Sommaire du Fascicule no. 4

Correction: The Natural Median

Landers, D. ; Rogge, L.

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Sojourns and Extremes of Stationary Processes

Berman, Simeon M.

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p. 1-46

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Laplace's Method for Gaussian Integrals with an Application to Statistical Mechanics

Ellis, Richard S. ; Rosen, Jay S.

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p. 47-66

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A Stability Criterion for Attractive Nearest Neighbor Spin Systems on $\mathbb{Z}$

Gray, Lawrence ; Griffeath, David

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p. 67-85

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The Oscillation Behavior of Empirical Processes

Stute, Winfried

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p. 86-107

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Properties of the Empirical Distribution Function for Independent Non- Identically Distributed Random Vectors

van Zuijlen, Martien C. A.

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p. 108-123

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Asymptotic Behaviour of Symmetric Polynomial Statistics

Mori, T. F. ; Szekely, G. J.

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p. 124-131

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Intersections of Traces of Random Walks with Fixed Sets

Ruzsa, I. Z. ; Szekely, G. J.

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p. 132-136

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The Asymptotic Distribution of the Strength of a Series-Parallel System with Equal Load-Sharing

Smith, Richard L.

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p. 137-171

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Functional Limit Theorems for Extreme Values of Arrays of Independent Random Variables

Serfozo, Richard

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p. 172-177

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Almost Sure Approximations to the Robbins-Monro and Kiefer-Wolfowitz Processes with Dependent Noise

Ruppert, David

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p. 178-187

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Channel Entropy and Primitive Approximation

Neuhoff, David L. ; Shields, Paul C.

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p. 188-198

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Additive Amarts

Edgar, G. A.

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p. 199-206

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The Spectral Decomposition of a Diffusion Hitting Time

Kent, John T.

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p. 207-219

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The Proportion of Brownian Sojourn Outside a Moving Boundary

Uchiyama, Kohei

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p. 220-233

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On the Integral of the Absolute Value of the Pinned Wiener Process

Shepp, L. A.

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p. 234-239

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The Integral of the Absolute Value of the Pinned Wiener Process-- Calculation of Its Probability Density by Numerical Integration

Rice, S. O.

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p. 240-243

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A New Proof of Spitzer's Result on the Winding of Two Dimensional Brownian Motion

Durrett, Richard

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p. 244-246

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On a Conjecture in Geometric Probability Regarding Asymptotic Normality of a Random Simplex

Mathai, A. M.

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p. 247-251

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On the Convergence of the Empiric Age Distribution for One Dimensional Supercritical Age Dependent Branching Processes

Kuczek, Thomas

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p. 252-258

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A Class of Multivariate New Better Than Used Distributions

Marshall, Albert W. ; Shaked, Moshe

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p. 259-264

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Closure of Phase Type Distributions Under Operations Arising in Reliability Theory

Assaf, David ; Levikson, Benny

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p. 265-269

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On the Unimodality of High Convolutions

Brockett, Patrick L. ; Kemperman, J. H. B.

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p. 270-277

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Propagation of Singularities in the Brownian Sheet

Walsh, John B.

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p. 279-288

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The Two-Parameter Brownian Bridge: Kolmogorov Inequalities and Upper and Lower Bounds for the Distribution of the Maximum

Cabana, Enrique M. ; Wschebor, Mario

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p. 289-302

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Another Version of Strassen's Log Log Law with an Application to Approximate Upper Functions of a Gaussian Process with a Positive Index

Kono, Norio

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p. 303-319

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A Law of the Iterated Logarithm for Double Arrays of Independent Random Variables with Applications to Regression and Time Series Models

Lai, Tze Leung ; Wei, Ching Zong

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p. 320-335

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Comparisons of Stop Rule and Supremum Expectations of I.I.D. Random Variables

Hill, T. P. ; Kertz, Robert P.

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p. 336-345

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Invariance Principles in Probability for Triangular Arrays of $B$-Valued Random Vectors and Some Applications

de Acosta, Alejandro

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p. 346-373

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On the Rate of Convergence in the Weak Law of Large Numbers

Hall, Peter

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p. 374-381

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Limit Points of $\{n^{-1/\alpha}S_n\}$

Mijnheer, Joop

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p. 382-395

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Local Limit Theorems for Sample Extremes

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

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p. 396-413

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A Law of the Logarithm for Kernel Density Estimators

Stute, Winfried

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p. 414-422

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Cramer Type Large Deviations for Linear Combinations of Order Statistics

Vandemaele, M. ; Veraverbeke, N.

