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Content
September 1984, Volume 18, Issue 1
July 1984, Volume 17, Issue 2
- 187-210 Coalescing and noncoalescing stochastic flows in R1
by Harris, Theodore E.
- 211-227 Joint continuity and representations of additive functionals of d-dimensional Brownian motion
by Bass, Richard
- 229-242 Asymptotic analysis of a certain random differential equation
by Nogueira, Arnaldo C. R.
- 243-263 Girsanov's theorem in Hilbert space and an application to the statistics of Hilbert space- valued stochastic differential equations
by Loges, Wilfried
- 265-283 A general rice formula, palm measures, and horizontal-window conditioning for random fields
by Zähle, Ulrich
- 285-312 Extremal ranks and transformation of variables for extremes of functions of multivariate Gaussian processes
by Lindgren, Georg
- 313-325 Cooperative birth processes with linear or sublinear intensity
by Küster, Petra
- 327-336 Blocking, reordering, and the throughput of a series of servers
by Kelly, F. P.
- 337-347 Inference for earthquake models: A self-correcting model
by Ogata, Y. & Vere-Jones, D.
- 349-357 On maximizing the average time at a goal
by Demko, S. & Hill, T. P.
- 359-367 Necessary and sufficient conditions for the Robbins-Monro method
by Clark, Dean S.
- 369-373 The occurrence of sequence patterns in ergodic Markov chains
by Benevento, Rodolfo V.
May 1984, Volume 17, Issue 1
- 47-71 Limit theorems for sums determined by branching and other exponentially growing processes
by Jagers, Peter & Nerman, Olle
- 73-100 Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type
by Sato, Ken-iti & Yamazato, Makoto
- 101-114 Countably many simultaneous random changes of time scales
by Helms, L. L.
- 115-125 Continuity properties of Hilbert space valued martingales
by Kotelenez, Peter
- 127-136 A strong limit theorem for the oscillation modulus of the uniform empirical quantile process
by Mason, David M.
- 137-146 On the existence of weak solutions to stochastic differential equations with degenerate diffusion
by Christopeit, Norbert
- 147-158 The product representation of a locally dependent random graph
by Kuulasmaa, Kari
- 159-166 Time reversal and stationary Gibbs measures
by Künsch, H.
- 167-176 Almost sure limit points of and the number of boundary crossings related to SLLN and LIL for record times, inter-record times and the number of record values
by Nayak, S. S.
- 177-181 On the sequence of Bayesian estimates of normal random walk process
by Huang, Jun S. & Yang, Mark C. K.
March 1984, Volume 16, Issue 3
February 1984, Volume 16, Issue 2
- 113-139 Cumulative Bernoulli trials and Krawtchouk processes
by Hoare, M. R. & Rahman, Mizan
- 141-156 A duality relation for entrance and exit laws for Markov processes
by Cox, J. Theodore & Rösler, Uwe
- 157-170 Integrals and derivatives of regularly varying functions in d and domains of attraction of stable distributions II
by de Haan, L. & Omey, E.
- 171-177 A thinning result for pure jump processes
by Böker, Fred
- 179-188 Negative binomial distributions for point processes
by Gregoire, Gérard
- 189-197 A necessary and sufficient condition for noncertain extinction of a branching process in a random environment (BPRE)
by Coffey, John & Tanny, David
- 199-204 On the asymptotic behaviour of the empirical random field of the brownian motion
by Bolthausen, E.
- 205-210 A theorem on regular infinitely divisible cox processes
by Thall, Peter F.
- 211-217 On the mean number of trials until the last trials satisfy a given condition
by Thorburn, Daniel
January 1984, Volume 16, Issue 1
- 39-54 A fluctuation theory for Markov chains
by Kulkarni, V. G. & Prabhu, N. U.
- 55-69 Generalized Brownian functionals and the Feynman integral
by Streit, L. & Hida, T.
- 71-84 Invariance principles for stochastic area and related stochastic integrals
by Janson, Svante & Wichura, Michael J.
- 85-98 On the sequence of partial maxima of some random sequences
by Ortega, Joaquín & Wschebor, Mario
- 99-111 Optimal stopping for extremal processes
by Flatau, J. & Irle, A.
August 1983, Volume 15, Issue 3
- 213-238 Sojourns and extremes of Fourier sums and series with random coefficients
by Berman, Simeon M.
- 239-269 Nonlinear filtering equations for two-parameter semimartingales
by Korezlioglu, H. & Mazziotto, G. & Szpirglas, J.
- 271-293 Estimation de la transition de probabilité d'une chaîne de Markov doëblin-récurrente. étude du cas du processus autorégressif général d'ordre 1
by Doukhan, Paul & Ghindès, Marcel
- 295-311 The rate of convergence in Orey's theorem for Harris recurrent Markov chains with applications to renewal theory
by Nummelin, Esa & Tuominen, Pekka
- 313-316 A stochastic calculus model of continuous trading: Complete markets
by Harrison, J. Michael & Pliska, Stanley R.
