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September 2016, Volume 29, Issue 3
- 941-957 A first-order limit law for functionals of two independent fractional Brownian motions in the critical case
by Junna Bi & Fangjun Xu - 958-995 Moment Formulas for Multitype Continuous State and Continuous Time Branching Process with Immigration
by Mátyás Barczy & Zenghu Li & Gyula Pap - 996-1026 Existence and Uniqueness of Invariant Measures for Stochastic Reaction–Diffusion Equations in Unbounded Domains
by Oleksandr Misiats & Oleksandr Stanzhytskyi & Nung Kwan Yip - 1027-1046 Predator–Prey Dynamics on Infinite Trees: A Branching Random Walk Approach
by Igor Kortchemski - 1047-1068 Semicircle Law for a Matrix Ensemble with Dependent Entries
by Winfried Hochstättler & Werner Kirsch & Simone Warzel - 1069-1082 Stochastic Ordering of Infinite Geometric Galton–Watson Trees
by Erik I. Broman - 1083-1099 On Dynamical Systems Perturbed by a Null-Recurrent Fast Motion: The Continuous Coefficient Case with Independent Driving Noises
by Zsolt Pajor-Gyulai & Michael Salins - 1100-1120 On the Semicircular Law of Large-Dimensional Random Quaternion Matrices
by Yanqing Yin & Zhidong Bai & Jiang Hu - 1121-1191 Central Limit Theorem for Linear Eigenvalue Statistics of Elliptic Random Matrices
by Sean O’Rourke & David Renfrew - 1192-1198 Perpetual Integrals for Lévy Processes
by Leif Döring & Andreas E. Kyprianou
June 2016, Volume 29, Issue 2
- 349-358 A Multivalued Strong Law of Large Numbers
by Pedro Terán - 359-422 Affine Processes on Symmetric Cones
by Christa Cuchiero & Martin Keller-Ressel & Eberhard Mayerhofer & Josef Teichmann - 423-442 Countable Partially Exchangeable Mixtures
by Cecilia Prosdocimi & Lorenzo Finesso - 443-458 Functionals of a Lévy Process on Canonical and Generic Probability Spaces
by Alexander Steinicke - 459-490 Ergodic Property of Stable-Like Markov Chains
by Nikola Sandrić - 491-526 Functional Convergence of Linear Processes with Heavy-Tailed Innovations
by Raluca Balan & Adam Jakubowski & Sana Louhichi - 527-549 Coalescence and Meeting Times on $$n$$ n -Block Markov Chains
by Kathleen Lan & Kevin McGoff - 550-568 The Lukacs–Olkin–Rubin Theorem on Symmetric Cones Without Invariance of the “Quotient”
by Bartosz Kołodziejek - 569-589 $$L^1$$ L 1 -Uniqueness of Kolmogorov Operators Associated with Two-Dimensional Stochastic Navier–Stokes Coriolis Equations with Space–Time White Noise
by Martin Sauer - 590-616 Pathwise Integrals and Itô–Tanaka Formula for Gaussian Processes
by Tommi Sottinen & Lauri Viitasaari - 617-631 Blow-up for Stochastic Reaction-Diffusion Equations with Jumps
by Jianhai Bao & Chenggui Yuan - 632-652 Moderate Deviations and Strassen’s Law for Additive Processes
by Franziska Kühn & René L. Schilling - 653-680 Classical and Free Fourth Moment Theorems: Universality and Thresholds
by Ivan Nourdin & Giovanni Peccati & Guillaume Poly & Rosaria Simone - 681-706 Tempered Fractional Stable Motion
by Mark M. Meerschaert & Farzad Sabzikar - 707-715 The Cameron–Martin Theorem for (p-)Slepian Processes
by Wolfgang Bischoff & Andreas Gegg
March 2016, Volume 29, Issue 1
- 1-31 Lower Bounds for the Distribution of Suprema of Brownian Increments and Brownian Motion Normalized by the Corresponding Modulus Functions
by Vladimir Dobric & Lisa Marano - 32-47 Kolmogorov Type Law of the Logarithm for Arrays
