1. CMB 2013 (vol 57 pp. 585)
 Lehec, Joseph

Short Probabilistic Proof of the BrascampLieb and Barthe Theorems
We give a short proof of the BrascampLieb theorem, which asserts that
a certain general form of Young's convolution inequality is saturated
by Gaussian functions. The argument is inspired by Borell's stochastic
proof of the PrÃ©kopaLeindler inequality and applies also to the
reversed BrascampLieb inequality, due to Barthe.
Keywords:functional inequalities, Brownian motion Categories:39B62, 60J65 

2. CMB 2012 (vol 57 pp. 113)
 Madras, Neal

A Lower Bound for the EndtoEnd Distance of SelfAvoiding Walk
For an $N$step selfavoiding walk on the hypercubic lattice ${\bf Z}^d$,
we prove that the meansquare endtoend distance is at least
$N^{4/(3d)}$ times a constant.
This implies that the associated critical exponent $\nu$ is
at least $2/(3d)$, assuming that $\nu$ exists.
Keywords:selfavoiding walk, critical exponent Categories:82B41, 60D05, 60K35 

3. CMB 2011 (vol 56 pp. 13)
 Alon, Gil; Kozma, Gady

Ordering the Representations of $S_n$ Using the Interchange Process
Inspired by Aldous' conjecture for
the spectral gap of the interchange process and its recent
resolution by Caputo, Liggett, and Richthammer, we define
an associated order $\prec$ on the irreducible representations of $S_n$. Aldous'
conjecture is equivalent to certain representations being comparable
in this order, and hence determining the ``Aldous order'' completely is a
generalized question. We show a few additional entries for this order.
Keywords:Aldous' conjecture, interchange process, symmetric group, representations Categories:82C22, 60B15, 43A65, 20B30, 60J27, 60K35 

4. CMB 2011 (vol 55 pp. 597)
 Osękowski, Adam

Sharp Inequalities for Differentially Subordinate Harmonic Functions and Martingales
We determine the best constants $C_{p,\infty}$ and $C_{1,p}$,
$1 < p < \infty$, for which the following holds. If $u$, $v$ are
orthogonal harmonic functions on a Euclidean domain such that $v$ is
differentially subordinate to $u$, then
$$ \v\_p \leq C_{p,\infty}
\u\_\infty,\quad
\v\_1 \leq C_{1,p} \u\_p.
$$
In particular, the inequalities are still sharp for the conjugate
harmonic functions on the unit disc of $\mathbb R^2$.
Sharp probabilistic versions of these estimates are also studied.
As an application, we establish a sharp version of the classical logarithmic inequality of Zygmund.
Keywords: harmonic function, conjugate harmonic functions, orthogonal harmonic functions, martingale, orthogonal martingales, norm inequality, optimal stopping problem Categories:31B05, 60G44, 60G40 

5. CMB 2011 (vol 55 pp. 487)
6. CMB 2011 (vol 54 pp. 464)
 Hwang, TeaYuan; Hu, ChinYuan

A Characterization of the CompoundExponential Type Distributions
In this paper, a fixed point equation of the
compoundexponential type distributions is derived, and under some
regular conditions,
both the existence and uniqueness of
this fixed point equation are investigated.
A question posed by Pitman and Yor
can be partially answered by using our approach.
Keywords:fixed point equation, compoundexponential type distributions Categories:62E10, 60G50 

7. CMB 2011 (vol 54 pp. 338)
 Nakazi, Takahiko

SzegÃ¶'s Theorem and Uniform Algebras
We study SzegÃ¶'s theorem for a uniform algebra.
In particular, we do it for the disc algebra or the bidisc algebra.
Keywords:SzegÃ¶'s theorem, uniform algebras, disc algebra, weighted Bergman space Categories:32A35, 46J15, 60G25 

8. CMB 2010 (vol 54 pp. 113)
 Hytönen, Tuomas P.

On the Norm of the BeurlingAhlfors Operator in Several Dimensions
The generalized BeurlingAhlfors operator $S$ on
$L^p(\mathbb{R}^n;\Lambda)$, where $\Lambda:=\Lambda(\mathbb{R}^n)$ is the
exterior algebra with its natural Hilbert space norm, satisfies the
estimate
$$\S\_{\mathcal{L}(L^p(\mathbb{R}^n;\Lambda))}\leq(n/2+1)(p^*1),\quad
p^*:=\max\{p,p'\}$$
This improves on earlier results in all dimensions $n\geq 3$. The
proof is based on the heat extension and relies at the bottom on
Burkholder's sharp inequality for martingale transforms.
Categories:42B20, 60G46 

