then
                 its solution pair is differentiable with respect to the
                 initial vector of the forward equation. Finally we
                 prove sufficient conditions for solutions of quadratic
                 BSDEs to be differentiable in the variational sense
                 (Malliavin differentiable).",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "BSDE, forward--backward SDE, quadratic growth,
                 differentiability, stochastic calculus of variations,
                 Malliavin calculus, Feynman--Kac formula, BMO
                 martingale, reverse Holder inequality",
}

@Article{Aldous:2007:PUR,
  author =       "David Aldous and Russell Lyons",
  title =        "Processes on Unimodular Random Networks",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "54:1454--54:1508",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-463",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/463",
  abstract =     "We investigate unimodular random networks. Our
                 motivations include their characterization via
                 reversibility of an associated random walk and their
                 similarities to unimodular quasi-transitive graphs. We
                 extend various theorems concerning random walks,
                 percolation, spanning forests, and amenability from the
                 known context of unimodular quasi-transitive graphs to
                 the more general context of unimodular random networks.
                 We give properties of a trace associated to unimodular
                 random networks with applications to stochastic
                 comparison of continuous-time random walk.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Amenability, equivalence relations, infinite graphs,
                 percolation, quasi-transitive, random walks,
                 transitivity, weak convergence, reversibility, trace,
                 stochastic comparison, spanning forests, sofic groups",
}

@Article{White:2007:PID,
  author =       "David White",
  title =        "Processes with inert drift",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "55:1509--55:1546",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-465",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/465",
  abstract =     "We construct a stochastic process whose drift is a
                 function of the process's local time at a reflecting
                 barrier. The process arose as a model of the
                 interactions of a Brownian particle and an inert
                 particle in a paper by Knight [7]. We construct and
                 give asymptotic results for two different arrangements
                 of inert particles and Brownian particles, and
                 construct the analogous process in higher dimensions.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Brownian motion; local time; Skorohod lemma",
}

@Article{Gnedin:2007:NCL,
  author =       "Alexander Gnedin and Yuri Yakubovich",
  title =        "On the Number of Collisions in Lambda-Coalescents",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "56:1547--56:1567",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-464",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/464",
  abstract =     "We examine the total number of collisions $ C_n $ in
                 the $ \Lambda $-coalescent process which starts with
                 $n$ particles. A linear growth and a stable limit law
                 for $ C_n$ are shown under the assumption of a
                 power-like behaviour of the measure $ \Lambda $ near
                 $0$ with exponent $ 0 < \alpha < 1$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "collisions; Lambda-coalescent; stable limit",
}

@Article{Feng:2007:GIF,
  author =       "Chunrong Feng and Huaizhong Zhao",
  title =        "A Generalized {It{\^o}}'s Formula in Two-Dimensions
                 and Stochastic {Lebesgue--Stieltjes} Integrals",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "57:1568--57:1599",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-468",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/468",
  abstract =     "In this paper, a generalized It$ {\hat {\rm o}} $'s
                 formula for continuous functions of two-dimensional
                 continuous semimartingales is proved. The formula uses
                 the local time of each coordinate process of the
                 semimartingale, the left space first derivatives and
                 the second derivative $ \nabla_1^- \nabla_2^-f $, and
                 the stochastic Lebesgue--Stieltjes integrals of two
                 parameters. The second derivative $ \nabla_1^-
                 \nabla_2^-f $ is only assumed to be of locally bounded
                 variation in certain variables. Integration by parts
                 formulae are asserted for the integrals of local times.
                 The two-parameter integral is defined as a natural
                 generalization of both the It{\^o} integral and the
                 Lebesgue--Stieltjes integral through a type of It$
                 {\hat {\rm o }} $ isometry formula.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "continuous semimartingale; generalized It{\^o}'s
                 formula; local time; stochastic Lebesgue--Stieltjes
                 integral",
}

@Article{Janson:2007:TEB,
  author =       "Svante Janson and Guy Louchard",
  title =        "Tail estimates for the {Brownian} excursion area and
                 other {Brownian} areas",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "12",
  pages =        "58:1600--58:1632",
  year =         "2007",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v12-471",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/471",
  abstract =     "Brownian areas are considered in this paper: the
                 Brownian excursion area, the Brownian bridge area, the
                 Brownian motion area, the Brownian meander area, the
                 Brownian double meander area, the positive part of
                 Brownian bridge area, the positive part of Brownian
                 motion area. We are interested in the asymptotics of
                 the right tail of their density function. Inverting a
                 double Laplace transform, we can derive, in a
                 mechanical way, all terms of an asymptotic expansion.
                 We illustrate our technique with the computation of the
                 first four terms. We also obtain asymptotics for the
                 right tail of the distribution function and for the
                 moments. Our main tool is the two-dimensional saddle
                 point method.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Brownian areas, asymptotics for density functions
                 right tail, double Laplace transform, two-dimensional
                 saddle point method",
}

@Article{Chaumont:2008:CLP,
  author =       "Lo{\"\i}c Chaumont and Ronald Doney",
  title =        "Corrections to {``On L{\'e}vy processes conditioned to
                 stay positive''}",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "1:1--1:4",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-466",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  note =         "See \cite{Chaumont:2005:LPC}.",
  URL =          "http://ejp.ejpecp.org/article/view/466",
  abstract =     "We correct two errors of omission in our paper, On
                 L{\'e}vy processes conditioned to stay positive.
                 \url{http://www.math.washington.edu/~ejpecp/viewarticle.php?id=1517&layout=abstract}
                 Electron. J. Probab. {\bf 10}, (2005), no. 28,
                 948--961. Math. Review 2006h:60079.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "L{\'e}vy process, conditioned to stay positive, weak
                 convergence, excursion measure",
}

@Article{Kurkova:2008:LES,
  author =       "Irina Kurkova",
  title =        "Local Energy Statistics in Directed Polymers",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "2:5--2:25",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-475",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/475",
  abstract =     "Recently, Bauke and Mertens conjectured that the local
                 statistics of energies in random spin systems with
                 discrete spin space should, in most circumstances, be
                 the same as in the random energy model. We show that
                 this conjecture holds true as well for directed
                 polymers in random environment. We also show that,
                 under certain conditions, this conjecture holds for
                 directed polymers even if energy levels that grow
                 moderately with the volume of the system are
                 considered.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Directed polymers",
}

@Article{Chen:2008:CPE,
  author =       "Guan-Yu Chen and Laurent Saloff-Coste",
  title =        "The Cutoff Phenomenon for Ergodic {Markov} Processes",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "3:26--3:78",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-474",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/474",
  abstract =     "We consider the cutoff phenomenon in the context of
                 families of ergodic Markov transition functions. This
                 includes classical examples such as families of ergodic
                 finite Markov chains and Brownian motion on families of
                 compact Riemannian manifolds. We give criteria for the
                 existence of a cutoff when convergence is measured in $
                 L^p$-norm, $ 1 < p < \infty $. This allows us to prove
                 the existence of a cutoff in cases where the cutoff
                 time is not explicitly known. In the reversible case,
                 for $ 1 < p \leq \infty $, we show that a necessary and
                 sufficient condition for the existence of a max-$ L^p$
                 cutoff is that the product of the spectral gap by the
                 max-$ L^p$ mixing time tends to infinity. This type of
                 condition was suggested by Yuval Peres. Illustrative
                 examples are discussed.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "cutoff phenomenon, ergodic Markov semigroups",
}

@Article{Miermont:2008:RPR,
  author =       "Gr{\'e}gory Miermont and Mathilde Weill",
  title =        "Radius and profile of random planar maps with faces of
                 arbitrary degrees",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "4:79--4:106",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-478",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/478",
  abstract =     "We prove some asymptotic results for the radius and
                 the profile of large random planar maps with faces of
                 arbitrary degrees. Using a bijection due to Bouttier,
                 Di Francesco \& Guitter between rooted planar maps and
                 certain four-type trees with positive labels, we derive
                 our results from a conditional limit theorem for
                 four-type spatial Galton--Watson trees.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Brownian snake; invariance principle; multitype
                 spatial Galton--Watson tree; Random planar map",
}

@Article{Houdre:2008:CSM,
  author =       "Christian Houdr{\'e} and Hua Xu",
  title =        "Concentration of the Spectral Measure for Large Random
                 Matrices with Stable Entries",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "5:107--5:134",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-482",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/482",
  abstract =     "We derive concentration inequalities for functions of
                 the empirical measure of large random matrices with
                 infinitely divisible entries, in particular, stable or
                 heavy tails ones. We also give concentration results
                 for some other functionals of these random matrices,
                 such as the largest eigenvalue or the largest singular
                 value.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Spectral Measure, Random Matrices, Infinitely
                 divisibility, Stable Vector, Concentration",
}

@Article{Fournier:2008:SLS,
  author =       "Nicolas Fournier",
  title =        "Smoothness of the law of some one-dimensional jumping
                 S.D.E.s with non-constant rate of jump",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "6:135--6:156",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-480",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/480",
  abstract =     "We consider a one-dimensional jumping Markov process,
                 solving a Poisson-driven stochastic differential
                 equation. We prove that the law of this process admits
                 a smooth density for all positive times, under some
                 regularity and non-degeneracy assumptions on the
                 coefficients of the S.D.E. To our knowledge, our result
                 is the first one including the important case of a
                 non-constant rate of jump. The main difficulty is that
                 in such a case, the process is not smooth as a function
                 of its initial condition. This seems to make impossible
                 the use of Malliavin calculus techniques. To overcome
                 this problem, we introduce a new method, in which the
                 propagation of the smoothness of the density is
                 obtained by analytic arguments.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Stochastic differential equations, Jump processes,
                 Regularity of the density",
}

@Article{Savov:2008:CCR,
  author =       "Mladen Savov",
  title =        "Curve Crossing for the Reflected {L{\'e}vy} Process at
                 Zero and Infinity",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "7:157--7:172",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-483",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/483",
  abstract =     "Let $ R_t = \sup_{0 \leq s \leq t}X_s - X_t $ be a
                 Levy process reflected in its maximum. We give
                 necessary and sufficient conditions for finiteness of
                 passage times above power law boundaries at infinity.
                 Information as to when the expected passage time for $
                 R_t $ is finite, is given. We also discuss the almost
                 sure finiteness of $ \limsup_{t \to 0}R_t / t^{\kappa }
                 $, for each $ \kappa \geq 0 $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Reflected process, passage times, power law
                 boundaries",
}

@Article{Baurdoux:2008:MSG,
  author =       "Erik Baurdoux and Andreas Kyprianou",
  title =        "The {McKean} stochastic game driven by a spectrally
                 negative {L{\'e}vy} process",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "8:173--8:197",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-484",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/484",
  abstract =     "We consider the stochastic-game-analogue of McKean's
                 optimal stopping problem when the underlying source of
                 randomness is a spectrally negative L{\'e}vy process.
                 Compared to the solution for linear Brownian motion
                 given in Kyprianou (2004) one finds two new phenomena.
                 Firstly the breakdown of smooth fit and secondly the
                 stopping domain for one of the players `thickens' from
                 a singleton to an interval, at least in the case that
                 there is no Gaussian component.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Stochastic games, optimal stopping, pasting
                 principles, fluctuation theory, L'evy processes",
}

@Article{Fill:2008:TPK,
  author =       "James Fill and David Wilson",
  title =        "Two-Player Knock 'em Down",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "9:198--9:212",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-485",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/485",
  abstract =     "We analyze the two-player game of Knock 'em Down,
                 asymptotically as the number of tokens to be knocked
                 down becomes large. Optimal play requires mixed
                 strategies with deviations of order $ \sqrt {n} $ from
                 the na{\"\i}ve law-of-large numbers allocation. Upon
                 rescaling by $ \sqrt {n} $ and sending $ n \to \infty
                 $, we show that optimal play's random deviations always
                 have bounded support and have marginal distributions
                 that are absolutely continuous with respect to Lebesgue
                 measure.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "game theory; Knock 'em Down; Nash equilibrium",
}

@Article{Caputo:2008:AEP,
  author =       "Pietro Caputo and Fabio Martinelli and Fabio
                 Toninelli",
  title =        "On the Approach to Equilibrium for a Polymer with
                 Adsorption and Repulsion",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "10:213--10:258",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-486",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/486",
  abstract =     "We consider paths of a one-dimensional simple random
                 walk conditioned to come back to the origin after $L$
                 steps, $ L \in 2 \mathbb {N}$. In the {\em pinning
                 model} each path $ \eta $ has a weight $
                 \lambda^{N(\eta)}$, where $ \lambda > 0$ and $ N(\eta)$
                 is the number of zeros in $ \eta $. When the paths are
                 constrained to be non-negative, the polymer is said to
                 satisfy a hard-wall constraint. Such models are well
                 known to undergo a localization/delocalization
                 transition as the pinning strength $ \lambda $ is
                 varied. In this paper we study a natural ``spin flip''
                 dynamics for associated to these models and derive
                 several estimates on its spectral gap and mixing time.
                 In particular, for the system with the wall we prove
                 that relaxation to equilibrium is always at least as
                 fast as in the free case (i.e., $ \lambda = 1$ without
                 the wall), where the gap and the mixing time are known
                 to scale as $ L^{-2}$ and $ L^2 \log L$, respectively.
                 This improves considerably over previously known
                 results. For the system without the wall we show that
                 the equilibrium phase transition has a clear dynamical
                 manifestation: for $ \lambda \geq 1$ relaxation is
                 again at least as fast as the diffusive free case, but
                 in the strictly delocalized phase ($ \lambda < 1$) the
                 gap is shown to be $ O(L^{-5 / 2})$, up to logarithmic
                 corrections. As an application of our bounds, we prove
                 stretched exponential relaxation of local functions in
                 the localized regime.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Coupling; Dynamical phase transition; Mixing time;
                 Pinning model; Spectral gap",
}

@Article{Davydov:2008:SSD,
  author =       "Youri Davydov and Ilya Molchanov and Sergei Zuyev",
  title =        "Strictly stable distributions on convex cones",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "11:259--11:321",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-487",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/487",
  abstract =     "Using the LePage representation, a symmetric
                 alpha-stable random element in Banach space B with
                 alpha from (0, 2) can be represented as a sum of points
                 of a Poisson process in B. This point process is
                 union-stable, i.e., the union of its two independent
                 copies coincides in distribution with the rescaled
                 original point process. This shows that the classical
                 definition of stable random elements is closely related
                 to the union-stability property of point processes.
                 These concepts make sense in any convex cone, i.e., in
                 a semigroup equipped with multiplication by numbers,
                 and lead to a construction of stable laws in general
                 cones by means of the LePage series. We prove that
                 random samples (or binomial point processes) in rather
                 general cones converge in distribution in the vague
                 topology to the union-stable Poisson point process.
                 This convergence holds also in a stronger topology,
                 which implies that the sums of points converge in
                 distribution to the sum of points of the union-stable
                 point process. Since the latter corresponds to a stable
                 law, this yields a limit theorem for normalised sums of
                 random elements with alpha-stable limit for alpha from
                 (0, 1). By using the technique of harmonic analysis on
                 semigroups we characterise distributions of
                 alpha-stable random elements and show how possible
                 values of the characteristic exponent alpha relate to
                 the properties of the semigroup and the corresponding
                 scaling operation, in particular, their distributivity
                 properties. It is shown that several conditions imply
                 that a stable random element admits the LePage
                 representation. The approach developed in the paper not
                 only makes it possible to handle stable distributions
                 in rather general cones (like spaces of sets or
                 measures), but also provides an alternative way to
                 prove classical limit theorems and deduce the LePage
                 representation for strictly stable random vectors in
                 Banach spaces.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "character; convex cone; Laplace transform; LePage
                 series; L{\'e}vy measure; point process; Poisson
                 process; random measure; random set; semigroup; stable
                 distribution; union-stability",
}

