VOL. 16 · NO. 2 | April, 1988
 
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Front Matter
Ann. Probab. 16 (2), (April, 1988)
No abstract available
Special Invited Paper
M. R. Leadbetter, Holger Rootzen
Ann. Probab. 16 (2), 431-478, (April, 1988) DOI: 10.1214/aop/1176991767
KEYWORDS: 60-02, Extreme values, Stationary processes, Point processes, 60G10, 60G15, 60G17, 60G55, 60F05
Articles
E. Omey
Ann. Probab. 16 (2), 479-486, (April, 1988) DOI: 10.1214/aop/1176991768
KEYWORDS: density convergence, uniform rates of convergence, Extreme value theory, local limit theorem, 60F05, 60F99
David Siegmund
Ann. Probab. 16 (2), 487-501, (April, 1988) DOI: 10.1214/aop/1176991769
KEYWORDS: large deviations, Random field, CUSUM test, 60F10, 60G60, 60K05, 62N10
K. B. Athreya
Ann. Probab. 16 (2), 502-507, (April, 1988) DOI: 10.1214/aop/1176991770
KEYWORDS: branching process, critical, Maximum, 60J80, 60K99
Olav Kallenberg
Ann. Probab. 16 (2), 508-534, (April, 1988) DOI: 10.1214/aop/1176991771
KEYWORDS: Invariance in distribution, subsequences, thinning, stationarity, predictable stopping times, allocation sequences and processes, Semimartingales, local characteristics, stochastic integrals, 60G99, 60G40, 60G44
Samuel Karlin, Friedemann Ost
Ann. Probab. 16 (2), 535-563, (April, 1988) DOI: 10.1214/aop/1176991772
KEYWORDS: Random letter sequences, extremal distributions, uniformly mixing stationary processes, local match distribution, longest common word, 60F10, 60F99
R. K. Getoor
Ann. Probab. 16 (2), 564-585, (April, 1988) DOI: 10.1214/aop/1176991773
KEYWORDS: Multiplicative functional, stationary measure, killing, birthing, 60J25, 60J57
H. Kaspi
Ann. Probab. 16 (2), 586-599, (April, 1988) DOI: 10.1214/aop/1176991774
KEYWORDS: Markov processes, Time change, homogeneous random measure, additive functional, excessive measure, characteristic measure, Ray-Knight compactification, 60J55, 60J45, 60J50
G. Mazziotto
Ann. Probab. 16 (2), 600-619, (April, 1988) DOI: 10.1214/aop/1176991775
KEYWORDS: Two-parameter Markov process, Biharmonic functions, commuting semigroups, Probabilistic potential theory, 60J45, 31C10
Jean Jacod, Philip Protter
Ann. Probab. 16 (2), 620-641, (April, 1988) DOI: 10.1214/aop/1176991776
KEYWORDS: Semimartingale, Time reversal, expansion of filtrations, Levy process, processes with stationary and independent increments, Brownian motion, Local time, Additive functionals, 60H44, 60H05, 60J30, 60J65
Lawrence D. Brown, Yosef Rinott
Ann. Probab. 16 (2), 642-657, (April, 1988) DOI: 10.1214/aop/1176991777
KEYWORDS: Slepian's inequality, Infinitely divisible distributions, multivariate Poisson distribution, Queueing theory, multivariate sample cumulative distribution functions, 60E05, 60G99, 60K25, 62G30, 62E99
Richard S. Ellis
Ann. Probab. 16 (2), 658-661, (April, 1988) DOI: 10.1214/aop/1176991778
KEYWORDS: Multivariate compound Poisson distributions, positive dependence ordering, 60E05, 60G99
Ross G. Pinsky
Ann. Probab. 16 (2), 662-671, (April, 1988) DOI: 10.1214/aop/1176991779
KEYWORDS: Diffusion processes, Recurrence and transience, mini-max variational formula, 60J60
Sandor Csorgo, Erich Haeusler, David M. Mason
Ann. Probab. 16 (2), 672-699, (April, 1988) DOI: 10.1214/aop/1176991780
KEYWORDS: trimmed sums, stochastic compactness, asymptotic normality, 60F05
Jean-Dominique Deuschel
Ann. Probab. 16 (2), 700-716, (April, 1988) DOI: 10.1214/aop/1176991781
KEYWORDS: Central limit theorem for interacting stochastic systems, stochastic differential equation in infinite dimensions, stochastic integral representation, Haussmann formula, 60F05, 60H10, 60J60, 60K35
Enrique D. Andjel
