Sommaire du Fascicule no. 4

Correction: Local Laws of the Iterated Logarithm for Diffusions

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

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Tail Behaviour for Suprema of Empirical Processes

Adler, Robert J. ; Brown, Lawrence D.

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p. 1-30

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Weighted Empirical and Quantile Processes

Csorgo, Miklos ; Csorgo, Sandor ; Horvath, Lajos ; Mason, David M.

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p. 31-85

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Normal and Stable Convergence of Integral Functions of the Empirical Distribution Function

Csorgo, Miklos ; Csorgo, Sandor ; Horvath, Lajos ; Mason, David M.

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p. 86-118

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A Process in a Randomly Fluctuating Environment

Madras, Neal

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p. 119-135

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A Control Problem Arising in the Sequential Design of Experiments

Lalley, S. P. ; Lorden, G.

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p. 136-172

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Law of Large Numbers and Central Limit Theorem for Linear Chemical Reactions with Diffusion

Kotelenez, Peter

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p. 173-193

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On the Influence of the Extremes of an I.I.D. Sequence on the Maximal Spacings

Deheuvels, Paul

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p. 194-208

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Exact Convergence Rate in the Limit Theorems of Erdos-Renyi and Shepp

Deheuvels, Paul ; Devroye, Luc ; Lynch, James

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p. 209-223

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Matrix Normalized Sums of Independent Identically Distributed Random Vectors

Griffin, Philip S.

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p. 224-246

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On the Distributions of Sums of Symmetric Random Variables and Vectors

Rubin, Herman ; Sellke, Thomas

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p. 247-259

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On Strong Invariance Principles Under Dependence Assumptions

Eberlein, Ernst

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p. 260-270

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On Ito Stochastic Integration with Respect to $p$-Stable Motion: Inner Clock, Integrability of Sample Paths, Double and Multiple Integrals

Rosinski, J. ; Woyczynski, W. A.

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p. 271-286

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Asymptotic Behaviour of Stable Measures Near the Origin

Ryznar, M.

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p. 287-298

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Absolute Continuity of Stable Seminorms

Byczkowski, T. ; Samotij, K.

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p. 299-312

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Second-Order Approximation in the Conditional Central Limit Theorem

Landers, Dieter ; Rogge, Lothar

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p. 313-325

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Fisher Information and Detection of a Euclidean Perturbation of an Independent Stationary Process

Steele, J. Michael

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p. 326-335

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Entropy and the Central Limit Theorem

Barron, Andrew R.

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p. 336-342

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Three Books on Stochastic Integration

Protter, Philip

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p. 343-346

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Diffusive Clustering in the Two Dimensional Voter Model

Cox, J. Theodore ; Griffeath, David

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p. 347-370

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Duality for General Attractive Spin Systems with Applications in One Dimension

Gray, Lawrence

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p. 371-396

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Central Limit Theorems for Infinite Series of Queues and Applications to Simple Exclusion

Kipnis, Claude

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p. 397-408

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Asymptotic Equivalence of Fluctuation Fields for Reversible Exclusion Processes with Speed Change

Masi, A. De ; Presutti, E. ; Spohn, H. ; Wick, W. D.

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p. 409-423

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Clump Counts in a Mosaic

Hall, Peter

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p. 424-458

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Two-Sided Markov Chains

Atkinson, Bruce W.

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p. 459-479

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Reverse Time Differentiation and Smoothing Formulae for a Finite State Markov Process

Elliott, Robert J.

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p. 480-489

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The Malliavin Calculus for Pure Jump Processes and Applications to Local Time

Bass, R. F. ; Cranston, M.

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p. 490-532

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How Small are the Increments of the Local Time of a Wiener Process?

Csaki, E. ; Foldes, A.

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p. 533-546

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Improved Erdos-Renyi and Strong Approximation Laws for Increments of Renewal Processes

Steinebach, J.

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p. 547-559

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The Lower Limit of a Normalized Random Walk

Zhang, Cun-Hui

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p. 560-581

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A Uniform Central Limit Theorem for Set-Indexed Partial-Sum Processes with Finite Variance

Alexander, Kenneth S. ; Pyke, Ronald

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p. 582-597

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Sample Moduli for Set-Indexed Gaussian Processes

Alexander, Kenneth S.

