Content
July 2003, Volume 16, Issue 3
- 771-788 Tail Properties of Correlation Measures
by Thomas M. Lewis & Geoffrey Pritchard
April 2003, Volume 16, Issue 2
- 309-323 A Central Limit Theorem for Random Fields of Negatively Associated Processes
by Ming Yuan & Chun Su & Taizhong Hu - 325-338 Inhomogeneous Voter Models in One Dimension
by Shirin J. Handjani - 339-344 Exchangeable Random Ordered Trees by Positive Definite Functions
by Ulrich Hirth - 345-361 Optimal Bounds for Cauchy Approximations for the Winding Distribution of Planar Brownian Motion
by V. Bentkus & G. Pap & M. Yor - 363-376 Approximation to Probabilities Through Uniform Laws on Convex Sets
by J. A. Cuesta-Albertos & C. Matrán & J. Rodríguez-Rodríguez - 377-389 Strong Approximation for Long Memory Processes with Applications
by Qiying Wang & Yan-Xia Lin & Chandra M. Gulati - 391-399 Rate of Decay of Concentration Functions on Discrete Groups
by Todd Retzlaff - 401-418 Moderate Deviations and Large Deviations for Kernel Density Estimators
by Fuqing Gao - 419-426 Exceedence Measure of Classes of Algebraic Polynomials
by K. Farahmand - 427-449 Small Ball Probabilities Around Random Centers of Gaussian Measures and Applications to Quantization
by Steffen Dereich - 451-470 Besov Regularity of Stochastic Integrals with Respect to the Fractional Brownian Motion with Parameter H > 1/2
by David Nualart & Youssef Ouknine - 471-488 Moments of the Mean of Dubins–Freedman Random Probability Distributions
by Pieter Allaart - 489-518 Asymptotics for Sums of Random Variables with Local Subexponential Behaviour
by Søren Asmussen & Serguei Foss & Dmitry Korshunov
January 2003, Volume 16, Issue 1
- 1-20 Nonlinear Filtering for Diffusions in Random Environments
by Michael A. Kouritzin & Hongwei Long & Wei Sun - 21-45 About the Measure of Heavily Visited Points of the Brownian Motion
by Antónia Földes - 47-58 Change Intolerance in Spanning Forests
by Deborah Heicklen & Russell Lyons - 59-86 Fractal Dimensions for Some Increments of the Uniform Empirical Process
by Djamal Louani & Alain Lucas - 87-100 Small Ball Constants and Tight Eigenvalue Asymptotics for Fractional Brownian Motions
by Jared C. Bronski - 101-115 Maximal Inequalities and an Invariance Principle for a Class of Weakly Dependent Random Variables
by Sergey Utev & Magda Peligrad - 117-145 On Upper Class of Increments of Fractional Brownian Motion
by Wang Chiu - 147-159 Path Collapse for an Inhomogeneous Random Walk
by Ilie Grigorescu & Min Kang - 161-173 An Inequality for Tail Probabilities of Martingales with Differences Bounded from One Side
by V. Bentkus - 175-196 A Classification of Reproducible Natural Exponential Families in the Broad Sense
by Shaul K. Bar-Lev & Muriel Casalis - 197-216 On Non-Continuous Dirichlet Processes
by François Coquet & Jean Mémin & Leszek Słomiński - 217-247 On the Harris Recurrence of Iterated Random Lipschitz Functions and Related Convergence Rate Results
by Gerold Alsmeyer - 249-265 On the Link Between Small Ball Probabilities and the Quantization Problem for Gaussian Measures on Banach Spaces
by S. Dereich & F. Fehringer & A. Matoussi & M. Scheutzow - 267-276 Solution to the OK Corral Model via Decoupling of Friedman's Urn
by J. F. C. Kingman & S. E. Volkov - 277-307 On Random Sets Connected to the Partial Records of Poisson Point Process
by Víctor Manuel Rivero
October 2002, Volume 15, Issue 4
- 845-875 Pointwise and Uniform Asymptotics of the Vervaat Error Process
by Endre Csáki & Miklós Csörgő & Antónia Földes & Zhan Shi & Ričardas Zitikis - 877-901 Multiple Stable Stochastic Integrals: Series Representation and Absolute Continuity of Their Law