9. CMB 2010 (vol 53 pp. 614)
 Böröczky, Károly J.; Schneider, Rolf

The Mean Width of Circumscribed Random Polytopes
For a given convex body $K$ in ${\mathbb R}^d$, a random polytope
$K^{(n)}$ is defined (essentially) as the intersection of $n$
independent closed halfspaces containing $K$ and having an isotropic
and (in a specified sense) uniform distribution. We prove upper and
lower bounds of optimal orders for the difference of the mean widths
of $K^{(n)}$ and $K$ as $n$ tends to infinity. For a simplicial
polytope $P$, a precise asymptotic formula for the difference of the
mean widths of $P^{(n)}$ and $P$ is obtained.
Keywords:random polytope, mean width, approximation Categories:52A22, 60D05, 52A27 

10. CMB 2010 (vol 53 pp. 526)
 Milian, Anna

On Some Stochastic Perturbations of Semilinear Evolution Equations
We consider semilinear evolution equations with some locally Lipschitz nonlinearities, perturbed by Banach space valued, continuous, and adapted stochastic process. We show that under some assumptions there exists a solution to the equation. Using the result we show that there exists a mild, continuous, global solution to a semilinear ItÃ´ equation with locally Lipschitz nonlinearites. An example of the equation is given.
Keywords:evolution equation, mild solution, nonLipschitz drift, Ito integral Category:60H20 

11. CMB 2010 (vol 53 pp. 503)
 Kurenok, V. P.

The Time Change Method and SDEs with Nonnegative Drift
Using the time change method we show how to construct a solution to the stochastic equation $dX_t=b(X_{t})dZ_t+a(X_t)dt$ with a nonnegative drift $a$ provided there exists a solution to the auxililary equation $dL_t=[a^{1/\alpha}b](L_{t})d\bar Z_t+dt$ where $Z, \bar Z$ are two symmetric stable processes of the same index $\alpha\in(0,2]$. This approach allows us to prove the existence of solutions for both stochastic equations for the values $0<\alpha<1$ and only measurable coefficients $a$ and $b$ satisfying some conditions of boundedness. The existence proof for the auxililary equation uses the method of integral estimates in the sense of Krylov.
Keywords:Onedimensional SDEs, symmetric stable processes, nonnegative drift, time change, integral estimates, weak convergence Categories:60H10, 60J60, 60J65, 60G44 

12. CMB 2008 (vol 51 pp. 146)
 Zhou, Xiaowen

SteppingStone Model with Circular Brownian Migration
In this paper we consider the steppingstone model on a circle with
circular Brownian migration. We first point out a connection between
Arratia flow on the circle and the marginal distribution of this
model. We then give a new representation for the steppingstone
model using Arratia flow and circular coalescing Brownian motion.
Such a representation enables us to carry out some explicit
computations. In particular, we find the distribution for the first
time when there is only one type
left across the circle.
Keywords:steppingstone model, circular coalescing Brownian motion, Arratia flow, duality, entrance law Categories:60G57, 60J65 

13. CMB 2008 (vol 51 pp. 26)
 Belinschi, S. T.; Bercovici, H.

Hin\v cin's Theorem for Multiplicative Free Convolution
Hin\v cin proved that any limit law, associated with a triangular
array of infinitesimal random variables, is infinitely divisible.
The analogous result for additive free convolution was proved earlier by
Bercovici and Pata.
In this paper we will prove corresponding results for the multiplicative
free convolution of measures definded on the unit circle and on the
positive halfline.
Categories:46L53, 60E07, 60E10 

14. CMB 2006 (vol 49 pp. 389)
 Hiai, Fumio; Petz, Dénes; Ueda, Yoshimichi

A Free Logarithmic Sobolev Inequality on the Circle
Free analogues of the logarithmic Sobolev inequality compare the relative
free Fisher information with the relative free entropy. In the present paper
such an inequality is obtained for measures on the circle. The method is
based on a random matrix approximation procedure, and a large deviation
result concerning the eigenvalue distribution of special unitary matrices is
applied and discussed.
Categories:46L54, 60E15, 94A17 

15. CMB 2004 (vol 47 pp. 481)
 Bekjan, Turdebek N.

A New Characterization of Hardy Martingale Cotype Space
We give a new characterization of Hardy martingale cotype
property of complex quasiBanach space by using the existence of a
kind of plurisubharmonic functions. We also characterize the best
constants of Hardy martingale inequalities with values
in the complex quasiBanach space.
Keywords:Hardy martingale, Hardy martingale cotype,, plurisubharmonic function Categories:46B20, 52A07, 60G44 

16. CMB 2004 (vol 47 pp. 215)
 Jaworski, Wojciech

Countable Amenable Identity Excluding Groups
A discrete group $G$ is called \emph{identity excluding\/}
if the only irreducible
unitary representation of $G$ which weakly contains the $1$dimensional identity
representation is the $1$dimensional identity representation itself. Given a
unitary representation $\pi$ of $G$ and a probability measure $\mu$ on $G$, let
$P_\mu$ denote the $\mu$average $\int\pi(g) \mu(dg)$. The goal of this article
is twofold: (1)~to study the asymptotic behaviour of the powers $P_\mu^n$, and
(2)~to provide a characterization of countable amenable identity excluding groups.
We prove that for every adapted probability measure $\mu$ on an identity excluding
group and every unitary representation $\pi$ there exists and orthogonal projection
$E_\mu$ onto a $\pi$invariant subspace such that $s$$\lim_{n\to\infty}\bigl(P_\mu^n
\pi(a)^nE_\mu\bigr)=0$ for every $a\in\supp\mu$. This also remains true for suitably
defined identity excluding locally compact groups. We show that the class of countable
amenable identity excluding groups coincides with the class of $\FC$hypercentral
groups; in the finitely generated case this is precisely the class of groups of
polynomial growth. We also establish that every adapted random walk on a countable
amenable identity excluding group is ergodic.
Categories:22D10, 22D40, 43A05, 47A35, 60B15, 60J50 

