Content
January 2000, Volume 13, Issue 1
- 279-309 Asymptotics of First-Passage Time Over a One-Sided Stochastic Boundary
by Zoran Vondraček
October 1999, Volume 12, Issue 4
- 885-902 Dobrushin Coefficients of Ergodicity and Asymptotically Stable L 1-Contractions
by Radu Zaharopol & Gheorghita Zbaganu - 903-932 Rifle Shuffles and Their Associated Dynamical Systems
by Steven P. Lalley - 933-969 A Lévy Type Martingale Convergence Theorem for Random Sets with Unbounded Values
by Jérôme Couvreux & Christian Hess - 971-984 Small Deviations for Gaussian Markov Processes Under the Sup-Norm
by Wenbo V. Li - 985-1009 Limit Theorems for Logarithmic Averages of Fractional Brownian Motions
by István Berkes & Lajos Horváth - 1011-1035 Existence and Regularity for a Class of Infinite-Measure (ξ, ψ, K)-Superprocesses
by Alexander Schied - 1037-1044 Complex Zeros of Algebraic Polynomial with Non-Zero Mean Random Coefficients
by K. Farahmand & A. Grigorash - 1045-1066 Additive Properties of the Dufresne Laws and Their Multivariate Extension
by Jean-Francois Chamayou & Gérard Letac - 1067-1087 On a Theorem of Dubins and Freedman
by Rabi Bhattacharya & Mukul Majumdar - 1089-1107 s-Stable Laws in Insurance and Finance and Generalization to Nilpotent Lie Groups
by Zbigniew J. Jurek & Daniel Neuenschwander - 1109-1112 Addendum to “On the Distribution of the Limit of Products of I.I.D. 2×2 Random Stochastic Matrices”
by A. Mukherjea & A. Nakassis & J. S. Ratti
July 1999, Volume 12, Issue 3
- 595-613 Measuring the Rarely Visited Sites of Brownian Motion
by Nathalie Eisenbaum & Zhan Shi - 615-641 The Law of the Iterated Logarithm over a Stationary Gaussian Sequence of Random Vectors
by Miguel A. Arcones - 643-660 On the Central Limit Theorem for Nonuniform φ-Mixing Random Fields
by Alberto L. Maltz - 661-673 Exponential Convergence in Probability for Empirical Means of Brownian Motion and of Random Walks
by Liming Wu - 675-697 Local Asymptotic Normality for Linear Homogeneous Difference Equations with Non-Gaussian Noise
by Andrius Jankunas - 699-720 Small Ball Estimates for Gaussian Processes under Sobolev Type Norms
by Wenbo V. Li & Qi-Man Shao - 721-737 Critical Dimensions for the Existence of Self-Intersection Local Times of the N-Parameter Brownian Motion in R d
by Peter Imkeller & Ferenc Weisz - 739-755 First Hitting Times for Some Random Walks on Finite Groups
by David Gluck - 757-778 A Compact Law of the Iterated Logarithm for Random Vectors in the Generalized Domain of Attraction of the Multivariate Gaussian Law
by Steven J. Sepanski - 779-809 Large and Moderate Deviations for Random Walks on Nilpotent Groups
by Paolo Baldi & Lucia Caramellino - 811-819 Precise Asymptotics in Spitzer's Law of Large Numbers
by Aurel Spătaru - 821-838 Sample Covariance Matrix for Random Vectors with Heavy Tails
by Mark M. Meerschaert & Hans-Peter Scheffler - 839-857 Dirichlet Forms on Totally Disconnected Spaces and Bipartite Markov Chains
by David Aldous & Steven N. Evans - 859-883 Multivariate Sampling and the Estimation Problem for Exchangeable Arrays
by Olav Kallenberg
April 1999, Volume 12, Issue 2
- 293-300 Estimates Uniform in Time for the Transition Probability of Diffusions with Small Drift and for Stochastically Perturbed Newton Equations
by Sergio Albeverio & Astrid Hilbert & Vassili Kolokoltsov - 301-311 Remarks on the Convergence Rate of the Spectral Distributions of Wigner Matrices
