Journal of Theoretical Probability

1997 - 2025

Current editor(s): Andrea Monica

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Volume 21, issue 4, 2008

A Characterization of the Riesz Probability Distribution pp. 773-790

A. Hassairi, S. Lajmi and R. Zine

Uniqueness of Embedding into a Gaussian Semigroup and a Poisson Semigroup with Determinate Jump Law on a Simply Connected Nilpotent Lie Group pp. 791-801

Daniel Neuenschwander

Generating Random Vectors in (ℤ/pℤ) d via an Affine Random Process pp. 802-811

Martin Hildebrand and Joseph McCollum

Distances Between σ-Fields on a Probability Space pp. 812-823

Andrzej Komisarski

Random Perturbations of Canards pp. 824-889

Richard B. Sowers

Strong Limit Theorems for Weighted Sums of Negatively Associated Random Variables pp. 890-909

Bing-Yi Jing and Han-Ying Liang

Heat Kernel Estimates for Strongly Recurrent Random Walk on Random Media pp. 910-935

Takashi Kumagai and Jun Misumi

Catalytic Discrete State Branching Models and Related Limit Theorems pp. 936-965

Zenghu Li and Chunhua Ma

Stable Laws and Products of Positive Random Matrices pp. 966-981

H. Hennion and L. Hervé

Another View of the CLT in Banach Spaces pp. 982-1029

Jim Kuelbs and Joel Zinn

Volume 21, issue 3, 2008

A Conditional 0–1 Law for the Symmetric σ-field pp. 517-526

Patrizia Berti and Pietro Rigo

Stable Convergence of Multiple Wiener-Itô Integrals pp. 527-570

Giovanni Peccati and Murad S. Taqqu

On Quasi-invariance of Infinite Product Measures pp. 571-585

Gaku Sadasue

Finitely Additive Supermartingales pp. 586-603

Gianluca Cassese

Existence and Regularity of a Nonhomogeneous Transition Matrix under Measurability Conditions pp. 604-627

Liuer Ye, Xianping Guo and Onésimo Hernández-Lerma

On Small Deviations of Series of Weighted Random Variables pp. 628-649

A. A. Borovkov and P. S. Ruzankin

Iterated Logarithm Law for Anticipating Stochastic Differential Equations pp. 650-659

David Márquez-Carreras and Carles Rovira

Strong Laws for Blockwise ℳ-Dependent Random Fields pp. 660-671

Ferenc Móricz, Ulrich Stadtmüller and Monika Thalmaier

Weak Convergence of Vervaat and Vervaat Error Processes of Long-Range Dependent Sequences pp. 672-686

Miklós Csörgő and Rafał Kulik

A Conditional CLT which Fails for Ergodic Components pp. 687-703

L. Ouchti and D. Volný

The LIL for U-Statistics in Hilbert Spaces pp. 704-744

Radosław Adamczak and Rafał Latała

Penalization for Birth and Death Processes pp. 745-771

Pierre Debs and Mihai Gradinaru

Volume 21, issue 2, 2008

A Note on Asymptotic Normality of Kernel Estimation for Linear Random Fields on Z 2 pp. 267-286

Tsung-Lin Cheng, Hwai-Chung Ho and Xuewen Lu

Boundary Behavior of Harmonic Functions for Truncated Stable Processes pp. 287-321

Panki Kim and Renming Song

On the Uniqueness of Invariant Measure of the Burgers Equation Driven by Lévy Processes pp. 322-335

Z. Dong

Large Deviations for Additive Functionals of Symmetric Stable Processes pp. 336-355

Masayoshi Takeda

Distribution of Global Measures of Deviation Between the Empirical Distribution Function and Its Concave Majorant pp. 356-377

Vladimir N. Kulikov and Hendrik P. Lopuhaä

Loop-Erased Random Walk on Finite Graphs and the Rayleigh Process pp. 378-396

Jason Schweinsberg

Large Deviations for Symmetrised Empirical Measures pp. 397-412

José Trashorras

Shape of the Ground State Energy Density of Hill’s Equation with Nice Gaussian Potential pp. 413-430

José A. Ramírez and Brian Rider

On the Complete Convergence of Moving Average Process with Banach Space Valued Random Elements pp. 431-436

Tae-Sung Kim and Mi-Hwa Ko

Multi-Particle Processes with Reinforcements pp. 437-448

Yevgeniy Kovchegov

The FKG Inequality for Partially Ordered Algebras pp. 449-458

Siddhartha Sahi

An Optimal Series Expansion of the Multiparameter Fractional Brownian Motion pp. 459-475

Anatoliy Malyarenko

A Large Deviation Principle for Stochastic Integrals pp. 476-501

Jorge Garcia

On the Linear Fractional Self-attracting Diffusion pp. 502-516

Litan Yan, Yu Sun and Yunsheng Lu

Volume 21, issue 1, 2008

Filtrations for which All ℋ2 Martingales Are of Integrable Variation; Distances between σ-Algebras pp. 1-13

