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March 1983, Volume 14, Issue 3
February 1983, Volume 14, Issue 2
January 1983, Volume 14, Issue 1
- 1-17 A model for the transport of solid particles in a fluid flow
by Gani, J. & Todorovic, P.
- 19-40 A limit theorem for particle numbers in bounded domains of a branching diffusion process
by Ogura, Yukio
- 41-54 Asymptotically minimax tests of composite hypotheses for nonergodic type processes
by Basawa, I. V. & Koul, H. L.
- 55-66 Empirical processes indexed by smooth functions
by Stute, Winfried
- 67-77 Absolute regularity and functions of Markov chains
by Bradley, Richard C.
- 79-91 Inhomogeneous Markov branching processes: Supercritical case
by Cohn, H. & Hering, H.
- 93-105 A bound for the expected hitting time of storage processes
by Yamada, Keigo
September 1982, Volume 13, Issue 3
- 235-248 The coalescent
by Kingman, J. F. C.
- 249-261 A diffusion process with killing: the time to formation of recurrent deleterious mutant genes
by Karlin, Samuel & Tavaré, Simon
- 263-278 On convolution tails
by Embrechts, Paul & Goldie, Charles M.
- 279-292 On some applications of Wald's identity to dams
by Phatarfod, Revindra M.
- 293-303 Poisson flows in single class open networks of quasireversible queues
by Walrand, J.
- 305-310 Markov chains with almost exponential hitting times
by Aldous, David J.
- 311-318 Invariance of Wiener processes and of Brownian bridges by integral transforms and applications
by Deheuvels, Paul
- 319-325 A nonparametric procedure to detect periods in time series
by Miescke, Klaus-J. & Pöppel, Ernst
- 327-331 Transient Behaviour of an M/M/1/N queue
by Sharma, O. P. & Gupta, U. C.
August 1982, Volume 13, Issue 2
July 1982, Volume 13, Issue 1
- 1-9 Maximum and minimum of one-dimensional diffusions
by Davis, Richard A.
- 11-25 Limit theorems for stochastic measures of the accuracy of density estimators
by Hall, Peter
- 27-37 Moments of the number of upcrossings of an absolutely continuous process at points of density of a sample path derivative associated set
by Anderson, Douglas R. & Carpenter, Daniel D.
- 39-43 Estimation of prediction error variance
by Hong-Zhi, An
- 45-57 A statistically important Gaussian Process
by Pflug, Georg
- 59-74 Diffusion approximations of age-and-position dependent branching processes
by Wang, Frank J. S.
- 75-85 Ratio limit theorems for branching Ornstein-Uhlenbeck processes
by Enderle, K. & Hering, H.
- 87-117 A class of stochastic processes with a law generalizing a nondecomposable law on the real line
by Gualtierotti, A. F.
May 1982, Volume 12, Issue 3
- 231-248 On the M/G/2 queeing model
by Cohen, J.W.
- 249-269 A partially observed poisson process
by Karr, Alan F.
- 271-291 Weak convergence for generalized semi-Markov processes
by Hordijk, A. & Schassberger, R.
- 293-299 A weak convergence theorem for functionals of sums of independent random variables
by Yoshihara, Ken-ichi
- 301-312 On a continuous analogue of the stochastic difference equation Xn=[rho]Xn-1+Bn
by Wolfe, Stephen James
- 313-326 Reverse-time diffusion equation models
by Anderson, Brian D.O.
- 327-333 Stochastic models for the random location of individuals in a habitat
by Langberg, Naftali A. & Johnson, Roger B. & Bradley, Ralph A.
March 1982, Volume 12, Issue 2
October 1981, Volume 12, Issue 1
- 1-26 Local times of stochastic processes with positive definite bivariate densities
by Berman, Simeon M.
- 27-58 Convergence to diffusions with regular boundaries
by Helland, Inge S.
- 59-72 On a property related to convergence in probability and some applications to branching processes
by Cohn, Harry
- 73-84 Operator self similar stochastic processes in
by Laha, R. G. & Rohatgi, V. K.
