Content
December 2017, Volume 30, Issue 4
- 1692-1725 A Cut-Invariant Law of Large Numbers for Random Heaps
by Samy Abbes - 1726-1762 Distributions with Heavy Tails in Orlicz Spaces
by Dimitrios G. Konstantinides & Christos E. Kountzakis - 1763-1785 Time Varying Isotropic Vector Random Fields on Spheres
by Chunsheng Ma - 1786-1787 Correction to: An Itō Formula in the Space of Tempered Distributions
by Suprio Bhar
September 2017, Volume 30, Issue 3
- 703-728 On Weak Invariance Principles for Partial Sums
by Moritz Jirak - 729-770 Couplings and Strong Approximations to Time-Dependent Empirical Processes Based on I.I.D. Fractional Brownian Motions
by Péter Kevei & David M. Mason - 771-783 Sobolev-Type Fractional Stochastic Integrodifferential Equations with Nonlocal Conditions in Hilbert Space
by Hamdy M. Ahmed - 784-812 Brownian Paths Homogeneously Distributed in Space: Percolation Phase Transition and Uniqueness of the Unbounded Cluster
by Dirk Erhard & Julián Martínez & Julien Poisat - 813-841 On the Equivalence of Probability Spaces
by Daniel Alpay & Palle Jorgensen & David Levanony - 842-851 Conditioning Galton–Watson Trees on Large Maximal Outdegree
by Xin He - 852-875 Large Deviations for Brownian Motion on Scale Irregular Sierpinski Gaskets
by Hideaki Noda - 876-897 Asymptotic Analysis of Symmetric Functions
by F. Götze & A. Naumov & V. Ulyanov - 898-931 Law of Large Numbers for Branching Symmetric Hunt Processes with Measure-Valued Branching Rates
by Zhen-Qing Chen & Yan-Xia Ren & Ting Yang - 932-960 A Discrete-Time Clark–Ocone Formula and its Application to an Error Analysis
by Jirô Akahori & Takafumi Amaba & Kaori Okuma - 961-995 Convergence of Martingale and Moderate Deviations for a Branching Random Walk with a Random Environment in Time
by Xiaoqiang Wang & Chunmao Huang - 996-1013 Almost Sure Convergence for the Maximum of Nonstationary Random Fields
by Luísa Pereira & Zhongquan Tan - 1014-1058 Lévy-driven Volterra Equations in Space and Time
by Carsten Chong - 1059-1075 Two Non-closure Properties on the Class of Subexponential Densities
by Toshiro Watanabe & Kouji Yamamuro - 1076-1103 Tridiagonal Random Matrix: Gaussian Fluctuations and Deviations
by Deng Zhang - 1104-1129 Tail Probabilities of St. Petersburg Sums, Trimmed Sums, and Their Limit
by István Berkes & László Györfi & Péter Kevei - 1130-1169 Dispersion and Limit Theorems for Random Walks Associated with Hypergeometric Functions of Type BC
by Michael Voit - 1170-1190 Singular Values Distribution of Squares of Elliptic Random Matrices and Type B Narayana Polynomials
by Nikita Alexeev & Alexander Tikhomirov - 1191-1199 Tensor Powers of the Defining Representation of $$S_n$$ S n
by Shanshan Ding - 1200-1223 Reflected Brownian Motion in a Convex Polyhedral Cone: Tail Estimates for the Stationary Distribution
by Andrey Sarantsev
June 2017, Volume 30, Issue 2
- 397-451 Heat Kernel Empirical Laws on $${\mathbb {U}}_N$$ U N and $${\mathbb {GL}}_N$$ GL N
by Todd Kemp - 452-489 Weighted Poincaré Inequalities for Non-local Dirichlet Forms
by Xin Chen & Jian Wang - 490-509 On the Joint Law of the Occupation Times for a Diffusion Process on Multiray
by Yuko Yano - 510-528 An Itō Formula in the Space of Tempered Distributions
by Suprio Bhar - 529-550 Local Times of Subdiffusive Biased Walks on Trees
by Yueyun Hu - 551-580 Reciprocal Class of Jump Processes
