Sommaire du Fascicule no. 4

Students of Frank Spitzer

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The Wiener Sphere and Wiener Measure

Cutland, Nigel ; Ng, Siu-Ah

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p. 1-13

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The Probability of Small Gaussian Ellipsoids and Associated Conditional Moments

Mayer-Wolf, Eddy ; Zeitouni, Ofer

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p. 14-24

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Rademacher's Theorem for Wiener Functionals

Enchev, O. ; Stroock, D. W.

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p. 25-33

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Tail Probabilities of the Maxima of Gaussian Random Fields

Sun, Jiayang

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p. 34-71

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On the Stochastic Convergence of Representations Based on Wasserstein Metrics

Tuero, Araceli

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p. 72-85

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A Strong Invariance Principle Concerning the $J$-Upper Order Statistics for Stationary Gaussian Sequences

Haiman, George ; Puri, Madan L.

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p. 86-135

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The Existence of Probability Measures with Given Marginals

Skala, Heinz J.

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p. 136-142

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Stochastic Monotonicity and Slepian-Type Inequalities for Infinitely Divisible and Stable Random Vectors

Samorodnitsky, Gennady ; Taqqu, Murad S.

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p. 143-160

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The Hausdorff Metric of $\sigma$-Fields and the Value of Information

Zandt, Timothy Van

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p. 161-167

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A Law of the Iterated Logarithm for Random Geometric Series

Bovier, Anton ; Picco, Pierre

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p. 168-184

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Central Limit Properties of GZH-Semigroups and Their Applications in Probability Theory

He, Yuanjiang

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p. 185-201

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Large Deviations for Processes with Independent Increments

Mogulskii, A. A.

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p. 202-215

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Identifying a Large Deviation Rate Function

Dinwoodie, I. H.

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p. 216-231

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Fixation Results for Threshold Voter Systems

Durrett, Richard ; Steif, Jeffrey E.

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p. 232-247

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The Continuum Random Tree III

Aldous, David

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p. 248-289

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A Variational Approach to Branching Random Walk in Random Environment

Baillon, J.-B. ; Clement, Ph. ; Greven, A. ; Hollander, F. Den

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p. 290-317

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Clusters of a Random Walk on the Plane

Revesz, P.

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p. 318-328

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Local Times, Optimal Stopping and Semimartingales

Jacka, S. D.

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p. 329-339

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An Embedding of Compensated Compound Poisson Processes with Applications to Local Times

Khoshnevisan, Davar

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p. 340-361

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Regularity of Infinitely Divisible Processes

Talagrand, Michel

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p. 362-432

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Transience/Recurrence and Central Limit Theorem Behavior for Diffusions in Random Temporal Environments

Pinsky, Mark ; Pinsky, Ross G.

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p. 433-452

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A New Approach to the Martin Boundary Via Diffusions Conditioned to Hit a Compact Set

Pinsky, Ross G.

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p. 453-481

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Geometric Properties of Some Familiar Diffusions in $\mathbb{R}^n$

Borell, Christer

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p. 482-489

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Brownian Survival Among Gibbsian Traps

Sznitman, Alain-Sol

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p. 490-508

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One-Dimensional Stratonovich Differential Equations

Martin, Jaime San

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p. 509-553

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SDEs with Oblique Reflection on Nonsmooth Domains

Dupuis, Paul ; Ishii, Hitoshi

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p. 554-580

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Review: H. Kunita, Stochastic Flows and Stochastic Differential Equations

Harris, T. E.

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p. 581-587

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Review: D. Revuz, M. Yor, Continuous Martingales and Brownian Motion

Durrett, Rick

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p. 588-589

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Frank Spitzer's Work on Random Walk and Brownian Motion

Kesten, Harry

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p. 593-607

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Frank Spitzer's Pioneering Work on Interacting Particle Systems

Griffeath, David

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p. 608-621

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Publications of Frank Spitzer

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p. 622-623

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Convergence Rate of Expected Spectral Distributions of Large Random Matrices. Part I. Wigner Matrices

Bai, Z. D.

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p. 625-648

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Convergence Rate of Expected Spectral Distributions of Large Random Matrices. Part II. Sample Covariance Matrices

Bai, Z. D.

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p. 649-672

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Gaussian Estimates for Markov Chains and Random Walks on Groups

Hebisch, W. ; Saloff-Coste, L.