Ann. Probab. 16 (2), 717-721, (April, 1988) DOI: 10.1214/aop/1176991782
KEYWORDS: Symmetric exclusion process, self-duality, Correlation inequality, pointwise ergodic theorem, 60K35
Enrique D. Andjel
Ann. Probab. 16 (2), 722-729, (April, 1988) DOI: 10.1214/aop/1176991783
KEYWORDS: Random walk in random environment, zero or one law, Harmonic functions, recurrence, 60K99, 60J10
Rene Carmona, David Nualart
Ann. Probab. 16 (2), 730-751, (April, 1988) DOI: 10.1214/aop/1176991784
KEYWORDS: Random wave equations, Brownian motions, Laws of the iterated logarithm, 60H15
Wei-Shih Yang
Ann. Probab. 16 (2), 752-763, (April, 1988) DOI: 10.1214/aop/1176991785
KEYWORDS: Brownian motion, free Markov field, Gaussian random field, generators, Feynman-Kac-Nelson formula, Levy-Khintchine measure, 60G60, 60G15
Wieslaw Krakowiak, Jerzy Szulga
Ann. Probab. 16 (2), 764-777, (April, 1988) DOI: 10.1214/aop/1176991786
KEYWORDS: Multiple stochastic integral, strictly $p$-stable measure, vector measures, multilinear random forms, Decoupling inequalities, contraction principle, Marcinkiewicz-Paley-Zygmund condition, 60H05, 10C10, 60G57, 46B20
Marta Sanz
Ann. Probab. 16 (2), 778-792, (April, 1988) DOI: 10.1214/aop/1176991787
KEYWORDS: Local time, Two-parameter martingales, Quadratic Variation, 60H99
Cun-Hui Zhang
Ann. Probab. 16 (2), 793-824, (April, 1988) DOI: 10.1214/aop/1176991788
KEYWORDS: nonlinear renewal theory, excess over the boundary, uniform integrability, expected sample size, variance of sample size, 60K05, 60G40, 60J15, 62L10, 62L12, 62L15
Barry James, Kang Ling James, David Siegmund
Ann. Probab. 16 (2), 825-839, (April, 1988) DOI: 10.1214/aop/1176991789
KEYWORDS: boundary crossing probabilities, Change-point, normal random walk, 60F10, 60J15, 62F03
Michael J. Klass
Ann. Probab. 16 (2), 840-853, (April, 1988) DOI: 10.1214/aop/1176991790
KEYWORDS: Expectations of functions of normed partial sums, random numbers of summands, Wald's equation, 60G40, 60G50, 60E15
M. Falk, R.-D. Reiss
Ann. Probab. 16 (2), 854-862, (April, 1988) DOI: 10.1214/aop/1176991791
KEYWORDS: uniform distribution, conditional expectation, asymptotic expansion, 62G30
Z. D. Bai, Y. Q. Yin
Ann. Probab. 16 (2), 863-875, (April, 1988) DOI: 10.1214/aop/1176991792
KEYWORDS: Random matrix, Spectral distribution, semicircle law, 60F99, 62E20
Paul H. Algoet, Thomas M. Cover
Ann. Probab. 16 (2), 876-898, (April, 1988) DOI: 10.1214/aop/1176991793
KEYWORDS: Portfolio theory, gambling, expected log return, log-optimum portfolio, capital growth rate, ergodic stock market, asymptotic optimality principle, asymptotic equipartition property (AEP), Shannon-McMillan-Breiman theory, 90A09, 94A15, 28D20, 60F15, 60G40, 49A50
Paul H. Algoet, Thomas M. Cover
Ann. Probab. 16 (2), 899-909, (April, 1988) DOI: 10.1214/aop/1176991794
KEYWORDS: Shannon-McMillan-Breiman theorem, asymptotic equipartition property (AEP), ergodic theorem of information theory, relative entropy rate, likelihood ratio, sandwich argument, Markov approximation, asymptotically mean stationary, 28D05, 94A17, 28A65, 28D20, 60F15
Christian Berg
Ann. Probab. 16 (2), 910-913, (April, 1988) DOI: 10.1214/aop/1176991795
KEYWORDS: Determinate and indeterminate distributions, normal distribution, powers of a normal distribution, 60E05, 44A60
Hermann Thorisson
Ann. Probab. 16 (2), 914-924, (April, 1988) DOI: 10.1214/aop/1176991796
KEYWORDS: Backward limits, inhomogeneous regeneration, Regenerative process, inhomogeneous Markov process, two-sided process, 60G07, 60G20, 60J99
Back Matter
Ann. Probab. 16 (2), (April, 1988)
No abstract available
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