Content
June 2011, Volume 24, Issue 2
- 450-453 The Real Powers of the Convolution of a Gamma Distribution and a Bernoulli Distribution
by Ben Salah Nahla & Masmoudi Afif - 454-478 Weak Error for Stable Driven Stochastic Differential Equations: Expansion of the Densities
by Valentin Konakov & Stéphane Menozzi - 479-516 Spectral Norm of Circulant-Type Matrices
by Arup Bose & Rajat Subhra Hazra & Koushik Saha - 517-544 The High Resolution Vector Quantization Problem with Orlicz Norm Distortion
by S. Dereich & C. Vormoor - 545-576 Characteristic Polynomials of Sample Covariance Matrices
by H. Kösters - 577-594 One-Sided Cauchy–Stieltjes Kernel Families
by Włodzimierz Bryc & Abdelhamid Hassairi
March 2011, Volume 24, Issue 1
- 1-38 Absolute Continuity and Convergence in Variation for Distributions of Functionals of Poisson Point Measure
by Alexey M. Kulik - 39-65 Two-dimensional Meixner Random Vectors of Class ${\mathcal{M}}_{L}$
by Aurel I. Stan - 66-92 Hölder Index at a Given Point for Density States of Super-α-Stable Motion of Index 1+β
by Klaus Fleischmann & Leonid Mytnik & Vitali Wachtel - 93-117 Initial Enlargement of Filtrations and Entropy of Poisson Compensators
by Stefan Ankirchner & Jakub Zwierz - 118-149 Random Walks on Directed Covers of Graphs
by Lorenz A. Gilch & Sebastian Müller - 150-169 Two-Parameter Lévy Processes Along Decreasing Paths
by Shai Covo - 170-193 Llog L Condition for Supercritical Branching Hunt Processes
by Rong-Li Liu & Yan-Xia Ren & Renming Song - 194-239 Estimates on the Speedup and Slowdown for a Diffusion in a Drifted Brownian Potential
by Gabriel Faraud - 240-270 The Accuracy of Merging Approximation in Generalized St. Petersburg Games
by Gyula Pap - 271-293 The Exact Hausdorff Measure of the Zero Set of Fractional Brownian Motion
by D. Baraka & T. S. Mountford - 294-306 Central Limit Theorems for a Super-Diffusion over a Stochastic Flow
by Mei Zhang
December 2010, Volume 23, Issue 4
- 945-950 Circular Law for Noncentral Random Matrices
by Djalil Chafaï - 951-971 Existence and Uniqueness of Bounded Weak Solutions of a Semilinear Parabolic PDE
by Qikang Ran & Tusheng Zhang - 972-1001 Regularity of Intersection Local Times of Fractional Brownian Motions
by Dongsheng Wu & Yimin Xiao - 1002-1014 Survival of Branching Random Walks in Random Environment
by Nina Gantert & Sebastian Müller & Serguei Popov & Marina Vachkovskaia - 1015-1038 Canonical Moments and Random Spectral Measures
by F. Gamboa & A. Rouault - 1039-1067 Local Subexponentiality and Self-decomposability
by Toshiro Watanabe & Kouji Yamamuro - 1068-1091 Uniformly Accurate Quantile Bounds for Sums of Arbitrary Independent Random Variables
by Michael J. Klass & Krzysztof Nowicki - 1092-1109 Pruitt’s Estimates in Banach Space
by Philip S. Griffin - 1110-1141 Self-similar Random Fields and Rescaled Random Balls Models
by Hermine Biermé & Anne Estrade & Ingemar Kaj - 1142-1156 Large Deviations for Multivalued Stochastic Differential Equations
by Jiagang Ren & Siyan Xu & Xicheng Zhang - 1157-1181 Weak Convergence Theorem of a Nonnegative Random Walk to Sticky Reflected Brownian Motion
by Hirotaka Fushiya - 1182-1203 Random Fractals Determined by Lévy Processes
by Jamison Wolf - 1204-1226 On Tightness and Weak Convergence in the Approximation of the Occupation Measure of Fractional Brownian Motion
by Serge Cohen & Mario Wschebor - 1227-1243 The Entries of Haar-Invariant Matrices from the Classical Compact Groups
by Tiefeng Jiang
September 2010, Volume 23, Issue 3
- 639-670 An Interlacing Technique for Spectra of Random Walks and Its Application to Finite Percolation Clusters
