Journal of Theoretical Probability

1997 - 2025

Current editor(s): Andrea Monica

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Volume 25, issue 4, 2012

Precise Large Deviations for Long-Tailed Distributions pp. 913-924

Fotis Loukissas

Large Deviations Principle for a Large Class of One-Dimensional Markov Processes pp. 925-949

Konstantinos Spiliopoulos

Hitting Time Distributions for Denumerable Birth and Death Processes pp. 950-980

Yu Gong, Yong-Hua Mao and Chi Zhang

Maximal Inequalities for Additive Processes pp. 981-1012

Michael J. Klass and Ming Yang

Schoenberg’s Theorem and Unitarily Invariant Random Arrays pp. 1013-1039

Olav Kallenberg

A Stochastic Stefan Problem pp. 1040-1080

Kunwoo Kim, Zhi Zheng and Richard B. Sowers

Self-intersection Local Time of Planar Brownian Motion Based on a Strong Approximation by Random Walks pp. 1081-1118

Tamás Szabados

Occupation Time Fluctuations of Weakly Degenerate Branching Systems pp. 1119-1152

Yuqiang Li and Yimin Xiao

Reflected Generalized Backward Doubly SDEs Driven by Lévy Processes and Applications pp. 1153-1172

Auguste Aman

Semigroups of Distributions with Linear Jacobi Parameters pp. 1173-1206

Michael Anshelevich and Wojciech Młotkowski

A Functional Equation Whose Unknown is $\mathcal{P}([0,1])$ Valued pp. 1207-1232

Giacomo Aletti, Caterina May and Piercesare Secchi

Volume 25, issue 3, 2012

Spectra of Large Random Trees pp. 613-654

Shankar Bhamidi, Steven N. Evans and Arnab Sen

How Close is the Sample Covariance Matrix to the Actual Covariance Matrix? pp. 655-686

Roman Vershynin

Sublinear Variance for Directed Last-Passage Percolation pp. 687-702

B. T. Graham

Limit Theorems for Weakly Subcritical Branching Processes in Random Environment pp. 703-732

V. I. Afanasyev, C. Böinghoff, G. Kersting and V. A. Vatutin

On the Generalized Feynman–Kac Transformation for Nearly Symmetric Markov Processes pp. 733-755

Li Ma and Wei Sun

Analytic Continuations of Fourier and Stieltjes Transforms and Generalized Moments of Probability Measures pp. 756-770

Takahiro Hasebe

Limiting Spectral Distribution of Random k-Circulants pp. 771-797

Arup Bose, Joydip Mitra and Arnab Sen

General Moments of the Inverse Real Wishart Distribution and Orthogonal Weingarten Functions pp. 798-822

Sho Matsumoto

Central Limit Theorems for Uniform Model Random Polygons pp. 823-833

John Pardon

Second order Subexponential Distributions with Finite Mean and Their Applications to Subordinated Distributions pp. 834-853

Jianxi Lin

Malliavin Calculus for Fractional Delay Equations pp. 854-889

Jorge A. León and Samy Tindel

Haar-Based Multiresolution Stochastic Processes pp. 890-909

Wei Zhang and Marjorie G. Hahn

Erratum to: Asymptotic Estimates of the Distribution of Brownian Hitting Time of a Disc pp. 910-911

Kôhei Uchiyama

Volume 25, issue 2, 2012

Concave Majorant of Stochastic Processes and Burgers Turbulence pp. 313-332

Raphaël Lachièze-Rey

Approximation of Projections of Random Vectors pp. 333-352

Elizabeth Meckes

Exponents, Symmetry Groups and Classification of Operator Fractional Brownian Motions pp. 353-395

Gustavo Didier and Vladas Pipiras

Probabilistic Representation of Weak Solutions of Partial Differential Equations with Polynomial Growth Coefficients pp. 396-423

Qi Zhang and Huaizhong Zhao

Limit Laws for Sums of Independent Random Products: the Lattice Case pp. 424-437

Zakhar Kabluchko

On Martingale Approximation of Adapted Processes pp. 438-449

Hervé Queffélec and Dalibor Volný

Asymptotic Estimates of the Distribution of Brownian Hitting Time of a Disc pp. 450-463

Kôhei Uchiyama

Distribution of Eigenvalues of Highly Palindromic Toeplitz Matrices pp. 464-495

Steven Jackson, Steven J. Miller and Thuy Pham

A Universality Property of Gaussian Analytic Functions pp. 496-504

Andrew Ledoan, Marco Merkli and Shannon Starr

Escape Probabilities for Branching Brownian Motion Among Soft Obstacles pp. 505-535

Jean-François Gall and Amandine Véber

Asymptotic Theory for Fractional Regression Models via Malliavin Calculus pp. 536-564

Solesne Bourguin and Ciprian A. Tudor

On Regularity Property of Retarded Ornstein–Uhlenbeck Processes in Hilbert Spaces pp. 565-593

Kai Liu

Finite Variation of Fractional Lévy Processes pp. 594-612

Christian Bender, Alexander Lindner and Markus Schicks

Volume 25, issue 1, 2012

Lévy’s Zero–One Law in Game-Theoretic Probability pp. 1-24

Glenn Shafer, Vladimir Vovk and Akimichi Takemura

Matrix Measures, Random Moments, and Gaussian Ensembles pp. 25-49

Holger Dette and Jan Nagel

A Generalized Comparison Theorem for BSDEs and Its Applications pp. 50-61

Sheng-Jun Fan and Long Jiang

Asymptotics of Markov Additive Chains on a Half-Plane: A Ratio Limit Theorem pp. 62-76

Aziz Khanchi

A Note on Large Deviations for the Stable Marriage of Poisson and Lebesgue with Random Appetites pp. 77-91

Daniel Andrés Díaz Pachón

A Gaussian Inequality for Expected Absolute Products pp. 92-99

Wenbo V. Li and Ang Wei

Free Infinite Divisibility of Free Multiplicative Mixtures of the Wigner Distribution pp. 100-121

Victor Pérez-Abreu and Noriyoshi Sakuma

Asymptotic Properties of the Markov Branching Process with Immigration pp. 122-143

Junping Li, Anyue Chen and Anthony G. Pakes

Transition Density Estimates for a Class of Lévy and Lévy-Type Processes pp. 144-170

Viktorya Knopova and René L. Schilling

Central Limit Theorem Started at a Point for Stationary Processes and Additive Functionals of Reversible Markov Chains pp. 171-188

Christophe Cuny and Magda Peligrad

Random Walks on the Affine Group of a Homogeneous Tree in the Drift-Free Case pp. 189-204

Dariusz Buraczewski and Konrad Kolesko

Inversion of Analytic Characteristic Functions and Infinite Convolutions of Exponential and Laplace Densities pp. 205-230

Albert Ferreiro-Castilla and Frederic Utzet

Deviation Inequalities for Centered Additive Functionals of Recurrent Harris Processes Having General State Space pp. 231-261

Eva Löcherbach and Dasha Loukianova

SDEs Driven by a Time-Changed Lévy Process and Their Associated Time-Fractional Order Pseudo-Differential Equations pp. 262-279

Marjorie Hahn, Kei Kobayashi and Sabir Umarov

Some Functional Large Deviations Principles in Nonparametric Function Estimation pp. 280-309

Djamal Louani and Sidi Mohamed Ould Maouloud

Erratum to: Central Limit Theorems for Exchangeable Random Variables When Limits are Scale Mixtures of Normals pp. 310-311

Xinxin Jiang and Marjorie G. Hahn