@Article{Merlet:2008:CTS,
  author =       "Glenn Merlet",
  title =        "Cycle time of stochastic max-plus linear systems",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "12:322--12:340",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-488",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/488",
  abstract =     "We analyze the asymptotic behavior of sequences of
                 random variables defined by an initial condition, a
                 stationary and ergodic sequence of random matrices, and
                 an induction formula involving multiplication is the
                 so-called max-plus algebra. This type of recursive
                 sequences are frequently used in applied probability as
                 they model many systems as some queueing networks,
                 train and computer networks, and production systems. We
                 give a necessary condition for the recursive sequences
                 to satisfy a strong law of large numbers, which proves
                 to be sufficient when the matrices are i.i.d. Moreover,
                 we construct a new example, in which the sequence of
                 matrices is strongly mixing, that condition is
                 satisfied, but the recursive sequence do not converges
                 almost surely.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "law of large numbers; Markov chains; max-plus;
                 products of random matrices; stochastic recursive
                 sequences; subadditivity",
}

@Article{Lamberton:2008:PBA,
  author =       "Damien Lamberton and Gilles Pag{\`e}s",
  title =        "A penalized bandit algorithm",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "13:341--13:373",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-489",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/489",
  abstract =     "We study a two armed-bandit recursive algorithm with
                 penalty. We show that the algorithm converges towards
                 its ``target'' although it always has a noiseless
                 ``trap''. Then, we elucidate the rate of convergence.
                 For some choices of the parameters, we obtain a central
                 limit theorem in which the limit distribution is
                 characterized as the unique stationary distribution of
                 a Markov process with jumps.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "convergence rate; learning; penalization; stochastic
                 approximation; Two-armed bandit algorithm",
}

@Article{Berestycki:2008:LBD,
  author =       "Nathanael Berestycki and Rick Durrett",
  title =        "Limiting behavior for the distance of a random walk",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "14:374--14:395",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-490",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/490",
  abstract =     "In this paper we study some aspects of the behavior of
                 random walks on large but finite graphs before they
                 have reached their equilibrium distribution. This
                 investigation is motivated by a result we proved
                 recently for the random transposition random walk: the
                 distance from the starting point of the walk has a
                 phase transition from a linear regime to a sublinear
                 regime at time $ n / 2 $. Here, we study the examples
                 of random 3-regular graphs, random adjacent
                 transpositions, and riffle shuffles. In the case of a
                 random 3-regular graph, there is a phase transition
                 where the speed changes from 1/3 to 0 at time $ 3 l o
                 g_2 n $. A similar result is proved for riffle
                 shuffles, where the speed changes from 1 to 0 at time $
                 l o g_2 n $. Both these changes occur when a distance
                 equal to the average diameter of the graph is reached.
                 However in the case of random adjacent transpositions,
                 the behavior is more complex. We find that there is no
                 phase transition, even though the distance has
                 different scalings in three different regimes.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "random walk, phase transition, adjacent
                 transpositions, random regular graphs, riffle
                 shuffles",
}

@Article{Lember:2008:IRR,
  author =       "Jyri Lember and Heinrich Matzinger",
  title =        "Information recovery from randomly mixed-up message
                 text",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "15:396--15:466",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-491",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/491",
  abstract =     "This paper is concerned with finding a fingerprint of
                 a sequence. As input data one uses the sequence which
                 has been randomly mixed up by observing it along a
                 random walk path. A sequence containing order exp (n)
                 bits receives a fingerprint with roughly n bits
                 information. The fingerprint is characteristic for the
                 original sequence. With high probability the
                 fingerprint depends only on the initial sequence, but
                 not on the random walk path.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "random walk in random environment; Scenery
                 reconstruction",
}

@Article{Beghin:2008:PPG,
  author =       "Luisa Beghin",
  title =        "Pseudo-Processes Governed by Higher-Order Fractional
                 Differential Equations",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "16:467--16:485",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-496",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/496",
  abstract =     "We study here a heat-type differential equation of
                 order $n$ greater than two, in the case where the
                 time-derivative is supposed to be fractional. The
                 corresponding solution can be described as the
                 transition function of a pseudoprocess $ \Psi_n$
                 (coinciding with the one governed by the standard,
                 non-fractional, equation) with a time argument $
                 \mathcal {T}_{\alpha }$ which is itself random. The
                 distribution of $ \mathcal {T}_{\alpha }$ is presented
                 together with some features of the solution (such as
                 analytic expressions for its moments.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Fractional derivatives; Higher-order heat-type
                 equations; Stable laws.; Wright functions",
}

@Article{Basdevant:2008:AAF,
  author =       "Anne-Laure Basdevant and Christina Goldschmidt",
  title =        "Asymptotics of the Allele Frequency Spectrum
                 Associated with the {Bolthausen--Sznitman} Coalescent",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "17:486--17:512",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-494",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/494",
  abstract =     "We consider a coalescent process as a model for the
                 genealogy of a sample from a population. The population
                 is subject to neutral mutation at constant rate $ \rho
                 $ per individual and every mutation gives rise to a
                 completely new type. The allelic partition is obtained
                 by tracing back to the most recent mutation for each
                 individual and grouping together individuals whose most
                 recent mutations are the same. The allele frequency
                 spectrum is the sequence $ (N_1 (n), N_2 (n), \ldots,
                 N_n(n)) $, where $ N_k(n) $ is number of blocks of size
                 $k$ in the allelic partition with sample size $n$. In
                 this paper, we prove law of large numbers-type results
                 for the allele frequency spectrum when the coalescent
                 process is taken to be the Bolthausen--Sznitman
                 coalescent. In particular, we show that $ n^{-1}(\log
                 n) N_1 (n) {\stackrel {p}{\rightarrow }} \rho $ and,
                 for $ k \geq 2$, $ n^{-1}(\log n)^2 N_k(n) {\stackrel
                 {p}{\rightarrow }} \rho / (k(k - 1))$ as $ n \to \infty
                 $. Our method of proof involves tracking the formation
                 of the allelic partition using a certain Markov
                 process, for which we prove a fluid limit.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Giacomin:2008:RCR,
  author =       "Giambattista Giacomin",
  title =        "Renewal convergence rates and correlation decay for
                 homogeneous pinning models",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "18:513--18:529",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-497",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/497",
  abstract =     "A class of discrete renewal processes with
                 exponentially decaying inter-arrival distributions
                 coincides with the infinite volume limit of general
                 homogeneous pinning models in their localized phase.
                 Pinning models are statistical mechanics systems to
                 which a lot of attention has been devoted both for
                 their relevance for applications and because they are
                 solvable models exhibiting a non-trivial phase
                 transition. The spatial decay of correlations in these
                 systems is directly mapped to the speed of convergence
                 to equilibrium for the associated renewal processes. We
                 show that close to criticality, under general
                 assumptions, the correlation decay rate, or the renewal
                 convergence rate, coincides with the inter-arrival
                 decay rate. We also show that, in general, this is
                 false away from criticality. Under a stronger
                 assumption on the inter-arrival distribution we
                 establish a local limit theorem, capturing thus the
                 sharp asymptotic behavior of correlations.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Criticality; Decay of Correlations; Exponential Tails;
                 Pinning Models; Renewal Theory; Speed of Convergence to
                 Equilibrium",
}

@Article{Merkl:2008:BRE,
  author =       "Franz Merkl and Silke Rolles",
  title =        "Bounding a Random Environment Bounding a Random
                 Environment for Two-dimensional Edge-reinforced Random
                 Walk",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "19:530--19:565",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-495",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/495",
  abstract =     "We consider edge-reinforced random walk on the
                 infinite two-dimensional lattice. The process has the
                 same distribution as a random walk in a certain
                 strongly dependent random environment, which can be
                 described by random weights on the edges. In this
                 paper, we show some decay properties of these random
                 weights. Using these estimates, we derive bounds for
                 some hitting probabilities of the edge-reinforced
                 random walk.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "random environment; Reinforced random walk",
}

@Article{Daly:2008:UBS,
  author =       "Fraser Daly",
  title =        "Upper Bounds for {Stein}-Type Operators",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "20:566--20:587",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-479",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/479",
  abstract =     "We present sharp bounds on the supremum norm of $
                 \mathcal {D}^j S h $ for $ j \geq 2 $, where $ \mathcal
                 {D} $ is the differential operator and $S$ the Stein
                 operator for the standard normal distribution. The same
                 method is used to give analogous bounds for the
                 exponential, Poisson and geometric distributions, with
                 $ \mathcal {D}$ replaced by the forward difference
                 operator in the discrete case. We also discuss
                 applications of these bounds to the central limit
                 theorem, simple random sampling, Poisson--Charlier
                 approximation and geometric approximation using
                 stochastic orderings.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "central limit theorem; Poisson--Charlier
                 approximation; Stein's method; Stein-type operator;
                 stochastic ordering",
}

@Article{Bose:2008:ALM,
  author =       "Arup Bose and Arnab Sen",
  title =        "Another look at the moment method for large
                 dimensional random matrices",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "21:588--21:628",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-501",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/501",
  abstract =     "The methods to establish the limiting spectral
                 distribution (LSD) of large dimensional random matrices
                 includes the well known moment method which invokes the
                 trace formula. Its success has been demonstrated in
                 several types of matrices such as the Wigner matrix and
                 the sample variance covariance matrix. In a recent
                 article Bryc, Dembo and Jiang (2006) establish the LSD
                 for the random Toeplitz and Hankel matrices using the
                 moment method. They perform the necessary counting of
                 terms in the trace by splitting the relevant sets into
                 equivalent classes and relating the limits of the
                 counts to certain volume calculations.\par

                 We build on their work and present a unified approach.
                 This helps provide relatively short and easy proofs for
                 the LSD of common matrices while at the same time
                 providing insight into the nature of different LSD and
                 their interrelations. By extending these methods we are
                 also able to deal with matrices with appropriate
                 dependent entries.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Bounded Lipschitz metric, large dimensional random
                 matrices, eigenvalues, Wigner matrix, sample variance
                 covariance matrix, Toeplitz matrix, Hankel matrix,
                 circulant matrix, symmetric circulant matrix, reverse
                 circulant matrix, palindromic matrix, limit",
}

@Article{Conus:2008:NLS,
  author =       "Daniel Conus and Robert Dalang",
  title =        "The Non-Linear Stochastic Wave Equation in High
                 Dimensions",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "22:629--22:670",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-500",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/500",
  abstract =     "We propose an extension of Walsh's classical
                 martingale measure stochastic integral that makes it
                 possible to integrate a general class of Schwartz
                 distributions, which contains the fundamental solution
                 of the wave equation, even in dimensions greater than
                 3. This leads to a square-integrable random-field
                 solution to the non-linear stochastic wave equation in
                 any dimension, in the case of a driving noise that is
                 white in time and correlated in space. In the
                 particular case of an affine multiplicative noise, we
                 obtain estimates on $p$-th moments of the solution ($ p
                 \geq 1$), and we show that the solution is H{\"o}lder
                 continuous. The H{\"o}lder exponent that we obtain is
                 optimal.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "H{\"o}lder continuity; Martingale measures; moment
                 formulae; stochastic integration; stochastic partial
                 differential equations; stochastic wave equation",
}

@Article{Holmes:2008:CLT,
  author =       "Mark Holmes",
  title =        "Convergence of Lattice Trees to Super-{Brownian}
                 Motion above the Critical Dimension",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "23:671--23:755",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-499",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/499",
  abstract =     "We use the lace expansion to prove asymptotic formulae
                 for the Fourier transforms of the $r$-point functions
                 for a spread-out model of critically weighted lattice
                 trees on the $d$-dimensional integer lattice for $ d >
                 8$. A lattice tree containing the origin defines a
                 sequence of measures on the lattice, and the
                 statistical mechanics literature gives rise to a
                 natural probability measure on the collection of such
                 lattice trees. Under this probability measure, our
                 results, together with the appropriate limiting
                 behaviour for the survival probability, imply
                 convergence to super-Brownian excursion in the sense of
                 finite-dimensional distributions.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "lace expansion.; Lattice trees; super-Brownian
                 motion",
}

@Article{Roellin:2008:SCB,
  author =       "Adrian Roellin",
  title =        "Symmetric and centered binomial approximation of sums
                 of locally dependent random variables",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "24:756--24:776",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-503",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/503",
  abstract =     "Stein's method is used to approximate sums of discrete
                 and locally dependent random variables by a centered
                 and symmetric binomial distribution, serving as a
                 natural alternative to the normal distribution in
                 discrete settings. The bounds are given with respect to
                 the total variation and a local limit metric. Under
                 appropriate smoothness properties of the summands, the
                 same order of accuracy as in the Berry--Ess{\'e}en
                 Theorem is achieved. The approximation of the total
                 number of points of a point processes is also
                 considered. The results are applied to the exceedances
                 of the $r$-scans process and to the Mat{\'e}rn hardcore
                 point process type I to obtain explicit bounds with
                 respect to the two metrics.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "binomial distribution; local dependence; Stein's
                 method; total variation metric",
}

@Article{Champagnat:2008:LTC,
  author =       "Nicolas Champagnat and Sylvie Roelly",
  title =        "Limit theorems for conditioned multitype
                 {Dawson--Watanabe} processes and {Feller} diffusions",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "25:777--25:810",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-504",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/504",
  abstract =     "A multitype Dawson--Watanabe process is conditioned,
                 in subcritical and critical cases, on non-extinction in
                 the remote future. On every finite time interval, its
                 distribution is absolutely continuous with respect to
                 the law of the unconditioned process. A martingale
                 problem characterization is also given. Several results
                 on the long time behavior of the conditioned mass
                 process-the conditioned multitype Feller branching
                 diffusion-are then proved. The general case is first
                 considered, where the mutation matrix which models the
                 interaction between the types, is irreducible. Several
                 two-type models with decomposable mutation matrices are
                 analyzed too.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "conditioned Dawson--Watanabe process; conditioned
                 Feller diffusion; critical and subcritical
                 Dawson--Watanabe process; long time behavior.;
                 multitype measure-valued branching processes; remote
                 survival",
}

@Article{Basdevant:2008:RGT,
  author =       "Anne-Laure Basdevant and Arvind Singh",
  title =        "Rate of growth of a transient cookie random walk",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "26:811--26:851",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-498",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/498",
  abstract =     "We consider a one-dimensional transient cookie random
                 walk. It is known from a previous paper (BS2008) that a
                 cookie random walk $ (X_n) $ has positive or zero speed
                 according to some positive parameter $ \alpha > 1 $ or
                 $ \leq 1 $. In this article, we give the exact rate of
                 growth of $ X_n $ in the zero speed regime, namely: for
                 $ 0 < \alpha < 1 $, $ X_n / n^{(? + 1) / 2} $ converges
                 in law to a Mittag-Leffler distribution whereas for $
                 \alpha = 1 $, $ X_n(\log n) / n $ converges in
                 probability to some positive constant.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "branching process with migration; cookie or
                 multi-excited random walk; Rates of transience",
}

@Article{Petrou:2008:MCL,
  author =       "Evangelia Petrou",
  title =        "{Malliavin} Calculus in {L{\'e}vy} spaces and
                 Applications to Finance",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "27:852--27:879",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-502",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/502",
  abstract =     "The main goal of this paper is to generalize the
                 results of Fournie et al. [7] for markets generated by
                 L{\'e}vy processes. For this reason we extend the
                 theory of Malliavin calculus to provide the tools that
                 are necessary for the calculation of the sensitivities,
                 such as differentiability results for the solution of a
                 stochastic differential equation.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Windisch:2008:LCV,
  author =       "David Windisch",
  title =        "Logarithmic Components of the Vacant Set for Random
                 Walk on a Discrete Torus",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "28:880--28:897",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-506",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/506",
  abstract =     "This work continues the investigation, initiated in a
                 recent work by Benjamini and Sznitman, of percolative
                 properties of the set of points not visited by a random
                 walk on the discrete torus $ ({\mathbb Z} / N{\mathbb
                 Z})^d $ up to time $ u N^d $ in high dimension $d$. If
                 $ u > 0$ is chosen sufficiently small it has been shown
                 that with overwhelming probability this vacant set
                 contains a unique giant component containing segments
                 of length $ c_0 \log N$ for some constant $ c_0 > 0$,
                 and this component occupies a non-degenerate fraction
                 of the total volume as $N$ tends to infinity. Within
                 the same setup, we investigate here the complement of
                 the giant component in the vacant set and show that
                 some components consist of segments of logarithmic
                 size. In particular, this shows that the choice of a
                 sufficiently large constant $ c_0 > 0$ is crucial in
                 the definition of the giant component.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "discrete torus; Giant component; random walk; vacant
                 set",
}

