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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
1987, Volume 25
- 83-93 On regular variation of probability densities
by de Haan, L. & Resnick, S.
- 95-108 Markov process large deviations in [tau]-topology
by Bolthausen, Erwin
- 109-136 On the moments of certain first passage times for linear growth processes
by Alsmeyer, Gerold
- 137-152 Collective phenomena in interacting particle systems
by Boldrighini, C. & De Masi, A. & Pellegrinotti, A. & Presutti, E.
- 153-163 Travelling wave structure of the one dimensional contact process
by Galves, A. & Presutti, E.
- 165-184 Hitting probabilities of random walks on
by Kesten, Harry
- 185-202 Stability and instability of local time of random walk in random environment
by Csörgo, Miklós & Horváth, Lajos & Révész, Pál
- 203-213 A note on the stability of the local time of a wiener process
by Csáki, Endre & Földes, Antónia
- 215-235 Large deviations and law of large numbers for a mean field type interacting particle systems
by Léonard, C.
- 237-244 The semimartingale decomposition of one-dimensional quasidiffusions with natural scale
by Burkhardt, G. & Küchler, U.
- 245-248 A comparison principle for certain convex functionals of a diffusion process without drift
by Borkar, Vivek S.
- 249-256 Completely positive operators and processes of Ornstein-Uhlenbeck type
by Pötzelberger, Klaus
- 257-263 Trajectories of Gaussian processes and interpolation of Banach spaces
by Bryc, Wlodzimierz
- 265-271 Restricted domains of attraction of exp(-e-x)
by Galambos, J. & Obretenov, A.
- 273-280 On some importance measures of system components
by Xie, Min
- 281-287 On combining quasi-likelihood estimating functions
by Heyde, C. C.
- 289-299 The control of a finite dam with penalty cost function: Wiener process input
by Attia, F. A.
- 301-308 Certain optimality properties of the first-come first-served discipline for G/G/s queues
by Daley, D. J.
- 309-314 Cycles, permutations and the structure of the yule process with immigration
by Joyce, Paul & Tavaré, Simon
- 315-324 An urn model with bernoulli removals and independent additions
by Siegrist, Kyle
May 1987, Volume 24, Issue 2
- 157-202 Some central limit theorems for Markov paths and some properties of Gaussian random fields
by Adler, Robert J. & Epstein, R.
- 203-224 Maximal success durations for a semi-Markov process
by Fousler, David E. & Karlin, Samuel
- 225-240 Hitting times of sequences
by Pittenger, A. O.
- 241-258 The multivariate hazard construction
by Shaked, Moshe & George Shanthikumar, J.
- 259-267 Strong law of large numbers for weakly harmonizable processes
by Dehay, Dominique
- 269-277 Invariance principle for integral type functionals of square-integrable martingales
by Szyszkowski, Ireneusz
- 279-286 Some exact distributions of the number of one-sided deviations and the time of the last such deviation in the simple random walk
by Chao, Chern-Ching & Slivka, John
- 287-292 Monotone infinite stochastic matrices and their augmented truncations
by Gibson, Diana & Seneta, E.
- 293-307 The full-information best choice problem with a random number of observations
by Porosinski, Zdzislaw
- 309-313 Attractiveness of interactions for binary lattice systems and the global Markov property
by Kessler, Christoph
February 1987, Volume 24, Issue 1
- 1-18 Ergodic properties of stationary stable processes
by Cambanis, Stamatis & Hardin, Clyde D. & Weron, Aleksander
- 19-30 Walsh spectral analysis of multiple dyadic stationary processes and its applications
by Nagai, Takeaki & Taniguchi, Masanobu
- 31-49 A property of two-parameter martingales with path-independent variation
by Nualart, David & Utzet, Frederic
- 51-60 Generalization of an inequality of Birnbaum and Marshall, with applications to growth rates for submartingales
by Slud, Eric V.
- 61-76 The existence of good Markov strategies for decision processes with general payoffs
by Hill, Theodore P. & Pestien, Victor C.
- 77-88 Prophet-type inequalities for multi-choice optimal stopping
by Kennedy, D. P.
- 89-97 Optimal control of an Ornstein-Uhlenbeck process
by Lefebvre, Mario
- 99-107 Enlarged filtrations for diffusions
by Al-Hussaini, Ata N. & Elliott, Robert J.
