Bernoulli is published by the Bernoulli Society for Mathematical Statistics and Probability and disseminated by the Institute of Mathematical Statistics on behalf of the Bernoulli Society. The journal provides a comprehensive account of important developments in the fields of statistics and probability, offering an international forum for both theoretical and applied work.
Volume 12, Number 1
Publication Date: February 2006
Table of contents, Bernoulli Journal, vol. 12, no. 1 (2006)
Editorial board, Bernoulli Journal, vol. 12, no. 1 (2006)
Articles
Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations
Ole E. Barndorff-Nielsen, Makoto Maejima and Ken-Iti Sato; 1-33
On sampling distributions for coalescent processes with simultaneous multiple collisions
M. Möhle; 35-53
Large deviations of the kernel density estimator in L1(Rd) for reversible Markov processes
Liangzhen Lei; 65-83
Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter H>½
Marco Ferrante and Carles Rovira; 85-100
The reversible nearest particle system on a finite interval
Dayue Chen, Juxin Liu and Fuxi Zhang; 101-111
Brownian motion in self-similar domains
Dante Deblassie and Robert Smits; 113-132
On Kesten's counterexample to the Cramér-Wold device for regular variation
Henrik Hult and Filip Lindskog; 133-142
A continuous Gaussian approximation to a nonparametric regression in two dimensions
Andrew V. Carter; 143-156
Which multivariate gamma distributions are infinitely divisible?
Philippe Bernardoff; 169-189
Acknowledgement of Priority
Central limit theorem and convergence to stable laws in Mallows distance
Oliver Johnson and Richard Samworth; 191
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