# Elsevier

# Statistics & Probability Letters

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### June 2001, Volume 53, Issue 3

### June 2001, Volume 53, Issue 2

**113-121 Assessing local influence in PLS regression by the second order approach***by*Cheng, Bo & Wu, Xizhi**123-127 A note on geometric ergodicity and floating-point roundoff error***by*Breyer, Laird & Roberts, Gareth O. & Rosenthal, Jeffrey S.**129-142 A comparison of random and quasirandom points for nonparametric response surface design***by*Yue, Rong-Xian**143-152 Blockwise empirical Euclidean likelihood for weakly dependent processes***by*Lin, Lu & Zhang, Runchu**153-165 On the stop-loss and total variation distances between random sums***by*Denuit, Michel & Van Bellegem, Sébastien**167-180 The wavelet identification for jump points of derivative in regression model***by*Luan, Yihui & Xie, Zhongjie**181-187 On availability of Bayesian imperfect repair model***by*Cha, Ji Hwan & Kim, Jae Joo**189-199 The efficiency of ranked set sampling for parameter estimation***by*Barabesi, Lucio & El-Sharaawi, Abdel**201-206 Mixed-effects models with random cluster sizes***by*Jiang, Jiming**207-217 Availability of a periodically inspected system supported by a spare unit, under perfect repair or perfect upgrade***by*Sarkar, Jyotirmoy & Sarkar, Sahadeb**219-226 A strong Markov property for set-indexed processes***by*Balan, R. M.

### May 2001, Volume 53, Issue 1

**1-9 Truncated quasi-score function in the 1-dependent and stationary case***by*Tzavelas, George & Paliatsos, Athanasios G.**11-20 Threshold ARCH(1) processes: asymptotic inference***by*Hwang, S. Y. & Woo, Mi-Ja**21-26 The strong approximation for the Kesten-Spitzer random walk***by*Zhang, Li-Xin**27-35 Convergence rates in nonparametric estimation of level sets***by*Baíllo, Amparo & Cuesta-Albertos, Juan A. & Cuevas, Antonio**37-46 Permutation tests in change point analysis***by*Antoch, Jaromír & Husková, Marie**47-57 Necessary and sufficient conditions for non-singular invariant probability measures for Feller Markov chains***by*Costa, O. L. V. & Dufour, F.**59-65 A generalization of Markov's inequality***by*Eisenberg, Bennett & Ghosh, B. K.**67-77 Bonferroni-type inequalities for conditional scan statistics***by*Chen, Jie & Glaz, Joseph & Naus, Joseph & Wallenstein, Sylvan**79-89 Bayes factor for non-dominated statistical models***by*Macci, Claudio & Polettini, Silvia**91-99 Stochastic comparisons of spacings from restricted families of distributions***by*Hu, Taizhong & Wei, Ying**101-109 A nonstandard [chi]2-test with application to generalized linear model diagnostics***by*Jiang, Jiming

### May 2001, Volume 52, Issue 4

**341-345 Examples of ergodic processes uniquely determined by their two-marginal laws***by*Courbage, M. & Hamdan, D.**347-352 Properties of the QME under asymmetrically distributed disturbances***by*Laitila, Thomas**353-358 A note on Woodruff confidence intervals for quantiles***by*Sitter, Randy R. & Wu, Changbao**359-364 A new type of partial-sums distributions***by*Wimmer, Gejza & Altmann, Gabriel**365-372 Detection of jumps by wavelets in a heteroscedastic autoregressive model***by*Wong, Heung & Ip, Waicheung & Li, Yuan**373-380 An approximation result for nets in functional estimation***by*Döhler, Sebastian & Rüschendorf, Ludger**381-390 Nonlinear time series contiguous to AR(1) processes and a related efficient test for linearity***by*Hwang, Sun Y. & Basawa, I. V.**391-400 Classifier selection from a totally bounded class of functions***by*Mojirsheibani, Majid**401-411 Some classes of orthogonal 2n1x3n2 mixed factorial designs of median-resolution***by*Liao, C. T.**413-419 Strong laws for weighted sums of i.i.d. random variables***by*Sung, Soo Hak**421-426 On the Fisher information in randomly censored data***by*Zheng, Gang & Gastwirth, Joseph L.**427-439 Accuracy of normal approximation for the maximum likelihood estimator and Bayes estimators in the Ornstein-Uhlenbeck process using random normings***by*Bishwal, J. P. N.**441-450 On the expansion of the mean integrated squared error of a kernel density estimator***by*van Es, Bert

