Sommaire du Fascicule no. 4

Self-Intersection Gauge for Random Walks and for Brownian Motion

Dynkin, E. B.

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p. 1-57

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Regularized Self-Intersection Local Times of Planar Brownian Motion

Dynkin, E. B.

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p. 58-74

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Continuity and Singularity of the Intersection Local Time of Stable Processes in $\mathbb{R}^2$

Rosen, Jay

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p. 75-79

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Unique Characterization of Conditional Distributions in Nonlinear Filtering

Kurtz, T. G. ; Ocone, D. L.

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p. 80-107

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Strong Bounds for Weighted Empirical Distribution Functions Based on Uniform Spacings

Einmahl, John H. J. ; van Zuijlen, Martien C. A.

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p. 108-125

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Laws of the Iterated Logarithm in the Tails for Weighted Uniform Empirical Processes

Einmahl, John H. J. ; Mason, David M.

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p. 126-141

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On the Distributions of $L_p$ Norms of Weighted Uniform Empirical and Quantile Processes

Csorgo, Miklos ; Horvath, Lajos

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p. 142-161

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Strong Laws for Quantiles Corresponding to Moving Blocks of Random Variables

Russo, Ralph P.

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p. 162-171

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The Structure of Sign-Invariant GB-Sets and of Certain Gaussian Measures

Talagrand, Michel

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p. 172-179

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Gaussian Processes and Almost Spherical Sections of Convex Bodies

Gordon, Yehoram

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p. 180-188

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Covering Problems for Brownian Motion on Spheres

Matthews, Peter

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p. 189-199

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On the Supports of Measure-Valued Critical Branching Brownian Motion

Iscoe, I.

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p. 200-221

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A Generalization of Kolmogorov's Extension Theorem and an Application to the Construction of Stochastic Processes with Random Time Domains

Hu, K. Y.

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p. 222-230

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A Malliavin-Type Anticipative Stochastic Calculus

Berger, Marc A.

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p. 231-245

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Weak Convergence of the Variations, Iterated Integrals and Doleans-Dade Exponentials of Sequences of Semimartingales

Avram, Florin

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p. 246-250

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Probability Estimates for Multiparameter Brownian Processes

Bass, Richard F.

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p. 251-264

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A Martingale Approach to Point Processes in the Plane

Merzbach, Ely ; Nualart, David

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p. 265-274

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On the Rate of Convergence in the Central Limit Theorem for Martingales with Discrete and Continuous Time

Haeusler, Erich

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p. 275-299

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The Central Limit Theorem and Poincare-Type Inequalities

Chen, Louis H. Y.

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p. 300-304

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Normal Convergence by Higher Semiinvariants with Applications to Sums of Dependent Random Variables and Random Graphs

Janson, Svante

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p. 305-312

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A Central Limit Theorem for Stationary $\rho$-Mixing Sequences with Infinite Variance

Bradley, Richard C.

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p. 313-332

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Almost Sure Continuity of Stable Moving Average Processes with Index Less Than One

Balkema, A. A. ; Haan, L. De

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p. 333-343

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A De Finetti Theorem for a Class of Pairwise Independent Stationary Processes

Robertson, James B. ; Simons, Stephen

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p. 344-354

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Approximation of the Finite Prediction for a Weakly Stationary Process

Arimoto, Akio

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p. 355-360

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Extreme Sojourns of Diffusion Processes

Berman, Simeon M.

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p. 361-374

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Boundary Crossing Problems for Sample Means

Lai, Tze Leung

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p. 375-396

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DFR Property of First-Passage Times and its Preservation Under Geometric Compounding

Shanthikumar, J. George

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p. 397-406

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Moment and Geometric Probability Inequalities Arising from Arrangement Increasing Functions

Boland, Philip J. ; Proschan, Frank ; Tong, Y. L.

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p. 407-413

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Tight Bounds on the Exponential Approximation of Some Aging Distributions

Daley, D. J.

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p. 414-423

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Review: Ulrich Krengel, Ergodic Theorems

Sine, Robert

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p. 424-428

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Correction: Compound Poisson Approximations for Sums of Random Variables

Serfozo, Richard F.

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p. 429-430

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Extremal Theory for Stochastic Processes

Leadbetter, M. R. ; Rootzen, Holger

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p. 431-478

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Rates of Convergence for Densities in Extreme Value Theory

Omey, E.

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p. 479-486

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Approximate Tail Probabilities for the Maxima of Some Random Fields

Siegmund, David

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p. 487-501

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On the Maximum Sequence in a Critical Branching Process

Athreya, K. B.

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p. 502-507

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Spreading and Predictable Sampling in Exchangeable Sequences and Processes

Kallenberg, Olav

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p. 508-534

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Maximal Length of Common Words Among Random Letter Sequences

Karlin, Samuel ; Ost, Friedemann

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p. 535-563

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Killing a Markov Process Under a Stationary Measure Involves Creation

Getoor, R. K.