- 109-131 A central limit theorem for D(A)-valued processes
by Bass, Richard F. & Pyke, Ronald
- 133-142 Is the dying individual the oldest?
by Rolski, Tomasz & Ryll-Nardzewski, Czeslaw
- 143-149 Exponential bounds for excess probabilities in systems with a finite capacity
by van Ommeren, J. C. W.
- 151-155 A note on the properties of some nonstationary ARMA processes
by Singh, N. & Peiris, M. Shelton
December 1986, Volume 23, Issue 2
- 177-197 Discrete time adaptive impulsive control theory
by Stettner, Lukasz
- 199-220 A stability theorem for stochastic differential equations with application to storage processes, random walks and optimal stochastic control problems
by Yamada, Keigo
- 221-234 Brownian fluctuations in space-time with applications to vibrations of rods
by Orsingher, Enzo
- 235-258 Asymptotic expansions for the variance of stopping times in nonlinear renewal theory
by Alsmeyer, G. & Irle, A.
- 259-267 The preservation of likelihood ratio ordering under convolution
by Shanthikumar, J. George & Yao, David D.
- 269-279 Convergence of critical multitype Galton-Watson branching processes
by Nakagawa, Tetsuo
- 281-290 The supremum of a process with stationary independent and symmetric increments
by Berman, Simeon M.
- 291-300 The mixing property of bilinear and generalised random coefficient autoregressive models
by Dinh Tuan, Pham
- 301-306 An invariance principle for weakly associated random vectors
by Burton, Robert M. & Dabrowski, AndréRobert & Dehling, Herold
- 307-318 Poisson convergence in two dimensions with application to row and column exchangeable arrays
by Brown, Timothy C. & Ivanoff, B. G. & Weber, N. C.
- 319-326 Laws of large numbers in self-correcting point processes
by Hayashi, T.
- 327-331 Strongly harmonizable approximations of bounded continuous random fields
by Dehay, D. & Moché, R.
- 333-337 Weak convergence of probability measures in spaces of smooth functions
by Wilson, Richard J.
- 339-341 A note on the distance of ladder height distributions
by Grübel, Rudolf
- 343-348 A note on discontinuous time changes of Markov processes
by Mitro, Joanna B.
October 1986, Volume 23, Issue 1
- 1-33 The Markov branching-castastrophe process
by Pakes, Anthony G.
- 35-56 Multi-dimensional Bessel processes as heavy traffic limits of certain tandem queues
by Yamada, Keigo
- 57-75 A diffusion model for exchange rates I: Theoretical introduction
by Eplett, W. J. R.
- 77-89 Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations
by Collomb, Gérard & Härdle, Wolfgang
- 91-113 Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm
by Dembo, A. & Zeitouni, O.
- 115-130 Strong representation of an adaptive stochastic approximation procedure
by Schwabe, R.
- 131-141 Tanaka's formula for multiple intersections of planar Brownian motion
by Rosen, Jay
- 143-152 Convergence of thinning processes using compensators
by Böker, Fred
- 153-167 Limit set of inhomogeneous Ornstein-Uhlenbeck processes, destabilization and annealing
by Baldi, Paolo
- 169-175 The effect of boundary conditions on the density of states for random Schrodinger operators
by Droese, J. & Kirsch, W.
July 1986, Volume 22, Issue 2
- 177-202 On non-singular renewal kernels with an application to a semigroup of transition kernels
by Niemi, S. & Nummelin, E.
- 203-221 On the equivalence of [mu]-invariant measures for the minimal process and its q-matrix
by Pollett, P. K.
- 223-244 Parameter estimation in smooth empirical processes
by Stute, Winfried
- 245-257 Quasi-likelihood estimation for semimartingales
by Hutton, James E. & Nelson, Paul I.
- 259-269 Estimators for exit distributions of diffusion processes
by Hess, H. -U.
- 271-289 Invariance principles under a two-part mixing assumption
by Bradley, Richard C. & Peligrad, Magda
- 291-313 Some interesting processes arising as heavy traffic limits in an M/M/[infinity] storage process
by Aldous, David
- 315-322 Approaching consensus can be delicate when positions harden
by Cohen, Joel E. & Hajnal, John & Newman, Charles M.
- 323-331 Dyadic approximation of double integrals with respect to symmetric stable processes
by McConnell, Terry R. & Taqqu, Murad S.