Michał Morayne and Krzysztof Tabisz

A Subclass of Type G Selfdecomposable Distributions on ℝ d pp. 14-34

Takahiro Aoyama, Makoto Maejima and Jan Rosiński

Martin Boundary of a Killed Random Walk on a Half-Space pp. 35-68

Irina Ignatiouk-Robert

Approximation of Gaussian Random Fields: General Results and Optimal Wavelet Representation of the Lévy Fractional Motion pp. 69-96

Antoine Ayache and Werner Linde

Scale-Distortion Inequalities for Mantissas of Finite Data Sets pp. 97-117

Arno Berger, Theodore P. Hill and Kent E. Morrison

Free Jacobi Process pp. 118-143

N. Demni

Towards a Characterization of Markov Processes Enjoying the Time-Inversion Property pp. 144-168

Stephan Lawi

L p -Theory of Parabolic SPDEs Degenerating on the Boundary of C 1 Domains pp. 169-192

Kyeong-Hun Kim

Convergence Rates of Random Walk on Irreducible Representations of Finite Groups pp. 193-211

Jason Fulman

Stationary Symmetric α-Stable Discrete Parameter Random Fields pp. 212-233

Parthanil Roy and Gennady Samorodnitsky

The Key Renewal Theorem for a Transient Markov Chain pp. 234-245

Dmitry Korshunov

Time Change Approach to Generalized Excursion Measures, and Its Application to Limit Theorems pp. 246-265

Patrick J. Fitzsimmons and Kouji Yano

Volume 20, issue 4, 2007

The Central Limit Problem for Random Vectors with Symmetries pp. 697-720

Elizabeth S. Meckes and Mark W. Meckes

Fragmentation Processes with an Initial Mass Converging to Infinity pp. 721-758

Bénédicte Haas

Intersection Local Time for Two Independent Fractional Brownian Motions pp. 759-767

David Nualart and Salvador Ortiz-Latorre

Random Flights in Higher Spaces pp. 769-806

E. Orsingher and A. Gregorio

A Quenched CLT for Super-Brownian Motion with Random Immigration pp. 807-820

Wenming Hong and Ofer Zeitouni

Rates of Convergence of Means of Euclidean Functionals pp. 821-841

Yooyoung Koo and Sungchul Lee

On the Lower Tail Probabilities of Some Random Sequences in l p pp. 843-858

Frank Aurzada

Stochastic Equations with Time-Dependent Drift Driven by Levy Processes pp. 859-869

V. P. Kurenok

Exact Rate of Convergence of Some Approximation Schemes Associated to SDEs Driven by a Fractional Brownian Motion pp. 871-899

Andreas Neuenkirch and Ivan Nourdin

A Generalization of Strassen’s Functional LIL pp. 901-915

Uwe Einmahl

Hölder Continuity of Random Processes pp. 917-934

Witold Bednorz

On Uniqueness of Maximal Coupling for Diffusion Processes with a Reflection pp. 935-957

Kazumasa Kuwada

The Limiting Spectra of Girko’s Block-Matrix pp. 959-970

Tamer Oraby

On the Weak Invariance Principle for Non-Adapted Sequences under Projective Criteria pp. 971-1004

Jérôme Dedecker, Florence Merlevède and Dalibor Volný

Reflected Backward SDEs with Two Barriers Under Monotonicity and General Increasing Conditions pp. 1005-1039

Mingyu Xu

On the Behavior of Random Walk Around Heavy Points pp. 1041-1057

Endre Csáki, Antónia Földes and Pál Révész

Mixing Limit Theorems for Ergodic Transformations pp. 1059-1071

Roland Zweimüller

On Several Two-Boundary Problems for a Particular Class of Lévy Processes pp. 1073-1085

T. Kadankova and N. Veraverbeke

A Functional Non-Central Limit Theorem for Jump-Diffusions with Periodic Coefficients Driven by Stable Lévy-Noise pp. 1087-1100

Brice Franke

Logarithmic Level Comparison for Small Deviation Probabilities pp. 1101-1101

Fuchang Gao and Wenbo V. Li

Volume 20, issue 3, 2007

A Functional LIL for d-Dimensional Stable Processes; Invariance for Lévy- and Other Weakly Convergent Processes pp. 397-427

Joshua Rushton

Uniform Distributions on the Natural Numbers pp. 429-441

Oliver Schirokauer and Joseph B. Kadane

A Characteristic Martingale Related to the Counting Process of Records pp. 443-455