by Jean-Christophe Breton - 903-918 On the Continuous Singularity of the Limit Distribution of Products of I.I.D. d×d Stochastic Matrices
by A. Mukherjea & A. Nakassis - 919-937 Random Probability Measures with Given Mean and Variance
by Lisa Bloomer & Theodore P. Hill - 939-949 Generalized One-Sided Laws for the Larger Observations of a Triangular Array
by André Adler - 951-972 Hausdorff Measure for a Stable-Like Process over an Infinite Extension of a Local Field
by Anatoly N. Kochubei - 973-1005 Domains of Geometric Partial Attraction of Max-Semistable Laws: Structure, Merge and Almost Sure Limit Theorems
by Zoltán Megyesi - 1007-1030 A Functional LIL and Some Weighted Occupation Measure Results for Fractional Brownian Motion
by J. Kuelbs & W. V. Li - 1031-1047 Moderate Deviations for Longest Increasing Subsequences: The Lower Tail
by Matthias Löwe & Franz Merkl & Silke Rolles
July 2002, Volume 15, Issue 3
- 553-588 A Markov Property for Set-Indexed Processes
by R. M. Balan & B. G. Ivanoff - 589-612 Small Ball Probabilities of Fractional Brownian Sheets via Fractional Integration Operators
by Eduard Belinsky & Werner Linde - 613-630 A Contractivity Condition for Iterated Function Systems
by Niclas Carlsson - 631-665 Shift Self-Similar Additive Random Sequences Associated with Supercritical Branching Processes
by Toshiro Watanabe - 667-693 Random Walks on Wreath Products of Groups
by Clyde H. Schoolfield - 695-713 Packing Measure and Dimension of Random Fractals
by Artemi Berlinkov & R. Daniel Mauldin - 715-730 On the Fine Structure of Stationary Measures in Systems Which Contract-on-Average
by Matthew Nicol & Nikita Sidorov & David Broomhead - 731-750 Tangent Fields and the Local Structure of Random Fields
by Kenneth J. Falconer - 751-792 Stability and Attraction to Normality for Lévy Processes at Zero and at Infinity
by R. A. Doney & R. A. Maller - 793-815 A Large Deviations Principle Related to the Strong Arc-Sine Law
by Alain Rouault & Marc Yor & Marguerite Zani - 817-844 Brownian Motion on the Figure Eight
by Ilie Grigorescu & Min Kang
April 2002, Volume 15, Issue 2
- 259-283 The Minimal Subgroup of a Random Walk
by Gerold Alsmeyer - 285-322 Asymptotically One-Dimensional Diffusion on the Sierpinski Gasket and Multi-Type Branching Processes with Varying Environment
by B. M. Hambly & O. D. Jones - 323-341 Type G Distributions on $${\mathbb{R}}$$ d
by Makoto Maejima & Jan Rosiński - 343-382 Bounds for Non-Gaussian Approximations of U-Statistics
by Yuri V. Borovskikh & Neville C. Weber - 383-422 Random Walks on Trees with Finitely Many Cone Types
by Tatiana Nagnibeda & Wolfgang Woess - 423-475 Asymptotic Distribution of Quadratic Forms and Applications
by F. Götze & A. Tikhomirov - 477-501 On the Almost Sure Central Limit Theorem for a Class of Z d -Actions
by Mikhail Gordin & Michel Weber - 503-541 Asymptotics for Statistical Distances Based on Voronoi Tessellations
by R. Jiménez & J. E. Yukich - 543-551 Strong Law of Large Numbers for Banach Space Valued Fuzzy Random Variables
by Frank N. Proske & Madan L. Puri
January 2002, Volume 15, Issue 1
- 1-39 Stochastic PDEs Driven by Nonlinear Noise and Backward Doubly SDEs
by Anis Matoussi & Michael Scheutzow - 41-61 A Filtered Version of the Bipolar Theorem of Brannath and Schachermayer
by Gordan Žitković - 63-76 Central Limit Theorems for Random Permanents with Correlation Structure
by Grzegorz A. Rempała & Jacek Wesołowski - 77-96 Ergodic Properties of Palm and Spacing Measures
by Olav Kallenberg - 97-127 A Signed Generalization of the Bernoulli–Laplace Diffusion Model
by Clyde H. Schoolfield - 129-151 Some Properties of Solutions of Double Stochastic Differential Equations
