Sommaire du Fascicule no. 1

A lower bound for the principal eigenvalue of the Stokes operator in a random domain
Loop-free Markov chains as determinantal point processes
An asymptotic result for brownian polymers
Iterative feature selection in least square regression estimation
A stochastic fixed point equation for weighted minima and maxima
LAMN property for hidden processes : the case of integrated diffusions
Stabilité du comportement des marches aléatoires sur un groupe localement compact
Random walk on graphs with regular resistance and volume growth
Invariance principles for random walks conditioned to stay positive

Sommaire du Fascicule no. 2

Estimation in models driven by fractional brownian motion
Small-time behavior of beta coalescents
Bounds on regeneration times and limit theorems for subgeometric Markov chains
On the path structure of a semimartingale arising from monotone probability theory
Vitesse de convergence dans le théorème limite central pour des chaînes de Markov fortement ergodiques
An algebraic approach to Pólya processes
Comparison between criteria leading to the weak invariance principle
Quenched non-equilibrium central limit theorem for a tagged particle in the exclusion process with bond disorder
An isoperimetric inequality on the ℓ p balls
Anomalous heat-kernel decay for random walk among bounded random conductances

Sommaire du Fascicule no. 3

New M-estimators in semi-parametric regression with errors in variables
Moderate deviations for some point measures in geometric probability
Central limit theorems for eigenvalues in a spiked population model
Invariance principle, multifractional gaussian processes and long-range dependence
Quenched law of large numbers for branching brownian motion in a random medium
Homogenization of a singular random one-dimensional PDE
Exponential concentration for first passage percolation through modified Poincaré inequalities
The quenched invariance principle for random walks in random environments admitting a bounded cycle representation

Sommaire du Fascicule no. 4

Skew-product representations of multidimensional Dunkl Markov processes
Identification of periodic and cyclic fractional stable motions
Limit laws for the energy of a charged polymer
On homogenization of space-time dependent and degenerate random flows II
On mean central limit theorems for stationary sequences
Joint continuity of the local times of fractional brownian sheets
A local limit theorem with speed of convergence for euclidean algorithms and diophantine costs
Uniform deterministic equivalent of additive functionals and non-parametric drift estimation for one-dimensional recurrent diffusions

Sommaire du Fascicule no. 5

Change-point estimation from indirect observations. 1. Minimax complexity
Change-point estimation from indirect observations. 2. Adaptation
Asymptotic Feynman-Kac formulae for large symmetrised systems of random walks
Random permutations and unique fully supported ergodicity for the Euler adic transformation
A lattice gas model for the incompressible Navier-Stokes equation
Limit shapes of Gibbs distributions on the set of integer partitions : the expansive case
Hitting time of a corner for a reflected diffusion in the square
Near-minimal spanning trees : a scaling exponent in probability models
On suprema of Lévy processes and application in risk theory

Sommaire du Fascicule no. 6

Convergence of simple random walks on random discrete trees to brownian motion on the continuum random tree
On the equivalence of some eternal additive coalescents
The renormalization transformation for two-type branching models
A characterization of harmonic measures on laminations by hyperbolic Riemann surfaces
Quasi-compactness and mean ergodicity for Markov kernels acting on weighted supremum normed spaces
Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models
Invariance principles for spatial multitype Galton-Watson trees
Determinantal transition kernels for some interacting particles on the line
Random spatial growth with paralyzing obstacles