by Jørgen Hoffmann-Jørgensen & Yu Miao & Xiao Chun Li & Shou Fang Xu - 48-62 The Kearns–Saul Inequality for Bernoulli and Poisson-Binomial Distributions
by Eckhard Schlemm - 63-95 Limit Theory for the Sample Autocovariance for Heavy-Tailed Stationary Infinitely Divisible Processes Generated by Conservative Flows
by Takashi Owada - 96-117 Normal Approximation of Poisson Functionals in Kolmogorov Distance
by Matthias Schulte - 118-142 On the Distribution of a Sum of Sarmanov Distributed Random Variables
by Raluca Vernic - 143-179 On Möbius Duality and Coarse-Graining
by Thierry Huillet & Servet Martínez - 180-205 Typical Martingale Diverges at a Typical Point
by Ondřej F. K. Kalenda & Jiří Spurný - 206-230 Exchangeable Markov Processes on $$[k]^{\mathbb N}$$ [ k ] N with Cadlag Sample Paths
by Harry Crane & Steven P. Lalley - 231-247 Rates of Convergence in Normal Approximation Under Moment Conditions Via New Bounds on Solutions of the Stein Equation
by Robert E. Gaunt - 248-266 On the Extremal Theory of Continued Fractions
by Alina Bazarova & István Berkes & Lajos Horváth - 267-276 Convergence and Precise Asymptotics for Series Involving Self-normalized Sums
by Aurel Spătaru - 277-291 A Maxtrimmed St. Petersburg Game
by Allan Gut & Anders Martin-Löf - 292-306 Strong Mixing and Operator-Selfdecomposability
by Richard C. Bradley & Zbigniew J. Jurek - 307-347 Solving a Nonlinear Fractional Stochastic Partial Differential Equation with Fractional Noise
by Junfeng Liu & Litan Yan
December 2015, Volume 28, Issue 4
- 1253-1270 The Rate of Decay of the Wiener Sausage in Local Dirichlet Space
by Lee R. Gibson & Melanie Pivarski - 1271-1310 An Increment-Type Set-Indexed Markov Property
by Paul Balança - 1311-1336 Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and Iterated Function Systems
by Juan Fernández Sánchez & Wolfgang Trutschnig - 1337-1353 Moment Determinacy of Powers and Products of Nonnegative Random Variables
by Gwo Dong Lin & Jordan Stoyanov - 1354-1379 On the Free Convolution with a Free Multiplicative Analogue of the Normal Distribution
by Ping Zhong - 1380-1405 Asymptotic Behaviour of Ruin Probabilities in a General Discrete Risk Model Using Moment Indices
by Jaakko Lehtomaa - 1406-1430 Comparison Theory for Markov Chains on Different State Spaces and Application to Random Walk on Derangements
by Aaron Smith - 1431-1446 The Logical Postulates of Böge, Carnap and Johnson in the Context of Papangelou Processes
by Mathias Rafler & Hans Zessin - 1447-1467 Asymptotic Behavior of Critical Infection Rates for Threshold-One Contact Processes on Lattices and Regular Trees
by Xiaofeng Xue - 1468-1499 Lévy Processes with Marked Jumps I: Limit Theorems
by Cécile Delaporte - 1500-1519 Long-range Trap Models on $$\mathbb {Z}$$ Z and Quasistable Processes
by W. Barreto-Souza & L. R. G. Fontes - 1520-1555 The Entropic Erdős-Kac Limit Theorem
by S. G. Bobkov & G. P. Chistyakov & H. Kösters - 1556-1570 Cramér-Type Moderate Deviation for Studentized Compound Poisson Sum
by Bing-Yi Jing & Qiying Wang & Wang Zhou - 1571-1600 Strong Uniqueness for Stochastic Evolution Equations with Unbounded Measurable Drift Term
by G. Prato & F. Flandoli & E. Priola & M. Röckner - 1601-1650 Annealed Asymptotics for Brownian Motion of Renormalized Potential in Mobile Random Medium
by Xia Chen & Jie Xiong - 1651-1688 On Simpson’s Rule and Fractional Brownian Motion with $$H = 1/10$$ H = 1 / 10