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p. 673-709

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Random Processes of the Form $X_{n+1} = a_nX_n + b_n (\mod p)$

Hildebrand, Martin

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p. 710-720

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$I$-Projection and Conditional Limit Theorems for Discrete Parameter Markov Processes

Schroeder, Carolyn

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p. 721-758

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Strong Approximation for Set-Indexed Partial Sum Processes Via KMT Constructions I

Rio, Emmanuel

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p. 759-790

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Refinements in Asymptotic Expansions for Sums of Weakly Dependent Random Vectors

Lahiri, Soumendra Nath

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p. 791-799

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Asymptotic Expansions for Martingales

Mykland, Per Aslak

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p. 800-818

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An Asymptotic Independent Representation in Limit Theorems for Maxima of Nonstationary Random Sequences

Jakubowski, Adam

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p. 819-830

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A Nonstandard Law of the Iterated Logarithm for Trimmed Sums

Haeusler, Erich

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p. 831-860

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Borel Stochastic Games with Lim Sup Payoff

Maitra, A. ; Sudderth, W.

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p. 861-885

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Supports of Certain Infinitely Divisible Probability Measures on Locally Convex Spaces

Rajput, Balram S.

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p. 886-897

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The Infinite Secretary Problem with Recall

Rocha, Amy L.

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p. 898-916

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Almost Sure Bootstrap of the Mean Under Random Normalization

Sepanski, Steven J.

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p. 917-925

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Characteristic Exponents for Two-Dimensional Bootstrap Percolation

Andjel, Enrique D.

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p. 926-935

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Central Limit Theorem for a Random Walk with Random Obstacles in $\mathrm{R}^d$

Tanemura, Hideki

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p. 936-960

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Girsanov Transform for Symmetric Diffusions with Infinite Dimensional State Space

Albeverio, S. ; Rockner, M. ; Zhang, T. S.

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p. 961-978

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Some Limit Theorems for Super-Brownian Motion and Semilinear Differential Equations

Lee, Tzong-Yow

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p. 979-995

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Distributions of Subadditive Functionals of Sample Paths of Infinitely Divisible Processes

Rosinski, Jan ; Samorodnitsky, Gennady

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p. 996-1014

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Large Deviations for Markov Processes Corresponding to PDE Systems

Eizenberg, Alexander ; Freidlin, Mark

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p. 1015-1044

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An Inversion of Strassen's Law of the Iterated Logarithm for Small Time

Gantert, Nina

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p. 1045-1049

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Existence and Continuity of Occupation Densities of Stochastic Integral Processes

Imkeller, Peter

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p. 1050-1072

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Intersection Local Times of All Orders for Brownian and Stable Density Processes--Construction, Renormalisation and Limit Laws

Adler, Robert J. ; Rosen, Jay S.

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p. 1073-1123

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Recurrent Perturbations of Certain Transient Radially Symmetric Diffusions

Ioffe, D.

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p. 1124-1150

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Wald's Equation for a Class of Denormalized $U$-Statistics

Chow, Y. S. ; de la Pena, V. H. ; Teicher, H.

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p. 1151-1158

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Asymptotic Distributions of Weighted $U$-Statistics of Degree 2

O'Neil, Kevin A. ; Redner, Richard A.

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p. 1159-1169

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Weak Convergence and Glivenko-Cantelli Results for Weighted Empirical $U$-Processes

Schneemeier, Wilhelm

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p. 1170-1184

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Superprocesses and Partial Differential Equations

Dynkin, E. B.

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p. 1185-1262

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The Spectral Measure of a Regular Stationary Random Field with the Weak or Strong Commutation Property

Cheng, Ray

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p. 1263-1274

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Limit of the Smallest Eigenvalue of a Large Dimensional Sample Covariance Matrix

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

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p. 1275-1294

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A Normal Limit Theorem for Moment Sequences

Chang, Fu-Chen ; Kemperman, J. H. B. ; Studden, W. J.

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p. 1295-1309

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Von Mises Conditions Revisited

Falk, Michael ; Marohn, Frank

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p. 1310-1328

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Local Characteristics, Entropy and Limit Theorems for Spanning Trees and Domino Tilings Via Transfer-Impedances

Burton, Robert ; Pemantle, Robin

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p. 1329-1371

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Singular Diffusion Limits of a Class of Reversible Self-Organizing Particle Systems

Carlson, J. M. ; Grannan, E. R. ; Swindle, G. H. ; Tour, J.

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p. 1372-1393

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An Ordered Phase with Slow Decay of Correlations in Continuum $1/r^2$ Ising Models

Fontes, Luiz Renato G.

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p. 1394-1412

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Laws of Large Numbers for a Cellular Automaton

Cai, Haiyan ; Luo, Xiaolong

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p. 1413-1426

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Weak Convergence for Reversible Random Walks in a Random Environment

Boivin, Daniel

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p. 1427-1440

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The "Stable Roommates" Problem with Random Preferences

Pittel, Boris

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p. 1441-1477

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A Continuous Version of De Finetti's Theorem

Accardi, L. ; Lu, Y. G.