### April 2001, Volume 52, Issue 3

**225-232 Discrete and continuous expectation formulae for level-crossings, upcrossings and excursions of ellipsoidal processes***by*Tanaka, Minoru & Shimizu, Kunio**233-242 Estimation of canonical dependence parameters in a class of bivariate peaks-over-threshold models***by*Falk, Michael & Reiss, Rolf-Dieter**243-248 An interval estimation procedure with deterministic stopping rule in Bayes sequential interval estimation***by*Hwang, Leng-Cheng & Yang, Chia-Chen**249-253 A characterization of the factorization of hazard function by the Fisher information under Type II censoring with application to the Weibull family***by*Zheng, Gang**255-264 Estimating the mean of a heavy tailed distribution***by*Peng, Liang**265-270 On square-integrability of an AR process with Markov switching***by*Yao, J.**271-277 On high-level exceedances of i.i.d. random fields***by*Astrauskas, Arvydas**279-288 On the Markov property of a finite hidden Markov chain***by*Spreij, Peter**289-299 Discrete Normal distribution and its relationship with Jacobi Theta functions***by*Szablowski, Pawel J.**301-311 Exact asymptotic behaviour of the distribution of the supremum***by*Sgibnev, M. S.**313-319 Monotonicity properties of certain expected extreme order statistics***by*de la Cal, Jesús & Valle, Ana M.**321-327 Measuring conformability of probabilities***by*Bravata, D. M. & Cottle, R. W. & Eaves, B. C. & Olkin, I.**329-340 On the properties for increments of a local time - a look through the set of limit points***by*Wang, Wensheng

### April 2001, Volume 52, Issue 2

**115-124 General over-relaxation Markov chain Monte Carlo algorithms for Gaussian densities***by*Barone, Piero & Sebastiani, Giovanni & Stander, Julian**125-133 Large sample distribution of the likelihood ratio test for normal mixtures***by*Chen, Hanfeng & Chen, Jiahua**135-144 On the correspondence between population-averaged models and a class of cluster-specific models for correlated binary data***by*Sashegyi, Andreas I. & Brown, K. Stephen & Farrell, Patrick J.**145-154 Better Buehler confidence limits***by*Kabaila, Paul**155-168 Sharp constants in the Poisson approximation***by*Roos, Bero**169-175 Data graduation based on statistical time series methods***by*Guerrero, Víctor M. & Juárez, Rodrigo & Poncela, Pilar**177-181 On sampling the degree-of-freedom of Student's-t disturbances***by*Watanabe, Toshiaki**183-188 On the equation [mu]t+s=[mu]s*Ts[mu]t***by*Schmuland, Byron & Sun, Wei**189-197 Some results on asymptotics in adaptive cluster sampling***by*Di Consiglio, L. & Scanu, M.**199-206 Assessing the covariance function in geostatistics***by*Militino, Ana F. & Ugarte, M. Dolores**207-213 Sharp distribution-free bounds on the bias in estimating quantiles via order statistics***by*Okolewski, Andrzej & Rychlik, Tomasz**215-224 Optimal designs for testing the functional form of a regression via nonparametric estimation techniques***by*Biedermann, Stefanie & Dette, Holger

