VOL. 21 · NO. 3 | August 2015
 
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Frontmatter
Bernoulli 21 (3), (August 2015)
No abstract available
Articles
Debashis Mondal
Bernoulli 21 (3), 1289-1303, (August 2015) DOI: 10.3150/13-BEJ541
KEYWORDS: additive functions, Brownian motion, intrinsic autoregressions, kriging, potential kernel, Random walk, screening effect, variogram
Rémi Bardenet, Olivier Cappé, Gersende Fort, Balázs Kégl
Bernoulli 21 (3), 1304-1340, (August 2015) DOI: 10.3150/13-BEJ578
KEYWORDS: Adaptive Markov chain Monte Carlo, label-switching, stochastic approximation, Vector quantization
Jie Yen Fan, Kais Hamza, Fima Klebaner
Bernoulli 21 (3), 1341-1360, (August 2015) DOI: 10.3150/13-BEJ588
KEYWORDS: Lévy processes, martingales with given marginals, Self-similar
Rémi Bardenet, Odalric-Ambrym Maillard
Bernoulli 21 (3), 1361-1385, (August 2015) DOI: 10.3150/14-BEJ605
KEYWORDS: Bernstein, Concentration bounds, sampling without replacement, Serfling
Harry Crane
Bernoulli 21 (3), 1386-1411, (August 2015) DOI: 10.3150/14-BEJ607
KEYWORDS: Coalescent process, de Finetti’s theorem, Exchangeable random partition, iterated random functions, Markov process, paintbox process, Poisson random measure
Henryk Zähle
Bernoulli 21 (3), 1412-1434, (August 2015) DOI: 10.3150/14-BEJ608
KEYWORDS: $\psi$-weak topology, function bracket, Hampel’s theorem, Kolmogorov $\phi$-metric, Lévy $\psi$-metric, locally compact and second countable Hausdorff space, Plug-in estimator, Qualitative robustness, Rio’s maximal inequality, Strong mixing, uniform Glivenko–Cantelli theorem, uniform weak law of large numbers
Marc Hallin, Zudi Lu, Davy Paindaveine, Miroslav Šiman
Bernoulli 21 (3), 1435-1466, (August 2015) DOI: 10.3150/14-BEJ610
KEYWORDS: conditional depth, growth chart, halfspace depth, local bilinear regression, Multivariate quantile, Quantile regression, regression depth
Takuya Kashimura, Akimichi Takemura
Bernoulli 21 (3), 1467-1493, (August 2015) DOI: 10.3150/14-BEJ611
KEYWORDS: Conditional independence, decomposable graph, maximal prime subgraph, Triangulation
Christian Houdré, Jinyong Ma
Bernoulli 21 (3), 1494-1537, (August 2015) DOI: 10.3150/14-BEJ612
KEYWORDS: large deviations, Longest increasing subsequence, random matrices, random words, strong approximation, Young diagrams
Zhidong Bai, Jiang Hu, Guangming Pan, Wang Zhou
Bernoulli 21 (3), 1538-1574, (August 2015) DOI: 10.3150/14-BEJ613
KEYWORDS: Beta matrices, CLT, LSD, multivariate statistical analysis
Takashi Owada, Gennady Samorodnitsky
Bernoulli 21 (3), 1575-1599, (August 2015) DOI: 10.3150/14-BEJ614
KEYWORDS: conservative flow, Extreme value theory, pointwise dual ergodicity, Sample maxima, Stable process
Zhigang Bao, Guangming Pan, Wang Zhou
Bernoulli 21 (3), 1600-1628, (August 2015) DOI: 10.3150/14-BEJ615
KEYWORDS: CLT for martingale, logarithmic law, random determinant
Jonathan B. Hill
Bernoulli 21 (3), 1629-1669, (August 2015) DOI: 10.3150/14-BEJ616
KEYWORDS: GARCH, heavy tails, QML, robust inference, tail trimming
Harry Crane
Bernoulli 21 (3), 1670-1696, (August 2015) DOI: 10.3150/14-BEJ617
KEYWORDS: Aldous–Hoover theorem, consistency under subsampling, Erdős–Rényi random graph, exchangeable random graph, graph limit, partially exchangeable array
Anita Behme, Alexander Schnurr
Bernoulli 21 (3), 1697-1718, (August 2015) DOI: 10.3150/14-BEJ618
KEYWORDS: Feller process, invariant measure, Itô process, Lévy-type process, stationarity, Stochastic differential equation, symbol
Hermine Biermé, Céline Lacaux
Bernoulli 21 (3), 1719-1759, (August 2015) DOI: 10.3150/14-BEJ619
KEYWORDS: Hölder regularity, operator scaling property, stable and multistable random fields, sub-Gaussian
Marie Doumic, Marc Hoffmann, Nathalie Krell, Lydia Robert
Bernoulli 21 (3), 1760-1799, (August 2015) DOI: 10.3150/14-BEJ623
KEYWORDS: cell division equation, Growth-fragmentation, Markov chain on a tree, nonparametric estimation
Jinzhu Li, Qihe Tang
Bernoulli 21 (3), 1800-1823, (August 2015) DOI: 10.3150/14-BEJ625
KEYWORDS: asymptotics, convolution equivalence, financial risk, insurance risk, ruin probabilities, (strongly) regular variation, tail probabilities
Anna De Masi, Errico Presutti, Dimitrios Tsagkarogiannis, Maria Eulalia Vares
Bernoulli 21 (3), 1824-1843, (August 2015) DOI: 10.3150/14-BEJ627
KEYWORDS: random walk in moving environment, Survival probability
Anna De Masi, Errico Presutti, Dimitrios Tsagkarogiannis, Maria Eulalia Vares
Bernoulli 21 (3), 1844-1854, (August 2015) DOI: 10.3150/14-BEJ628
KEYWORDS: exponential convergence to the stationary measure, interacting particle systems
Nicolas Chopin, Sumeetpal S. Singh
Bernoulli 21 (3), 1855-1883, (August 2015) DOI: 10.3150/14-BEJ629
KEYWORDS: Feynman–Kac formulae, Gibbs sampling, particle filtering, particle Markov chain Monte Carlo, sequential Monte Carlo
Matthias Löwe, Franck Vermet
Bernoulli 21 (3), 1884-1910, (August 2015) DOI: 10.3150/14-BEJ630
KEYWORDS: associative memory, Hopfield model, powerlaw graphs, Random graphs, Random matrix, Spectral theory, statistical mechanics
Jean-David Fermanian, Dragan Radulović, Marten Wegkamp
Bernoulli 21 (3), 1911-1945, (August 2015) DOI: 10.3150/14-BEJ632
KEYWORDS: bootstrap, copula, empirical copula process, Goodness-of-fit test, weak convergence
Backmatter
Bernoulli 21 (3), (August 2015)
No abstract available
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