Sommaire du Fascicule no. 6

Note: Correction to "An Integral Equation in Age-Dependent Branching Processes"

Weiner, H.

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Notes: Correction to "Asymptotic Results for Estimators in a Subcritical Branching Process with Immigration"

Quine, M. P.

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Refinements of the Multidimensional Central Limit Theorem and Applications

Bhattacharya, R. N.

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p. 1-27

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Speeds of Convergence for the Multidimensional Central Limit Theorem

Sweeting, T. J.

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p. 28-41

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Random Stopping Preserves Regular Variation of Process Distributions

Greenwood, Priscilla ; Monroe, Itrel

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p. 42-51

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Level Crossings of a Stochastic Process with Absolutely Continuous Sample Paths

Marcus, Michael B.

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p. 52-71

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The Distribution of Leading Digits and Uniform Distribution Mod 1

Diaconis, Persi

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p. 72-81

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The Condenser Problem

Chung, K. L. ; Getoor, R. K.

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p. 82-86

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Insensitivity of Steady-State Distributions of Generalized Semi-Markov Processes. Part I

Schassberger, R.

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p. 87-99

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Limit Theorems for Branching Processes in a Random Environment

Tanny, David

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p. 100-116

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Weak Convergence to Brownian Meander and Brownian Excursion

Durrett, Richard T. ; Iglehart, Donald L. ; Miller, Douglas R.

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p. 117-129

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Functionals of Brownian Meander and Brownian Excursion

Durrett, Richard T. ; Iglehart, Donald L.

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p. 130-135

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On the Berry-Esseen Theorem for $U$-Statistics

Chan, Y.-K. ; Wierman, John

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p. 136-139

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Wiener Functionals as Ito Integrals

Dudley, R. M.

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p. 140-141

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On the Oscillation of the Brownian Motion Random Measure

Khalili, Siamak

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p. 142-144

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Hausdorff Dimension and Gaussian Fields

Adler, Robert J.

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p. 145-151

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Last Exit Times from the Boundary of a Continuous Time Markov Chain

Chamberlain, Michael W.

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p. 152-156

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An Unexpected Expectation

Simons, Gordon

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p. 157-158

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Joint Orders in Comparative Probability

Kaplan, Michael ; Fine, Terrence L.

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p. 161-179

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Conversion of Semimarkov Processes to Chung Processes

Cinlar, Erhan

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p. 180-199

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Estimation of a Mixing Distribution Function

Blum, J. R. ; Susarla, V.

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p. 200-209

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First Exit Times from Moving Boundaries for Sums of Independent Random Variables

Lai, Tze Leung

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p. 210-221

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Probabilities of Moderate Deviations for Some Stationary $\phi$-Mixing Processes

Ghosh, Malay ; Babu, Gutti Jogesh

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p. 222-234

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The Hausdorff Dimension of the Range of the $N$-Parameter Wiener Process

Tran, Lanh Tat

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p. 235-242

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On the Existence, Uniqueness, Convergence and Explosions of Solutions of Systems of Stochastic Integral Equations

Protter, Philip E.

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p. 243-261

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A Ratio Limit Theorem for Subterminal Times

Oman, Samuel D.

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p. 262-277

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On the Concept of Contiguity

Hall, W. J. ; Loynes, R. M.

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p. 278-282

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A Note on the Central Limit Theorem in Banach Spaces

Zinn, Joel

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p. 283-286

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Almost Sure Convergence of Generalized $U$-Statistics

Sen, Pranab Kumar

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p. 287-290

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Representations of Invariant Measures on Multitype Galton-Watson Processes

Hoppe, Fred M.

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p. 291-297

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On the Decomposition of a Subadditive Stochastic Process

Junco, Andres Del

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p. 298-302

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A Martingale Inequality for the Empirical Process

Wellner, Jon A.

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p. 303-308

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On the Individual Ergodic Theorem for $K$-Automorphisms

Blum, J. R. ; Reich, J. I.

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p. 309-314

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Notes: Correction to "Radon-Nikodym Derivatives of Gaussian Measures"

Shepp, L. A.

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p. 315-317

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A Functional Law of the Iterated Logarithm for Empirical Distribution Functions of Weakly Dependent Random Variables

Philipp, Walter

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p. 319-350

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Conditions for Sample-Continuity and the Central Limit Theorem

Hahn, Marjorie G.

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p. 351-360

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Sample-Continuity of Square-Integrable Processes

Hahn, Marjorie G. ; Klass, Michael J.

