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Editor: T. Mikosch
Description: Stochastic Processes and their Applications publishes papers on the theory and applications of stochastic processes. It is concerned with concepts and techniques, and is oriented towards a broad spectrum of mathematical, scientific and engineering interests.
Series handle: RePEc:eee:spapps
ISSN: 0304-4149
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Content
January 1993, Volume 44, Issue 1
- 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
- 91-110 Characterization of linear and harmonizable fractional stable motions
by Cambanis, Stamatis & Maejima, Makoto & Samorodnitsky, Gennady
- 111-118 On local fluctuations of stable moving average processes
by Soltani, A. Reza
- 119-147 Extremes and crossings for differentiable stationary processes with application to Gaussian processes in m and Hilbert space
by Albin, J. M. P.
- 149-156 Optimal stationary policies in the vector-valued Markov decision process
by Wakuta, Kazuyoshi
- 157-169 Asymptotics for multivariate trimming
by Nolan, D.
- 171-180 Large deviations and the Strassen theorem in Hölder norm
by Baldi, P. & Ben Arous, G. & Kerkyacharian, G.
June 1992, Volume 41, Issue 2
- 181-190 Long random walk excursions and local time
by Csörgo, Miklós & Révész, Pál
- 191-202 On large deviations for uniformly strong mixing sequences
by Bryc, Wlodzimierz
- 203-214 Markov processes and exponential families
by Ycart, Bernard
- 215-222 A ratio limit theorem for erased branching Brownian motion
by Salminen, Paavo
- 223-239 Limit theorems for the square integral of Brownian motion and its increments
by Li, Wenbo V.
- 241-256 Some results on the problem of exit from a domain
by Bobrovsky, Ben-Zion & Zeitouni, Ofer
- 257-260 A note on estimation of the infection rate
by Watson, Ray & Yip, Paul
- 261-271 Random arithmetic-geometric means and random pi: observations and conjectures
by Cohen, Joel E. & Liggett, Thomas M.
- 273-280 Fixed accuracy estimation for chain binomial models
by Huggins, R. M.
- 281-296 Kernel density estimation for linear processes
by Tran, Lanh Tat
- 297-324 A non-Markovian model for cell population growth: speed of convergence and central limit theorem
by de Gunst, Mathisca C. M. & van Zwet, Willem R.
May 1992, Volume 41, Issue 1
- 1-31 On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in n and Hilbert space
by Albin, J. M. P.
- 33-44 A central limit theorem for functions of a Markov chain with applications to shifts
by Woodroofe, Michael
- 45-67 Local time and Tanaka formulae for super Brownian and super stable processes
by Adler, Robert J. & Lewin, Marica
- 69-89 The asymptotic contour process of a binary tree is a Brownian excursion
by Gutjahr, W. & Pflug, G. Ch.
- 91-99 Divergence rates for explosive birth processes
by Pakes, Anthony G.
- 101-116 Polynomial stability for perturbed stochastic differential equations with respect to semimartingales
by Mao, Xuerong
- 117-155 Quelques inégalités avec le temps local en zero du mouvement Brownien
by Vallois, P.
- 157-177 Random walk in dynamic environment with mutual influence
by Boldrighini, C. & Ignatyuk, I. A. & Malyshev, V. A. & Pellegrinotti, A.
- 179-179 Strong consistency and rates for recursive nonparametric conditional probability density estimates under ([alpha], [beta])-mixing conditions
by Cai, Zongwu
March 1992, Volume 40, Issue 2
- 181-197 Another view on martingale central limit theorems
by Gaenssler, Peter & Joos, Konrad
- 199-223 Some time change representations of stable integrals, via predictable transformations of local martingales
by Kallenberg, Olav
- 225-250 Filtering the histories of a partially observed marked point process
by Arjas, Elja & Haara, Pentti & Norros, Ikka
- 251-288 Limit theorems for maximum likelihood estimators in the Curie-Weiss-Potts model
by Ellis, Richard S. & Wang, Kongming
- 289-308 Lyapounov exponent of linear stochastic systems with large diffusion term
by Pardoux, E. & Wihstutz, V.
- 309-323 Second-order asymptotics in level crossing for differences of renewal processes
by Kroese, D. P. & Kallenberg, W. C. M.
- 325-337 Second order tail behaviour of a subordinated probability distribution
by Geluk, J. L.
