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Content
December 1994, Volume 54, Issue 2
- 215-232 From Feynman-Kac formula to Feynman integrals via analytic continuation
by Yan, Jia-An
- 233-255 An interacting diffusion model and SK spin glass equation
by Ding, Xinhong
- 257-274 Modifications of the EM algorithm for survival influenced by an unobserved stochastic process
by Yashin, Anatoli I. & Manton, Kenneth G.
- 275-279 A note on the law of large numbers for directed random walks in random environments
by Jorváth, Lajos & Shao, Qi-Man
- 281-290 On the dissipation of partial sums from a stationary strongly mixing sequence
by Bradley, Richard C.
- 291-296 On Stein's method and point process approximation
by Brown, Timothy C. & Greig, Darryl
- 297-307 An asymptotic Wiener-Itô representation for the low frequency ordinates of the periodogram of a long memory time series
by Terrin, Norma & Hurvich, Clifford M.
- 309-330 Stability of the instanton under small random perturbations
by Brassesco, Stella
- 331-354 Large sample estimation in nonstationary autoregressive processes with multiple observations
by Sethuraman, S. & Basawa, I. V.
- 355-360 On the strong law of large numbers of multivariate martingales with random norming
by Lin, Yan-Xia
November 1994, Volume 54, Issue 1
- 1-27 Convergence to Fleming-Viot processes in the weak atomic topology
by Ethier, S. N. & Kurtz, Thomas G.
- 29-43 Large claims approximations for risk processes in a Markovian environment
by Asmussen, Søren & Henriksen, Lotte Fløe & Klüppelberg, Claudia
- 45-70 The method of stochastic exponentials for large deviations
by Puhalskii, A.
- 71-93 Nonlinear renewal theory for Markov random walks
by Melfi, Vincent F.
- 95-111 How do conditional moments of stable vectors depend on the spectral measure?
by Cioczek-Georges, Renata & Taqqu, Murad S.
- 113-119 Estimating the stationary distribution in a GI/M/1-queue
by Teugels, J. L. & Vanmarcke, A.
- 121-137 Matrix representations of spectral coefficients of randomly sampled ARMA models
by Kadi, Amina & Mokkadem, Abdelkader
- 139-163 Operator-self-similar stable processes
by Maejima, Makoto & Mason, J. David
- 165-174 Spectral characterization of the optional quadratic variation process
by Dzhaparidze, Kacha & Spreij, Peter
- 175-182 Divergent sums over excursions
by Erickson, K. Bruce
October 1994, Volume 53, Issue 2
- 193-220 A long range sexual reproduction process
by Neuhauser, Claudia
- 221-232 Central limit theorems for random evolutions
by Johnson, Dudley Paul
- 233-240 Quelques proprietes du mouvement Brownien dans un cone
by Biane, Philippe
- 241-268 Some strong limit theorems for M-estimators
by Arcones, Miguel A.
- 269-283 Bounds for sums of random variables over a Markov chain
by Giesbrecht, N.
- 285-305 A law of large numbers for upcrossing measures
by Scheutzow, Michael
- 307-337 High excursions for nonstationary generalized chi-square processes
by Piterbarg, V. I.
- 339-349 Joint approximation of processes based on spacings and order statistics
by Barbe, Philippe
- 351-361 A note on the central limit theorem for stochastically continuous processes
by Bloznelis, M. & Paulauskas, V.
- 363-378 Large loss networks
by Hunt, P. J. & Kurtz, T. G.
- 379-392 A quasi likelihood for integral data on birth and death on flows
by Phelan, Michael J.
- 393-402 Outlier detection tests based on martingale estimating equations for stochastic processes
by Huggins, R. M.
September 1994, Volume 53, Issue 1
- 1-22 A random walk on p-adics--the generator and its spectrum
by Albeverio, Sergio & Karwowski, Witold
- 23-35 Comparison theorems for stochastic differential equations in finite and infinite dimensions
by Geiß, Christel & Manthey, Ralf
- 37-54 Laws of large numbers for periodically and almost periodically correlated processes
by Cambanis, S. & Houdré, C. & Hurd, H. & Leskow, J.
