Journal of Theoretical Probability

1997 - 2025

Current editor(s): Andrea Monica

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Volume 17, issue 4, 2004

Wishart Distributions on Homogeneous Cones pp. 781-818

S. A. Andersson and G. G. Wojnar

Renewal Theory on the Affine Group of an Oriented Tree pp. 819-859

S. Brofferio

Coupling for τ-Dependent Sequences and Applications pp. 861-885

J. Dedecker and C. Prieur

A Functional Limit Theorem for Observations That Change with Time pp. 887-903

Zeteng Lin and X. Wang

On the Existence of φ-Moments of the Limit of a Normalized Supercritical Galton–Watson Process pp. 905-928

G. Alsmeyer and U. Rösler

On the Heyde Theorem for Finite Abelian Groups pp. 929-941

G. M. Feldman

Exact Asymptotics in log log Laws for Random Fields pp. 943-965

A. Spătaru

Large Deviation Principle for Exchangeable Sequences: Necessary and Sufficient Condition pp. 967-978

L. Wu

Small Ball Estimates in p-Variation for Stable Processes pp. 979-1002

T. Simon

A New Method for Bounding Rates of Convergence of Empirical Spectral Distributions pp. 1003-1019

S. Chatterjee and Arup Bose

On a One-Parameter Generalization of the Brownian Bridge and Associated Quadratic Functionals pp. 1021-1029

R. Mansuy

Decay of Concentration Functions for Adapted Probabilities on Discrete Groups pp. 1031-1040

T. M. Retzlaff

Volume 17, issue 3, 2004

Classification of Riesz Exponential Families on a Symmetric Cone by Invariance Properties pp. 521-539

A. Hassairi and S. Lajmi

On Symmetric Stable-Like Processes: Some Path Properties and Generators pp. 541-555

T. Uemura

Berry–Esseen Bound for a Sample Sum from a Finite Set of Independent Random Variables pp. 557-572

L. C. Zhao, C. Q. Wu and Q. Wang

A Multivariate CLT for Decomposable Random Vectors with Finite Second Moments pp. 573-603

M. Raič

Boundaries and Harmonic Functions for Random Walks with Random Transition Probabilities pp. 605-646

V. A. Kaimanovich, Y. Kifer and B.-Z. Rubshtein

Prokhorov Blocks and Strong Law of Large Numbers Under Rearrangements pp. 647-672

S. Chobanyan, S. Levental and V. Mandrekar

Superprocesses with Coalescing Brownian Spatial Motion as Large-Scale Limits pp. 673-692

D. A. Dawson, Z. Li and X. Zhou

Small Ball Asymptotics for the Stochastic Wave Equation pp. 693-703

A. Martin

Some Results on Stochastic Differential Equations with Reflecting Boundary Conditions pp. 705-716

P. Marín-Rubio and J. Real

Fractional Brownian Density Process and Its Self-Intersection Local Time of Order k pp. 717-739

T. Bojdecki, L. G. Gorostiza and A. Talarczyk

Ergodic and Mixing Probability Measures on [SIN] Groups pp. 741-759

W. Jaworski

Large Deviations View Points for Heavy-Tailed Random Walks pp. 761-768

Y. Hu and H. Nyrhinen

An Extension of the Kolmogorov–Feller Weak Law of Large Numbers with an Application to the St. Petersburg Game pp. 769-779

A. Gut

Volume 17, issue 2, 2004

Infinite Dimensional Isoperimetric Inequalities in Product Spaces with the Supremum Distance pp. 293-308

F. Barthe

On Gaussian Processes Equivalent in Law to Fractional Brownian Motion pp. 309-325

T. Sottinen

On the Weak Limiting Behavior of Almost Surely Convergent Row Sums from Infinite Arrays of Rowwise Independent Random Elements in Banach Spaces pp. 327-346

A. Rosalsky and A. I. Volodin

Tanaka Formula for Multidimensional Brownian Motions pp. 347-366

H. Uemura

Wittmann's Law of Iterated Logarithm for Tail Sums of B-Valued Random Variables pp. 367-385

D. Deng

Invariant Measure and a Limit Theorem for Some Generalized Gauss Maps pp. 387-401

