An Official Journal of the Institute of Mathematical Statistics.
Volume 16, Number 2
Publication Date: April, 1988
Miscellaneous front pages, Ann. Probab., Volume 16, Number 2 (1988)
Special Invited Paper
Extremal Theory for Stochastic Processes
M. R. Leadbetter and Holger Rootzen; 431-478
Approximate Tail Probabilities for the Maxima of Some Random Fields
David Siegmund; 487-501
On the Maximum Sequence in a Critical Branching Process
K. B. Athreya; 502-507
Spreading and Predictable Sampling in Exchangeable Sequences and Processes
Olav Kallenberg; 508-534
Maximal Length of Common Words Among Random Letter Sequences
Samuel Karlin and Friedemann Ost; 535-563
Killing a Markov Process Under a Stationary Measure Involves Creation
R. K. Getoor; 564-585
Random Time Changes for Processes with Random Birth and Death
H. Kaspi; 586-599
Inequalities for Multivariate Infinitely Divisible Processes
Lawrence D. Brown and Yosef Rinott; 642-657
Inequalities for Multivariate Compound Poisson Distributions
Richard S. Ellis; 658-661
A Mini-Max Variational Formula Giving Necessary and Sufficient Conditions for Recurrence or Transience of Multidimensional Diffusion Processes
Ross G. Pinsky; 662-671
The Asymptotic Distribution of Trimmed Sums
Sandor Csorgo, Erich Haeusler and David M. Mason; 672-699
Central Limit Theorem for an Infinite Lattice System of Interacting Diffusion Processes
Jean-Dominique Deuschel; 700-716
A Correlation Inequality for the Symmetric Exclusion Process
Enrique D. Andjel; 717-721
A Zero or One Law for One Dimensional Random Walks in Random Environments
Enrique D. Andjel; 722-729
Random Nonlinear Wave Equations: Propagation of Singularities
Rene Carmona and David Nualart; 730-751
The Generators of a Gaussian Wave Associated with the Free Markov Field
Wei-Shih Yang; 752-763
A Multiple Stochastic Integral with Respect to a Strictly $p$-Stable Random Measure
Wieslaw Krakowiak and Jerzy Szulga; 764-777
Local Time for Two-Parameter Continuous Martingales with Respect to the Quadratic Variation
Marta Sanz; 778-792
Conditional Boundary Crossing Probabilities, with Applications to Change-Point Problems
Barry James, Kang Ling James and David Siegmund; 825-839
Asymptotic Optimality and Asymptotic Equipartition Properties of Log-Optimum Investment
Paul H. Algoet and Thomas M. Cover; 876-898
A Sandwich Proof of the Shannon-McMillan-Breiman Theorem
Paul H. Algoet and Thomas M. Cover; 899-909
Miscellaneous back pages, Ann. Probab., Volume 16, Number 2 (1988)
The Annals of Probability