- 55-64 A remark on the spectral domain of nonstationary processes
by Michálek, Jirí & Rüschendorf, Ludger
- 65-96 Higher-order Lindley equations
by Karpelevich, F. I. & Kelbert, M. Ya. & Suhov, Yu. M.
- 97-115 Fluctuations for a fully connected loss network with alternate routing
by Graham, Carl & Méléard, Sylvie
- 117-145 Large finite population queueing systems. The single-server model
by Louchard, G.
- 147-173 Properties of the telegrapher's random process with or without a trap
by Foong, S. K. & Kanno, S.
- 175-191 Functional limit theorems for random multilinear forms
by Basalykas, A.
August 1994, Volume 52, Issue 2
- 183-209 Large deviations for the occupation time functional of a Poisson system of independent Brownian particles
by Deuschel, Jean-Dominique & Wang, Kongming
- 211-227 Vague convergence of locally integrable martingale measures
by Xie, Yingchao
- 229-238 Infinite-dimensional Wiener processes with drift
by Jerschow, M.
- 239-250 On the Markov property of a stochastic difference equation
by Ferrante, Marco & Nualart, David
- 251-272 Enroulements asymptotiques du mouvement brownien autour de lacets dans une variété riemannienne compacte de dimension 3
by Franchi, J.
- 273-292 The arc-sine law and its analogs for processes governed by signed and complex measures
by Hochberg, Kenneth J. & Orsingher, Enzo
- 293-307 Measure-branching renewal processes
by Sagitov, Serik
- 309-328 Stochastic control methods in optimal design of life testing
by Karoui, N. El & Gerardi, A. & Mazliak, L.
- 329-349 Asymptotic normality of sample autocovariances with an application in frequency estimation
by Li, Ta-Hsin & Kedem, Benjamin & Yakowitz, Sid
- 351-360 Asymptotic normality of the spectral density estimators for almost periodically correlated stochastic processes
by Léskow, Jacek
August 1994, Volume 52, Issue 1
- 1-16 Nonparametric estimators for Markov step processes
by Greenwood, P. E. & Wefelmeyer, W.
- 17-38 U-processes indexed by Vapnik-Cervonenkis classes of functions with applications to asymptotics and bootstrap of U-statistics with estimated parameters
by Arcones, Miguel A. & Giné, Evarist
- 39-64 Spectral estimation of continuous-time stationary processes from random sampling
by Lii, Keh-Shin & Masry, Elias
- 65-74 A limit theorem for random matrices with a multiparameter and its application to a stochastic model of a large economy
by Evstigneev, Igor V. & Schürger, Klaus
- 75-92 Combinatorial stochastic processes
by Dümbgen, Lutz
- 93-105 Bracketing smooth functions
by van der Vaart, Aad
- 107-118 Equilibrium fluctuations for exclusion processes with speed change
by Landim, C. & Vares, M. E.
- 119-134 Relating the waiting time in a heavy-traffic queueing system to the queue length
by Serfozo, Richard F. & Szczotka, Wladyslaw & Topolski, Krzysztof
- 135-164 Reflecting or sticky Markov processes with Lévy generators as the limit of storage processes
by Yamada, Keigo
- 165-178 The overall sojourn time in tandem queues with identical successive service times and renewal input
by Le Gall, Pierre
- 179-182 Stability of sums of independent random variables
by Adler, André & Wittmann, Rainer
July 1994, Volume 51, Issue 2
- 191-205 Reflected Brownian motion in Lipschitz domains with oblique reflection
by Kwon, Youngmee
- 207-219 A representation for super Brownian motion
by Tribe, Roger
- 221-258 Almost-sure path properties of (2, d, [beta])-superprocesses
by Dawson, Donald A. & Vinogradov, Vladimir
- 259-267 On minimum uniform metric estimate of parameters of diffusion-type processes
by Kutoyants, Yury & Pilibossian, Philippe
- 269-276 A refined large deviation principle for Brownian motion and its application to boundary crossing
by Beibel, M. & Lerche, H. R.