by Z. D. Bai & Baiqi Miao & Jhishen Tsay - 313-346 Hausdorff and Packing Measures of the Level Sets of Iterated Brownian Motion
by Yueyun Hu - 347-373 Semi-Selfsimilar Processes
by Makoto Maejima & Ken-iti Sato - 375-383 Factorization Theorems on Symmetric Spaces of Noncompact Type
by Piotr Graczyk - 385-398 A Cramér Type Large Deviation Result for Student's t-Statistic
by Qi-Man Shao - 399-420 Chung's Law and The Csáki Function
by Natalia Gorn & Mikhail Lifshits - 421-445 The Law of the Iterated Logarithm for Functionals of Harris Recurrent Markov Chains: Self Normalization
by Xia Chen - 447-474 The Equilibrium Behavior of Reversible Coagulation-Fragmentation Processes
by Richard Durrett & Boris L. Granovsky & Shay Gueron - 475-488 Isometric Stochastic Flows on Spheres
by Ming Liao - 489-522 Multiple Wick Product Chaos Processes
by Michael B. Marcus & Jay Rosen - 523-548 Essential Spanning Forests and Electrical Networks on Groups
by Rita Solomyak - 549-559 Amenability and Phase Transition in the Ising Model
by Johan Jonasson & Jeffrey E. Steif - 561-569 On a Class of Hungarian Semigroups and the Factorization Theorem of Khinchin
by C. Robinson Edward Raja - 571-583 On the Distribution of the Limit of Products of I.I.D. 2×2 Random Stochastic Matrices
by A. Mukherjea & A. Nakassis & J. S. Ratti - 585-594 Phase Retrieval for Probability Distributions on Quantum Groups and Braided Groups
by Uwe Franz & Daniel Neuenschwander & René Schott
January 1999, Volume 12, Issue 1
- 1-11 On a Laplace Transform Based Metric for Probabilities on a Hilbert Space
by Suman Majumdar - 13-25 Remark on the Cramér Type Condition for ω2-Statistic
by Vladimir I. Chebotarev - 27-47 A Series Criterion for the Almost-Sure Growth Rate of the Generalized Diameter of an Increasing Sequence of Random Points
by Martin J. B. Appel & Michael J. Klass & Ralph P. Russo - 49-74 Some Laws of the Iterated Logarithm for Two Parameter Martingales
by Jiming Jiang - 75-86 Sufficient Conditions for the Existence of Disintegrations
by Patrizia Berti & Pietro Rigo - 87-104 Almost-Sure Results for a Class of Dependent Random Variables
by Magda Peligrad & Allan Gut - 105-129 How Big Are the Increments of a Two-Parameter Gaussian Process?
by Yong-Kab Choi & Norio Kôno - 131-145 The Arcsine Law
by J. Hoffmann-Jørgensen - 147-179 Principles of Large Deviations for the Empirical Processes of the Ornstein–Uhlenbeck Process
by Matthias K. Heck - 181-200 The Strong Law of Large Numbers for Kaplan–Meier U-Statistics
by Arup Bose & Arusharka Sen - 201-205 Coalescing Particles on an Interval
by Michael Larsen & Russell Lyons - 207-216 A Note on the Local Time of Fractional Brownian Motion
by Yuji Kasahara & Namiko Ogawa - 217-254 A Reversible Nearest Particle System on the Homogeneous Tree
by Amber L. Puha - 255-270 A Technique for Stochastic Control Problems with Unbounded Control Set
by J. R. Dorroh & G. Ferreyra & P. Sundar - 271-292 Markov Processes with Equal Capacities
by P. J. Fitzsimmons
October 1998, Volume 11, Issue 4
- 857-868 Average Number of Real Roots of Random Harmonic Equations
by S. Bagh - 869-906 Rates of Convergence and Law of the Iterated Logarithm for U-Processes
by Kaoukeb Turki-Moalla - 907-920 On Order-Preserving Properties of Probability Metrics
by Claude Lefèvre & Sergey Utev - 921-933 A Glivenko-Cantelli Theorem and Strong Laws for L-Statistics
by Arup Bose - 935-951 Random Walks On Finite Convex Sets Of Lattice Points
by Balint Virag - 953-977 The Maximum of a Critical Branching Wiener Process