by Daniel Harnett & David Nualart - 1689-1725 New Representation Theorems for Completely Monotone and Bernstein Functions with Convexity Properties on Their Measures
by Hristo Sendov & Shen Shan - 1726-1742 Moment Asymptotics for Multitype Branching Random Walks in Random Environment
by Onur Gün & Wolfgang König & Ozren Sekulović - 1743-1762 Quasi-invariance of the Stochastic Flow Associated to Itô’s SDE with Singular Time-Dependent Drift
by Dejun Luo
September 2015, Volume 28, Issue 3
- 785-803 Operator Decomposable Measures and Stochastic Difference Equations
by C. R. E. Raja - 804-847 Approximation of Rectangular Beta-Laguerre Ensembles and Large Deviations
by Tiefeng Jiang & Danning Li - 848-865 Stabilization Time for a Type of Evolution on Binary Strings
by Jacob Funk & Mihai Nica & Michael Noyes - 866-891 Fractional Brownian Motion with Variable Hurst Parameter: Definition and Properties
by Jelena Ryvkina - 892-922 On the Loss of the Semimartingale Property at the Hitting Time of a Level
by Aleksandar Mijatović & Mikhail Urusov - 923-957 Smoothing Equations for Large Pólya Urns
by Brigitte Chauvin & Cécile Mailler & Nicolas Pouyanne - 958-967 A Note on Distribution-Free Symmetrization Inequalities
by Zhao Dong & Jiange Li & Wenbo V. Li - 968-975 On Independence and Determination of Probability Measures
by Iddo Ben-Ari - 976-988 On Concentration Functions of Random Variables
by Sergey G. Bobkov & Gennadiy P. Chistyakov - 989-1006 Stochastic Integral and Series Representations for Strictly Stable Distributions
by Makoto Maejima & Jan Rosiński & Yohei Ueda - 1007-1027 Quantum Stochastic Integral Representations on Interacting Fock Space
by Yuanbao Kang & Caishi Wang - 1028-1037 A Note on Weak Convergence of the Sequential Multivariate Empirical Process Under Strong Mixing
by Axel Bücher - 1038-1062 Martingales on Manifolds with Time-Dependent Connection
by Hongxin Guo & Robert Philipowski & Anton Thalmaier - 1063-1081 A Class of Probability Distributions that is Closed with Respect to Addition as Well as Multiplication of Independent Random Variables
by Lennart Bondesson - 1082-1124 Asymptotic Error Distributions of the Crank–Nicholson Scheme for SDEs Driven by Fractional Brownian Motion
by Nobuaki Naganuma - 1125-1144 On Two Multistable Extensions of Stable Lévy Motion and Their Semi-martingale Representations
by Ronan Le Guével & Jacques Lévy Véhel & Lining Liu - 1145-1164 A Compound Poisson Convergence Theorem for Sums of $$m$$ m -Dependent Variables
by V. Čekanavičius & P. Vellaisamy - 1165-1226 Stochastic Averaging for a Hamiltonian System with Skew Random Perturbations
by Chetan D. Pahlajani - 1227-1249 From intersection local time to the Rosenblatt process
by Tomasz Bojdecki & Luis G. Gorostiza & Anna Talarczyk - 1250-1251 Erratum to: Return Probabilities for the Reflected Random Walk on $$\mathbb {N}_0$$ N 0
by Rim Essifi & Marc Peigné
June 2015, Volume 28, Issue 2
- 423-448 Functional Inequalities for Stable-Like Dirichlet Forms
by Feng-Yu Wang & Jian Wang - 449-466 The Radial Part of Brownian Motion with Respect to $$\mathcal L $$ L -Distance Under Ricci Flow
by Li-Juan Cheng - 467-487 The Almost Sure Limits of the Minimal Position and the Additive Martingale in a Branching Random Walk
by Yueyun Hu - 488-519 Mixing Times are Hitting Times of Large Sets
by Yuval Peres & Perla Sousi - 520-538 Coherence of Countably Many Bets
