Issue no. 1 Table of Contents

The local relaxation flow approach to universality of the local statistics for random matrices

Erdős, László; Schlein, Benjamin; Yau, Horng-Tzer; Yin, Jun

p. 1-46
Universality for certain hermitian Wigner matrices under weak moment conditions

Johansson, Kurt

p. 47-79
Universality in the bulk of the spectrum for complex sample covariance matrices

Péché, Sandrine

p. 80-106
Central limit theorems for eigenvalues of deformations of Wigner matrices

Capitaine, M.; Donati-Martin, C.; Féral, D.

p. 107-133
Universality of slow decorrelation in KPZ growth

Corwin, Ivan; Ferrari, Patrik L.; Péché, Sandrine

p. 134-150
Microscopic concavity and fluctuation bounds in a class of deposition processes

Balázs, Márton; Komjáthy, Júlia; Seppäläinen, Timo

p. 151-187
Hydrodynamic limit of a d-dimensional exclusion process with conductances

Valentim, Fábio Júlio

p. 188-211
A representation formula for large deviations rate functionals of invariant measures on the one dimensional torus

Faggionato, Alessandra; Gabrielli, Davide

p. 212-234
Scaling limits of anisotropic Hastings-Levitov clusters

Johansson Viklund, Fredrik; Sola, Alan; Turner, Amanda

p. 235-257
Zero bias transformation and asymptotic expansions

Jiao, Ying

p. 258-281
Nonparametric inference for discretely sampled Lévy processes

Gugushvili, Shota

p. 282-307

Issue no. 2 Table of Contents

Geometry of Lipschitz percolation

Grimmett, G. R.; Holroyd, A. E.

p. 309-326
Stationary map coloring

Angel, Omer; Benjamini, Itai; Gurel-Gurevich, Ori; Meyerovitch, Tom; Peled, Ron

p. 327-342
Mean mutual information and symmetry breaking for finite random fields

Buzzi, J.; Zambotti, L.

p. 343-367
Zero Krengel entropy does not kill Poisson entropy

Janvresse, Élise; de la Rue, Thierry

p. 368-376
On the invariant measure of the random difference equation X n =A n X n-1 +B n in the critical case

Brofferio, Sara; Buraczewski, Dariusz; Damek, Ewa

p. 377-395
Limit theorems for stationary Markov processes with L 2 -spectral gap

Ferré, Déborah; Hervé, Loïc; Ledoux, James

p. 396-423
Product of exponentials and spectral radius of random k-circulants

Bose, Arup; Hazra, Rajat Subhra; Saha, Koushik

p. 424-443
Central limit theorems for linear spectral statistics of large dimensional F-matrices

Zheng, Shurong

p. 444-476
Densité des orbites des trajectoires browniennes sous l'action de la transformation de Lévy

Brossard, Jean; Leuridan, Christophe

p. 477-517
A Milstein-type scheme without Lévy area terms for SDEs driven by fractional brownian motion

Deya, A.; Neuenkirch, A.; Tindel, S.

p. 518-550
Dynamical attraction to stable processes

Fisher, Albert M.; Talet, Marina

p. 551-578
The unscaled paths of branching brownian motion

Harris, Simon C.; Roberts, Matthew I.

p. 579-608

Issue no. 3 Table of Contents

Stationary distributions for jump processes with memory

Burdzy, K.; Kulczycki, T.; Schilling, R. L.

p. 609-630
Brownian motion and parabolic Anderson model in a renormalized Poisson potential

Chen, Xia; Kulik, Alexey M.

p. 631-660
Supercritical super-brownian motion with a general branching mechanism and travelling waves

Kyprianou, A. E.; Liu, R.-L.; Murillo-Salas, A.; Ren, Y.-X.

p. 661-687
Pruning Galton-Watson trees and tree-valued Markov processes

Abraham, Romain; Delmas, Jean-François; He, Hui

p. 688-705
Genealogies of regular exchangeable coalescents with applications to sampling

Limic, Vlada

p. 706-720
Ballistic regime for random walks in random environment with unbounded jumps and Knudsen billiards

Comets, Francis; Popov, Serguei

p. 721-744
Excited against the tide: a random walk with competing drifts

Holmes, Mark

p. 745-773
Gibbs-non-Gibbs properties for evolving Ising models on trees

van Enter, Aernout C. D.; Ermolaev, Victor N.; Iacobelli, Giulio; Külske, Christof

p. 774-791
Homogenization results for a linear dynamics in random Glauber type environment

Bernardin, Cédric

p. 792-818
Decay of covariances, uniqueness of ergodic component and scaling limit for a class of ∇φ systems with non-convex potential

Cotar, Codina; Deuschel, Jean-Dominique

p. 819-853
Affine Dunkl processes of type A ˜ 1

Chapon, François

p. 854-870
A Malliavin calculus method to study densities of additive functionals of SDE's with irregular drifts

Kohatsu-Higa, Arturo; Tanaka, Akihiro

p. 871-883
Optimal model selection in density estimation

Lerasle, Matthieu

p. 884-908

Issue no. 4 Table of Contents

Fires on trees

Bertoin, Jean

p. 909-921
Collisions of random walks

Barlow, Martin T.; Peres, Yuval; Sousi, Perla

p. 922-946
Invariance of Poisson measures under random transformations

Privault, Nicolas

p. 947-972
Coexistence probability in the last passage percolation model is 6-8log2

Coupier, David; Heinrich, Philippe

p. 973-988
The critical barrier for the survival of branching random walk with absorption

Jaffuel, Bruno

p. 989-1009
Superdiffusivity for brownian motion in a poissonian potential with long range correlation I: Lower bound on the volume exponent

Lacoin, Hubert

p. 1010-1028
Superdiffusivity for brownian motion in a poissonian potential with long range correlation II: Upper bound on the volume exponent

Lacoin, Hubert

p. 1029-1048
The discrete-time parabolic Anderson model with heavy-tailed potential

Caravenna, Francesco; Carmona, Philippe; Pétrélis, Nicolas

p. 1049-1080
Tail asymptotics for exponential functionals of Lévy processes: The convolution equivalent case

Rivero, Víctor

p. 1081-1102
Tail and moment estimates for chaoses generated by symmetric random variables with logarithmically concave tails

Adamczak, Radosław; Latała, Rafał

p. 1103-1136
On conditional independence and log-convexity

Matúš, František

p. 1137-1147
Challenging the empirical mean and empirical variance: A deviation study

Catoni, Olivier

p. 1148-1185
Adaptive wavelet estimation of the diffusion coefficient under additive error measurements

Hoffmann, M.; Munk, A.; Schmidt-Hieber, J.

p. 1186-1216
Efficient robust nonparametric estimation in a semimartingale regression model

Konev, Victor; Pergamenshchikov, Serguei

p. 1217-1244