Sommaire du Fascicule no. 4

Sample Path Properties of Self-Similar Processes with Stationary Increments

Vervaat, Wim

Text on Project Euclid
PDF
Alt PDF
p. 1-27

Project Euclid
Self-Similar Processes with Stationary Increments Generated by Point Processes

O'Brien, George L. ; Vervaat, Wim

Text on Project Euclid
PDF
Alt PDF
p. 28-52

Project Euclid
Symmetric Exclusion Processes: A Comparison Inequality and a Large Deviation Result

Arratia, Richard

Text on Project Euclid
PDF
Alt PDF
p. 53-61

Project Euclid
Invariant Measures and Long Time Behaviour of the Smoothing Process

Andjel, Enrique D.

Text on Project Euclid
PDF
Alt PDF
p. 62-71

Project Euclid
Rapid Convergence to Equilibrium in One Dimensional Stochastic Ising Models

Holley, Richard

Text on Project Euclid
PDF
Alt PDF
p. 72-89

Project Euclid
On the Lower Bound of Large Deviation of Random Walks

Chiang, Tzuu-Shuh

Text on Project Euclid
PDF
Alt PDF
p. 90-96

Project Euclid
Large Deviation Local Limit Theorems for Arbitrary Sequences of Random Variables

Chaganty, Narasinga R. ; Sethuraman, J.

Text on Project Euclid
PDF
Alt PDF
p. 97-114

Project Euclid
Cramer Type Large Deviations for Generalized Rank Statistics

Seoh, Munsup ; Ralescu, Stefan S. ; Puri, Madan L.

Text on Project Euclid
PDF
Alt PDF
p. 115-125

Project Euclid
Second-Order Approximations to the Density, Mean and Variance of Brownian First-Exit Times

Jennen, Christel

Text on Project Euclid
PDF
Alt PDF
p. 126-144

Project Euclid
A Representation for the Intersection Local Time of Brownian Motion in Space

Rosen, Jay

Text on Project Euclid
PDF
Alt PDF
p. 145-153

Project Euclid
Random Shuffles and Group Representations

Flatto, L. ; Odlyzko, A. M. ; Wales, D. B.

Text on Project Euclid
PDF
Alt PDF
p. 154-178

Project Euclid
Limit Theory for Moving Averages of Random Variables with Regularly Varying Tail Probabilities

Davis, Richard ; Resnick, Sidney

Text on Project Euclid
PDF
Alt PDF
p. 179-195

Project Euclid
On Domains of Uniform Local Attraction in Extreme Value Theory

Sweeting, T. J.

Text on Project Euclid
PDF
Alt PDF
p. 196-205

Project Euclid
On Differentiability Preserving Properties of Semigroups Associated with One-Dimensional Singular Diffusions

Okada, Norio

Text on Project Euclid
PDF
Alt PDF
p. 206-225

Project Euclid
On Series Representations for Linear Predictors

Bloomfield, Peter

Text on Project Euclid
PDF
Alt PDF
p. 226-233

Project Euclid
Best Constants in Moment Inequalities for Linear Combinations of Independent and Exchangeable Random Variables

Johnson, W. B.

Text on Project Euclid
PDF
Alt PDF
p. 234-253

Project Euclid
Branching Processes in Periodically Varying Environment

Jagers, Peter ; Nerman, Olle

Text on Project Euclid
PDF
Alt PDF
p. 254-268

Project Euclid
Universally Measurable Strategies in Zero-Sum Stochastic Games

Nowak, Andrzej S.

Text on Project Euclid
PDF
Alt PDF
p. 269-287

Project Euclid
The Existence of Regular Conditional Probabilities: Necessary and Sufficient Conditions

Faden, Arnold M.

Text on Project Euclid
PDF
Alt PDF
p. 288-298

Project Euclid
On the Unimodality of High Convolutions of Discrete Distributions

Odlyzko, A. M. ; Richmond, L. B.

Text on Project Euclid
PDF
Alt PDF
p. 299-306

Project Euclid
Convexification in Limit Laws of Random Sets in Banach Spaces

Artstein, Zvi ; Hansen, Jennie C.

Text on Project Euclid
PDF
Alt PDF
p. 307-309

Project Euclid
Conjecture: In General a Mixing Transformation is Not Two-Fold Mixing

Alpern, Steven

Text on Project Euclid
PDF
Alt PDF
p. 310-313

Project Euclid
On the Maximum of a Measure of Deviation from Independence Between Discrete Random Variables

Gilula, Zvi ; Schwarz, Gideon

Text on Project Euclid
PDF
Alt PDF
p. 314-317

Project Euclid
Reflected Diffusion Processes with Jumps

Menaldi, Jose-Luis ; Robin, Maurice

Text on Project Euclid
PDF
Alt PDF
p. 319-341

Project Euclid
On Evaluating the Donsker-Varadhan $I$-Function

Pinsky, Ross

Text on Project Euclid
PDF
Alt PDF
p. 342-362

Project Euclid
On the Convergence of Diffusion Processes Conditioned to Remain in a Bounded Region for Large Time to Limiting Positive Recurrent Diffusion Processes

Pinsky, Ross G.

