### 2013 Volume 19 Issue 1

- P. Cenac, B. Chauvin, S. Herrmann and P. Vallois
- Persistent Random Walks, Variable Length Markov Chains and Piecewise Deterministic Markov Processes pp. 1-50
- S. Gallo, M. Lerasle and D.Y. Takahashi
- Markov Approximation of Chains of Infinite Order in the $\bar{d}$-metric pp. 51-82
- N. Vvedenskaya, Y. Suhov and V. Belitsky
- A Non-Linear Model of Trading Mechanism on a Financial Market pp. 83-98
- J. Bernhard
- The Geometry of Markov Chain Limit Theorems pp. 99-124
- C. Asci
- Convergence in Total Variation of an Affine Random Recursion in $[0,p)^{k}$ to a Uniform Random Vector pp. 125-140
- J. Baczynski and M.D. Fragoso
- A Note on the Convergence of Probability Functions of Markov Chains pp. 141-148
- M. Moehle
- Duality and Cones of Markov Processes and Their Semigroups pp. 149-162

### 2013 Volume 19 Issue 2

- S.N. Ethier and Jiyeon Lee
- Parrondo Games with Spatial Dependence and a Related Spin System pp. 163-194
- G.L. Torrisi
- Point Processes with Papangelou Conditional Intensity: From the Skorohod Integral to the Dirichlet Form pp. 195-248
- F. Avram, N.N. Leonenko and N. Suvak
- On Spectral Analysis of Heavy-Tailed Kolmogorov-Pearson Diffusions pp. 249-298
- D. Ferre and D. Guibourg
- Regularity of the Characteristic Function of Additive Functionals for Iterated Function Systems. Statistical Applications pp. 299-342
- L.R. Fontes and G.R.C. Peixoto
- Elementary Results on K Processes with Weights pp. 343-370

### 2013 Volume 19 Issue 3

- O. Blondel, N. Cancrini, F. Martinelli, C. Roberto and C. Toninelli
- Fredrickson - Andersen One Spin Facilitated Model out of Equilibrium pp. 383-406
- A. Faggionato, F. Martinelli, C. Roberto and C. Toninelli
- The East Model: Recent Results and New Progresses pp. 407-452
- N. Berglund
- Kramers' Law: Validity, Derivations and Generalisations pp. 459-490
- I. Grigorescu and Min Kang
- Markov Processes with Redistribution pp. 497-520
- P. Groisman and M. Jonckheere
- Simulation of Quasi-Stationary Distributions on Countable Spaces pp. 521-542
- D. Villemonais
- Uniform Tightness for Time-Inhomogeneous Particle Systems and for Conditional Distributions of Time-Inhomogeneous Diffusion Processes pp. 543-562
- M. Baiesi and E. Carlon
- Models of DNA Denaturation Dynamics: Universal Properties pp. 569-576
- J. Poisat
- Ruelle - Perron - Frobenius Operator Approach to the Annealed Pinning Model with Gaussian Long-Range Correlated Disorder pp. 577-606

### 2013 Volume 19 Issue 4

- A. Bovier and Shi-Dong Wang
- Trait Substitution Trees on Two Time Scales Analysis pp. 607-642
- A.A. Lykov and. Malyshev
- Convergence to Gibbs Equilibrium - Unveiling the Mystery pp. 643-666
- S.N. Ethier and Jiyeon Lee
- Parrondo Games with Spatial Dependence and a Related Spin System, II pp. 667-692
- A. Schnurr
- On Deterministic Markov Processes: Expandability and Related Topics pp. 693-720
- J. Peterson
- Strict Monotonicity Properties in One-dimensional Excited Random Walks pp. 721-734
- C. Profeta
- On Last Passage Times of Linear Diffusions to Curved Boundaries pp. 735-762
- J. Najnudel and A. Nikeghbali
- On Penalisation Results Related with a Remarkable Class of Submartingales pp. 763-790
- U. Paun
- Waiting Time Random Variables: Upper Bounds pp. 791-818

### 2014 Volume 20 Issue 1

- Proceedings of the 16th Brazilian School of Probability
- A. Toom
- Preface p. 2
- Gunter Schuetz, R.J. Harris and A. Rakos
- Fluctuation theorems for stochastic interacting particle systems pp. 3-44
- Davar Khoshnevisan
- Parabolic SPDEs and Intermittency pp. 45-80
- Wilfrid Kendall
- Random lines and networks pp. 81-106
- Saba Amsalu, Raphael Hauser and Heinrich Matzinger
- A Monte Carlo Approach to the Fluctuation Problem in Optimal Alignments of Random Strings pp. 107-144
- Rodrigo G. Couto, Bernardo N.B. de Lima and Remy Sanchis
- Anisotropic Percolation on Slabs pp. 145-154
- J. Theodore Cox and Rinaldo B. Schinazi
- A stochastic model for the evolution of the influenza virus pp. 155-166
- Chang C. Y. Dorea and Magno A. Oliveira
- The Donsker's Theorem for Levy Stable Motions via Mallows Distance pp. 167-172