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p. 564-585

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Random Time Changes for Processes with Random Birth and Death

Kaspi, H.

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p. 586-599

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Two-Parameter Hunt Processes and a Potential Theory

Mazziotto, G.

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p. 600-619

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Time Reversal on Levy Processes

Jacod, Jean ; Protter, Philip

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p. 620-641

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Inequalities for Multivariate Infinitely Divisible Processes

Brown, Lawrence D. ; Rinott, Yosef

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p. 642-657

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Inequalities for Multivariate Compound Poisson Distributions

Ellis, Richard S.

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p. 658-661

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A Mini-Max Variational Formula Giving Necessary and Sufficient Conditions for Recurrence or Transience of Multidimensional Diffusion Processes

Pinsky, Ross G.

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p. 662-671

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The Asymptotic Distribution of Trimmed Sums

Csorgo, Sandor ; Haeusler, Erich ; Mason, David M.

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p. 672-699

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Central Limit Theorem for an Infinite Lattice System of Interacting Diffusion Processes

Deuschel, Jean-Dominique

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p. 700-716

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A Correlation Inequality for the Symmetric Exclusion Process

Andjel, Enrique D.

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p. 717-721

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A Zero or One Law for One Dimensional Random Walks in Random Environments

Andjel, Enrique D.

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p. 722-729

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Random Nonlinear Wave Equations: Propagation of Singularities

Carmona, Rene ; Nualart, David

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p. 730-751

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The Generators of a Gaussian Wave Associated with the Free Markov Field

Yang, Wei-Shih

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p. 752-763

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A Multiple Stochastic Integral with Respect to a Strictly $p$-Stable Random Measure

Krakowiak, Wieslaw ; Szulga, Jerzy

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p. 764-777

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Local Time for Two-Parameter Continuous Martingales with Respect to the Quadratic Variation

Sanz, Marta

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p. 778-792

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A Nonlinear Renewal Theory

Zhang, Cun-Hui

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p. 793-824

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Conditional Boundary Crossing Probabilities, with Applications to Change-Point Problems

James, Barry ; James, Kang Ling ; Siegmund, David

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p. 825-839

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A Best Possible Improvement of Wald's Equation

Klass, Michael J.

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p. 840-853

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Independence of Order Statistics

Falk, M. ; Reiss, R.-D.

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p. 854-862

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Convergence to the Semicircle Law

Bai, Z. D. ; Yin, Y. Q.

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p. 863-875

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Asymptotic Optimality and Asymptotic Equipartition Properties of Log-Optimum Investment

Algoet, Paul H. ; Cover, Thomas M.

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p. 876-898

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A Sandwich Proof of the Shannon-McMillan-Breiman Theorem

Algoet, Paul H. ; Cover, Thomas M.

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p. 899-909

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The Cube of a Normal Distribution is Indeterminate

Berg, Christian

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p. 910-913

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Backward Limits

Thorisson, Hermann

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p. 914-924

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Large Deviations for Vector-Valued Functionals of a Markov Chain: Lower Bounds

de Acosta, A.

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p. 925-960

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Large Deviations for the Empirical Field of a Gibbs Measure

Follmer, Hans ; Orey, Steven

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p. 961-977

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On the Upper Bound for Large Deviations of Sums of I.I.D. Random Vectors

Slaby, M.

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p. 978-990

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Fluctuation Results for the Wiener Sausage

Gall, Jean-Francois Le

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p. 991-1018

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Continuity of Gaussian Processes

Samorodnitsky, Gennady

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p. 1019-1033

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On Brownian Paths Connecting Boundary Points

Burdzy, Krzysztof

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p. 1034-1038

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Hitting Distributions of Small Geodesic Spheres

Liao, Ming

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p. 1039-1050

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Traveling Waves in Inhomogeneous Branching Brownian Motions. I

Lalley, S. ; Sellke, T.

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p. 1051-1062

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Doob's Conditioned Diffusions and their Lifetimes

DeBlassie, R. Dante

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p. 1063-1083

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Homogenization of a Diffusion Process in a Divergence-Free Random Field

Oelschlager, Karl

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p. 1084-1126

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Nash Estimates and the Asymptotic Behavior of Diffusions

Golden, K. ; Goldstein, S. ; Lebowitz, J. L.

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p. 1127-1146

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On the Uniqueness of the Infinite Occupied Cluster in Dependent Two- Dimensional Site Percolation

Gandolfi, A. ; Keane, M. ; Russo, L.

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p. 1147-1157

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The Contact Process on a Finite Set

Durrett, Richard ; Liu, Xiu-Fang

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p. 1158-1173

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The Contact Process in High Dimensions

Andjel, Enrique D.

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p. 1174-1183

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Moment Bounds for Associated Sequences

Birkel, Thomas

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p. 1184-1193

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The Match Set of a Random Permutation Has the FKG Property

Fishburn, Peter C. ; Doyle, Peter G. ; Shepp, L. A.