Text on Project Euclid
PDF
Alt PDF
p. 363-378

Project Euclid
Some Examples of Nonlinear Diffusion Processes Having a Time-Periodic Law

Scheutzow, Michael

Text on Project Euclid
PDF
Alt PDF
p. 379-384

Project Euclid
A Central Limit Theorem for Diffusions with Periodic Coefficients

Bhattacharya, Rabi

Text on Project Euclid
PDF
Alt PDF
p. 385-396

Project Euclid
A Limit Theorem for Nonnegative Additive Functionals of Storage Processes

Yamada, Keigo

Text on Project Euclid
PDF
Alt PDF
p. 397-413

Project Euclid
Asymptotical Growth of a Class of Random Trees

Pittel, B.

Text on Project Euclid
PDF
Alt PDF
p. 414-427

Project Euclid
Noncentral Limit Theorems for Quadratic Forms in Random Variables Having Long-Range Dependence

Fox, Robert ; Taqqu, Murad S.

Text on Project Euclid
PDF
Alt PDF
p. 428-446

Project Euclid
Characterization and Domains of Attraction of $p$-Stable Random Compact Sets

Gine, Evarist ; Hahn, Marjorie G.

Text on Project Euclid
PDF
Alt PDF
p. 447-468

Project Euclid
Limiting Multivariate Distributions of Intermediate Order Statistics

Cooil, Bruce

Text on Project Euclid
PDF
Alt PDF
p. 469-477

Project Euclid
An Upper Bound on the Critical Percolation Probability for the Three- Dimensional Cubic Lattice

Campanino, M. ; Russo, L.

Text on Project Euclid
PDF
Alt PDF
p. 478-491

Project Euclid
Excursion Laws of Markov Processes in Classical Duality

Kaspi, H.

Text on Project Euclid
PDF
Alt PDF
p. 492-518

Project Euclid
Volterra Equations Driven by Semimartingales

Protter, Philip

Text on Project Euclid
PDF
Alt PDF
p. 519-530

Project Euclid
A Stochastic Integral Representation for Random Evolutions

Watkins, Joseph C.

Text on Project Euclid
PDF
Alt PDF
p. 531-557

Project Euclid
A Sample Path Proof of the Duality for Stochastically Monotone Markov Processes

Clifford, Peter ; Sudbury, Aidan

Text on Project Euclid
PDF
Alt PDF
p. 558-565

Project Euclid
Optimal Stopping of Independent Random Variables and Maximizing Prophets

Kennedy, D. P.

Text on Project Euclid
PDF
Alt PDF
p. 566-571

Project Euclid
Dependence by Total Positivity

Lee, Mei-Ling Ting

Text on Project Euclid
PDF
Alt PDF
p. 572-582

Project Euclid
Dependence by Reverse Regular Rule

Lee, Mei-Ling Ting

Text on Project Euclid
PDF
Alt PDF
p. 583-591

Project Euclid
Relations Between the $s$-Selfdecomposable and Selfdecomposable Measures

Jurek, Zbigniew J.

Text on Project Euclid
PDF
Alt PDF
p. 592-608

Project Euclid
Malliavin Derivatives and Derivatives of Functionals of the Wiener Process with Respect to a Scale Parameter

Zakai, Moshe

Text on Project Euclid
PDF
Alt PDF
p. 609-615

Project Euclid
Local Laws of the Iterated Logarithm for Diffusions

Bass, R. F. ; Erickson, K. B.

Text on Project Euclid
PDF
Alt PDF
p. 616-624

Project Euclid
A Local Limit Theorem for Associated Sequences

Wood, Thomas E.