by Florian Sobieczky - 671-714 A Stochastic Taylor-Like Expansion in the Rough Path Theory
by Yuzuru Inahama - 715-728 Cesàro Summation for Random Fields
by Allan Gut & Ulrich Stadtmüller - 729-747 A New Markov Selection Procedure for Degenerate Diffusions
by V. S. Borkar & K. Suresh Kumar - 748-769 Markov Processes on the Adeles and Representations of Euler Products
by Kumi Yasuda - 770-791 Centering Problems for Probability Measures on Finite-Dimensional Vector Spaces
by Andrzej Łuczak - 792-823 On Concentration of Empirical Measures and Convergence to the Semi-circle Law
by S. G. Bobkov & F. Götze & A. N. Tikhomirov - 824-833 Poincaré Inequality on the Path Space of Poisson Point Processes
by Feng-Yu Wang & Chenggui Yuan - 834-870 Stochastic Heat Equation with Multiplicative Fractional-Colored Noise
by Raluca M. Balan & Ciprian A. Tudor - 871-887 Central Limit Theorems for Gromov Hyperbolic Groups
by Michael Björklund - 888-903 Martingale Approximation and Optimality of Some Conditions for the Central Limit Theorem
by Dalibor Volný - 904-919 On Asymptotic Expansion in the Random Allocation of Particles by Sets
by Saidbek S. Mirakhmedov & Sherzod M. Mirakhmedov - 920-943 Reinforced Random Walks and Adic Transformations
by Sarah Bailey Frick & Karl Petersen
June 2010, Volume 23, Issue 2
- 345-361 Repeated Quantum Interactions and Unitary Random Walks
by Stéphane Attal & Ameur Dhahri - 362-377 RETRACTED ARTICLE: Convergence of Weighted Sums for Arrays of Negatively Dependent Random Variables and Its Applications
by Jong-Il Baek & Sung-Tae Park - 378-400 Random Block Matrices and Matrix Orthogonal Polynomials
by Holger Dette & Bettina Reuther - 401-416 An Almost Sure Limit Theorem for Super-Brownian Motion
by Li Wang - 417-427 The Law of the Iterated Logarithm for Finitely Inhomogeneous Random Walks
by Aurel Spătaru - 428-446 Upper-Lower Class Tests for Weighted i.i.d. Sequences and Martingales
by István Berkes & Siegfried Hörmann & Michel Weber - 447-465 A Matrix Interpolation between Classical and Free Max Operations. I. The Univariate Case
by Florent Benaych-Georges & Thierry Cabanal-Duvillard - 466-477 Convergence of the Law of the Environment Seen by the Particle for Directed Polymers in Random Media in the L 2 Region
by Gregorio Moreno - 478-497 Stationary Random Measures on Homogeneous Spaces
by Günter Last - 498-508 Concentration of the Ratio between the Geometric and Arithmetic Means
by J. M. Aldaz - 509-522 The Marcinkiewicz–Zygmund LLN in Banach Spaces: A Generalized Martingale Approach
by Florian Hechner & Bernard Heinkel - 523-546 Stochastic Relations of Random Variables and Processes
by Lasse Leskelä - 547-564 Convexity and Smoothness of Scale Functions and de Finetti’s Control Problem
by Andreas E. Kyprianou & Víctor Rivero & Renming Song - 565-575 Discrimination Between B-Processes is Impossible
by Daniil Ryabko - 576-604 Bismut–Elworthy–Li-Type Formulae for Stochastic Differential Equations with Jumps
by Atsushi Takeuchi - 605-623 The Hausdorff Dimension of the Double Points on the Brownian Frontier
by Richard Kiefer & Peter Mörters - 624-638 On the Number of Cutpoints of the Transient Nearest Neighbor Random Walk on the Line
by Endre Csáki & Antónia Földes & Pál Révész
March 2010, Volume 23, Issue 1
- 1-20 Almost Sure Limit of the Smallest Eigenvalue of Some Sample Correlation Matrices
by Han Xiao & Wang Zhou - 21-38 Regularity of the Laws of Shot Noise Series and of Related Processes
by Jean-Christophe Breton - 39-64 Central Limit Theorems for Multiple Skorokhod Integrals
