Sommaire du Fascicule no. 4

Sample Boundedness of Stochastic Processes Under Increment Conditions

Talagrand, Michel

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p. 1-49

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Diffusion in a Singular Random Environment

Wick, W. David

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p. 50-67

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Continuity of $l^2$-Valued Ornstein-Uhlenbeck Processes

Iscoe, I. ; Marcus, M. B. ; McDonald, D. ; Talagrand, M. ; Zinn, J.

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p. 68-84

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Characterization of Almost Surely Continuous 1-Stable Random Fourier Series and Strongly Stationary Processes

Talagrand, Michel

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p. 85-91

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On Extremal Theory for Stationary Processes

Albin, J. M. P.

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p. 92-128

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A Note on the Approximation of the Uniform Empirical Process

Major, Peter

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p. 129-139

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Loi Fonctionnelle du Logarithme Itere Pour les Processus de Markov Recurrents

Touati, Abderrahmen

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p. 140-159

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Functional Laws of the Iterated Logarithm for the Product-Limit Estimator of a Distribution Function Under Random Censorship or Truncation

Gu, Ming Gao ; Lai, Tze Leung

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p. 160-189

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Time-Average Control of Martingale Problems: Existence of a Stationary Solution

Stockbridge, Richard H.

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p. 190-205

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Time-Average Control of Martingale Problems: A Linear Programming Formulation

Stockbridge, Richard H.

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p. 206-217

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Randomization in the Two-Armed Bandit Problem

Dalang, Robert C.

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p. 218-225

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A Viscosity Solution Approach to the Asymptotic Analysis of Queueing Systems

Dupuis, Paul ; Ishii, Hitoshi ; Soner, H. Mete

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p. 226-255

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Nearest-Neighbor Analysis of a Family of Fractal Distributions

Cutler, Colleen D. ; Dawson, Donald A.

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p. 256-271

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Conditioned Limit Theorems of Stopped Critical Branching Bessel Processes

Lee, Tzong-Yow

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p. 272-289

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Limit Theorems for Age-Structured Populations

Oelschlager, Karl

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p. 290-318

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Random Tree-Type Partitions as a Model for Acyclic Polymerization: Holtsmark (3/2-Stable) Distribution of the Supercritical Gel

Pittel, B. ; Woyczynski, W. A. ; Mann, J. A.

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p. 319-341

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Markov Properties for Point Processes on the Plane

Merzbach, Ely ; Nualart, David

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p. 342-358

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Positive Dependence Properties of Point Processes

Burton, Robert M. ; Franzosa, Marie M.

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p. 359-377

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An Asymptotic Expression for the Probability of Ruin within Finite Time

Hoglund, Thomas

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p. 378-389

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An Edgeworth Expansion for $U$-Statistics Based on Samples from Finite Populations

Kokic, P. N. ; Weber, N. C.

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p. 390-404

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On Series Representations of Infinitely Divisible Random Vectors

Rosinski, Jan

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p. 405-430

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Two Books on the Malliavin Calculus

Ocone, Daniel L.

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p. 431-437

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Correction: Recurrence, Transience and Bounded Harmonic Functions for Diffusions in the Plane

Pinsky, Ross G.

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p. 438-440

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Universal Almost Sure Data Compression

Ornstein, Donald S. ; Shields, Paul C.

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p. 441-452

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Polar Sets and Multiple Points for Super-Brownian Motion

Perkins, Edwin

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p. 453-491

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Asymptotic Expansions for the Expected Volume of a Stable Sausage

Port, Sidney C.

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p. 492-523

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Asymptotic Analysis of Invariant Density of Randomly Perturbed Dynamical Systems

Mikami, Toshio

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p. 524-536

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The Probability of a Large Finite Cluster in Supercritical Bernoulli Percolation

Kesten, Harry ; Zhang, Yu

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p. 537-555

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Entropy Analysis of a Nearest-Neighbor Attractive/Repulsive Exclusion Process on One-Dimensional Lattices

Yaguchi, Hirotake

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p. 556-580

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The Branching Annihilating Process: An Interacting Particle System

Sudbury, Aidan

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p. 581-601

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The Net Charge Process for Interacting, Signed Diffusions

Adler, Robert J.

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p. 602-625

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Valeurs Prises par les Martingales Locales Positives Continues a un Instant Donne

Stricker, C.

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p. 626-629

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Maximal Inequalities for Multidimensionally Indexed Submartingale Arrays

Christofides, Tasos C. ; Serfling, Robert J.