by P. Révész - 979-995 Strong Laws for Martingale Differences and Independent Random Variables
by Henry Teicher - 997-1018 On the Approximation of Quantile Processes by Kiefer Processes
by Paul Deheuvels - 1019-1074 Random Walks Crossing High Level Curved Boundaries
by Harry Kesten & R. A. Maller - 1075-1110 Moderate Deviations for Empirical Measures of Markov Chains: Upper Bounds
by A. de Acosta & Xia Chen - 1111-1133 Discrete Spectrum of Nonstationary Stochastic Processes on Groups
by Leonid G. Hanin & Bertram M. Schreiber
July 1998, Volume 11, Issue 3
- 577-588 Relative Compactness for Capacities, Measures, Upper Semicontinuous Functions and Closed Sets
by George L. O'Brien & Stephen Watson - 589-608 Ergodic Theorems for Iterated Function Systems Controlled by Regenerative Sequences
by Dmitrii S. Silvestrov & Örjan Stenflo - 609-619 On Small Values of Semi-Additive Functions
by A. S. Fainleib - 621-631 Complete Convergence of Martingale Arrays
by Subhashis Ghosal & Tapas K. Chandra - 633-643 Zero-One Law for Symmetric Convolution Semigroups of Measures on Groups
by H. Byczkowska & T. Byczkowski - 645-699 Differentiability of Inverse Operators and Limit Theorems for Inverse Functions
by Vladimir I. Koltchinskii - 701-714 Random Walks on Trees and an Inequality of Means
by Christiane Takacs & Roland Takacs - 715-731 Estimates for the Rapid Decay of Concentration Functions of n-Fold Convolutions
by F. Götze & A. Yu. Zaitsev - 733-763 Collision Measure and Collision Local Time for (α, d, β) Superprocesses
by Leonid Mytnik - 765-793 The Local time of Simple Random Walk in Random Environment
by Yueyun Hu & Zhan Shi - 795-811 Asymptotic Recurrence and Waiting Times for Stationary Processes
by Ioannis Kontoyiannis - 813-830 Can We Bootstrap Even if CLT Fails?
by Dragan Radulović - 831-851 Estimation of Densities and Applications
by María Emilia Caballero & Begoña Fernández & David Nualart - 853-856 A Limit Result for U-Statistics of Binary Variables
by Sergey Utev & Niels G. Becker
April 1998, Volume 11, Issue 2
- 303-330 Feller Processes Generated by Pseudo-Differential Operators: On the Hausdorff Dimension of Their Sample Paths
by René L. Schilling - 331-350 A Nonlinear Deformation of Wiener Space
by Shunlong Luo - 351-370 On the LIL for Self-Normalized Sums of IID Random Variables
by Evarist Giné & David M. Mason - 371-382 On the Asymptotic Behavior of the Harmonic Renewal Measure
by M. S. Sgibnev - 383-408 Local Times and Related Properties of Multidimensional Iterated Brownian Motion
by Yimin Xiao - 409-415 Strategic Purely Nonatomic Random Walks
by Sreela Gangopadhyay & B. V. Rao - 417-433 Entropy for Random Partitions and Its Applications
by Yongzhao Shao & Raúl Jiménez - 435-442 Path Regularity and Regularity in Mean of 1st Order Processes
by F. Martínez & A. R. Villena - 443-459 Compact Laws of the Iterated Logarithm for B-Valued Random Variables with Two-Dimensional Indices
by Deli Li & R. J. Tomkins - 461-492 On Convex Limit Sets and Brownian Motion
by J. Kuelbs & M. Ledoux - 493-514 An Extension of Itô's Formula for Anticipating Processes
by Elisa Alòs & David Nualart - 515-533 Uniqueness for a Historical SDE with a Singular Interaction
by Robert Adler & Roger Tribe - 535-559 Optimal Upper and Lower Bounds for the Upper Tails of Compound Poisson Processes
by Marjorie G. Hahn & Michael J. Klass - 561-569 Markov Chains in a Field of Traps