by C. Tudor & M. Tudor - 153-159 Series Criteria for Growth Rates of Partial Maxima of Iterated Ergodic Map Values
by M. J. Appel - 161-205 Renewal Theorems for Singular Differential Operators
by Léonard Gallardo & Khalifa Trimèche - 207-221 On the Connection Between Oriented Percolation and Contact Process
by M. V. Menshikov & S. Yu. Popov & V. V. Sisko - 223-247 Estimation of the Density of Hypoelliptic Diffusion Processes with Application to an Extended Itô's Formula
by Xavier Bardina & Maria Jolis - 249-257 A New Law of the Iterated Logarithm in Rd with Application to Matrix-Normalized Sums of Random Vectors
by Valery Koval
October 2001, Volume 14, Issue 4
- 927-948 Riesz Exponential Families on Symmetric Cones
by A. Hassairi & S. Lajmi - 949-978 Lévy–LePage Series Representation of Stable Vectors: Convergence in Variation
by V. Bentkus & A. Juozulynas & V. Paulauskas - 979-988 A Note on the Uniform Laws for Dependent Processes Via Coupling
by Magda Peligrad - 989-1018 Extreme Values and the Multivariate Compact Law of the Iterated Logarithm
by Steven J. Sepanski - 1019-1034 Random Lazy Random Walks on Arbitrary Finite Groups
by Martin Hildebrand
July 2001, Volume 14, Issue 3
- 609-638 Strong Martingales: Their Decompositions and Quadratic Variation
by Dean Slonowsky - 639-672 Central Limit Theorems for Level Functionals of Stationary Gaussian Processes and Fields
by Marie F. Kratz & José R. León - 673-697 On Limit Results for a Class of Singularly Perturbed Switching Diffusions
by G. Yin - 699-715 More Randomness of Environment Does Not Always Slow Down a Random Walk
by Christiane Takacs - 717-727 A Stationary Rho-Mixing Markov Chain Which Is Not “Interlaced” Rho-Mixing
by Richard C. Bradley - 729-796 Occupation Time Fluctuations in Branching Systems
by D. A. Dawson & L. G. Gorostiza & A. Wakolbinger - 797-811 The Limiting Behaviour of Randomly Indexed Sequences
by Andrzej Krajka - 813-820 On Bounds for the Concentration Function II
by Jean-Marc Deshouillers & Gregory A. Freiman & Alexander A. Yudin - 821-844 Long Excursions of a Random Walk
by Endre Csáki & Pál Révész & Zhan Shi - 845-855 Bounding the Maximal Height of a Diffusion by the Time Elapsed
by Goran Peskir - 857-866 The Central Limit Theorem on SO0(p, q)/SO(p)×SO(q)
by P. Sawyer - 867-885 The Most Visited Sites of Certain Lévy Processes
by Michael B. Marcus - 887-898 On the Absolute Continuity of Gaussian Measures on Locally Compact Groups
by A. Bendikov & L. Saloff-Coste - 899-926 Chutes and Ladders in Markov Chains
by Persi Diaconis & Rick Durrett
April 2001, Volume 14, Issue 2
- 299-317 Nontrivial Phase Transition in a Continuum Mirror Model
by Matthew Harris - 319-332 Asymptotic Behavior of Continuous Set-Indexed Martingales
by Diane Saada - 333-356 Generating Uniform Random Vectors
by Claudio Asci - 357-378 The Length of the Longest Head-Run in a Model with Long Range Dependence
by Thomas M. Lewis - 379-391 Biased Random Walk on Lamplighter Groups and Graphs
by David Revelle - 393-426 Functional Non-Central and Central Limit Theorems for Bivariate Appell Polynomials
by Liudas Giraitis & Murad S. Taqqu - 427-462 Asymptotic Behavior of the Density in a Parabolic SPDE
by A. Kohatsu-Higa & D. Márquez-Carreras & M. Sanz-Solé - 463-483 Large Deviations for the Brownian Motion on Loop Groups
by Shizan Fang & Tusheng Zhang - 485-494 Weak Convergence of a Planar Random Evolution to the Wiener Process
by Alexander D. Kolesnik - 495-510 Markov Chains on Graphs and Brownian Motion
by Nathanaël Enriquez & Yuri Kifer - 511-525 Some Moment and Exponential Inequalities for V-Statistics with Bounded Kernels
by Cun-Hui Zhang - 527-557 On Changes of Measure for Super Brownian Motion