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p. 423-434

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An Extension of the Stochastic Integral

Berger, Marc A. ; Mizel, Victor J.

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p. 435-450

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Stochastic Equations of Hyperbolic Type and a Two-Parameter Stratonovich Calculus

Hajek, Bruce

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p. 451-463

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Renewal Theory for Sampling Without Replacement

Neyman, Abraham

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p. 464-481

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Critical Multitype Branching Processes

Holte, John M.

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p. 482-495

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Positively Correlated Normal Variables are Associated

Pitt, Loren D.

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p. 496-499

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Edgeworth Expansions and Smoothness

Bickel, P. J. ; Robinson, J.

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p. 500-503

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Minimax Linear Smoothing for Capacities

Poor, H. Vincent

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p. 504-507

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Percolation Theory

Wierman, John C.

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p. 509-524

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Invariant Measures for the Zero Range Process

Andjel, Enrique Daniel

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p. 525-547

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Optimal Triangulation of Random Samples in the Plane

Steele, J. Michael

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p. 548-553

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Wandering Random Measures in the Fleming-Viot Model

Dawson, Donald A. ; Hochberg, Kenneth J.

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p. 554-580

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Large Deviations for Boundary Crossing Probabilities

Siegmund, D.

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p. 581-588

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On Strongly Unimodal Infinitely Divisible Distributions

Yamazato, Makoto

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p. 589-601

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Operator-Stable Laws: Multiple Exponents and Elliptical Symmetry

Holmes, J. P. ; Hudson, William N. ; Mason, J. David

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p. 602-612

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On the Increments of Wiener and Related Processes

Revesz, P.

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p. 613-622

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On the Existence of Natural Rate of Escape Functions for Infinite Dimensional Brownian Motions

Cox, Dennis D.

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p. 623-638

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Limit Theorems and Inequalities for the Uniform Empirical Process Indexed by Intervals

Shorack, Galen R. ; Wellner, Jon A.

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p. 639-652

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On Limiting Distributions of Intermediate Order Statistics from Stationary Sequences

Watts, Vernon ; Rootzen, Holger ; Leadbetter, M. R.

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p. 653-662

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A Berry-Esseen Bound for an Occupancy Problem

Quine, M. P. ; Robinson, J.

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p. 663-671

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Exact Convergence Rates in Some Martingale Central Limit Theorems

Bolthausen, E.

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p. 672-688

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Almost Sure Invariance Principles for Weakly Dependent Vector-Valued Random Variables

Dehling, Herold ; Philipp, Walter

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p. 689-701

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Decoupling Inequalities for Stationary Gaussian Processes

Klein, Abel ; Landau, Lawrence J. ; Shucker, David S.

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p. 702-708

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A Generalization of Stochastic Integration with Respect to Semimartingales

Emery, M.

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p. 709-727

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A Limit Theorem for Slowly Increasing Occupation Times

Kasahara, Yuji

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p. 728-736

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The Maximum Term and First Passage Times for Autoregressions

Finster, Mark

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p. 737-744

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Optimal Stopping on Autoregressive Schemes

Finster, Mark

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p. 745-753

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Laws of Large Numbers for Sums of Extreme Values

Mason, David M.

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p. 754-764

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Some Concepts of Negative Dependence

Block, Henry W. ; Savits, Thomas H. ; Shaked, Moshe

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p. 765-772

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On the Identifiability of Multivariate Life Distribution Functions

Langberg, Naftali A. ; Shaked, Moshe

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p. 773-779

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Some Results on Distributions Arising From Coin Tossing

Reich, Jakob I.

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p. 780-786

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When Do Weighted Sums of Independent Random Variables have a Density--Some Results and Examples

Reich, Jakob I.

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p. 787-798

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On Upper and Lower Bounds for the Variance of a Function of a Random Variable

Cacoullos, Theophilos

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p. 799-809

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Joint Continuity of Gaussian Local Times

Cuzick, Jack ; DuPreez, Johannes P.

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p. 810-817

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Continuity of Gaussian Local Times

Cuzick, Jack

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p. 818-823

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The XYZ Conjecture and the FKG Inequality

Shepp, L. A.