### March 2001, Volume 52, Issue 1

**1-8 About the absolute continuity and orthogonality for two probability measures***by*Darwich, A. R.**9-19 Estimating quantiles of a selected exponential population***by*Kumar, Somesh & Kar, Aditi**21-28 Space-time analysis using a general product-sum model***by*Iaco, S. De & Myers, D. E. & Posa, D.**29-34 Optimal design of experiments subject to correlated errors***by*Pázman, Andrej & G. Müller, Werner**35-45 A geometric approach to singularity for Hilbert space-valued SDEs***by*Kim, Yoon Tae**47-57 Survival function and density estimation for truncated dependent data***by*Sun, Liuquan & Zhou, Xian**59-67 A higher-order approximation to likelihood inference in the Poisson mixed model***by*C. Sutradhar, Brajendra & Das, Kalyan**69-72 On estimating the slope of increasing boundaries***by*U. Park, Byeong**73-78 Bounds for optimal stopping values of dependent random variables with given marginals***by*Müller, Alfred**79-84 Multiscale percolation on k-symmetric mosaic***by*Menshikov, M. V. & Popov, S. Yu. & Vachkovskaia, M.**85-89 A roughness-penalty view of kernel smoothing***by*Huang, Li-Shan**91-100 Large deviations for heavy-tailed random sums in compound renewal model***by*Tang, Qihe & Su, Chun & Jiang, Tao & Zhang, Jinsong**101-107 Tightness and weak convergence for jump processes***by*Gut, Allan & Janson, Svante**109-113 Minimum Riemannian risk equivariant estimator for the univariate normal model***by*García, Gloria & M. Oller, Josep

### February 2001, Volume 51, Issue 4

**319-325 Moments of skew-normal random vectors and their quadratic forms***by*Genton, Marc G. & He, Li & Liu, Xiangwei**327-336 Variable selection by stepwise slicing in nonparametric regression***by*Kulasekera, K. B.**337-343 Asymptotic theory for Box-Cox transformations in linear models***by*Cho, Kwanho & Yeo, In-Kwon & Johnson, Richard A. & Loh, Wei-Yin**345-350 Prediction interval estimation in transformed linear models***by*Cho, Kwanho & Yeo, In-Kwon & Johnson, Richard A. & Loh, Wei-Yin**351-359 A central limit theorem for nonuniform [phi]-mixing random fields with infinite variance***by*Maltz, Alberto L.**361-368 Robust estimation of the conditional median function at elliptical models***by*Croux, Christophe & Dehon, Catherine & Rousseeuw, Peter J. & Aelst, Stefan Van**369-375 Some quantitative relationships between two types of finite sample breakdown point***by*Zuo, Yijun**377-388 Properties of selected subset diagnostics in regression***by*Jensen, D. R.**389-396 Stochastic orders of the sums of two exponential random variables***by*Chang, Kuo-Hwa**397-408 An Esséen-type inequality for probability density functions, with an application***by*Roussas, George G.**409-414 On the propriety of a modified Jeffreys's prior for variance components in binary random effects models***by*Natarajan, Ranjini**415-421 Multifold sumsets and fast decreasing of concentration functions***by*Fainleib, A. S.**423-429 Maximum likelihood estimation of a change-point for exponentially distributed random variables***by*Fotopoulos, Stergios & Jandhyala, Venkata

### February 2001, Volume 51, Issue 3

**207-213 The Euler scheme for Hilbert space valued stochastic differential equations***by*Fierro, Raúl & Torres, Soledad**215-223 A functional modulus of continuity for a Wiener process***by*Chen, Bin & Csörgo, Miklós**225-234 On the estimation of spread rate for a biological population***by*Clark, Jim & Horváth, Lajos & Lewis, Mark**235-243 Large and moderate deviations upper bounds for the Gaussian autoregressive process***by*Worms, Julien**245-251 Optimal bandwidths for kernel density estimators of functions of observations***by*A. Ahmad, Ibrahim & Fan, Yanqin**253-261 A nonparametric least-squares test for checking a polynomial relationship***by*Gijbels, Irène & Rousson, Valentin**263-267 On the large deviation principle for the almost sure CLT***by*Lifshits, M. A. & Stankevich, E. S.**269-276 Limit behaviour of sums of independent random variables with respect to the uniform p-adic distribution***by*Khrennikov, Andrei**277-284 Estimating one of two normal means when their difference is bounded***by*van Eeden, Constance & V. Zidek, James**285-291 Fluctuations of a super-Brownian motion with randomly controlled immigration***by*Hong, Wenming & Li, Zenghu**293-298 First passage times on zero and one and natural exponential families***by*C. Kokonendji, Célestin**299-305 A central limit theorem for stationary linear processes generated by linearly positively quadrant-dependent process***by*Kim, Tae-Sung & Baek, Jong-Il**307-318 Weighted Nadaraya-Watson regression estimation***by*Cai, Zongwu

