Sommaire du Fascicule no. 6

Note: Correction to "Levy Random Measures"

Karr, Alan F.

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Note: Correction to "Some Remarks on a Mixing Condition"

Rosenblatt, Murray

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Gaussian and their Subordinated Self-similar Random Generalized Fields

Dobrushin, R. L.

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p. 1-28

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Approximation Thorems for Independent and Weakly Dependent Random Vectors

Berkes, Istvan ; Philipp, Walter

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p. 29-54

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An Improvement of Strassen's Invariance Principle

Major, P.

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p. 55-61

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Envelopes of Vector Random Processes and Their Crossing Rates

Veneziano, Daniele

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p. 62-74

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Some Stability Results for Vector Values Random Variables

Kuelbs, J. ; Zinn, Joel

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p. 75-84

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Laws of Large Numbers for $D\lbrack0, 1\rbrack$

Daffer, Peter Z. ; Taylor, Robert L.

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p. 85-95

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Sign Changes of the Difference of Convex Functions and their Application to Large Deviation Rates

Lynch, James

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p. 96-108

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A strong Law for Variables Indexed by a Partially Ordered Set with Applications to Isotone Regression

Wright, F. T.

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p. 109-127

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Lower Bounds for Nonlinear Prediction Error in Moving Average Processes

Kanter, Marek

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p. 128-138

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Pointwise Ergodicity of the Basic Contact Process

Griffeath, David

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p. 139-142

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A Relation between Brownian Bridge and Brownian Excursion

Vervaat, Wim

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p. 143-149

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Laws of Large Numbers for Tight Random Elements in Normed Linear Spaces

Taylor, R. L. ; Wei, Duan

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p. 150-155

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A Strong Law of Large Numbers for Subsequences of Random Elements in Separable Banach Spaces

Bozorgnia, A. ; Rao, M. Bhaskara

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p. 156-158

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Continous Versions of Regular Conditional Distributions

Zabell, Sandy

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p. 159-165

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A Functional Relationship between the Different $r$-means for Indicator Functions

Landers, D. ; Rogge, L.

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p. 166-169

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Some Remarks on a Mixing Condition

Rosenblatt, M.

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p. 170-172

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Maximum in the Levy-Baxter Theorem for Gaussian Random Fields

Kawada, Takayuki

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p. 173-178

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Conditional Expectation and Ordering

de Jonge, Ep

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p. 179-183

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An Inequality in $p$-Functions

Mountford, David

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p. 184-185

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An Inverse Balayage problem for Brownian Motion

Karr, A. F. ; Pittenger, A. O.

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p. 186-191

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Empirical Processes: A Survey of Results for Independent and Identically Distributed Random Variables

Gaenssler, Peter ; Stute, Winfried

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p. 193-243

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Excursions of a Markov Process

Getoor, R. K.

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p. 244-266

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Hammersley's Law for the Van Der Corput Sequence: An Instance of Probability Theory for Pseudorandom Numbers

del Junco, A. ; Steele, J. Michael

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p. 267-275

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A Comparison of Stochastic Integrals

Protter, Philip

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p. 276-289

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Stochastic Compactness of Sample Extremes

de Haan, Laurens ; Ridder, Geert

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p. 290-303

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Extended Renewal Theory and Moment Convergence in Anscombe's Theorem

Chow, Y. S. ; Hsiung, Chao A. ; Lai, T. L.

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p. 304-318

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On the Lower Tail of Gaussian Seminorms

Hoffmann-Jorgensen, J. ; Shepp, L. A. ; Dudley, R. M.

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p. 319-342

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Multivariate Shock Models for Distributions with Increasing Hazard Rate Average

Marshall, Albert W. ; Shaked, Moshe

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p. 343-358

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Multivariate Distributions with Increasing Hazard Rate Average

Esary, J. D. ; Marshall, A. W.