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p. 598-611

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Extreme Value Theory for Moving Average Processes

Rootzen, Holger

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p. 612-652

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On the Prevalence of Stochastic Differential Equations with Unique Strong Solutions

Heunis, Andrew J.

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p. 653-662

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A Semigroup Approach to Poisson Approximation

Deheuvels, P. ; Pfeifer, D.

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p. 663-676

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On the Weak Limits of Elementary Symmetric Polynomials

van Es, Bert

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p. 677-695

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Sphericity and the Normal Law

Berk, Robert H.

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p. 696-701

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On the Average Number of Real Roots of a Random Algebraic Equation

Farahmand, Kambiz

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p. 702-709

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A Note on Undominated Lower Probabilities

Papamarcou, Adrianos ; Fine, Terrence L.

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p. 710-723

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An Inequality for the Hausdorff-Metric of $\sigma$-Fields

Landers, D. ; Rogge, L.

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p. 724-730

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Asymptotic Laws of Planar Brownian Motion

Pitman, Jim ; Yor, Marc

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p. 733-779

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Level Crossings of a Cauchy Process

Pitman, Jim ; Yor, Marc

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p. 780-792

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Brownian Motion and Harmonic Functions on Rotationally Symmetric Manifolds

March, Peter

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p. 793-801

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Characterisations of Set-Indexed Brownian Motion and Associated Conditions for Finite-Dimensional Convergence

Goldie, Charles M. ; Greenwood, Priscilla E.

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p. 802-816

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Variance of Set-Indexed Sums of Mixing Random Variables and Weak Convergence of Set-Indexed Processes

Goldie, Charles M. ; Greenwood, Priscilla E.

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p. 817-839

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On the Rate at Which a Homogeneous Diffusion Approaches a Limit, an Application of Large Deviation Theory to Certain Stochastic Integrals

Stroock, Daniel W.

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p. 840-859

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Coupling of Multidimensional Diffusions by Reflection

Lindvall, Torgny ; Rogers, L. C. G.

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p. 860-872

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On Maximal and Distributional Coupling

Thorisson, Hermann

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p. 873-876

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On the Number of Crossings of Empirical Distribution Functions

Nair, Vijayan N. ; Shepp, Lawrence A. ; Klass, Michael J.

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p. 877-890

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On Almost Sure Convergence of Conditional Empirical Distribution Functions

Stute, Winfried

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p. 891-901

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Principle of Conditioning in Limit Theorems for Sums of Random Variables

Jakubowski, Adam

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p. 902-915

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Conditions D'Integrabilite Pour Les Multiplicateurs Dans le TLC Banachique

Ledoux, M. ; Talagrand, M.

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p. 916-921

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On the Rate of Convergence in the Central Limit Theorem in Banach Spaces

Gotze, F.

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p. 922-942

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Decoupling Inequalities for Multilinear Forms in Independent Symmetric Random Variables

McConnell, Terry R. ; Taqqu, Murad S.

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p. 943-954

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Random Multilinear Forms

Krakowiak, Wieslaw ; Szulga, Jerzy

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p. 955-973

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The Asymptotic Distribution of Sums of Extreme Values from a Regularly Varying Distribution

Csorgo, Sandor ; Mason, David M.

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p. 974-983

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Regular Variation and the Stability of Maxima

Tomkins, R. J.

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p. 984-995

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The Continuous and Differentiable Domains of Attraction of the Extreme Value Distributions

III, James Pickands

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p. 996-1004

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$C^\infty$ Densities for Weighted Sums of Independent Random Variables

Reich, Jakob I.

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p. 1005-1013

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The Symmetry Group and Exponents of Operator Stable Probability Measures

Hudson, William N. ; Jurek, Zbigniew J. ; Veeh, Jerry Alan

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p. 1014-1023

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Splitting Intervals

Brennan, Michael D. ; Durrett, Richard

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p. 1024-1036

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Random $f$-Expansions

Aaronson, Jon

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p. 1037-1057

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Comments on a Problem of Chernoff and Petkau

Hogan, Michael L.

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p. 1058-1063

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Random Sets Without Separability

Ross, David

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p. 1064-1069

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Representation Previsible et Changement de Temps

Stricker, Christophe

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p. 1070-1074

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The Expected Value of an Everywhere Stopped Martingale

Ramakrishnan, S. ; Sudderth, W. D.

