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Content
July 1994, Volume 51, Issue 2
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.
- 351-361 Consistency of cross-validation when the data are curves
by Hart, Jeffrey D. & Wehrly, Thomas E.
March 1993, Volume 45, Issue 1
- 1-11 Stochastic comparisons of Itô processes
by Bassan, Bruno & Çinlar, Erhan & Scarsini, Marco
- 13-28 Non-Markovian invariant measures are hyperbolic
by Crauel, Hans
- 29-44 The backward canonical representations and interpolations for multiple Markov Gaussian processes
by Hibino, Yuji
- 45-59 Adaptive tests for stochastic processes in the ergodic case
by Luschgy, Harald & Rukhin, Andrew L. & Vajda, Igor
- 61-72 Fractional differentiation in the self-affine case II - Extremal processes
by Patzschke, N. & Zähle, M.
- 73-94 On dependent marking and thinning of point processes
by Last, Günter
- 95-114 Aggregation of Markov chains
by Boucherie, Richard J.
- 115-125 A finite characterization of weak lumpable Markov processes. Part II: The continuous time case
by Rubino, Gerardo & Sericola, Bruno
- 127-140 Remarks of the sojourn times of a semi-Markov process
by Todorovic, P.
- 141-154 Interchangeability of expectation and differentiation of waiting times in GI/G/1 queues
by Wardi, Y.
- 155-167 On the sample variance of linear statistics derived from mixing sequences
by Politis, Dimitris N. & Romano, Joseph P.
- 169-182 Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence
by Heyde, C. C. & Gay, R.
February 1993, Volume 44, Issue 2
- 181-204 Random sampling in estimation problems for continuous Gaussian processes with independent increments
by Jacod, J.
- 205-219 Laws of large numbers and moderate deviations for stochastic processes with stationary and independent increments
by Tiefeng, Jiang & Bhaskara Rao, M. & Xiangchen, Wang & Deli, Li
- 221-242 Change in autoregressive processes
by Horváth, Lajos
- 243-264 On an extension of Lévy's stochastic area process to higher dimensions
by N'Zi, Modeste & Theodorescu, Radu
- 265-289 When does convergence of a sequence of stopped processes with independent increments imply convergence of the non-stopped processes
by Coquet, François
- 291-327 Minimal conditions in p-stable limit theorems
by Jakubowski, Adam
- 329-345 Finite Kullback information diffusion laws with fixed marginals and associated large deviations functionals
by Brunaud, Marc
- 347-359 A limit theorem for one-dimensional Gibbs measures under conditions on the empirical field
by Menzel, Peter
January 1993, Volume 44, Issue 1
- 1-14 Shift-coupling
by Aldous, David J. & Thorisson, Hermann
- 15-25 Inequalities for rare events in time-reversible Markov chains II
by Aldous, David J. & Brown, Mark
- 27-39 Precise estimates of presence probabilities in the branching random walk
by Rouault, Alain
- 41-74 Approximating martingales and the central limit theorem for strictly stationary processes
by Volný, Dalibor
- 75-88 On the optimality of multivariate Poisson approximation
by Witte, Hans-Jürgen
- 89-106 A class of semilinear stochastic partial differential equations and their controls: Existence results
by Zhou, Xun Yu
- 107-116 Asymptotic minimax results for stochastic process families with critical points
by Greenwood, P. E. & Wefelmeyer, W.
- 117-139 An application of reflected diffusions to the problem of choosing between hydro and thermal power generation
by Kobila, T. Ø.
- 141-158 Empirical process methods for classical fiber bundles
by Harlow, D. G. & Yukich, J. E.
- 159-180 Propagation of chaos for a fully connected loss network with alternate routing
by Graham, Carl & Méléard, Sylvie
December 1992, Volume 43, Issue 2
- 191-222 Adaptive prediction and reverse martingales
by Björk, Tomas & Johansson, Björn
- 223-247 Interface fluctuations in the two-dimensional weakly asymmetric simple exclusion process
by Ravishankar, Krishnamurthi
- 249-264 Measure-valued branching processes with immigration
by Li, Zeng-Hu
- 265-289 Qualitative behaviour of solutions of stochastic reaction-diffusion equations
by Manthey, Ralf & Maslowski, Bohdan
- 291-301 Collision times and exit times from cones: a duality
by O'Connell, Neil & Unwin, Antony
- 303-316 Moment-based minimax stopping functions for sequences of random variables
by Boshuizen, Frans A. & Hill, T. P.
