http://ecp.ejpecp.org/issue/feedElectronic Communications in Probability2014-04-12T13:13:44-07:00Anton Bovier (Chief Editor)ecp@iam.uni-bonn.deOpen Journal SystemsThe Electronic Journal of Probability applies the <a href="http://creativecommons.org/licenses/by/2.5/legalcode" target="_blank">Creative Commons Attribution License</a> (CCAL) to all articles we publish in this journal. Under the CCAL, authors retain ownership of the copyright for their article, but authors allow anyone to download, reuse, reprint, modify, distribute, and/or copy articles published in EJP, so long as the original authors and source are credited. This broad license was developed to facilitate open access to, and free use of, original works of all types. 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Any of these conditions can be waived by permission of the Corresponding Author.<p><strong></strong>The <strong>Electronic Communications in Probability</strong> (ECP) publishes short research articles in probability theory. Its sister journal, the <a href="http://ejp.ejpecp.org/" target="_self">Electronic Journal of Probability</a> (EJP), publishes full-length articles in probability theory. Short papers, those less than 12 pages, should be submitted to ECP first. EJP and ECP share the same editorial board, but with different Editors in Chief.</p><p>EJP and ECP are free access official journals of the <a href="http://www.imstat.org/">Institute of Mathematical Statistics</a> (IMS) and the <a href="http://isi.cbs.nl/BS/bshome.htm"> Bernoulli Society</a>. This web site uses the <a href="http://en.wikipedia.org/wiki/Open_Journal_Systems">Open Journal System</a> (OJS) free software developed by the non-profit organization <a href="http://en.wikipedia.org/wiki/Public_Knowledge_Project">Public Knowledge Project</a> (PKP).</p><p>Please consider donating to the <a href="http://www.imstat.org/publications/open.htm" target="_blank">Open Access Fund</a> of the IMS at this <a href="https://secure.imstat.org/secure/orders/donations.asp" target="_blank"><strong>page</strong></a> to keep the journal free.</p>http://ecp.ejpecp.org/article/view/3015The travel time in a finite box in supercritical Bernoulli percolation2014-04-12T13:13:44-07:00Raphaël Cerfraphael.cerf@gmail.comWe consider the standard site percolation model on the three dimensional cubic lattice. Starting solely with the hypothesis that $\theta(p)>0$, we prove that, for any $\alpha>0$, there exists $\kappa>0$ such that, with probability larger than $1-1/n^\alpha$, every pair of sites inside the box $\Lambda(n)$ are joined by a path having at most $\kappa(\ln n)^2$ closed sites.2014-04-12T03:39:34-07:00http://ecp.ejpecp.org/article/view/3381Erratum: A note on Kesten's Choquet-Deny lemma2014-04-12T03:39:46-07:00Sebastian Mentemeiermente@math.uni.wroc.pl<div class="page" title="Page 1"><div class="layoutArea"><div class="column"><p>This is an erratum for <strong><a href="/article/view/2629" target="_self">ECP volume 18 paper 65 (2013)</a></strong>. In Proposition 3.1, Condition (C) does not imply that the set Λ(Γ) generates a dense subgroup of R. This has to be made an assumption. Alternatively, one can assume that the matrices are invertible.</p></div></div></div>2014-03-19T02:21:29-07:00http://ecp.ejpecp.org/article/view/2714Hedging of game options under model uncertainty in discrete time2014-04-12T03:39:46-07:00Yan Dolinskyyan.dolinsky@mail.huji.ac.ilWe introduce a setup of model uncertaintyin discrete time. In this setup wederive dual expressions for the super-replication prices of game options with upper semicontinuous payoffs. We show that the super-replication price is equal to the supremum over a special (non dominated) set of martingale measures, of the corresponding Dynkin games values. This type of results is also new for American options.2014-03-16T04:49:40-07:00http://ecp.ejpecp.org/article/view/3268Law of large numbers for critical first-passage percolation on the triangular lattice2014-04-12T03:39:46-07:00Chang-Long Yaodeducemath@126.comWe study the site version of (independent) first-passage percolation on the triangular lattice $T$. Denote the passage time of the site $v$ in $T$ by $t(v)$, and assume that $\mathbb{P}(t(v)=0)=\mathbb{P}(t(v)=1)=1/2$. Denote by $a_{0,n}$ the passage time from 0 to (n,0), and by b_{0,n} the passage time from 0 to the halfplane $\{(x,y) : x\geq n\}$. We prove that there exists a constant $0<\mu<\infty$ such that as $n\rightarrow\infty$, $a_{0,n}/\log n\rightarrow \mu$ in probability and $b_{0,n}/\log n\rightarrow \mu/2$ almost surely. This result confirms a prediction of Kesten and Zhang<strong></strong>. The proof relies on the existence of the full scaling limit of critical site percolation on $T$, established by Camia and Newman.2014-03-15T05:45:34-07:00http://ecp.ejpecp.org/article/view/2968Mixing of the noisy voter model2014-04-12T03:39:46-07:00Harishchandra Ramadasramadas@math.washington.eduWe prove that the noisy voter model mixes extremely fast - in time of O(log(n)) on any graph with n vertices - for arbitrarily small values of the "noise parameter". We then explain why, as a result, this is an example of a spin system that is always in the "high-temperature regime".2014-03-08T01:17:40-08:00