The growth exponent for planar loop-erased random walk.
The Hájek asymptotics for finite population sampling and their ramifications
The Hausdorff a-Dimensional Measures of the Level Sets and the Graph of the TV-Parameter Wiener Process.
The Hausdorff measure of the closed support of super-brownian motion
The hypercontractivity of Ornstein-Uhlenbeck semigroups with drift, revisited
The hyperharmonic numbers and the phratry of the coupon collector. (Les nombres hyperharmoniques et la fratrie du collectionneur de vignettes.)
The Influence of Look-Ahead on the Error Rate of Transcription
In this paper we study the error rate of RNA synthesis in the look-ahead model for the random walk of RNA polymerase along DNA during transcription. The model’s central assumption is the existence of a window of activity in which ribonucleoside triphosphates (rNTPs) bind reversibly to the template DNA strand before being hydrolyzed and linked covalently to the nascent RNA chain. An unknown, but important, integer parameter of this model is the window...
The integral limit theorem in the first passage problem for sums of independent nonnegative lattice variables.
The inverse of a local operator preserves the Markov property
The joint law of ages and residual lifetimes for two schemes of nested regenerative sets.
The kernel method: a collection of examples.
The large deviation principle for certain series
We study the large deviation principle for stochastic processes of the form , where is a sequence of i.i.d.r.v.'s with mean zero and . We present necessary and sufficient conditions for the large deviation principle for these stochastic processes in several situations. Our approach is based in showing the large deviation principle of the finite dimensional distributions and an exponential asymptotic equicontinuity condition. In order to get the exponential asymptotic equicontinuity condition,...
The large deviation principle for certain series
We study the large deviation principle for stochastic processes of the form , where is a sequence of i.i.d.r.v.’s with mean zero and . We present necessary and sufficient conditions for the large deviation principle for these stochastic processes in several situations. Our approach is based in showing the large deviation principle of the finite dimensional distributions and an exponential asymptotic equicontinuity condition. In order to get the exponential asymptotic equicontinuity condition,...
The law of the hitting times to points by a stable Lev́y process with no negative jumps.
The law of the iterated logarithm for exchangeable random variables.
The linear filtration and prediction of indirectly observed random processes
The "local" law of the iterated logarithm for processes related to Lévy's stochastic area process
The lower envelope of positive self-similar Markov processes.
The -Wright function in time-fractional diffusion processes: a tutorial survey.
The magnetization at high temperature for a p-spin interaction model with external field
This paper is devoted to a detailed and rigorous study of the magnetization at high temperature for a p-spin interaction model with external field, generalizing the Sherrington-Kirkpatrick model. In particular, we prove that (the mean of a spin with respect to the Gibbs measure) converges to an explicitly given random variable, and that ⟨σ₁⟩,...,⟨σₙ⟩ are asymptotically independent.