### January 2001, Volume 51, Issue 2

**101-109 Semi-parametric estimation of long-range dependence index in infinite variance time series***by*Peng, Liang**111-119 Preservation of some likelihood ratio stochastic orders by order statistics***by*Lillo, Rosa E. & Nanda, Asok K. & Shaked, Moshe**121-130 L1 geometric ergodicity of a multivariate nonlinear AR model with an ARCH term***by*Lu, Zudi & Jiang, Zhenyu**131-141 Asymptotics for linear random fields***by*Marinucci, D. & Poghosyan, S.**143-153 An alternative definition of the influence function***by*Schlittgen, Rainer & Schwabe, Rainer**155-164 Convergence of randomly weighted sums of Banach space valued random elements and uniform integrability concerning the random weights***by*Hu, Tien-Chung & Cabrera, Manuel Ordóñez & Volodin, Andrei I.**165-172 GR-estimates for an autoregressive time series***by*Terpstra, Jeffrey T. & McKean, Joseph W. & Naranjo, Joshua D.**173-179 Boundary singularity problem of some nonlinear elliptic equations***by*Ren, Yanxia**181-187 Almost sure limit points of record values from two independent populations***by*Nayak, S. S. & Zalki, Madhusudhan**189-196 An estimator of the number of change points based on a weak invariance principle***by*Kühn, Christoph**197-206 Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion***by*Mémin, Jean & Mishura, Yulia & Valkeila, Esko

### January 2001, Volume 51, Issue 1

**1-8 Understanding average Brownian exit time***by*Kinateder, Kimberly K. J.**9-14 Estimating and modeling space-time correlation structures***by*Cesare, L. De & Myers, D. E. & Posa, D.**15-23 On asymptotic differentiability of averages***by*Schick, Anton**25-34 A stratified sampling model in spherical feature inspection using coordinate measuring machines***by*Fang, Kai-Tai & Wang, Song-Gui & Wei, Gang**35-39 The size of diagonal two-order Gaussian chaoses***by*Heinrich, P.**41-46 On weighted design optimality criteria and response surface parameterizations***by*Butler, Neil A.**47-51 A remark on quadrant normal probabilities in high dimensions***by*Rinott, Yosef & Rotar, Vladimir**53-61 Sequential estimation of the mean in a random coefficient autoregressive model with beta marginals***by*Martinsek, Adam T.**63-69 A uniform strong law of large numbers for U-statistics with application to transforming to near symmetry***by*Yeo, In-Kwon & Johnson, Richard A.**71-78 On a certain class of nonparametric density estimators with reduced bias***by*Naito, Kanta**79-85 On efficient estimation of invariant density for ergodic diffusion processes***by*Negri, Ilia**87-92 High breakdown analogs of the trimmed mean***by*Olive, David J.**93-99 Characterizations of distributions via the stochastic ordering property of random linear forms***by*Lin, Gwo Dong & Hu, Chin-Yuan

### December 2000, Volume 50, Issue 4

**313-321 Some results on the proportional reversed hazards model***by*Crescenzo, Antonio Di**323-329 Local likelihood ratio tests in the normal mixture model***by*Wu, Yanhong & Xu, Yongxia**331-342 Minimum Hellinger distance estimation for supercritical Galton-Watson processes***by*Sriram, T. N. & Vidyashankar, A. N.**343-349 Saddlepoint approximation at the edges of a conditional sample space***by*Kolassa, John E.**351-356 On the fluctuations of independent copies of moving maxima***by*Nayak, S. S. & Zalki, Madhusudhan**357-363 Maximal inequalities for demimartingales and a strong law of large numbers***by*Christofides, Tasos C.**365-374 Arch model with Box-Cox transformed dependent variable***by*Sarkar, Nityananda**375-381 An iterative approximation procedure for the distribution of the maximum of a random walk***by*Stadje, Wolfgang**383-388 On finding mixed orthogonal arrays of strength 2 with many 2-level factors***by*DeCock, Dean & Stufken, John**389-395 Bootstrap tests for unit roots in seasonal autoregressive models***by*Psaradakis, Zacharias**397-400 A note on random fields forming conditional bases***by*Bansal, Naveen & Hamedani, G. G. & Zhang, Hao**401-407 Random dynamical systems arising from iterated function systems with place-dependent probabilities***by*Kwiecinska, Anna A. & Slomczynski, Wojciech**409-416 Subadditive ergodic theorems for random sets in infinite dimensions***by*Hansen, Jennie C. & Hulse, Paul