by Robin Pemantle & Stanislav Volkov - 571-576 A Note on Tortrat Groups
by S. G. Dani & C. R. E. Raja
January 1998, Volume 11, Issue 1
- 1-24 Large Deviations for Hierarchical Systems of Interacting Jump Processes
by Boualem Djehiche & Alexander Schied - 25-80 Interface Fluctuations and Couplings in the D=1 Ginzburg–Landau Equation with Noise
by S. Brassesco & P. Buttà & A. De Masi & E. Presutti - 81-125 On Positive Random Objects
by Johan Jonasson - 127-156 Some Martingales Related to the Integral of Brownian Motion. Applications to the Passage Times and Transience
by Aimé Lachal - 157-179 Continuity Conditions for a Class of Gaussian Chaos Processes Related to Continuous Additive Functionals of Lévy Processes
by Michael B. Marcus & Michel Talagrand - 181-195 An Ergodic Process of Zero Divergence-Distance from the Class of All Stationary Processes
by Shaogang Xu - 197-208 Two Ergodic Sample-Path Properties of the Poisson Process
by Wolfgang Stadje - 209-224 Strong Laws and Summability for φ-Mixing Sequences of Random Variables
by Rüdiger Kiesel - 225-257 Limit Processes for Age-Dependent Branching Particle Systems
by I. Kaj & S. Sagitov - 259-277 Optimal Stopping and Maximal Inequalities for Linear Diffusions
by S. E. Graversen & G. Peškir - 279-288 On the Marcinkiewicz–Zygmund Strong Law for U-Statistics
by Henry Teicher - 289-301 A General Lower Bound for Gaussian Chaos
by Michel Talagrand
October 1997, Volume 10, Issue 4
- 819-834 Stochastic Local Gauss-Bonnet-Chern Theorem
by Elton P. Hsu - 835-848 Itô-Wiener Chaos Expansion with Exact Residual and Correlation, Variance Inequalities
by Yaozhong Hu - 849-866 Weak Variation of Gaussian Processes
by Yimin Xiao - 867-902 On Transformations and Determinants of Wishart Variables on Symmetric Cones
by Hélène Massam & Erhard Neher - 903-920 Large Deviations for Products of Empirical Probability Measures in the τ-Topology
by Peter Eichelsbacher - 921-934 Large Time Asymptotics for Brownian Hitting Densities of Transient Concave Curves
by J. M. Anderson & Loren D. Pitt - 935-965 Large Deviations from the Almost Everywhere Central Limit Theorem
by Peter March & Timo Seppäläinen - 967-989 Contractive Automorphisms of Locally Compact Groups and the Concentration Function Problem
by Wojciech Jaworski - 991-1002 The Expected Number of Local Maxima of a Random Algebraic Polynomial
by K. Farahmand & P. Hannigan - 1003-1052 Convergence of Noncommutative Triangular Arrays of Probability Measures on a Lie Group
by H. Heyer & G. Pap - 1053-1063 Some Invariance Principles for Random Vectors in the Generalized Domain of Attraction of the Multivariate Normal Law
by Steven J. Sepanski - 1065-1074 Phase Retrieval for Probability Measures on Abelian Groups II
by H. Carnal & G. M. Fel'dman
July 1997, Volume 10, Issue 3
- 557-579 On the Rate of Clustering to the Strassen Set for Increments of the Uniform Empirical Process
by Philippe Berthet - 581-603 Geometry of $$\mathbb{Z}^d $$ and the Central Limit Theorem for Weakly Dependent Random Fields
by Gonzalo Perera - 605-623 Weak Laws with Random Indices for Arrays of Random Elements in Rademacher Type p Banach Spaces
by André Adler & Andrew Rosalsky & Andrej I. Volodin - 625-642 Time Difference on the Brownian Curve
by Z. Shi - 643-657 Some Finitely Additive Probability: Random Walks
by Sreela Gangopadhyay & B. V. Rao - 659-679 Combinatorial Properties of Brownian Motion on the Compact Classical Groups