by Giovanni Conforti & Paolo Dai Pra & Sylvie Rœlly - 581-593 Generalized Wasserstein Distance and Weak Convergence of Sublinear Expectations
by Xinpeng Li & Yiqing Lin - 594-607 An Orthogonal-Polynomial Approach to First-Hitting Times of Birth–Death Processes
by Erik A. Doorn - 608-623 On a Characterization of Idempotent Distributions on Discrete Fields and on the Field of p-Adic Numbers
by Gennadiy Feldman & Margaryta Myronyuk - 624-638 The Matsumoto–Yor Property and Its Converse on Symmetric Cones
by Bartosz Kołodziejek - 639-654 The Spectrum and Convergence Rates of Exclusion and Interchange Processes on the Complete Graph
by Malin P. Forsström & Johan Jonasson - 655-674 A Central Limit Theorem for Non-stationary Strongly Mixing Random Fields
by Richard C. Bradley & Cristina Tone - 675-699 Tightness and Convergence of Trimmed Lévy Processes to Normality at Small Times
by Yuguang Fan - 700-700 Acknowledgment of Priority
by Xia Chen - 701-702 Erratum to: Canonical Moments and Random Spectral Measures
by F. Gamboa & A. Rouault
March 2017, Volume 30, Issue 1
- 1-26 Space–Time Fractional Equations and the Related Stable Processes at Random Time
by Enzo Orsingher & Bruno Toaldo - 27-63 Convergence in Law for the Branching Random Walk Seen from Its Tip
by Thomas Madaule - 64-84 Large Deviations for Sums of Random Vectors Attracted to Operator Semi-Stable Laws
by Wensheng Wang - 85-116 Distributional Transformations Without Orthogonality Relations
by Christian Döbler - 117-142 On the Study of Processes of $$\sum (H)$$ ∑ ( H ) and $$\sum _\mathrm{s}(H)$$ ∑ s ( H ) Classes
by Fulgence Eyi-Obiang & Youssef Ouknine & Octave Moutsinga - 143-195 CLT for Random Walks of Commuting Endomorphisms on Compact Abelian Groups
by Guy Cohen & Jean-Pierre Conze - 196-211 Holderian Weak Invariance Principle for Stationary Mixing Sequences
by Davide Giraudo - 212-232 Maps Preserving Moment Sequences
by Javier Cárcamo - 233-267 Selfdecomposable Fields
by Ole E. Barndorff-Nielsen & Orimar Sauri & Benedykt Szozda - 268-296 Least Energy Approximation for Processes with Stationary Increments
by Zakhar Kabluchko & Mikhail Lifshits - 297-325 On the Double Points of Operator Stable Lévy Processes
by Tomasz Luks & Yimin Xiao - 326-364 Spectral Radii of Large Non-Hermitian Random Matrices
by Tiefeng Jiang & Yongcheng Qi - 365-383 Two Novel Characterizations of Self-Decomposability on the Half-Line
by Jan-Frederik Mai & Steffen Schenk & Matthias Scherer - 384-394 Free Probability for Pairs of Faces IV: Bi-free Extremes in the Plane
by Dan-Virgil Voiculescu - 395-396 Erratum to: An $$L_{p}$$ L p -theory of Stochastic PDEs of Divergence Form on Lipschitz Domains
by Kyeong-Hun Kim
December 2016, Volume 29, Issue 4
- 1199-1239 Limit Theorems for Orthogonal Polynomials Related to Circular Ensembles
by Joseph Najnudel & Ashkan Nikeghbali & Alain Rouault - 1240-1279 The Eyring–Kramers Law for Markovian Jump Processes with Symmetries
by Nils Berglund & Sébastien Dutercq - 1280-1297 Dimension-Free Harnack Inequalities on $$\hbox {RCD}(K, \infty )$$ RCD ( K , ∞ ) Spaces
by Huaiqian Li - 1298-1338 Strong Stationary Duality for Diffusion Processes
by James Allen Fill & Vince Lyzinski - 1339-1443 On the Almost Sure Location of the Singular Values of Certain Gaussian Block-Hankel Large Random Matrices
by Philippe Loubaton - 1444-1457 Picard Iterations for Diffusions on Symmetric Matrices
