AIHPB, Tome 38 (2002)

Annales de l'I.H.P. Probabilités et statistiques

Tome 38 (2002)

Fascicule no. 1

Subexponential tail asymptotics for a random walk with randomly placed one-way nodes

p. 1-16

Hamana, Yuji; Kesten, Harry

Large deviations for the range of an integer valued random walk

p. 17-58

Löcherbach, Eva

LAN and LAMN for systems of interacting diffusions with branching and immigration

p. 59-90

Bertini, Lorenzo; Cancrini, Nicoletta; Cesi, Filippo

The spectral gap for a Glauber-type dynamics in a continuous gas

p. 91-108

Lawler, Gregory F.; Schramm, Oded; Werner, Wendelin

Values of brownian intersection exponents III : two-sided exponents

p. 109-123

Fascicule no. 2

Alòs, Elisa; Bonaccorsi, Stefano

Stochastic partial differential equations with Dirichlet white-noise boundary conditions

p. 125-154

Kwiatkowski, Jan; Lacroix, Yves

Finite rank transformation and weak closure theorem

p. 155-192

Korányi, Adam; MacGibbon, K. Brenda

Asymptotically minimax estimation of order-constrained parameters and eigenfunctions of the laplacian on the ball

p. 193-206

Flandoli, Franco

On a probabilistic description of small scale structures in 3D fluids

p. 207-228

Giraud, Christophe

On regular points in Burgers turbulence with stable noise initial data

p. 229-251

Fascicule no. 3

Merkl, Franz; Wüthrich, Mario V.

Infinite volume asymptotics of the ground state energy in a scaled poissonian potential

p. 253-284

Chiang, Tzuu-Shuh; Sheu, Shuenn-Jyi

Small perturbation of diffusions in inhomogeneous media

p. 285-318

Self-similar fragmentations

p. 319-340

Guionnet, Alice

Large deviations upper bounds and central limit theorems for non-commutative functionals of gaussian large random matrices

p. 341-384

Fascicule no. 4

Cancrini, N.; Martinelli, F.; Roberto, C.

The logarithmic Sobolev constant of Kawasaki dynamics under a mixing condition revisited

p. 385-436

Rezakhanlou, Fraydoun

A central limit theorem for the asymmetric simple exclusion process

p. 437-464

de La Rue, Thierry

Vitesse de dispersion pour une classe de martingales

p. 465-474

Chen, Zhen-Qing; Zhang, Tu-Sheng

Girsanov and Feynman-Kac type transformations for symmetric Markov processes

p. 475-505

Ogura, Y.; Tomisaki, M.; Tsuchiya, M.

Convergence of local type Dirichlet forms to a non-local type one

p. 507-556

Probability structure preserving and absolute continuity

p. 557-580

Le Borgne, Stéphane

Principes d'invariance pour les flots diagonaux sur SL(d,R)/SL(d,Z)

p. 581-612

Blachère, Sébastien

Agrégation limitée par diffusion interne sur $ℤ^{d}$

p. 613-648

Fascicule no. 5

Trashorras, José

Large deviations for a triangular array of exchangeable random variables

p. 649-680

De Santis, Emilio

Glauber dynamics of spin glasses at low and high temperature

p. 681-710

Gobet, Emmanuel

LAN property for ergodic diffusions with discrete observations

p. 711-737

Landim, C.; Panizo, G.; Yau, H. T.

Spectral gap and logarithmic Sobolev inequality for unbounded conservative spin systems

p. 739-777

Eichelsbacher, Peter; Schmock, Uwe

Large deviations of $U$ -empirical measures in strong topologies and applications

p. 779-797

Bass, Richard F.; Burdzy, Krzysztof

Erratum to “The supremum of brownian local times on Hölder curves”

p. 799-800

Fascicule no. 6

Berthet, Philippe; Lifshits, Mikhail

Some exact rates in the functional law of the iterated logarithm

p. 811-824

Bickel, Peter J.; Ritov, Ya'acov; Rydén, Tobias

Hidden Markov model likelihoods and their derivatives behave like i.i.d. ones

p. 825-846

Enveloppes convexes des processus gaussiens

p. 847-861

Diaconis, Persi; Evans, Steven N.

A different construction of gaussian fields from Markov chains : Dirichlet covariances

p. 863-878

Doukhan, Paul; Lang, Gabriel; Surgailis, Donatas

Asymptotics of weighted empirical processes of linear fields with long-range dependence

p. 879-896

Gassiat, Elisabeth

Likelihood ratio inequalities with applications to various mixtures

p. 897-906

Giné, Evarist; Guillou, Armelle

Rates of strong uniform consistency for multivariate kernel density estimators

p. 907-921

Grama, Ion; Nussbaum, Michael

A functional hungarian construction for sums of independent random variables

p. 923-957

Hall, Peter; Park, Byeong U.; Turlach, Berwin A.

Rolling-ball method for estimating the boundary of the support of a point-process intensity

p. 959-971

de La Peña, Victor H.; Ibragimov, Rustam; Sharakhmetov, Shaturgun

On sharp Burkholder-Rosenthal-type inequalities for infinite-degree $U$ -statistics

p. 973-990

Massart, Pascal

Tusnady's lemma, 24 years later

p. 991-1007

Perera, Gonzalo; Wschebor, Mario

Inference on the variance and smoothing of the paths of diffusions

p. 1009-1022

Picard, Dominique; Tribouley, Karine

Evolutionary Pareto distributions

p. 1023-1037

Maximal inequalities via bracketing with adaptive truncation

p. 1039-1052

Une inégalité de Bennett pour les maxima de processus empiriques

p. 1053-1057

Tsirelson, Boris

Spectral densities describing off-white noises

p. 1059-1069

Zaitsev, Andrei Yu.

Estimates of the rate of approximation in a de-poissonization lemma

p. 1071-1086

Azaïs, Jean-Marc; Cierco-Ayrolles, Christine

An asymptotic test for quantitative gene detection

p. 1087-1092

Souchet, Sandie; Guyon, Xavier

Estimation de Yule-Walker d’un CAR( $p$ ) observé à temps discret

p. 1093-1100