VOL. 15 · NO. 1 | January, 1987
Front Matter
Ann. Probab. 15 (1), (January, 1987)
No abstract available
Special Invited Paper
Shinzo Watanabe
Ann. Probab. 15 (1), 1-39, (January, 1987) DOI: 10.1214/aop/1176992255
KEYWORDS: Sobolev spaces of Wiener functionals, generalized Wiener functionals, pull-back of Schwartz distributions, asymptotic expansion of Wiener functionals, Heat kernels, short-time asymptotics, 60H10, 28C20, 35K05
Philippe Bougerol
Ann. Probab. 15 (1), 40-74, (January, 1987) DOI: 10.1214/aop/1176992256
KEYWORDS: Products of random matrices, linear stochastic systems, stability in probability, stationary solution, Convergence in distribution, linear stochastic differential equations, 60B15, 60B10, 60H10, 60H25
Naresh C. Jain, William E. Pruitt
Ann. Probab. 15 (1), 75-101, (January, 1987) DOI: 10.1214/aop/1176992257
KEYWORDS: Random walk, nonnegative summands, lower tail, stochastic compactness, Subordinators, local limit theorem, 60F10, 60G50
Michael Woodroofe, Robert Keener
Ann. Probab. 15 (1), 102-114, (January, 1987) DOI: 10.1214/aop/1176992258
KEYWORDS: nonlinear renewal theory, Random walks, excess over the boundary, Edgeworth expansions, 60F05, 60J15
J. M. Harrison, R. J. Williams
Ann. Probab. 15 (1), 115-137, (January, 1987) DOI: 10.1214/aop/1176992259
KEYWORDS: reflected Brownian motion, drift, polyhedron, stationary distribution, exponential form, skew symmetry, Queueing theory, 60J65, 60J60, 60K25, 35J25
Michael Klass, Henry Teicher
Ann. Probab. 15 (1), 138-153, (January, 1987) DOI: 10.1214/aop/1176992260
KEYWORDS: central limit theorem, Exchangeable, symmetrized r.v.'s, tightness, 60F05
Evarist Gine, Joel Zinn
Ann. Probab. 15 (1), 154-163, (January, 1987) DOI: 10.1214/aop/1176992261
KEYWORDS: Weak and strong laws of large numbers, partial sum processes, Metric entropy, 60F15, 60G50
N. T. Andersen, V. Dobric
Ann. Probab. 15 (1), 164-177, (January, 1987) DOI: 10.1214/aop/1176992262
KEYWORDS: central limit theorem, eventual boundedness, eventual uniform equicontinuity, eventual tightness, Stochastic processes, 60B12, 60F05
Kenneth S. Alexander
Ann. Probab. 15 (1), 178-203, (January, 1987) DOI: 10.1214/aop/1176992263
KEYWORDS: empirical process, central limit theorem, Vapnik-Cervonenkis class, Metric entropy, weighted empirical process, 60F05, 60F17, 60B12
Michel Talagrand
Ann. Probab. 15 (1), 204-212, (January, 1987) DOI: 10.1214/aop/1176992264
KEYWORDS: Donsker class, lifting, contraction principle, 60G05, 60F05, 28A51
Olav Kallenberg
Ann. Probab. 15 (1), 213-240, (January, 1987) DOI: 10.1214/aop/1176992265
KEYWORDS: stopping times, Conditional independence, regeneration, recurrence, invariant $\sigma$-fields, exchangeable sequences, 60J25, 60G40
Vlad Bally, Lucretiu Stoica
Ann. Probab. 15 (1), 241-262, (January, 1987) DOI: 10.1214/aop/1176992266
KEYWORDS: Standard processes, Duality, Local times, approximation by occupation times and downcrossings, Additive functionals, representing measures, 60J55, 60J45
Thomas S. Salisbury
Ann. Probab. 15 (1), 263-267, (January, 1987) DOI: 10.1214/aop/1176992267
KEYWORDS: Right processes, realizations, universal null sets, Continuum hypothesis, 60J25, 28A05
