Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

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1985, volume 19, articles 2

Limit theorems for stationary random evolutions pp. 189-224

Joseph C. Watkins

Limiting distributions of functionals of Markov chains pp. 225-235

Rajeeva L. Karandikar and Vidyadhar G. Kulkarni

Stationary queues with one autonomous server pp. 237-258

J. Neveu

Heavy traffic approximations for busy period in an M/G/[infinity] queue pp. 259-269

Peter Hall

Nonparametric prediction of a Hilbert space valued random variable pp. 271-280

D. Bosq and M. Delecroix

Linear prediction of ARMA processes with infinite variance pp. 281-296

Daren B. H. Cline and Peter J. Brockwell

Some mixing properties of time series models pp. 297-303

Tuan D. Pham and Lanh T. Tran

On efficient stopping times pp. 305-314

Valeri T. Stefanov

Independent poisson processes generated by record values and inter-record times pp. 315-325

A. J. Stam

Reverse time diffusions pp. 327-339

Robert J. Elliott and Brian D. O. Anderson

On some bidimensional denumerable chains of infinite order pp. 341-357

Sofia Kalpazidou

A solution to the distribution problems arising in the studies of a two-sex population process pp. 359-370

P. K. Tapaswi and R. K. Roychoudhury

1985, volume 19, articles 1

Branching one-dimensional periodic diffusion processes pp. 63-83

Nobuyuki Ikeda, Kiyoshi Kawazu and Yukio Ogura

The queue GI/G/1: Finite moments of the cycle variables and uniform rates of convergence pp. 85-99

Hermann Thorisson

Some exponential type bounds for hitting time distributions of storage processes pp. 101-109

Keigo Yamada

A note on statistical inference for a class of diffusions and approximate diffusions pp. 111-123

Anders Rygh Swensen

Stable convergence of semimartingales pp. 125-134

Paul D. Feigin

A functional limit theorem for tapered empirical spectral functions pp. 135-149

Rainer Dahlhaus

Block-successive approximation for a discounted Markov decision model pp. 151-160

Moshe Haviv

A stopping rule for choosing the best of three coins pp. 161-171

S. P. Lalley

On moment conditions for normed sums of independent variables and martingale differences pp. 173-182

Carl-Gustav Esseen and Svante Janson

Hilbert space representations of general discrete time stochastic processes pp. 183-187

Dudley Paul Johnson

1984, volume 18, articles 2

Random, nonuniform distribution of line segments on a circle pp. 239-261

Peter Hall

Asymptotic results on the maximal deviation of simple random walks pp. 263-275

Walter Katzenbeisser and Wolfgang Panny

The maximization of CP utilization in an exponential CP-terminal system with different think times and different job sizes pp. 277-289

J. van der Wal

Storage model with discontinuous holding cost pp. 291-300

Michael I. Taksar

Convergence of quasi-stationary distributions in birth-death processes pp. 301-312

Julian Keilson and Ravi Ramaswamy

Bounds on the distributions of extremal values of a scanning process pp. 313-328

Svante Janson

Martingale conditions for the optimal control of continuous time stochastic systems pp. 329-347

Charlotte Striebel

On a generalized disorder problem pp. 349-359

Tomasz Bojdecki and Jerzy Hosza

Discretization of the Wiener-process in difference-methods for stochastic differential equations pp. 361-369

R. Janssen

Interchanging the order of differentiation and stochastic integration pp. 371-377

James E. Hutton and Paul I. Nelson

1984, volume 18, articles 1

Spectral density estimation for stationary stable processes pp. 1-31

Elias Masry and Stamatis Cambanis

A limitation of Markov representation for stationary processes pp. 33-45

H. C. P. Berbee and R. C. Bradley

On the size of the increments of nonstationary Gaussian processes pp. 47-56

Joaquín Ortega

The nonlinear filtering problem for the unbounded case pp. 57-66

G. Kallianpur and R. L. Karandikar

A multiparameter stochastic integral and forward equations pp. 67-79

E. M. Cabana

Optimum portfolio diversification in a general continuous-time model pp. 81-98

Knut Aase

On necessary and sufficient conditions for convergence of probability measures in variation pp. 99-112

L. Ju. Vostrikova

Optimal replacement policies with continuously varying observable damage pp. 113-126

F. A. Attia and P. J. Brockwell

Strong approximation of renewal processes pp. 127-138

Lajos Horvath

A probability model for the time to fatigue failure of a fibrous composite with local load sharing pp. 139-152

Luke Tierney

M/G/[infinity] tandem queues pp. 153-164

O. J. Boxma

On mean recurrence times of stationary one-dimensional diffusion processes pp. 165-169

Rudolf Grübel

Time reversal depending on local time pp. 171-177

Joanna B. Mitro

Distribution of the supremum of the two-parameter slepian process on the boundary of the unit square pp. 179-185

Julia Abrahams

1984, volume 17, articles 2

Coalescing and noncoalescing stochastic flows in R1 pp. 187-210

Theodore E. Harris

Joint continuity and representations of additive functionals of d-dimensional Brownian motion pp. 211-227

Richard Bass

Asymptotic analysis of a certain random differential equation pp. 229-242

Arnaldo C. R. Nogueira

Girsanov's theorem in Hilbert space and an application to the statistics of Hilbert space- valued stochastic differential equations pp. 243-263

Wilfried Loges

A general rice formula, palm measures, and horizontal-window conditioning for random fields pp. 265-283

Ulrich Zähle

Extremal ranks and transformation of variables for extremes of functions of multivariate Gaussian processes pp. 285-312

Georg Lindgren

Cooperative birth processes with linear or sublinear intensity pp. 313-325

Petra Küster

Blocking, reordering, and the throughput of a series of servers pp. 327-336

F. P. Kelly

Inference for earthquake models: A self-correcting model pp. 337-347

Y. Ogata and D. Vere-Jones

On maximizing the average time at a goal pp. 349-357

S. Demko and T. P. Hill

Necessary and sufficient conditions for the Robbins-Monro method pp. 359-367

Dean S. Clark

The occurrence of sequence patterns in ergodic Markov chains pp. 369-373

Rodolfo V. Benevento

1984, volume 17, articles 1

Limit theorems for sums determined by branching and other exponentially growing processes pp. 47-71

Peter Jagers and Olle Nerman

Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type pp. 73-100

Ken-iti Sato and Makoto Yamazato

Countably many simultaneous random changes of time scales pp. 101-114

L. L. Helms

Continuity properties of Hilbert space valued martingales pp. 115-125

Peter Kotelenez

A strong limit theorem for the oscillation modulus of the uniform empirical quantile process pp. 127-136

David M. Mason

On the existence of weak solutions to stochastic differential equations with degenerate diffusion pp. 137-146

Norbert Christopeit

The product representation of a locally dependent random graph pp. 147-158

Kari Kuulasmaa

Time reversal and stationary Gibbs measures pp. 159-166

H. Künsch

Almost sure limit points of and the number of boundary crossings related to SLLN and LIL for record times, inter-record times and the number of record values pp. 167-176

S. S. Nayak

On the sequence of Bayesian estimates of normal random walk process pp. 177-181

Jun S. Huang and Mark C. K. Yang