- 85-96 Optimum excess-loss reinsurance: a dynamic framework
by Tapiero, Charles S. & Zuckerman, Dror
- 97-106 Poisson limits for a hard-core clustering model
by Saunders, Roy & Kryscio, Richard J. & Funk, Gerald M.
- 107-113 Distribution free tests for comparing trends in Poisson series
by Lee, Larry
August 1981, Volume 11, Issue 3
- 215-260 Martingales and stochastic integrals in the theory of continuous trading
by Harrison, J. Michael & Pliska, Stanley R.
- 261-271 On the time dependent behaviour of the truncated birth-death process
by van Doorn, Erik A.
- 273-283 Shock models and the MIFRA property
by Savits, Thomas H. & Shaked, Moshe
- 285-291 Locally most powerful sequential tests for stochastic processes
by Irle, A.
- 293-295 A curious renewal process average
by Jewell, William S.
- 297-300 Lim sup behavior of sums of geometrically weighted i.i.d. random variables
by Rosalsky, Andrew
- 301-308 On the observation closest to the origin
by de Haan, L. & Resnick, S. I.
- 309-312 A Glivenko-Cantelli theorem for empirical measures of independent but non-identically distributed random variables
by Wellner, Jon A.
- 313-315 Remarks on the equation dXt = a(Xt)dBt
by Betz, Cristina & Gzyl, Henryk
May 1981, Volume 11, Issue 2
March 1981, Volume 11, Issue 1
- 1-10 An almost sure invariance principle for partial sums associated with a random field
by Neaderhouser, Carla C.
- 11-26 A refinement of the coupling method in renewal theory
by Ney, Peter
- 27-34 Estimating quantiles of the cumulative mean function of the nonhomogeneous Poisson process
by Lee, L.
- 35-45 Bernoulli two-armed bandits with geometric termination
by Berry, Donald A. & Viscusi, W. Kip
- 47-56 Asymptotic failure distributions
by Gottlieb, Gary
- 57-77 Discrete dams with Markovian inputs
by Pakes, Anthony G.
- 79-89 An application of a martingale central limit theorem to the standard epidemic model
by Watson, Ray
- 91-99 Ergodic Markov chains with finite convergence time
by Lindqvist, Bo
- 101-108 The occurrence of sequence patterns in repeated experiments and hitting times in a Markov chain
by Gerber, Hans U. & Li, Shuo-Yen Robert
October 1980, Volume 10, Issue 3
September 1980, Volume 10, Issue 2
June 1980, Volume 10, Issue 1
December 1979, Volume 9, Issue 3
- 237-244 The martingales of an independent increment process
by Bass, Richard
- 245-251 Random evolutions in discrete and continuous time
by Cohen, Joel E.
- 253-259 Density averaging for Markov processes and the invariant measures problem
by Greenland, Arnold
- 261-272 Equivalent descriptions of perturbed Markov processes
by Feigin, Paul D. & Rubinstein, Eliezer
- 273-279 A characterization of the rectangular distribution
by Lukacs, Eugene
- 281-289 The central limit theorem for time series regression
by Hannan, E. J.
- 291-305 Asymptotic tests of composite hypotheses for non-ergodic type stochastic processes
by Basawa, I. V. & Koul, H. L.
- 307-318 Bayesian non-parametric estimation for age-dependent branching processes
by Johnson, Richard A. & Susarla, V. & van Ryzin, John
- 319-330 A suggestion of a new measure of importance of system components
by Natvig, Bent
November 1979, Volume 9, Issue 2
- 117-135 Maxima of branching random walks vs. independent random walks
by Durrett, Richard
- 137-145 Local maxima of the sample functions of the N-parameter Bessel process
by Puri, Madan L. & Tran, Lanh Tat
- 147-154 On increasing continuous processes
by Çinlar, E.
- 155-161 Lp-intensities of random measures
by Kallenberg, Olav
- 163-174 On the invariance principle for U-statistics
by Hall, Peter
- 175-187 On the first birth and the last death in a generation in a multi-type Markov branching process
by Edler, Lutz
- 189-193 Position dependent and stochastic thinning of point processes
by Brown, Tim
- 195-205 Simultaneous life testing in a random environment
by Ammann, Larry P.
