VOL. 25 · NO. 2 | April 1997
 
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Articles
Erwin Bolthausen, Uwe Schmock
Ann. Probab. 25 (2), 531-572, (April 1997) DOI: 10.1214/aop/1024404411
KEYWORDS: $d$-dimensional random walk, attractive interaction, large deviations, weak convergence, maximum entropy principle, Dirac-type interaction, 60F05, 60F10, 60K35
W. König, F. den Hollander, R. van der Hofstad
Ann. Probab. 25 (2), 573-597, (April 1997) DOI: 10.1214/aop/1024404412
KEYWORDS: Edwards model, Ray-Knight theorems, central limit theorem, 60F05, 60J55, 60J65
Yuji Hamana
Ann. Probab. 25 (2), 598-639, (April 1997) DOI: 10.1214/aop/1024404413
KEYWORDS: Multiple point range, Random walk, Intersection local time, 60J15, 60F05
E. B. Dynkin, S. E. Kuznetsov
Ann. Probab. 25 (2), 640-661, (April 1997) DOI: 10.1214/aop/1024404414
KEYWORDS: Measure-valued processes, branching, natural linear additive functionals, potentials, log-potentials, 60J60, 60J80, 60J25, 60J55, 31C45
E. B. Dynkin, S. E. Kuznetsov
Ann. Probab. 25 (2), 662-701, (April 1997) DOI: 10.1214/aop/1024404415
KEYWORDS: Measure-valued processes, branching, natural linear additive functionals, probabilistic solutions of PDEs, boundary value problems involving measures, potentials, log-potentials, Capacities, polar sets, 60J60, 35J65, 60J80, 31C15, 60J25, 60J55, 31C45, 35J60
N. El Karoui, C. Kapoudjian, E. Pardoux, S. Peng, M. C. Quenez
Ann. Probab. 25 (2), 702-737, (April 1997) DOI: 10.1214/aop/1024404416
KEYWORDS: backward stochastic differential equation, probabilistic representation of solution of second order parabolic PDE, obstacle problems for second order parabolic PDE, 60H10, 60H30, 35K85
Paul Raynaud de Fitte
Ann. Probab. 25 (2), 738-766, (April 1997) DOI: 10.1214/aop/1024404417
KEYWORDS: Strong law of large numbers, ergodic theorem, random sets, Hausdorff distance, metric spaces with negative curvature, 60B05, 60D05, 60F15, 51K05
Claude Bélisle, Jean-Claude Massé, Thomas Ransford
Ann. Probab. 25 (2), 767-786, (April 1997) DOI: 10.1214/aop/1024404418
KEYWORDS: Cramér-Wold theorem, probability measure, Characteristic function, projection, Analytic function, quasi-analytic class, determination, 60E05, 60E10
Joseph T. Chang, Yuval Peres
Ann. Probab. 25 (2), 787-802, (April 1997) DOI: 10.1214/aop/1024404419
KEYWORDS: Random walk, ladder height, Riemann zeta function, boundary crossing probability, analytic continuation, 60J15, 30B40
K. P. Choi, Michael J. Klass
Ann. Probab. 25 (2), 803-811, (April 1997) DOI: 10.1214/aop/1024404420
KEYWORDS: Maximum of partial sums, Sums of independent random variables, prophet inequalities, median, unordered martingale difference sequence, convex function, 60E15, 60G50, 60G40, 60G42, 60J15
David Aldous
Ann. Probab. 25 (2), 812-854, (April 1997) DOI: 10.1214/aop/1024404421
KEYWORDS: Brownian motion, Brownian excursion, Markov process, random graph, critical point, stochastic coalescent, stochastic coagulation, weak convergence, 60C05, 60J50
Jim Pitman, Marc Yor
Ann. Probab. 25 (2), 855-900, (April 1997) DOI: 10.1214/aop/1024404422
KEYWORDS: Zero set, semistable Markov process, Local time, ranked lengths of excursions, Poisson point process, 60J30, 60G57, 60E99
Hans Föllmer, Nina Gantert
Ann. Probab. 25 (2), 901-926, (April 1997) DOI: 10.1214/aop/1024404423
KEYWORDS: Schrödinger processes, Brownian motion, Brownian sheet, space-time harmonic functions, Relative entropy, entropy minimization under given marginals, large deviations, stochastic mechanics, 60J65, 60F10, 60J45, 60J25, 94A17
Amir Dembo
Ann. Probab. 25 (2), 927-939, (April 1997) DOI: 10.1214/aop/1024404424
KEYWORDS: concentration of measure, information inequalities, 60E15, 28A35
Masayoshi Takeda, Tusheng Zhang
Ann. Probab. 25 (2), 940-952, (April 1997) DOI: 10.1214/aop/1024404425
KEYWORDS: Additive functionals, Dirichlet forms, large deviations, 60J55, 60F10, 31C25
Christophe Leuridan
Ann. Probab. 25 (2), 953-996, (April 1997) DOI: 10.1214/aop/1024404426
KEYWORDS: Brownian motion, Local time, maxima of local time, most visited point, 60J65, 60J55
Hyungsok Ahn
Ann. Probab. 25 (2), 997-1010, (April 1997) DOI: 10.1214/aop/1024404427
KEYWORDS: Martingale representation, semimartingale integral representation, 60G44, 60H05, 60H30
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