by Carlos G. Pacheco - 1458-1484 Risk-Sensitive Control and an Abstract Collatz–Wielandt Formula
by Ari Arapostathis & Vivek S. Borkar & K. Suresh Kumar - 1485-1509 Uniform Bounds on the Relative Error in the Approximation of Upper Quantiles for Sums of Arbitrary Independent Random Variables
by Michael J. Klass & Krzysztof Nowicki - 1510-1523 A Multivariate CLT for Bounded Decomposable Random Vectors with the Best Known Rate
by Xiao Fang - 1524-1553 A Nonconventional Local Limit Theorem
by Yeor Hafouta & Yuri Kifer - 1554-1580 Fixation Results for the Two-Feature Axelrod Model with a Variable Number of Opinions
by Nicolas Lanchier & Paul-Henri Moisson - 1581-1598 A Random Matrix Approximation for the Non-commutative Fractional Brownian Motion
by Juan Carlos Pardo & José-Luis Pérez & Victor Pérez-Abreu - 1599-1623 Multivariate Higher-Degree Stochastic Increasing Convexity
by Michel M. Denuit & Mhamed Mesfioui - 1624-1643 Small Ball Estimates for Quasi-Norms
by Omer Friedland & Ohad Giladi & Olivier Guédon - 1644-1660 Dvoretzky Type Theorems for Subgaussian Coordinate Projections
by Shahar Mendelson - 1661-1684 The Hitting Distribution of a Line Segment for Two-Dimensional Random Walks
by Kôhei Uchiyama - 1685-1709 Some Limit Theorems for Heights of Random Walks on a Spider
by Endre Csáki & Miklós Csörgő & Antónia Földes & Pál Révész - 1710-1727 The Universality of Homogeneous Polynomial Forms and Critical Limits
by Shuyang Bai & Murad S. Taqqu - 1728-1735 Banach Random Walk in the Unit Ball $$S\subset l^{2}$$ S ⊂ l 2 and Chaotic Decomposition of $$l^{2}\left( S,{{\mathbb {P}}}\right) $$ l 2 S , P
by Tadeusz Banek
September 2016, Volume 29, Issue 3
- 717-736 On Convergence to Stochastic Integrals
by Zhengyan Lin & Hanchao Wang - 737-760 The First Passage Time Problem Over a Moving Boundary for Asymptotically Stable Lévy Processes
by Frank Aurzada & Tanja Kramm - 761-775 The Generalized Entropy Ergodic Theorem for Nonhomogeneous Markov Chains
by Zhongzhi Wang & Weiguo Yang - 776-796 The First Passage Time of a Stable Process Conditioned to Not Overshoot
by Fernando Cordero - 797-825 Uniquely Determined Uniform Probability on the Natural Numbers
by Timber Kerkvliet & Ronald Meester - 826-842 A Distributional Equality for Suprema of Spectrally Positive Lévy Processes
by Ivana Geček Tuđen & Zoran Vondraček - 843-866 Time Regularity of Generalized Ornstein–Uhlenbeck Processes with Lévy Noises in Hilbert Spaces
by Yong Liu & Jianliang Zhai - 867-895 Quasi-Linear Equations with a Small Diffusion Term and the Evolution of Hierarchies of Cycles
by Leonid Koralov & Lucas Tcheuko - 896-921 Escape Rates for Multidimensional Shift Self-similar Additive Sequences
by Toshiro Watanabe - 922-940 Unimodality of the Freely Selfdecomposable Probability Laws
by Takahiro Hasebe & Steen Thorbjørnsen - 941-957 A first-order limit law for functionals of two independent fractional Brownian motions in the critical case
by Junna Bi & Fangjun Xu - 958-995 Moment Formulas for Multitype Continuous State and Continuous Time Branching Process with Immigration
by Mátyás Barczy & Zenghu Li & Gyula Pap - 996-1026 Existence and Uniqueness of Invariant Measures for Stochastic Reaction–Diffusion Equations in Unbounded Domains
by Oleksandr Misiats & Oleksandr Stanzhytskyi & Nung Kwan Yip - 1027-1046 Predator–Prey Dynamics on Infinite Trees: A Branching Random Walk Approach