- 277-295 Some mixing conditions for stationary symmetric stable stochastic processes
by Gross, Aaron
- 297-305 Asymptotic expansions for the maximum of random number of random variables
by Novak, S. Yu.
- 307-328 Periodic Markovian replacement chains
by Gerontidis, Ioannis I.
- 329-340 An infinite expansion for non-linear filtering
by Yu, Yaoqi & de Figueiredo, Rui J. P.
- 341-358 On the stationary law of a nonlinear autoregressive Markov chain
by Jaouhari, Salama
- 359-372 Nonparametric detection of changepoints for sequentially observed data
by Ferger, D.
June 1994, Volume 51, Issue 1
- 1-7 Autoregressive approximation in branching processes with a threshold
by Klebaner, F. C. & Nerman, O.
- 9-23 Totally asymmetric attractive particle systems on hydrodynamic limit for general initial profiles
by Fouque, J. P. & Saada, E.
- 25-62 Phase separation and random domain patterns in a stochastic particle model
by Giacomin, Giambattista
- 63-73 Sharp inequality for randomly stopped sums of independent non-negative random variables
by Hitczenko, Pawe[inverted glottal stop]l
- 75-115 Large deviations for vector-valued Lévy processes
by de Acosta, A.
- 117-134 Conditional tail probabilities in continuous-time martingale LLN with application to parameter estimation in diffusions
by Levanony, David
- 135-165 Limit distributions for linear programming time series estimators
by Feigin, Paul D. & Resnick, Sidney I.
- 167-189 Fluctuations for annihilations of Brownian spheres
by Penrose, Mathew D.
April 1994, Volume 50, Issue 2
- 187-196 A self-normalized Erdos--Rényi type strong law of large numbers
by Csörgo, Miklós & Shao, Qi-Man
- 197-219 On approximation of solutions of multidimensional SDE's with reflecting boundary conditions
by Slominski, Leszek
- 221-233 Stability of stochastic integrals under change of filtration
by Slud, Eric V.
- 235-243 Stabilization of a class of nonlinear stochastic systems
by Florchinger, Patrick & Iggidr, Abderrahman & Sallet, Gauthier
- 245-252 Solutions of the variational problem in the Curie--Weiss--Potts model
by Wang, Kongming
- 253-262 Ergodicity of a polling network
by Borovkov, A. A. & Schassberger, R.
- 263-273 On strong ergodicity for nonhomogeneous continuous-time Markov chains
by Zeifman, A. I. & Isaacson, Dean L.
- 275-279 Lumping in Markov set-chains
by Hartfiel, D. J.
- 281-313 Weak convergence of weighted empirical type processes under contiguous and changepoint alternatives
by Szyszkowicz, Barbara
- 315-330 Spectral analysis of the covariance of the almost periodically correlated processes
by Dehay, Dominique
- 331-347 Statistical inference for detrended point processes
by Pruscha, Helmut
- 349-374 Dynamic spanning without probabilities
by Bick, Avi & Willinger, Walter
- 375-391 On the strong law of large numbers for functionals of countable nonhomogeneous Markov chains
by Liu, Guoxin & Liu, Wen
March 1994, Volume 50, Issue 1
- 1-20 On the ergodic theory of critical branching Markov chains
by Cox, J. T.
- 21-35 Some absolute continuities of superdiffusions and super-stable processes
by Xue-Lei, Zhao
- 37-56 On the Markov renewal theorem
by Alsmeyer, Gerold
- 57-71 Large deviations for renewal processes
by Tiefeng, Jiang
- 73-82 Occupation measures for chains of infinite order
by Dinwoodie, I. H.