@Article{Boufoussi:2008:PPC,
  author =       "Brahim Boufoussi and Marco Dozzi and Raby Guerbaz",
  title =        "Path properties of a class of locally asymptotically
                 self similar processes",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "29:898--29:921",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-505",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/505",
  abstract =     "Various paths properties of a stochastic process are
                 obtained under mild conditions which allow for the
                 integrability of the characteristic function of its
                 increments and for the dependence among them. The main
                 assumption is closely related to the notion of local
                 asymptotic self-similarity. New results are obtained
                 for the class of multifractional random processes.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Hausdorff dimension, level sets, local asymptotic
                 self-similarity, local non-determinism, local times",
}

@Article{Reynolds:2008:DRS,
  author =       "David Reynolds and John Appleby",
  title =        "Decay Rates of Solutions of Linear Stochastic
                 {Volterra} Equations",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "30:922--30:943",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-507",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/507",
  abstract =     "The paper studies the exponential and non--exponential
                 convergence rate to zero of solutions of scalar linear
                 convolution It{\^o}-Volterra equations in which the
                 noise intensity depends linearly on the current state.
                 By exploiting the positivity of the solution, various
                 upper and lower bounds in first mean and almost sure
                 sense are obtained, including Liapunov exponents.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "almost sure exponential asymptotic stability, Liapunov
                 exponent, subexponential distribution, subexponential
                 function, Volterra equations, It{\^o}-Volterra
                 equations",
}

@Article{Menshikov:2008:URR,
  author =       "Mikhail Menshikov and Stanislav Volkov",
  title =        "Urn-related random walk with drift $ \rho x^\alpha /
                 t^\beta $",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "31:944--31:960",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-508",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/508",
  abstract =     "We study a one-dimensional random walk whose expected
                 drift depends both on time and the position of a
                 particle. We establish a non-trivial phase transition
                 for the recurrence vs. transience of the walk, and show
                 some interesting applications to Friedman's urn, as
                 well as showing the connection with Lamperti's walk
                 with asymptotically zero drift.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "martingales; Random walks; urn models",
}

@Article{Kulik:2008:SEV,
  author =       "Rafal Kulik",
  title =        "Sums of extreme values of subordinated long-range
                 dependent sequences: moving averages with finite
                 variance",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "32:961--32:979",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-510",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/510",
  abstract =     "In this paper we study the limiting behavior of sums
                 of extreme values of long range dependent sequences
                 defined as functionals of linear processes with finite
                 variance. If the number of extremes in a sum is large
                 enough, we obtain asymptotic normality, however, the
                 scaling factor is relatively bigger than in the i.i.d
                 case, meaning that the maximal terms have relatively
                 smaller contribution to the whole sum. Also, it is
                 possible for a particular choice of a model, that the
                 scaling need not to depend on the tail index of the
                 underlying marginal distribution, as it is well-known
                 to be so in the i.i.d. situation. Furthermore,
                 subordination may change the asymptotic properties of
                 sums of extremes.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "sample quantiles, linear processes, empirical
                 processes, long range dependence, sums of extremes,
                 trimmed sums",
}

@Article{Broman:2008:LLC,
  author =       "Erik Broman and Federico Camia",
  title =        "Large-{$N$} Limit of Crossing Probabilities,
                 Discontinuity, and Asymptotic Behavior of Threshold
                 Values in {Mandelbrot}'s Fractal Percolation Process",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "33:980--33:999",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-511",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/511",
  abstract =     "We study Mandelbrot's percolation process in dimension
                 $ d \geq 2 $. The process generates random fractal sets
                 by an iterative procedure which starts by dividing the
                 unit cube $ [0, 1]^d $ in $ N^d $ subcubes, and
                 independently retaining or discarding each subcube with
                 probability $p$ or $ 1 - p$ respectively. This step is
                 then repeated within the retained subcubes at all
                 scales. As $p$ is varied, there is a percolation phase
                 transition in terms of paths for all $ d \geq 2$, and
                 in terms of $ (d - 1)$-dimensional ``sheets'' for all $
                 d \geq 3$.\par

                 For any $ d \geq 2$, we consider the random fractal set
                 produced at the path-percolation critical value $
                 p_c(N, d)$, and show that the probability that it
                 contains a path connecting two opposite faces of the
                 cube $ [0, 1]^d$ tends to one as $ N \to \infty $. As
                 an immediate consequence, we obtain that the above
                 probability has a discontinuity, as a function of $p$,
                 at $ p_c(N, d)$ for all $N$ sufficiently large. This
                 had previously been proved only for $ d = 2$ (for any $
                 N \geq 2$). For $ d \geq 3$, we prove analogous results
                 for sheet-percolation.\par

                 In dimension two, Chayes and Chayes proved that $
                 p_c(N, 2)$ converges, as $ N \to \infty $, to the
                 critical density $ p_c$ of site percolation on the
                 square lattice. Assuming the existence of the
                 correlation length exponent $ \nu $ for site
                 percolation on the square lattice, we establish the
                 speed of convergence up to a logarithmic factor. In
                 particular, our results imply that $ p_c(N, 2) - p_c =
                 (\frac {1}{N})^{1 / \nu + o(1)}$ as $ N \to \infty $,
                 showing an interesting relation with near-critical
                 percolation.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "critical probability; crossing probability;
                 enhancement/diminishment percolation; Fractal
                 percolation; near-critical percolation",
}

@Article{Adamczak:2008:TIS,
  author =       "Radoslaw Adamczak",
  title =        "A tail inequality for suprema of unbounded empirical
                 processes with applications to {Markov} chains",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "34:1000--34:1034",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-521",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/521",
  abstract =     "We present a tail inequality for suprema of empirical
                 processes generated by variables with finite $
                 \psi_\alpha $ norms and apply it to some geometrically
                 ergodic Markov chains to derive similar estimates for
                 empirical processes of such chains, generated by
                 bounded functions. We also obtain a bounded difference
                 inequality for symmetric statistics of such Markov
                 chains.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "concentration inequalities, empirical processes,
                 Markov chains",
}

@Article{Matoussi:2008:SSS,
  author =       "Anis Matoussi and Mingyu Xu",
  title =        "{Sobolev} solution for semilinear {PDE} with obstacle
                 under monotonicity condition",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "35:1035--35:1067",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-522",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/522",
  abstract =     "We prove the existence and uniqueness of Sobolev
                 solution of a semilinear PDE's and PDE's with obstacle
                 under monotonicity condition. Moreover we give the
                 probabilistic interpretation of the solutions in term
                 of Backward SDE and reflected Backward SDE
                 respectively",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Backward stochastic differential equation, Reflected
                 backward stochastic differential equation, monotonicity
                 condition, Stochastic flow, partial differential
                 equation with obstacle",
}

@Article{DeBlassie:2008:EPB,
  author =       "Dante DeBlassie",
  title =        "The Exit Place of {Brownian} Motion in the Complement
                 of a Horn",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "36:1068--36:1095",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-524",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/524",
  abstract =     "Consider the domain lying outside a horn. We determine
                 asymptotics of the logarithm of the chance that
                 Brownian motion in the domain has a large exit place.
                 For a certain class of horns, the behavior is given
                 explicitly in terms of the geometry of the domain. We
                 show that for some horns the behavior depends on the
                 dimension, whereas for other horns, it does not.
                 Analytically, the result is equivalent to estimating
                 the harmonic measure of the part of the domain lying
                 outside a cylinder with large diameter.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Horn-shaped domain, $h$-transform, Feynman--Kac
                 representation, exit place of Brownian motion, harmonic
                 measure",
}

@Article{Zambotti:2008:CEB,
  author =       "Lorenzo Zambotti",
  title =        "A conservative evolution of the {Brownian} excursion",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "37:1096--37:1119",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-525",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/525",
  abstract =     "We consider the problem of conditioning the Brownian
                 excursion to have a fixed time average over the
                 interval [0, 1] and we study an associated stochastic
                 partial differential equation with reflection at 0 and
                 with the constraint of conservation of the space
                 average. The equation is driven by the derivative in
                 space of a space-time white noise and contains a double
                 Laplacian in the drift. Due to the lack of the maximum
                 principle for the double Laplacian, the standard
                 techniques based on the penalization method do not
                 yield existence of a solution.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Brownian excursion; Brownian meander; singular
                 conditioning; Stochastic partial differential equations
                 with reflection",
}

@Article{Baudoin:2008:SSF,
  author =       "Fabrice Baudoin and Laure Coutin",
  title =        "Self-similarity and fractional {Brownian} motion on
                 {Lie} groups",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "38:1120--38:1139",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-530",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/530",
  abstract =     "The goal of this paper is to define and study a notion
                 of fractional Brownian motion on a Lie group. We define
                 it as at the solution of a stochastic differential
                 equation driven by a linear fractional Brownian motion.
                 We show that this process has stationary increments and
                 satisfies a local self-similar property. Furthermore
                 the Lie groups for which this self-similar property is
                 global are characterized.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Fractional Brownian motion, Lie group",
}

@Article{Basse:2008:GMA,
  author =       "Andreas Basse",
  title =        "{Gaussian} Moving Averages and Semimartingales",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "39:1140--39:1165",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-526",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/526",
  abstract =     "In the present paper we study moving averages (also
                 known as stochastic convolutions) driven by a Wiener
                 process and with a deterministic kernel. Necessary and
                 sufficient conditions on the kernel are provided for
                 the moving average to be a semimartingale in its
                 natural filtration. Our results are constructive -
                 meaning that they provide a simple method to obtain
                 kernels for which the moving average is a
                 semimartingale or a Wiener process. Several examples
                 are considered. In the last part of the paper we study
                 general Gaussian processes with stationary increments.
                 We provide necessary and sufficient conditions on
                 spectral measure for the process to be a
                 semimartingale.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Gaussian processes; moving averages; non-canonical
                 representations; semimartingales; stationary processes;
                 stochastic convolutions",
}

@Article{Alberts:2008:HDS,
  author =       "Tom Alberts and Scott Sheffield",
  title =        "{Hausdorff} Dimension of the {SLE} Curve Intersected
                 with the Real Line",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "40:1166--40:1188",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-515",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/515",
  abstract =     "We establish an upper bound on the asymptotic
                 probability of an $ S L E(\kappa) $ curve hitting two
                 small intervals on the real line as the interval width
                 goes to zero, for the range $ 4 < \kappa < 8 $. As a
                 consequence we are able to prove that the random set of
                 points in $R$ hit by the curve has Hausdorff dimension
                 $ 2 - 8 / \kappa $, almost surely.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Hausdorff dimension; SLE; Two-point hitting
                 probability",
}

@Article{Muller:2008:CTM,
  author =       "Sebastian M{\"u}ller",
  title =        "A criterion for transience of multidimensional
                 branching random walk in random environment",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "41:1189--41:1202",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-517",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/517",
  abstract =     "We develop a criterion for transience for a general
                 model of branching Markov chains. In the case of
                 multi-dimensional branching random walk in random
                 environment (BRWRE) this criterion becomes explicit. In
                 particular, we show that Condition L of Comets and
                 Popov [3] is necessary and sufficient for transience as
                 conjectured. Furthermore, the criterion applies to two
                 important classes of branching random walks and implies
                 that the critical branching random walk is transient
                 resp. dies out locally.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Branching Markov chains; random environment, spectral
                 radius; recurrence; transience",
}

@Article{Cox:2008:CMW,
  author =       "Alexander Cox and Jan Obloj",
  title =        "Classes of measures which can be embedded in the
                 Simple Symmetric Random Walk",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "42:1203--42:1228",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-516",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/516",
  abstract =     "We characterize the possible distributions of a
                 stopped simple symmetric random walk $ X_\tau $, where
                 $ \tau $ is a stopping time relative to the natural
                 filtration of $ (X_n) $. We prove that any probability
                 measure on $ \mathbb {Z} $ can be achieved as the law
                 of $ X_\tau $ where $ \tau $ is a minimal stopping
                 time, but the set of measures obtained under the
                 further assumption that $ (X_{n \land \tau } \colon n
                 \geq 0) $ is a uniformly integrable martingale is a
                 fractal subset of the set of all centered probability
                 measures on $ \mathbb {Z} $. This is in sharp contrast
                 to the well-studied Brownian motion setting. We also
                 investigate the discrete counterparts of the
                 Chacon-Walsh (1976) and Azema-Yor (1979) embeddings and
                 show that they lead to yet smaller sets of achievable
                 measures. Finally, we solve explicitly the Skorokhod
                 embedding problem constructing, for a given measure $
                 \mu $, a minimal stopping time $ \tau $ which embeds $
                 \mu $ and which further is uniformly integrable
                 whenever a uniformly integrable embedding of $ \mu $
                 exists.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Azema-Yor stopping time; Chacon-Walsh stopping time;
                 fractal; iterated function system; minimal stopping
                 time; random walk; self-similar set; Skorokhod
                 embedding problem; uniform integrability",
}

@Article{Nourdin:2008:WPV,
  author =       "Ivan Nourdin and Giovanni Peccati",
  title =        "Weighted power variations of iterated {Brownian}
                 motion",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "43:1229--43:1256",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-534",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/534",
  abstract =     "We characterize the asymptotic behaviour of the
                 weighted power variation processes associated with
                 iterated Brownian motion. We prove weak convergence
                 results in the sense of finite dimensional
                 distributions, and show that the laws of the limiting
                 objects can always be expressed in terms of three
                 independent Brownian motions $ X, Y $ and $B$, as well
                 as of the local times of $Y$. In particular, our
                 results involve ''weighted'' versions of Kesten and
                 Spitzer's Brownian motion in random scenery. Our
                 findings extend the theory initiated by Khoshnevisan
                 and Lewis (1999), and should be compared with the
                 recent result by Nourdin and R{\'e}veillac (2008),
                 concerning the weighted power variations of fractional
                 Brownian motion with Hurst index $ H = 1 / 4$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Brownian motion; Brownian motion in random scenery;
                 Iterated Brownian motion; Limit theorems; Weighted
                 power variations",
}

@Article{Gibson:2008:MSV,
  author =       "Lee Gibson",
  title =        "The mass of sites visited by a random walk on an
                 infinite graph",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "44:1257--44:1282",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-531",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/531",
  abstract =     "We determine the log-asymptotic decay rate of the
                 negative exponential moments of the mass of sites
                 visited by a random walk on an infinite graph which
                 satisfies a two-sided sub-Gaussian estimate on its
                 transition kernel. This provides a new method of proof
                 of the correct decay rate for Cayley graphs of finitely
                 generated groups with polynomial volume growth. This
                 method also extend known results by determining this
                 decay rate for certain graphs with fractal-like
                 structure or with non-Alfors regular volume growth
                 functions.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "random walk, infinite graph, visited sites, asymptotic
                 decay rates, polynomial volume growth, Cayley graph,
                 fractal graph, Alfors regular",
}

