Journal of Theoretical Probability

1997 - 2025

Current editor(s): Andrea Monica

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Volume 19, issue 4, 2006

Some Explicit Distributions Related to the First Exit Time from a Bounded Interval for Certain Functionals of Brownian Motion pp. 757-771

Aimé Lachal

Gaussian Estimates for Random Walks on Some Unimodular p-adic Groups pp. 773-787

Sami Mustapha

Cesàro α-Integrability and Laws of Large Numbers-II pp. 789-816

T. K. Chandra and A. Goswami

Potential Theory of Special Subordinators and Subordinate Killed Stable Processes pp. 817-847

Renming Song and Zoran Vondraček

Limit Laws for Norms of IID Samples with Weibull Tails pp. 849-873

Leonid Bogachev

The Law of Large Numbers in a Metric Space with a Convex Combination Operation pp. 875-898

Pedro Terán and Ilya Molchanov

A New Approach to Poisson Approximation of Simple Point Processes Using Compensators pp. 899-909

Jaya Casukhela, Kameswarrao S. Casukhela and Hussain Elalaoui-Talibi

Cluster Sets of Self-Normalized Sums pp. 911-930

David M. Mason

Multiplicative Decompositions and Frequency of Vanishing of Nonnegative Submartingales pp. 931-949

Ashkan Nikeghbali

Volume 19, issue 3, 2006

Logarithmic Level Comparison for Small Deviation Probabilities pp. 535-556

Fuchang Gao and Wenbo V. Li

Pathwise Convergence of a Rescaled Super-Brownian Catalyst Reactant Process pp. 557-588

Klaus Fleischmann, Achim Klenke and Jie Xiong

Definetti’s Theorem for Abstract Finite Exchangeable Sequences pp. 589-608

G. Jay. Kerns and Gábor J. Székely

Translated Poisson Approximation for Markov Chains pp. 609-630

A. D. Barbour and Torgny Lindvall

Sub-Gaussian Short Time Asymptotics for Measure Metric Dirichlet Spaces pp. 631-645

András Telcs

On the Weak Invariance Principle for Stationary Sequences under Projective Criteria pp. 647-689

Florence Merlevède and Magda Peligrad

Phase Transition in Vertex-Reinforced Random Walks on $${\mathbb{Z}}$$ with Non-linear Reinforcement pp. 691-700

Stanislav Volkov

A Joint Integral Test for the Locations of Extrema for Brownian Motion pp. 701-720

Youssef Randjiou

Moderate and Small Deviations for the Ranges of One-Dimensional Random Walks pp. 721-739

Xia Chen

Central and Functional Central Limit Theorems for a Class of Urn Models pp. 741-756

Gopal K. Basak and Amites Dasgupta

Volume 19, issue 2, 2006

Functional Limit Theorems for Multiparameter Fractional Brownian Motion pp. 263-288

Anatoliy Malyarenko

Modified Logarithmic Sobolev Inequalities in Discrete Settings pp. 289-336

Sergey G. Bobkov and Prasad Tetali

A Set-indexed Fractional Brownian Motion pp. 337-364

Erick Herbin and Ely Merzbach

Limiting Distributions for the Maximum of a Symmetric Function on a Random Point Set pp. 365-375

M. J. Appel and R. P. Russo

Dynamic Random Walks on Heisenberg Groups pp. 377-395

Nadine Guillotin-Plantard and René Schott

A Notion of Stopping Line for Set-Indexed Processes pp. 397-410

Diane Saada and Dean Slonowsky

Infinite Divisibility for Stochastic Processes and Time Change pp. 411-446

Ole Barndorff-Nielsen, Makoto Maejima and Ken-iti Sato

Moments and Projections of Semistable Probability Measures on p-adic Vector Spaces pp. 447-459

Makoto Maejima and Riddhi Shah

On the Equivalence of Multiparameter Gaussian Processes pp. 461-485

Tommi Sottinen and Ciprian A. Tudor

Estimates on the Transition Densities of Girsanov Transforms of Symmetric Stable Processes pp. 487-507

Renming Song

The Monge Problem in Banach Spaces pp. 509-534

Henri Heinich

Volume 19, issue 1, 2006

An Asymptotic Expansion for Probabilities of Moderate Deviations for Multivariate Martingales pp. 1-44

I. G. Grama and E. Haeusler

Range of Brownian Motion with Drift pp. 45-69

Etienne Tanré and Pierre Vallois

Self-Normalized LIL for Hanson–Russo Type Increments pp. 70-88

Han-Ying Liang and Josef G. Steinebach

On Kelvin Transformation pp. 89-120

K. Bogdan and T. Żak

On a Multiple Stratonovich-type Integral for Some Gaussian Processes pp. 121-133

Maria Jolis

Strong Disorder for a Certain Class of Directed Polymers in a Random Environment pp. 134-151

Philippe Carmona, Francesco Guerra, Yueyun Hu and Olivier Mejane

The Spectrum of the Independent Metropolis–Hastings Algorithm pp. 152-165

Jørund Gåsemyr

The Averaged Robbins – Monro Method for Linear Problems in a Banach Space pp. 166-189

Jürgen Dippon and Harro Walk

Is the Approximation Rate for European Pay-offs in the Black–Scholes Model Always 1/ $$\sqrt{n}$$ pp. 190-203

Mika Hujo

Decomposition of Exponential Distributions on Positive Semigroups pp. 204-220

Kyle Siegrist

Transition Semi–groups on a Local Field Induced by Galois Group and their Representation pp. 221-234

