Articles 1 to 50 of 109

29 Feb

arXiv:0802.4434 Asymptotic analysis of a fluid model modulated by an $M/M/1$ queue. Charles Knessl, Diego Dominici. math.PR (math.CA).

29 Feb

arXiv:0802.4411 Positive stochastic volatility simulation. William Halley, Simon J. A. Malham, Anke Wiese. math.PR (math.NA).

29 Feb

arXiv:0802.4311 Multistep Bayesian strategy in coin-tossing games and its application to asset trading games in continuous time. Kei Takeuchi, Masayuki Kumon, Akimichi Takemura. math.PR.

28 Feb

arXiv:0802.4183 Orbit measures and interlaced determinantal point processes. Manon Defosseux (PMA). math.PR.

28 Feb

arXiv:0802.4141 Good deal bounds induced by shortfall risk. Takuji Arai. math.PR.

27 Feb

arXiv:0802.4060 Exit problem of a two-dimensional risk process from the quadrant: exact and asymptotic results. Florin Avram, Zbigniew Palmowski, Martijn Pistorius. math.PR.

27 Feb

arXiv:0802.3956 The smallest singular value of a random rectangular matrix. Mark Rudelson, Roman Vershynin. math.PR (math.FA).

27 Feb

arXiv:0802.3946 A Link between Binomial Parameters and Means of Bounded Random Variables. Xinjia Chen. math.PR (math.ST stat.TH).

26 Feb

arXiv:0802.3934 Stochastic Tamed 3D Navier-Stokes Equations: Existence, Uniqueness and Ergodicity. Michael Röckner, Xicheng Zhang. math.PR (math.DS).

26 Feb

arXiv:0802.3761 Asymptotically optimal quantization schemes for Gaussian processes. Harald Luschgy, Gilles Pagès (PMA), Benedikt Wilbertz. math.PR.

25 Feb

arXiv:0802.3654 Random walk on a discrete torus and random interlacements. David Windisch. math.PR.

25 Feb

arXiv:0802.3638 Veraverbeke's theorem at large - On the maximum of some processes with negative drift and heavy tail innovations. Philippe Barbe (CNRS), Bill McCormick (UGA). math.PR.

25 Feb

arXiv:0802.3585 On Equilibrium Prices in Continuous Time. V. Filipe Martins-da-Rocha, Frank Riedel. math.PR.

24 Feb

arXiv:0802.3519 The time constant vanishes only on the percolation cone in directed first passage percolation. Yu Zhang. math.PR.

24 Feb

arXiv:0802.3487 Reconstruction of Random Colourings. Allan Sly. math.PR.

24 Feb

arXiv:0802.3485 The waiting time for m mutations. Jason Schweinsberg. math.PR.

23 Feb

arXiv:0802.3467 The Aizenman-Sims-Starr and Guerra's schemes for the SK model with multidimensional spins. Anton Bovier, Anton Klimovsky. math.PR (physics.math-ph).

23 Feb

arXiv:0802.3455 A Truncation Approach for Fast Computation of Distribution Functions. Xinjia Chen. math.PR (stat.CO).

23 Feb

arXiv:0802.3436 On a nonhierarchical version of the Generalized Random Energy Model. II. Ultrametricity. Erwin Bolthausen, Nicola Kistler. math.PR.

22 Feb

arXiv:0802.3410 Moment problems and boundaries of number triangles. Alexander Gnedin, Jim Pitman. math.PR.

22 Feb

arXiv:0802.3356 A change of variable formula with Itô correction term. Krzysztof Burdzy, Jason Swanson. math.PR.

22 Feb

arXiv:0802.3307 Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case H=1/4. Ivan Nourdin (PMA), Anthony Réveillac (LMA). math.PR.

22 Feb

arXiv:0802.3296 A model of continuous time polymer on the lattice. David Marquez-Carreras, Carles Rovira, Samy Tindel. math.PR.

22 Feb

arXiv:0802.3255 Relationship between stochastic flows and connection forms. M. Neklyudov. math.PR (math.DG).

21 Feb

arXiv:0802.3145 The Virgin Island Model. Martin Hutzenthaler. math.PR.

21 Feb

arXiv:0802.3154 Scaling limits of (1+1)-dimensional pinning models with Laplacian interaction. Francesco Caravenna, Jean-Dominique Deuschel. math.PR.