@Article{Davies:2008:SAN,
  author =       "Ian Davies",
  title =        "Semiclassical Analysis and a New Result for
                 {Poisson--L{\'e}vy} Excursion Measures",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "45:1283--45:1306",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-513",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/513",
  abstract =     "The Poisson--L{\'e}vy excursion measure for the
                 diffusion process with small noise satisfying the
                 It{\^o} equation\par

                  $$ d X^{\varepsilon } = b(X^{\varepsilon }(t))d t +
                 \sqrt \varepsilon \, d B(t) $$

                 is studied and the asymptotic behaviour in $
                 \varepsilon $ is investigated. The leading order term
                 is obtained exactly and it is shown that at an
                 equilibrium point there are only two possible forms for
                 this term --- Levy or Hawkes--Truman. We also compute
                 the next to leading order.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "excursion measures, asymptotic expansions",
}

@Article{Eichelsbacher:2008:ORW,
  author =       "Peter Eichelsbacher and Wolfgang K{\"o}nig",
  title =        "Ordered Random Walks",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "46:1307--46:1336",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-539",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/539",
  abstract =     "We construct the conditional version of $k$
                 independent and identically distributed random walks on
                 $R$ given that they stay in strict order at all times.
                 This is a generalisation of so-called non-colliding or
                 non-intersecting random walks, the discrete variant of
                 Dyson's Brownian motions, which have been considered
                 yet only for nearest-neighbor walks on the lattice. Our
                 only assumptions are moment conditions on the steps and
                 the validity of the local central limit theorem. The
                 conditional process is constructed as a Doob
                 $h$-transform with some positive regular function $V$
                 that is strongly related with the Vandermonde
                 determinant and reduces to that function for simple
                 random walk. Furthermore, we prove an invariance
                 principle, i.e., a functional limit theorem towards
                 Dyson's Brownian motions, the continuous analogue.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Doob h-transform; Dyson's Brownian motions;
                 fluctuation theory.; non-colliding random walks;
                 non-intersecting random processes; Vandermonde
                 determinant",
}

@Article{Kulske:2008:PMG,
  author =       "Christof K{\"u}lske and Alex Opoku",
  title =        "The posterior metric and the goodness of
                 {Gibbsianness} for transforms of {Gibbs} measures",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "47:1307--47:1344",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-560",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/560",
  abstract =     "We present a general method to derive continuity
                 estimates for conditional probabilities of general
                 (possibly continuous) spin models subjected to local
                 transformations. Such systems arise in the study of a
                 stochastic time-evolution of Gibbs measures or as noisy
                 observations. Assuming no a priori metric on the local
                 state spaces but only a measurable structure, we define
                 the posterior metric on the local image space. We show
                 that it allows in a natural way to divide the local
                 part of the continuity estimates from the spatial part
                 (which is treated by Dobrushin uniqueness here). We
                 show in the concrete example of the time evolution of
                 rotators on the $ (q - 1)$-dimensional sphere how this
                 method can be used to obtain estimates in terms of the
                 familiar Euclidean metric. In another application we
                 prove the preservation of Gibbsianness for sufficiently
                 fine local coarse-grainings when the Hamiltonian
                 satisfies a Lipschitz property",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "phase transitions; posterior metric; specification;
                 Time-evolved Gibbs measures, non-Gibbsian measures:
                 Dobrushin uniqueness",
}

@Article{Collet:2008:RPS,
  author =       "Pierre Collet and Antonio Galves and Florencia
                 Leonardi",
  title =        "Random perturbations of stochastic processes with
                 unbounded variable length memory",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "48:1345--48:1361",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-538",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/538",
  abstract =     "We consider binary infinite order stochastic chains
                 perturbed by a random noise. This means that at each
                 time step, the value assumed by the chain can be
                 randomly and independently flipped with a small fixed
                 probability. We show that the transition probabilities
                 of the perturbed chain are uniformly close to the
                 corresponding transition probabilities of the original
                 chain. As a consequence, in the case of stochastic
                 chains with unbounded but otherwise finite variable
                 length memory, we show that it is possible to recover
                 the context tree of the original chain, using a
                 suitable version of the algorithm Context, provided
                 that the noise is small enough.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "chains of infinite order, variable length Markov
                 chains, chains with unbounded variable length memory,
                 random perturbations, algorithm Context, context
                 trees",
}

@Article{Bonaccorsi:2008:SFN,
  author =       "Stefano Bonaccorsi and Carlo Marinelli and Giacomo
                 Ziglio",
  title =        "Stochastic {FitzHugh--Nagumo} equations on networks
                 with impulsive noise",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "49:1362--49:1379",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-532",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/532",
  abstract =     "We consider a system of nonlinear partial differential
                 equations with stochastic dynamical boundary conditions
                 that arises in models of neurophysiology for the
                 diffusion of electrical potentials through a finite
                 network of neurons. Motivated by the discussion in the
                 biological literature, we impose a general diffusion
                 equation on each edge through a generalized version of
                 the FitzHugh--Nagumo model, while the noise acting on
                 the boundary is described by a generalized stochastic
                 Kirchhoff law on the nodes. In the abstract framework
                 of matrix operators theory, we rewrite this stochastic
                 boundary value problem as a stochastic evolution
                 equation in infinite dimensions with a power-type
                 nonlinearity, driven by an additive L{\'e}vy noise. We
                 prove global well-posedness in the mild sense for such
                 stochastic partial differential equation by
                 monotonicity methods.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Stochastic PDEs, FitzHugh--Nagumo equation, L{\'e}vy
                 processes, maximal monotone operators",
}

@Article{Borodin:2008:LTA,
  author =       "Alexei Borodin and Patrik Ferrari",
  title =        "Large time asymptotics of growth models on space-like
                 paths {I}: {PushASEP}",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "50:1380--50:1418",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-541",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/541",
  abstract =     "We consider a new interacting particle system on the
                 one-dimensional lattice that interpolates between TASEP
                 and Toom's model: A particle cannot jump to the right
                 if the neighboring site is occupied, and when jumping
                 to the left it simply pushes all the neighbors that
                 block its way. We prove that for flat and step initial
                 conditions, the large time fluctuations of the height
                 function of the associated growth model along any
                 space-like path are described by the Airy$_1$ and
                 Airy$_2$ processes. This includes fluctuations of the
                 height profile for a fixed time and fluctuations of a
                 tagged particle's trajectory as special cases.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "stochastic growth, KPZ, determinantal processes, Airy
                 processes",
}

@Article{Croydon:2008:RWG,
  author =       "David Croydon and Takashi Kumagai",
  title =        "Random walks on {Galton--Watson} trees with infinite
                 variance offspring distribution conditioned to
                 survive",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "51:1419--51:1441",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-536",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/536",
  abstract =     "We establish a variety of properties of the discrete
                 time simple random walk on a Galton--Watson tree
                 conditioned to survive when the offspring distribution,
                 $Z$ say, is in the domain of attraction of a stable law
                 with index $ \alpha \in (1, 2]$. In particular, we are
                 able to prove a quenched version of the result that the
                 spectral dimension of the random walk is $ 2 \alpha /
                 (2 \alpha - 1)$. Furthermore, we demonstrate that when
                 $ \alpha \in (1, 2)$ there are logarithmic fluctuations
                 in the quenched transition density of the simple random
                 walk, which contrasts with the log-logarithmic
                 fluctuations seen when $ \alpha = 2$. In the course of
                 our arguments, we obtain tail bounds for the
                 distribution of the $n$ th generation size of a
                 Galton--Watson branching process with offspring
                 distribution $Z$ conditioned to survive, as well as
                 tail bounds for the distribution of the total number of
                 individuals born up to the $n$ th generation, that are
                 uniform in $n$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "branching process; random walk; stable distribution;
                 transition density",
}

@Article{Schweinsberg:2008:WM,
  author =       "Jason Schweinsberg",
  title =        "Waiting for $m$ mutations",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "52:1442--52:1478",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-540",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/540",
  abstract =     "We consider a model of a population of fixed size $N$
                 in which each individual gets replaced at rate one and
                 each individual experiences a mutation at rate $ \mu
                 $. We calculate the asymptotic distribution of the time
                 that it takes before there is an individual in the
                 population with $m$ mutations. Several different
                 behaviors are possible, depending on how ?? changes
                 with $N$. These results have applications to the
                 problem of determining the waiting time for regulatory
                 sequences to appear and to models of cancer
                 development.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Moran model; mutations; population genetics; Waiting
                 times",
}

@Article{Voss:2008:LDO,
  author =       "Jochen Voss",
  title =        "Large Deviations for One Dimensional Diffusions with a
                 Strong Drift",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "53:1479--53:1528",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-564",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/564",
  abstract =     "We derive a large deviation principle which describes
                 the behaviour of a diffusion process with additive
                 noise under the influence of a strong drift. Our main
                 result is a large deviation theorem for the
                 distribution of the end-point of a one-dimensional
                 diffusion with drift $ \theta b $ where $b$ is a drift
                 function and $ \theta $ a real number, when $ \theta $
                 converges to $ \infty $. It transpires that the problem
                 is governed by a rate function which consists of two
                 parts: one contribution comes from the
                 Freidlin--Wentzell theorem whereas a second term
                 reflects the cost for a Brownian motion to stay near a
                 equilibrium point of the drift over long periods of
                 time.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "diffusion processes; large deviations; stochastic
                 differential equations",
}

@Article{Confortola:2008:QBR,
  author =       "Fulvia Confortola and Philippe Briand",
  title =        "Quadratic {BSDEs} with Random Terminal Time and
                 Elliptic {PDEs} in Infinite Dimension",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "54:1529--54:1561",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-514",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/514",
  abstract =     "In this paper we study one dimensional backward
                 stochastic differential equations (BSDEs) with random
                 terminal time not necessarily bounded or finite when
                 the generator $ F(t, Y, Z) $ has a quadratic growth in
                 $Z$. We provide existence and uniqueness of a bounded
                 solution of such BSDEs and, in the case of infinite
                 horizon, regular dependence on parameters. The obtained
                 results are then applied to prove existence and
                 uniqueness of a mild solution to elliptic partial
                 differential equations in Hilbert spaces. Finally we
                 show an application to a control problem.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "elliptic PDEs; optimal stochastic control; Quadratic
                 BSDEs",
}

@Article{Nolin:2008:NCP,
  author =       "Pierre Nolin",
  title =        "Near-critical percolation in two dimensions",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "55:1562--55:1623",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-565",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/565",
  abstract =     "We give a self-contained and detailed presentation of
                 Kesten's results that allow to relate critical and
                 near-critical percolation on the triangular lattice.
                 They constitute an important step in the derivation of
                 the exponents describing the near-critical behavior of
                 this model. For future use and reference, we also show
                 how these results can be obtained in more general
                 situations, and we state some new consequences.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "arm events; critical exponents; near-critical
                 percolation",
}

@Article{Albenque:2008:SFI,
  author =       "Marie Albenque and Jean-Fran{\c{c}}ois Marckert",
  title =        "Some families of increasing planar maps",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "56:1624--56:1671",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-563",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/563",
  abstract =     "Stack-triangulations appear as natural objects when
                 one wants to define some families of increasing
                 triangulations by successive additions of faces. We
                 investigate the asymptotic behavior of rooted
                 stack-triangulations with $ 2 n $ faces under two
                 different distributions. We show that the uniform
                 distribution on this set of maps converges, for a
                 topology of local convergence, to a distribution on the
                 set of infinite maps. In the other hand, we show that
                 rescaled by $ n^{1 / 2} $, they converge for the
                 Gromov--Hausdorff topology on metric spaces to the
                 continuum random tree introduced by Aldous. Under a
                 distribution induced by a natural random construction,
                 the distance between random points rescaled by $ (6 /
                 11) \log n $ converge to 1 in probability. We obtain
                 similar asymptotic results for a family of increasing
                 quadrangulations.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "stackmaps, triangulations, Gromov--Hausdorff
                 convergence, continuum random tree",
}

@Article{Kyprianou:2008:SCC,
  author =       "Andreas Kyprianou and Victor Rivero",
  title =        "Special, conjugate and complete scale functions for
                 spectrally negative {L{\'e}vy} processes",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "57:1672--57:1701",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-567",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/567",
  abstract =     "Following from recent developments in Hubalek and
                 Kyprianou [28], the objective of this paper is to
                 provide further methods for constructing new families
                 of scale functions for spectrally negative L{\'e}vy
                 processes which are completely explicit. This is the
                 result of an observation in the aforementioned paper
                 which permits feeding the theory of Bernstein functions
                 directly into the Wiener--Hopf factorization for
                 spectrally negative L{\'e}vy processes. Many new,
                 concrete examples of scale functions are offered
                 although the methodology in principle delivers still
                 more explicit examples than those listed.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Potential theory for subordinators, Scale functions,
                 Special subordinators, Spectrally negative L{\'e}vy
                 processes",
}

@Article{Lyons:2008:EUS,
  author =       "Russell Lyons and Benjamin Morris and Oded Schramm",
  title =        "Ends in Uniform Spanning Forests",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "58:1702--58:1725",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-566",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/566",
  abstract =     "It has hitherto been known that in a transitive
                 unimodular graph, each tree in the wired spanning
                 forest has only one end a.s. We dispense with the
                 assumptions of transitivity and unimodularity,
                 replacing them with a much broader condition on the
                 isoperimetric profile that requires just slightly more
                 than uniform transience.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Cayley graphs.; Spanning trees",
}

@Article{Gayrard:2008:EPT,
  author =       "V{\'e}ronique Gayrard and G{\'e}rard Ben Arous",
  title =        "Elementary potential theory on the hypercube",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "59:1726--59:1807",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-527",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/527",
  abstract =     "This work addresses potential theoretic questions for
                 the standard nearest neighbor random walk on the
                 hypercube $ \{ - 1, + 1 \}^N $. For a large class of
                 subsets $ A \subset \{ - 1, + 1 \}^N $ we give precise
                 estimates for the harmonic measure of $A$, the mean
                 hitting time of $A$, and the Laplace transform of this
                 hitting time. In particular, we give precise sufficient
                 conditions for the harmonic measure to be
                 asymptotically uniform, and for the hitting time to be
                 asymptotically exponentially distributed, as $ N
                 \rightarrow \infty $. Our approach relies on a
                 $d$-dimensional extension of the Ehrenfest urn scheme
                 called lumping and covers the case where $d$ is allowed
                 to diverge with $N$ as long as $ d \leq \alpha_0 \frac
                 {N}{\log N}$ for some constant $ 0 < \alpha_0 < 1$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "random walk on hypercubes, lumping",
}

@Article{Bass:2008:DSD,
  author =       "Richard Bass and Edwin Perkins",
  title =        "Degenerate stochastic differential equations arising
                 from catalytic branching networks",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "60:1808--60:1885",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-568",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/568",
  abstract =     "We establish existence and uniqueness for the
                 martingale problem associated with a system of
                 degenerate SDE's representing a catalytic branching
                 network. The drift and branching coefficients are only
                 assumed to be continuous and satisfy some natural
                 non-degeneracy conditions. We assume at most one
                 catalyst per site as is the case for the hypercyclic
                 equation. Here the two-dimensional case with affine
                 drift is required in work of [DGHSS] on mean fields
                 limits of block averages for 2-type branching models on
                 a hierarchical group. The proofs make use of some new
                 methods, including Cotlar's lemma to establish
                 asymptotic orthogonality of the derivatives of an
                 associated semigroup at different times, and a refined
                 integration by parts technique from [DP1].",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "catalytic branching; Cotlar's lemma; degenerate
                 diffusions; martingale problem; perturbations;
                 resolvents; stochastic differential equations",
}

@Article{Piera:2008:CRR,
  author =       "Francisco Piera and Ravi Mazumdar",
  title =        "Comparison Results for Reflected Jump-diffusions in
                 the Orthant with Variable Reflection Directions and
                 Stability Applications",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "61:1886--61:1908",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-569",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/569",
  abstract =     "We consider reflected jump-diffusions in the orthant $
                 R_+^n $ with time- and state-dependent drift, diffusion
                 and jump-amplitude coefficients. Directions of
                 reflection upon hitting boundary faces are also allow
                 to depend on time and state. Pathwise comparison
                 results for this class of processes are provided, as
                 well as absolute continuity properties for their
                 associated regulator processes responsible of keeping
                 the respective diffusions in the orthant. An important
                 role is played by the boundary property in that
                 regulators do not charge times spent by the reflected
                 diffusion at the intersection of two or more boundary
                 faces. The comparison results are then applied to
                 provide an ergodicity condition for the state-dependent
                 reflection directions case.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "ergodicity.; Jump-diffusion processes; pathwise
                 comparisons; Skorokhod maps; stability; state-dependent
                 oblique reflections",
}