P. S. Chakraborty and A. Dasgupta

An Extension of the Contraction Principle pp. 403-434

J. Garcia

Löwner's Equation from a Noncommutative Probability Perspective pp. 435-457

R. O. Bauer

Factorization of Markov Chains pp. 459-481

N. B. Yengibarian

Tanaka Formulae for (α, d, β)-Superprocesses pp. 483-502

L. Mytnik and K.-N. Xiang

Exact L 2 Small Balls of Gaussian Processes pp. 503-520

F. Gao, J. Hannig, T.-Y. Lee and F. Torcaso

Volume 17, issue 1, 2004

On Strongly Petrovskii's Parabolic SPDEs in Arbitrary Dimension and Application to the Stochastic Cahn–Hilliard Equation pp. 1-49

C. Cardon-Weber and A. Millet

Dilated Fractional Stable Motions pp. 51-84

Vladas Pipiras and Murad S. Taqqu

On a Statistical Framework for Estimation from Random Set Observations pp. 85-110

Feng De-Jun and Ding Feng

Martin Boundary of Polynomial Random Walks on the d-Dimensional Lattice of Nonnegative Integers pp. 111-129

Laurent Godefroy

Dualities for the Domany–Kinzel Model pp. 131-144

Makoto Katori, Norio Konno, Aidan Sudbury and Hideki Tanemura

On the Ranked Excursion Heights of a Kiefer Process pp. 145-163

Endre Csáki and Yueyun Hu

SLLN for Weighted Independent Identically Distributed Random Variables pp. 165-181

John Baxter, Roger Jones, Michael Lin and James Olsen

On Exit and Ergodicity of the Spectrally One-Sided Lévy Process Reflected at Its Infimum pp. 183-220

M. R. Pistorius

Necessary and Sufficient Condition for the Functional Central Limit Theorem in Hölder Spaces pp. 221-243

Alfredas Račkauskas and Charles Suquet

The Law of the Iterated Logarithm for the Total Length of the Nearest Neighbor Graph pp. 245-260

Younghoon Kim, Sungchul Lee and Zhengyan Lin

Small Deviations of Stable Processes via Metric Entropy pp. 261-284

Wenbo V. Li and Werner Linde

On Sums of Products of Bernoulli Variables and Random Permutations pp. 285-292

Anatole Joffe, Éric Marchand, François Perron and Paul Popadiuk

Volume 16, issue 4, 2003

On Pathwise Uniqueness of Stochastic Differential Equations Without Drift pp. 789-812

Samia Beghdadi-Sakrani

Random Logistic Maps II. The Critical Case pp. 813-830

K. B. Athreya and H.-J. Schuh

Continuity of the Value of Competitive Markov Decision Processes pp. 831-845

Eilon Solan

Maximal Homomorphic Group Image and Convergence of Convolution Sequences on a Semigroup pp. 847-854

Göran Högnäs and Arunava Mukherjea

Group Self-Similar Stable Processes in R d pp. 855-876

Sławomir Kolodyński and Jan Rosiński

Doob–Meyer-Decomposition of Hilbert Space Valued Functions pp. 877-898

B. Burgstaller

Large Deviations for the Super-Brownian Motion with Super-Brownian Immigration pp. 899-922

Wenming Hong

Weak Mixing of Random Walks on Groups pp. 923-933

Christophe Cuny

Large Deviations of Empirical Measures Under Symmetric Interaction pp. 935-955

Włodzimierz Bryc

On Certain Extensions of a Rotation Invariant Markov Process pp. 957-969

Juha Vuolle-Apiala

Limit Theorems for Multiplicative Processes pp. 971-1014

Quansheng Liu, Emmanuel Rio and Alain Rouault

States Spaces of the Snake and Its Tour—Convergence of the Discrete Snake pp. 1015-1046

Jean-François Marckert and Abdelkader Mokkadem

Functional Quantization and Small Ball Probabilities for Gaussian Processes pp. 1047-1062

Siegfried Graf, Harald Luschgy and Gilles Pagès

A Note on “State Spaces of the Snake and Its Tour—Convergence of the Discrete Snake” by J.-F. Marckert and A. Mokkadem pp. 1063-1067

Bernhard Gittenberger

Volume 16, issue 3, 2003

The Law of the Logarithm for Weighted Sums of Independent Random Variables pp. 519-542

D. Li and R. J. Tomkins

Central Limit Theorems for Exchangeable Random Variables When Limits Are Scale Mixtures of Normals pp. 543-571

Xinxin Jiang and Marjorie G. Hahn

Stable and Semistable Hemigroups: Domains of Attraction and Self-Decomposability pp. 573-598

Peter Becker-Kern

Permutation Matrices, Wreath Products, and the Distribution of Eigenvalues pp. 599-623

Kelly Wieand

On the Central Limit Theorem and Its Weak Invariance Principle for Strongly Mixing Sequences with Values in a Hilbert Space via Martingale Approximation pp. 625-653