### November 2000, Volume 50, Issue 3

**207-218 Semiparametric tests for seasonal unit roots based on a semiparametric feasible GLSE***by*Shin, Dong Wan & Oh, Man-Suk**219-228 Some pathological regression asymptotics under stable conditions***by*Koenker, Roger & Portnoy, Stephen**229-235 A multivariate central limit theorem for continuous local martingales***by*van Zanten, Harry**237-243 The density of the sufficient statistics for a Gaussian AR(1) model in terms of generalized functions***by*Forchini, G.**245-255 Weak approximation of the Wiener process from a Poisson process: the multidimensional parameter set case***by*Bardina, Xavier & Jolis, Maria & Rovira, Carles**257-263 ANOCOVA models with measurement errors***by*Bolfarine, Heleno & de Castro, Mário**265-271 Random vectors with HNBUE-type marginal distributions***by*Pellerey, Franco**273-278 A note on almost sure exponential stability for stochastic partial functional differential equations***by*Liu, Kai & Truman, Aubrey**279-284 Minimax lower bounds and moduli of continuity***by*Jongbloed, Geurt**285-291 Random fractals generated by oscillations of the uniform empirical process***by*Dindar, Zacharie**293-304 Random motions, classes of ergodic Markov chains and beta distributions***by*Stoyanov, Jordan & Pirinsky, Christo**305-312 Strong laws for the maximal gain over increasing runs***by*Frolov, Andrei & Martikainen, Alexander & Steinebach, Josef

### November 2000, Volume 50, Issue 2

**105-114 Availability of a system maintained through several imperfect repairs before a replacement or a perfect repair***by*Biswas, Atanu & Sarkar, Jyotirmoy**115-120 When do best confidence limits exist?***by*Kabaila, Paul & Lloyd, Chris J.**121-129 Stochastic orders based on the Laplace transform and infinitely divisible distributions***by*Bartoszewicz, Jaroslaw**131-135 Squared skewness minus kurtosis bounded by 186/125 for unimodal distributions***by*Klaassen, Chris A. J. & Mokveld, Philip J. & van Es, Bert**137-147 On bootstrapping L2-type statistics in density testing***by*Neumann, Michael H. & Paparoditis, Efstathios**149-154 Fortet-Mourier norms associated with some iterated function systems***by*Zaharopol, Radu**155-163 Characterization of weak limits of randomly indexed sequences***by*Krajka, A.**165-178 Minimum cost dead band adjustment schemes under tool-wear effects and delayed dynamics***by*Luceño, Alberto**179-186 Exchangeable cluster binary data correlation coefficient estimation with generalized estimating equations***by*Tsou, Tsung-Shan**187-191 Sequential selection with a better-than-average rule***by*Preater, J.**193-201 Testing lattice conditional independence models based on monotone missing data***by*Wu, Lang & Perlman, Michael D.

### October 2000, Volume 50, Issue 1

**1-12 Asymptotic normality of the kernel estimate of a probability density function under association***by*Roussas, George G.**13-21 Invariant probability measures for a class of Feller Markov chains***by*Costa, O. L. V. & Dufour, F.**23-32 Minimax and [Gamma]-minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted***by*Wan, Alan T. K. & Zou, Guohua & Lee, Andy H.**33-38 A note on decision theoretic estimation of ordered parameters***by*Iliopoulos, George**39-47 Characterization of maximum probability points in the Multivariate Hypergeometric distribution***by*Requena, F. & Ciudad, N. Martin**49-53 A note on breakdown theory for bootstrap methods***by*Hu, Feifang & Hu, Jianhua**55-62 Asymptotic reliability of a linearly connected system with an infinite number of components***by*Costa Bueno, Vanderlei da**63-73 Finite sample performance of density estimators from unequally spaced data***by*Vilar, José A. & Vilar, Juan M.**75-81 Lower bounds for the variance in certain nonregular distributions***by*Barranco-Chamorro, I. & López-Blázquez, F. & Moreno-Rebollo, J. L.**83-88 A Bayesian decision rule for remediation actions at toxic waste sites***by*Chen, Ling & Shao, Jun**89-95 Estimating future stage entry and occupation probabilities in a multistage model based on randomly right-censored data***by*Datta, Somnath & Satten, Glen A.**97-103 A pair of estimating equations for a mean vector***by*Yanagimoto, Takemi