- 207-215 Some first passage problems related to cusum procedures
by Khan, Rasul A.
- 217-222 A central limit theorem for the sojourn times of strongly ergodic Markov chains
by Bolthausen, E.
- 223-235 Denumerable state semi-Markov decision processes with unbounded costs, average cost criterion
by Federgruen, A. & Hordijk, A. & Tijms, H. C.
August 1979, Volume 9, Issue 1
- 1-17 A representation for the posterior distribution of the location of a moving target
by Corwin, Thomas L.
- 19-33 Decomposable jump decision processes
by Glazebrook, K. D.
- 35-53 The inverse balayage problem for Markov chains, part II
by Karr, A. F. & Pittenger, A. O.
- 55-66 Brillinger type mixing conditions for a simple branching diffusion process
by Kulperger, R.
- 67-84 Extreme value distribution for normalized sums from stationary Gaussian sequences
by Mittal, Yashaswini
- 85-93 The convergence of matrix transforms for certain Markov chains
by Rhoades, B. E.
- 95-98 Weak convergence of empirical and quantile processes in sup-norm metrics via kmt-constructions
by Shorack, Galen R.
- 99-107 Dirichlet invariant processes and applications to nonparametric estimation of symmetric distribution functions
by Dalal, S. R.
- 109-115 A functional central limit theorem for a generalized occupancy problem
by Quine, M. P.
May 1979, Volume 8, Issue 3
- 243-255 Empirical bounds for ruin probabilities
by Grandell, Jan
- 257-267 On regular branching processes with infinite mean
by Grey, D. R.
- 269-276 Convergence of branching transport processes to branching brownian motion
by Gorostiza, Luis G. & Griego, Richard J.
- 277-303 The age of a Markov process
by Pakes, Anthony G.
- 305-314 Necessary and sufficient conditions for a matrix to be causative in a nonstationary Markov chain
by Hennessey, John & Bye, Barry V.
- 315-321 Almost sure limiting behaviour of first crossing points of Gaussian sequences
by Hüsler, Jürg
- 323-334 A class of second-order stationary random measures
by Thornett, M. L.
- 335-347 A self-correcting point process
by Isham, Valerie & Westcott, Mark
- 349-355 Derivatives of regularly varying functions in Rd and domains of attraction of stable distributions
by de Haan, L. & Resnick, S. I.
- 357-365 On measures of the distance of a mixture from its parent distribution
by Hall, Peter
December 1978, Volume 8, Issue 2
- 119-129 How small are the increments of a Wiener process?
by Csörgo, M. & Révész, P.
- 131-139 Conditions for the convergence in distribution of maxima of stationary normal processes
by Leadbetter, M. R. & Lindgren, G. & Rootzén, H.
- 141-152 Alternative models for stationary stochastic processes
by Robinson, P. M.
- 153-157 A note on the time series which is the product of two stationary time series
by Wecker, William E.
- 159-169 Derived random measures
by Karr, A. F.
- 171-179 On convergence rates and the expectation of sums of random variables
by Maller, R. A.
- 181-197 A discrete-time single-server queue with set-up time
by Le Minh, Do
- 199-209 The limiting distribution for the infinitely deep dam with a Markovian input
by Pakes, Anthony G. & Phatarfod, R. M.
- 211-227 Controlled one dimensional diffusions with switching costs--average cost criterion
by Doshi, Bharat T.
- 229-242 A central limit theorem for mixing stationary point processes
by Cranwell, R. M. & Weiss, N. A.
November 1978, Volume 8, Issue 1
- 1-9 On an optimal asymptotic property of the maximum likelihood estimator of a parameter from a stochastic process
by Heyde, C. C.
- 11-32 Non-anticipative representations of Banach space valued gaussian processes with respect to brownian motion
by Rhoades, D. A.
- 33-58 Existence and explicit determination of optimal stopping times
by Mucci, A. G.
- 59-76 Markov decision processes and strongly excessive functions
by van Hee, K. M. & Wessels, J.