- 333-342 Neveu's martingale conditions and closedness in dynkin stopping problem with a finite constraint
by Ohtsubo, Yoshio
- 343-347 Limit theorems for distributions of sums reduced modulo a
by Störmer, Horand
May 1986, Volume 22, Issue 1
- 1-15 On coupling of renewal processes with use of failure rates
by Lindvall, Torgny
- 17-26 Length laws for random subdivision of longest intervals
by Brennan, Michael D.
- 27-36 The bivariate maximum process and quasi-stationary structure of birth-death processes
by Keilson, Julian & Ramaswamy, Ravi
- 37-50 The single server semi-markov queue
by de Smit, J. H. A.
- 51-57 Extreme value theory for suprema of random variables with regularly varying tail probabilities
by Hsing, Tailen
- 59-77 Time reversal of infinite-dimensional diffusions
by Föllmer, H. & Wakolbinger, A.
- 79-88 On kac functionals of one-dimensional diffusions
by Musiela, M.
- 89-102 Asymptotic theory of conditional inference for stochastic processes
by Feigin, Paul D.
- 103-109 A law of the iterated logarithm for an estimate of frequency
by Hannan, E. J. & Mackisack, M.
- 111-119 Parametric estimation of the covariance density for a stationary point process on d
by Jolivet, E.
- 121-127 Some limit theorems for an energy storage model
by Hooghiemstra, G. & Scheffer, C. L.
- 129-133 Gaussian random measures
by Horowitz, Joseph
- 135-144 Invariance principle for integral type functionals
by Szyszkowski, I.
- 145-160 Structure of exchangeable infinitely divisible sequences of poisson random vectors
by Griffiths, Robert C. & Milne, Robin K.
- 161-163 The distribution of the maximum of particular random fields
by Abrahams, J. & Montgomery, B. L.
February 1986, Volume 21, Issue 2
- 179-193 On smoothed probability density estimation for stationary processes
by Castellana, J. V. & Leadbetter, M. R.
- 195-212 Optimizing costs of age replacement policies
by Frees, Edward W.
- 213-227 Ruin problems and myopic portfolio optimization in continuous trading
by Aase, Knut Kristian
- 229-250 A queueing model for reciprocity failure in the photographic grain
by Anderson, W. J. & Mathai, A. M.
- 251-273 Estimation in nonlinear time series models
by Tjøstheim, Dag
- 275-289 Nonparametric estimation of the integrated intensity of an unobservable transition in a Markov illness-death process
by Mau, J.
- 291-304 Optimal fourier-hermite expansion for estimation
by Ting-Ho Lo, James & Ng, Sze-Kui
- 305-317 On weak convergence of integral functionals of stochastic processes with applications to processes taking paths in LEP
by Cremers, Heinz & Kadelka, Dieter
- 319-326 Sojourn in an elliptical domain
by Taqqu, Murad S.
- 327-338 A limit theorem for almost monotone sequences of random variables
by Schürger, Klaus
- 339-353 Second order behaviour of the tail of a subordinated probability distribution
by Omey, E. & Willekens, E.
December 1985, Volume 21, Issue 1
- 81-91 Queues with superposition arrival processes in heavy traffic
by Whitt, Ward
- 93-106 Hyperbolic equations arising in random models
by Orsingher, Enzo
- 107-118 On the residuals of autoregressive processes and polynomial regression
by Kulperger, R. J.
- 119-132 On the asymptotic distribution of weighted uniform empirical and quantile processes in the middle and on the tails
by Csörgo, Miklós & Mason, David M.
- 133-145 Lévy's Brownian motion as a set-indexed process and a related central limit theorem
by Ossiander, Mina & Pyke, Ronald
- 147-157 Fluctuations in certain dynamical systems with averaging
by Watanabe, Hisao
- 159-166 On a randomized strategy in Neveu's stopping problem
by Yasuda, M.