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p. 361-370

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Ergodicity Conditions for a Dissonant Voting Model

Matloff, Norman S.

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p. 371-386

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Spacing Distribution Associated with a Stationary Random Measure on the Real Line

Port, Sidney C. ; Stone, Charles J.

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p. 387-394

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Limit Properties of Random Variables Associated with a Partial Ordering of $R^d$

Steele, J. Michael

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p. 395-403

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Distribution Inequalities for the Binomial Law

Slud, Eric V.

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p. 404-412

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Optimal Replacement for Systems Governed by Markov Additive Shock Processes

Feldman, Richard M.

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p. 413-429

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Birth, Death and Conditioning of Markov Chains

Jacobsen, M. ; Pitman, J. W.

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p. 430-450

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A Correlation Inequality for Markov Processes in Partially Ordered State Spaces

Harris, T. E.

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p. 451-454

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Stable Processes: Sample Function Growth at a Last Exit Time

Monrad, Ditlev

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p. 455-462

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Can a Nonstable State Become Stable by Subordination?

Rubinovitch, Michael

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p. 463-466

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An Entrance Law which Reaches Equilibrium

Kalikow, Steven

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p. 467-469

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A Gaussian Correlation Inequality for Symmetric Convex Sets

Pitt, Loren D.

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p. 470-474

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Every Nonnegative Submartingale is the Absolute Value of a Martingale

Gilat, David

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p. 475-481

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A Probabilistic Proof of Blackwell's Renewal Theorem

Lindvall, Torgny

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p. 482-485

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Rates of Consolidation in a Selectively Neutral Migration Model

Sawyer, Stanley

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p. 486-493

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Asymptotic Behavior of Stable Measures

Acosta, Alejandro De

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p. 494-499

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Weak Convergence of the Rao-Blackwell Estimator of a Distribution Function

Bhattacharyya, B. B. ; Sen, P. K.

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p. 500-510

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Martingale Representations and Holomorphic Processes

Cairoli, R. ; Walsh, J. B.

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p. 511-521

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Applications of Duality to a Class of Markov Processes

Schwartz, Diane L.

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p. 522-532

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Entrance Laws for Markov Chains

Cox, J. Theodore

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p. 533-549

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A Problem of Two Lifts

Szasz, Domokos

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p. 550-559

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Uniformity in Stone's Decomposition of the Renewal Measure

Szasz, Domokos

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p. 560-564

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Levy Systems for Time-Changed Processes

Gzyl, Henryk

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p. 565-570

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An Independence in Brownian Motion with Constant Drift

Stern, Frederick

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p. 571-572

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Timid Play when Large Bets are Profitable

Gilat, David ; Sudderth, William

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p. 573-576

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Bonferroni Inequalities

Galambos, Janos

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p. 577-581

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Bessel Functions and the Infinite Divisibility of the Student $t$- Distribution

Ismail, Mourad E. H.

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p. 582-585

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A Strong Law for Weighted Averages of Independent, Identically Distributed Random Variables with Arbitrarily Heavy Tails

Wright, F. T. ; Platt, Ronald D. ; Robertson, Tim

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p. 586-590

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Recurrence for Products of Renewal Sequences

Letac, Gerard

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p. 591-594

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Inequalities for Conditioned Normal Approximations

Landers, D. ; Rogge, L.

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p. 595-600

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Formulas for Stopped Diffusion Processes with Stopping Times Based on the Maximum

Lehoczky, John P.

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p. 601-607

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Hausdorff Measure Properties of the Asymmetric Cauchy Processes

Pruitt, William E. ; Taylor, S. James

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p. 608-615

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On the Invariance Principle for Nonstationary Mixingales

McLeish, D. L.

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p. 616-621

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Pointwise Convergence Theorems for Self-Adjoint and Unitary Contractions

Duncan, Richard

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p. 622-626

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The Finite-Memory Secretary Problem

Rubin, H. ; Samuels, S. M.

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p. 627-635

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The Infinite Secretary Problem as the Limit of the Finite Problem

Gianini, Jacqueline

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p. 636-644

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Slowing Down $d$-Dimensional Random Walks

Erickson, K. Bruce

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p. 645-651

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Markov Systems and Their Additive Functionals

Dynkin, E. B.