@Article{Veto:2008:SRR,
  author =       "Balint Veto and Balint Toth",
  title =        "Self-repelling random walk with directed edges on {$
                 \mathbb {Z} $}",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "62:1909--62:1926",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-570",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/570",
  abstract =     "We consider a variant of self-repelling random walk on
                 the integer lattice Z where the self-repellence is
                 defined in terms of the local time on oriented edges.
                 The long-time asymptotic scaling of this walk is
                 surprisingly different from the asymptotics of the
                 similar process with self-repellence defined in terms
                 of local time on unoriented edges. We prove limit
                 theorems for the local time process and for the
                 position of the random walker. The main ingredient is a
                 Ray--Knight-type of approach. At the end of the paper,
                 we also present some computer simulations which show
                 the strange scaling behaviour of the walk considered.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "random walks with long memory, self-repelling, one
                 dimension, oriented edges, local time,
                 Ray--Knight-theory, coupling",
}

@Article{Amir:2008:SSE,
  author =       "Gideon Amir and Christopher Hoffman",
  title =        "A special set of exceptional times for dynamical
                 random walk on {$ Z^2 $}",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "63:1927--63:1951",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-571",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/571",
  abstract =     "In [2] Benjamini, H{\"a}ggstr{\"o}m, Peres and Steif
                 introduced the model of dynamical random walk on the
                 $d$-dimensional lattice $ Z^d$. This is a continuum of
                 random walks indexed by a time parameter $t$. They
                 proved that for dimensions $ d = 3, 4$ there almost
                 surely exist times $t$ such that the random walk at
                 time $t$ visits the origin infinitely often, but for
                 dimension 5 and up there almost surely do not exist
                 such $t$. Hoffman showed that for dimension 2 there
                 almost surely exists $t$ such that the random walk at
                 time $t$ visits the origin only finitely many times
                 [5]. We refine the results of [5] for dynamical random
                 walk on $ Z^2$, showing that with probability one the
                 are times when the origin is visited only a finite
                 number of times while other points are visited
                 infinitely often.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Dynamical Random Walks, Dynamical Sensativity; Random
                 Walks",
}

@Article{Kosygina:2008:PNE,
  author =       "Elena Kosygina and Martin Zerner",
  title =        "Positively and negatively excited random walks on
                 integers, with branching processes",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "64:1952--64:1979",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-572",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/572",
  abstract =     "We consider excited random walks on the integers with
                 a bounded number of i.i.d. cookies per site which may
                 induce drifts both to the left and to the right. We
                 extend the criteria for recurrence and transience by M.
                 Zerner and for positivity of speed by A.-L. Basdevant
                 and A. Singh to this case and also prove an annealed
                 central limit theorem. The proofs are based on results
                 from the literature concerning branching processes with
                 migration and make use of a certain renewal
                 structure.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Central limit theorem; excited random walk; law of
                 large numbers; positive and negative cookies;
                 recurrence; renewal structure; transience",
}

@Article{Bianchi:2008:GDN,
  author =       "Alessandra Bianchi",
  title =        "{Glauber} dynamics on nonamenable graphs: boundary
                 conditions and mixing time",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "65:1980--65:2012",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-574",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/574",
  abstract =     "We study the stochastic Ising model on finite graphs
                 with n vertices and bounded degree and analyze the
                 effect of boundary conditions on the mixing time. We
                 show that for all low enough temperatures, the spectral
                 gap of the dynamics with (+)-boundary condition on a
                 class of nonamenable graphs, is strictly positive
                 uniformly in n. This implies that the mixing time grows
                 at most linearly in n. The class of graphs we consider
                 includes hyperbolic graphs with sufficiently high
                 degree, where the best upper bound on the mixing time
                 of the free boundary dynamics is polynomial in n, with
                 exponent growing with the inverse temperature. In
                 addition, we construct a graph in this class, for which
                 the mixing time in the free boundary case is
                 exponentially large in n. This provides a first example
                 where the mixing time jumps from exponential to linear
                 in n while passing from free to (+)-boundary condition.
                 These results extend the analysis of Martinelli,
                 Sinclair and Weitz to a wider class of nonamenable
                 graphs.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Glauber dynamics; mixing time; nonamenable graphs;
                 spectral gap",
}

@Article{Bordenave:2008:BAP,
  author =       "Charles Bordenave",
  title =        "On the birth-and-assassination process, with an
                 application to scotching a rumor in a network",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "66:2014--66:2030",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-573",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/573",
  abstract =     "We give new formulas on the total number of born
                 particles in the stable birth-and-assassination
                 process, and prove that it has a heavy-tailed
                 distribution. We also establish that this process is a
                 scaling limit of a process of rumor scotching in a
                 network, and is related to a predator-prey dynamics.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "branching process, heavy tail phenomena, SIR
                 epidemics",
}

@Article{Neuenkirch:2008:DED,
  author =       "Andreas Neuenkirch and Ivan Nourdin and Samy Tindel",
  title =        "Delay equations driven by rough paths",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "67:2031--67:2068",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-575",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/575",
  abstract =     "In this article, we illustrate the flexibility of the
                 algebraic integration formalism introduced in M.
                 Gubinelli, {\em J. Funct. Anal.} {\bf 216}, 86-140,
                 2004,
                 \url{http://www.ams.org/mathscinet-getitem?mr=2005k:60169}
                 Math. Review 2005k:60169, by establishing an existence
                 and uniqueness result for delay equations driven by
                 rough paths. We then apply our results to the case
                 where the driving path is a fractional Brownian motion
                 with Hurst parameter $ H > 1 / 3 $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "delay equation; fractional Brownian motion; Malliavin
                 calculus; rough paths theory",
}

@Article{Hermisson:2008:PGH,
  author =       "Joachim Hermisson and Peter Pfaffelhuber",
  title =        "The pattern of genetic hitchhiking under recurrent
                 mutation",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "68:2069--68:2106",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-577",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/577",
  abstract =     "Genetic hitchhiking describes evolution at a neutral
                 locus that is linked to a selected locus. If a
                 beneficial allele rises to fixation at the selected
                 locus, a characteristic polymorphism pattern (so-called
                 selective sweep) emerges at the neutral locus. The
                 classical model assumes that fixation of the beneficial
                 allele occurs from a single copy of this allele that
                 arises by mutation. However, recent theory (Pennings
                 and Hermisson, 2006a, b) has shown that recurrent
                 beneficial mutation at biologically realistic rates can
                 lead to markedly different polymorphism patterns,
                 so-called soft selective sweeps. We extend an approach
                 that has recently been developed for the classical
                 hitchhiking model (Schweinsberg and Durrett, 2005;
                 Etheridge et al., 2006) to study the recurrent mutation
                 scenario. We show that the genealogy at the neutral
                 locus can be approximated (to leading orders in the
                 selection strength) by a marked Yule process with
                 immigration. Using this formalism, we derive an
                 improved analytical approximation for the expected
                 heterozygosity at the neutral locus at the time of
                 fixation of the beneficial allele.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Selective sweep, genetic hitchhiking, soft selective
                 sweep, diffusion approximation, Yule process, random
                 background",
}

@Article{Arguin:2008:CPS,
  author =       "Louis-Pierre Arguin",
  title =        "Competing Particle Systems and the {Ghirlanda--Guerra}
                 Identities",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "69:2101--69:2117",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-579",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/579",
  abstract =     "Competing particle systems are point processes on the
                 real line whose configurations $X$ can be ordered
                 decreasingly and evolve by increments which are
                 functions of correlated Gaussian variables. The
                 correlations are intrinsic to the points and quantified
                 by a matrix $ Q = \{ q_{ij} \} $. Quasi-stationary
                 systems are those for which the law of $ (X, Q)$ is
                 invariant under the evolution up to translation of $X$.
                 It was conjectured by Aizenman and co-authors that the
                 matrix $Q$ of robustly quasi-stationary systems must
                 exhibit a hierarchical structure. This was established
                 recently, up to a natural decomposition of the system,
                 whenever the set $ S_Q$ of values assumed by $ q_{ij}$
                 is finite. In this paper, we study the general case
                 where $ S_Q$ may be infinite. Using the past increments
                 of the evolution, we show that the law of robustly
                 quasi-stationary systems must obey the
                 Ghirlanda--Guerra identities, which first appear in the
                 study of spin glass models. This provides strong
                 evidence that the above conjecture also holds in the
                 general case. In addition, it yields an alternative
                 proof of a theorem of Ruzmaikina and Aizenman for
                 independent increments.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Point processes, Ultrametricity, Ghirlanda--Guerra
                 identities",
}

@Article{Garet:2008:FPC,
  author =       "Olivier Garet and R{\'e}gine Marchand",
  title =        "First-passage competition with different speeds:
                 positive density for both species is impossible",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "70:2118--70:2159",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-581",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/581",
  abstract =     "Consider two epidemics whose expansions on $ \mathbb
                 {Z}^d $ are governed by two families of passage times
                 that are distinct and stochastically comparable. We
                 prove that when the weak infection survives, the space
                 occupied by the strong one is almost impossible to
                 detect. Particularly, in dimension two, we prove that
                 one species finally occupies a set with full density,
                 while the other one only occupies a set of null
                 density. Furthermore, we observe the same fluctuations
                 with respect to the asymptotic shape as for the weak
                 infection evolving alone. By the way, we extend the
                 H{\"a}ggstr{\"o}m-Pemantle non-coexistence result
                 ``except perhaps for a denumerable set'' to families of
                 stochastically comparable passage times indexed by a
                 continuous parameter.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "coexistence; competition; first-passage percolation;
                 moderate deviations; random growth",
}

@Article{Athreya:2008:RDT,
  author =       "Siva Athreya and Rahul Roy and Anish Sarkar",
  title =        "Random directed trees and forest --- drainage networks
                 with dependence",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "71:2160--71:2189",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-580",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/580",
  abstract =     "Consider the $d$-dimensional lattice $ \mathbb Z^d$
                 where each vertex is `open' or `closed' with
                 probability $p$ or $ 1 - p$ respectively. An open
                 vertex $v$ is connected by an edge to the closest open
                 vertex $ w$ in the $ 45^\circ $ (downward) light cone
                 generated at $v$. In case of non-uniqueness of such a
                 vertex $w$, we choose any one of the closest vertices
                 with equal probability and independently of the other
                 random mechanisms. It is shown that this random graph
                 is a tree almost surely for $ d = 2$ and $3$ and it is
                 an infinite collection of distinct trees for $ d \geq
                 4$. In addition, for any dimension, we show that there
                 is no bi-infinite path in the tree.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Random Graph, Random Oriented Trees, Random Walk",
}

@Article{Heunis:2008:ICN,
  author =       "Andrew Heunis and Vladimir Lucic",
  title =        "On the Innovations Conjecture of Nonlinear Filtering
                 with Dependent Data",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "72:2190--72:2216",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-585",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/585",
  abstract =     "We establish the innovations conjecture for a
                 nonlinear filtering problem in which the signal to be
                 estimated is conditioned by the observations. The
                 approach uses only elementary stochastic analysis,
                 together with a variant due to J. M. C. Clark of a
                 theorem of Yamada and Watanabe on pathwise-uniqueness
                 and strong solutions of stochastic differential
                 equations.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "innovations conjecture; nonlinear filter;
                 pathwise-uniqueness",
}

@Article{Faggionato:2008:RWE,
  author =       "Alessandra Faggionato",
  title =        "Random walks and exclusion processes among random
                 conductances on random infinite clusters:
                 homogenization and hydrodynamic limit",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "73:2217--73:2247",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-591",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/591",
  abstract =     "We consider a stationary and ergodic random field $ \{
                 \omega (b) \colon b \in \mathbb {E}_d \} $
                 parameterized by the family of bonds in $ \mathbb {Z}^d
                 $, $ d \geq 2 $. The random variable $ \omega (b) $ is
                 thought of as the conductance of bond $b$ and it ranges
                 in a finite interval $ [0, c_0]$. Assuming that the set
                 of bonds with positive conductance has a unique
                 infinite cluster $ \mathcal {C}(\omega)$, we prove
                 homogenization results for the random walk among random
                 conductances on $ \mathcal {C}(\omega)$. As a
                 byproduct, applying the general criterion of Faggionato
                 (2007) leading to the hydrodynamic limit of exclusion
                 processes with bond--dependent transition rates, for
                 almost all realizations of the environment we prove the
                 hydrodynamic limit of simple exclusion processes among
                 random conductances on $ \mathcal {C}(\omega)$. The
                 hydrodynamic equation is given by a heat equation whose
                 diffusion matrix does not depend on the environment. We
                 do not require any ellipticity condition. As special
                 case, $ \mathcal {C}(\omega)$ can be the infinite
                 cluster of supercritical Bernoulli bond percolation.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "bond percolation; disordered system; exclusion
                 process; homogenization; random walk in random
                 environment",
}

@Article{Mueller:2008:RDS,
  author =       "Carl Mueller and David Nualart",
  title =        "Regularity of the density for the stochastic heat
                 equation",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "74:2248--74:2258",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-589",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/589",
  abstract =     "We study the smoothness of the density of a semilinear
                 heat equation with multiplicative spacetime white
                 noise. Using Malliavin calculus, we reduce the problem
                 to a question of negative moments of solutions of a
                 linear heat equation with multiplicative white noise.
                 Then we settle this question by proving that solutions
                 to the linear equation have negative moments of all
                 orders.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "heat equation, white noise, Malliavin calculus,
                 stochastic partial differential equations",
}

@Article{Zemlys:2008:HFS,
  author =       "Vaidotas Zemlys",
  title =        "A {H{\"o}lderian} {FCLT} for some multiparameter
                 summation process of independent non-identically
                 distributed random variables",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "75:2259--75:2282",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-590",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/590",
  abstract =     "We introduce a new construction of a summation process
                 based on the collection of rectangular subsets of unit
                 d-dimensional cube for a triangular array of
                 independent non-identically distributed variables with
                 d-dimensional index, using the non-uniform grid adapted
                 to the variances of the variables. We investigate its
                 convergence in distribution in some Holder spaces. It
                 turns out that for dimensions greater than 2, the
                 limiting process is not necessarily the standard
                 Brownian sheet. This contrasts with a classical result
                 of Prokhorov for the one-dimensional case.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Brownian sheet, functional central limit theorem,
                 H{\"o}lder space, invariance principle, triangular
                 array, summation process.",
}

@Article{Drewitz:2008:LEO,
  author =       "Alexander Drewitz",
  title =        "{Lyapunov} exponents for the one-dimensional parabolic
                 {Anderson} model with drift",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "13",
  pages =        "76:2283--76:2336",
  year =         "2008",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v13-586",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/586",
  abstract =     "We consider the solution to the one-dimensional
                 parabolic Anderson model with homogeneous initial
                 condition, arbitrary drift and a time-independent
                 potential bounded from above. Under ergodicity and
                 independence conditions we derive representations for
                 both the quenched Lyapunov exponent and, more
                 importantly, the $p$-th annealed Lyapunov exponents for
                 all positive real $p$. These results enable us to prove
                 the heuristically plausible fact that the $p$-th
                 annealed Lyapunov exponent converges to the quenched
                 Lyapunov exponent as $p$ tends to 0. Furthermore, we
                 show that the solution is $p$-intermittent for $p$
                 large enough. As a byproduct, we compute the optimal
                 quenched speed of the random walk appearing in the
                 Feynman--Kac representation of the solution under the
                 corresponding Gibbs measure. In our context, depending
                 on the negativity of the potential, a phase transition
                 from zero speed to positive speed appears as the drift
                 parameter or diffusion constant increase,
                 respectively.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Parabolic Anderson model, Lyapunov exponents,
                 intermittency, large deviations",
}