- 83-99 Almost sure convergence of a class of stochastic algorithms
by Biscarat, Jean Claude
- 101-115 About Gaussian schemes in stochastic approximation
by Le Breton, Alain
- 117-133 Finite-state, stationary, ø-mixing processes which are not very weak Bernoulli with rate O(1/n)
by Burton, Robert M. & Denker, Manfred & Fiebig, Doris
- 135-147 On the strong solutions of one-dimensional stochastic differential equations with reflecting boundary
by Zhang, Tu-Sheng
- 149-160 Nonparametric estimation of a regression function with dependent observations
by Wu, J. S. & Chu, C. K.
- 161-171 An application of the maximum likelihood test to the change-point problem
by Gombay, Edit & Horváth, Lajos
- 173-186 Synchronization of firing times in a stochastic neural network model with excitatory connections
by Turova, Tatyana S. & Mommaerts, Walter & van der Meulen, Edward C.
February 1994, Volume 49, Issue 2
- 179-197 Percolation and the hard-core lattice gas model
by van den Berg, J. & Steif, J. E.
- 199-206 Estimating the implicit interest rate of a risky asset
by Elliott, Robert J. & Rishel, Raymond W.
- 207-216 Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms
by Roberts, G. O. & Smith, A. F. M.
- 217-225 Sur l'extension d'une identité en loi entre le pont brownien et la variance du mouvement brownien
by Chou, Ching-Sung
- 227-244 On autocorrelation estimation in mixed-spectrum Gaussian processes
by Kedem, Benjamin & Slud, Eric
- 245-275 Recursive identification in continuous-time stochastic processes
by Levanony, David & Shwartz, Adam & Zeitouni, Ofer
- 277-295 Continuous time periodically correlated processes: Spectrum and prediction
by Makagon, A. & Miamee, A. G. & Salehi, H.
- 297-329 Filtering of derived point processes
by Last, Günter
- 331-345 Local asymptotic normality for multivariate linear processes
by Wang, Xiaobao
- 347-356 The almost sure invariance principles of degenerate U-statistics of degree two for stationary random variables
by Kanagawa, S. & Yoshihara, K.
January 1994, Volume 49, Issue 1
- 3-40 A super-Brownian motion with a single point catalyst
by Dawson, Donald A. & Fleischmann, Klaus
- 41-55 On the perturbation problem for occupation densities
by Imkeller, Peter
- 57-64 Dernier instant de passage pour l'intégrale du mouvement brownien
by Lachal, Aimé
- 65-74 Analytic birth--death processes: A Hilbert-space approach
by Kreer, Markus
- 75-98 Subexponentiality of the product of independent random variables
by Cline, D. B. H. & Samorodnitsky, G.
- 99-110 On LIL behaviour for moving averages of some infinitely divisible random measures
by Albin, J. M. P.
- 111-125 Multivariate extreme values in T-periodic random sequences under mild oscillation restrictions
by Ferreira, Helena
- 127-140 Large sample inference based on multiple observations from nonlinear autoregressive processes
by Huang, Sun Young & Basawa, I. V.
- 141-158 Light traffic approximations in general stationary single-server queues
by Daley, D. J. & Rolski, T.
- 159-177 Finite state Markov decision models with average reward criteria
by Feinberg, Eugene A. & Park, Haechurl
November 1993, Volume 48, Issue 2
- 191-209 Uniform quadratic variation for Gaussian processes
by Adler, Robert J. & Pyke, Ron
- 211-235 Extremes of diffusions over fixed intervals
by Albin, J. M. P.
- 237-249 The supercritical Galton-Watson process in varying environments--Seneta-Heyde norming
by Biggins, J. D. & D'Souza, J. C.
- 251-275 Inhomogeneous approximation of the critical nearest particle systems
by Liu, Xijian
- 277-294 Distribution of the final state and severity of epidemics with fatal risk
by Picard, Philippe & Lefèvre, Claude
- 295-310 Asymptotic inference for Markov step processes: Observation up to a random time
by Höpfner, Reinhard
- 311-318 Nearest neighbor regression estimation for null-recurrent Markov time series
by Yakowitz, Sid
- 319-334 Almost sure invariance principles for mixing sequences of random variables
by Shao, Qi-Man
- 335-340 Quelques identités sur les temps locaux et unicité des solutions d'équations differentielles stochastiques avec reflection
by Ouknine, Y.
