Printed from https://ideas.repec.org/s/spr/jotpro9.html
Content
July 2001, Volume 14, Issue 3
- 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 - 375-383 Factorization Theorems on Symmetric Spaces of Noncompact Type
by Piotr Graczyk - 385-398 A Cramér Type Large Deviation Result for Student's t-Statistic
by Qi-Man Shao - 399-420 Chung's Law and The Csáki Function
by Natalia Gorn & Mikhail Lifshits - 421-445 The Law of the Iterated Logarithm for Functionals of Harris Recurrent Markov Chains: Self Normalization
by Xia Chen - 447-474 The Equilibrium Behavior of Reversible Coagulation-Fragmentation Processes
by Richard Durrett & Boris L. Granovsky & Shay Gueron - 475-488 Isometric Stochastic Flows on Spheres
by Ming Liao - 489-522 Multiple Wick Product Chaos Processes
by Michael B. Marcus & Jay Rosen - 523-548 Essential Spanning Forests and Electrical Networks on Groups
by Rita Solomyak - 549-559 Amenability and Phase Transition in the Ising Model
by Johan Jonasson & Jeffrey E. Steif - 561-569 On a Class of Hungarian Semigroups and the Factorization Theorem of Khinchin
by C. Robinson Edward Raja - 571-583 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 - 585-594 Phase Retrieval for Probability Distributions on Quantum Groups and Braided Groups
by Uwe Franz & Daniel Neuenschwander & René Schott
January 1999, Volume 12, Issue 1
- 1-11 On a Laplace Transform Based Metric for Probabilities on a Hilbert Space
by Suman Majumdar - 13-25 Remark on the Cramér Type Condition for ω2-Statistic
by Vladimir I. Chebotarev - 27-47 A Series Criterion for the Almost-Sure Growth Rate of the Generalized Diameter of an Increasing Sequence of Random Points
by Martin J. B. Appel & Michael J. Klass & Ralph P. Russo - 49-74 Some Laws of the Iterated Logarithm for Two Parameter Martingales
by Jiming Jiang - 75-86 Sufficient Conditions for the Existence of Disintegrations
by Patrizia Berti & Pietro Rigo - 87-104 Almost-Sure Results for a Class of Dependent Random Variables
by Magda Peligrad & Allan Gut - 105-129 How Big Are the Increments of a Two-Parameter Gaussian Process?
by Yong-Kab Choi & Norio Kôno - 131-145 The Arcsine Law
by J. Hoffmann-Jørgensen - 147-179 Principles of Large Deviations for the Empirical Processes of the Ornstein–Uhlenbeck Process
by Matthias K. Heck - 181-200 The Strong Law of Large Numbers for Kaplan–Meier U-Statistics
by Arup Bose & Arusharka Sen - 201-205 Coalescing Particles on an Interval
by Michael Larsen & Russell Lyons - 207-216 A Note on the Local Time of Fractional Brownian Motion
by Yuji Kasahara & Namiko Ogawa - 217-254 A Reversible Nearest Particle System on the Homogeneous Tree
by Amber L. Puha - 255-270 A Technique for Stochastic Control Problems with Unbounded Control Set
by J. R. Dorroh & G. Ferreyra & P. Sundar - 271-292 Markov Processes with Equal Capacities
by P. J. Fitzsimmons
October 1998, Volume 11, Issue 4
- 857-868 Average Number of Real Roots of Random Harmonic Equations
by S. Bagh - 869-906 Rates of Convergence and Law of the Iterated Logarithm for U-Processes
by Kaoukeb Turki-Moalla - 907-920 On Order-Preserving Properties of Probability Metrics
by Claude Lefèvre & Sergey Utev - 921-933 A Glivenko-Cantelli Theorem and Strong Laws for L-Statistics
by Arup Bose - 935-951 Random Walks On Finite Convex Sets Of Lattice Points
by Balint Virag - 953-977 The Maximum of a Critical Branching Wiener Process
by P. Révész - 979-995 Strong Laws for Martingale Differences and Independent Random Variables
by Henry Teicher - 997-1018 On the Approximation of Quantile Processes by Kiefer Processes
by Paul Deheuvels - 1019-1074 Random Walks Crossing High Level Curved Boundaries
by Harry Kesten & R. A. Maller - 1075-1110 Moderate Deviations for Empirical Measures of Markov Chains: Upper Bounds
by A. de Acosta & Xia Chen - 1111-1133 Discrete Spectrum of Nonstationary Stochastic Processes on Groups
by Leonid G. Hanin & Bertram M. Schreiber
July 1998, Volume 11, Issue 3
- 577-588 Relative Compactness for Capacities, Measures, Upper Semicontinuous Functions and Closed Sets
by George L. O'Brien & Stephen Watson - 589-608 Ergodic Theorems for Iterated Function Systems Controlled by Regenerative Sequences
by Dmitrii S. Silvestrov & Örjan Stenflo - 609-619 On Small Values of Semi-Additive Functions
by A. S. Fainleib - 621-631 Complete Convergence of Martingale Arrays
by Subhashis Ghosal & Tapas K. Chandra - 633-643 Zero-One Law for Symmetric Convolution Semigroups of Measures on Groups
by H. Byczkowska & T. Byczkowski - 645-699 Differentiability of Inverse Operators and Limit Theorems for Inverse Functions
by Vladimir I. Koltchinskii - 701-714 Random Walks on Trees and an Inequality of Means
by Christiane Takacs & Roland Takacs - 715-731 Estimates for the Rapid Decay of Concentration Functions of n-Fold Convolutions
by F. Götze & A. Yu. Zaitsev - 733-763 Collision Measure and Collision Local Time for (α, d, β) Superprocesses
by Leonid Mytnik - 765-793 The Local time of Simple Random Walk in Random Environment
by Yueyun Hu & Zhan Shi - 795-811 Asymptotic Recurrence and Waiting Times for Stationary Processes
by Ioannis Kontoyiannis - 813-830 Can We Bootstrap Even if CLT Fails?
