Journal of Theoretical Probability

1997 - 2025

Current editor(s): Andrea Monica

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Volume 26, issue 4, 2013

Inversions of Infinitely Divisible Distributions and Conjugates of Stochastic Integral Mappings pp. 901-931

Ken-iti Sato

Local Asymptotic Normality Property for Ornstein–Uhlenbeck Processes with Jumps Under Discrete Sampling pp. 932-967

Reiichiro Kawai

Central Limit Theorem for Multiplicative Class Functions on the Symmetric Group pp. 968-996

Dirk Zeindler

Stochastic Comparison for Lévy-Type Processes pp. 997-1019

Jie-Ming Wang

The Limiting Spectral Measure for Ensembles of Symmetric Block Circulant Matrices pp. 1020-1060

Murat Koloğlu, Gene S. Kopp and Steven J. Miller

Stochastic Representation of Weak Solutions of Viscous Conservation Laws: A BSDE Approach pp. 1061-1083

Andrzej Rozkosz

The Semicircle Law for Matrices with Independent Diagonals pp. 1084-1096

Olga Friesen and Matthias Löwe

The Pólya Sum Process: Limit Theorems for Conditioned Random Fields pp. 1097-1116

Mathias Rafler

Local Hölder Continuity Property of the Densities of Solutions of SDEs with Singular Coefficients pp. 1117-1134

Masafumi Hayashi, Arturo Kohatsu-Higa and Gô Yûki

On Initial-Boundary Value Problem of the Stochastic Heat Equation in Lipschitz Cylinders pp. 1135-1164

Tongkeun Chang, Kijung Lee and Minsuk Yang

Two Badly Behaved Percolation Processes on a Nonunimodular Graph pp. 1165-1180

Olle Häggström

Minimal Position of Branching Random Walks in Random Environment pp. 1181-1217

Makoto Nakashima

Volume 26, issue 3, 2013

Additive/Multiplicative Free Subordination Property and Limiting Eigenvectors of Spiked Additive Deformations of Wigner Matrices and Spiked Sample Covariance Matrices pp. 595-648

M. Capitaine

Kuelbs–Li Inequalities and Metric Entropy of Convex Hulls pp. 649-665

Oliver Kley

Finite Exchangeability, Lévy-Frailty Copulas and Higher-Order Monotonic Sequences pp. 666-675

Paul Ressel

Convergence in Law to Operator Fractional Brownian Motions pp. 676-696

Hongshuai Dai

Uniform-in-Bandwidth Functional Limit Laws pp. 697-721

Paul Deheuvels and Sarah Ouadah

Smooth Density for Some Nilpotent Rough Differential Equations pp. 722-749

Yaozhong Hu and Samy Tindel

On Fluctuations of Matrix Entries of Regular Functions of Wigner Matrices with Non-identically Distributed Entries pp. 750-780

Sean O’Rourke, David Renfrew and Alexander Soshnikov

Countable Random Sets: Uniqueness in Law and Constructiveness pp. 781-802

Philip Herriger

Convergence to Stable Laws in Relative Entropy pp. 803-818

S. G. Bobkov, G. P. Chistyakov and F. Götze

Finite Diagonal Random Matrices pp. 819-835

Arup Bose and Sanchayan Sen

Dimension (In)equalities and Hölder Continuous Curves in Fractal Percolation pp. 836-854

Erik I. Broman, Federico Camia, Matthijs Joosten and Ronald Meester

Asymptotic Eigenvalue Distributions of Block-Transposed Wishart Matrices pp. 855-869

Teodor Banica and Ion Nechita

On φ-Families of Probability Distributions pp. 870-884

Rui F. Vigelis and Charles C. Cavalcante

Weak Drifts of Infinitely Divisible Distributions and Their Applications pp. 885-898

Ken-iti Sato and Yohei Ueda

Retraction Note to: Convergence of Weighted Sums for Arrays of Negatively Dependent Random Variables and Its Applications pp. 899-900