@Article{Hambly:2009:PHI,
  author =       "Ben Hambly and Martin Barlow",
  title =        "Parabolic {Harnack} inequality and local limit theorem
                 for percolation clusters",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "1:1--1:26",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-587",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/587",
  abstract =     "We consider the random walk on supercritical
                 percolation clusters in $ \mathbb {Z}^d $. Previous
                 papers have obtained Gaussian heat kernel bounds, and
                 a.s. invariance principles for this process. We show
                 how this information leads to a parabolic Harnack
                 inequality, a local limit theorem and estimates on the
                 Green's function.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Harnack inequality; local limit theorem; Percolation;
                 random walk",
}

@Article{Douc:2009:FIC,
  author =       "Randal Douc and Eric Moulines and Yaacov Ritov",
  title =        "Forgetting of the initial condition for the filter in
                 general state-space hidden {Markov} chain: a coupling
                 approach",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "2:27--2:49",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-593",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/593",
  abstract =     "We give simple conditions that ensure exponential
                 forgetting of the initial conditions of the filter for
                 general state-space hidden Markov chain. The proofs are
                 based on the coupling argument applied to the posterior
                 Markov kernels. These results are useful both for
                 filtering hidden Markov models using approximation
                 methods (e.g., particle filters) and for proving
                 asymptotic properties of estimators. The results are
                 general enough to cover models like the Gaussian state
                 space model, without using the special structure that
                 permits the application of the Kalman filter.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "hidden Markov chain; non-linear filtering, coupling;
                 stability",
}

@Article{Atar:2009:ETG,
  author =       "Rami Atar and Siva Athreya and Zhen-Qing Chen",
  title =        "Exit Time, Green Function and Semilinear Elliptic
                 Equations",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "3:50--3:71",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-597",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/597",
  abstract =     "Let $D$ be a bounded Lipschitz domain in $ R^n$ with $
                 n \geq 2$ and $ \tau_D$ be the first exit time from $D$
                 by Brownian motion on $ R^n$. In the first part of this
                 paper, we are concerned with sharp estimates on the
                 expected exit time $ E_x [\tau_D]$. We show that if $D$
                 satisfies a uniform interior cone condition with angle
                 $ \theta \in (\cos^{-1}(1 / \sqrt {n}), \pi)$, then $
                 c_1 \varphi_1 (x) \leq E_x [\tau_D] \leq c_2 \varphi_1
                 (x)$ on $D$. Here $ \varphi_1$ is the first positive
                 eigenfunction for the Dirichlet Laplacian on $D$. The
                 above result is sharp as we show that if $D$ is a
                 truncated circular cone with angle $ \theta <
                 \cos^{-1}(1 / \sqrt {n})$, then the upper bound for $
                 E_x [\tau_D]$ fails. These results are then used in the
                 second part of this paper to investigate whether
                 positive solutions of the semilinear equation $ \Delta
                 u = u^p$ in $ D, $ $ p \in R$, that vanish on an open
                 subset $ \Gamma \subset \partial D$ decay at the same
                 rate as $ \varphi_1$ on $ \Gamma $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "boundary Harnack principle; Brownian motion; Dirichlet
                 Laplacian; exit time; Feynman--Kac transform; Green
                 function estimates; ground state; Lipschitz domain;
                 Schauder's fixed point theorem; semilinear elliptic
                 equation",
}

@Article{Ibarrola:2009:FTR,
  author =       "Ricardo V{\'e}lez Ibarrola and Tomas Prieto-Rumeau",
  title =        "{De Finetti}'s-type results for some families of non
                 identically distributed random variables",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "4:72--4:86",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-602",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/602",
  abstract =     "We consider random selection processes of weighted
                 elements in an arbitrary set. Their conditional
                 distributions are shown to be a generalization of the
                 hypergeometric distribution, while the marginal
                 distributions can always be chosen as generalized
                 binomial distributions. Then we propose sufficient
                 conditions on the weight function ensuring that the
                 marginal distributions are necessarily of the
                 generalized binomial form. In these cases, the
                 corresponding indicator random variables are
                 conditionally independent (as in the classical De
                 Finetti theorem) though they are neither exchangeable
                 nor identically distributed.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "De Finetti theorem; exchangeability; random assignment
                 processes",
}

@Article{Janson:2009:PRG,
  author =       "Svante Janson",
  title =        "On percolation in random graphs with given vertex
                 degrees",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "5:86--5:118",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-603",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/603",
  abstract =     "We study the random graph obtained by random deletion
                 of vertices or edges from a random graph with given
                 vertex degrees. A simple trick of exploding vertices
                 instead of deleting them, enables us to derive results
                 from known results for random graphs with given vertex
                 degrees. This is used to study existence of giant
                 component and existence of k-core. As a variation of
                 the latter, we study also bootstrap percolation in
                 random regular graphs. We obtain both simple new proofs
                 of known results and new results. An interesting
                 feature is that for some degree sequences, there are
                 several or even infinitely many phase transitions for
                 the k-core.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "bootstrap percolation; giant component; k-core; random
                 graph",
}

@Article{Sega:2009:LRC,
  author =       "Gregor Sega",
  title =        "Large-range constant threshold growth model in one
                 dimension",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "6:119--6:138",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-598",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/598",
  abstract =     "We study a one dimensional constant threshold model in
                 continuous time. Its dynamics have two parameters, the
                 range $n$ and the threshold $v$. An unoccupied site $x$
                 becomes occupied at rate 1 as soon as there are at
                 least $v$ occupied sites in $ [x - n, x + n]$. As n
                 goes to infinity and $v$ is kept fixed, the dynamics
                 can be approximated by a continuous space version,
                 which has an explicit invariant measure at the front.
                 This allows us to prove that the speed of propagation
                 is asymptoticaly $ n^2 / 2 v$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "asymptotic propagation velocity; growth model;
                 invariant distribution",
}

@Article{Weiss:2009:EBS,
  author =       "Alexander Weiss",
  title =        "Escaping the {Brownian} stalkers",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "7:139--7:160",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-594",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/594",
  abstract =     "We propose a simple model for the behaviour of
                 longterm investors on a stock market. It consists of
                 three particles that represent the stock's current
                 price and the buyers', respectively sellers', opinion
                 about the right trading price. As time evolves, both
                 groups of traders update their opinions with respect to
                 the current price. The speed of updating is controlled
                 by a parameter; the price process is described by a
                 geometric Brownian motion. We consider the market's
                 stability in terms of the distance between the buyers'
                 and sellers' opinion, and prove that the distance
                 process is recurrent/transient in dependence on the
                 parameter.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "financial markets; market stability; recurrence;
                 stochastic dynamics; transience",
}

@Article{Bovier:2009:ASS,
  author =       "Anton Bovier and Anton Klimovsky",
  title =        "The {Aizenman--Sims--Starr} and {Guerras} schemes for
                 the {SK} model with multidimensional spins",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "8:161--8:241",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-611",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/611",
  abstract =     "We prove upper and lower bounds on the free energy of
                 the Sherrington--Kirkpatrick model with
                 multidimensional spins in terms of variational
                 inequalities. The bounds are based on a
                 multidimensional extension of the Parisi functional. We
                 generalise and unify the comparison scheme of Aizenman,
                 Sims and Starr and the one of Guerra involving the
                 GREM-inspired processes and Ruelle's probability
                 cascades. For this purpose, an abstract quenched large
                 deviations principle of the G{\"a}rtner-Ellis type is
                 obtained. We derive Talagrand's representation of
                 Guerra's remainder term for the
                 Sherrington--Kirkpatrick model with multidimensional
                 spins. The derivation is based on well-known properties
                 of Ruelle's probability cascades and the
                 Bolthausen--Sznitman coalescent. We study the
                 properties of the multidimensional Parisi functional by
                 establishing a link with a certain class of semi-linear
                 partial differential equations. We embed the problem of
                 strict convexity of the Parisi functional in a more
                 general setting and prove the convexity in some
                 particular cases which shed some light on the original
                 convexity problem of Talagrand. Finally, we prove the
                 Parisi formula for the local free energy in the case of
                 multidimensional Gaussian a priori distribution of
                 spins using Talagrand's methodology of a priori
                 estimates.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Sherrington--Kirkpatrick model, multidimensional
                 spins, quenched large deviations, concentration of
                 measure, Gaussian spins, convexity, Parisi functional,
                 Parisi formula",
}

@Article{Taylor:2009:CPS,
  author =       "Jesse Taylor and Amandine V{\'e}ber",
  title =        "Coalescent processes in subdivided populations subject
                 to recurrent mass extinctions",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "9:242--9:288",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-595",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/595",
  abstract =     "We investigate the infinitely many demes limit of the
                 genealogy of a sample of individuals from a subdivided
                 population that experiences sporadic mass extinction
                 events. By exploiting a separation of time scales that
                 occurs within a class of structured population models
                 generalizing Wright's island model, we show that as the
                 number of demes tends to infinity, the limiting form of
                 the genealogy can be described in terms of the
                 alternation of instantaneous scattering phases that
                 depend mainly on local demographic processes, and
                 extended collecting phases that are dominated by global
                 processes. When extinction and recolonization events
                 are local, the genealogy is described by Kingman's
                 coalescent, and the scattering phase influences only
                 the overall rate of the process. In contrast, if the
                 demes left vacant by a mass extinction event are
                 recolonized by individuals emerging from a small number
                 of demes, then the limiting genealogy is a coalescent
                 process with simultaneous multiple mergers (a $ \Xi
                 $-coalescent). In this case, the details of the
                 within-deme population dynamics influence not only the
                 overall rate of the coalescent process, but also the
                 statistics of the complex mergers that can occur within
                 sample genealogies. These results suggest that the
                 combined effects of geography and disturbance could
                 play an important role in producing the unusual
                 patterns of genetic variation documented in some marine
                 organisms with high fecundity.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "disturbance; extinction/recolonization; genealogy;
                 metapopulation; population genetics; separation of time
                 scales; Xi-coalescent",
}

@Article{Alsmeyer:2009:LTM,
  author =       "Gerold Alsmeyer and Alex Iksanov",
  title =        "A Log-Type Moment Result for Perpetuities and Its
                 Application to Martingales in Supercritical Branching
                 Random Walks",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "10:289--10:313",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-596",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/596",
  abstract =     "Infinite sums of i.i.d. random variables discounted by
                 a multiplicative random walk are called perpetuities
                 and have been studied by many authors. The present
                 paper provides a log-type moment result for such random
                 variables under minimal conditions which is then
                 utilized for the study of related moments of a.s.
                 limits of certain martingales associated with the
                 supercritical branching random walk. The connection
                 arises upon consideration of a size-biased version of
                 the branching random walk originally introduced by
                 Lyons. As a by-product, necessary and sufficient
                 conditions for uniform integrability of these
                 martingales are provided in the most general situation
                 which particularly means that the classical
                 (LlogL)-condition is not always needed.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "branching random walk; martingale; moments;
                 perpetuity",
}

@Article{Foondun:2009:HKE,
  author =       "Mohammud Foondun",
  title =        "Heat kernel estimates and {Harnack} inequalities for
                 some {Dirichlet} forms with non-local part",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "11:314--11:340",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-604",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/604",
  abstract =     "We consider the Dirichlet form given by\par

                  $$ {\cal E}(f, f) = \frac {1}{2} \int_{R^d} \sum_{i, j
                 = 1}^d a_{ij}(x) \frac {\partial f(x)}{\partial x_i}
                 \frac {\partial f(x)}{\partial x_j} d x $$

                  $$ + \int_{R^d \times R^d} (f(y) - f(x))^2 J(x, y)d x
                 d y. $$

                 Under the assumption that the $ {a_{ij}} $ are
                 symmetric and uniformly elliptic and with suitable
                 conditions on $J$, the nonlocal part, we obtain upper
                 and lower bounds on the heat kernel of the Dirichlet
                 form. We also prove a Harnack inequality and a
                 regularity theorem for functions that are harmonic with
                 respect to $ \cal E$.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Integro-differential operators. Harnack inequality.
                 Heat kernel, Holder continuity",
}

@Article{Lejay:2009:RDE,
  author =       "Antoine Lejay",
  title =        "On rough differential equations",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "12:341--12:364",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-613",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/613",
  abstract =     "We prove that the It{\^o} map, that is the map that
                 gives the solution of a differential equation
                 controlled by a rough path of finite $p$-variation with
                 $ p \in [2, 3)$ is locally Lipschitz continuous in all
                 its arguments and we give some sufficient conditions
                 for global existence for non-bounded vector fields.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
}

@Article{Barbour:2009:SCI,
  author =       "A. Barbour and A. Gnedin",
  title =        "Small counts in the infinite occupancy scheme",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "13:365--13:384",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-608",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/608",
  abstract =     "The paper is concerned with the classical occupancy
                 scheme in which balls are thrown independently into
                 infinitely many boxes, with given probability of
                 hitting each of the boxes. We establish joint normal
                 approximation, as the number of balls goes to infinity,
                 for the numbers of boxes containing any fixed number of
                 balls, standardized in the natural way, assuming only
                 that the variances of these counts all tend to
                 infinity. The proof of this approximation is based on a
                 de-Poissonization lemma. We then review sufficient
                 conditions for the variances to tend to infinity.
                 Typically, the normal approximation does not mean
                 convergence. We show that the convergence of the full
                 vector of counts only holds under a condition of
                 regular variation, thus giving a complete
                 characterization of possible limit correlation
                 structures.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "normal approximation; occupancy problem;
                 Poissonization; regular variation",
}

@Article{Gravner:2009:LBP,
  author =       "Janko Gravner and Alexander Holroyd",
  title =        "Local Bootstrap Percolation",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "14:385--14:399",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-607",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/607",
  abstract =     "We study a variant of bootstrap percolation in which
                 growth is restricted to a single active cluster.
                 Initially there is a single {\em active} site at the
                 origin, while other sites of $ \mathbb {Z}^2 $ are
                 independently {\em occupied} with small probability
                 $p$, otherwise {\em empty}. Subsequently, an empty site
                 becomes active by contact with two or more active
                 neighbors, and an occupied site becomes active if it
                 has an active site within distance 2. We prove that the
                 entire lattice becomes active with probability $ \exp
                 [\alpha (p) / p]$, where $ \alpha (p)$ is between $ -
                 \pi^2 / 9 + c \sqrt p$ and $ - \pi^2 / 9 + C \sqrt
                 p(\log p^{-1})^3$. This corrects previous numerical
                 predictions for the scaling of the correction term.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "bootstrap percolation; cellular automaton; crossover;
                 finite-size scaling; metastability",
}

@Article{Chen:2009:NFM,
  author =       "Bo Chen and Daniel Ford and Matthias Winkel",
  title =        "A new family of {Markov} branching trees: the
                 alpha-gamma model",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "15:400--15:430",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-616",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/616",
  abstract =     "We introduce a simple tree growth process that gives
                 rise to a new two-parameter family of discrete
                 fragmentation trees that extends Ford's alpha model to
                 multifurcating trees and includes the trees obtained by
                 uniform sampling from Duquesne and Le Gall's stable
                 continuum random tree. We call these new trees the
                 alpha-gamma trees. In this paper, we obtain their
                 splitting rules, dislocation measures both in ranked
                 order and in size-biased order, and we study their
                 limiting behaviour.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Alpha-gamma tree, splitting rule, sampling
                 consistency, self-similar fragmentation, dislocation
                 measure, continuum random tree, R-tree, Markov
                 branching model",
}