- 317-325 Maximizing the length of a success run for many-armed bandits
by Berry, Donald A. & Fristedt, Bert
July 1983, Volume 15, Issue 2
June 1983, Volume 15, Issue 1
- 3-30 Representations, decompositions and sample function continuity of random fields with independent increments
by Adler, R. J. & Monrad, D. & Scissors, R. H. & Wilson, R.
- 31-57 Two-parameter diffusion processes and martingales
by Nualart, D.
- 59-82 Local times for two-parameter Lévy processes
by Vares, Maria E.
- 83-91 Non-stationary inventory position processes
by Sung, C. S.
- 93-98 On estimator efficiency in stochastic processes
by Sweeting, Trevor
- 99-109 The asymptotic distribution of weighted empirical distribution functions
by Mason, David M.
March 1983, Volume 14, Issue 3
- 209-232 State estimation for cox processes on general spaces
by Karr, Alan F.
- 233-248 Estimation and control for linear, partially observable systems with non-gaussian initial distribution
by Benes, Václav E. & Karatzas, Ioannis
- 249-265 Estimation of the Gauss-Markov process from observation of its sign
by Slepian, David
- 267-277 Small-sample properties of maximum probability estimators
by Weiss, Lionel
- 279-295 A central limit theorem for estimation in Gaussian stationary time series observed at unequally spaced times
by Dunsmuir, W.
- 297-313 Extreme values of Markov population processes
by Barbour, A. D.
- 315-325 Hitting time of a moving boundary for a diffusion
by Bass, R. F. & Erickson, K. B.
February 1983, Volume 14, Issue 2
January 1983, Volume 14, Issue 1
- 1-17 A model for the transport of solid particles in a fluid flow
by Gani, J. & Todorovic, P.
- 19-40 A limit theorem for particle numbers in bounded domains of a branching diffusion process
by Ogura, Yukio
- 41-54 Asymptotically minimax tests of composite hypotheses for nonergodic type processes
by Basawa, I. V. & Koul, H. L.
- 55-66 Empirical processes indexed by smooth functions
by Stute, Winfried
- 67-77 Absolute regularity and functions of Markov chains
by Bradley, Richard C.
- 79-91 Inhomogeneous Markov branching processes: Supercritical case
by Cohn, H. & Hering, H.
- 93-105 A bound for the expected hitting time of storage processes
by Yamada, Keigo
September 1982, Volume 13, Issue 3
- 235-248 The coalescent
by Kingman, J. F. C.
- 249-261 A diffusion process with killing: the time to formation of recurrent deleterious mutant genes
by Karlin, Samuel & Tavaré, Simon
- 263-278 On convolution tails
by Embrechts, Paul & Goldie, Charles M.
- 279-292 On some applications of Wald's identity to dams
by Phatarfod, Revindra M.
- 293-303 Poisson flows in single class open networks of quasireversible queues
by Walrand, J.
- 305-310 Markov chains with almost exponential hitting times
by Aldous, David J.
- 311-318 Invariance of Wiener processes and of Brownian bridges by integral transforms and applications
by Deheuvels, Paul
- 319-325 A nonparametric procedure to detect periods in time series
by Miescke, Klaus-J. & Pöppel, Ernst
- 327-331 Transient Behaviour of an M/M/1/N queue
by Sharma, O. P. & Gupta, U. C.
August 1982, Volume 13, Issue 2
July 1982, Volume 13, Issue 1
- 1-9 Maximum and minimum of one-dimensional diffusions
by Davis, Richard A.
- 11-25 Limit theorems for stochastic measures of the accuracy of density estimators
by Hall, Peter
- 27-37 Moments of the number of upcrossings of an absolutely continuous process at points of density of a sample path derivative associated set
by Anderson, Douglas R. & Carpenter, Daniel D.
- 39-43 Estimation of prediction error variance
by Hong-Zhi, An
- 45-57 A statistically important Gaussian Process
by Pflug, Georg
- 59-74 Diffusion approximations of age-and-position dependent branching processes
by Wang, Frank J. S.
- 75-85 Ratio limit theorems for branching Ornstein-Uhlenbeck processes
by Enderle, K. & Hering, H.
- 87-117 A class of stochastic processes with a law generalizing a nondecomposable law on the real line
by Gualtierotti, A. F.
May 1982, Volume 12, Issue 3
- 231-248 On the M/G/2 queeing model
by Cohen, J.W.
- 249-269 A partially observed poisson process
by Karr, Alan F.
- 271-291 Weak convergence for generalized semi-Markov processes
by Hordijk, A. & Schassberger, R.
- 293-299 A weak convergence theorem for functionals of sums of independent random variables
by Yoshihara, Ken-ichi
- 301-312 On a continuous analogue of the stochastic difference equation Xn=[rho]Xn-1+Bn
by Wolfe, Stephen James
- 313-326 Reverse-time diffusion equation models
by Anderson, Brian D.O.
- 327-333 Stochastic models for the random location of individuals in a habitat
by Langberg, Naftali A. & Johnson, Roger B. & Bradley, Ralph A.