by Robert J. Adler & Srikanth K. Iyer - 559-576 Local Times of Markov Processes Approximated by a Generalized Iterated Brownian Motion
by Nathalie Eisenbaum & Antónia Földes - 577-597 The Functional Law of the Iterated Logarithm for the Empirical Process Based on Sample Means
by John H. J. Einmahl & Andrew Rosalsky - 599-603 Convolution Powers of Probabilities on Stochastic Matrices
by Santanu Chakraborty & B. V. Rao - 605-605 Erratum: A Strong Law for Weighted Sums of I.I.D. Random Variables, J. Theor. Prob. 8, 625–636 (1995)
by Jack Cuzick - 607-608 Erratum: Estimates for the Small Ball Probabilities of the Fractional Brownian Sheet, J. Theor. Prob. 13, 357–382 (2000)
by Thomas Dunker
January 2001, Volume 14, Issue 1
- 1-19 A Decomposition Theorem for Lévy Processes on Local Fields
by Sergio Albeverio & Xuelei Zhao - 21-37 Exact Estimates for Moments of Random Bilinear Forms
by R. Ibragimov & Sh. Sharakhmetov & A. Cecen - 39-59 Contraction Principles for Vector Valued Martingales with Respect to Random Variables Having Exponential Tail with Exponent 2
by Stefan Geiss - 61-76 Operator-Valued Stochastic Differential Equations Arising from Unitary Group Representations
by David Applebaum - 77-96 Asymptotic Properties of Ranked Heights in Brownian Excursions
by Endre Csáki & Yueyun Hu - 97-114 Threshold Results for U-Statistics of Dependent Binary Variables
by Niels G. Becker & Sergey Utev - 115-124 Walsh's Brownian Motion-Type of Extensions
by Juha Vuolle-Apiala - 125-164 Weak Solutions for SPDEs and Backward Doubly Stochastic Differential Equations
by V. Bally & A. Matoussi - 165-187 A Martingale Approach in the Study of Percolation Clusters on the Z d Lattice
by Yu Zhang - 189-197 Asymptotics of the Moment Generating Function for the Range of Random Walks
by Yuji Hamana - 199-212 Rates of Decay and h-Processes for One Dimensional Diffusions Conditioned on Non-Absorption
by Servet Martínez & Jaime San Martín - 213-239 Small Deviations for Some Multi-Parameter Gaussian Processes
by David M. Mason & Zhan Shi - 241-260 Dynamic ℤ d -Random Walks in a Random Scenery: A Strong Law of Large Numbers
by N. Guillotin-Plantard - 261-266 Brownian Continuity Modulus Via Series Expansions
by Mark A. Pinsky - 267-298 Identification of the Parameters of a Multivariate Normal Vector by the Distribution of the Maximum
by Ming Dai & Arunava Mukherjea
October 2000, Volume 13, Issue 4
- 939-950 Recovering a Family of Two-Dimensional Gaussian Variables from the Minimum Process
by Irene Hueter - 951-976 Time-Space Harmonic Polynomials for Continuous-Time Processes and an Extension
by Arindam Sengupta - 977-995 On Convolutions and Linear Combinations of Pseudo-Isotropic Distributions
by Roman Ger & Michael Keane & Jolanta K. Misiewicz - 997-1012 On Sojourn Distributions of Processes Related to Some Higher-Order Heat-Type Equations
by Y. Nikitin & E. Orsingher - 1013-1025 Laws of Large Numbers for Observations that Change with Time
by Mark D. Rothmann & Ralph P. Russo - 1027-1060 Continuity of the Multifractal Spectrum of a Random Statistically Self-Similar Measure
by Julien Barral - 1061-1081 An Extension of Kuczek's Argument to Nonnearest Neighbor Contact Processes
by Thomas S. Mountford & Ted D. Sweet - 1083-1100 Two Random Walks on Upper Triangular Matrices
by Igor Pak - 1101-1114 Strong Markov Properties for Markov Random Fields
by Kimberly K. J. Kinateder - 1115-1122 Regularity and Minimality of Infinite Variance Processes
by R. Cheng & A. G. Miamee & M. Pourahmadi - 1123-1144 Asymptotic Independence and Additive Functionals
by Endre Csáki & Antónia Földes
July 2000, Volume 13, Issue 3
- 609-634 Exchangeable Random Orders and Almost Uniform Distributions