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p. 1075-1079

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On Changing Time for Two-Parameter Strong Martingales: A Counterexample

Imkeller, Peter

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p. 1080-1084

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Hunt's Hypothesis (H) and Getoor's Conjecture

Glover, Joseph ; Rao, Murali

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p. 1085-1087

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A Note on Feller's Strong Law of Large Numbers

Chow, Yuan Shih ; Zhang, Cun-Hui

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p. 1088-1094

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Correction: Correction to "Weak and $L^p$-Invariance Principles for Sums of $B$-Valued Random Variables"

Philipp, Walter

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p. 1095-1101

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The Influence of Mark Kac on Probability Theory

Kesten, Harry

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p. 1103-1128

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The Contributions of Mark Kac to Mathematical Physics

Thompson, Colin J.

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p. 1129-1138

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A Life of the Immeasurable Mind

Cohen, Joel E.

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p. 1139-1148

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Publications of Mark Kac

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p. 1149-1154

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Isotropic Stochastic Flows

Baxendale, Peter ; Harris, Theodore E.

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p. 1155-1179

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A Spectral Criterion for the Finiteness or Infiniteness of Stopped Feynman-Kac Functionals of Diffusion Processes

Pinsky, Ross

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p. 1180-1187

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Time Reversal of Diffusions

Haussmann, U. G. ; Pardoux, E.

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p. 1188-1205

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A One-Dimensional Diffusion Process in a Wiener Medium

Brox, Th.

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p. 1206-1218

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Sur La Saucisse De Wiener et les Points Multiples du Mouvement Brownien

Gall, Jean-Francois Le

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p. 1219-1244

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Tanaka's Formula and Renormalization for Intersections of Planar Brownian Motion

Rosen, Jay

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p. 1245-1251

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Answers to Some Questions About Increments of a Wiener Process

Guijing, Chen ; Fanchao, Kong ; Zhengyan, Lin

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p. 1252-1261

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Regenerative Representation for One-Dimensional Gibbs States

Lalley, S. P.

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p. 1262-1271

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A Sufficient Condition for Association of a Renewal Process

Burton, Robert M. ; Waymire, Ed

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p. 1272-1276

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The Simple Exclusion Process as Seen from a Tagged Particle

Ferrari, Pablo A.

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p. 1277-1290

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Central Limit Theorem for the Contact Process

Schonmann, Roberto Henrique

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p. 1291-1295

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Converse Results for Existence of Moments and Uniform Integrability for Stopped Random Walks

Gut, Allan ; Janson, Svante

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p. 1296-1317

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The Spectral Radius of Large Random Matrices

Geman, Stuart

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p. 1318-1328

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Empirical Processes Indexed by Lipschitz Functions

Gine, Evarist ; Zinn, Joel

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p. 1329-1338

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On the Rate at which the Sample Extremes Become Independent

Falk, M. ; Kohne, W.

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p. 1339-1346

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Limit Theorems for a Triangular Scheme of $U$-Statistics with Applications to Inter-Point Distances

Jammalamadaka, S. Rao ; Janson, Svante

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p. 1347-1358

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Central Limit Theorems for Mixing Sequences of Random Variables Under Minimal Conditions

Dehling, Herold ; Denker, Manfred ; Philipp, Walter

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p. 1359-1370

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Asymptotic Normality for a General Statistic from a Stationary Sequence

Carlstein, Edward

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p. 1371-1379

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A Characterization of the Spatial Poisson Process and Changing Time

Merzbach, Ely ; Nualart, David

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p. 1380-1390

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Compound Poisson Approximations for Sums of Random Variables

Serfozo, Richard F.

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p. 1391-1398

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On a Lower Bound for the Multivariate Normal Mills' Ratio

Iyengar, Satish

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p. 1399-1403

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Stochastic Determination of Moduli of Annular Regions and Tori

Yanagihara, Hiroshi

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p. 1404-1410

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Recurrence of Random Walks on Completely Simple Semigroups

Cerrito, P. B.

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p. 1411-1417

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A Finite Form of De Finetti's Theorem for Stationary Markov Exchangeability

Zaman, Arif

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p. 1418-1427

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Two Books on Large Deviations

Ney, Peter

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p. 1428-1431

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