Hiroshi Kaneko and Xuelei Zhao

First Hitting Time Analysis of the Independence Metropolis Sampler pp. 235-261

Romeo Maciuca and Song-Chun Zhu

Volume 18, issue 4, 2005

Multi-scale Clustering for a Non-Markovian Spatial Branching Process pp. 719-755

Klaus Fleischmann and Vladimir A. Vatutin

Asymptotic Expansions in Non-central Limit Theorems for Quadratic Forms pp. 757-811

F. Götze and A. N. Tikhomirov

Mixing Limit Theorems of Maximum of Absolute Sums and their Convergence Rates pp. 813-826

Ibrahim A. Ahmad

Algebraic Polynomials with Non-identical Random Coefficients pp. 827-835

K. Farahmand and Jay Jahangiri

On (c,p)-pseudostable Random Variables pp. 837-852

J. K. Misiewicz and G. Mazurkiewicz

The Asymptotic Distribution of Self-Normalized Triangular Arrays pp. 853-870

M. David

On Powers of Stieltjes Moment Sequences, I pp. 871-889

Christian Berg

On the Self-Normalized Cramér-type Large Deviation pp. 891-909

John Robinson and Qiying Wang

Generating a Random Signed Permutation with Random Reversals pp. 911-931

Clyde H. Schoolfield

Refinement of Convergence Rates for Tail Probabilities pp. 933-947

Deli Li and Aurel Spătaru

The Critical Value of the Contact Process with Added and Removed Edges pp. 949-955

Paul Jung

Series of Free Random Variables pp. 957-965

Hari Bercovici

More on a New Concept of Entropy and Information pp. 967-981

Murali Rao

Weak Convergence in Circulant Matrices pp. 983-1007

E. Cureg and A. Mukherjea

Volume 18, issue 3, 2005

A Change-of-Variable Formula with Local Time on Curves pp. 499-535

Goran Peskir

Distribution of Eigenvalues for the Ensemble of Real Symmetric Toeplitz Matrices pp. 537-566

Christopher Hammond and Steven J. Miller

On First Range Times of Linear Diffusions pp. 567-593

Paavo Salminen and Pierre Vallois

Limit Theorems for Non-Commutative Random Variables pp. 595-614

A. Coja-Oghlan and J. Michaliček

Convergence of Discrete Snakes pp. 615-645

Svante Janson and Jean-François Marckert

The Invariance Principle for the Total Length of the Nearest-Neighbor Graph pp. 649-664

Younghoon Kim, Sungchul Lee, Zhengyan Lin and Wensheng Wang

Functional Central Limit Theorem for the Super-Brownian Motion with Super-Brownian Immigration pp. 665-685

Mei Zhang

Maximal Local Time of a d-dimensional Simple Random Walk on Subsets pp. 687-717

Endre Csáki, Antönia Földes and Pál Révész

Volume 18, issue 2, 2005

A Functional LIL for Stochastic Integrals and the Lévy Area Process pp. 261-290

James Kuelbs and Wenbo Li

A Heisenberg Inequality for Stochastic Integrals pp. 291-315

C. Mueller and A. Stan

Explicit Bounds for the Return Probability of Simple Random Walks pp. 317-326

Karen Ball and Jacob Sterbenz

Functional Limit Theorems for the Increments of Gaussian Samples pp. 327-343

Wensheng Wang

Asymptotic Normality for Non-linear Functionals of Non-causal Linear Processes with Summable Weights pp. 345-358

Tsung-Lin Cheng and Hwai-Chung Ho

Drift to Infinity and the Strong Law for Subordinated Random Walks and Lévy Processes pp. 359-375

K. B. Erickson and Ross A. Maller

Some Processes Associated with Fractional Bessel Processes pp. 377-397

Y. Hu and D. Nualart

Generalized Symmetric Polynomials and an Approximate De Finetti Representation pp. 399-412

Sergey G. Bobkov

Free Wishart Processes pp. 413-438

M. Capitaine and C. Donati-Martin

A Version of the $${\cal G} \rm{-conditional Bipolar Theorem in} {L^0 (\mathbb{R}^{d}_{+};\Omega}, {\cal F},\mathbb{P})$$ pp. 439-467

B. Bouchard

Contractive Markov System with Constant Probabilities pp. 469-479

Ivan Werner

Fields with Exceptional Tangent Fields pp. 481-497

Céline Lacaux

Volume 18, issue 1, 2005

The Hyperoctahedral Group, Symmetric Group Representations and the Moments of the Real Wishart Distribution pp. 1-42

P. Graczyk, G. Letac and H. Massam

Absolute Continuity of Joint Laws of Multiple Stable Stochastic Integrals pp. 43-77

Jean-Christophe Breton

Asymptotics and Bounds for Multivariate Gaussian Tails pp. 79-97

Enkelejd Hashorva

On the Number of Records in an iid Discrete Sequence pp. 99-107

Eric S. Key

Continuity and Boundedness of Infinitely Divisible Processes: A Poisson Point Process Approach pp. 109-160

Michael B. Marcus and Jan Rosiński

Functional Limit Theorem for the Empirical Process of a Class of Bernoulli Shifts with Long Memory pp. 161-186

Paul Doukhan, Gabriel Lang, Donatas Surgailis and Marie-Claude Viano

Functional Approach of Large Deviations in General Spaces pp. 187-207

Henri Comman

The Class of Distributions of Periodic Ornstein–Uhlenbeck Processes Driven by Lévy Processes pp. 209-235

Jan Pedersen and Ken-Iti Sato

Distributional Transformations, Orthogonal Polynomials, and Stein Characterizations pp. 237-260

Larry Goldstein and Gesine Reinert