by Rafael B. Stern & Joseph B. Kadane - 539-549 On the Skitovich–Darmois Theorem for the Group of $$p$$ p -Adic Numbers
by Gennadiy Feldman - 550-586 General Large Deviations and Functional Iterated Logarithm Law for Multivalued Stochastic Differential Equations
by Jiagang Ren & Jing Wu & Hua Zhang - 587-618 Absolute Continuity of the Laws of Perturbed Diffusion Processes and Perturbed Reflected Diffusion Processes
by Wen Yue & Tusheng Zhang - 619-649 Stochastic Analysis for Obtuse Random Walks
by Uwe Franz & Tarek Hamdi - 650-666 A Universal Expectation Bound on Empirical Projections of Deformed Random Matrices
by Kamil Jurczak - 667-680 Semilinear Neutral Fractional Stochastic Integro-Differential Equations with Nonlocal Conditions
by Hamdy M. Ahmed - 681-720 On Exponential Functionals of Lévy Processes
by Anita Behme & Alexander Lindner - 721-725 The Limit Law of the Iterated Logarithm
by Xia Chen - 726-744 Partial Linear Eigenvalue Statistics for Wigner and Sample Covariance Random Matrices
by Sean O’Rourke & Alexander Soshnikov - 745-783 Limiting Spectral Distribution of Large Sample Covariance Matrices Associated with a Class of Stationary Processes
by Marwa Banna & Florence Merlevède
March 2015, Volume 28, Issue 1
- 1-40 Power and Exponential Moments of the Number of Visits and Related Quantities for Perturbed Random Walks
by Gerold Alsmeyer & Alexander Iksanov & Matthias Meiners - 41-91 Asymptotic Behavior of Local Times of Compound Poisson Processes with Drift in the Infinite Variance Case
by Amaury Lambert & Florian Simatos - 92-118 Higher-Order Laplace Equations and Hyper-Cauchy Distributions
by Enzo Orsingher & Mirko D’Ovidio - 119-136 A Multivariate Functional Limit Theorem in Weak $$M_{1}$$ M 1 Topology
by Bojan Basrak & Danijel Krizmanić - 137-183 Strong Invariance Principles with Rate for “Reverse” Martingale Differences and Applications
by Christophe Cuny & Florence Merlevède - 184-197 Inversions of Lévy Measures and the Relation Between Long and Short Time Behavior of Lévy Processes
by Michael Grabchak - 198-222 Convergence Towards an Asymptotic Shape in First-Passage Percolation on Cone-Like Subgraphs of the Integer Lattice
by Daniel Ahlberg - 223-230 A Variant of Pitman’s Theorem on $$(2J_s-R_s,s\ge 0)$$ ( 2 J s - R s , s ≥ 0 ) for a General Transient Bessel Process $$R_{(+)}$$ R ( + ) and Its Implications for the Corresponding Ito’s Measure $$\large \mathbf{n}_{(-)}$$ n ( - )
by Ju-Yi Yen & Marc Yor - 231-258 Return Probabilities for the Reflected Random Walk on $$\mathbb{N }_0$$ N 0
by Rim Essifi & Marc Peigné - 259-268 Large Deviation Behavior for the Longest Head Run in an IID Bernoulli Sequence
by Yong-Hua Mao & Feng Wang & Xian-Yuan Wu - 269-298 Cumulant Operators for Lie–Wiener–Itô–Poisson Stochastic Integrals
by Nicolas Privault - 299-312 Hölder Continuity and Occupation-Time Formulas for fBm Self-Intersection Local Time and Its Derivative
by Paul Jung & Greg Markowsky - 313-336 Empirical Quantile Central Limit Theorems for Some Self-Similar Processes
by James Kuelbs & Joel Zinn - 337-395 Fractional Backward Stochastic Differential Equations and Fractional Backward Variational Inequalities
by Lucian Maticiuc & Tianyang Nie - 396-422 Rate of Convergence for Discretization of Integrals with Respect to Fractional Brownian Motion
by Ehsan Azmoodeh & Lauri Viitasaari
December 2014, Volume 27, Issue 4
- 1059-1070 Representations of the Absolute Value Function and Applications in Gaussian Estimates