- 339-357 Approximate uniformization for continuous-time Markov chains with an application to performability analysis
by van Dijk, Nico M.
- 359-361 Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm
by Dembo, A. & Zeitouni, O.
February 1992, Volume 40, Issue 1
- 1-13 A law of large numbers for stochastic difference equations
by Kersting, Götz
- 15-28 Asymptotic [Gamma]-distribution for stochastic difference equations
by Kersting, Götz
- 29-43 Uniform Cesaro limit theorems for synchronous processes with applications to queues
by Glynn, Peter & Sigman, Karl
- 45-53 Sunset over Brownistan
by Çinlar, Erhan
- 55-67 Intermediate- and extreme-sum processes
by Csörgo, Sándor & Mason, David M.
- 69-82 McKean-Vlasov Ito-Skorohod equations, and nonlinear diffusions with discrete jump sets
by Graham, Carl
- 83-102 The weak approximation of the empirical characteristic function process when parameters are estimated
by Wells, Martin T.
- 103-126 Mathematical analysis of a neural network with inhibitory coupling
by Cottrell, Marie
- 127-143 Maximum-likelihood estimation for hidden Markov models
by Leroux, Brian G.
- 145-180 M-estimation for autoregressions with infinite variance
by Davis, Richard A. & Knight, Keith & Liu, Jian
December 1991, Volume 39, Issue 2
- 183-199 Conditional moments and linear regression for stable random variables
by Samorodnitsky, Gennady & Taqqu, Murad S.
- 201-220 Spectral conditions for sojourn and extreme value limit theorems for Gaussian processes
by Berman, Simeon M.
- 221-237 Sticky Brownian motion as the strong limit of a sequence of random walks
by Amir, Madjid
- 239-262 Skorohod and Stratonovich line integrals in the plane
by Solé, J. Ll. & Utzet, F.
- 263-276 Construction of a general class of Dirichlet forms in terms of white noise analysis
by Razafimanantena, Edouard A.
- 277-285 Some theorems on harmonic renewal measures
by Stam, A. J.
- 287-299 The joint distribution of sojourn times in finite semi-Markov processes
by Csenki, Attila
- 301-323 Continuous parameter circuit processes with finite state space
by Kalpazidou, Sophia
- 325-343 Optimal choice and assignment of the best m of n randomly arriving items
by Wilson, John G.
- 345-358 Density estimation for point processes
by Ellis, Steven P.
October 1991, Volume 39, Issue 1
- 1-24 Second order stochastic differential equations with Dirichlet boundary conditions
by Nualart, David & Pardoux, Etienne
- 25-44 On infinite series of independent Ornstein-Uhlenbeck processes
by Csáki, E. & Csörgo, M. & Lin, Z. Y. & Révész, P.
- 45-53 On an extension of the stochastic integral
by Russek, Andrzej
- 55-64 Rate of convergence in limit theorems for Brownian excursions
by Horváth, Lajos
- 65-80 Short distances on the line
by Horváth, Lajos
- 81-88 A characterization of first passage time distributions for random walks
by Bondesson, Lennart
- 89-105 The symmetric simple exclusion process, I: Probability estimates
by Ferrari, P. A. & Presutti, E. & Scacciatelli, E. & Vares, M. E.
- 107-115 The symmetric simple exclusion process, II: Applications
by Ferrari, P. A. & Presutti, E. & Scacciatelli, E. & Vares, M. E.
- 117-130 Growing conditioned trees
by Chauvin, Brigitte & Rouault, Alain & Wakolbinger, Anton
- 131-137 Inhomogeneous birth-death and birth-death-immigration processes and the logarithmic series distribution
by Branson, David
- 139-151 Statistics on crossings of discretized diffusions and local time
by Florens-Zmirou, D.
- 153-180 Time-dependent coefficients in a Cox-type regression model
by Murphy, S. A. & Sen, P. K.
August 1991, Volume 38, Issue 2
- 185-193 Meeting times for independent Markov chains
by Aldous, David J.
- 195-204 A finite characterization of weak lumpable Markov processes. Part I: The discrete time case
by Rubino, Gerardo & Sericola, Bruno
- 205-238 On diffusion approximations for filtering
by Liptser, Robert Sh. & Runggaldier, Wolfgang J.
- 239-266 Propriétés de martingales, explosion et représentation de Lévy--Khintchine d'une classe de processus de branchement à valeurs mesures
by El Karoui, Nicole & Roelly, Sylvie
- 267-278 Embedding optimal selection problems in a Poisson process
by Bruss, F. Thomas & Rogers, L. C. G.
