Table of contents, Bernoulli Journal, vol. 6, no. 2 (2000)

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