- 167-177 Tightness of pairs of tight càdlàg processes
by Schiopu-Kratina, Ioana
September 1985, Volume 20, Issue 2
- 181-196 Systems weakend by failures
by Norros, Ilkka
- 197-212 Conditional laplace transforms for bayesian nonparametric inference in reliabity theory
by P. Ammann, Larry
- 213-229 Conjugate processes and the silumation of ruin problems
by Asmussen, S[solidus in circle]ren
- 231-246 Resampling a coverage pattern
by Hall, Peter
- 247-256 Bounded, attractive and repulsive Markov specifications on trees and on the one-dimensional lattice
by Zachary, Stan
- 257-279 More limit theory for the sample correlation function of moving averages
by Davis, Richard & Resnick, Sidney
- 281-294 Partitions of point processes: Multivariate poisson approximations
by Serfozo, Richard F.
- 295-306 Bilinear markovian representation and bilinear models
by Pham, Dinh Tuan
- 307-314 An asymptotic representation for products of random matrices
by Heyde, C. C.
- 315-321 On optimal search plans to detect a target moving randomly on the real line
by Wilson, John G.
- 323-331 Noise can create periodic behavior and stabilize nonlinear diffusions
by Scheutzow, Michael
- 333-341 The existence of moments of the conditioned limit of the subcritical Crump-Mode-Jagers branching process
by Bagley, J. H.
- 343-351 Optimal online detection of parameter changes in two linear models
by Vaman, H. J.
- 353-360 Almost sure limit points of independent copies of sample maxima
by Nayak, S. S.
July 1985, Volume 20, Issue 1
- 1-40 A stochastic calculus for continuous N-parameter strong martingales
by Imkeller, Peter
- 41-58 Weak convergence of semimartingales and discretisation methods
by Platen, Eckhard & Rebolledo, Rolando
- 59-84 On strong invariance for local time of partial sums
by Csörgo, M. & Révész, P.
- 85-104 Periodic regeneration
by Thorisson, Hermann
- 105-113 On the range of a regenerative sequence
by Glynn, Peter W.
- 115-131 State estimation for cox processes with unknown probability law
by Karr, Alan F.
- 133-147 On first passage time structure of random walks
by Sumita, Ushio & Masuda, Yasushi
- 149-156 Generation of random processes for fatigue testing
by Holm, Sture & de Maré, Jacques
- 157-167 Some limit theorems for walsh-harmonizable dyadic stationary sequences
by Endow, Y.
- 169-179 Common strict character of some sharp infinite-sequence martingale inequalities
by Cox, David C. & Kertz, Robert P.
April 1985, Volume 19, Issue 2
- 189-224 Limit theorems for stationary random evolutions
by Watkins, Joseph C.
- 225-235 Limiting distributions of functionals of Markov chains
by Karandikar, Rajeeva L. & Kulkarni, Vidyadhar G.
- 237-258 Stationary queues with one autonomous server
by Neveu, J.
- 259-269 Heavy traffic approximations for busy period in an M/G/[infinity] queue
by Hall, Peter
- 271-280 Nonparametric prediction of a Hilbert space valued random variable
by Bosq, D. & Delecroix, M.
- 281-296 Linear prediction of ARMA processes with infinite variance
by Cline, Daren B. H. & Brockwell, Peter J.
- 297-303 Some mixing properties of time series models
by Pham, Tuan D. & Tran, Lanh T.
- 305-314 On efficient stopping times
by Stefanov, Valeri T.
- 315-325 Independent poisson processes generated by record values and inter-record times
by Stam, A. J.
- 327-339 Reverse time diffusions
by Elliott, Robert J. & Anderson, Brian D. O.
- 341-357 On some bidimensional denumerable chains of infinite order
by Kalpazidou, Sofia
- 359-370 A solution to the distribution problems arising in the studies of a two-sex population process
by Tapaswi, P. K. & Roychoudhury, R. K.
February 1985, Volume 19, Issue 1
- 63-83 Branching one-dimensional periodic diffusion processes
by Ikeda, Nobuyuki & Kawazu, Kiyoshi & Ogura, Yukio
- 85-99 The queue GI/G/1: Finite moments of the cycle variables and uniform rates of convergence
by Thorisson, Hermann
- 101-109 Some exponential type bounds for hitting time distributions of storage processes
by Yamada, Keigo
- 111-123 A note on statistical inference for a class of diffusions and approximate diffusions
by Swensen, Anders Rygh
- 125-134 Stable convergence of semimartingales
by Feigin, Paul D.
- 135-149 A functional limit theorem for tapered empirical spectral functions
by Dahlhaus, Rainer
- 151-160 Block-successive approximation for a discounted Markov decision model
by Haviv, Moshe
- 161-171 A stopping rule for choosing the best of three coins
by Lalley, S. P.