by Ang Wei - 1071-1111 $$U$$ U -Statistics of Ornstein–Uhlenbeck Branching Particle System
by Radosław Adamczak & Piotr Miłoś - 1112-1123 A Note on Random Perturbations of a Multiple Eigenvalue of a Hermitian Operator
by G. Gaines & K. Kaphle & F. Ruymgaart - 1124-1139 An Invariance Principle for Fractional Brownian Sheets
by Yizao Wang - 1140-1166 Quenched Large Deviations for Multidimensional Random Walk in Random Environment with Holding Times
by Ryoki Fukushima & Naoki Kubota - 1167-1177 The Generalized Lognormal Distribution and the Stieltjes Moment Problem
by Christian Kleiber - 1178-1212 Widder’s Representation Theorem for Symmetric Local Dirichlet Spaces
by Nathaniel Eldredge & Laurent Saloff-Coste - 1213-1228 New Proofs of Some Results on Bounded Mean Oscillation Martingales Using Backward Stochastic Differential Equations
by B. Chikvinidze & M. Mania - 1229-1248 Extensions of the Borel–Cantelli lemma in general measure spaces
by Xuejun Wang & Xinghui Wang & Xiaoqin Li & Shuhe Hu - 1249-1291 The Brownian Plane
by Nicolas Curien & Jean-François Le Gall - 1292-1315 Occupation Times of Refracted Lévy Processes
by A. E. Kyprianou & J. C. Pardo & J. L. Pérez - 1316-1328 Singularity Results for Functional Equations Driven by Linear Fractional Transformations
by Kazuki Okamura - 1329-1349 On the Multifractal Analysis of the Branching Random Walk in $$\mathbb{R }^d$$ R d
by Najmeddine Attia - 1350-1374 Weak Characterizations of Stochastic Integrability and Dudley’s Theorem in Infinite Dimensions
by Martin Ondreját & Mark Veraar - 1375-1403 Bessel Bridges Decomposition with Varying Dimension: Applications to Finance
by Gabriel Faraud & Stéphane Goutte
September 2014, Volume 27, Issue 3
- 683-724 Progressive Enlargement of Filtrations and Backward Stochastic Differential Equations with Jumps
by Idris Kharroubi & Thomas Lim - 725-753 On Edgeworth Expansions in Generalized Urn Models
by S. M. Mirakhmedov & S. Rao Jammalamadaka & Ibrahim B. Mohamed - 754-788 Recurrence and Transience Criteria for Two Cases of Stable-Like Markov Chains
by Nikola Sandrić - 789-825 The $$\frac{4}{3}$$ -Variation of the Derivative of the Self-intersection Brownian Local Time and Related Processes
by Yaozhong Hu & David Nualart & Jian Song - 826-862 Asymptotic Behavior of the Maximum and Minimum Singular Value of Random Vandermonde Matrices
by Gabriel H. Tucci & Philip A. Whiting - 863-877 Existence and Uniqueness of Invariant Measures for SPDEs with Two Reflecting Walls
by Juan Yang & Tusheng Zhang - 878-898 Local Particles Numbers in Critical Branching Random Walk
by Ekaterina Vladimirovna Bulinskaya - 899-914 On the Density of the Winding Number of Planar Brownian Motion
by Stella Brassesco & Silvana C. García Pire - 915-931 Characterizations of Some Free Random Variables by Properties of Conditional Moments of Third Degree Polynomials
by Wiktor Ejsmont - 932-944 The Tail of the Maximum of Smooth Gaussian Fields on Fractal Sets
by Jean-Marc Azaïs & Mario Wschebor - 945-953 A Quantitative Central Limit Theorem for Linear Statistics of Random Matrix Eigenvalues
by Christian Döbler & Michael Stolz - 954-981 Hitting Times and Interlacing Eigenvalues: A Stochastic Approach Using Intertwinings
by James Allen Fill & Vince Lyzinski - 982-996 The Dichotomy of Recurrence and Transience of Semi-Lévy Processes