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p. 653-677

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On the Uniqueness and Nonuniqueness of Proximity Processes

Gray, Lawrence ; Griffeath, David

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p. 678-692

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Convergence Rates and $r$-Quick Versions of the Strong Law for Stationary Mixing Sequences

Lai, Tze Leung

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p. 693-706

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Convergence Rates for the Isotrope Discrepancy

Stute, Winfried

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p. 707-723

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The Law of the Iterated Logarithm on Arbitrary Sequences for Stationary Gaussian Processes and Brownian Motion

Qualls, Clifford

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p. 724-739

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The Exact Hausdorff Measure of the Zero Set of Certain Stationary Gaussian Processes

Davies, P. Laurie

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p. 740-755

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Quadratic Variation of Functionals of Brownian Motion

Wang, Albert T.

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p. 756-769

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An Extension of Stochastic Integrals in the Plane

Wong, Eugene ; Zakai, Moshe

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p. 770-778

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An Inequality for Sums of Independent Random Variables Indexed by Finite Dimensional Filtering Sets and Its Applications to the Convergence of Series

Gabriel, Jean-Pierre

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p. 779-786

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Two Applications of a Poisson Approximation for Dependent Events

Kaplan, Norman

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p. 787-794

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Ergodic Theorems for the Asymmetric Simple Exclusion Process II

Liggett, Thomas M.

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p. 795-801

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A Note on Planar Brownian Motion

Wendel, J. G.

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p. 802-803

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Interpolation of Martingales

Heath, David

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p. 804-806

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On One-Dimensional Diffusions with Time Parameter Set $(-\infty, \infty)$

Cox, J. Theodore

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p. 807-813

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A Generalization of the Karlin-McGregor Theorem on Coincidence Probabilities and an Application to Clustering

Hwang, F. K.

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p. 814-817

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Equilibrium Measures for Semi-Markov Processes

McDonald, David R.

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p. 818-822

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A Square Function Inequality

Klincsek, G.

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p. 823-825

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On Complete Convergence of Distributions and Expected Values of Order Statistics

Nair, K. Aiyappan

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p. 826-827

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Reflection Groups, Generalized Schur Functions, and the Geometry of Majorization

Eaton, Morris L. ; Perlman, Michael D.

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p. 829-860

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Iterated Logarithm Laws for Asymmetric Random Variables Barely with or Without Finite Mean

Klass, Michael ; Teicher, Henry

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p. 861-874

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Martingale Invariance Principles

Hall, Peter

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p. 875-887

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Martingales with a Countable Filtering Index Set

Gabriel, J.-P.

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p. 888-898

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Stochastic Inequalities on Partially Ordered Spaces

Kamae, T. ; Krengel, U. ; O'Brien, G. L.

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p. 899-912

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Large Deviation Probabilities for Samples from a Finite Population

Robinson, J.

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p. 913-925

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A Local Limit Theorem for the Wilcoxon Rank Sum

Thorburn, Daniel

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p. 926-939

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The Order of the Normal Approximation for Linear Combinations of Order Statistics with Smooth Weight Functions

Helmers, R.

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p. 940-953

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Almost Sure Approximation of the Robbins-Monro Process by Sums of Independent Random Variables

Kersting, Gotz

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p. 954-965

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Source Coding Theorems for Stationary, Continuous-time Stochastic Processes

Pursley, Michael B. ; Gray, Robert M.

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p. 966-986

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Reconstructing the Distribution from Partial Sums of Samples

Halasz, G. ; Major, P.

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p. 987-998

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An Improved Upper Bound for Standard $p$-Functions

Joshi, V. M.

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p. 999-1003

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Edgeworth Expansions for Integrals of Smooth Functions

Hipp, C.

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p. 1004-1011

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Supports of Infinitely Divisible Measures on Hilbert Space

Brockett, Patrick L.

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p. 1012-1017

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A Counterexample in the Approximation Theory of Random Summation

Landers, Dieter ; Rogge, Lothar

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p. 1018-1023

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The Sample Function Continuity of Stochastic Integrals in the Plane

Wong, Eugene ; Zakai, Moshe

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p. 1024-1027

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Some Asymptotic Results for Occupancy Problems

Holst, Lars

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p. 1028-1035

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Families of Sample Means Converge Slowly

Steele, J. Michael

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p. 1036-1038

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On the Individual Ergodic Theorem for Subsequences

Reich, Jakob I.

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p. 1039-1046

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Review: H. Dym, H. P. McKean, Gaussian Processes, Function Theory and the Inverse Spectral Problem

Marcus, Michael B.

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p. 1047-1051

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