- 173-182 On moment conditions for normed sums of independent variables and martingale differences
by Esseen, Carl-Gustav & Janson, Svante
- 183-187 Hilbert space representations of general discrete time stochastic processes
by Johnson, Dudley Paul
November 1984, Volume 18, Issue 2
- 239-261 Random, nonuniform distribution of line segments on a circle
by Hall, Peter
- 263-275 Asymptotic results on the maximal deviation of simple random walks
by Katzenbeisser, Walter & Panny, Wolfgang
- 277-289 The maximization of CP utilization in an exponential CP-terminal system with different think times and different job sizes
by van der Wal, J.
- 291-300 Storage model with discontinuous holding cost
by Taksar, Michael I.
- 301-312 Convergence of quasi-stationary distributions in birth-death processes
by Keilson, Julian & Ramaswamy, Ravi
- 313-328 Bounds on the distributions of extremal values of a scanning process
by Janson, Svante
- 329-347 Martingale conditions for the optimal control of continuous time stochastic systems
by Striebel, Charlotte
- 349-359 On a generalized disorder problem
by Bojdecki, Tomasz & Hosza, Jerzy
- 361-369 Discretization of the Wiener-process in difference-methods for stochastic differential equations
by Janssen, R.
- 371-377 Interchanging the order of differentiation and stochastic integration
by Hutton, James E. & Nelson, Paul I.
September 1984, Volume 18, Issue 1
- 1-31 Spectral density estimation for stationary stable processes
by Masry, Elias & Cambanis, Stamatis
- 33-45 A limitation of Markov representation for stationary processes
by Berbee, H. C. P. & Bradley, R. C.
- 47-56 On the size of the increments of nonstationary Gaussian processes
by Ortega, Joaquín
- 57-66 The nonlinear filtering problem for the unbounded case
by Kallianpur, G. & Karandikar, R. L.
- 67-79 A multiparameter stochastic integral and forward equations
by Cabana, E. M.
- 81-98 Optimum portfolio diversification in a general continuous-time model
by Aase, Knut Kristian
- 99-112 On necessary and sufficient conditions for convergence of probability measures in variation
by Vostrikova, L. Ju.
- 113-126 Optimal replacement policies with continuously varying observable damage
by Attia, F. A. & Brockwell, P. J.
- 127-138 Strong approximation of renewal processes
by Horváth, Lajos
- 139-152 A probability model for the time to fatigue failure of a fibrous composite with local load sharing
by Tierney, Luke
- 153-164 M/G/[infinity] tandem queues
by Boxma, O. J.
- 165-169 On mean recurrence times of stationary one-dimensional diffusion processes
by Grübel, Rudolf
- 171-177 Time reversal depending on local time
by Mitro, Joanna B.
- 179-185 Distribution of the supremum of the two-parameter slepian process on the boundary of the unit square
by Abrahams, Julia
July 1984, Volume 17, Issue 2
- 187-210 Coalescing and noncoalescing stochastic flows in R1
by Harris, Theodore E.
- 211-227 Joint continuity and representations of additive functionals of d-dimensional Brownian motion
by Bass, Richard
- 229-242 Asymptotic analysis of a certain random differential equation
by Nogueira, Arnaldo C. R.
- 243-263 Girsanov's theorem in Hilbert space and an application to the statistics of Hilbert space- valued stochastic differential equations
by Loges, Wilfried
- 265-283 A general rice formula, palm measures, and horizontal-window conditioning for random fields
by Zähle, Ulrich
- 285-312 Extremal ranks and transformation of variables for extremes of functions of multivariate Gaussian processes
by Lindgren, Georg
- 313-325 Cooperative birth processes with linear or sublinear intensity
by Küster, Petra
- 327-336 Blocking, reordering, and the throughput of a series of servers
by Kelly, F. P.
- 337-347 Inference for earthquake models: A self-correcting model
by Ogata, Y. & Vere-Jones, D.
- 349-357 On maximizing the average time at a goal
by Demko, S. & Hill, T. P.
- 359-367 Necessary and sufficient conditions for the Robbins-Monro method
by Clark, Dean S.
- 369-373 The occurrence of sequence patterns in ergodic Markov chains
by Benevento, Rodolfo V.
May 1984, Volume 17, Issue 1
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