by E. M. Rains - 681-693 Sharp Conditions for the CLT of Linear Processes in a Hilbert Space
by Florence Merlevède & Magda Peligrad & Sergey Utev - 695-732 The Law of the Iterated Logarithm for m-Dependent Banach Space Valued Random Variables
by Xia Chen - 733-736 Conditioned Diffusions which are Brownian Bridges
by Itai Benjamini & Susan Lee - 737-746 Survival of Threshold Contact Processes
by Shirin J. Handjani - 747-758 Revisit the Lovász Local Lemma
by Jeesen Chen - 759-771 Symmetric Distributions of Random Measures in Higher Dimensions
by Kameswarrao S. Casukhela - 773-794 Super-Tree Random Measures
by Hassan Allouba & Rick Durrett & John Hawkes & Edwin Perkins - 795-818 Duality and Multiplicative Stochastic Processes on Quantum Groups
by Philip Feinsilver & Uwe Franz & René Schott
April 1997, Volume 10, Issue 2
- 277-277 Preface
by A. Mukherjea - 279-286 Murray Rosenblatt: His Contributions to Probability and Statistics
by T. C. Sun - 295-305 Some Simple Remarks on an Autoregressive Scheme and an Implied Problem
by Murray Rosenblatt - 307-332 Large Deviations for Quadratic Functionals of Gaussian Processes
by Włodzimierz Bryc & Amir Dembo - 333-348 A Note on Random Sums with Nonrandom Centering
by P. S. Griffin - 349-374 Wall and Siegmund Duality Relations for Birth and Death Chains with Reflecting Barrier
by Holger Dette & James Allen Fill & Jim Pitman & William J. Studden - 375-393 Convergence in Distribution of Products of I.I.D. Nonnegative Matrices
by S. Dhar & A. Mukherjea - 395-427 Divergence of a Random Walk Through Deterministic and Random Subsequences
by Harry Kesten & Ross A. Maller - 429-443 A Particle Migrating Randomly on a Sphere
by David R. Brillinger - 445-479 Closure of Linear Processes
by Peter J. Bickel & Peter Bühlmann - 481-497 Least Absolute Deviation Estimation for Regression with ARMA Errors
by Richard A. Davis & William T. M. Dunsmuir - 499-506 Continuous Singularity of the Weak Limit of Convolution Powers of a Discrete Probability Measure on 2 × 2 Stochastic Matrices
by A. Mukherjea & J. S. Ratti - 507-555 On Quantiles and the Central Limit Question for Strongly Mixing Sequences
by Richard C. Bradley
January 1997, Volume 10, Issue 1
- 1-23 Rate of Convergence of Intermediate Order Statistics
by Shihong Cheng & Laurens de Haan & Xin Huang - 25-50 Large Gaps in the Range of Stable Processes
by T. S. Mountford & P. O'hara & S. C. Port - 51-71 Spectral Decomposition for Generalized Domains of Semistable Attraction
by Mark M. Meerschaert & Hans-Peter Scheffler - 73-86 The Equivalence of Ergodicity and Weak Mixing for Infinitely Divisible Processes
by Jan Rosiński & Tomasz Żak - 87-100 The Continuity of M and N in Greedy Lattice Animals
by Sungchul Lee - 101-115 Strassen Laws of Iterated Logarithm for Partially Observed Processes
by M. A. Lifshits & M. Weber - 117-129 Exponents and Symmetry of Operator Lévy's Probability Measures on Finite Dimensional Vector Spaces
by Andrzej Łuczak - 131-143 On the Limiting Proportion of Types
by Mark D. Rothmann & Ralph P. Russo - 145-183 The Law of Large Numbers and the Ito-Nisio Theorem for Vector Valued Random Fields
by J. Hoffmann-Jørgensen & K-L. Su & R. L. Taylor - 185-200 Some Results Concerning Convergence of Convolution Products of Probability Measures on Discrete Semigroups
by Greg Budzban & Imre Ruzsa - 201-211 Random Motion of a Rigid Body
by Ming Liao - 213-276 A Continuous Super-Brownian Motion in a Super-Brownian Medium
by Donald A. Dawson & Klaus Fleischmann