Text on Project Euclid
PDF
Alt PDF
p. 625-629

Project Euclid
Mutual Dependence of Random Variables and Maximum Discretized Entropy

Bertoluzza, Carlo ; Forte, Bruno

Text on Project Euclid
PDF
Alt PDF
p. 630-637

Project Euclid
Limit Theorems for Large Deviations and Reaction-Diffusion Equations

Freidlin, Mark

Text on Project Euclid
PDF
Alt PDF
p. 639-675

Project Euclid
The $I$-Function for Diffusion Processes with Boundaries

Pinsky, Ross

Text on Project Euclid
PDF
Alt PDF
p. 676-692

Project Euclid
A Classification of Diffusion Processes with Boundaries by their Invariant Measures

Pinsky, Ross

Text on Project Euclid
PDF
Alt PDF
p. 693-697

Project Euclid
Asymptotic Behavior of Elementary Solutions of One-Dimensional Generalized Diffusion Equations

Minami, Nariyuki ; Ogura, Yukio ; Tomisaki, Matsuyo

Text on Project Euclid
PDF
Alt PDF
p. 698-715

Project Euclid
Approximations of Solutions of Stochastic Differential Equations Driven by Semimartingales

Protter, Philip

Text on Project Euclid
PDF
Alt PDF
p. 716-743

Project Euclid
The Stationary Distribution of Reflected Brownian Motion in a Planar Region

Harrison, J. M. ; Landau, H. J. ; Shepp, L. A.

Text on Project Euclid
PDF
Alt PDF
p. 744-757

Project Euclid
Recurrence Classification and Invariant Measure for Reflected Brownian Motion in a Wedge

Williams, R. J.

Text on Project Euclid
PDF
Alt PDF
p. 758-778

Project Euclid
Brownian Slow Points: The Critical Case

Davis, Burgess ; Perkins, Edwin

Text on Project Euclid
PDF
Alt PDF
p. 779-803

Project Euclid
Optimal Prediction of Level Crossings in Gaussian Processes and Sequences

Lindgren, Georg

Text on Project Euclid
PDF
Alt PDF
p. 804-824

Project Euclid
The LIL when $X$ is in the Domain of Attraction of a Gaussian Law

Kuelbs, J.

Text on Project Euclid
PDF
Alt PDF
p. 825-859

Project Euclid
The Space $D(A)$ and Weak Convergence for Set-indexed Processes

Bass, Richard F. ; Pyke, Ronald

Text on Project Euclid
PDF
Alt PDF
p. 860-884

Project Euclid
Convergence of Quadratic Forms in $p$-Stable Random Variables and $\theta_p$-Radonifying Operators

Cambanis, Stamatis ; Rosinski, Jan ; Woyczynski, Wojbor A.

Text on Project Euclid
PDF
Alt PDF
p. 885-897

Project Euclid
De Finetti-type Theorems: An Analytical Approach

Ressel, Paul

Text on Project Euclid
PDF
Alt PDF
p. 898-922

Project Euclid
Critical Branching Processes with Nonhomogeneous Migration

Yanev, N. M. ; Mitov, K. V.

Text on Project Euclid
PDF
Alt PDF
p. 923-933

Project Euclid
Invariance Properties of the Conditional Independence Relation

van Putten, C. ; van Schuppen, J. H.

Text on Project Euclid
PDF
Alt PDF
p. 934-945

Project Euclid
On Randomized Tactics and Optimal Stopping in the Plane

Millet, Annie

Text on Project Euclid
PDF
Alt PDF
p. 946-965

Project Euclid
On an Inequality of Chernoff

Klaassen, Chris A. J.

Text on Project Euclid
PDF
Alt PDF
p. 966-974

Project Euclid
An Iterative Procedure for Obtaining $I$-Projections onto the Intersection of Convex Sets

Dykstra, Richard L.

Text on Project Euclid
PDF
Alt PDF
p. 975-984

Project Euclid
On Regularity of Banach-Valued Processes

Frangos, Nikos E.

Text on Project Euclid
PDF
Alt PDF
p. 985-990

Project Euclid
On the Coverage of $k$-Dimensional Space by $k$-Dimensional Spheres

Hall, Peter

Text on Project Euclid
PDF
Alt PDF
p. 991-1002

Project Euclid
The Size of an Analytic Function as Measured by Levy's Time Change

McConnell, Terry R.

Text on Project Euclid
PDF
Alt PDF
p. 1003-1005

Project Euclid
Brownian Paths and Cones

Burdzy, Krzysztof

Text on Project Euclid
PDF
Alt PDF
p. 1006-1010

Project Euclid
On the Range of Brownian Motion and Its Inverse Process

Imhof, J.-P.

Text on Project Euclid
PDF
Alt PDF
p. 1011-1017

Project Euclid
A Note on a Limit Theorem for Differentiable Mappings

Borovkov, K. A.

Text on Project Euclid
PDF
Alt PDF
p. 1018-1021

Project Euclid
Bochner's Theorem in Measurable Dual of Type 2 Banach Space

Okazaki, Yoshiaki

Text on Project Euclid
PDF
Alt PDF
p. 1022-1023

Project Euclid
Rotational Representations of Stochastic Matrices

Haigh, John

Text on Project Euclid
PDF
Alt PDF
p. 1024-1027

Project Euclid
Two Examples Concerning a Theorem of Burgess and Mauldin

Weis, Lutz W.