Jong-Il Baek and Sung-Tae Park

Volume 26, issue 2, 2013

Strassen-Type Law of the Iterated Logarithm for Self-normalized Sums pp. 311-328

Miklós Csörgő, Zhishui Hu and Hongwei Mei

Harnack Inequality and Hölder Regularity Estimates for a Lévy Process with Small Jumps of High Intensity pp. 329-348

Ante Mimica

A Partial Order on Uncertainty and Information pp. 349-359

Jiahua Chen

Moderate Deviations via Cumulants pp. 360-385

Hanna Döring and Peter Eichelsbacher

Noncrossing Partitions, Catalan Words, and the Semicircle Law pp. 386-409

Sayan Banerjee and Arup Bose

Spectral Representation of Multivariate Regularly Varying Lévy and CARMA Processes pp. 410-436

Florian Fuchs and Robert Stelzer

On Time-Dependent Functionals of Diffusions Corresponding to Divergence Form Operators pp. 437-473

Tomasz Klimsiak

Ordering Functions of Random Vectors, with Application to Partial Sums pp. 474-479

Michel M. Denuit and Mhamed Mesfioui

Covering a Connected Curve on the Torus with Squares pp. 480-488

Shang-Yuan Shiu

A Nonconventional Invariance Principle for Random Fields pp. 489-513

Yuri Kifer

The Length of the Longest Increasing Subsequence of a Random Mallows Permutation pp. 514-540

Carl Mueller and Shannon Starr

Regularity of Harmonic Functions for Some Markov Chains with Unbounded Range pp. 541-556

Fangjun Xu

The Maximal Variation of Martingales of Probabilities and Repeated Games with Incomplete Information pp. 557-567

Abraham Neyman

An Interacting Particle Model and a Pieri-Type Formula for the Orthogonal Group pp. 568-588

Manon Defosseux

Erratum to: The Asymptotic Distribution of Self-Normalized Triangular Arrays pp. 589-593

David M. Mason

Volume 26, issue 1, 2013

Moments of Exit Times from Wedges for Non-homogeneous Random Walks with Asymptotically Zero Drifts pp. 1-30

Iain M. MacPhee, Mikhail V. Menshikov and Andrew R. Wade

An Integral Test on Time-Dependent Local Extinction for Super-coalescing Brownian Motion with Lebesgue Initial Measure pp. 31-45

Hui He, Zenghu Li and Xiaowen Zhou

Finitely Additive Equivalent Martingale Measures pp. 46-57

Patrizia Berti, Luca Pratelli and Pietro Rigo

Convergence of Semigroups of Complex Measures on a Lie Group pp. 58-71

Paweł Głowacki

Continuous Gaussian Multifractional Processes with Random Pointwise Hölder Regularity pp. 72-93

Antoine Ayache

Statistical Convergence in Probability for a Sequence of Random Functions pp. 94-106

Celaleddin Şençimen

Meixner Matrix Ensembles pp. 107-152

Włodzimierz Bryc and Gérard Letac

Small Deviations for a Family of Smooth Gaussian Processes pp. 153-168

Frank Aurzada, Fuchang Gao, Thomas Kühn, Wenbo V. Li and Qi-Man Shao

On the Recurrence Set of Planar Markov Random Walks pp. 169-197

Loïc Hervé and Françoise Pène

Asymptotic Optimality of Isoperimetric Constants pp. 198-221

Achim Wübker

Central Limit Theorem for Linear Processes with Infinite Variance pp. 222-239

Magda Peligrad and Hailin Sang

Group-Theoretic Dimension of Stationary Symmetric α-Stable Random Fields pp. 240-258

Arijit Chakrabarty and Parthanil Roy

Random Walk in a Finite Directed Graph Subject to a Road Coloring pp. 259-283

Kouji Yano

Asymptotics for the Expected Lifetime of Brownian Motion on Thin Domains in ℝ n pp. 284-309

Denis Borisov and Pedro Freitas