Articles 1 to 50 of 124

31 Oct

arXiv:0710.5931 Free Bessel laws. Teodor Banica, Serban Belinschi, Mireille Capitaine, Benoit Collins. math.PR (math.QA).

31 Oct

arXiv:0710.5872 Implementing Quasi-Monte Carlo Simulations with Linear Transformations. Piergiacomo Sabino (Dipartimento di Matematica Università degli Studi di Bari). math.PR (stat.CO).

31 Oct

arXiv:0710.5854 Lingering random walks in random environment on a strip. Erwin Bolthausen, Ilya Goldsheid. math.PR.

31 Oct

arXiv:0710.5826 On a random recursion related to absorption times of death Markov chains. Alex Iksanov, Martin Möhle. math.PR (math.ST stat.TH).

30 Oct

arXiv:0710.5745 Random Walk on a Surface Group: Boundary Behavior of the Green's Function at the Spectral Radius. Steven P. Lalley. math.PR (math.GR).

30 Oct

arXiv:0710.5639 Central and non-central limit theorems for weighted power variations of fractional Brownian motion. Ivan Nourdin (PMA), David Nualart, Ciprian Tudor (CES, SAMOS). math.PR.

30 Oct

arXiv:0710.5602 The two-type Richardson model with unbounded initial configurations. Maria Deijfen, Olle Häggström. IMS-AAP-AAP440. Annals of Applied Probability 2007, Vol. 17, No. 5-6, 1639-1656. math.PR.

30 Oct

arXiv:0710.5594 Minimal $f^q$-martingale measures for exponential Lévy processes. Monique Jeanblanc, Susanne Klöppel, Yoshio Miyahara. IMS-AAP-AAP439. Annals of Applied Probability 2007, Vol. 17, No. 5,6, 1615-1638. math.PR.

30 Oct

arXiv:0710.5577 Large deviations associated with Poisson--Dirichlet distribution and Ewens sampling formula. Shui Feng. IMS-AAP-AAP435. Annals of Applied Probability 2007, Vol. 17, No. 5,6, 1570-1595. math.PR.

29 Oct

arXiv:0710.5485 Mild Solutions for a Class of Fractional SPDEs and Their Sample Paths. Marta Sanz-Solé, Pierre-A. Vuillermot. math.PR.

29 Oct

arXiv:0710.5434 Limit theorems for bifurcating Markov chains. Application to the detection of cellular aging. Julien Guyon. IMS-AAP-AAP432. Annals of Applied Probability 2007, Vol. 17, No. 5,6, 1538-1569. math.PR.

29 Oct

arXiv:0710.5404 Stationary distribution for dioecious branching particle systems with rapid stirring. Feng Yu. IMS-AAP-AAP0227. Annals of Applied Probability 2007, Vol. 17, No. 5-6, 1508-1537. math.PR.

29 Oct

arXiv:0710.5380 Coexistence in locally regulated competing populations and survival of branching annihilating random walk. Jochen Blath, Alison Etheridge, Mark Meredith. IMS-AAP-AAP0226. Annals of Applied Probability 2007, Vol. 17, No. 5,6, 1474-1507. math.PR.

27 Oct

arXiv:0710.5185 Ergodicity and hydrodynamic limits for an epidemic model. Lamia Belhadji. math.PR.

26 Oct

arXiv:0710.5144 Forecasting for stationary binary time series. Gusztav Morvai, Benjamin Weiss. Acta Appl. Math. 79 (2003), no. 1-2, 25--34. math.PR.

26 Oct

arXiv:0710.5025 From the Prékopa-Leindler inequality to modified logarithmic Sobolev inequality. Ivan Gentil (CEREMADE). math.PR.

26 Oct

arXiv:0710.5024 On fractional Ornstein-Uhlenbeck processes. Terhi Kaarakka, Paavo Salminen. math.PR.

26 Oct

arXiv:0710.4997 Age-structured Trait Substitution Sequence Process and Canonical Equation. Sylvie Méléard (CMAP), Viet Chi Tran (LPP). math.PR (q-bio.PE).

26 Oct

arXiv:0710.4982 First to Market is not Everything: an Analysis of Preferential Attachment with Fitness. Christian Borgs, Jennifer Chayes, Constantinos Daskalakis, Sebastien Roch. math.PR.

25 Oct

arXiv:0710.4847 Bayesian sequential change diagnosis. Savas Dayanik, Christian Goulding, H. Vincent Poor. math.PR (cs.IT math.ST stat.TH).

25 Oct

arXiv:0710.4651 Strong recurrence for branching Markov chains. Sebastian Müller. math.PR.

24 Oct

arXiv:0710.4589 Limit theorems for maximum flows on a lattice. Yu Zhang. math.PR.

24 Oct

arXiv:0710.4483 Correction to "The divergence of Banach space valued random variables on Wiener space", Prob. Th. Rel. Fields 132, 291-320 (2005). E. Mayer-Wolf, M. Zakai. math.PR.

24 Oct

arXiv:0710.4427 On the disconnection of a discrete cylinder by a biased random walk. David Windisch. math.PR.

24 Oct

arXiv:0710.4394 Markovian perturbation, response and fluctuation dissipation theorem. Amir Dembo, Jean-Dominique Deuschel. math.PR (physics.math-ph).