by Igor Kortchemski - 1047-1068 Semicircle Law for a Matrix Ensemble with Dependent Entries
by Winfried Hochstättler & Werner Kirsch & Simone Warzel - 1069-1082 Stochastic Ordering of Infinite Geometric Galton–Watson Trees
by Erik I. Broman - 1083-1099 On Dynamical Systems Perturbed by a Null-Recurrent Fast Motion: The Continuous Coefficient Case with Independent Driving Noises
by Zsolt Pajor-Gyulai & Michael Salins - 1100-1120 On the Semicircular Law of Large-Dimensional Random Quaternion Matrices
by Yanqing Yin & Zhidong Bai & Jiang Hu - 1121-1191 Central Limit Theorem for Linear Eigenvalue Statistics of Elliptic Random Matrices
by Sean O’Rourke & David Renfrew - 1192-1198 Perpetual Integrals for Lévy Processes
by Leif Döring & Andreas E. Kyprianou
June 2016, Volume 29, Issue 2
- 349-358 A Multivalued Strong Law of Large Numbers
by Pedro Terán - 359-422 Affine Processes on Symmetric Cones
by Christa Cuchiero & Martin Keller-Ressel & Eberhard Mayerhofer & Josef Teichmann - 423-442 Countable Partially Exchangeable Mixtures
by Cecilia Prosdocimi & Lorenzo Finesso - 443-458 Functionals of a Lévy Process on Canonical and Generic Probability Spaces
by Alexander Steinicke - 459-490 Ergodic Property of Stable-Like Markov Chains
by Nikola Sandrić - 491-526 Functional Convergence of Linear Processes with Heavy-Tailed Innovations
by Raluca Balan & Adam Jakubowski & Sana Louhichi - 527-549 Coalescence and Meeting Times on $$n$$ n -Block Markov Chains
by Kathleen Lan & Kevin McGoff - 550-568 The Lukacs–Olkin–Rubin Theorem on Symmetric Cones Without Invariance of the “Quotient”
by Bartosz Kołodziejek - 569-589 $$L^1$$ L 1 -Uniqueness of Kolmogorov Operators Associated with Two-Dimensional Stochastic Navier–Stokes Coriolis Equations with Space–Time White Noise
by Martin Sauer - 590-616 Pathwise Integrals and Itô–Tanaka Formula for Gaussian Processes
by Tommi Sottinen & Lauri Viitasaari - 617-631 Blow-up for Stochastic Reaction-Diffusion Equations with Jumps
by Jianhai Bao & Chenggui Yuan - 632-652 Moderate Deviations and Strassen’s Law for Additive Processes
by Franziska Kühn & René L. Schilling - 653-680 Classical and Free Fourth Moment Theorems: Universality and Thresholds
by Ivan Nourdin & Giovanni Peccati & Guillaume Poly & Rosaria Simone - 681-706 Tempered Fractional Stable Motion
by Mark M. Meerschaert & Farzad Sabzikar - 707-715 The Cameron–Martin Theorem for (p-)Slepian Processes
by Wolfgang Bischoff & Andreas Gegg
March 2016, Volume 29, Issue 1
- 1-31 Lower Bounds for the Distribution of Suprema of Brownian Increments and Brownian Motion Normalized by the Corresponding Modulus Functions
by Vladimir Dobric & Lisa Marano - 32-47 Kolmogorov Type Law of the Logarithm for Arrays
by Jørgen Hoffmann-Jørgensen & Yu Miao & Xiao Chun Li & Shou Fang Xu - 48-62 The Kearns–Saul Inequality for Bernoulli and Poisson-Binomial Distributions
by Eckhard Schlemm - 63-95 Limit Theory for the Sample Autocovariance for Heavy-Tailed Stationary Infinitely Divisible Processes Generated by Conservative Flows
by Takashi Owada - 96-117 Normal Approximation of Poisson Functionals in Kolmogorov Distance
by Matthias Schulte - 118-142 On the Distribution of a Sum of Sarmanov Distributed Random Variables
by Raluca Vernic - 143-179 On Möbius Duality and Coarse-Graining
by Thierry Huillet & Servet Martínez - 180-205 Typical Martingale Diverges at a Typical Point
