VOL. 18 · NO. 3 | July, 1990
 
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Front Matter
Ann. Probab. 18 (3), (July, 1990)
No abstract available
Articles
Donald S. Ornstein, Benjamin Weiss
Ann. Probab. 18 (3), 905-930, (July, 1990) DOI: 10.1214/aop/1176990729
KEYWORDS: stationary process, ergodic theory, Entropy, Shannon-McMillan theorem, prediction, Bernoulli shifts, 60G10, 60F15, 28D05, 28D10
Russell Lyons
Ann. Probab. 18 (3), 931-958, (July, 1990) DOI: 10.1214/aop/1176990730
KEYWORDS: trees, Random walks, percolation, random networks, Hausdorff dimension, Random fractals, branching processes, 05C05, 60J15, 60K35, 60J80, 05C80, 60D05, 82A43
Jay Rosen
Ann. Probab. 18 (3), 959-977, (July, 1990) DOI: 10.1214/aop/1176990731
KEYWORDS: Random walks, Intersection local time, multiple points, domain of attraction, 60G60, 60J55, 60J65
Krzysztof Burdzy
Ann. Probab. 18 (3), 978-980, (July, 1990) DOI: 10.1214/aop/1176990732
KEYWORDS: Brownian motion, path properties, 60J65, 60G17
Krzysztof Burdzy, Gregory F. Lawler
Ann. Probab. 18 (3), 981-1009, (July, 1990) DOI: 10.1214/aop/1176990733
KEYWORDS: Brownian motion, Fractal, intersections of Brownian paths, Critical exponents, 60J65, 60G17
Avi Mandelbaum, Larry A. Shepp, Robert J. Vanderbei
Ann. Probab. 18 (3), 1010-1033, (July, 1990) DOI: 10.1214/aop/1176990734
KEYWORDS: Optimal stopping, two-parameter processes, nonlinear Dirichlet problem, optional increasing paths, 60G40, 60G07, 34F05
R. Dante DeBlassie
Ann. Probab. 18 (3), 1034-1070, (July, 1990) DOI: 10.1214/aop/1176990735
KEYWORDS: Symmetric stable process, Exit time, Wedge, 60G99, 60J25
Naresh C. Jain
Ann. Probab. 18 (3), 1071-1098, (July, 1990) DOI: 10.1214/aop/1176990736
KEYWORDS: Markov process, continuous and discrete time, Occupation times, bounded additive functionals, large deviations, lower bounds, 60F10
Omar Hijab
Ann. Probab. 18 (3), 1099-1125, (July, 1990) DOI: 10.1214/aop/1176990737
KEYWORDS: Markov processes, partially observed control, measure-valued diffusion, Martingale problem, Filtering, 60G35, 49A10, 93E11, 93E20
Robert J. Adler, Michael B. Marcus, Joel Zinn
Ann. Probab. 18 (3), 1126-1140, (July, 1990) DOI: 10.1214/aop/1176990738
KEYWORDS: Local time, Markov process, Gaussian process, central limit theorem, 60J55, 60G15, 60F05
J. Husler
Ann. Probab. 18 (3), 1141-1158, (July, 1990) DOI: 10.1214/aop/1176990739
KEYWORDS: Extreme values, boundary crossings, local stationarity, Gaussian processes, Asymptotic distributions, 60F05, 60G15
Hwai-Chung Ho, Tze-Chien Sun
Ann. Probab. 18 (3), 1159-1173, (July, 1990) DOI: 10.1214/aop/1176990740
KEYWORDS: central limit theorem, noncentral limit theorem, long-range dependence, stationary Gaussian vector processes, 60F05, 60G15
Jack W. Silverstein
Ann. Probab. 18 (3), 1174-1194, (July, 1990) DOI: 10.1214/aop/1176990741
KEYWORDS: Weak convergence on $D\lbrack 0, 1 \rbrack$ and $D\lbrack 0, \infty)$, eigenvectors of sample covariance matrix, Brownian bridge, Haar measure, signed measures, 60F05, 62H99
I. Iscoe, D. McDonald
Ann. Probab. 18 (3), 1195-1221, (July, 1990) DOI: 10.1214/aop/1176990742
KEYWORDS: Dirichlet forms, large deviations, hitting probabilities, capacity, 60G17, 60G15
M. Gopalan Nair
Ann. Probab. 18 (3), 1222-1231, (July, 1990) DOI: 10.1214/aop/1176990743
KEYWORDS: point process, Poisson process, compensator, stopping set, random space change, 60G55, 60G44, 60G40
W. Szczotka, F. P. Kelly
Ann. Probab. 18 (3), 1232-1248, (July, 1990) DOI: 10.1214/aop/1176990744
KEYWORDS: tandem queue, asymptotic stationarity, stationary representation, heavy traffic approximation, diffusion approximation, 60K25, 60K20
J. M. Harrison, R. J. Williams
Ann. Probab. 18 (3), 1249-1268, (July, 1990) DOI: 10.1214/aop/1176990745
KEYWORDS: Multiclass queues, quasireversibility, Brownian models, 60J60, 60J70, 60K25
P. Massart
Ann. Probab. 18 (3), 1269-1283, (July, 1990) DOI: 10.1214/aop/1176990746
KEYWORDS: Brownian bridge, empirical process, Kolmogorov-Smirnov statistics, 62E15, 62G15
Marjorie G. Hahn, Jim Kuelbs, Daniel C. Weiner
Ann. Probab. 18 (3), 1284-1341, (July, 1990) DOI: 10.1214/aop/1176990747
KEYWORDS: asymptotic normality, self-normalized sums, studentization, Censoring, winsorizing, Feller class, stochastic compactness, tightness, center and scale constants, infinite variance, domain of attraction, 60F05, 62G05, 62G30
Peter Hall
Ann. Probab. 18 (3), 1342-1360, (July, 1990) DOI: 10.1214/aop/1176990748
KEYWORDS: bootstrap, central limit theorem, domain of attraction, heavy tail, normal distribution, Stable law, 60F05, 60G50, 62G05
Michel Harel, Madan L. Puri
Ann. Probab. 18 (3), 1361-1387, (July, 1990) DOI: 10.1214/aop/1176990749
KEYWORDS: Serial rank statistics, $\varphi$-mixing, Strong mixing, graduate empirical process, graduate rank process, Skorohod topology, weak convergence, Markov process, ARMA process, 60F05, 60J05, 62M10
Mark Brown
Ann. Probab. 18 (3), 1388-1402, (July, 1990) DOI: 10.1214/aop/1176990750
KEYWORDS: Geometric convolutions, Exponential approximations, reliability theory, queuing theory, renewal theory, regenerative processes, NWU distributions, 60F05, 60E15
Kambiz Farahmand
Ann. Probab. 18 (3), 1403-1409, (July, 1990) DOI: 10.1214/aop/1176990751
KEYWORDS: 60H, 42, Number of real roots, Kac-Rice formula, random equation
William E. Winkler
Ann. Probab. 18 (3), 1410-1415, (July, 1990) DOI: 10.1214/aop/1176990752
KEYWORDS: Iterative fitting procedure, $I$-projection, Kullback-Liebler information number, 90C99, 49D99
Back Matter
Ann. Probab. 18 (3), (July, 1990)
No abstract available
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