Found 46 Documents (Results 1–46)
Estimates of random walk exit probabilities and application to loop-erased random walk. (English) Zbl 1110.60046
On Cauchy-Dirichlet problem in half-space for linear integro-differential equations in weighted Hölder spaces. (English) Zbl 1110.60079
MSC:
60J75
35R60
A rate-optimal trigonometric series expansion of the fractional Brownian motion. (English) Zbl 1109.60032
Representation theorems for interacting Moran models, interacting Fisher-Wright diffusions and applications. (English) Zbl 1109.60082
A martingale proof of Dobrushin’s theorem for non-homogeneous Markov chains. (English) Zbl 1111.60057
Competing super-Brownian motions as limits of interacting particle systems. (English) Zbl 1111.60030
Differential operators and spectral distributions of invariant ensembles from the classical orthogonal polynomials: the discrete case. (English) Zbl 1110.60091
Dynamic scheduling of a parallel server system in heavy traffic with complete resource pooling: asymptotic optimality of a threshold policy. (English) Zbl 1109.60075
Sample path large deviations principles for Poisson shot noise processes, and applications. (English) Zbl 1109.60017
Equilibrium fluctuations for a one-dimensional interface in the solid on solid approximation. (English) Zbl 1109.60086
On Lévy processes conditioned to stay positive. (English) Zbl 1109.60039
Electron. J. Probab. 10, Paper No. 28, 948-961 (2005); correction ibid. 13, 1-4 (2008).
On the hedging of American options in discrete time markets with proportional transaction costs. (English) Zbl 1119.91042
Large deviations for local times of stable processes and stable random walks in 1 dimension. (English) Zbl 1109.60016
Logarithmic Sobolev inequality for zero-range dynamics: independence of the number of particles. (English) Zbl 1109.60080
A central limit theorem for weighted averages of spins in the high temperature region of the Sherrington-Kirkpatrick model. (English) Zbl 1110.60017
The time for a critical nearest particle system to reach equilibrium starting with a large gap. (English) Zbl 1111.60078
Convergence in fractional models and applications. (English) Zbl 1070.60022
Reviewer: Andreas Martin (Heidelberg)
Return probabilities of a simple random walk on percolation clusters. (English) Zbl 1070.60067
Reviewer: René L. Schilling (Marburg)
Diffusive long-time behavior of Kawasaki dynamics. (English) Zbl 1083.60077
Reviewer: Alessandro Pellegrinotti (Roma)
A connection between Gaussian processes and Markov processes. (English) Zbl 1081.60015
Reviewer: B. P. Harlamov (St. Peterburg)
Distance estimates for Poisson process approximations of dependent thinnings. (English) Zbl 1071.60034
Reviewer: Evgueni Spodarev (Ulm)
An almost sure invariance principle for renormalized intersection local times. (English) Zbl 1084.60021
Reviewer: Herold Dehling (Bochum)
Large deviations asymptotics and the spectral theory of multiplicatively regular Markov processes. (English) Zbl 1079.60067
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