by Ondřej F. K. Kalenda & Jiří Spurný - 206-230 Exchangeable Markov Processes on $$[k]^{\mathbb N}$$ [ k ] N with Cadlag Sample Paths
by Harry Crane & Steven P. Lalley - 231-247 Rates of Convergence in Normal Approximation Under Moment Conditions Via New Bounds on Solutions of the Stein Equation
by Robert E. Gaunt - 248-266 On the Extremal Theory of Continued Fractions
by Alina Bazarova & István Berkes & Lajos Horváth - 267-276 Convergence and Precise Asymptotics for Series Involving Self-normalized Sums
by Aurel Spătaru - 277-291 A Maxtrimmed St. Petersburg Game
by Allan Gut & Anders Martin-Löf - 292-306 Strong Mixing and Operator-Selfdecomposability
by Richard C. Bradley & Zbigniew J. Jurek - 307-347 Solving a Nonlinear Fractional Stochastic Partial Differential Equation with Fractional Noise
by Junfeng Liu & Litan Yan
December 2015, Volume 28, Issue 4
- 1253-1270 The Rate of Decay of the Wiener Sausage in Local Dirichlet Space
by Lee R. Gibson & Melanie Pivarski - 1271-1310 An Increment-Type Set-Indexed Markov Property
by Paul Balança - 1311-1336 Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and Iterated Function Systems
by Juan Fernández Sánchez & Wolfgang Trutschnig - 1337-1353 Moment Determinacy of Powers and Products of Nonnegative Random Variables
by Gwo Dong Lin & Jordan Stoyanov - 1354-1379 On the Free Convolution with a Free Multiplicative Analogue of the Normal Distribution
by Ping Zhong - 1380-1405 Asymptotic Behaviour of Ruin Probabilities in a General Discrete Risk Model Using Moment Indices
by Jaakko Lehtomaa - 1406-1430 Comparison Theory for Markov Chains on Different State Spaces and Application to Random Walk on Derangements
by Aaron Smith - 1431-1446 The Logical Postulates of Böge, Carnap and Johnson in the Context of Papangelou Processes
by Mathias Rafler & Hans Zessin - 1447-1467 Asymptotic Behavior of Critical Infection Rates for Threshold-One Contact Processes on Lattices and Regular Trees
by Xiaofeng Xue - 1468-1499 Lévy Processes with Marked Jumps I: Limit Theorems
by Cécile Delaporte - 1500-1519 Long-range Trap Models on $$\mathbb {Z}$$ Z and Quasistable Processes
by W. Barreto-Souza & L. R. G. Fontes - 1520-1555 The Entropic Erdős-Kac Limit Theorem
by S. G. Bobkov & G. P. Chistyakov & H. Kösters - 1556-1570 Cramér-Type Moderate Deviation for Studentized Compound Poisson Sum
by Bing-Yi Jing & Qiying Wang & Wang Zhou - 1571-1600 Strong Uniqueness for Stochastic Evolution Equations with Unbounded Measurable Drift Term
by G. Prato & F. Flandoli & E. Priola & M. Röckner - 1601-1650 Annealed Asymptotics for Brownian Motion of Renormalized Potential in Mobile Random Medium
by Xia Chen & Jie Xiong - 1651-1688 On Simpson’s Rule and Fractional Brownian Motion with $$H = 1/10$$ H = 1 / 10
by Daniel Harnett & David Nualart - 1689-1725 New Representation Theorems for Completely Monotone and Bernstein Functions with Convexity Properties on Their Measures
by Hristo Sendov & Shen Shan - 1726-1742 Moment Asymptotics for Multitype Branching Random Walks in Random Environment
by Onur Gün & Wolfgang König & Ozren Sekulović - 1743-1762 Quasi-invariance of the Stochastic Flow Associated to Itô’s SDE with Singular Time-Dependent Drift
by Dejun Luo
September 2015, Volume 28, Issue 3
- 785-803 Operator Decomposable Measures and Stochastic Difference Equations
by C. R. E. Raja - 804-847 Approximation of Rectangular Beta-Laguerre Ensembles and Large Deviations
