VOL. 32 · NO. 3 | July 2004
 
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Frontmatter
Ann. Probab. 32 (3), (July 2004)
No abstract available
Ann. Probab. 32 (3), (July 2004)
No abstract available
Articles
Noga Alon, Itai Benjamini, Alan Stacey
Ann. Probab. 32 (3), 1727-1745, (July 2004) DOI: 10.1214/009117904000000414
KEYWORDS: percolation, random graph, expander, Giant component, 05C80, 60K35
Shahar Mendelson, Gideon Schechtman
Ann. Probab. 32 (3), 1746-1770, (July 2004) DOI: 10.1214/009117904000000388
KEYWORDS: Shattering dimension, linear functionals, Empirical processes, 60D05, 46B09
P. Jeganathan
Ann. Probab. 32 (3), 1771-1795, (July 2004) DOI: 10.1214/009117904000000658
KEYWORDS: Fractional stable motion, fractional Brownian motion, Local time, fractional ARIMA process, functionals of sums of fractional ARIMA, weak convergence to local times, heavy tailed distributions, 60F05, 60G18, 60J55, 62M10, 62J02
Giovanni Peccati
Ann. Probab. 32 (3), 1796-1829, (July 2004) DOI: 10.1214/009117904000000405
KEYWORDS: Hoeffding-ANOVA decompositions, weak independence, urn sequences, generalized Pólya urn sequences, exchangeability, 60G09, 60G99
Jean Jacod
Ann. Probab. 32 (3), 1830-1872, (July 2004) DOI: 10.1214/009117904000000667
KEYWORDS: Euler scheme, Lévy process, rate of convergence, 60J75, 65C30, 60J30, 60F17
A. de Acosta
Ann. Probab. 32 (3), 1873-1901, (July 2004) DOI: 10.1214/009117904000000441
KEYWORDS: Abstract large deviations, nonconvex rate functions, stochastic recursive schemes, 60F10
Victor H. de la Peña, Michael J. Klass, Tze Leung Lai
Ann. Probab. 32 (3), 1902-1933, (July 2004) DOI: 10.1214/009117904000000397
KEYWORDS: Martingales, Self-normalized, Inequalities‎, iterated logarithm, 60E15, 60G42, 60G44, 60G40
Hubert Hennion, Loïc Hervé
Ann. Probab. 32 (3), 1934-1984, (July 2004) DOI: 10.1214/009117904000000469
KEYWORDS: Markov chains, iterated function systems, central limit theorems, Spectral method, 60J05, 60F05
Louis H. Y. Chen, Qi-Man Shao
Ann. Probab. 32 (3), 1985-2028, (July 2004) DOI: 10.1214/009117904000000450
KEYWORDS: Stein’s method, Normal approximation, local dependence, concentration inequality, uniform Berry–Esseen bound, nonuniform Berry–Esseen bound, Random field, 60F05, 60G60
Patrizia Berti, Luca Pratelli, Pietro Rigo
Ann. Probab. 32 (3), 2029-2052, (July 2004) DOI: 10.1214/009117904000000676
KEYWORDS: central limit theorem, convergence [almost sure, in distribution, σ(L^{1},L^{∞}), stable], empirical process, exchangeability, Strong law of large numbers, uniform limit theorem, 60B10, 60G09, 60F05, 60F15
Martynas Manstavičius
Ann. Probab. 32 (3), 2053-2066, (July 2004) DOI: 10.1214/009117904000000423
KEYWORDS: strong Markov process, Markov time, p-variation, transition probabilities, 60J25, 60G17, 60J35, 60G40
Z.-Q. Chen, P. J. Fitzsimmons, M. Takeda, J. Ying, T.-S. Zhang
Ann. Probab. 32 (3), 2067-2098, (July 2004) DOI: 10.1214/009117904000000432
KEYWORDS: Absolute continuity, symmetric Markov process, Dirichlet form, forward–backward martingale decomposition, Girsanov theorem, dual predictable projection, supermartingale multiplicative functional, 31C25, 60J45, 60J57
Robert C. Dalang, Eulalia Nualart
Ann. Probab. 32 (3), 2099-2148, (July 2004) DOI: 10.1214/009117904000000685
KEYWORDS: potential theory, nonlinear hyperbolic SPDE, multiparameter process, Gaussian process, hitting probability, 60H15, 60J45, 60H07, 60G60
Vlada Limic, Robin Pemantle
Ann. Probab. 32 (3), 2149-2178, (July 2004) DOI: 10.1214/009117904000000081
KEYWORDS: fitness, local maxima, Genetics, spin-glass, 92D15, 60G60
Klaus Fleischmann, Jan M. Swart
Ann. Probab. 32 (3), 2179-2221, (July 2004) DOI: 10.1214/009117904000000090
KEYWORDS: (Historical) superprocess, binary branching, poissonization, embedded particle system, trimmed tree, compensated h-transform, finite ancestry property, 60J80, 60G57, 60J60, 60K35
Vladas Pipiras, Murad S. Taqqu
Ann. Probab. 32 (3), 2222-2260, (July 2004) DOI: 10.1214/009117904000000108
KEYWORDS: Stable stationary processes, Flows, Periodic and cyclic flows, cocycles, 60G52, 60G10, 37A40
Wojciech Słomczyński, Tomasz Zastawniak
Ann. Probab. 32 (3), 2261-2285, (July 2004) DOI: 10.1214/009117904000000117
KEYWORDS: Entropy, Markov operators, utility maximization, exactness, H-theorem, second law of thermodynamics, 37A50, 94A17, 60F25, 91B16, 49N15
Fabrice Baudoin
Ann. Probab. 32 (3), 2286-2303, (July 2004) DOI: 10.1214/009117904000000126
KEYWORDS: Conditioned stochastic differential equations, diffusions on manifolds, initial enlargement of filtration, Malliavin–Bismut calculus of variations, 58G32, 60J60, 60H10
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