by Ivan Nourdin & David Nualart - 65-84 Boundary-Crossing Identities for Diffusions Having the Time-Inversion Property
by L. Alili & P. Patie - 85-108 A Few Remarks on the Operator Norm of Random Toeplitz Matrices
by Radosław Adamczak - 109-126 On Functional Versions of the Arc-Sine Law
by István Berkes & Siegfried Hörmann & Lajos Horváth - 127-147 Estimates of Tempered Stable Densities
by Paweł Sztonyk - 148-168 Some Inequalities Related to Transience and Recurrence of Markov Processes and Their Applications
by Daehong Kim & Yoichi Oshima - 169-192 Some Exponential Inequalities for Positively Associated Random Variables and Rates of Convergence of the Strong Law of Large Numbers
by Guodong Xing & Shanchao Yang - 193-208 Boundary Non-crossings of Brownian Pillow
by Enkelejd Hashorva - 209-236 Small Time One-Sided LIL Behavior for Lévy Processes at Zero
by Mladen Savov - 237-256 Variable-Length Coding of Two-sided Asymptotically Mean Stationary Measures
by Łukasz Dębowski - 257-276 Fractional Brownian Flows
by Sreekar Vadlamani - 277-300 Moderate Deviations for Linear Processes Generated by Martingale-Like Random Variables
by Florence Merlevède & Magda Peligrad - 301-314 Explicit Representation of Strong Solutions of SDEs Driven by Infinite-Dimensional Lévy Processes
by Thilo Meyer-Brandis & Frank Proske - 315-327 Limit Property for Regular and Weak Generalized Convolution
by Barbara H. Jasiulis - 328-343 On a Stochastic Wave Equation Driven by a Non-Gaussian Lévy Process
by Lijun Bo & Kehua Shi & Yongjin Wang
December 2009, Volume 22, Issue 4
- 811-826 Spectral Representation of Gaussian Semimartingales
by Andreas Basse - 827-836 Comparison Inequalities for One Sided Normal Probabilities
by Liqing Yan - 837-855 Strong Differential Subordination and Sharp Inequalities for Orthogonal Processes
by Adam Osękowski - 856-870 Convergence of Certain Functionals of Integral Fractional Processes
by José Manuel Corcuera & David Nualart & Jeannette H. C. Woerner - 871-882 Asymptotic Tail Probabilities of Sums of Dependent Subexponential Random Variables
by Jaap Geluk & Qihe Tang - 883-890 Set-indexed Brownian Motion on Increasing Paths
by Ely Merzbach & Arthur Yosef - 891-933 Cut Points and Diffusions in Random Environment
by Ivan Tenno - 934-954 On Moduli of Continuity for Local Times of Fractional Stable Processes
by Raby Guerbaz - 955-982 Convergence of Point Processes with Weakly Dependent Points
by Raluca M. Balan & Sana Louhichi - 983-991 A Φ-Entropy Contraction Inequality for Gaussian Vectors
by Liming Wu - 992-1009 Transient Nearest Neighbor Random Walk and Bessel Process
by Endre Csáki & Antónia Földes & Pál Révész - 1010-1029 Stationarity and Self-Similarity Characterization of the Set-Indexed Fractional Brownian Motion
by Erick Herbin & Ely Merzbach - 1030-1057 An Optimal Wavelet Series Expansion of the Riemann–Liouville Process
by Helga Schack - 1058-1060 Erratum to: Uniqueness of Embedding into a Gaussian Semigroup and a Poisson Semigroup with Determinate Jump Law on a Simply Connected Nilpotent Lie Group
by Daniel Neuenschwander
September 2009, Volume 22, Issue 3
- 543-557 The Passage Time Distribution for a Birth-and-Death Chain: Strong Stationary Duality Gives a First Stochastic Proof
by James Allen Fill - 558-586 On Times to Quasi-stationarity for Birth and Death Processes
by Persi Diaconis & Laurent Miclo - 587-600 On Hitting Times and Fastest Strong Stationary Times for Skip-Free and More General Chains
by James Allen Fill - 601-619 Reflected BSDE Driven by a Lévy Process
by Mohamed Otmani - 620-639 Uniform Shrinking and Expansion under Isotropic Brownian Flows