by Tiefeng Jiang & Danning Li - 848-865 Stabilization Time for a Type of Evolution on Binary Strings
by Jacob Funk & Mihai Nica & Michael Noyes - 866-891 Fractional Brownian Motion with Variable Hurst Parameter: Definition and Properties
by Jelena Ryvkina - 892-922 On the Loss of the Semimartingale Property at the Hitting Time of a Level
by Aleksandar Mijatović & Mikhail Urusov - 923-957 Smoothing Equations for Large Pólya Urns
by Brigitte Chauvin & Cécile Mailler & Nicolas Pouyanne - 958-967 A Note on Distribution-Free Symmetrization Inequalities
by Zhao Dong & Jiange Li & Wenbo V. Li - 968-975 On Independence and Determination of Probability Measures
by Iddo Ben-Ari - 976-988 On Concentration Functions of Random Variables
by Sergey G. Bobkov & Gennadiy P. Chistyakov - 989-1006 Stochastic Integral and Series Representations for Strictly Stable Distributions
by Makoto Maejima & Jan Rosiński & Yohei Ueda - 1007-1027 Quantum Stochastic Integral Representations on Interacting Fock Space
by Yuanbao Kang & Caishi Wang - 1028-1037 A Note on Weak Convergence of the Sequential Multivariate Empirical Process Under Strong Mixing
by Axel Bücher - 1038-1062 Martingales on Manifolds with Time-Dependent Connection
by Hongxin Guo & Robert Philipowski & Anton Thalmaier - 1063-1081 A Class of Probability Distributions that is Closed with Respect to Addition as Well as Multiplication of Independent Random Variables
by Lennart Bondesson - 1082-1124 Asymptotic Error Distributions of the Crank–Nicholson Scheme for SDEs Driven by Fractional Brownian Motion
by Nobuaki Naganuma - 1125-1144 On Two Multistable Extensions of Stable Lévy Motion and Their Semi-martingale Representations
by Ronan Le Guével & Jacques Lévy Véhel & Lining Liu - 1145-1164 A Compound Poisson Convergence Theorem for Sums of $$m$$ m -Dependent Variables
by V. Čekanavičius & P. Vellaisamy - 1165-1226 Stochastic Averaging for a Hamiltonian System with Skew Random Perturbations
by Chetan D. Pahlajani - 1227-1249 From intersection local time to the Rosenblatt process
by Tomasz Bojdecki & Luis G. Gorostiza & Anna Talarczyk - 1250-1251 Erratum to: Return Probabilities for the Reflected Random Walk on $$\mathbb {N}_0$$ N 0
by Rim Essifi & Marc Peigné
June 2015, Volume 28, Issue 2
- 423-448 Functional Inequalities for Stable-Like Dirichlet Forms
by Feng-Yu Wang & Jian Wang - 449-466 The Radial Part of Brownian Motion with Respect to $$\mathcal L $$ L -Distance Under Ricci Flow
by Li-Juan Cheng - 467-487 The Almost Sure Limits of the Minimal Position and the Additive Martingale in a Branching Random Walk
by Yueyun Hu - 488-519 Mixing Times are Hitting Times of Large Sets
by Yuval Peres & Perla Sousi - 520-538 Coherence of Countably Many Bets
by Rafael B. Stern & Joseph B. Kadane - 539-549 On the Skitovich–Darmois Theorem for the Group of $$p$$ p -Adic Numbers
by Gennadiy Feldman - 550-586 General Large Deviations and Functional Iterated Logarithm Law for Multivalued Stochastic Differential Equations
by Jiagang Ren & Jing Wu & Hua Zhang - 587-618 Absolute Continuity of the Laws of Perturbed Diffusion Processes and Perturbed Reflected Diffusion Processes
by Wen Yue & Tusheng Zhang - 619-649 Stochastic Analysis for Obtuse Random Walks
by Uwe Franz & Tarek Hamdi - 650-666 A Universal Expectation Bound on Empirical Projections of Deformed Random Matrices