- 317-329 On the number of boundary crossings related to LIL and SLLN for record values and partial maxima of i.i.d. sequences and extremes of uniform spacings
by Nayak, S. S. & Wali, K. S.
- 331-343 Level crossings of the empirical process
by Khoshnevisan, Davar
- 345-353 A construction of the brownian path from BES3 pieces
by Imhof, J. P.
- 355-362 A note on ergodic symmetric stable processes
by Podgórski, Krzysztof
- 363-365 Hilbert space representations of general discrete time stochastic processes
by Johnson, Dudley Paul
November 1992, Volume 43, Issue 1
- 1-8 Thickened renewal processes
by Doney, R. A. & O'Brien, George L.
- 9-31 Stein's method and point process approximation
by Barbour, A. D. & Brown, T. C.
- 33-45 Exit distributions for symmetric Markov processes via Gaussian techniques
by Feldman, Raisa Epstein
- 47-63 Marginally closed processes with local interaction
by Malyshev, V. A. & Petrova, E. N. & Scacciatelli, E.
- 65-84 Solutions of a class of nonlinear master equations
by Feng, S. & Zheng, X.
- 85-98 Continuity of affine transformations of white noise test functionals and applications
by Kuo, H. -H. & Potthoff, J. & Yan, J. -A.
- 99-113 Almost periodically unitary stochastic processes
by Hurd, Harry L.
- 115-131 Convergence rates in the central limit theorem for means of autoregressive and moving average sequences
by Hall, Peter
- 133-163 Functional laws of the iterated logarithm for large increments of empirical and quantile processes
by Deheuvels, Paul
- 165-175 Fractional differentiation in the self-affine case I - Random functions
by Patzschke, N. & Zähle, M.
September 1992, Volume 42, Issue 2
- 181-193 On the central limit theorem for weakly dependent sequences with a decomposed strong mixing coefficient
by Peligrad, Magda
- 195-214 A fixed point theorem for distributions
by Rösler, Uwe
- 215-236 Ergodicity of an infinite dimensional renewal process
by Andjel, Enrique D. & Vares, Maria E.
- 237-253 Construction of a stationary regenerative process
by Thorisson, Hermann
- 255-267 Branching random walks on trees
by Madras, Neal & Schinazi, Rinaldo
- 269-282 Algebraic criteria for extended product form in generalised semi-Markov processes
by Taylor, P. G.
- 283-289 The Richardson model in a random environment
by Luo, Xiaolong
- 291-306 Equivalence problems for Gaussian multiple Markov processes and their canonical representations
by Muraoka, Hiroshi
- 307-313 Factorizing Laplace exponents in a spectrally positive Lévy process
by Bertoin, Jean
- 315-327 Stationarity in fourth order and the marginal bispectrum for bilinear models with Gaussian residuals
by Terdik, György
- 329-344 Percentiles for Cramér-von Mises functionals of Gaussian processes and some applications to Bayesian tests
by Eastwood, Brian J. & Eastwood, Vera R.
- 345-351 Convergence of changepoint estimators
by Ferger, Dietmar & Stute, Winfried
- 353-359 The Barlow-Proschan importance and its generalizations with dependent components
by Iyer, Srinivas
August 1992, Volume 42, Issue 1
- 1-30 Nonequilibrium fluctuations in particle systems modelling reaction-diffusion equations
by Boldrighini, C. & De Masi, A. & Pellegrinotti, A.
- 31-37 Fluctuations from the hydrodynamical limit for the symmetric simple exclusion in d
by Ravishankar, K.
- 39-47 The supercritical Galton-Watson process in varying environments
by D'Souza, J. C. & Biggins, J. D.
- 49-72 Multivariate subexponential distributions
by Cline, Daren B. H. & Resnick, Sidney I.
- 73-90 Clustering in one-dimensional threshold voter models
by Andjel, Enrique D. & Liggett, Thomas M. & Mountford, Thomas
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