VOL. 30 · NO. 3 | July 2002
 
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Front Matter
Ann. Probab. 30 (3), (July 2002)
No abstract available
Articles
Peter Grandits, Thorsten Rheinländer
Ann. Probab. 30 (3), 1003-1038, (July 2002) DOI: 10.1214/aop/1029867119
KEYWORDS: Relative entropy, martingale measures, $\mathit{BMO}$-martingales, 28D20, 60G48, 60H05, 91B28
H. J. Engelbert
Ann. Probab. 30 (3), 1039-1043, (July 2002) DOI: 10.1214/aop/1029867120
KEYWORDS: stochastic equations, continuous local martingales, uniqueness in law, 60H10, 60G44
Jérôme Dedecker, Florence Merlevède
Ann. Probab. 30 (3), 1044-1081, (July 2002) DOI: 10.1214/aop/1029867121
KEYWORDS: central limit theorem, stable convergence, Invariance principles, Stationary processes, triangular arrays, 60F05, 60F17, 28D05
Maury Bramson, Thomas Mountford
Ann. Probab. 30 (3), 1082-1130, (July 2002) DOI: 10.1214/aop/1029867122
KEYWORDS: Exclusion processes, Stationary measures, 60K35, blocking measures
Rainer Buckdahn, Jin Ma
Ann. Probab. 30 (3), 1131-1171, (July 2002) DOI: 10.1214/aop/1029867123
KEYWORDS: Pathwise stochastic Taylor expansion, stochastic super(sub)jets, Stochastic viscosity solutions, Doss transformation, Wick-square, backward doubly stochastic differential equations, 60H07, 60H15, 60H30, 35R60, 34F05
Liqing Yan
Ann. Probab. 30 (3), 1172-1194, (July 2002) DOI: 10.1214/aop/1029867124
KEYWORDS: Euler scheme, Stochastic differential equations, weak convergence, rate of convergence, Monte Carlo simulations, 60H10, 60H35, 60H10, 60H35, 65C05, 60F05, 68U20, 65C05, 60F05, 68U20
Karl-Theodor Sturm
Ann. Probab. 30 (3), 1195-1222, (July 2002) DOI: 10.1214/aop/1029867125
KEYWORDS: Barycenter, Center of mass, center of gravity, martingale, $\Gamma$-martingale, Harmonic map, NPC space, Alexandrov curvature, 31C25, 58E20, 58J65, 60G42, 60J05, 60J45, Law of Large Numbers
Christian Houdré
Ann. Probab. 30 (3), 1223-1237, (July 2002) DOI: 10.1214/aop/1029867126
KEYWORDS: Infinite divisible random vectors, Deviation inequalities, concentration of measure phenomenon, Lipschitz functions, 62G07, 62C20, 60G70, 41A25
M. Bloznelis, F. Götze
Ann. Probab. 30 (3), 1238-1265, (July 2002) DOI: 10.1214/aop/1029867127
KEYWORDS: Edgeworth expansion, finite population, Hoeffding decomposition, sampling without replacement, 62E20, 60F05
Julien Brémont
Ann. Probab. 30 (3), 1266-1312, (July 2002) DOI: 10.1214/aop/1029867128
KEYWORDS: Random walk in a random environment, Markov chain, Positive random matrices, Liapounov exponents, invariant measure, central limit theorem, 60J10, 60K37
Zhen-Qing Chen, Renming Song
Ann. Probab. 30 (3), 1313-1339, (July 2002) DOI: 10.1214/aop/1029867129
KEYWORDS: Green's function, Gauge theorem, Green function, conditional process, Kato class, conditional gauge theorem, 60J45, 60J40, 35J10, 47J20
Janko Gravner, Craig A. Tracy, Harold Widom
Ann. Probab. 30 (3), 1340-1368, (July 2002) DOI: 10.1214/aop/1029867130
KEYWORDS: Growth model, Time constant, Fluctuations, Fredholm determinant, Painlevé II, saddle point method, 60K35, 05A16, 33E17, 82B44
Richard F. Bass, Takashi Kumagai
Ann. Probab. 30 (3), 1369-1396, (July 2002) DOI: 10.1214/aop/1029867131
KEYWORDS: Range of random walk, Law of the iterated logarithm, Law of the iterated logarithm, Intersection local time, 60J10, 60F15, 60G17
Marco Fuhrman
Ann. Probab. 30 (3), 1397-1465, (July 2002) DOI: 10.1214/aop/1029867132
KEYWORDS: Backward stochastic differential equations, partial differential equations in infinite dimensional spaces, Hamilton--Jacobi--Bellman equation, stochastic optimal control, 60H30, 35R15, 93E20, 49L20
Philip S. Griffin, Fozia S. Qazi
Ann. Probab. 30 (3), 1466-1485, (July 2002) DOI: 10.1214/aop/1029867133
KEYWORDS: Trimmed sum, limit laws, Stable laws, 60F05
Wojciech Matysiak, Paweł J. Szabłowski
Ann. Probab. 30 (3), 1486-1491, (July 2002) DOI: 10.1214/aop/1029867134
KEYWORDS: Conditional moments, Linear regression, 60E99, 60G10
A. D. Barbour, Marianne Månsson
Ann. Probab. 30 (3), 1492-1537, (July 2002) DOI: 10.1214/aop/1029867135
KEYWORDS: Extreme values, Point processes, compound Poisson process, Stein's method, 60G55, 62E17, 60F05
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