@Article{Tournier:2009:IET,
  author =       "Laurent Tournier",
  title =        "Integrability of exit times and ballisticity for
                 random walks in {Dirichlet} environment",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "16:431--16:451",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-609",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/609",
  abstract =     "We consider random walks in Dirichlet random
                 environment. Since the Dirichlet distribution is not
                 uniformly elliptic, the annealed integrability of the
                 exit time out of a given finite subset is a non-trivial
                 question. In this paper we provide a simple and
                 explicit equivalent condition for the integrability of
                 Green functions and exit times on any finite directed
                 graph. The proof relies on a quotienting procedure
                 allowing for an induction argument on the cardinality
                 of the graph. This integrability problem arises in the
                 definition of Kalikow auxiliary random walk. Using a
                 particular case of our condition, we prove a refined
                 version of the ballisticity criterion given by Enriquez
                 and Sabot.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "ballisticity; Dirichlet distribution; exit time;
                 quotient graph; random walks in random environment;
                 reinforced random walks",
}

@Article{Bryc:2009:DRQ,
  author =       "W{\l}odek Bryc and Virgil Pierce",
  title =        "Duality of real and quaternionic random matrices",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "17:452--17:476",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-606",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/606",
  abstract =     "We show that quaternionic Gaussian random variables
                 satisfy a generalization of the Wick formula for
                 computing the expected value of products in terms of a
                 family of graphical enumeration problems. When applied
                 to the quaternionic Wigner and Wishart families of
                 random matrices the result gives the duality between
                 moments of these families and the corresponding real
                 Wigner and Wishart families.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Gaussian Symplectic Ensemble, quaternion Wishart,
                 moments, Mobius graphs, Euler characteristic",
}

@Article{Bahlali:2009:HSP,
  author =       "Khaled Bahlali and A. Elouaflin and Etienne Pardoux",
  title =        "Homogenization of semilinear {PDEs} with discontinuous
                 averaged coefficients",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "18:477--18:499",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-627",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/627",
  abstract =     "We study the asymptotic behavior of solutions of
                 semilinear PDEs. Neither periodicity nor ergodicity
                 will be assumed. On the other hand, we assume that the
                 coefficients have averages in the Cesaro sense. In such
                 a case, the averaged coefficients could be
                 discontinuous. We use a probabilistic approach based on
                 weak convergence of the associated backward stochastic
                 dierential equation (BSDE) in the Jakubowski
                 $S$-topology to derive the averaged PDE. However, since
                 the averaged coefficients are discontinuous, the
                 classical viscosity solution is not defined for the
                 averaged PDE. We then use the notion of ``$
                 L_p$-viscosity solution'' introduced in [7]. The
                 existence of $ L_p$-viscosity solution to the averaged
                 PDE is proved here by using BSDEs techniques.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Backward stochastic differential equations (BSDEs),
                 $L^p$-viscosity solution for PDEs, homogenization,
                 Jakubowski S-topology, limit in the Cesaro sense",
}

@Article{Denis:2009:MPC,
  author =       "Laurent Denis and Anis Matoussi and Lucretiu Stoica",
  title =        "Maximum Principle and Comparison Theorem for
                 Quasi-linear Stochastic {PDE}'s",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "19:500--19:530",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-629",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/629",
  abstract =     "We prove a comparison theorem and maximum principle
                 for a local solution of quasi-linear parabolic
                 stochastic PDEs, similar to the well known results in
                 the deterministic case. The proofs are based on a
                 version of It{\^o}'s formula and estimates for the
                 positive part of a local solution which is non-positive
                 on the lateral boundary. Moreover we shortly indicate
                 how these results generalize for Burgers type SPDEs",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Stochastic partial differential equation, It{\^o}'s
                 formula, Maximum principle, Moser's iteration",
}

@Article{Toninelli:2009:CGF,
  author =       "Fabio Toninelli",
  title =        "Coarse graining, fractional moments and the critical
                 slope of random copolymers",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "20:531--20:547",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-612",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/612",
  abstract =     "For a much-studied model of random copolymer at a
                 selective interface we prove that the slope of the
                 critical curve in the weak-disorder limit is strictly
                 smaller than 1, which is the value given by the
                 annealed inequality. The proof is based on a
                 coarse-graining procedure, combined with upper bounds
                 on the fractional moments of the partition function.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Coarse-graining; Copolymers at Selective Interfaces;
                 Fractional Moment Estimates",
}

@Article{Foondun:2009:INP,
  author =       "Mohammud Foondun and Davar Khoshnevisan",
  title =        "Intermittence and nonlinear parabolic stochastic
                 partial differential equations",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "21:548--21:568",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-614",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/614",
  abstract =     "We consider nonlinear parabolic SPDEs of the form $
                 \partial_t u = {\cal L} u + \sigma (u) \dot w $, where
                 $ \dot w $ denotes space-time white noise, $ \sigma
                 \colon R \to R $ is [globally] Lipschitz continuous,
                 and $ \cal L $ is the $ L^2$-generator of a L'evy
                 process. We present precise criteria for existence as
                 well as uniqueness of solutions. More significantly, we
                 prove that these solutions grow in time with at most a
                 precise exponential rate. We establish also that when $
                 \sigma $ is globally Lipschitz and asymptotically
                 sublinear, the solution to the nonlinear heat equation
                 is ``weakly intermittent, '' provided that the
                 symmetrization of $ \cal L$ is recurrent and the
                 initial data is sufficiently large. Among other things,
                 our results lead to general formulas for the upper
                 second-moment Liapounov exponent of the parabolic
                 Anderson model for $ \cal L$ in dimension $ (1 + 1)$.
                 When $ {\cal L} = \kappa \partial_{xx}$ for $ \kappa >
                 0$, these formulas agree with the earlier results of
                 statistical physics (Kardar (1987), Krug and Spohn
                 (1991), Lieb and Liniger (1963)), and also probability
                 theory (Bertini and Cancrini (1995), Carmona and
                 Molchanov (1994)) in the two exactly-solvable cases.
                 That is when $ u_0 = \delta_0$ or $ u_0 \equiv 1$; in
                 those cases the moments of the solution to the SPDE can
                 be computed (Bertini and Cancrini (1995)).",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Stochastic partial differential equations, Levy
                 processes",
}

@Article{Gantert:2009:STR,
  author =       "Nina Gantert and Serguei Popov and Marina
                 Vachkovskaia",
  title =        "Survival time of random walk in random environment
                 among soft obstacles",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "22:569--22:593",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-631",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/631",
  abstract =     "We consider a Random Walk in Random Environment (RWRE)
                 moving in an i.i.d. random field of obstacles. When the
                 particle hits an obstacle, it disappears with a
                 positive probability. We obtain quenched and annealed
                 bounds on the tails of the survival time in the general
                 $d$-dimensional case. We then consider a simplified
                 one-dimensional model (where transition probabilities
                 and obstacles are independent and the RWRE only moves
                 to neighbour sites), and obtain finer results for the
                 tail of the survival time. In addition, we study also
                 the ``mixed'' probability measures (quenched with
                 respect to the obstacles and annealed with respect to
                 the transition probabilities and vice-versa) and give
                 results for tails of the survival time with respect to
                 these probability measures. Further, we apply the same
                 methods to obtain bounds for the tails of hitting times
                 of Branching Random Walks in Random Environment
                 (BRWRE).",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "confinement of RWRE, survival time, quenched and
                 annealed tails, nestling RWRE, branching random walks
                 in random environment",
}

@Article{Matsui:2009:EFO,
  author =       "Muneya Matsui and Narn-Rueih Shieh",
  title =        "On the Exponentials of Fractional
                 {Ornstein--Uhlenbeck} Processes",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "23:594--23:611",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-628",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/628",
  abstract =     "We study the correlation decay and the expected
                 maximal increment (Burkholder--Davis--Gundy type
                 inequalities) of the exponential process determined by
                 a fractional Ornstein--Uhlenbeck process. The method is
                 to apply integration by parts formula on integral
                 representations of fractional Ornstein--Uhlenbeck
                 processes, and also to use Slepian's inequality. As an
                 application, we attempt Kahane's T-martingale theory
                 based on our exponential process which is shown to be
                 of long memory.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Long memory (Long range dependence), Fractional
                 Brownian motion, Fractional Ornstein--Uhlenbeck
                 process, Exponential process, Burkholder--Davis--Gundy
                 inequalities",
}

@Article{Chassagneux:2009:RCL,
  author =       "Jean-Fran{\c{c}}ois Chassagneux and Bruno Bouchard",
  title =        "Representation of continuous linear forms on the set
                 of ladlag processes and the hedging of {American}
                 claims under proportional costs",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "24:612--24:632",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-625",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/625",
  abstract =     "We discuss a d-dimensional version (for l{\`a}dl{\`a}g
                 optional processes) of a duality result by Meyer (1976)
                 between {bounded} c{\`a}dl{\`a}g adapted processes and
                 random measures. We show that it allows to establish,
                 in a very natural way, a dual representation for the
                 set of initial endowments which allow to super-hedge a
                 given American claim in a continuous time model with
                 proportional transaction costs. It generalizes a
                 previous result of Bouchard and Temam (2005) who
                 considered a discrete time setting. It also completes
                 the very recent work of Denis, De Valli{\`e}re and
                 Kabanov (2008) who studied c{\`a}dl{\`a}g American
                 claims and used a completely different approach.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "American options; Randomized stopping times;
                 transaction costs",
}

@Article{Kuwada:2009:CMM,
  author =       "Kazumasa Kuwada",
  title =        "Characterization of maximal {Markovian} couplings for
                 diffusion processes",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "25:633--25:662",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-634",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/634",
  abstract =     "Necessary conditions for the existence of a maximal
                 Markovian coupling of diffusion processes are studied.
                 A sufficient condition described as a global symmetry
                 of the processes is revealed to be necessary for the
                 Brownian motion on a Riemannian homogeneous space. As a
                 result, we find many examples of a diffusion process
                 which admits no maximal Markovian coupling. As an
                 application, we find a Markov chain which admits no
                 maximal Markovian coupling for specified starting
                 points.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Maximal coupling, Markovian coupling, diffusion
                 process, Markov chain",
}

@Article{Pinelis:2009:OTV,
  author =       "Iosif Pinelis",
  title =        "Optimal two-value zero-mean disintegration of
                 zero-mean random variables",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "26:663--26:727",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-633",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/633",
  abstract =     "For any continuous zero-mean random variable $X$, a
                 reciprocating function $r$ is constructed, based only
                 on the distribution of $X$, such that the conditional
                 distribution of $X$ given the (at-most-)two-point set $
                 \{ X, r(X) \} $ is the zero-mean distribution on this
                 set; in fact, a more general construction without the
                 continuity assumption is given in this paper, as well
                 as a large variety of other related results, including
                 characterizations of the reciprocating function and
                 modeling distribution asymmetry patterns. The mentioned
                 disintegration of zero-mean r.v.'s implies, in
                 particular, that an arbitrary zero-mean distribution is
                 represented as the mixture of two-point zero-mean
                 distributions; moreover, this mixture representation is
                 most symmetric in a variety of senses. Somewhat similar
                 representations - of any probability distribution as
                 the mixture of two-point distributions with the same
                 skewness coefficient (but possibly with different
                 means) - go back to Kolmogorov; very recently, Aizenman
                 et al. further developed such representations and
                 applied them to (anti-)concentration inequalities for
                 functions of independent random variables and to
                 spectral localization for random Schroedinger
                 operators. One kind of application given in the present
                 paper is to construct certain statistical tests for
                 asymmetry patterns and for location without symmetry
                 conditions. Exact inequalities implying conservative
                 properties of such tests are presented. These
                 developments extend results established earlier by
                 Efron, Eaton, and Pinelis under a symmetry condition.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Disintegration of measures, Wasserstein metric,
                 Kantorovich-Rubinstein theorem, transportation of
                 measures, optimal matching, most symmetric, hypothesis
                 testing, confidence regions, Student's t-test,
                 asymmetry, exact inequalities, conservative
                 properties",
}

@Article{Shkolnikov:2009:CPS,
  author =       "Mykhaylo Shkolnikov",
  title =        "Competing Particle Systems Evolving by {I.I.D.}
                 Increments",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "27:728--27:751",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-635",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/635",
  abstract =     "We consider competing particle systems in $ \mathbb
                 {R}^d $, i.e., random locally finite upper bounded
                 configurations of points in $ \mathbb {R}^d $ evolving
                 in discrete time steps. In each step i.i.d. increments
                 are added to the particles independently of the initial
                 configuration and the previous steps. Ruzmaikina and
                 Aizenman characterized quasi-stationary measures of
                 such an evolution, i.e., point processes for which the
                 joint distribution of the gaps between the particles is
                 invariant under the evolution, in case $ d = 1 $ and
                 restricting to increments having a density and an
                 everywhere finite moment generating function. We prove
                 corresponding versions of their theorem in dimension $
                 d = 1 $ for heavy-tailed increments in the domain of
                 attraction of a stable law and in dimension $ d \geq 1
                 $ for lattice type increments with an everywhere finite
                 moment generating function. In all cases we only assume
                 that under the initial configuration no two particles
                 are located at the same point. In addition, we analyze
                 the attractivity of quasi-stationary Poisson point
                 processes in the space of all Poisson point processes
                 with almost surely infinite, locally finite and upper
                 bounded configurations.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Competing particle systems, Large deviations, Spin
                 glasses",
}

@Article{Delyon:2009:EIS,
  author =       "Bernard Delyon",
  title =        "Exponential inequalities for sums of weakly dependent
                 variables",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "28:752--28:779",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-636",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/636",
  abstract =     "We give new exponential inequalities and Gaussian
                 approximation results for sums of weakly dependent
                 variables. These results lead to generalizations of
                 Bernstein and Hoeffding inequalities, where an extra
                 control term is added; this term contains conditional
                 moments of the variables.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Mixing, exponential inequality; random fields; weak
                 dependence",
}

@Article{Woodard:2009:SCT,
  author =       "Dawn Woodard and Scott Schmidler and Mark Huber",
  title =        "Sufficient Conditions for Torpid Mixing of Parallel
                 and Simulated Tempering",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "29:780--29:804",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-638",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/638",
  abstract =     "We obtain upper bounds on the spectral gap of Markov
                 chains constructed by parallel and simulated tempering,
                 and provide a set of sufficient conditions for torpid
                 mixing of both techniques. Combined with the results of
                 Woodard, Schmidler and Huber (2009), these results
                 yield a two-sided bound on the spectral gap of these
                 algorithms. We identify a persistence property of the
                 target distribution, and show that it can lead
                 unexpectedly to slow mixing that commonly used
                 convergence diagnostics will fail to detect. For a
                 multimodal distribution, the persistence is a measure
                 of how ``spiky'', or tall and narrow, one peak is
                 relative to the other peaks of the distribution. We
                 show that this persistence phenomenon can be used to
                 explain the torpid mixing of parallel and simulated
                 tempering on the ferromagnetic mean-field Potts model
                 shown previously. We also illustrate how it causes
                 torpid mixing of tempering on a mixture of normal
                 distributions with unequal covariances in $ R^M $, a
                 previously unknown result with relevance to statistical
                 inference problems. More generally, anytime a
                 multimodal distribution includes both very narrow and
                 very wide peaks of comparable probability mass,
                 parallel and simulated tempering are shown to mix
                 slowly.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Markov chain, rapid mixing, spectral gap, Metropolis
                 algorithm",
}

@Article{Schertzer:2009:SPB,
  author =       "Emmanuel Schertzer and Rongfeng Sun and Jan Swart",
  title =        "Special points of the {Brownian} net",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "30:805--30:864",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-641",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/641",
  abstract =     "The Brownian net, which has recently been introduced
                 by Sun and Swart [16], and independently by Newman,
                 Ravishankar and Schertzer [13], generalizes the
                 Brownian web by allowing branching. In this paper, we
                 study the structure of the Brownian net in more detail.
                 In particular, we give an almost sure classification of
                 each point in $ \mathbb {R}^2 $ according to the
                 configuration of the Brownian net paths entering and
                 leaving the point. Along the way, we establish various
                 other structural properties of the Brownian net.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "branching-coalescing point set.; Brownian net;
                 Brownian web",
}