- 77-85 The distribution of values of trigonometric sums with linearly independent frequencies: Kac's problem revisited
by Barakat, Richard
- 87-92 On the invertibility of time series models
by Granger, C. W. J. & Andersen, Allan
- 93-100 On the longest service time in a busy period of the M[+45 degree rule]G[+45 degree rule]1 queue
by Boxma, O. J.
- 101-116 The genealogy of critical branching processes
by Durrett, R.
August 1978, Volume 7, Issue 3
- 231-246 An alternative approach to nonlinear filtering
by Gertner, Izidor
- 247-253 Markov Chains with finite convergence time
by Brosh, Israel & Gerchak, Yigal
- 255-264 Bounds for the variance of certain stationary point processes
by Daley, D. J.
- 265-275 Some asymptotic expansions of moments of order statistics
by Hall, Peter
- 277-290 Markov chains and processes with a prescribed invariant measure
by Karr, Alan F.
- 291-297 On the infinite divisibility of the ratio of two gamma-distributed variables
by Goovaerts, M. J. & D'Hooge, L. & De Pril, N.
- 299-310 Distribution results for the occupation measures of continuous Gaussian fields
by Adler, Robert J.
- 311-336 Ergodic potential
by Syski, R.
- 337-340 Asymptotic property of the distribution of the maxima of a random walk
by Alam, Khursheed
June 1978, Volume 7, Issue 2
- 123-130 Moment inequalities for a class of stochastic systems
by Sahin, Izzet
- 131-139 Estimation for discrete time nonhomogeneous Markov chains
by Fleming, Thomas R. & Harrington, David P.
- 141-151 Optimal replacement policy for the case where the damage process is a one-sided Lévy process
by Zuckerman, Dror
- 153-163 On two cascade models
by Chamayou, J. M. F.
- 165-178 The inverse balayage problem for Markov chains
by Karr, A. F. & Pittenger, A. O.
- 179-190 Unimodality preservation in Markov chains
by Keilson, Julian & Kester, Adri
- 191-204 First-passage times in skip-free processes
by Tweedie, R. L. & Westcott, M.
- 205-225 Realizing a weak solution on a probability space
by Benes, V. E.
- 227-230 On normal characterizations by the distribution of linear forms, assuming finite variance
by Arnold, Barry C. & Isaacson, Dean L.
March 1978, Volume 7, Issue 1
- 1-7 Square integrable martingales orthogonal to every stochastic integral
by Parthasarathy, K. R.
- 9-47 Branching brownian motion with absorption
by Kesten, Harry
- 49-54 First hitting time models for the generalized inverse Gaussian distribution
by Barndorff-Nielsen, O. & Blæsild, P. & Halgreen, C.
- 55-64 A representation for self-similar processes
by Taqqu, Murad S.
- 65-72 First order autoregressive markov processes
by Lai, C. D.
- 73-77 Distribution of the minimum number of points in a scanning interval on the line
by Huntington, Raymond J.
- 79-99 Continuity of a class of random time transformations
by Helland, Inge S.
- 101-111 A local limit theorem for independent random variables
by Maller, R. A.
- 113-121 Strongly ergodic Markov chains and rates of convergence using spectral conditions
by Isaacson, Dean & Luecke, Glenn R.
February 1978, Volume 6, Issue 3
- 223-240 Strong approximation theorems for density dependent Markov chains
by Kurtz, Thomas G.
- 241-252 A central limit theorem for martingales and an application to branching processes
by Scott, D. J.
- 253-260 Pathwise uniqueness for solutions of systems of stochastic differential equations
by Gard, Thomas C.
- 261-266 Continuity of non-stationary transition matrices
by Fernholz, Robert
- 267-276 Buffer overflow calculations using an infinite-capacity model
by Schweitzer, Paul J. & Konheim, Alan G.
- 277-289 Two-mode control of Brownian Motion with quadratic loss and switching costs
by Doshi, Bharat T.
- 291-304 On the maximal content of a dam and logarithmic concave renewal functions
by Cohen, J. W.
- 305-316 On the simulation of shot noise and some other random variables
by Chamayou, J. M. F.
- 317-322 Almost sure convergence of continuous time branching processes
by Harrington, D. P.
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