by Ulrich Hirth & Paul Ressel - 635-657 On Infinitely Divisible Distributions on Locally Compact Abelian Groups
by Kumi Yasuda - 659-672 Refinements of the Dubins–Savage Inequality
by Rasul A. Khan & R. J. Tomkins - 673-693 An Isometric Approach to Generalized Stochastic Integrals
by Yulia Mishura & Esko Valkeila - 695-716 Dual Families of Interacting Particle Systems on Graphs
by Aidan Sudbury - 717-731 Selective Limit Theorems for Random Walks on Parabolic Biangle and Triangle Hypergroups
by Maher Mili - 733-775 First Exit Time from a Bounded Interval for a Certain Class of Additive Functionals of Brownian Motion
by Aimé Lachal - 777-803 A Random Walk Approach to Galton–Watson Trees
by Jürgen Bennies & Götz Kersting - 805-824 The Metric of Large Deviation Convergence
by Tiefeng Jiang & George L. O'Brien - 825-842 Large Deviations of Local Times of Lévy Processes
by Robert Blackburn - 843-857 Entropy and Convergence on Compact Groups
by Oliver Johnson & Yurii Suhov - 859-869 On the Skitovich–Darmois Theorem for Compact Abelian Groups
by G. M. Feldman & P. Graczyk - 871-938 Semigroups, Rings, and Markov Chains
by Kenneth S. Brown
April 2000, Volume 13, Issue 2
- 311-325 Limit of Solutions of a SDE with a Large Drift Driven by a Poisson Random Measure
by Nhansook Cho & Youngmee Kwon - 327-341 An Invariance Principle for Triangular Arrays
by Anthony D'Aristotile - 343-356 A Comparison Theorem on Moment Inequalities Between Negatively Associated and Independent Random Variables
by Qi-Man Shao - 357-382 Estimates for the Small Ball Probabilities of the Fractional Brownian Sheet
by Thomas Dunker - 383-425 Compound Poisson Processes and Lévy Processes in Groups and Symmetric Spaces
by David Applebaum - 427-489 Random Walks Associated with Non-Divergence Form Elliptic Equations
by Joseph G. Conlon & Renming Song - 491-517 Large Deviations of the Finite Cluster Shape for Two-Dimensional Percolation in the Hausdorff and L1 Metric
by Raphaël Cerf - 519-533 A Berry–Esseen Bound for U-Statistics in the Non-I.I.D. Case
by I. B. Alberink - 535-545 Singularity of Some Random Continued Fractions
by Russell Lyons - 547-569 The Weighted Bootstrap Mean for Heavy-Tailed Distributions
by E. del Barrio & C. Matrán - 571-574 Zero–One Law for some Brownian Functionals
by Hrvoje Šikić - 575-594 Boundary Modified Contact Processes
by Rick Durrett & Rinaldo B. Schinazi - 595-608 Random Logistic Maps. I
by K. B. Athreya & Jack Dai
January 2000, Volume 13, Issue 1
- 1-37 An Empirical Process Approach to the Uniform Consistency of Kernel-Type Function Estimators
by Uwe Einmahl & David M. Mason - 39-64 More on P-Stable Convex Sets in Banach Spaces
by Yu. Davydov & V. Paulauskas & A. Račkauskas - 65-83 Selfdecomposable Measures on Simply Connected Nilpotent Groups
by Riddhi Shah - 85-92 Spitzer's Strong Law of Large Numbers in Nonseparable Banach Spaces
by Berthold Wittje - 93-134 $$\mathfrak{S}$$ -Uniform Scalar Integrability and Strong Laws of Large Numbers for Pettis Integrable Functions with Values in a Separable Locally Convex Space
by Charles Castaing & Paul Raynaud de Fitte - 135-139 On Kolmogorov SLLN Under Rearrangements for “Orthogonal” Random Variables in a B-Space
by Sergei Chobanyan & V. Mandrekar - 141-167 On the Asymptotic Behavior of Weighted U-Statistics
by Mohamed Rifi & Frederic Utzet - 169-191 Continuity Properties of Distributions with Some Decomposability
by Toshiro Watanabe - 193-224 Quadratic Covariation and Itô's Formula for Smooth Nondegenerate Martingales
by S. Moret & D. Nualart - 225-257 Convergence of Empirical Processes for Interacting Particle Systems with Applications to Nonlinear Filtering