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p. 359-370

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On the Skorokhod Representation Approch to Martingale Invariance Principles

Hall, Peter

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p. 371-376

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An Alternate Proof of a Theorem of Kesten Concerning Markov Random Fields

Cox, J. Theodore

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p. 377-378

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Multivalued State Component Systems

Ross, Sheldon M.

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p. 379-383

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Prediction Processes and an Autonomous Germ-Markov Property

Knight, Frank B.

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p. 385-405

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Infinite Divisibility in Stochastic Processes

Miller, H. D.

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p. 406-417

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Renormalizing the 3-Dimensional Voter Model

Bramson, Maury ; Griffeath, David

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p. 418-432

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Existence of Independent Complements in Regular Conditional Probability Spaces

Ramachandran, D.

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p. 433-443

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Perfect Mixtures of Perfect Measures

Ramachandran, D.

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p. 444-452

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Maxima and Minima of Stationary Sequences

Davis, Richard A.

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p. 453-460

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On Stationary Strategies for Absolutely Continuous Houses

Dubins, Lester E. ; Sudderth, William D.

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p. 461-476

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Local Sample Path Properties of Gaussian Fields

Pitt, Loren D. ; Tran, Lanh Tat

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p. 477-493

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Infinitely Divisible Distributions with Unimodal Levy Spectral Functions

O'Connor, Thomas A.

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p. 494-499

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A Central Limit Theorem for Piecewise Monotonic Mappings of the Unit Interval

Wong, Sherman

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p. 500-514

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Time-dependent Functions of Brownian Motion that are Markovian

Wang, Albert T.

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p. 515-525

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A Local Limit Theorem for Large Deviations of Sums of Independent, Nonidentically Distributed Random Variables

McDonald, David

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p. 526-531

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The Range of Levy's $N$-Parameter Brownian Motion in $d$-Space

Tran, Lanh Tat

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p. 532-536

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Further Results on One-dimensional Diffusions with Time Parameter set S(- \infty, \infty)$

Cox, J. Theodore

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p. 537-542

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Note on the Ray-Knight Compactification

Glover, Joseph

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p. 543-546

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Lower Bounds for the Multivariate Normal Mills' Ratio

Steck, George P.

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p. 547-551

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Large Deviation Theorems for Empirical Probability Measures

Groeneboom, P. ; Oosterhoff, J. ; Ruymgaart, F. H.

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p. 553-586

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Large Deviations of the Sample Mean in General Vector Spaces

Bahadur, R. R. ; Zabell, S. L.

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p. 587-621

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Limit theorems for Absorption Times of Genetic Models

Ethier, S. N.

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p. 622-638

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Strong Ratio Limit Theorems for $\phi$-Recurrent Markov Chains

Nummelin, E.

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p. 639-650

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Asymptotic Coverage Distributions on the Circle

Siegel, Andrew F.

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p. 651-661

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Asymptotic Independence in the Multivariate Central Limit Theorem

Hudson, William N. ; Tucker, Howard G.

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p. 662-671

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First Exit Time of a Random Walk from the Bounds $f(n) \pm cg(n)$, with Applications

Lai, T. L. ; Wijsman, R. A.

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p. 672-692

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The Carrying Dimension of a Stochastic Measure Diffusion

Dawson, Donald A. ; Hochberg, Kenneth J.

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p. 693-703

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On the Zero-one Law for Exchangeable Events

Aldous, David ; Pitman, Jim

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p. 704-723

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A New Mixing Condition for Stationary Gaussian Processes

Mittal, Yashaswini

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p. 724-730

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How Big are the Increments of a Wiener Process?

Csorgo, M. ; Revesz, P.

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p. 731-737

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The Almost Sure Stability of Quadratic Forms

Wilmesmeier, James M. ; Wright, F. T.

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p. 738-743

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Large Deviations of Sums of Independent Random Variables

Nagaev, S. V.

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p. 745-789

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Approximations of the Empirical Process when Parameters are Estimated

Burke, M. D. ; Csorgo, M. ; Csorgo, S. ; Revesz, P.