21 Feb

arXiv:0802.3112 Multiple Stratonovich integral and Hu--Meyer formula for Lévy processes. Mercè Farré, Maria Jolis, Frederic Utzet. math.PR.

21 Feb

arXiv:0802.2998 Spectral representation of some non stationary alpha-stable processes. Nourddine Azzaoui (IMB). math.PR (math.ST stat.TH).

20 Feb

arXiv:0802.2901 Stochastic 2-D Navier-Stokes Equation with Artificial Compressibility. Utpal Manna, Jose-Luis Menaldi, Sivaguru S. Sritharan. Communications on Stochastic Analysis, Vol. 1, No. 1 (2007) 123-139. math.PR.

19 Feb

arXiv:0802.2693 Proof(s) of the Lamperti representation of Continuous-State Branching Processes. Maria-Emilia Caballero, Amaury Lambert (CMAP, FESE), Geronimo Uribe Bravo. math.PR.

19 Feb

arXiv:0802.2645 Complete moment and integral convergence for sums of negatively associated random variables. Han-Ying Liang, Deli Li, Andrew Rosalsky. IMS-PS-PS_2008_125. math.PR.

19 Feb

arXiv:0802.2641 Coupling-cutoffs for random walks on the hypercube. Stephen Connor. math.PR.

19 Feb

arXiv:0802.2592 On the Shuffling Algorithm for Domino Tilings. Eric Nordenstam. math.PR.

18 Feb

arXiv:0802.2495 Construction of a stationary FIFO queue with impatient customers. Pascal Moyal. math.PR.

18 Feb

arXiv:0802.2491 Ballot theorems for random walks with finite variance. L. Addario-Berry, B. A. Reed. math.PR.

18 Feb

arXiv:0802.2478 Markov loops and renormalization. Yves Le Jan (LM-Orsay). math.PR.

17 Feb

arXiv:0802.2373 Rational functions associated with the white noise space and related topics. Daniel Alpay, David Levanony. math.PR (math.CV).

28 Feb

arXiv:0802.4294 A measure-conjugacy invariant for free group actions. Lewis Bowen. math.DS (math.PR).

28 Feb

arXiv:0802.4226 Limits laws for geometric means of free positive random variables. Gabriel H. Tucci. math.OA (math.PR).

25 Feb

arXiv:0802.3594 Strong solutions for stochastic porous media equations with jumps. Viorel Barbu, Carlo Marinelli. math.AP (math.PR).

24 Feb

arXiv:0802.3539 Interval Estimation of Bounded Variable Means via Inverse Sampling. Xinjia Chen. math.ST (math.PR stat.ME stat.TH).

24 Feb

arXiv:0802.3514 On the locality of the Prüfer code. Craig Lennon. math.CO (math.PR).

23 Feb

arXiv:0802.3458 A Simple Formula for Constructing Confidence Interval for the Mean of Bounded Random Variables. Xinjia Chen. math.ST (math.PR stat.AP stat.TH).

22 Feb

arXiv:0802.3320 The subelliptic heat kernel on SU(2): Representations, Asymptotics and Gradient bounds. Fabrice Baudoin, Michel Bonnefont. math.AP (math.PR).

19 Feb

arXiv:0802.2705 Measures and their random reals. Jan Reimann, Theodore A. Slaman. math.LO (math.PR).

19 Feb

arXiv:0802.2691 The height of watermelons with wall. Thomas Feierl. math.CO (math.PR physics.math-ph physics.stat-mech).

19 Feb

arXiv:0802.2619 On the time to reach maximum for a variety of constrained Brownian motions. Satya. N. Majumdar (LPTMS), Julien Randon-Furling (LPTMS), Michael J. Kearney, Marc Yor (PMA). physics.stat-mech (math.PR).

19 Feb

arXiv:0802.2587 Order-Optimal Consensus through Randomized Path Averaging. F. Benezit, A. G. Dimakis, P. Thiran, M. Vetterli. cs.IT (cs.NI math.PR).

18 Feb

arXiv:0802.2280 Harmonic measure and winding of random conformal paths: A Coulomb gas perspective. Bertrand Duplantier, Ilia Binder. physics.stat-mech (math.PR physics.math-ph).

15 Feb

arXiv:0802.2297 Non commutative conditional expectations, prediction and a new look at some quantum paradoxes. Henryk Gzyl. physics.math-ph (math.PR).

Articles 1 to 50 of 109

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