### October 2000, Volume 49, Issue 4

**313-322 Testing for sufficient follow-up in survival data***by*Shen, Pao-sheng**323-329 Sharp linear and block shrinkage wavelet estimation***by*Efromovich, Sam**331-336 A note on weak viability for controlled diffusion***by*Mazliak, Laurent**337-344 The distribution of increasing l-sequences in random permutations: a Markov chain approach***by*Johnson, Brad C. & Fu, James C.**345-354 Smoothed Langevin proposals in Metropolis-Hastings algorithms***by*Skare, Øivind & Benth, Fred Espen & Frigessi, Arnoldo**355-363 Multiple modes in densities with normal conditionals***by*Arnold, Barry C. & Castillo, Enrique & Sarabia, José María & González-Vega, Laureano**365-375 Exchangeable mixture models for lifetimes: the role of "occupation numbers"***by*Gerardi, Anna & Spizzichino, Fabio & Torti, Barbara**377-385 Dynamic graphical models and nonhomogeneous hidden Markov models***by*Lacruz, Beatriz & Lasala, Pilar & Lekuona, Alberto**387-392 A note on gamma random variables and Dirichlet series***by*Jurek, Zbigniew J.**393-400 Rate of convergence of depth contours: with application to a multivariate metrically trimmed mean***by*Kim, Jeankyung**401-410 V-Subgeometric ergodicity for a Hastings-Metropolis algorithm***by*Fort, Gersende & Moulines, Eric**411-416 Calculation of critical values for Dunnett and Tamhane's step-up multiple test procedure***by*Kwong, K. S. & Liu, W.

### September 2000, Volume 49, Issue 3

**211-216 Estimation of the population total when the population size is unknown***by*Ahmad, Manzoor & Alalouf, Serge & Chaubey, Yogendra P.**217-223 An Edgeworth expansion for the m out of n bootstrapped median***by*Sakov, Anat & Bickel, Peter J.**225-233 Stability of the characterization of normal distribution in the Laha-Lukacs theorem***by*Yanushkevichius, Romanas**235-244 On the strong convergence of the product-limit estimator and its integrals under censoring and random truncation***by*He, Shuyuan & Yang, Grace L.**245-250 Strong law of large numbers for Markov chains field on a Bethe tree***by*Yang, Weiguo & Liu, Wen**251-256 Can coverage of confidence intervals be used to judge the goodness of point estimators in finite population double sampling?***by*Ding, A. Adam**257-261 The kurtosis coefficient and the linear discriminant function***by*Peña, Daniel & Prieto, Francisco J.**263-269 Residual entropy and its characterizations in terms of hazard function and mean residual life function***by*Asadi, Majid & Ebrahimi, Nader**271-276 Nonnegative-definite covariance structures for which the blu, wls, and ls estimators are equal***by*Young, Dean M. & Odell, Patrick L. & Hahn, William**277-283 Bayes inference for treatment effects with uncertain order constraints***by*Madi, Mohamed T. & Leonard, Thomas & Tsui, Kam-Wah**285-290 The skew-Cauchy distribution***by*Arnold, Barry C. & Beaver, Robert J.**291-297 On the number of equilibrium states in weakly coupled random networks***by*Date, Akira & Hwang, Chii-Ruey & Sheu, Shuenn-Jyi**299-304 A limit property of random conditional probabilities***by*Liu, Wen**305-311 Non-uniform bounds for geometric approximation***by*Phillips, M. J. & Weinberg, Graham V.

### August 2000, Volume 49, Issue 2

**105-112 Large deviations inequalities for partial sums of random measures***by*Bensaïd, Nadia & Jacob, Pierre**113-118 A note on logarithmic tail asymptotics and mixing***by*Gantert, Nina