by Makoto Maejima & Taisuke Takamune & Yohei Ueda - 997-1010 A Monotonicity Result for the Range of a Perturbed Random Walk
by Lung-Chi Chen & Rongfeng Sun - 1011-1020 Independence Under the $$G$$ -Expectation Framework
by Mingshang Hu & Xiaojuan Li - 1021-1044 On the Existence and Explicit Estimates for the Coupling Property of Lévy Processes with Drift
by Jian Wang - 1045-1057 Asymptotic Behaviour of the Critical Value for the Contact Process with Rapid Stirring
by Roman Berezin & Leonid Mytnik
June 2014, Volume 27, Issue 2
- 315-357 Inhomogeneous Lévy Processes in Lie Groups and Homogeneous Spaces
by Ming Liao - 358-369 An Inequality for the Sum of Independent Bounded Random Variables
by Christopher R. Dance - 370-382 On a Stochastic Fourier Coefficient: Case of Noncausal Functions
by Shigeyoshi Ogawa & Hideaki Uemura - 383-403 The Hausdorff Dimension of Operator Semistable Lévy Processes
by Peter Kern & Lina Wedrich - 404-432 Explosion of Jump-Type Symmetric Dirichlet Forms on ℝ d
by Yuichi Shiozawa & Toshihiro Uemura - 433-448 Iterating Brownian Motions, Ad Libitum
by Nicolas Curien & Takis Konstantopoulos - 449-492 Bernstein Diffusions for a Class of Linear Parabolic Partial Differential Equations
by Pierre A. Vuillermot & Jean C. Zambrini - 493-517 Weak Invariance Principle for the Local Times of Partial Sums of Markov Chains
by Michael Bromberg & Zemer Kosloff - 518-538 The Number of Generations Entirely Visited for Recurrent Random Walks in a Random Environment
by P. Andreoletti & P. Debs - 539-551 On Hidden Markov Processes with Infinite Excess Entropy
by Łukasz Dębowski - 552-575 2D-Stochastic Currents over the Wiener Sheet
by Franco Flandoli & Peter Imkeller & Ciprian A. Tudor - 576-600 Generalized Random Spectral Measures
by Dang Hung Thang & Nguyen Thinh & Tran Xuan Quy - 601-617 On Range and Local Time of Many-dimensional Submartingales
by Mikhail Menshikov & Serguei Popov - 618-633 Random-Time Isotropic Fractional Stable Fields
by Paul Jung - 634-682 Escape Rate of Markov Chains on Infinite Graphs
by Xueping Huang
March 2014, Volume 27, Issue 1
- 1-21 Maximal Inequalities for Martingales and Their Differential Subordinates
by Adam Ose¸kowski - 22-40 Shearer’s Measure and Stochastic Domination of Product Measures
by Christoph Temmel - 41-56 On Operator-Valued Semicircular Random Variables
by Mohsen Soltanifar - 57-79 Self-stabilizing Processes in Multi-wells Landscape in ℝ d -Invariant Probabilities
by Julian Tugaut - 80-95 Derivative Formula and Gradient Estimates for Gruschin Type Semigroups
by Feng-Yu Wang - 96-106 Marcinkiewicz–Zygmund Type Strong Law of Large Numbers for Pairwise i.i.d. Random Variables
by Soo Hak Sung - 107-136 A Weighted Sobolev Space Theory of Parabolic Stochastic PDEs on Non-smooth Domains
by Kyeong-Hun Kim - 137-152 Exponential Ergodicity for SDEs with Jumps and Non-Lipschitz Coefficients
by Huijie Qiao - 153-167 Minimal Configurations and Sandpile Measures
by Antal A. Járai & Nicolás Werning - 168-201 A Skew Stochastic Heat Equation
by Said Karim Bounebache & Lorenzo Zambotti - 202-219 A Note on Wiener–Hopf Factorization for Markov Additive Processes
by Przemysław Klusik & Zbigniew Palmowski - 220-248 Central and Non-central Limit Theorems in a Free Probability Setting
by Ivan Nourdin & Murad S. Taqqu - 249-277 An Empirical Process Central Limit Theorem for Multidimensional Dependent Data