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p. 1478-1493

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Limit Theorems for $U$-Processes

Arcones, Miguel A. ; Gine, Evarist

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p. 1494-1542

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Convolution of Unimodal Distributions Can Produce any Number of Modes

Sato, Ken-Iti

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p. 1543-1549

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Hilbert Space Representations of $m$-Dependent Processes

Valk, Vincent De

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p. 1550-1570

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The Transition Function of a Fleming-Viot Process

Ethier, S. N. ; Griffiths, R. C.

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p. 1571-1590

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A Necessary and Sufficient Condition for the Markov Property of the Local Time Process

Eisenbaum, Nathalie ; Kaspi, Haya

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p. 1591-1598

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Local Times for Superdiffusions

Krone, Stephen M.

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p. 1599-1623

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Martingale Functional Central Limit Theorems for a Generalized Polya Urn

Gouet, Raul

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p. 1624-1639

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Some Limit Theorems in Log Density

Berkes, I. ; Dehling, H.

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p. 1640-1670

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Strong Large Deviation and Local Limit Theorems

Chaganty, Narasinga Rao ; Sethuraman, Jayaram

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p. 1671-1690

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Moderately Large Deviations and Expansions of Large Deviations for Some Functionals of Weighted Empirical Processes

Inglot, Tadeusz ; Ledwina, Teresa

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p. 1691-1705

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Strong Approximation for Set-Indexed Partial-Sum Processes, Via KMT Constructions II

Rio, Emmanuel

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p. 1706-1727

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Pathwise Nonlinear Filtering on Abstract Wiener Spaces

Enchev, Ognian

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p. 1728-1754

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A Shape Theorem for Epidemics and Forest Fires with Finite Range Interactions

Zhang, Yu

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p. 1755-1781

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Conservation of Local Equilibrium for Attractive Particle Systems on $Z^d$

Landim, C.

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p. 1782-1808

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Triangle Condition for Oriented Percolation in High Dimensions

Nguyen, Bao Gia ; Yang, Wei-Shih

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p. 1809-1844

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Large Deviations and Maximum Entropy Principle for Interacting Random Fields on $\mathbb{Z}^d$

Georgii, Hans-Otto

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p. 1845-1875

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Critical Large Deviations for Gaussian Fields in the Phase Transition Regime, I

Bolthausen, Erwin ; Deuschel, Jean-Dominique

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p. 1876-1920

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Equivalent Mixing Conditions for Random Fields

Bradley, Richard C.

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p. 1921-1926

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$U$-Statistics of Random-Size Samples and Limit Theorems for Systems of Markovian Particles with Non-Poisson Initial Distributions

Feldman, Raisa Epstein ; Rachev, Svetlozar

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p. 1927-1945

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Ergodicity of Critical Spatial Branching Processes in Low Dimensions

Bramson, Maury ; Cox, J. T. ; Greven, Andreas

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p. 1946-1957

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Strong Limit Theorems for Large and Small Increments of $l^p$-Valued Gaussian Processes

Csorgo, Miklos ; Shao, Qi-Man

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p. 1958-1990

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On the Law of the Iterated Logarithm for Independent Banach Space Valued Random Variables

Chen, Xia

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p. 1991-2011

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Toward a General Law of the Iterated Logarithm in Banach Space

Einmahl, Uwe

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p. 2012-2045

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The Distribution of Vector-Valued Rademacher Series

Dilworth, S. J. ; Montgomery-Smith, S. J.

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p. 2046-2052

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Exchangeably Weighted Bootstraps of the General Empirical Process

Praestgaard, Jens ; Wellner, Jon A.

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p. 2053-2086

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Finite Range Random Walk on Free Groups and Homogeneous Trees

Lalley, Steven P.

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p. 2087-2130

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Comparison Techniques for Random Walk on Finite Groups

Diaconis, Persi ; Saloff-Coste, Laurent

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p. 2131-2156

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On 1-Dependent Processes and $k$-Block Factors

Burton, Robert M. ; Goulet, Marc ; Meester, Ronald

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p. 2157-2168

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Nonlinear Transformations on the Wiener Space

Enchev, Ognian

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p. 2169-2188

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Coupling and Invariant Measures for the Heat Equation with Noise

Mueller, Carl

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p. 2189-2199

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The Moment Problem for Polynomial Forms in Normal Random Variables

Slud, Eric V.

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p. 2200-2214

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Diffusion Processes on Graphs and the Averaging Principle

Freidlin, Mark I. ; Wentzell, Alexander D.

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p. 2215-2245

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Invariant Measures and Evolution Equations for Markov Processes Characterized Via Martingale Problems

Bhatt, Abhay G. ; Karandikar, Rajeeva L.

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p. 2246-2268

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Review: D. Aldous, Probability Approximations via the Poisson Clumping Heuristic; A. D. Barbour, L. Holst, S. Janson, Poisson Approximation

Arratia, Richard ; Tavare, Simon

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p. 2269-2279

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