March 1982, Volume 12, Issue 2
October 1981, Volume 12, Issue 1
- 1-26 Local times of stochastic processes with positive definite bivariate densities
by Berman, Simeon M.
- 27-58 Convergence to diffusions with regular boundaries
by Helland, Inge S.
- 59-72 On a property related to convergence in probability and some applications to branching processes
by Cohn, Harry
- 73-84 Operator self similar stochastic processes in
by Laha, R. G. & Rohatgi, V. K.
- 85-96 Optimum excess-loss reinsurance: a dynamic framework
by Tapiero, Charles S. & Zuckerman, Dror
- 97-106 Poisson limits for a hard-core clustering model
by Saunders, Roy & Kryscio, Richard J. & Funk, Gerald M.
- 107-113 Distribution free tests for comparing trends in Poisson series
by Lee, Larry
August 1981, Volume 11, Issue 3
- 215-260 Martingales and stochastic integrals in the theory of continuous trading
by Harrison, J. Michael & Pliska, Stanley R.
- 261-271 On the time dependent behaviour of the truncated birth-death process
by van Doorn, Erik A.
- 273-283 Shock models and the MIFRA property
by Savits, Thomas H. & Shaked, Moshe
- 285-291 Locally most powerful sequential tests for stochastic processes
by Irle, A.
- 293-295 A curious renewal process average
by Jewell, William S.
- 297-300 Lim sup behavior of sums of geometrically weighted i.i.d. random variables
by Rosalsky, Andrew
- 301-308 On the observation closest to the origin
by de Haan, L. & Resnick, S. I.
- 309-312 A Glivenko-Cantelli theorem for empirical measures of independent but non-identically distributed random variables
by Wellner, Jon A.
- 313-315 Remarks on the equation dXt = a(Xt)dBt
by Betz, Cristina & Gzyl, Henryk
May 1981, Volume 11, Issue 2
March 1981, Volume 11, Issue 1
- 1-10 An almost sure invariance principle for partial sums associated with a random field
by Neaderhouser, Carla C.
- 11-26 A refinement of the coupling method in renewal theory
by Ney, Peter
- 27-34 Estimating quantiles of the cumulative mean function of the nonhomogeneous Poisson process
by Lee, L.
- 35-45 Bernoulli two-armed bandits with geometric termination
by Berry, Donald A. & Viscusi, W. Kip
- 47-56 Asymptotic failure distributions
by Gottlieb, Gary
- 57-77 Discrete dams with Markovian inputs
by Pakes, Anthony G.
- 79-89 An application of a martingale central limit theorem to the standard epidemic model
by Watson, Ray
- 91-99 Ergodic Markov chains with finite convergence time
by Lindqvist, Bo
- 101-108 The occurrence of sequence patterns in repeated experiments and hitting times in a Markov chain
by Gerber, Hans U. & Li, Shuo-Yen Robert
October 1980, Volume 10, Issue 3
September 1980, Volume 10, Issue 2
June 1980, Volume 10, Issue 1
December 1979, Volume 9, Issue 3
- 237-244 The martingales of an independent increment process
by Bass, Richard
- 245-251 Random evolutions in discrete and continuous time
by Cohen, Joel E.
- 253-259 Density averaging for Markov processes and the invariant measures problem
by Greenland, Arnold
- 261-272 Equivalent descriptions of perturbed Markov processes
by Feigin, Paul D. & Rubinstein, Eliezer
- 273-279 A characterization of the rectangular distribution
by Lukacs, Eugene
- 281-289 The central limit theorem for time series regression
by Hannan, E. J.
- 291-305 Asymptotic tests of composite hypotheses for non-ergodic type stochastic processes
by Basawa, I. V. & Koul, H. L.
- 307-318 Bayesian non-parametric estimation for age-dependent branching processes
by Johnson, Richard A. & Susarla, V. & van Ryzin, John
- 319-330 A suggestion of a new measure of importance of system components
by Natvig, Bent
November 1979, Volume 9, Issue 2
- 117-135 Maxima of branching random walks vs. independent random walks
by Durrett, Richard
- 137-145 Local maxima of the sample functions of the N-parameter Bessel process
by Puri, Madan L. & Tran, Lanh Tat
- 147-154 On increasing continuous processes
by Çinlar, E.
- 155-161 Lp-intensities of random measures
by Kallenberg, Olav
- 163-174 On the invariance principle for U-statistics
by Hall, Peter
- 175-187 On the first birth and the last death in a generation in a multi-type Markov branching process
by Edler, Lutz
- 189-193 Position dependent and stochastic thinning of point processes
by Brown, Tim
- 195-205 Simultaneous life testing in a random environment
by Ammann, Larry P.
- 207-215 Some first passage problems related to cusum procedures
by Khan, Rasul A.
- 217-222 A central limit theorem for the sojourn times of strongly ergodic Markov chains
by Bolthausen, E.
- 223-235 Denumerable state semi-Markov decision processes with unbounded costs, average cost criterion
by Federgruen, A. & Hordijk, A. & Tijms, H. C.
August 1979, Volume 9, Issue 1
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