by Olivier Durieu & Marco Tusche - 278-300 Moment Functions and Central Limit Theorem for Jacobi Hypergroups on [ $$0,\infty $$ [
by Waldemar Grundmann - 301-314 Rademacher Inequalities with Applications
by Sergey Utev & Syeda Rabab Mudakkar
December 2013, Volume 26, Issue 4
- 901-931 Inversions of Infinitely Divisible Distributions and Conjugates of Stochastic Integral Mappings
by Ken-iti Sato - 932-967 Local Asymptotic Normality Property for Ornstein–Uhlenbeck Processes with Jumps Under Discrete Sampling
by Reiichiro Kawai - 968-996 Central Limit Theorem for Multiplicative Class Functions on the Symmetric Group
by Dirk Zeindler - 997-1019 Stochastic Comparison for Lévy-Type Processes
by Jie-Ming Wang - 1020-1060 The Limiting Spectral Measure for Ensembles of Symmetric Block Circulant Matrices
by Murat Koloğlu & Gene S. Kopp & Steven J. Miller - 1061-1083 Stochastic Representation of Weak Solutions of Viscous Conservation Laws: A BSDE Approach
by Andrzej Rozkosz - 1084-1096 The Semicircle Law for Matrices with Independent Diagonals
by Olga Friesen & Matthias Löwe - 1097-1116 The Pólya Sum Process: Limit Theorems for Conditioned Random Fields
by Mathias Rafler - 1117-1134 Local Hölder Continuity Property of the Densities of Solutions of SDEs with Singular Coefficients
by Masafumi Hayashi & Arturo Kohatsu-Higa & Gô Yûki - 1135-1164 On Initial-Boundary Value Problem of the Stochastic Heat Equation in Lipschitz Cylinders
by Tongkeun Chang & Kijung Lee & Minsuk Yang - 1165-1180 Two Badly Behaved Percolation Processes on a Nonunimodular Graph
by Olle Häggström - 1181-1217 Minimal Position of Branching Random Walks in Random Environment
by Makoto Nakashima
September 2013, Volume 26, Issue 3
- 595-648 Additive/Multiplicative Free Subordination Property and Limiting Eigenvectors of Spiked Additive Deformations of Wigner Matrices and Spiked Sample Covariance Matrices
by M. Capitaine - 649-665 Kuelbs–Li Inequalities and Metric Entropy of Convex Hulls
by Oliver Kley - 666-675 Finite Exchangeability, Lévy-Frailty Copulas and Higher-Order Monotonic Sequences
by Paul Ressel - 676-696 Convergence in Law to Operator Fractional Brownian Motions
by Hongshuai Dai - 697-721 Uniform-in-Bandwidth Functional Limit Laws
by Paul Deheuvels & Sarah Ouadah - 722-749 Smooth Density for Some Nilpotent Rough Differential Equations
by Yaozhong Hu & Samy Tindel - 750-780 On Fluctuations of Matrix Entries of Regular Functions of Wigner Matrices with Non-identically Distributed Entries
by Sean O’Rourke & David Renfrew & Alexander Soshnikov - 781-802 Countable Random Sets: Uniqueness in Law and Constructiveness
by Philip Herriger - 803-818 Convergence to Stable Laws in Relative Entropy
by S. G. Bobkov & G. P. Chistyakov & F. Götze - 819-835 Finite Diagonal Random Matrices
by Arup Bose & Sanchayan Sen - 836-854 Dimension (In)equalities and Hölder Continuous Curves in Fractal Percolation
by Erik I. Broman & Federico Camia & Matthijs Joosten & Ronald Meester - 855-869 Asymptotic Eigenvalue Distributions of Block-Transposed Wishart Matrices
by Teodor Banica & Ion Nechita - 870-884 On φ-Families of Probability Distributions
by Rui F. Vigelis & Charles C. Cavalcante - 885-898 Weak Drifts of Infinitely Divisible Distributions and Their Applications
by Ken-iti Sato & Yohei Ueda - 899-900 Retraction Note to: Convergence of Weighted Sums for Arrays of Negatively Dependent Random Variables and Its Applications
by Jong-Il Baek & Sung-Tae Park