### 2014 Volume 20 Issue 2

- Y. Higuchi, K. Kinoshita, M. Takei and Y. Zhang
- Incipient Infinite Cluster in 2D Ising Percolation pp. 173-182
- F. Chapon, R. Couillet, W. Hachem and X. Mestre
- The Outliers Among the Singular Values of Large Rectangular Random Matrices with Additive Fixed Rank Deformation p. 183-228
- Linglong Yuan
- On the measure division construction of $\Lambda$-coalescents pp. 229-264
- Chunmao Huang and Quansheng Liu
- Convergence Rates for a Supercritical Branching Process in a Random Environment pp. 265-286
- C. Gallesco, N. Gantert, S. Popov and M. Vachkovskaia
- A Conditional Quenched CLT for Random Walks Among Random Conductances on $Z^d$ pp. 287-328
- M. Bessonov, S. Molchanov and J. Whitmeyer
- A Mean Field Approximation of the Bolker - Pacala Population Model pp. 329-348
- O. Friesen and M. Loewe
- On the Spectral Density of Large Sample Covariance Matrices with Markov Dependent Columns pp. 349-374
- V.M. Gertsik
- Asymptotic Independence for Stationary State of Mean Field Markov Process pp. 375-380
- S.A. Pirogov and E.N. Petrova
- On "Asymptotic Independence..." by V.M. Gertsik pp. 381-384

### 2014 Volume 20 Issue 3

- This issue is devoted to the memory of Boris Vladimirovich Gnedenko (01.01.1912 - 27.12.1995)
- Foreword pp. 385-390
- I.A. Ibragimov, N.V. Smorodina and M.M. Faddeev
- The Probabilistic Approximation of the Dirichlet Initial Boundary Value Problem Solution for the Equation $\partial u/\partial t=(\sigma^2/2)/\Delta u$ With a Complex Parameter $\sigma$ pp. 391-414
- G. D'Amico and F. Petroni
- Multivariate High-Frequency Financial Data via Semi-Markov Processes pp. 415-434
- K. Debicki, E. Hashorva, Lanpeng Ji and Zhongquan Tan
- Finite-time Ruin Probability of Aggregate Gaussian Processes pp. 435-450
- Y. Belopolskaya
- Markov Processes Associated With Fully Nondiagonal Systems of Parabolic Equations pp. 451-478
- A.Yu. Veretennikov and G.A. Zverkina
- Simple Proof of Dynkin's Formula for Single-Server Systems and Polynomial Convergence Rates pp. 479-504
- T. Belkina
- Risky Investment for Insurers and Sufficiency Theorems for the Survival Probability pp. 505-525
- N.M. Zinchenko
- Strong Limit Theorems for the Risk Process with Stochastic Premiums pp. 527-544
- L. Bertini, A. Faggionato and D. Gabrielli
- From Level 2.5 to Level 2 Large Deviations for Continuous Time Markov Chains pp. 545-562
- M. Gorny
- A Curie - Weiss Model of Self-Organized Criticality: The Gaussian Case pp. 563-576
- N. Privault, Xiangfeng Yang and J.-C. Zambrini
- Feynman - Kac Formula for Levy Processes and Semiclassical (Euclidean) Momentum Representation pp. 577-600

### 2014 Volume 20 Issue 4

- B. Jahnel, C. Kuelske, E. Rudelli and J. Wegener
- Gibbsian and Non-Gibbsian Properties of the Generalized Mean-Field Fuzzy Potts-Model pp. 601-632
- V. Bansaye and V. Vatutin
- Random Walk with Heavy Tail and Negative Drift Conditioned by Its Minimum and Final Values pp. 633-652
- S.Roelly and W.M. Ruszel
- Propagation of Gibbsianness for Infinite-Dimensional Diffusions with Space-Time Interaction pp. 653-674
- J. Fontbona and B. Jourdain
- On the Long Time Behaviour of Stochastic Vortices Systems pp. 675-704
- I. Papageorgiou
- The Logarithmic Sobolev Inequality for Gibbs Measures on Infinite Product of Heisenberg Groups pp. 705-749
- Zs. Bartha and A. Telcs
- Quenched Invariance Principle for the Random Walk on the Penrose Tiling pp. 751-767