by Peter Baxendale & Georgi Dimitroff - 640-665 Exact L 2-Small Ball Asymptotics of Gaussian Processes and the Spectrum of Boundary-Value Problems
by Alexander I. Nazarov - 666-682 On Distributional Properties of Perpetuities
by Gerold Alsmeyer & Alex Iksanov & Uwe Rösler - 683-710 Support Theorems for the Radon Transform and Cramér-Wold Theorems
by Jan Boman & Filip Lindskog - 711-740 The Contact Process Seen from a Typical Infected Site
by Jan M. Swart - 741-771 Bessel Convolutions on Matrix Cones: Algebraic Properties and Random Walks
by Michael Voit - 772-790 Merging of Linear Combinations to Semistable Laws
by Péter Kevei & Sándor Csörgő - 791-809 Generating Uniform Random Vectors in Z p k : The General Case
by Claudio Asci
June 2009, Volume 22, Issue 2
- 281-293 Equivalent Conditions of Asymptotics for the Density of the Supremum of a Random Walk in the Intermediate Case
by Yuebao Wang & Kaiyong Wang - 294-310 Polynomial Birth–Death Distribution Approximation in the Wasserstein Distance
by Aihua Xia & Fuxi Zhang - 311-347 Ultrametric and Tree Potential
by Claude Dellacherie & Servet Martinez & Jaime San Martin - 348-364 L p -Version of the Dubins–Savage Inequality and Some Exponential Inequalities
by Rasul A. Khan - 365-374 Moments and Distribution of the Local Times of a Transient Random Walk on ℤ d
by Mathias Becker & Wolfgang König - 375-401 Multifractional, Multistable, and Other Processes with Prescribed Local Form
by K. J. Falconer & J. Lévy Véhel - 402-417 Continuum Percolation at and above the Uniqueness Threshold on Homogeneous Spaces
by Johan H. Tykesson - 418-440 On an Explicit Skorokhod Embedding for Spectrally Negative Lévy Processes
by Jan Obłój & Martijn Pistorius - 441-473 A Smooth Approach to Malliavin Calculus for Lévy Processes
by Horst Osswald - 474-481 On Anticipative Girsanov Transformations for Lévy Processes
by Horst Osswald - 482-505 On Weak Generalized Stability and (c,d)-Pseudostable Random Variables via Functional Equations
by W. Jarczyk & J. K. Misiewicz - 506-513 A Note on the Almost Sure Convergence for Dependent Random Variables in a Hilbert Space
by Mi-Hwa Ko & Tae-Sung Kim & Kwang-Hee Han - 514-542 The Upper Envelope of Positive Self-Similar Markov Processes
by J. C. Pardo
March 2009, Volume 22, Issue 1
- 1-17 On Large Deviations of Multivariate Heavy-Tailed Random Walks
by Harri Nyrhinen - 18-37 Sharp Error Terms for Return Time Statistics under Mixing Conditions
by Miguel Abadi & Nicolas Vergne - 38-56 On Convergence and Convolutions of Random Signed Measures
by Richard Nickl - 57-81 Fluctuation Identities Applied to the Hitting Time of a Half-line in the Plane
by Yasuki Isozaki - 82-98 On Asymptotic Proximity of Distributions
by Youri Davydov & Vladimir Rotar - 99-99 On Asymptotic Proximity of Distributions
by Youri Davydov & Vladimir Rotar - 100-122 Transient Nearest Neighbor Random Walk on the Line
by Endre Csáki & Antónia Földes & Pál Révész - 123-145 A Study of Probability Measures Through Commutators
by Aurel I. Stan & John J. Whitaker - 146-163 Moment Inequalities for Sums of Dependent Random Variables under Projective Conditions
by Emmanuel Rio - 164-185 A Decomposition of Markov Processes via Group Actions
by Ming Liao - 186-202 Convergence of Markov Chains in Information Divergence
by Peter Harremoës & Klaus Kähler Holst - 203-219 Stochastic Integration Based on Simple, Symmetric Random Walks
by Tamás Szabados & Balázs Székely - 220-238 An L p -theory of Stochastic PDEs of Divergence Form on Lipschitz Domains
by Kyeong-Hun Kim - 239-255 On Limit Theorems for Continued Fractions