24 Oct

arXiv:0710.4392 Kernel estimation of Greek weights by parameter randomization. Romuald Elie, Jean-David Fermanian, Nizar Touzi. IMS-AAP-AAP431. Annals of Applied Probability 2007, Vol. 17, No. 4, 1399-1423. math.PR.

24 Oct

arXiv:0710.4389 Dynamic importance sampling for queueing networks. Paul Dupuis, Ali Devin Sezer, Hui Wang. IMS-AAP-AAP0225. Annals of Applied Probability 2007, Vol. 17, No. 4, 1306-1346. math.PR.

23 Oct

arXiv:0710.4259 Ergodicity of Langevin Processes with Degenerate Diffusion in Momentums. Nawaf Bou-Rabee, Houman Owhadi. math.PR.

22 Oct

arXiv:0710.4106 Cash Sub-additive Risk Measures and Interest Rate Ambiguity. Nicole El Karoui, Claudia Ravanelli. math.PR.

22 Oct

arXiv:0710.4051 On the capacity achieving covariance matrix for Rician MIMO channels: an asymptotic approach. Julien Dumont (IGM-LabInfo), W. Hachem (LTCI), Samson Lasaulce (LSS), Philippe Loubaton (IGM-LabInfo), Jamal Najim (LTCI). math.PR.

22 Oct

arXiv:0710.3959 The t copula with Multiple Parameters of Degrees of Freedom: Bivariate Characteristics and Application to Risk Management. Xiaolin Luo, Pavel V. Shevchenko. CMIS #2593. math.PR.

21 Oct

arXiv:0710.3952 The fractional stochastic heat equation on the circle: Time regularity and potential theory. Eulalia Nualart, Frederi Viens. math.PR.

19 Oct

arXiv:0710.3792 Approximating critical parameters of branching random walks. Daniela Bertacchi, Fabio Zucca. math.PR.

19 Oct

arXiv:0710.3775 On classifying processes. Gusztav Morvai, Benjamin Weiss. Bernoulli 11 (2005), no. 3, pp. 523--532. math.PR.

19 Oct

arXiv:0710.3773 Limitations on intermittent forecasting. Gusztav Morvai, Benjamin Weiss. Statist. Probab. Lett. 72 (2005), no. 4, 285--290. math.PR.

19 Oct

arXiv:0710.3760 Guessing the output of a stationary binary time series. Gusztav Morvai. Foundations of statistical inference (Shoresh, 2000), 207--215, Contrib. Statist., Physica, Heidelberg, 2003. math.PR.

31 Oct

arXiv:0710.5935 On Optimality Properties of the Shiryaev-Roberts Procedure. Moshe Pollak (The Hebrew University of Jerusalem), Alexander G. Tartakovsky (University of Southern California). math.ST (math.PR stat.TH).

31 Oct

arXiv:0710.5900 Exponential inequalities for empirical unbounded context trees. Antonio Galves, Florencia Leonardi. math.ST (math.PR stat.TH).

31 Oct

arXiv:0710.5879 Some aspects of extreme value theory under serial dependence. Holger Drees. 2007-05. math.ST (math.PR stat.ME stat.TH).

30 Oct

arXiv:0710.5687 The random case of Conley's theorem: III. Random semiflow case and Morse decomposition. Zhenxin Liu. Nonlinearity 20 (2007), 2773--2791. math.DS (math.PR).

30 Oct

arXiv:0710.5683 The random case of Conley's theorem: II. The complete Lyapunov function. Zhenxin Liu. Nonlinearity 20 (2007), 1017--1030. math.DS (math.PR).

29 Oct

arXiv:0710.5419 Another Look at AR(1). Steven R. Finch. math.DS (math.PR math.ST stat.TH).

23 Oct

arXiv:0710.4175 Integral means spectrum of random conformal snowflakes. D. Beliaev. math.CV (math.PR).

22 Oct

arXiv:0710.4117 From the entropy to the statistical structure of spike trains. Yun Gao, Ioannis Kontoyiannis, Elie Bienenstock. In Proceedings of the 2006 International Symposium on Information Theory, Seattle, WA, July 2006. q-bio.NC (cs.IT math.PR stat.AP).

22 Oct

arXiv:0710.4076 Some information-theoretic computations related to the distribution of prime numbers. Ioannis Kontoyiannis. cs.IT (math.NT math.PR).

22 Oct

arXiv:0710.4041 Area limit laws for symmetry classes of staircase polygons. Christoph Richard, Uwe Schwerdtfeger, Bhalchandra Thatte. math.CO (math.PR).

21 Oct

arXiv:0710.3928 Message passing for the coloring problem: Gallager meets Alon and Kahale. Sonny Ben-Shimon, Dan Vilenchik. math.CO (math.PR).

20 Oct

arXiv:0710.3892 Maturity-independent risk measures. Thaleia Zariphopoulou, Gordan Zitkovic. math.OC (math.PR).

19 Oct

arXiv:0710.3781 Wireless Network Information Flow. A. S. Avestimehr, S. N. Diggavi, D. N. C. Tse. cs.IT (math.CO math.PR).

19 Oct

arXiv:0710.3777 A Deterministic Approach to Wireless Relay Networks. A. S. Avestimehr, S. N. Diggavi, D. N. C. Tse. cs.IT (math.CO math.PR).

Articles 1 to 50 of 124

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