VOL. 12 · NO. 3 | August, 1984
Front Matter
Ann. Probab. 12 (3), (August, 1984)
No abstract available
Special Invited Paper
D. L. Burkholder
Ann. Probab. 12 (3), 647-702, (August, 1984) DOI: 10.1214/aop/1176993220
KEYWORDS: martingale, martingale transform, stochastic integral, optimal control, unconditional constant, Haar system, monotone basis, contractive projection, biconvex function, boundary value problem, nonlinear partial differential equation, 60G42, 60H05, 60G46, 46E30
Douglas N. Hoover
Ann. Probab. 12 (3), 703-713, (August, 1984) DOI: 10.1214/aop/1176993221
KEYWORDS: Synonymity, Semimartingale, local martingale, subfiltration, 60G07, 60G48
Martin Jacobsen
Ann. Probab. 12 (3), 714-725, (August, 1984) DOI: 10.1214/aop/1176993222
KEYWORDS: Death times, cooptional times, $h$-transforms, 60J10, 60J35
Tommy Norberg
Ann. Probab. 12 (3), 726-732, (August, 1984) DOI: 10.1214/aop/1176993223
KEYWORDS: Closed random set, weak convergence, alternating set functions, Infinite divisibility, null-arrays, 60D05, 60B10, 60G99
H. G. Mukerjee
Ann. Probab. 12 (3), 733-741, (August, 1984) DOI: 10.1214/aop/1176993224
KEYWORDS: conditional expectation, a.s. equiconvergence, metric for $\sigma$-fields, 28A20, 60645
Th. Brox, H. Rost
Ann. Probab. 12 (3), 742-759, (August, 1984) DOI: 10.1214/aop/1176993225
KEYWORDS: Zero range jump process, Equilibrium fluctuations, field of local functions, conserved quantities, bulk diffusion coefficient, 60K35, 80A20
Andreas Greven
Ann. Probab. 12 (3), 760-767, (August, 1984) DOI: 10.1214/aop/1176993226
KEYWORDS: infinite particle systems, Hydrodynamical limit, 60K35, 82A05
Imre Csiszar
Ann. Probab. 12 (3), 768-793, (August, 1984) DOI: 10.1214/aop/1176993227
KEYWORDS: Kullback-Leibler information, $I$-projection, large deviations in abstract space, exponential family, asymptotic quasi-independence, maximum entropy principle, 60F10, 60B10, 62B10, 94A17, 82A05
M. P. Quine, J. Robinson
Ann. Probab. 12 (3), 794-804, (August, 1984) DOI: 10.1214/aop/1176993228
KEYWORDS: central limit theorem, Berry-Esseen bound, occupancy schemes, multinomial sums, 60F05
Svante Janson
Ann. Probab. 12 (3), 805-818, (August, 1984) DOI: 10.1214/aop/1176993229
KEYWORDS: Runs, $m$-dependent sequences, Random permutations, 60K99, 60G99, 60K05, 60F05, 60C05
Ioannis Karatzas, Steven E. Shreve
Ann. Probab. 12 (3), 819-828, (August, 1984) DOI: 10.1214/aop/1176993230
KEYWORDS: Brownian motion, Local time, occupation time, Feynman-Kac formula, Girsanov theorem, Tanaka formula, bang-bang stochastic control, 60J65, 93E20, 60G17
A. Goldman
Ann. Probab. 12 (3), 829-842, (August, 1984) DOI: 10.1214/aop/1176993231
KEYWORDS: Brownian motion, Random walk, sojourn time and oscillation, Bessel functions, Hausforff measure, 60F17, 60J15, 60J65, 33A40, 60J55, 60G17, 60G60
WanSoo Rhee, Michel Talagrand
Ann. Probab. 12 (3), 843-850, (August, 1984) DOI: 10.1214/aop/1176993232
KEYWORDS: central limit theorem, rate of convergence, renorming the Hilbert space, 60B12, 28C20, 46B20
Bernard Heinkel
Ann. Probab. 12 (3), 851-857, (August, 1984) DOI: 10.1214/aop/1176993233
KEYWORDS: Strong law of large numbers, type 2 space, 2-uniformly smooth Banach space, 60B12, 46B20
A. S. Ustunel
Ann. Probab. 12 (3), 858-868, (August, 1984) DOI: 10.1214/aop/1176993234
KEYWORDS: 60G, 60H, 46E, 46F, 81E, Nuclear spaces, Additive processes, Levy's measure, integration by parts formula, Semimartingales, Ornstein-Uhlenbeck processes, free quantum field, Stochastic flows
Mark Brown, Guangping Ge
Ann. Probab. 12 (3), 869-875, (August, 1984) DOI: 10.1214/aop/1176993235
KEYWORDS: Exponential approximations, NBUE and NWUE distributions, Inequalities‎, renewal theory, geometric sums, 60E15, 60K10
Adam T. Martinsek
Ann. Probab. 12 (3), 876-881, (August, 1984) DOI: 10.1214/aop/1176993236
KEYWORDS: Optimal stopping, uniform integrability, last times, 62L15, 60G40
F. Thomas Bruss
Ann. Probab. 12 (3), 882-889, (August, 1984) DOI: 10.1214/aop/1176993237
KEYWORDS: best choice problem, secretary problem, optimal stopping time, two person game, 60G40
Omar Hijab
Ann. Probab. 12 (3), 890-902, (August, 1984) DOI: 10.1214/aop/1176993238
KEYWORDS: large deviations, Bayesian estimation, diffusion, 58G32, 60F10, 93E10
Short Communications
Peter Ney
Ann. Probab. 12 (3), 903-906, (August, 1984) DOI: 10.1214/aop/1176993239
KEYWORDS: large deviations, convexity, 60G10, 60G50
Michael J. Klass
Ann. Probab. 12 (3), 907-911, (August, 1984) DOI: 10.1214/aop/1176993240
KEYWORDS: Generalized or universal law of the iterated logarithm, sums of i.i.d. random variables, 60F15, 60G50
Norbert Herrndorf
Ann. Probab. 12 (3), 912-917, (August, 1984) DOI: 10.1214/aop/1176993241
KEYWORDS: central limit theorem, strictly stationary associated sequences, 60F05
M. Falk
Ann. Probab. 12 (3), 918-921, (August, 1984) DOI: 10.1214/aop/1176993242
KEYWORDS: Weakly stationary process, Spectral density, Gaussian process, 60G10
Burgess Davis, Itrel Monroe
Ann. Probab. 12 (3), 922-925, (August, 1984) DOI: 10.1214/aop/1176993243
KEYWORDS: Brownian motion paths, 60J65, 60G30, 60G17
Luis G. Gorostiza
Ann. Probab. 12 (3), 926-927, (August, 1984) DOI: 10.1214/aop/1176993244
No abstract available
Back Matter
Ann. Probab. 12 (3), (August, 1984)
No abstract available
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