by Zbigniew S. Szewczak - 256-278 On Gaussian Marginals of Uniformly Convex Bodies
by Emanuel Milman - 279-280 Translated Poisson Approximation for Markov Chains
by A. D. Barbour & Torgny Lindvall
December 2008, Volume 21, Issue 4
- 773-790 A Characterization of the Riesz Probability Distribution
by A. Hassairi & S. Lajmi & R. Zine - 791-801 Uniqueness of Embedding into a Gaussian Semigroup and a Poisson Semigroup with Determinate Jump Law on a Simply Connected Nilpotent Lie Group
by Daniel Neuenschwander - 802-811 Generating Random Vectors in (ℤ/pℤ) d via an Affine Random Process
by Martin Hildebrand & Joseph McCollum - 812-823 Distances Between σ-Fields on a Probability Space
by Andrzej Komisarski - 824-889 Random Perturbations of Canards
by Richard B. Sowers - 890-909 Strong Limit Theorems for Weighted Sums of Negatively Associated Random Variables
by Bing-Yi Jing & Han-Ying Liang - 910-935 Heat Kernel Estimates for Strongly Recurrent Random Walk on Random Media
by Takashi Kumagai & Jun Misumi - 936-965 Catalytic Discrete State Branching Models and Related Limit Theorems
by Zenghu Li & Chunhua Ma - 966-981 Stable Laws and Products of Positive Random Matrices
by H. Hennion & L. Hervé - 982-1029 Another View of the CLT in Banach Spaces
by Jim Kuelbs & Joel Zinn
September 2008, Volume 21, Issue 3
- 517-526 A Conditional 0–1 Law for the Symmetric σ-field
by Patrizia Berti & Pietro Rigo - 527-570 Stable Convergence of Multiple Wiener-Itô Integrals
by Giovanni Peccati & Murad S. Taqqu - 571-585 On Quasi-invariance of Infinite Product Measures
by Gaku Sadasue - 586-603 Finitely Additive Supermartingales
by Gianluca Cassese - 604-627 Existence and Regularity of a Nonhomogeneous Transition Matrix under Measurability Conditions
by Liuer Ye & Xianping Guo & Onésimo Hernández-Lerma - 628-649 On Small Deviations of Series of Weighted Random Variables
by A. A. Borovkov & P. S. Ruzankin - 650-659 Iterated Logarithm Law for Anticipating Stochastic Differential Equations
by David Márquez-Carreras & Carles Rovira - 660-671 Strong Laws for Blockwise ℳ-Dependent Random Fields
by Ferenc Móricz & Ulrich Stadtmüller & Monika Thalmaier - 672-686 Weak Convergence of Vervaat and Vervaat Error Processes of Long-Range Dependent Sequences
by Miklós Csörgő & Rafał Kulik - 687-703 A Conditional CLT which Fails for Ergodic Components
by L. Ouchti & D. Volný - 704-744 The LIL for U-Statistics in Hilbert Spaces
by Radosław Adamczak & Rafał Latała - 745-771 Penalization for Birth and Death Processes
by Pierre Debs & Mihai Gradinaru
June 2008, Volume 21, Issue 2
- 267-286 A Note on Asymptotic Normality of Kernel Estimation for Linear Random Fields on Z 2
by Tsung-Lin Cheng & Hwai-Chung Ho & Xuewen Lu - 287-321 Boundary Behavior of Harmonic Functions for Truncated Stable Processes
by Panki Kim & Renming Song - 322-335 On the Uniqueness of Invariant Measure of the Burgers Equation Driven by Lévy Processes
by Z. Dong - 336-355 Large Deviations for Additive Functionals of Symmetric Stable Processes
by Masayoshi Takeda - 356-377 Distribution of Global Measures of Deviation Between the Empirical Distribution Function and Its Concave Majorant
by Vladimir N. Kulikov & Hendrik P. Lopuhaä - 378-396 Loop-Erased Random Walk on Finite Graphs and the Rayleigh Process
by Jason Schweinsberg - 397-412 Large Deviations for Symmetrised Empirical Measures
by José Trashorras - 413-430 Shape of the Ground State Energy Density of Hill’s Equation with Nice Gaussian Potential
by José A. Ramírez & Brian Rider - 431-436 On the Complete Convergence of Moving Average Process with Banach Space Valued Random Elements