17. CMB 2000 (vol 43 pp. 368)
 Litvak, A. E.

KahaneKhinchin's Inequality for QuasiNorms
We extend the recent results of R.~Lata{\l}a and O.~Gu\'edon about
equivalence of $L_q$norms of logconcave random variables
(KahaneKhinchin's inequality) to the quasiconvex case. We
construct examples of quasiconvex bodies $K_n \subset \R$ which
demonstrate that this equivalence fails for uniformly distributed
vector on $K_n$ (recall that the uniformly distributed vector on a
convex body is logconcave). Our examples also show the lack of the
exponential decay of the ``tail" volume (for convex bodies such
decay was proved by M.~Gromov and V.~Milman).
Categories:46B09, 52A30, 60B11 

18. CMB 1999 (vol 42 pp. 321)
 Kikuchi, Masato

Averaging Operators and Martingale Inequalities in Rearrangement Invariant Function Spaces
We shall study some connection between averaging operators and
martingale inequalities in rearrangement invariant function spaces.
In Section~2 the equivalence between Shimogaki's theorem and some
martingale inequalities will be established, and in Section~3 the
equivalence between Boyd's theorem and martingale inequalities with
change of probability measure will be established.
Keywords:martingale inequalities, rearrangement invariant function spaces Categories:60G44, 60G46, 46E30 

19. CMB 1999 (vol 42 pp. 344)
20. CMB 1999 (vol 42 pp. 221)
 Liu, Peide; Saksman, Eero; Tylli, HansOlav

Boundedness of the $q$MeanSquare Operator on VectorValued Analytic Martingales
We study boundedness properties of the $q$meansquare operator
$S^{(q)}$ on $E$valued analytic martingales, where $E$ is a
complex quasiBanach space and $2 \leq q < \infty$. We establish
that a.s. finiteness of $S^{(q)}$ for every bounded $E$valued
analytic martingale implies strong $(p,p)$type estimates for
$S^{(q)}$ and all $p\in (0,\infty)$. Our results yield new
characterizations (in terms of analytic and stochastic properties
of the function $S^{(q)}$) of the complex spaces $E$ that admit an
equivalent $q$uniformly PLconvex quasinorm. We also obtain a
vectorvalued extension (and a characterization) of part of an
observation due to Bourgain and Davis concerning the
$L^p$boundedness of the usual squarefunction on scalarvalued
analytic martingales.
Categories:46B20, 60G46 

21. CMB 1998 (vol 41 pp. 166)
 Hof, A.

Percolation on Penrose tilings
In Bernoulli site percolation on Penrose tilings there are
two natural definitions of the critical probability.
This paper shows that they are equal on almost all Penrose tilings.
It also shows that for almost all Penrose tilings the number
of infinite clusters is almost surely~0 or~1.
The results generalize to percolation on a large class of aperiodic
tilings in arbitrary dimension, to percolation on ergodic subgraphs
of $\hbox{\Bbbvii Z}^d$, and to other percolation processes, including
Bernoulli bond percolation.
Categories:60K35, 82B43 

22. CMB 1997 (vol 40 pp. 67)
 Knight, Frank B.

On a Brownian motion problem of T. Salisbury
Let $B$ be a Brownian motion on $R$, $B(0)=0$, and let
$f(t,x)$ be continuous. T.~Salisbury conjectured that if the total variation
of $f(t,B(t))$, $0\leq t\leq 1$, is finite $P$a.s., then $f$ does not
depend on $x$. Here we prove that this is true if the expected total
variation is finite.
Category:60J65 

23. CMB 1997 (vol 40 pp. 19)
 Derbez, Eric; Slade, Gordon

Lattice trees and superBrownian motion
This article discusses our recent proof that above eight dimensions
the scaling limit of sufficiently spreadout lattice trees is the variant
of superBrownian motion called {\it integrated superBrownian excursion\/}
($\ISE$), as conjectured by Aldous. The same is true for nearestneighbour
lattice trees in sufficiently high dimensions. The proof, whose details will
appear elsewhere, uses the lace expansion. Here, a related but simpler
analysis is applied to show that the scaling limit of a meanfield theory
is $\ISE$, in all dimensions. A connection is drawn between $\ISE$ and
certain generating functions and critical exponents, which may be useful
for the study of highdimensional percolation models at the critical point.
Categories:82B41, 60K35, 60J65 