- 341-356 A utility based approach to information for stochastic differential equations
by Polson, Nicholas G. & Roberts, Gareth O.
October 1993, Volume 48, Issue 1
- 1-8 Beta-type operators preserve shape properties
by Adell, JoséA. & Germán Badía, F. & de la Cal, Jesús
- 9-30 Large deviations and stationary measures for interacting particle systems
by Pra, Paolo Dai
- 31-60 Green function estimates and their applications to the intersections of symmetric random walks
by Zhou, Xian Yin
- 61-84 Propriété de Markov des équations stationnaires discrètes quasi-linéaires
by Donati-Martin, C.
- 85-106 Absorbing Markov and branching processes with instantaneous resurrection
by Pakes, Anthony G.
- 107-121 Probabilistic interpretation of a system of quasilinear elliptic partial differential equations under Neumann boundary conditions
by Hu, Ying
- 123-137 Pricing options on securities with discontinuous returns
by Bardhan, Indrajit & Chao, Xiulu
- 139-156 Nonparametric prediction for random fields
by Puri, Madan L. & Ruymgaart, Frits H.
- 157-174 On residual sums of squares in non-parametric autoregression
by Cheng, B. & Tong, H.
- 175-190 Bootstrapping the sample means for stationary mixing sequences
by Shao, Qi-Man & Yu, Hao
September 1993, Volume 47, Issue 2
- 167-181 A path decomposition for Lévy processes
by Doney, R. A.
- 183-195 On a weighted embedding for pontograms
by Steinebach, Josef & Zhang, Hanqin
- 197-213 Rates of convergence to Brownian local time
by Bass, Richard F. & Khoshnevisan, Davar
- 215-228 A law of the iterated logarithm for stochastic integrals
by Wang, Jia-gang
- 229-247 On the time a diffusion process spends along a line
by Lid Hjort, Nils & Khasminskii, Rafail Z.
- 249-274 Self-organization and a.s. convergence of the one-dimensional Kohonen algorithm with non-uniformly distributed stimuli
by Bouton, Catherine & Pagès, Gilles
- 275-297 Analyse multi-échelle des processus gaussiens markoviens d'ordre p indexés par (0, 1)
by Benassi, Albert & Jaffard, Stéphane & Roux, Daniel
- 299-314 Limit theorems for cumulative processes
by Glynn, Peter W. & Whitt, Ward
- 315-322 A functional limit theorem for trimmed sums
by Kasahara, Yuji
- 323-344 Spectral estimates and stable processes
by Klüppelberg, Claudia & Mikosch, Thomas
- 345-352 A large deviation result for the least squares estimators in nonlinear regression
by Shuhe, Hu
August 1993, Volume 47, Issue 1
- 1-16 A limit theorem for tagged particles in a class of self-organizing particle systems
by Carlson, J. M. & Grannan, E. R. & Swindle, G. H.
- 17-35 Splitting at the infimum and excursions in half-lines for random walks and Lévy processes
by Bertoin, Jean
- 37-51 Simple function properties of two-parameter Markov processes
by Zhou, Xiao-Wen & Zhou, Jian-Wei
- 53-74 Strong consistency and rates for deconvolution of multivariate densities of stationary processes
by Masry, Elias
- 75-94 A generalization of the Kalman filter to models with infinite variance
by Le Breton, Alain & Musiela, Marek
- 95-112 Kernel estimation for additive models under dependence
by Baek, Jangsun & Wehrly, Thomas E.
- 113-117 On the Central Limit Theorem for an ergodic Markov chain
by Chan, K. S.