by Kamil Jurczak - 667-680 Semilinear Neutral Fractional Stochastic Integro-Differential Equations with Nonlocal Conditions
by Hamdy M. Ahmed - 681-720 On Exponential Functionals of Lévy Processes
by Anita Behme & Alexander Lindner - 721-725 The Limit Law of the Iterated Logarithm
by Xia Chen - 726-744 Partial Linear Eigenvalue Statistics for Wigner and Sample Covariance Random Matrices
by Sean O’Rourke & Alexander Soshnikov - 745-783 Limiting Spectral Distribution of Large Sample Covariance Matrices Associated with a Class of Stationary Processes
by Marwa Banna & Florence Merlevède
March 2015, Volume 28, Issue 1
- 1-40 Power and Exponential Moments of the Number of Visits and Related Quantities for Perturbed Random Walks
by Gerold Alsmeyer & Alexander Iksanov & Matthias Meiners - 41-91 Asymptotic Behavior of Local Times of Compound Poisson Processes with Drift in the Infinite Variance Case
by Amaury Lambert & Florian Simatos - 92-118 Higher-Order Laplace Equations and Hyper-Cauchy Distributions
by Enzo Orsingher & Mirko D’Ovidio - 119-136 A Multivariate Functional Limit Theorem in Weak $$M_{1}$$ M 1 Topology
by Bojan Basrak & Danijel Krizmanić - 137-183 Strong Invariance Principles with Rate for “Reverse” Martingale Differences and Applications
by Christophe Cuny & Florence Merlevède - 184-197 Inversions of Lévy Measures and the Relation Between Long and Short Time Behavior of Lévy Processes
by Michael Grabchak - 198-222 Convergence Towards an Asymptotic Shape in First-Passage Percolation on Cone-Like Subgraphs of the Integer Lattice
by Daniel Ahlberg - 223-230 A Variant of Pitman’s Theorem on $$(2J_s-R_s,s\ge 0)$$ ( 2 J s - R s , s ≥ 0 ) for a General Transient Bessel Process $$R_{(+)}$$ R ( + ) and Its Implications for the Corresponding Ito’s Measure $$\large \mathbf{n}_{(-)}$$ n ( - )
by Ju-Yi Yen & Marc Yor - 231-258 Return Probabilities for the Reflected Random Walk on $$\mathbb{N }_0$$ N 0
by Rim Essifi & Marc Peigné - 259-268 Large Deviation Behavior for the Longest Head Run in an IID Bernoulli Sequence
by Yong-Hua Mao & Feng Wang & Xian-Yuan Wu - 269-298 Cumulant Operators for Lie–Wiener–Itô–Poisson Stochastic Integrals
by Nicolas Privault - 299-312 Hölder Continuity and Occupation-Time Formulas for fBm Self-Intersection Local Time and Its Derivative
by Paul Jung & Greg Markowsky - 313-336 Empirical Quantile Central Limit Theorems for Some Self-Similar Processes
by James Kuelbs & Joel Zinn - 337-395 Fractional Backward Stochastic Differential Equations and Fractional Backward Variational Inequalities
by Lucian Maticiuc & Tianyang Nie - 396-422 Rate of Convergence for Discretization of Integrals with Respect to Fractional Brownian Motion
by Ehsan Azmoodeh & Lauri Viitasaari
December 2014, Volume 27, Issue 4
- 1059-1070 Representations of the Absolute Value Function and Applications in Gaussian Estimates
by Ang Wei - 1071-1111 $$U$$ U -Statistics of Ornstein–Uhlenbeck Branching Particle System
by Radosław Adamczak & Piotr Miłoś - 1112-1123 A Note on Random Perturbations of a Multiple Eigenvalue of a Hermitian Operator
by G. Gaines & K. Kaphle & F. Ruymgaart - 1124-1139 An Invariance Principle for Fractional Brownian Sheets
by Yizao Wang - 1140-1166 Quenched Large Deviations for Multidimensional Random Walk in Random Environment with Holding Times
by Ryoki Fukushima & Naoki Kubota - 1167-1177 The Generalized Lognormal Distribution and the Stieltjes Moment Problem
by Christian Kleiber