Journal of Theoretical Probability

1997 - 2025

Current editor(s): Andrea Monica

From Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 15, issue 4, 2002

Pointwise and Uniform Asymptotics of the Vervaat Error Process pp. 845-875

Endre Csáki, Miklós Csörgő, Antónia Földes, Zhan Shi and Ričardas Zitikis

Multiple Stable Stochastic Integrals: Series Representation and Absolute Continuity of Their Law pp. 877-901

Jean-Christophe Breton

On the Continuous Singularity of the Limit Distribution of Products of I.I.D. d×d Stochastic Matrices pp. 903-918

A. Mukherjea and A. Nakassis

Random Probability Measures with Given Mean and Variance pp. 919-937

Lisa Bloomer and Theodore P. Hill

Generalized One-Sided Laws for the Larger Observations of a Triangular Array pp. 939-949

André Adler

Hausdorff Measure for a Stable-Like Process over an Infinite Extension of a Local Field pp. 951-972

Anatoly N. Kochubei

Domains of Geometric Partial Attraction of Max-Semistable Laws: Structure, Merge and Almost Sure Limit Theorems pp. 973-1005

Zoltán Megyesi

A Functional LIL and Some Weighted Occupation Measure Results for Fractional Brownian Motion pp. 1007-1030

J. Kuelbs and W. V. Li

Moderate Deviations for Longest Increasing Subsequences: The Lower Tail pp. 1031-1047

Matthias Löwe, Franz Merkl and Silke Rolles

Volume 15, issue 3, 2002

A Markov Property for Set-Indexed Processes pp. 553-588

R. M. Balan and B. G. Ivanoff

Small Ball Probabilities of Fractional Brownian Sheets via Fractional Integration Operators pp. 589-612

Eduard Belinsky and Werner Linde

A Contractivity Condition for Iterated Function Systems pp. 613-630

Niclas Carlsson

Shift Self-Similar Additive Random Sequences Associated with Supercritical Branching Processes pp. 631-665

Toshiro Watanabe

Random Walks on Wreath Products of Groups pp. 667-693

Clyde H. Schoolfield

Packing Measure and Dimension of Random Fractals pp. 695-713

Artemi Berlinkov and R. Daniel Mauldin

On the Fine Structure of Stationary Measures in Systems Which Contract-on-Average pp. 715-730

Matthew Nicol, Nikita Sidorov and David Broomhead

Tangent Fields and the Local Structure of Random Fields pp. 731-750

Kenneth J. Falconer

Stability and Attraction to Normality for Lévy Processes at Zero and at Infinity pp. 751-792

R. A. Doney and R. A. Maller

A Large Deviations Principle Related to the Strong Arc-Sine Law pp. 793-815

Alain Rouault, Marc Yor and Marguerite Zani

Brownian Motion on the Figure Eight pp. 817-844

Ilie Grigorescu and Min Kang

Volume 15, issue 2, 2002

The Minimal Subgroup of a Random Walk pp. 259-283

Gerold Alsmeyer

Asymptotically One-Dimensional Diffusion on the Sierpinski Gasket and Multi-Type Branching Processes with Varying Environment pp. 285-322

B. M. Hambly and O. D. Jones

Type G Distributions on $${\mathbb{R}}$$ d pp. 323-341

Makoto Maejima and Jan Rosiński

Bounds for Non-Gaussian Approximations of U-Statistics pp. 343-382

Yuri V. Borovskikh and Neville C. Weber

Random Walks on Trees with Finitely Many Cone Types pp. 383-422

Tatiana Nagnibeda and Wolfgang Woess

Asymptotic Distribution of Quadratic Forms and Applications pp. 423-475

F. Götze and A. Tikhomirov

On the Almost Sure Central Limit Theorem for a Class of Z d -Actions pp. 477-501

Mikhail Gordin and Michel Weber

Asymptotics for Statistical Distances Based on Voronoi Tessellations pp. 503-541

R. Jiménez and J. E. Yukich

Strong Law of Large Numbers for Banach Space Valued Fuzzy Random Variables pp. 543-551

Frank N. Proske and Madan L. Puri

Volume 15, issue 1, 2002

Stochastic PDEs Driven by Nonlinear Noise and Backward Doubly SDEs pp. 1-39

Anis Matoussi and Michael Scheutzow

A Filtered Version of the Bipolar Theorem of Brannath and Schachermayer pp. 41-61

Gordan Žitković

Central Limit Theorems for Random Permanents with Correlation Structure pp. 63-76

Grzegorz A. Rempała and Jacek Wesołowski

Ergodic Properties of Palm and Spacing Measures pp. 77-96

Olav Kallenberg

A Signed Generalization of the Bernoulli–Laplace Diffusion Model pp. 97-127

Clyde H. Schoolfield

Some Properties of Solutions of Double Stochastic Differential Equations pp. 129-151

C. Tudor and M. Tudor

Series Criteria for Growth Rates of Partial Maxima of Iterated Ergodic Map Values pp. 153-159