by Tae-Sung Kim & Mi-Hwa Ko - 437-448 Multi-Particle Processes with Reinforcements
by Yevgeniy Kovchegov - 449-458 The FKG Inequality for Partially Ordered Algebras
by Siddhartha Sahi - 459-475 An Optimal Series Expansion of the Multiparameter Fractional Brownian Motion
by Anatoliy Malyarenko - 476-501 A Large Deviation Principle for Stochastic Integrals
by Jorge Garcia - 502-516 On the Linear Fractional Self-attracting Diffusion
by Litan Yan & Yu Sun & Yunsheng Lu
March 2008, Volume 21, Issue 1
- 1-13 Filtrations for which All ℋ2 Martingales Are of Integrable Variation; Distances between σ-Algebras
by Michał Morayne & Krzysztof Tabisz - 14-34 A Subclass of Type G Selfdecomposable Distributions on ℝ d
by Takahiro Aoyama & Makoto Maejima & Jan Rosiński - 35-68 Martin Boundary of a Killed Random Walk on a Half-Space
by Irina Ignatiouk-Robert - 69-96 Approximation of Gaussian Random Fields: General Results and Optimal Wavelet Representation of the Lévy Fractional Motion
by Antoine Ayache & Werner Linde - 97-117 Scale-Distortion Inequalities for Mantissas of Finite Data Sets
by Arno Berger & Theodore P. Hill & Kent E. Morrison - 118-143 Free Jacobi Process
by N. Demni - 144-168 Towards a Characterization of Markov Processes Enjoying the Time-Inversion Property
by Stephan Lawi - 169-192 L p -Theory of Parabolic SPDEs Degenerating on the Boundary of C 1 Domains
by Kyeong-Hun Kim - 193-211 Convergence Rates of Random Walk on Irreducible Representations of Finite Groups
by Jason Fulman - 212-233 Stationary Symmetric α-Stable Discrete Parameter Random Fields
by Parthanil Roy & Gennady Samorodnitsky - 234-245 The Key Renewal Theorem for a Transient Markov Chain
by Dmitry Korshunov - 246-265 Time Change Approach to Generalized Excursion Measures, and Its Application to Limit Theorems
by Patrick J. Fitzsimmons & Kouji Yano
December 2007, Volume 20, Issue 4
- 697-720 The Central Limit Problem for Random Vectors with Symmetries
by Elizabeth S. Meckes & Mark W. Meckes - 721-758 Fragmentation Processes with an Initial Mass Converging to Infinity
by Bénédicte Haas - 759-767 Intersection Local Time for Two Independent Fractional Brownian Motions
by David Nualart & Salvador Ortiz-Latorre - 769-806 Random Flights in Higher Spaces
by E. Orsingher & A. Gregorio - 807-820 A Quenched CLT for Super-Brownian Motion with Random Immigration
by Wenming Hong & Ofer Zeitouni - 821-841 Rates of Convergence of Means of Euclidean Functionals
by Yooyoung Koo & Sungchul Lee - 843-858 On the Lower Tail Probabilities of Some Random Sequences in l p
by Frank Aurzada - 859-869 Stochastic Equations with Time-Dependent Drift Driven by Levy Processes
by V. P. Kurenok - 871-899 Exact Rate of Convergence of Some Approximation Schemes Associated to SDEs Driven by a Fractional Brownian Motion
by Andreas Neuenkirch & Ivan Nourdin - 901-915 A Generalization of Strassen’s Functional LIL
by Uwe Einmahl - 917-934 Hölder Continuity of Random Processes
by Witold Bednorz - 935-957 On Uniqueness of Maximal Coupling for Diffusion Processes with a Reflection
by Kazumasa Kuwada - 959-970 The Limiting Spectra of Girko’s Block-Matrix
by Tamer Oraby - 971-1004 On the Weak Invariance Principle for Non-Adapted Sequences under Projective Criteria
by Jérôme Dedecker & Florence Merlevède & Dalibor Volný - 1005-1039 Reflected Backward SDEs with Two Barriers Under Monotonicity and General Increasing Conditions
by Mingyu Xu - 1041-1057 On the Behavior of Random Walk Around Heavy Points
by Endre Csáki & Antónia Földes & Pál Révész - 1059-1071 Mixing Limit Theorems for Ergodic Transformations
by Roland Zweimüller