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p. 1194-1214

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Covering Problems for Markov Chains

Matthews, Peter

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p. 1215-1228

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Phase Transition in Reinforced Random Walk and RWRE on Trees

Pemantle, Robin

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p. 1229-1241

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Characterization of the Law of the Iterated Logarithm in Banach Spaces

Ledoux, M. ; Talagrand, M.

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p. 1242-1264

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On the Effect of Random Norming on the Rate of Convergence in the Central Limit Theorem

Hall, Peter

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p. 1265-1280

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Characteristics of Normal Samples

Goodman, Victor

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p. 1281-1290

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Functional Limit Theorems for $U$-Processes

Nolan, Deborah ; Pollard, David

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p. 1291-1298

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Stationary Regenerative Sets and Subordinators

Fitzsimmons, P. J. ; Taksar, Michael

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p. 1299-1305

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Regenerative Systems on the Real Line

Kaspi, H. ; Maisonneuve, B.

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p. 1306-1332

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Asymptotics of a Class of Markov Processes Which Are Not in General Irreducible

Bhattacharya, Rabi N. ; Lee, Oesook

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p. 1333-1347

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Asymptotic Forms for the Derivatives of One-Sided Stable Laws

Gawronski, Wolfgang

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p. 1348-1364

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Stochastic Processes with Value in Exponential Type Orlicz Spaces

Weber, Michel

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p. 1365-1371

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Review: Galen R. Shorack, Jon A. Wellner, Empirical Processes with Applications to Statistics

Gaenssler, Peter

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p. 1372-1388

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Necessary and Sufficient Conditions for the Continuity of Local Time of Levy Processes

Barlow, M. T.

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p. 1389-1427

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Connecting Brownian Paths

Davis, Burgess ; Salisbury, Thomas S.

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p. 1428-1457

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Measuring Close Approaches on a Brownian Path

Perkins, Edwin A. ; Taylor, S. James

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p. 1458-1480

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Large Deviation Principles for Stationary Processes

Orey, Steven ; Pelikan, Stephan

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p. 1481-1495

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Large Deviations for the Empirical Measure of a Markov Chain with an Application to the Multivariate Empirical Measure

Ellis, Richard S.

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p. 1496-1508

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Large Deviations Analysis of Some Recursive Algorithms with State Dependent Noise

Dupuis, Paul

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p. 1509-1536

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Large Deviations for Noninteracting Infinite Particle Systems

Lee, Tzong-Yow

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p. 1537-1558

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Some Limit Theorems for Voter Model Occupation Times

Cox, J. T.

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p. 1559-1569

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The Contact Process on a Finite Set. II

Durrett, Richard ; Schonmann, Roberto H.

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p. 1570-1583

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Necessary Conditions for Sample Boundedness of $p$-Stable Processes

Talagrand, Michel

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p. 1584-1595

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Path Properties of Index-$\beta$ Stable Fields

Nolan, John P.

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p. 1596-1607

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Asymptotic Normality of Trimmed Means in Higher Dimensions

Maller, R. A.

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p. 1608-1622

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Strong Limit Theorems for Weighted Quantile Processes

Einmahl, John H. J. ; Mason, David M.

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p. 1623-1643

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Bounds on the Coarseness of Random Sums

Fill, James Allen

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p. 1644-1664

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Rate of Convergence in Bootstrap Approximations

Hall, Peter

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p. 1665-1684

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On the Convergence Rate in the Central Limit Theorem for Associated Processes

Birkel, Thomas

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p. 1685-1698

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A Nonuniform Bound on the Rate of Convergence in the Martingale Central Limit Theorem

Haeusler, Erich ; Joos, Konrad

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p. 1699-1720

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Lyapunov Exponents for Matrices with Invariant Subspaces

Key, Eric S.

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p. 1721-1728

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Necessary and Sufficient Conditions for Almost Sure Convergence of the Largest Eigenvalue of a Wigner Matrix

Bai, Z. D. ; Yin, Y. Q.

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p. 1729-1741

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Random Cell Complexes and Generalised Sets

Zahle, M.

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p. 1742-1766

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Growth Rates of Euclidean Minimal Spanning Trees with Power Weighted Edges

Steele, J. Michael

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p. 1767-1787

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Mixing Properties for Random Walk in Random Scenery

Hollander, W. Th. F. Den

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p. 1788-1802

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A Multivariate Extension of Hoeffding's Lemma

Block, Henry W. ; Fang, Zhaoben

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p. 1803-1820

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An Example on Highly Singular Parabolic Measure

Kaufman, Robert ; Wu, Jang-Mei

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p. 1821-1831

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On Log-Concave and Log-Convex Infinitely Divisible Sequences and Densities

Hansen, Bjorn G.

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p. 1832-1839

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Conditioning a Lifted Stochastic System in a Product Space

Carverhill, Andrew

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p. 1840-1853

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On the Weiner-Masani Algorithm for Finding the Generating Function of Multivariate Stochastic Processes

Miamee, A. G.

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p. 1854-1859

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