Raúl Gouet, F. Javier López and Gerardo Sanz

Laws of the Iterated Logarithm for the Local U-Statistic Process pp. 457-485

Evarist Giné and David M. Mason

Dissipation of Convolution Powers in a Metric Group pp. 487-503

Wojciech Jaworski

Cumulants for Random Matrices as Convolutions on the Symmetric Group, II pp. 505-533

M. Capitaine and M. Casalis

Representation of Infinitely Divisible Distributions on Cones pp. 535-544

Victor Pérez-Abreu and Jan Rosiński

Fubini Type Products for Densities and Liftings pp. 545-560

K. Musiał, W. Strauss and N. D. Macheras

Level–wise Approximation of a Markov Process Associated to the Boundary of an Infinite Tree pp. 561-579

Servet Martínez, Daniel Remenik and Jaime San Martín

Discrete and Continuous Time Modulated Random Walks with Heavy-Tailed Increments pp. 581-612

Serguei Foss, Takis Konstantopoulos and Stan Zachary

Critical Behavior in Almost Sure Central Limit Theory pp. 613-636

Siegfried Hörmann

Distribution of Eigenvalues of Real Symmetric Palindromic Toeplitz Matrices and Circulant Matrices pp. 637-662

Adam Massey, Steven J. Miller and John Sinsheimer

The Hausdorff Moment Problem under Finite Additivity pp. 663-693

Enrique Miranda, Gert Cooman and Erik Quaeghebeur

On the Number of Records in an iid Discrete Sequence pp. 695-696

Eric S. Key

Volume 20, issue 2, 2007

The Spectrum of a Random Geometric Graph is Concentrated pp. 119-132

Sanatan Rai

Continuity in Law with Respect to the Hurst Parameter of the Local Time of the Fractional Brownian Motion pp. 133-152

Maria Jolis and Noèlia Viles

A Slow Transient Diffusion in a Drifted Stable Potential pp. 153-166

Arvind Singh

A Hoeffding-Type Inequality for Ergodic Time Series pp. 167-176

Yongqiang Tang

Bracketing Metric Entropy Rates and Empirical Central Limit Theorems for Function Classes of Besov- and Sobolev-Type pp. 177-199

Richard Nickl and Benedikt Pötscher

A Sharp Form of the Cramér–Wold Theorem pp. 201-209

Juan Antonio Cuesta-Albertos, Ricardo Fraiman and Thomas Ransford

Strong Decomposition of Random Variables pp. 211-220

Jørgen Hoffmann-Jørgensen, Abram M. Kagan, Loren D. Pitt and Lawrence A. Shepp

Berry–Esseen Bounds for Standardized Subordinators via Moduli of Smoothness pp. 221-235

José Antonio Adell and Alberto Lekuona

Optimal Policies to Obtain the Most Join Results pp. 237-256

Nariankadu D. Shyamalkumar, Ralph P. Russo and Ramon Lawrence

Graph-Theoretic Approach to Stochastic Integrals with Clifford Algebras pp. 257-274

George Stacey Staples

Functional BKR Inequalities, and their Duals, with Applications pp. 275-293

Larry Goldstein and Yosef Rinott

The Dirichlet Distribution and Process through Neutralities pp. 295-308

Konstancja Bobecka and Jacek Wesołowski

Normal Approximations for Descents and Inversions of Permutations of Multisets pp. 309-325

Mark Conger and D. Viswanath

On the Lyapunov Exponent of a Multidimensional Stochastic Flow pp. 327-337

Michele Baldini

An Almost Sure Functional Limit Theorem for the Domain of Geometric Partial Attraction of Semistable Laws pp. 339-353

István Fazekas and Alexey Chuprunov

Feller Property and Infinitesimal Generator of the Exploration Process pp. 355-370

Romain Abraham and Jean-François Delmas

Weak Convergence of Laws on ℝ K with Common Marginals pp. 371-380

Alessio Sancetta

Berry–Esseen for Free Random Variables pp. 381-395

Vladislav Kargin

Volume 20, issue 1, 2007

Logarithmic Level Comparison for Small Deviation Probabilities pp. 1-23

Fuchang Gao and Wenbo V. Li

Level Sets of Multiparameter Stable Processes pp. 25-46

Thomas S. Mountford

Almost Sure Relative Stability of the Overshoot of Power Law Boundaries pp. 47-63

R. A. Doney and R. A. Maller

On The Invariant Measure of a Positive Recurrent Diffusion in $${\mathbb{R}}$$ pp. 65-86

Michele Baldini

Uniform Comparison of Tails of (Non-Symmetric) Probability Measures and Their Symmetrized Counterparts with Applications pp. 87-105

Balram S. Rajput and Kavi Rama-Murthy

Random Multiplication Approaches Uniform Measure in Finite Groups pp. 107-118

A. Abrams, H. Landau, Z. Landau, J. Pommersheim and E. Zaslow