by P. Del Moral & M. Ledoux - 259-277 An Extension of Vervaat's Transformation and Its Consequences
by L. Chaumont - 279-309 Asymptotics of First-Passage Time Over a One-Sided Stochastic Boundary
by Zoran Vondraček
October 1999, Volume 12, Issue 4
- 885-902 Dobrushin Coefficients of Ergodicity and Asymptotically Stable L 1-Contractions
by Radu Zaharopol & Gheorghita Zbaganu - 903-932 Rifle Shuffles and Their Associated Dynamical Systems
by Steven P. Lalley - 933-969 A Lévy Type Martingale Convergence Theorem for Random Sets with Unbounded Values
by Jérôme Couvreux & Christian Hess - 971-984 Small Deviations for Gaussian Markov Processes Under the Sup-Norm
by Wenbo V. Li - 985-1009 Limit Theorems for Logarithmic Averages of Fractional Brownian Motions
by István Berkes & Lajos Horváth - 1011-1035 Existence and Regularity for a Class of Infinite-Measure (ξ, ψ, K)-Superprocesses
by Alexander Schied - 1037-1044 Complex Zeros of Algebraic Polynomial with Non-Zero Mean Random Coefficients
by K. Farahmand & A. Grigorash - 1045-1066 Additive Properties of the Dufresne Laws and Their Multivariate Extension
by Jean-Francois Chamayou & Gérard Letac - 1067-1087 On a Theorem of Dubins and Freedman
by Rabi Bhattacharya & Mukul Majumdar - 1089-1107 s-Stable Laws in Insurance and Finance and Generalization to Nilpotent Lie Groups
by Zbigniew J. Jurek & Daniel Neuenschwander - 1109-1112 Addendum to “On the Distribution of the Limit of Products of I.I.D. 2×2 Random Stochastic Matrices”
by A. Mukherjea & A. Nakassis & J. S. Ratti
July 1999, Volume 12, Issue 3
- 595-613 Measuring the Rarely Visited Sites of Brownian Motion
by Nathalie Eisenbaum & Zhan Shi - 615-641 The Law of the Iterated Logarithm over a Stationary Gaussian Sequence of Random Vectors
by Miguel A. Arcones - 643-660 On the Central Limit Theorem for Nonuniform φ-Mixing Random Fields
by Alberto L. Maltz - 661-673 Exponential Convergence in Probability for Empirical Means of Brownian Motion and of Random Walks
by Liming Wu - 675-697 Local Asymptotic Normality for Linear Homogeneous Difference Equations with Non-Gaussian Noise
by Andrius Jankunas - 699-720 Small Ball Estimates for Gaussian Processes under Sobolev Type Norms
by Wenbo V. Li & Qi-Man Shao - 721-737 Critical Dimensions for the Existence of Self-Intersection Local Times of the N-Parameter Brownian Motion in R d
by Peter Imkeller & Ferenc Weisz - 739-755 First Hitting Times for Some Random Walks on Finite Groups
by David Gluck - 757-778 A Compact Law of the Iterated Logarithm for Random Vectors in the Generalized Domain of Attraction of the Multivariate Gaussian Law
by Steven J. Sepanski - 779-809 Large and Moderate Deviations for Random Walks on Nilpotent Groups
by Paolo Baldi & Lucia Caramellino - 811-819 Precise Asymptotics in Spitzer's Law of Large Numbers
by Aurel Spătaru - 821-838 Sample Covariance Matrix for Random Vectors with Heavy Tails
by Mark M. Meerschaert & Hans-Peter Scheffler - 839-857 Dirichlet Forms on Totally Disconnected Spaces and Bipartite Markov Chains
by David Aldous & Steven N. Evans - 859-883 Multivariate Sampling and the Estimation Problem for Exchangeable Arrays
by Olav Kallenberg
April 1999, Volume 12, Issue 2
- 293-300 Estimates Uniform in Time for the Transition Probability of Diffusions with Small Drift and for Stochastically Perturbed Newton Equations
by Sergio Albeverio & Astrid Hilbert & Vassili Kolokoltsov - 301-311 Remarks on the Convergence Rate of the Spectral Distributions of Wigner Matrices
by Z. D. Bai & Baiqi Miao & Jhishen Tsay - 313-346 Hausdorff and Packing Measures of the Level Sets of Iterated Brownian Motion
by Yueyun Hu - 347-373 Semi-Selfsimilar Processes
by Makoto Maejima & Ken-iti Sato