Sommaire du Fascicule no. 4

Acknowledgment of Priority: The Central Limit Theorem for Markov Chains

Kurtz, Thomas G.

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Correction: Correction to "Sojourns and Extremes of Gaussian Processes"

Berman, Simeon M.

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Large Deviations for a General Class of Random Vectors

Ellis, Richard S.

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p. 1-12

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Functional Law of the Iterated Logarithm and Uniform Central Limit Theorem for Partial-Sum Processes Indexed by Sets

Bass, Richard F. ; Pyke, Ronald

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p. 13-34

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A Note on the Law of Iterated Logarithm for Weighted Sums of Random Variables

Stadtmuller, Ulrich

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p. 35-44

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Approximate Local Limit Theorems for Laws Outside Domains of Attraction

Griffin, Philip S. ; Jain, Naresh C. ; Pruitt, William E.

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p. 45-63

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Asymptotic Behavior of the Local Time of a Recurrent Random Walk

Jain, Naresh C. ; Pruitt, William E.

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p. 64-85

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A Local Time Analysis of Intersections of Brownian Paths in the Plane

Geman, Donald ; Horowitz, Joseph ; Rosen, Jay

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p. 86-107

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Self-Intersections of Random Fields

Rosen, Jay

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p. 108-119

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Extrapolation and Moving Average Representation for Stationary Random Fields and Beurling's Theorem

Soltani, A. Reza

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p. 120-132

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Almost Sure Convergence of Multiparameter Martingales for Markov Random Fields

Follmer, Hans

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p. 133-140

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A Functional Central Limit Theorem for Weakly Dependent Sequences of Random Variables

Herrndorf, Norbert

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p. 141-153

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On the Influence of Extremes on the Rate of Convergence in the Central Limit Theorem

Hall, Peter

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p. 154-172

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Gittins Indices in the Dynamic Allocation Problem for Diffusion Processes

Karatzas, Ioannis

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p. 173-192

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A Non-Clustering Property of Stationary Sequences

Zaman, Arif

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p. 193-203

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A Simple Development of the Thouvenot Relative Isomorphism Theory

Kieffer, John C.

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p. 204-211

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Tree Algorithms for Unbiased Coin Tossing with a Biased Coin

Stout, Quentin F. ; Warren, Bette

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p. 212-222

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Urn Models for Markov Exchangeability

Zaman, Arif

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p. 223-229

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On the Bell-Shape of Stable Densities

Gawronski, Wolfgang

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p. 230-242

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Weak Convergence of the Weighted Empirical Quantile Process in $L^2(0, 1)$

Mason, David M.

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p. 243-255

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A Note on the Behavior of Sample Statistics when the Population Mean is Infinite

Chen, Jeesen ; Rubin, Herman

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p. 256-261

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Characteristic Functions of Means of Distributions Chosen from a Dirichlet Process

Yamato, Hajime

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p. 262-267

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A Strong Law of Large Numbers for Partial-Sum Processes Indexed by Sets

Bass, Richard F. ; Pyke, Ronald

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p. 268-271

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An Alternate Proof of a Correlation Inequality of Harris

Cox, J. Theodore

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p. 272-273

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Correlated Random Walks

Bender, Edward A. ; Richmond, L. Bruce

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p. 274-278

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On Marcinkiewicz SLLN in Banach Spaces

Korzeniowski, Andrzej

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p. 279-280

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The Stability of Large Random Matrices and Their Products

Cohen, Joel E. ; Newman, Charles M.

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p. 283-310

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Probabilistic Solution of the Dirichlet Problem for Biharmonic Functions in Discrete Space

Vanderbei, R. J.

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p. 311-324

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Derivation of the Hydrodynamical Equation for the Zero-Range Interaction Process

Andjel, Enrique D. ; Kipnis, Claude

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p. 325-334

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The Bounded Law of the Iterated Logarithm for the Weighted Empirical Distribution Process in the Non-I.I.D. Case

Marcus, Michael B. ; Zinn, Joel

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p. 335-360

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The Oscillation Behavior of Empirical Processes: The Multivariate Case

Stute, Winfried

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p. 361-379

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The Minimal Growth Rate of Partial Maxima

Klass, Michael J.

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p. 380-389

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Convergence of Sums of Mixing Triangular Arrays of Random Vectors with Stationary Rows

Samur, Jorge D.

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p. 390-426

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On the Probability of Large Deviations in Banach Spaces

Bolthausen, E.

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p. 427-435

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The Supremum of a Particular Gaussian Field

Adler, Robert J.

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p. 436-444

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On the Quadratic Variation of Two-Parameter Continuous Martingales

Nualart, D.

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p. 445-457

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A Martingale Approach to the Law of Large Numbers for Weakly Interacting Stochastic Processes

Oelschlager, Karl

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p. 458-479

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A Central Limit Problem in Random Evolutions

Watkins, Joseph C.

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p. 480-513

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Central Limit Theorems for Associated Random Variables and the Percolation Model

Cox, J. Theodore ; Grimmett, Geoffrey

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p. 514-528

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Recurrence and Transience Criteria for Random Walk in a Random Environment

Key, Eric S.

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p. 529-560

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A Renewal Theorem of Blackwell Type

Embrechts, Paul ; Maejima, Makoto ; Omey, Edward

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p. 561-570

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Limit Laws for the Maximum of Weighted and Shifted I.I.D. Random Variables

Daley, D. J. ; Hall, Peter

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p. 571-587

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Asymptotically Balanced Functions and Stochastic Compactness of Sample Extremes

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

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p. 588-608

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On the Mean Convergence of the Best Linear Interpolator of Multivariate Stationary Stochastic Processes

Pourahmadi, Mohsen

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p. 609-614

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On the Cadlaguity of Random Measures

Adler, Robert J. ; Feigin, Paul D.