D. L. Burkholder
Ann. Probab. 15 (1), 268-273, (January, 1987) DOI: 10.1214/aop/1176992268
KEYWORDS: stochastic integral, martingale, supermartingale, biconcave function, $L^p$-inequality, 60H05, 60G44, 26D15
Svante Janson
Ann. Probab. 15 (1), 274-280, (January, 1987) DOI: 10.1214/aop/1176992269
KEYWORDS: spacings, multi-dimensional spacings, random coverings, 60005, 60F05, 60F15
George L. O'Brien
Ann. Probab. 15 (1), 281-291, (January, 1987) DOI: 10.1214/aop/1176992270
KEYWORDS: extreme value, stationary sequence, Maximum, minimum, weak limit, Mixing, extremal index, phantom distribution function, function of a Markov sequence, 60F05, 60G10, 60J05
V. D. Milman, G. Pisier
Ann. Probab. 15 (1), 292-304, (January, 1987) DOI: 10.1214/aop/1176992271
KEYWORDS: G.C. set, continuity of Gaussian process, metric entropy mixed volumes, 60G15, 60G17, 41A46, 47B10
G. Keller, G. Kersting, U. Rosler
Ann. Probab. 15 (1), 305-343, (January, 1987) DOI: 10.1214/aop/1176992272
KEYWORDS: Discrete time stochastic growth, subexponential growth, Asymptotic behaviour, central limit theorem, Controlled branching processes, Martingales, 60J80, 60G42
Eric S. Key
Ann. Probab. 15 (1), 344-353, (January, 1987) DOI: 10.1214/aop/1176992273
KEYWORDS: Multitype branching process with immigration in a random environment, limiting distributions, Regeneration times, Products of random matrices, Random walk in a random environment, 60J10, 60J15
J. Van Den Berg, U. Fiebig
Ann. Probab. 15 (1), 354-374, (January, 1987) DOI: 10.1214/aop/1176992274
KEYWORDS: Disjoint occurrences of events, Correlation inequality, FKG inequality, combinatorial probability, percolation, finite Bernoulli sequences, 60C05, 60K10, 60K35
Ellen Saada
Ann. Probab. 15 (1), 375-381, (January, 1987) DOI: 10.1214/aop/1176992275
KEYWORDS: simple exclusion process, Tagged particle, extremal invariant measures, 60K35
Roberto Henrique Schonmann
Ann. Probab. 15 (1), 382-387, (January, 1987) DOI: 10.1214/aop/1176992276
KEYWORDS: contact process, Complete convergence theorem, 60K35
Kevin K. Anderson, Krishna B. Athreya
Ann. Probab. 15 (1), 388-393, (January, 1987) DOI: 10.1214/aop/1176992277
KEYWORDS: Renewal function, regular variation, key renewal theorem, second order behavior, 60K05
Rudolf Grubel
Ann. Probab. 15 (1), 394-415, (January, 1987) DOI: 10.1214/aop/1176992278
KEYWORDS: Subordinated distributions, renewal measures, asymptotic expansions, tail behaviour, 60E05, 60K05
Timothy C. Brown
Ann. Probab. 15 (1), 416-422, (January, 1987) DOI: 10.1214/aop/1176992279
KEYWORDS: Correlation matrix, partial independence, $\chi^2$ statistics, distances on metric space, uniform distribution, 62J15, 60E99, 60G55
Emad El-Neweihi, Thomas H. Savits
Ann. Probab. 15 (1), 423-427, (January, 1987) DOI: 10.1214/aop/1176992280
KEYWORDS: increasing failure rate average, characterizations, convolution, 62H05, 62N05
Kenneth S. Alexander
Ann. Probab. 15 (1), 428-430, (January, 1987) DOI: 10.1214/aop/1176992281
No abstract available
Back Matter
Ann. Probab. 15 (1), (January, 1987)
No abstract available
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