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p. 630-641

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On Direct Convergence and Periodicity for Transition Probabilities of Markov Chains in Random Environments

Cogburn, Robert

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p. 642-654

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Symmetries and Functions of Markov Processes

Glover, Joseph ; Mitro, Joanna

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p. 655-668

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Bahadur-Kiefer-Type Processes

Deheuvels, Paul ; Mason, David M.

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p. 669-697

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Nonconvergence to Unstable Points in Urn Models and Stochastic Approximations

Pemantle, Robin

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p. 698-712

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Poisson Approximation Using the Stein-Chen Method and Coupling: Number of Exceedances of Gaussian Random Variables

Holst, Lars ; Janson, Svante

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p. 713-723

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A Note on the Rate of Poisson Approximation of Empirical Processes

Horvath, Lajos

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p. 724-726

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On Approximating Probabilities for Small and Large Deviations in $\mathbb{R}^d$

Robinson, J. ; Hoglund, T. ; Holst, L. ; Quine, M. P.

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p. 727-753

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Some Applications of Isoperimetric Methods to Strong Limit Theorems for Sums of Independent Random Variables

Ledoux, M. ; Talagrand, M.

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p. 754-789

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Uniform Lower Bounds for Randomly Stopped Banach Space Valued Random Sums

Klass, Michael J.

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p. 790-809

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Local Limit Theorems for Sums of Finite Range Potentials of a Gibbsian Random Field

Gotze, F. ; Hipp, C.

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p. 810-828

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Relative Entropy Densities and a Class of Limit Theorems of the Sequence of $m$-Valued Random Variables

Wen, Liu

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p. 829-839

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The Cramer-Rao Functional and Limiting Laws

Mayer-Wolf, Eduardo

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p. 840-850

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Bootstrapping General Empirical Measures

Gine, Evarist ; Zinn, Joel

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p. 851-869

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Moments of Random Vectors Which Belong to Some Domain of Normal Attraction

Meerschaert, Mark M.

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p. 870-876

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Conditions for Quasi-Stationarity of the Bayes Rule in Selection Problems with an Unknown Number of Rankable Options

Bruss, F. Thomas ; Samuels, Stephen M.

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p. 877-886

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Optimal Convergence Rates in Signal Recovery

Hall, Peter

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p. 887-900

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On the Limit Distribution of Multiplicative Functions with Values in the Interval $\lbrack -1, 1 \rbrack$

de la Cal, Jesus

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p. 901-904

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How Sampling Reveals a Process

Ornstein, Donald S. ; Weiss, Benjamin

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p. 905-930

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Random Walks and Percolation on Trees

Lyons, Russell

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p. 931-958

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Random Walks and Intersection Local Time

Rosen, Jay

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p. 959-977

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On Nonincrease of Brownian Motion

Burdzy, Krzysztof

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p. 978-980

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Nonintersection Exponents for Brownian Paths. II. Estimates and Applications to a Random Fractal

Burdzy, Krzysztof ; Lawler, Gregory F.

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p. 981-1009

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Optimal Switching Between a Pair of Brownian Motions

Mandelbaum, Avi ; Shepp, Larry A. ; Vanderbei, Robert J.

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p. 1010-1033

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The First Exit Time of a Two-Dimensional Symmetric Stable Process from a Wedge

DeBlassie, R. Dante

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p. 1034-1070

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Large Deviation Lower Bounds for Additive Functionals of Markov Processes

Jain, Naresh C.

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p. 1071-1098

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Partially Observed Control of Markov Processes. III

Hijab, Omar

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p. 1099-1125

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Central Limit Theorems for the Local Times of Certain Markov Processes and the Squares of Gaussian Processes

Adler, Robert J. ; Marcus, Michael B. ; Zinn, Joel

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p. 1126-1140

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Extreme Values and High Boundary Crossings of Locally Stationary Gaussian Processes

Husler, J.

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p. 1141-1158

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Limiting Distributions of Nonlinear Vector Functions of Stationary Gaussian Processes

Ho, Hwai-Chung ; Sun, Tze-Chien

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p. 1159-1173

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Weak Convergence of Random Functions Defined by The Eigenvectors of Sample Covariance Matrices

Silverstein, Jack W.

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p. 1174-1194

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Induced Dirichlet Forms and Capacitary Inequalities

Iscoe, I. ; McDonald, D.

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p. 1195-1221

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Random Space Change for Multiparameter Point Processes

Nair, M. Gopalan

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p. 1222-1231

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Asymptotic Stationarity of Queues in Series and the Heavy Traffic Approximation

Szczotka, W. ; Kelly, F. P.

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p. 1232-1248

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On the Quasireversibility of a Multiclass Brownian Service Station

Harrison, J. M. ; Williams, R. J.