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p. 615-630

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Conditioned Limit Theorems and Heavy Traffic

Hooghiemstra, G. ; Kennedy, D. P.

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p. 631-634

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A Note on the Rate of Convergence in the Martingale Central Limit Theorem

Haeusler, Erich

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p. 635-639

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Some Remarks About the Convolution of Unimodal Functions

Uhrin, Bela

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p. 640-645

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Boundary Value Problems and Sharp Inequalities for Martingale Transforms

Burkholder, D. L.

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p. 647-702

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Synonymity, Generalized Martingales, and Subfiltration

Hoover, Douglas N.

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p. 703-713

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Two Operational Characterizations of Cooptional Times

Jacobsen, Martin

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p. 714-725

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Convergence and Existence of Random Set Distributions

Norberg, Tommy

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p. 726-732

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Almost Sure Equiconvergence of Conditional Expectations

Mukerjee, H. G.

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p. 733-741

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Equilibrium Fluctuations of Stochastic Particle Systems: The Role of Conserved Quantities

Brox, Th. ; Rost, H.

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p. 742-759

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The Hydrodynamical Behavior of the Coupled Branching Process

Greven, Andreas

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p. 760-767

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Sanov Property, Generalized $I$-Projection and a Conditional Limit Theorem

Csiszar, Imre

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p. 768-793

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Normal Approximations to Sums of Scores Based on Occupancy Numbers

Quine, M. P. ; Robinson, J.

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p. 794-804

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Runs in $m$-Dependent Sequences

Janson, Svante

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p. 805-818

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Trivariate Density of Brownian Motion, Its Local and Occupation Times, with Application to Stochastic Control

Karatzas, Ioannis ; Shreve, Steven E.

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p. 819-828

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Temps de Sejour et Oscillation du Mouvement Brownien au Voisinage de la Sphere Euclidienne

Goldman, A.

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p. 829-842

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Bad Rates of Convergence for the Central Limit Theorem in Hilbert Space

Rhee, WanSoo ; Talagrand, Michel

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p. 843-850

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On the Law of Large Numbers in 2-Uniformly Smooth Banach Spaces

Heinkel, Bernard

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p. 851-857

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Additive Processes on Nuclear Spaces

Ustunel, A. S.

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p. 858-868

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Exponential Approximations for Two Classes of Aging Distributions

Brown, Mark ; Ge, Guangping

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p. 869-875

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Approximations to Optimal Stopping Rules for Exponential Random Variables

Martinsek, Adam T.

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p. 876-881

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A Unified Approach to a Class of Best Choice Problems with an Unknown Number of Options

Bruss, F. Thomas

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p. 882-889

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Asymptotic Bayesian Estimation of a First Order Equation with Small Diffusion

Hijab, Omar

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p. 890-902

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Convexity and Large Deviations

Ney, Peter

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p. 903-906

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The Finite Mean LIL Bounds are Sharp

Klass, Michael J.

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p. 907-911

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An Example on the Central Limit Theorem for Associated Sequences

Herrndorf, Norbert

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p. 912-917

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On the Convergence of Spectral Densities of Arrays of Weakly Stationary Processes

Falk, M.

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p. 918-921

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Randomly Started Signals with White Noise

Davis, Burgess ; Monroe, Itrel

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p. 922-925

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Correction: Correction to "High Density Limit Theorems for Infinite Systems of Unscaled Branching Brownian Motions"

Gorostiza, Luis G.

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p. 926-927

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Some Limit Theorems for Empirical Processes

Gine, Evarist ; Zinn, Joel

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p. 929-989

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Some Limit Theorems for Empirical Processes: Discussion of the Paper of Professors Gine and Zinn

Alexander, Kenneth S. ; Dudley, R. M. ; Gaenssler, Peter ; Philipp, Walter ; Pollard, David ; Pyke, Ronald ; Stute, Winfried

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p. 990-998

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Oriented Percolation in Two Dimensions

Durrett, Richard

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p. 999-1040

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Probability Inequalities for Empirical Processes and a Law of the Iterated Logarithm

Alexander, Kenneth S.

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p. 1041-1067

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A Limit Theorem for $N_{0n}/n$ in First-Passage Percolation

Zhang, Yu ; Zhang, Yi Ci

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p. 1068-1076

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On Diffusion Processes and Their Semigroups in Hilbert Spaces with an Application to Interacting Stochastic Systems

Leha, G. ; Ritter, G.

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p. 1077-1112

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Conditional Markov Renewal Theory I. Finite and Denumerable State Space

Lalley, S. P.

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p. 1113-1148

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Strong Approximation of Extended Renewal Processes

Horvath, Lajos

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p. 1149-1166

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Asymptotic Normality, Strong Mixing and Spectral Density Estimates

Rosenblatt, M.

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p. 1167-1180

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Strong Limit Theorems for Maximal Spacings from a General Univariate Distribution

Deheuvels, Paul

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p. 1181-1193

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A Spectral Representation for Max-stable Processes

Haan, L. De

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p. 1194-1204

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Ordered Prime Divisors of a Random Integer

Lloyd, Stuart P.

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p. 1205-1212

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Comparison of Threshold Stop Rules and Maximum for Independent Nonnegative Random Variables

Samuel-Cahn, Ester

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p. 1213-1216

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Elliptical Symmetry and Characterization of Operator-Stable and Operator Semi-stable Measures

Luczak, A.

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p. 1217-1223

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A Characterization of Orthogonal Transition Kernels

Weis, Lutz W.

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p. 1224-1227

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