Electronic Communications in Probability
http://ecp.ejpecp.org/
<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>en-USElectronic Communications in Probability1083-589XThe 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. Applying this standard license to your work will ensure your right to make your work freely and openly available.<br /><br /><strong>Summary of the Creative Commons Attribution License</strong><br /><br />You are free<br /><ul><li> to copy, distribute, display, and perform the work</li><li> to make derivative works</li><li> to make commercial use of the work</li></ul>under the following condition of Attribution: others must attribute the work if displayed on the web or stored in any electronic archive by making a link back to the website of EJP via its Digital Object Identifier (DOI), or if published in other media by acknowledging prior publication in this Journal with a precise citation including the DOI. For any further reuse or distribution, the same terms apply. Any of these conditions can be waived by permission of the Corresponding Author.$L_1$-distance for additive processes with time-homogeneous Lévy measures
http://ecp.ejpecp.org/article/view/3678
We give an explicit bound for the $L_1$-distance between two additive processes of local characteristics $(f_j(\cdot),\sigma^2(\cdot),\nu_j)$, $j = 1,2$. The cases $\sigma =0$ and $\sigma(\cdot) > 0$ are both treated. We allow $\nu_1$ and $\nu_2$ to be time-homogeneous Lévy measures, possibly with infinite variation. Some examples of possible applications are discussed.<br /><br />Pierre EtoréEster Mariucci2014-08-212014-08-2119On free stable distributions
http://ecp.ejpecp.org/article/view/3443
We investigate analytical properties of free stable distributions and discover many connections with their classical counterparts. Our main result is an explicit formula for the Mellin transform, which leads to explicit series representations for the characteristic function and for the density of a free stable distribution. All of these formulas bear close resemblance to the corresponding expressions for classical stable distributions. As further applications of our results, we give an alternative proof of the duality law due to Biane and a new factorization of a classical stable random variable into an independent (in the classical sense) product of a free stable random variable and a power of a Gamma(2) random variable.Takahiro HasebeAlexey Kuznetsov2014-08-192014-08-1919A maximal inequality for supermartingales
http://ecp.ejpecp.org/article/view/3237
A tight upper bound is given on the distribution of the maximum of a supermartingale. Specifically, it is shown that if $Y$ is a semimartingale with initial value zero and quadratic variation process $[Y,Y]$ such that $Y + [Y,Y]$ is a supermartingale, then the probability the maximum of $Y$ is greater than or equal to a positive constant $a$ is less than or equal to$1/(1+a).$ The proof makes use of the semimartingale calculus and is inspired by dynamic programming.Bruce Hajek2014-08-142014-08-1419Growing random 3-connected maps or Comment s'enfuir de l'Hexagone
http://ecp.ejpecp.org/article/view/3314
We use a growth procedure for binary trees due to Luczak and Winkler, a bijection between binary trees and irreducible quadrangulations of the hexagon due to Fusy, Poulalhon and Schaeffer, and the classical angular mapping between quadrangulations and maps, to define a growth procedure for maps. The growth procedure is local, in that every map is obtained from its predecessor by an operation that only modifies vertices lying on a common face with some fixed vertex. As n tends to infinity, the probability that the n'th map in the sequence is 3-connected tends to 2^8/3^6. The sequence of maps has an almost sure limit G, and we show that G is the distributional local limit of large, uniformly random 3-connected graphs.Louigi Addario-Berry2014-08-122014-08-1219On criteria of disconnectedness of $\Lambda$-Fleming-Viot support
http://ecp.ejpecp.org/article/view/3208
The totally disconnectedness of support for super Brownian motion in high dimensions is well known. In this paper, we prove that similar results also hold for $\Lambda$-Fleming-Viot process with Brownian spatial motion provided that the associated $\Lambda$-coalescent does not come down from infinity fast enough. Our proof is another application of the lookdown particle representation for $\Lambda$-Fleming-Viot process. We also discuss the disjointness of independent $\Lambda$-Fleming-Viot supports and ranges in high dimensions. The disconnectedness of the $\Lambda$-Fleming-Viot support remains open in certain low dimensions.Xiaowen Zhou2014-08-112014-08-1119