Annals of probability: An official journal of the Institute of Mathematical Statistics

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  Año 2016, Vol. 44, Número 4

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    Matricial model for the free multiplicative convolution

    Guillaume Cébron

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    págs. 2427-2478

    
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    Sharp nonasymptotic bounds on the norm of random matrices with independent entries

    Afonso S. Bandeira, Ramon Van Handel

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    págs. 2479-2506

    
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    Viscosity solutions of fully nonlinear parabolic path dependent PDEs: Part II

    Ibrahim Ekren, Nizar Touzi, Jianfeng Zhang

    • Resumen
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    págs. 2507-2553

    
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    On probability laws of solutions to differential systems driven by a fractional Brownian motion

    Fabrice Baudoin, Eulalia Nualart , C. Ouyang, Samy Tindel

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    págs. 2554-2590

    
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    Smoluchowski–Kramers approximation and large deviations for infinite-dimensional nongradient systems with applications to the exit problem

    Sandra Cerrai, Michael Salins

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    págs. 2591-2642

    
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    An infinite-dimensional approach to path-dependent Kolmogorov equations

    Franco Flandoli, Giovanni Zanco

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    págs. 2643-2693

    
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    Improper Poisson line process as SIRSN in any dimension

    Jonas Kahn

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    págs. 2694-2725

    
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    Limits of spiked random matrices II

    Alex Bloemendal, Bálint Virág

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    págs. 2726-2769

    
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    Fluctuations of the front in a one-dimensional model for the spread of an infection

    Jean Bérard, Alejandro F. Ramírez

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    págs. 2770-2816

    
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    Density analysis of BSDEs

    Thibaut Mastrolia, Dylan Possamai, Anthony Réveillac

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    págs. 2817-2857

    
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    Hafnians, perfect matchings and Gaussian matrices

    Mark Rudelson, Alex Samorodnitsky, Ofer Zeitouni

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    págs. 2858-2888

    
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    Local limit theorem and equivalence of dynamic and static points of view for certain ballistic random walks in i.i.d. environments

    Noam Berger, Moran Cohen, Ron Rosenthal

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    págs. 2889-2979

    
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    Fractional Brownian motion with Hurst index H=0H=0 and the Gaussian Unitary Ensemble

    Y. V. Fyodorov, B.A. Khoruzhenko, N.J. Simm

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    págs. 2980-3031

    
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    Mixed Gaussian processes: A filtering approach

    Chunhao Cai, Pavel Chigansky, Marina Kleptsyna

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    págs. 3032-3075

    
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    Liouville Brownian motion

    Christophe Garban, Rémi Rhodes, Vincent Vargas

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    págs. 3076-3110

    
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    On large deviations of coupled diffusions with time scale separation

    A. A. Puhalskii

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    págs. 3111-3186