http://ejp.ejpecp.org/issue/feed Electronic Journal of Probability 2014-08-23T08:36:05-07:00 Michel Ledoux (Chief Editor) ledoux@math.univ-toulouse.fr Open Journal Systems The 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></p>The <strong>Electronic Journal of Probability</strong> (EJP) publishes full-length research articles in probability theory. Short papers, those less than 12 pages, should be submitted first to its sister journal, the <a href="http://ecp.ejpecp.org/" target="_blank">Electronic Communications in Probability</a> (ECP). EJP and ECP share the same editorial board, but with different Editors in Chief.<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://ejp.ejpecp.org/article/view/2698 Quadratic variations for the fractional-colored stochastic heat equation 2014-08-23T08:36:05-07:00 Soledad Torres soledad.torres@uv.cl Ciprian A. Tudor tudor@math.univ-lille1.fr Frederi G. Viens viens@purdue.edu Using multiple stochastic integrals and Malliavin calculus, we analyze the quadratic variations of a class of Gaussian processes that contains the linear stochastic heat equation on $\mathbf{R}^{d}$ driven by a non-white noise which is fractional Gaussian with respect to the time variable (Hurst parameter $H$) and has colored spatial covariance of $\alpha $-Riesz-kernel type. The processes in this class are self-similar in time with a parameter $K$ distinct from $H$, and have path regularity properties which are very close to those of fractional Brownian motion (fBm) with Hurst parameter $K$ (in the heat equation case, $K=H-(d-\alpha )/4$ ). However the processes exhibit marked inhomogeneities which cause naive heuristic renormalization arguments based on $K$ to fail, and require delicate computations to establish the asymptotic behavior of the quadratic variation. A phase transition between normal and non-normal asymptotics appears, which does not correspond to the familiar threshold $K=3/4$ known in the case of fBm. We apply our results to construct an estimator for $H$ and to study its asymptotic behavior. 2014-08-23T08:35:39-07:00 http://ejp.ejpecp.org/article/view/3126 Evolutionary games on the lattice: best-response dynamics 2014-08-23T08:36:05-07:00 Stephen Evilsizor stephen.evilsizor@asu.edu Nicolas Lanchier nicolas.lanchier@asu.edu The best-response dynamics is an example of an evolutionary game where players update their strategy in order to maximize their payoff. The main objective of this paper is to study a stochastic spatial version of this game based on the framework of interacting particle systems in which players are located on an infinite square lattice. In the presence of two strategies, and calling a strategy selfish or altruistic depending on a certain ordering of the coefficients of the underlying payoff matrix, a simple analysis of the nonspatial mean-field approximation of the spatial model shows that a strategy is evolutionary stable if and only if it is selfish, making the system bistable when both strategies are selfish. The spatial and nonspatial models agree when at least one strategy is altruistic. In contrast, we prove that in the presence of two selfish strategies and in any spatial dimension, only the most selfish strategy remains evolutionary stable. The main ingredients of the proof are monotonicity results and a coupling between the best-response dynamics properly rescaled in space with bootstrap percolation to compare the infinite time limits of both systems. 2014-08-19T08:55:47-07:00 http://ejp.ejpecp.org/article/view/3213 The scaling limit of uniform random plane maps, via the Ambjørn–Budd bijection 2014-08-23T08:36:05-07:00 Jérémie L Bettinelli jeremie.bettinelli@normalesup.org Emmanuel Jacob emmanuel.jacob@normalesup.org Grégory Miermont gregory.miermont@ens-lyon.fr We prove that a uniform rooted plane map with n edges converges in distribution after asuitable normalization to the Brownian map for the Gromov–Hausdorff topology. A recent bijection due to Ambjørn and Budd allows to derive this result by a direct coupling with a uniform random quadrangulation with n faces. 2014-08-19T01:53:57-07:00 http://ejp.ejpecp.org/article/view/3120 Malliavin matrix of degenerate SDE and gradient estimate 2014-08-23T08:36:05-07:00 Zhao Dong dzhao@amt.ac.cn Xuhui Peng pengxuhui@amss.ac.cn In this article, we prove that the inverse of Malliavin matrix belongs to $L^p(\Omega,\mathbb{P})$ for a class of degenerate stochastic differential equation (SDE). The conditions required are similar to Hörmander's bracket condition, but we  don't need all coefficients of the SDE are smooth. Furthermore, we obtain a locally uniform estimate for the Malliavin matrix and a gradient estimate. We also prove that the semigroup generated by the SDE is strong Feller. These results are illustrated through examples. 2014-08-15T23:36:57-07:00 http://ejp.ejpecp.org/article/view/3732 The Gaussian free field in interlacing particle systems 2014-08-23T08:36:05-07:00 Jeffrey Kuan jkuan@math.harvard.edu We show that if an interlacing particle system in a two-dimensional lattice is a determinantal point process, and the correlation kernel can be expressed as a double integral with certain technical assumptions, then the moments of the fluctuations of the height function converge to that of the Gaussian free field. In particular, this shows that a previously studied random surface growth model with a reflecting wall has Gaussian free field fluctuations. 2014-08-15T06:20:36-07:00