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p. 790-810

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Persistently Optimal Plans for Nonstationary Dynamic Programming: The Topology of Weak Convergence Case

Kertz, Robert P. ; Nachman, David C.

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p. 811-826

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Allocations of Probability

Shafer, Glenn

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p. 827-839

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Algorithms for Linear Interpolator and Interpolation Error for Minimal Stationary Stochastic Processes

Salehi, H.

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p. 840-846

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The Tail $\sigma$-Field of Time-Homogeneous One-Dimensional Diffussion Process

Rosler, Uwe

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p. 847-857

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A Sharp Inequality for Martingale Transforms

Burkholder, D. L.

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p. 858-863

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The Brownian Escape Process

Getoor, R. K.

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p. 864-867

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On the Tail Behaviour of Record-Time Distributions in a Random Record Process

Westcott, Mark

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p. 868-873

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Large Deviations of Functions of Markovian Transitions and Mathematical Programming Duality

Kim, Geung-Ho ; David, H. T.

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p. 874-881

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Estimation of a Convex Real Parameter of an Unknown Information Source

Kieffer, John C.

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p. 882-886

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On Linearity of $s$-Predictors

Lander, Dieter ; Rogge, Lothar

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p. 887-892

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Discrete Analogues of Self-Decomposability and Stability

Steutel, F. W. ; van Harn, K.

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p. 893-899

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Multiple Coverage of the Line

Glaz, Joseph ; Naus, Joseph

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p. 900-906

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Note on a Square Function Inequality

Pittenger, A. O.

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p. 907-908

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Corrections to "Central Limit Theorems for Empirical Measures"

Dudley, R. M.

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p. 909-911

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Brownian Motion and Analytic Functions

Davis, Burgess

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p. 913-932

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Temps D'Arret Optimal, Quasi-Temps D'Arret et Retournement du Temps

Bismut, Jean-Michel

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p. 933-964

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A General Result on Infinite Divisibility

Bondesson, Lennart

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p. 965-979

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On the Multivariate Law of the Iterated Logarithm

Berning, John A.

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p. 980-988

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Robustness of Estimators on Stationary Observations

Papantoni-Kazakos, P. ; Gray, Robert M.

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p. 989-1002

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Uniform Local Behavior of Stable Subordinators

Fristedt, Bert

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p. 1003-1013

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On the Shape of a Random String

Durrett, Richard

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p. 1014-1027

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Conjugate $\Pi$-Variation and Process Inversion

de Haan, L. ; Resnick, S. I.

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p. 1028-1035

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An Almost Sure Invariance Principle for the Partial Sums of Infima of Independent Random Variables

Hebda-Grabowska, H. ; Szynal, D.

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p. 1036-1045

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Conditional Distributions as Derivatives

Pfanzagl, P.

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p. 1046-1050

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A Martingale Inequality for the Square and Maximal Functions

Chen, Louis H. Y.

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p. 1051-1055

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Martingales with Given Absolute Value

Protter, P. ; Sharpe, M. J.

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p. 1056-1058

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On the Integrability of $\sup|S_n/n|$ for Subsequences

Gut, Allan

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p. 1059-1065

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Asymptotic Normality of Sum-Functions of Spacings

Holst, Lars

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p. 1066-1072

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On an Analogue of Komlos' Theorem for Strategies

Halevy, Avner ; Rao, M. Bhaskara

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p. 1073-1077

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Rapidly Growing Random Walks and an Associated Stopping Time

Teicher, Henry

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p. 1078-1081

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A Reliability Growth Model Involving Dependent Components

Langberg, N. A. ; Proschan, F.

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p. 1082-1087

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Markov-Dependent $\sigma$-Fields and Conditional Expectations

Isaac, Richard

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p. 1088-1091

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Extension of the Darling and Erdos Theorem on the Maximum of Normalized Sums

Shorack, Galen R.

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p. 1092-1096

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