- 279-293 Linear mean estimation of weakly stationary stochastic processes under the aspects of optimality and asymptotic optimality
by Lasser, R. & Rösler, M.
- 295-322 Infinite reversible nearest particle systems in inhomogeneous and random environments
by Liu, Xijian
- 323-333 Strong consistency and rates for recursive nonparametric conditional probability density estimates under ([alpha], [beta])-mixing conditions
by Cai, Zongwu
- 335-345 Martingale representation and hedging policies
by Colwell, David B. & Elliott, Robert J. & Ekkehard Kopp, P.
- 347-358 On the product of two harmonizable time series
by Dehay, Dominique
- 359-363 A note on the inverse bootstrap process for large quantiles
by Falk, Michael
June 1991, Volume 38, Issue 1
- 1-11 An invariance principle for the edge of the branching exclusion process
by Cammarota, C. & Ferrari, P. A.
- 13-32 Stability theorem for stochastic differential equations with jumps
by Kasahara, Yuji & Yamada, Keigo
- 33-53 Some results on small random perturbations of an infinite dimensional dynamical system
by Brassesco, Stella
- 55-84 Probability tails of Gaussian extrema
by Samorodnitsky, Gennady
- 85-97 Dynamic multivariate aging notions in reliability theory
by Shaked, Moshe & Shanthikumar, J. George
- 99-133 Martingale relations for the M[+45 degree rule]GI[+45 degree rule]1 queue with Markov modulated Poisson input
by Baccelli, François & Makowski, Armand M.
- 135-156 Optimal switching for two-parameter stochastic processes
by Tanaka, Teruo
- 157-165 Asymptotic optimality of the least-squares cross-validation bandwidth for kernel estimates of intensity functions
by Brooks, Maria Mori & Marron, J. Stephen
- 167-183 The distributions of certain record statistics from a random number of observations
by Bunge, J. A. & Nagaraja, H. N.
April 1991, Volume 37, Issue 2
- 175-186 On the principle of conditioning and convergence to mixtures of distributions for sums of dependent random variables
by Xue, Xing-Hong
- 187-197 On existence and stability of weak solutions of multidimensional stochastic differential equations with measurable coefficients
by Rozkosz, Andrzej & Slominski, Leszek
- 199-212 A diffusion defined on a fractal state space
by Krebs, William B.
- 213-237 A multiflow approximation to diffusions
by Amit, Yali
- 239-258 Ergodic theorems for stress release processes
by Xiaogu, Zheng
- 259-274 Some properties of the multitype measure branching process
by Gorostiza, Luis G. & Roelly, Sylvie
- 275-279 Independence of partial autocorrelations for a classical immigration branching process
by Mills, T. M. & Seneta, E.
- 281-297 Relative extremal index of two stationary processes
by Jakubowski, Adam
- 299-312 Stochastic ordering and thinning of point processes
by Rolski, T. & Szekli, R.
- 313-326 Ladder heights and the Markov-modulated M/G/1 queue
by Asmussen, Søren
- 327-329 The relation between limiting queue size distributions at arrival and departure epochs in a bulk queue
by Fakinos, D.
- 331-338 Pascal processes and their characterization
by Bruss, F. T. & Rogers, L. C. G.
- 339-363 Option hedging for semimartingales
by Schweizer, Martin
February 1991, Volume 37, Issue 1
- 1-17 Annihilating branching processes
by Bramson, Maury & Wan-ding, Ding & Durrett, Rick
- 19-31 Are there bushes in a forest?
by Durrett, Rick & Swindle, Glen
- 33-43 A discrete non-linear Markov model for a population of interacting cells
by Gerardi, A. & Romiti, M.
- 45-60 Reciprocal covariance solutions of some matrix differential equations
by Carmichael, J. -P. & Massé, J. -C. & Theodorescu, R.
- 61-69 Un schéma multipas d'approximation de l'équation de Langevin
by Lépingle, Dominique & Ribémont, Bernard
- 71-80 On a characterization of optimal predictors for nonstationary ARMA processes
by Kowalski, Aleksander & Szynal, Dominik
- 81-98 Functional limit theorems for random quadratic forms
by Mikosch, T.