- 119-130 On pathwise rate conservation for a class of semi-martingales
by Mazumdar, Ravi & Badrinath, Vivek & Guillemin, Fabrice & Rosenberg, Catherine
- 131-142 On hitting times for jump-diffusion processes with past dependent local characteristics
by Schäl, Manfred
- 143-152 On the order of convergence in linear mean estimation of weakly stationary stochastic processes
by Lasser, R. & Nie[beta]ner, M.
- 153-158 On the increments of Weiner process - A look through subsequences
by Vasudeva, R. & Savitha, S.
- 159-166 An addendum to "A limitation of Markov representation for stationary processes"
by Bradley, Richard C.
June 1993, Volume 46, Issue 2
- 183-198 On regression representations of stochastic processes
by Rüschendorf, Ludger & de Valk, Vincent
- 199-212 Strong law of large numbers for unions of random closed sets
by Molchanov, Ilya S.
- 213-218 C-tightness criterion for non-adapted random fields
by Saavedra, Eugenio
- 219-239 Nonlinear stochastic integral equations in the plane
by Farré, M. & Nualart, D.
- 241-247 A series criterion for moving maxima
by Rothmann, Mark D. & Russo, Ralph P.
- 249-265 Ergodic properties of random measures on stationary sequences of sets
by Gross, Aaron & Robertson, James B.
- 267-281 Order statistics for jumps of normalised subordinators
by Perman, Mihael
- 283-299 On correlation calculus for multivariate martingales
by Dzhaparidze, Kacha & Spreij, Peter
- 301-326 The performance of forwards induction policies
by Glazebrook, K. D. & Gittins, J. C.
- 327-361 Risk theory in a stochastic economic environment
by Paulsen, Jostein
May 1993, Volume 46, Issue 1
- 1-27 The central limit theorem for empirical and quantile processes in some Banach spaces
by Norvaisa, Rimas
- 29-46 Asymptotic (r- 1)-dependent representation for rth order statistic from a stationary sequence
by Jakubowski, Adam
- 47-89 Sampling designs for estimation of a random process
by Su, Yingcai & Cambanis, Stamatis
- 91-113 Asymptotic optimal inference for a class of nonlinear time series models
by Young Hwang, Sun & Basawa, I. V.
- 115-127 Population-dependent branching processes with a threshold
by Klebaner, Fima C.
- 129-151 Finite-stage reward functions having the Markov adequacy property
by Pestien, Victor & Wang, Xiaobo
- 153-182 Law of large numbers for a general system of stochastic differential equations with global interaction
by Finnoff, William
April 1993, Volume 45, Issue 2
- 183-192 Necessary and sufficient conditions for a second-order Wiener-Itô integral process to be mixing
by Chambers, Daniel W.
- 193-207 Limit theorems for a sequence of nonlinear reaction-diffusion systems
by Blount, Douglas
- 209-230 Stability equations for processes with stationary independent increments using branching processes and Poisson mixtures
by van Harn, K. & Steutel, F.W.
- 231-242 Recurrence of Markov branching processes with immigration
by Chen, Anyue & Renshaw, Eric
- 243-258 Linear birth and death processes under the influence of disasters with time-dependent killing probabilities
by Peng, NanFu & Pearl, Dennis K. & Chan, Wenyaw & Bartoszynski, Robert
- 259-271 Central limit theorems of partial sums for large segmental values
by Dembo, Amir & Karlin, Samuel
- 273-281 Conditional intensities and coincidence properties of stochastic processes with embedded point processes
by König, Dieter & Schmidt, Volker
- 283-294 Convergence of integrals of uniform empirical and quantile processes
by Csörgo, Miklós & Horváth, Lajos & Shao, Qi-Man
- 295-308 Lp-approximations of weighted partial sum processes
by Szyszkowicz, Barbara
- 309-318 Integration of covariance kernels and stationarity
by Lasinger, Rudolf
- 319-329 r-quick convergence for regenerative processes with applications to sequential analysis
by Irle, A.
- 331-349 Nonparametric inference for a doubly stochastic Poisson process
by Utikal, Klaus J.
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