Florence Merlevède

Cesàro α-Integrability and Laws of Large Numbers I pp. 655-669

T. K. Chandra and A. Goswami

Geometric Convergence Rates for Time-Sampled Markov Chains pp. 671-688

Jeffrey S. Rosenthal

On Large Deviation Convergence of Invariant Measures pp. 689-724

Anatolii A. Puhalskii

Shuffling Chromosomes pp. 725-750

Rick Durrett

A Local Limit Theorem for a Family of Non-Reversible Markov Chains pp. 751-770

Elizabeth L. Wilmer

Tail Properties of Correlation Measures pp. 771-788

Thomas M. Lewis and Geoffrey Pritchard

Volume 16, issue 2, 2003

A Central Limit Theorem for Random Fields of Negatively Associated Processes pp. 309-323

Ming Yuan, Chun Su and Taizhong Hu

Inhomogeneous Voter Models in One Dimension pp. 325-338

Shirin J. Handjani

Exchangeable Random Ordered Trees by Positive Definite Functions pp. 339-344

Ulrich Hirth

Optimal Bounds for Cauchy Approximations for the Winding Distribution of Planar Brownian Motion pp. 345-361

V. Bentkus, G. Pap and M. Yor

Approximation to Probabilities Through Uniform Laws on Convex Sets pp. 363-376

J. A. Cuesta-Albertos, C. Matrán and J. Rodríguez-Rodríguez

Strong Approximation for Long Memory Processes with Applications pp. 377-389

Qiying Wang, Yan-Xia Lin and Chandra M. Gulati

Rate of Decay of Concentration Functions on Discrete Groups pp. 391-399

Todd Retzlaff

Moderate Deviations and Large Deviations for Kernel Density Estimators pp. 401-418

Fuqing Gao

Exceedence Measure of Classes of Algebraic Polynomials pp. 419-426

K. Farahmand

Small Ball Probabilities Around Random Centers of Gaussian Measures and Applications to Quantization pp. 427-449

Steffen Dereich

Besov Regularity of Stochastic Integrals with Respect to the Fractional Brownian Motion with Parameter H > 1/2 pp. 451-470

David Nualart and Youssef Ouknine

Moments of the Mean of Dubins–Freedman Random Probability Distributions pp. 471-488

Pieter Allaart

Asymptotics for Sums of Random Variables with Local Subexponential Behaviour pp. 489-518

Søren Asmussen, Serguei Foss and Dmitry Korshunov

Volume 16, issue 1, 2003

Nonlinear Filtering for Diffusions in Random Environments pp. 1-20

Michael A. Kouritzin, Hongwei Long and Wei Sun

About the Measure of Heavily Visited Points of the Brownian Motion pp. 21-45

Antónia Földes

Change Intolerance in Spanning Forests pp. 47-58

Deborah Heicklen and Russell Lyons

Fractal Dimensions for Some Increments of the Uniform Empirical Process pp. 59-86

Djamal Louani and Alain Lucas

Small Ball Constants and Tight Eigenvalue Asymptotics for Fractional Brownian Motions pp. 87-100

Jared C. Bronski

Maximal Inequalities and an Invariance Principle for a Class of Weakly Dependent Random Variables pp. 101-115

Sergey Utev and Magda Peligrad

On Upper Class of Increments of Fractional Brownian Motion pp. 117-145

Wang Chiu

Path Collapse for an Inhomogeneous Random Walk pp. 147-159

Ilie Grigorescu and Min Kang

An Inequality for Tail Probabilities of Martingales with Differences Bounded from One Side pp. 161-173

V. Bentkus

A Classification of Reproducible Natural Exponential Families in the Broad Sense pp. 175-196

Shaul K. Bar-Lev and Muriel Casalis

On Non-Continuous Dirichlet Processes pp. 197-216

François Coquet, Jean Mémin and Leszek Słomiński

On the Harris Recurrence of Iterated Random Lipschitz Functions and Related Convergence Rate Results pp. 217-247

Gerold Alsmeyer

On the Link Between Small Ball Probabilities and the Quantization Problem for Gaussian Measures on Banach Spaces pp. 249-265

S. Dereich, F. Fehringer, A. Matoussi and M. Scheutzow

Solution to the OK Corral Model via Decoupling of Friedman's Urn pp. 267-276

J. F. C. Kingman and S. E. Volkov

On Random Sets Connected to the Partial Records of Poisson Point Process pp. 277-307

Víctor Manuel Rivero