- 99-116 A Central Limit Theorem for products of dependent random linear and nonlinear operators
by Johnson, Dudley Paul
- 117-139 Estimating the parameters of rare events
by Hsing, Tailen
- 141-160 Optimal replacement and maintenance of systems subject to semi-Markov damage
by Abdel-Hameed, M. & Nakhi, Y.
- 161-171 An inference procedure for conflict models
by Yip, Paul & Watson, Ray
December 1990, Volume 36, Issue 2
- 181-194 Convergence rates in the law of large numbers for martingales
by Alsmeyer, Gerold
- 195-216 Asymptotic behavior of random discrete event systems
by Resing, J. A. C. & de Vries, R. E. & Hooghiemstra, G. & Keane, M. S. & Olsder, G. J.
- 217-230 Strong comparison of solutions of one-dimensional stochastic differential equations
by Ouknine, Youssef & Rutkowski, Marek
- 231-243 Limit theorems for strongly mixing stationary random measures
by Leadbetter, M. R. & Hsing, Tailen
- 245-261 Random permutations and neutral evolution models
by Joyce, Paul & Tavaré, Simon
- 263-267 On the scaling theorem for interacting Fleming-Viot processes
by Vaillancourt, Jean
- 269-296 A measure-valued diffusion process describing the stepping stone model with infinitely many alleles
by Handa, Kenji
- 297-310 A class of branching processes with two dependent types
by Born, Eike & Dietz, Klaus
- 311-330 First-fit allocation of queues: tight probabilistic bounds on wasted space
by Coffman, E. G. & Flatto, Leopold & Leighton, F. T.
- 331-337 Equilibrium queue size distributions for semi-reversible queues
by Fakinos, D.
- 339-351 Nonparametric regression with long-range dependence
by Hall, Peter & Hart, Jeffrey D.
- 353-370 Efficiency of estimators for partially specified filtered models
by Greenwood, P. E. & Wefelmeyer, W.
October 1990, Volume 36, Issue 1
- 1-14 Large deviations and the internal fluctuations of critical mean field systems
by Papangelou, F.
- 15-32 Reflection principle and strong Markov property for multiparameter group-valued additive processes
by Zapala, August Michal
- 33-43 Quasi-everywhere properties of Brownian level sets and multiple points
by Penrose, M. D.
- 45-57 Interacting Fleming-Viot processes
by Vaillancourt, Jean
- 59-76 The extremal family generated by the Yule process
by Jensen, Jens L. & Johansson, Björn
- 77-83 Estimating population size from multiple recapture experiments
by Becker, N. G. & Heyde, C. C.
- 85-106 Testing the functions defining a nonlinear autoregressive time series
by Diebolt, Jean
- 107-116 Nonparametric regression estimation under mixing conditions
by Roussas, George G.
- 117-133 Outliers in a multivariate autoregressive moving-average process
by Schmid, Wolfgang
- 135-151 Convergence rates for record times and the associated counting process
by Gut, Allan
- 153-163 Two-parameter optimal stopping problem with switching costs
by Tanaka, Teruo
- 165-172 A stochastic model in mobile communications
by Lauritzen, S. L. & Thommesen, C. & Andersen, J. Bach
- 173-179 Parametric 0-1 processes and extensive fuzzy sets
by Wu, Tian-Bin
August 1990, Volume 35, Issue 2
- 213-224 Nonlinear filtering of reflecting diffusion processes
by Hucke, Hans-Peter
- 225-230 A note on small random perturbations of dynamical systems
by Vares, Maria Eulália
- 231-249 A differential delay equation with wideband noise perturbations
by Yin, G. & Ramachandran, K. M.
- 251-265 Etude de la covariance de quelques processus Gaussiens en liaison avec la propriete de Markov
by Carraro, L.
- 267-277 Exponential stability for stochastic differential equations with respect to semimartingales
by Mao, Xuerong
- 279-291 Stochastic demographic models: age of a population
by Borde-Boussion, Anne-Marie
- 293-308 On Ibragimov-Iosifescu conjecture for [phi]-mixing sequences
by Peligrad, Magda
- 309-313 Laws of large numbers for the annealing algorithm
by Gantert, Nina
- 315-329 On transience of circuit processes
by Kalpazidou, S.
- 331-346 On quasi likelihood for semimartingales
by Sørensen, Michael
- 347-360 The first zero of an empirical characteristic function
by Heathcote, C. R. & Hüsler, J.
June 1990, Volume 35, Issue 1
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