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p. 1249-1268

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The Tight Constant in the Dvoretzky-Kiefer-Wolfowitz Inequality

Massart, P.

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p. 1269-1283

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The Asymptotic Joint Distribution of Self-Normalized Censored Sums and Sums of Squares

Hahn, Marjorie G. ; Kuelbs, Jim ; Weiner, Daniel C.

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p. 1284-1341

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Asymptotic Properties of the Bootstrap for Heavy-Tailed Distributions

Hall, Peter

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p. 1342-1360

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Weak Convergence of Serial Rank Statistics Under Dependence with Applications in Time Series and Markov Processes

Harel, Michel ; Puri, Madan L.

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p. 1361-1387

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Error Bounds for Exponential Approximations of Geometric Convolutions

Brown, Mark

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p. 1388-1402

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On the Average Number of Level Crossings of a Random Trigonometric Polynomial

Farahmand, Kambiz

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p. 1403-1409

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On Dykstra's Iterative Fitting Procedure

Winkler, William E.

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p. 1410-1415

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The Rate of Escape of Random Walk

Pruitt, William E.

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p. 1417-1461

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The Critical Contact Process Dies Out

Bezuidenhout, Carol ; Grimmett, Geoffrey

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p. 1462-1482

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Strong Stationary Times Via a New Form of Duality

Diaconis, Persi ; Fill, James Allen

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p. 1483-1522

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Ergodicity for Spin Systems with Stirrings

Ferrari, Pablo A.

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p. 1523-1538

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One Dimensional Stochastic Ising Models with Small Migration

Neuhauser, Claudia

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p. 1539-1546

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Lower Bounds on the Connectivity Function in all Directions for Bernoulli Percolation in Two and Three Dimensions

Alexander, Kenneth S.

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p. 1547-1562

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The Russo-Seymour-Welsh Theorem and the Equality of Critical Densities and the "Dual" Critical Densities for Continuum Percolation on $|mathbb{R}^2$

Roy, Rahul

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p. 1563-1575

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On the Volume of the Wiener Sausage

Bolthausen, E.

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p. 1576-1582

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$\alpha$-Congruence for Markov Processes

Eloranta, Kari

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p. 1583-1601

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The Asymptotic Behavior of the Solution of the Exterior Dirichlet Problem for Brownian Motion Perturbed by a Small Parameter Drift

Pinsky, Ross G.

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p. 1602-1618

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On Ordered Stopping Times of a Markov Process

Fitzsimmons, P. J.

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p. 1619-1622

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Ordered Skorokhod Stopping for a Sequence of Measures

Shih, C. T.

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p. 1623-1634

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Stochastic Volterra Equations with Anticipating Coefficients

Pardoux, Etienne ; Protter, Philip

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p. 1635-1655

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Best Constants in Martingale Version of Rosenthal's Inequality

Hitczenko, Pawel

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p. 1656-1668

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Large Deviations for the Maximum Local Time of Stable Levy Processes

Lacey, Michael

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p. 1669-1675

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A Discrete-Time Version of the Wentzell-Friedlin Theory

Kifer, Yuri

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p. 1676-1692

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Nonstandard Functional Laws of the Iterated Logarithm for Tail Empirical and Quantile Processes

Deheuvels, Paul ; Mason, David M.

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p. 1693-1722

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Asymptotic Tail Behavior of Uniform Multivariate Empirical Processes

Csorgo, Miklos ; Horvath, Lajos

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p. 1723-1738

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Regularite De Fonctions Aleatoires Gaussiennes a Valeurs Vectorielles

Fernique, X.

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p. 1739-1745

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A Note on Hypercontractivity of Stable Random Variables

Szulga, Jerzy

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p. 1746-1758

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Association of Stable Random Variables

Lee, Mei-Ling Ting ; Rachev, Svetlozar T. ; Samorodnitsky, Gennady

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p. 1759-1764

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A Stability Result for the Periodogram

Turkman, K. F. ; Walker, A. M.

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p. 1765-1783

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Estimates of the Largest Disc Covered by a Random Walk

Revesz, P.

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p. 1784-1789

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On the Nonlinear Renewal Theorem

Woodroofe, Michael

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p. 1790-1805

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On Products of Nonnegative Matrices

Cohn, Harry ; Nerman, Olle

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p. 1806-1815

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A Probabilistic Proof of S.-Y. Cheng's Liouville Theorem

Stafford, Seth

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p. 1816-1822

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Review: M. J. Sharpe, General Theory of Markov Processes

Glover, Joseph

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p. 1823-1827

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