Text on Project Euclid
PDF
Alt PDF
p. 1028-1031

Project Euclid
White Noise Calculus and Nonlinear Filtering Theory

Kallianpur, G. ; Karandikar, R. L.

Text on Project Euclid
PDF
Alt PDF
p. 1033-1107

Project Euclid
Occupation Times for Critical Branching Brownian Motions

Cox, J. Theodore ; Griffeath, David

Text on Project Euclid
PDF
Alt PDF
p. 1108-1132

Project Euclid
The Coupled Branching Process in Random Environment

Greven, A.

Text on Project Euclid
PDF
Alt PDF
p. 1133-1147

Project Euclid
Laws of the Iterated Logarithm for Time Changed Brownian Motion with an Application to Branching Processes

Huggins, R. M.

Text on Project Euclid
PDF
Alt PDF
p. 1148-1156

Project Euclid
Asymptotic Growth of Controlled Galton-Watson Processes

Kuster, Petra

Text on Project Euclid
PDF
Alt PDF
p. 1157-1178

Project Euclid
A Martingale Approach to Supercritical (CMJ) Branching Processes

Cohn, Harry

Text on Project Euclid
PDF
Alt PDF
p. 1179-1191

Project Euclid
Some Structure Results for Martingales in the Limit and Pramarts

Talagrand, Michel

Text on Project Euclid
PDF
Alt PDF
p. 1192-1203

Project Euclid
Recurrent Sets for Transient Levy Processes with Bounded Kernels

Janke, Steven J.

Text on Project Euclid
PDF
Alt PDF
p. 1204-1218

Project Euclid
On the Distribution of First Passage and Return Times for Small Sets

Cogburn, Robert

Text on Project Euclid
PDF
Alt PDF
p. 1219-1223

Project Euclid
The Optional Sampling Theorem for Processes Indexed by a Partially Ordered Set

Hurzeler, Harry E.

Text on Project Euclid
PDF
Alt PDF
p. 1224-1235

Project Euclid
Critical Phenomena in Sequence Matching

Arratia, Richard ; Waterman, Michael S.

Text on Project Euclid
PDF
Alt PDF
p. 1236-1249

Project Euclid
On Continuum Percolation

Hall, Peter

Text on Project Euclid
PDF
Alt PDF
p. 1250-1266

Project Euclid
Scaling Limits for Associated Random Measures

Burton, Robert ; Waymire, Ed

Text on Project Euclid
PDF
Alt PDF
p. 1267-1278

Project Euclid
An Improved Subadditive Ergodic Theorem

Liggett, Thomas M.

Text on Project Euclid
PDF
Alt PDF
p. 1279-1285

Project Euclid
On Complete Convergence in the Law of Large Numbers for Subsequences

Gut, Allan

Text on Project Euclid
PDF
Alt PDF
p. 1286-1291

Project Euclid
The Strong Ergodic Theorem for Densities: Generalized Shannon-McMillan-Breiman Theorem

Barron, Andrew R.

Text on Project Euclid
PDF
Alt PDF
p. 1292-1303

Project Euclid
An Invariance Principle for $\phi$-Mixing Sequences

Peligrad, Magda

Text on Project Euclid
PDF
Alt PDF
p. 1304-1313

Project Euclid
On the Central Limit Question Under Absolute Regularity

Bradley, Richard C.

Text on Project Euclid
PDF
Alt PDF
p. 1314-1325

Project Euclid
On Limiting Distributions of Order Statistics with Variable Ranks from Stationary Sequences

Cheng, Shihong

Text on Project Euclid
PDF
Alt PDF
p. 1326-1340

Project Euclid
Identifiability of Continuous Mixtures of Unknown Gaussian Distributions

Bruni, C. ; Koch, G.

Text on Project Euclid
PDF
Alt PDF
p. 1341-1357

Project Euclid
Domination of Last Exit Distributions

Liao, Ming

Text on Project Euclid
PDF
Alt PDF
p. 1358-1363

Project Euclid
The Smallest Eigenvalue of a Large Dimensional Wishart Matrix

Silverstein, Jack W.

Text on Project Euclid
PDF
Alt PDF
p. 1364-1368

Project Euclid
The Robbins-Siegmund Series Criterion for Partial Maxima

Klass, Michael J.

Text on Project Euclid
PDF
Alt PDF
p. 1369-1370

Project Euclid
Multivariate Distributions with Uniformly Distributed Projections

Schwarz, Gideon

Text on Project Euclid
PDF
Alt PDF
p. 1371-1372

Project Euclid
The Concept of Normality for Fuzzy Random Variables

Puri, Madan L. ; Ralescu, Dan A.

Text on Project Euclid
PDF
Alt PDF
p. 1373-1379

Project Euclid