Abstract
Table of contents, Bernoulli Journal, vol. 6, no. 2 (2000)
Tail probabilities for the null distribution of scanning statistics; Authors: David Siegmund, Benjamin Yakir
Estimating the second largest eigenvalue of a Markov transition matrix; Authors: Steven T. Garren, Richard L. Smith
Likelihood-based inference with singular information matrix; Authors: Andrea Rotnitzky, David R. Cox, Matteo Bottai, James Robins
Resampling and exchangeable arrays; Authors: Peter Mccullagh
Rare events simulation for heavy-tailed distributions; Authors: Søren Asmussen, Klemens Binswanger, Bjarne Højgaard
Change of measures for Markov chains and the LlogL theorem for branching processes; Authors: Krishna B. Athreya
Large deviations for stochastic Volterra equations; Authors: David Nualart, Carles Rovira
Approximation of the Ornstein-Uhlenbeck local time by harmonic oscillators; Authors: José R. León, Gonzalo Perera
Citation
"Table of contents, Bernoulli Journal, vol. 6, no. 2 (2000)." Bernoulli 6 (2) April 2000.
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