by Dragan Radulović - 831-851 Estimation of Densities and Applications
by María Emilia Caballero & Begoña Fernández & David Nualart - 853-856 A Limit Result for U-Statistics of Binary Variables
by Sergey Utev & Niels G. Becker
April 1998, Volume 11, Issue 2
- 303-330 Feller Processes Generated by Pseudo-Differential Operators: On the Hausdorff Dimension of Their Sample Paths
by René L. Schilling - 331-350 A Nonlinear Deformation of Wiener Space
by Shunlong Luo - 351-370 On the LIL for Self-Normalized Sums of IID Random Variables
by Evarist Giné & David M. Mason - 371-382 On the Asymptotic Behavior of the Harmonic Renewal Measure
by M. S. Sgibnev - 383-408 Local Times and Related Properties of Multidimensional Iterated Brownian Motion
by Yimin Xiao - 409-415 Strategic Purely Nonatomic Random Walks
by Sreela Gangopadhyay & B. V. Rao - 417-433 Entropy for Random Partitions and Its Applications
by Yongzhao Shao & Raúl Jiménez - 435-442 Path Regularity and Regularity in Mean of 1st Order Processes
by F. Martínez & A. R. Villena - 443-459 Compact Laws of the Iterated Logarithm for B-Valued Random Variables with Two-Dimensional Indices
by Deli Li & R. J. Tomkins - 461-492 On Convex Limit Sets and Brownian Motion
by J. Kuelbs & M. Ledoux - 493-514 An Extension of Itô's Formula for Anticipating Processes
by Elisa Alòs & David Nualart - 515-533 Uniqueness for a Historical SDE with a Singular Interaction
by Robert Adler & Roger Tribe - 535-559 Optimal Upper and Lower Bounds for the Upper Tails of Compound Poisson Processes
by Marjorie G. Hahn & Michael J. Klass - 561-569 Markov Chains in a Field of Traps
by Robin Pemantle & Stanislav Volkov - 571-576 A Note on Tortrat Groups
by S. G. Dani & C. R. E. Raja
January 1998, Volume 11, Issue 1
- 1-24 Large Deviations for Hierarchical Systems of Interacting Jump Processes
by Boualem Djehiche & Alexander Schied - 25-80 Interface Fluctuations and Couplings in the D=1 Ginzburg–Landau Equation with Noise
by S. Brassesco & P. Buttà & A. De Masi & E. Presutti - 81-125 On Positive Random Objects
by Johan Jonasson - 127-156 Some Martingales Related to the Integral of Brownian Motion. Applications to the Passage Times and Transience
by Aimé Lachal - 157-179 Continuity Conditions for a Class of Gaussian Chaos Processes Related to Continuous Additive Functionals of Lévy Processes
by Michael B. Marcus & Michel Talagrand - 181-195 An Ergodic Process of Zero Divergence-Distance from the Class of All Stationary Processes
by Shaogang Xu - 197-208 Two Ergodic Sample-Path Properties of the Poisson Process
by Wolfgang Stadje - 209-224 Strong Laws and Summability for φ-Mixing Sequences of Random Variables
by Rüdiger Kiesel - 225-257 Limit Processes for Age-Dependent Branching Particle Systems
by I. Kaj & S. Sagitov - 259-277 Optimal Stopping and Maximal Inequalities for Linear Diffusions
by S. E. Graversen & G. Peškir - 279-288 On the Marcinkiewicz–Zygmund Strong Law for U-Statistics
by Henry Teicher - 289-301 A General Lower Bound for Gaussian Chaos
by Michel Talagrand
October 1997, Volume 10, Issue 4
- 819-834 Stochastic Local Gauss-Bonnet-Chern Theorem
by Elton P. Hsu - 835-848 Itô-Wiener Chaos Expansion with Exact Residual and Correlation, Variance Inequalities
by Yaozhong Hu - 849-866 Weak Variation of Gaussian Processes
by Yimin Xiao - 867-902 On Transformations and Determinants of Wishart Variables on Symmetric Cones
by Hélène Massam & Erhard Neher