@Article{Caballero:2009:ABI,
  author =       "Mar{\'\i}a Caballero and V{\'\i}ctor Rivero",
  title =        "On the asymptotic behaviour of increasing self-similar
                 {Markov} processes",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "31:865--31:894",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-637",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/637",
  abstract =     "It has been proved by Bertoin and Caballero
                 {citeBC2002} that a $ 1 / \alpha $-increasing
                 self-similar Markov process $X$ is such that $ t^{-1 /
                 \alpha }X(t)$ converges weakly, as $ t \to \infty, $ to
                 a degenerate random variable whenever the subordinator
                 associated to it via Lamperti's transformation has
                 infinite mean. Here we prove that $ \log (X(t) / t^{1 /
                 \alpha }) / \log (t)$ converges in law to a
                 non-degenerate random variable if and only if the
                 associated subordinator has Laplace exponent that
                 varies regularly at $ 0.$ Moreover, we show that $
                 \liminf_{t \to \infty } \log (X(t)) / \log (t) = 1 /
                 \alpha, $ a.s. and provide an integral test for the
                 upper functions of $ \{ \log (X(t)), t \geq 0 \} $.
                 Furthermore, results concerning the rate of growth of
                 the random clock appearing in Lamperti's transformation
                 are obtained. In particular, these allow us to
                 establish estimates for the left tail of some
                 exponential functionals of subordinators. Finally, some
                 of the implications of these results in the theory of
                 self-similar fragmentations are discussed.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "self-similar Markov processes",
}

@Article{Meester:2009:USD,
  author =       "Ronald Meester and Anne Fey-den Boer and Haiyan Liu",
  title =        "Uniqueness of the stationary distribution and
                 stabilizability in {Zhang}'s sandpile model",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "32:895--32:911",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-640",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/640",
  abstract =     "We show that Zhang's sandpile model $ (N, [a, b]) $ on
                 $N$ sites and with uniform additions on $ [a, b]$ has a
                 unique stationary measure for all $ 0 \leq a < b \leq
                 1$. This generalizes earlier results of {citeanne}
                 where this was shown in some special cases. We define
                 the infinite volume Zhang's sandpile model in dimension
                 $ d \geq 1$, in which topplings occur according to a
                 Markov toppling process, and we study the
                 stabilizability of initial configurations chosen
                 according to some measure $ m u$. We show that for a
                 stationary ergodic measure $ \mu $ with density $ \rho
                 $, for all $ \rho < \frac {1}{2}$, $ \mu $ is
                 stabilizable; for all $ \rho \geq 1$, $ \mu $ is not
                 stabilizable; for $ \frac {1}{2} \leq \rho < 1$, when $
                 \rho $ is near to $ \frac {1}{2}$ or $1$, both
                 possibilities can occur.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Sandpile, stationary distribution, coupling, critical
                 density, stabilizability",
}

@Article{Appleby:2009:SSD,
  author =       "John Appleby and Huizhong Wu",
  title =        "Solutions of Stochastic Differential Equations obeying
                 the Law of the Iterated Logarithm, with applications to
                 financial markets",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "33:912--33:959",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-642",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/642",
  abstract =     "By using a change of scale and space, we study a class
                 of stochastic differential equations (SDEs) whose
                 solutions are drift--perturbed and exhibit asymptotic
                 behaviour similar to standard Brownian motion. In
                 particular sufficient conditions ensuring that these
                 processes obey the Law of the Iterated Logarithm (LIL)
                 are given. Ergodic--type theorems on the average growth
                 of these non-stationary processes, which also depend on
                 the asymptotic behaviour of the drift coefficient, are
                 investigated. We apply these results to inefficient
                 financial market models. The techniques extend to
                 certain classes of finite--dimensional equation.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Brownian motion; inefficient market; Law of the
                 Iterated Logarithm; Motoo's theorem; stationary
                 processes; stochastic comparison principle; stochastic
                 differential equations",
}

@Article{Nagahata:2009:CLT,
  author =       "Yukio Nagahata and Nobuo Yoshida",
  title =        "{Central Limit Theorem} for a Class of Linear
                 Systems",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "34:960--34:977",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-644",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/644",
  abstract =     "We consider a class of interacting particle systems
                 with values in $ [0, \infty)^{\mathbb {Z}^d} $, of
                 which the binary contact path process is an example.
                 For $ d \geq 3 $ and under a certain square
                 integrability condition on the total number of the
                 particles, we prove a central limit theorem for the
                 density of the particles, together with upper bounds
                 for the density of the most populated site and the
                 replica overlap.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "central limit theorem, linear systems, binary contact
                 path process, diffusive behavior, delocalization",
}

@Article{Dedecker:2009:RCM,
  author =       "J{\'e}r{\^o}me Dedecker and Florence Merlev{\`e}de and
                 Emmanuel Rio",
  title =        "Rates of convergence for minimal distances in the
                 central limit theorem underprojective criteria",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "35:978--35:1011",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-648",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/648",
  abstract =     "In this paper, we give estimates of ideal or minimal
                 distances between the distribution of the normalized
                 partial sum and the limiting Gaussian distribution for
                 stationary martingale difference sequences or
                 stationary sequences satisfying projective criteria.
                 Applications to functions of linear processes and to
                 functions of expanding maps of the interval are
                 given.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Minimal and ideal distances, rates of convergence,
                 Martingale difference sequences,",
}

@Article{Masson:2009:GEP,
  author =       "Robert Masson",
  title =        "The growth exponent for planar loop-erased random
                 walk",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "36:1012--36:1073",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-651",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/651",
  abstract =     "We give a new proof of a result of Kenyon that the
                 growth exponent for loop-erased random walks in two
                 dimensions is 5/4. The proof uses the convergence of
                 LERW to Schramm--Loewner evolution with parameter 2,
                 and is valid for irreducible bounded symmetric random
                 walks on any two dimensional discrete lattice.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "loop-erased random walk; Random walk; Schramm--Loewner
                 evolution",
}

@Article{Hambly:2009:ENV,
  author =       "Ben Hambly and Lisa Jones",
  title =        "Erratum to {``Number Variance from a probabilistic
                 perspective, infinite systems of independent Brownian
                 motions and symmetric $ \alpha $-stable processes''}",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "37:1074--37:1079",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-658",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  note =         "See \cite{Hambly:2007:NVP}.",
  URL =          "http://ejp.ejpecp.org/article/view/658",
  abstract =     "In our original paper, we provide an expression for
                 the variance of the counting functions associated with
                 the spatial particle configurations formed by infinite
                 systems of independent symmetric alpha-stable
                 processes. The formula (2.3) of the original paper, is
                 in fact the correct expression for the expected
                 conditional number variance. This is equal to the full
                 variance when L is a positive integer multiple of the
                 parameter a but, in general, the full variance has an
                 additional bounded fluctuating term. The main results
                 of the paper still hold for the full variance itself,
                 although some of the proofs require modification in
                 order to incorporate this change.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Number variance, symmetric $\alpha$-stable processes,
                 controlled variability, Gaussian fluctuations,
                 functional limits, long memory, Gaussian processes,
                 fractional Brownian motion",
}

@Article{Schuhmacher:2009:DED,
  author =       "Dominic Schuhmacher",
  title =        "Distance estimates for dependent thinnings of point
                 processes with densities",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "38:1080--38:1116",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-643",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/643",
  abstract =     "In [Schuhmacher, Electron. J. Probab. 10 (2005),
                 165--201] estimates of the Barbour--Brown distance $
                 d_2 $ between the distribution of a thinned point
                 process and the distribution of a Poisson process were
                 derived by combining discretization with a result based
                 on Stein's method. In the present article we
                 concentrate on point processes that have a density with
                 respect to a Poisson process, for which we can apply a
                 corresponding result directly without the detour of
                 discretization. This enables us to obtain better and
                 more natural bounds in the $ d_2$-metric, and for the
                 first time also bounds in the stronger total variation
                 metric. We give applications for thinning by covering
                 with an independent Boolean model and ``Matern type I''
                 thinning of fairly general point processes. These
                 applications give new insight into the respective
                 models, and either generalize or improve earlier
                 results.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Barbour--Brown distance; point process; point process
                 density; Poisson process approximation; random field;
                 Stein's method; thinning; total variation distance",
}

@Article{Hutzenthaler:2009:VIM,
  author =       "Martin Hutzenthaler",
  title =        "The {Virgin Island} Model",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "39:1117--39:1161",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-646",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/646",
  abstract =     "A continuous mass population model with local
                 competition is constructed where every emigrant
                 colonizes an unpopulated island. The population founded
                 by an emigrant is modeled as excursion from zero of an
                 one-dimensional diffusion. With this excursion measure,
                 we construct a process which we call Virgin Island
                 Model. A necessary and sufficient condition for
                 extinction of the total population is obtained for
                 finite initial total mass.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "branching populations; Crump-Mode-Jagers process;
                 excursion measure; extinction; general branching
                 process; local competition; survival; Virgin Island
                 Model",
}

@Article{Redig:2009:CIM,
  author =       "Frank Redig and Jean Rene Chazottes",
  title =        "Concentration inequalities for {Markov} processes via
                 coupling",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "40:1162--40:1180",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-657",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/657",
  abstract =     "We obtain moment and Gaussian bounds for general
                 coordinate-wise Lipschitz functions evaluated along the
                 sample path of a Markov chain. We treat Markov chains
                 on general (possibly unbounded) state spaces via a
                 coupling method. If the first moment of the coupling
                 time exists, then we obtain a variance inequality. If a
                 moment of order $ 1 + a $ $ (a > 0) $ of the coupling
                 time exists, then depending on the behavior of the
                 stationary distribution, we obtain higher moment
                 bounds. This immediately implies polynomial
                 concentration inequalities. In the case that a moment
                 of order $ 1 + a $ is finite, uniformly in the starting
                 point of the coupling, we obtain a Gaussian bound. We
                 illustrate the general results with house of cards
                 processes, in which both uniform and non-uniform
                 behavior of moments of the coupling time can occur.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "concentration inequalities, coupling, Markov
                 processes",
}

@Article{Hu:2009:CTM,
  author =       "Zhishui Hu and Qi-Man Shao and Qiying Wang",
  title =        "Cram{\'e}r Type Moderate deviations for the Maximum of
                 Self-normalized Sums",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "41:1181--41:1197",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-663",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/663",
  abstract =     "Let $ \{ X, X_i, i \geq 1 \} $ be i.i.d. random
                 variables, $ S_k $ be the partial sum and $ V_n^2 =
                 \sum_{1 \leq i \leq n} X_i^2 $. Assume that $ E(X) = 0
                 $ and $ E(X^4) < \infty $. In this paper we discuss the
                 moderate deviations of the maximum of the
                 self-normalized sums. In particular, we prove that $
                 P(\max_{1 \leq k \leq n} S_k \geq x V_n) / (1 - \Phi
                 (x)) \to 2 $ uniformly in $ x \in [0, o(n^{1 / 6}))
                 $.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Large deviation, moderate deviation, self-normalized
                 maximal sum",
}

@Article{Luschgy:2009:EGP,
  author =       "Harald Luschgy and Gilles Pag{\`e}s",
  title =        "Expansions for {Gaussian} Processes and {Parseval}
                 Frames",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "42:1198--42:1221",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-649",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/649",
  abstract =     "We derive a precise link between series expansions of
                 Gaussian random vectors in a Banach space and Parseval
                 frames in their reproducing kernel Hilbert space. The
                 results are applied to pathwise continuous Gaussian
                 processes and a new optimal expansion for fractional
                 Ornstein--Uhlenbeck processes is derived.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Gaussian process, series expansion, Parseval frame,
                 optimal expansion, fractional Ornstein--Uhlenbeck
                 process",
}

@Article{Dereich:2009:RNS,
  author =       "Steffen Dereich and Peter M{\"o}rters",
  title =        "Random networks with sublinear preferential
                 attachment: Degree evolutions",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "43:1222--43:1267",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-647",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/647",
  abstract =     "We define a dynamic model of random networks, where
                 new vertices are connected to old ones with a
                 probability proportional to a sublinear function of
                 their degree. We first give a strong limit law for the
                 empirical degree distribution, and then have a closer
                 look at the temporal evolution of the degrees of
                 individual vertices, which we describe in terms of
                 large and moderate deviation principles. Using these
                 results, we expose an interesting phase transition: in
                 cases of strong preference of large degrees, eventually
                 a single vertex emerges forever as vertex of maximal
                 degree, whereas in cases of weak preference, the vertex
                 of maximal degree is changing infinitely often. Loosely
                 speaking, the transition between the two phases occurs
                 in the case when a new edge is attached to an existing
                 vertex with a probability proportional to the root of
                 its current degree.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "Barabasi-Albert model; degree distribution; dynamic
                 random graphs; large deviation principle; maximal
                 degree; moderate deviation principle; sublinear
                 preferential attachment",
}

@Article{Joseph:2009:FQM,
  author =       "Mathew Joseph",
  title =        "Fluctuations of the quenched mean of a planar random
                 walk in an i.i.d. random environment with forbidden
                 direction",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "44:1268--44:1289",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-655",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/655",
  abstract =     "We consider an i.i.d. random environment with a strong
                 form of transience on the two dimensional integer
                 lattice. Namely, the walk always moves forward in the
                 y-direction. We prove an invariance principle for the
                 quenched expected position of the random walk indexed
                 by its level crossing times. We begin with a variation
                 of the Martingale Central Limit Theorem. The main part
                 of the paper checks the conditions of the theorem for
                 our problem.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "central limit theorem; Green function; invariance
                 principle; random walk in random environment",
}

@Article{Rath:2009:ERR,
  author =       "Balazs Rath and Balint Toth",
  title =        "{Erd{\H{o}}s--R{\'e}nyi} random graphs $+$ forest
                 fires $=$ self-organized criticality",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "45:1290--45:1327",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-653",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/653",
  abstract =     "We modify the usual Erd{\H{o}}s--R{\'e}nyi random
                 graph evolution by letting connected clusters 'burn
                 down' (i.e., fall apart to disconnected single sites)
                 due to a Poisson flow of lightnings. In a range of the
                 intensity of rate of lightnings the system sticks to a
                 permanent.",
  acknowledgement = ack-nhfb,
  fjournal =     "Electronic Journal of Probability",
  journal-URL =  "http://ejp.ejpecp.org/",
  keywords =     "forest fire model, Erd{\H{o}}s--R{\'e}nyi random
                 graph, Smoluchowski coagulation equations,
                 self-organized criticality",
}

@Article{Bojdecki:2009:OTB,
  author =       "Tomasz Bojdecki and Luis Gorostiza and Anna
                 Talarczyk",
  title =        "Occupation times of branching systems with initial
                 inhomogeneous {Poisson} states and related
                 superprocesses",
  journal =      j-ELECTRON-J-PROBAB,
  volume =       "14",
  pages =        "46:1328--46:1371",
  year =         "2009",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/EJP.v14-665",
  ISSN =         "1083-6489",
  ISSN-L =       "1083-6489",
  bibdate =      "Mon Sep 1 19:06:47 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/ejp.bib",
  URL =          "http://ejp.ejpecp.org/article/view/665",
  abstract =     "The $ (d, \alpha, \beta, \gamma)$-branching particle
                 system consists of particles moving in $ \mathbb {R}^d$
                 according to a symmetric $ \alpha $-stable L{\'e}vy
                 process $ (0 < \alpha \leq 2)$, splitting with a
                 critical $ (1 + \beta)$-branching law $ (0 < \beta \leq
                 1)$, and starting from an inhomogeneous Poisson random
                 measure with intensity measure $ \mu_\gamma (d x) = d x
                 / (1 + |x|^\gamma), \gamma \geq 0$. By means of time
                 rescaling $T$ and Poisson intensity measure $ H_T
                 \mu_\gamma $, occupation time fluctuation limits for
                 the system as $ T \to \infty $ have be