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p. 824-827

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Conditional Generalizations of Strong Laws Which Conclude the Partial Sums Converge Almost Surely

Hill, T. P.

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p. 828-830

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On a General Asymptotic Independence Result in Statistics

Bergman, Bo

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p. 831-837

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A Renewal Theorem for an Urn Model

Sen, Pranab Kumar

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p. 838-843

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On the Expansion for Expected Sample Size in Non-Linear Renewal Theory

Hagwood, Charles ; Woodroofe, Michael

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p. 844-848

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Structure of a Class of Operator-Selfdecomposable Probability Measures

Jurek, Zbigniew J.

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p. 849-856

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Stable Laws of Index $2^{-n}$

Mitra, S. S.

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p. 857-859

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Probabilistic Version of a Curvature Formula

Drobot, Vladimir

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p. 860-862

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A Log Log Law for Maximal Uniform Spacings

Devroye, Luc

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p. 863-868

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Rates of Escape of Random Walks

Griffin, Philip S.

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p. 869-871

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Bayes Estimators and Ergodic Decomposability with an Application to Cox Processes

Glotzl, E. ; Wakolbinger, A.

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p. 872-876

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A Note on Conditional Distributions and Orthogonal Measures

Gardner, R. J.

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p. 877-878

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Orthogonal Measures: An Example

Maharam, Dorothy

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p. 879-880

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Critical Phenomena for Spitzer's Reversible Nearest Particle Systems

Griffeath, David ; Liggett, Thomas M.

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p. 881-895

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Spatial Growth of a Branching Process of Particles Living in $\mathbb{R}^d$

Uchiyama, Kohei

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p. 896-918

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A Central Limit Theorem for $k$-Means Clustering

Pollard, David

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p. 919-926

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Limit Theorems for Some Random Variables Associated with Urn Models

Flatto, L.

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p. 927-934

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Moments and Error Rates of Two-Sided Stopping Rules

Martinsek, Adam T.

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p. 935-941

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Renewal Theory for Markov Chains on the Real Line

Keener, Robert W.

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p. 942-954

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A Lower Bound of the Asymptotic Behavior of Some Markov Processes

Chiang, Tzuu-Shuh

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p. 955-967

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Invariance Principles for Mixing Sequences of Random Variables

Peligrad, Magda

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p. 968-981

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Berry-Esseen Theorems for Simple Linear Rank Statistics Under the Null- Hypothesis

Does, Ronald J. M. M.

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p. 982-991

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Limit Theorems for Estimators Based on Inverses of Spacings of Order Statistics

Hall, Peter

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p. 992-1003

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Bounds on the Rate of Convergence of Moments in the Central Limit Theorem

Hall, Peter

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p. 1004-1018

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The Expected Ratio of the Sum of Squares to the Square of the Sum

McLeish, D. L. ; O'Brien, G. L.

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p. 1019-1028

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First Hitting Time of Curvilinear Boundary by Wiener Process

Taksar, M. I.

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p. 1029-1031

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Moment and Probability Bounds with Quasi-Superadditive Structure for the Maximum Partial Sum

Moricz, F. A. ; Serfling, R. J. ; Stout, W. F.

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p. 1032-1040

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Finite Markov Chains in Stationary Random Environments

Nawrotzki, Kurt

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p. 1041-1046

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On the Central Limit Theorem for Stationary Mixing Random Fields

Bolthausen, E.

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p. 1047-1050

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Some Characterizations of Strong Laws for Linear Functions of Order Statistics

Mason, David M.

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p. 1051-1057

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Strong Limiting Bounds for Maximal Uniform Spacings

Deheuvels, Paul

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p. 1058-1065

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Generalization and Application of a Result of C. C. Heyde

Michel, R.

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p. 1066-1068

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A Limit Theorem on a Subcritical Galton-Watson Process with Immigration

Venkataraman, K. N. ; Nanthi, K.

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p. 1069-1074

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Some Limit Theorems on a Supercritical Simple Galton-Watson Process

Venkataraman, K. N. ; Nanthi, K.

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p. 1075-1078

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Some Limit Theorems on Reversed Brownian Motion

Wu, Rong

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p. 1079-1084

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Martingales with Given Convex Image

Prinz, P.

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p. 1085-1087

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Multiplicative Decomposition of Non-Singular Matrix Valued Continuous Semimartingales

Karandikar, Rajeeva L.

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p. 1088-1091

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