M. J. Appel

Renewal Theorems for Singular Differential Operators pp. 161-205

Léonard Gallardo and Khalifa Trimèche

On the Connection Between Oriented Percolation and Contact Process pp. 207-221

M. V. Menshikov, S. Yu. Popov and V. V. Sisko

Estimation of the Density of Hypoelliptic Diffusion Processes with Application to an Extended Itô's Formula pp. 223-247

Xavier Bardina and Maria Jolis

A New Law of the Iterated Logarithm in Rd with Application to Matrix-Normalized Sums of Random Vectors pp. 249-257

Valery Koval

Volume 14, issue 4, 2001

Riesz Exponential Families on Symmetric Cones pp. 927-948

A. Hassairi and S. Lajmi

Lévy–LePage Series Representation of Stable Vectors: Convergence in Variation pp. 949-978

V. Bentkus, A. Juozulynas and V. Paulauskas

A Note on the Uniform Laws for Dependent Processes Via Coupling pp. 979-988

Magda Peligrad

Extreme Values and the Multivariate Compact Law of the Iterated Logarithm pp. 989-1018

Steven J. Sepanski

Random Lazy Random Walks on Arbitrary Finite Groups pp. 1019-1034

Martin Hildebrand

Volume 14, issue 3, 2001

Strong Martingales: Their Decompositions and Quadratic Variation pp. 609-638

Dean Slonowsky

Central Limit Theorems for Level Functionals of Stationary Gaussian Processes and Fields pp. 639-672

Marie F. Kratz and José R. León

On Limit Results for a Class of Singularly Perturbed Switching Diffusions pp. 673-697

G. Yin

More Randomness of Environment Does Not Always Slow Down a Random Walk pp. 699-715

Christiane Takacs

A Stationary Rho-Mixing Markov Chain Which Is Not “Interlaced” Rho-Mixing pp. 717-727

Richard C. Bradley

Occupation Time Fluctuations in Branching Systems pp. 729-796

D. A. Dawson, L. G. Gorostiza and A. Wakolbinger

The Limiting Behaviour of Randomly Indexed Sequences pp. 797-811

Andrzej Krajka

On Bounds for the Concentration Function II pp. 813-820

Jean-Marc Deshouillers, Gregory A. Freiman and Alexander A. Yudin

Long Excursions of a Random Walk pp. 821-844

Endre Csáki, Pál Révész and Zhan Shi

Bounding the Maximal Height of a Diffusion by the Time Elapsed pp. 845-855

Goran Peskir

The Central Limit Theorem on SO0(p, q)/SO(p)×SO(q) pp. 857-866

P. Sawyer

The Most Visited Sites of Certain Lévy Processes pp. 867-885

Michael B. Marcus

On the Absolute Continuity of Gaussian Measures on Locally Compact Groups pp. 887-898

A. Bendikov and L. Saloff-Coste

Chutes and Ladders in Markov Chains pp. 899-926

Persi Diaconis and Rick Durrett

Volume 14, issue 2, 2001

Nontrivial Phase Transition in a Continuum Mirror Model pp. 299-317

Matthew Harris

Asymptotic Behavior of Continuous Set-Indexed Martingales pp. 319-332

Diane Saada

Generating Uniform Random Vectors pp. 333-356

Claudio Asci

The Length of the Longest Head-Run in a Model with Long Range Dependence pp. 357-378

Thomas M. Lewis

Biased Random Walk on Lamplighter Groups and Graphs pp. 379-391

David Revelle

Functional Non-Central and Central Limit Theorems for Bivariate Appell Polynomials pp. 393-426

Liudas Giraitis and Murad S. Taqqu

Asymptotic Behavior of the Density in a Parabolic SPDE pp. 427-462

A. Kohatsu-Higa, D. Márquez-Carreras and M. Sanz-Solé

Large Deviations for the Brownian Motion on Loop Groups pp. 463-483

Shizan Fang and Tusheng Zhang

Weak Convergence of a Planar Random Evolution to the Wiener Process pp. 485-494

Alexander D. Kolesnik

Markov Chains on Graphs and Brownian Motion pp. 495-510

Nathanaël Enriquez and Yuri Kifer

Some Moment and Exponential Inequalities for V-Statistics with Bounded Kernels pp. 511-525

Cun-Hui Zhang

On Changes of Measure for Super Brownian Motion pp. 527-557

Robert J. Adler and Srikanth K. Iyer

Local Times of Markov Processes Approximated by a Generalized Iterated Brownian Motion pp. 559-576

Nathalie Eisenbaum and Antónia Földes

The Functional Law of the Iterated Logarithm for the Empirical Process Based on Sample Means pp. 577-597

John H. J. Einmahl and Andrew Rosalsky

Convolution Powers of Probabilities on Stochastic Matrices pp. 599-603

Santanu Chakraborty and B. V. Rao

Erratum: A Strong Law for Weighted Sums of I.I.D. Random Variables, J. Theor. Prob. 8, 625–636 (1995) pp. 605-605

Jack Cuzick

Erratum: Estimates for the Small Ball Probabilities of the Fractional Brownian Sheet, J. Theor. Prob. 13, 357–382 (2000) pp. 607-608

Thomas Dunker

Volume 14, issue 1, 2001

A Decomposition Theorem for Lévy Processes on Local Fields pp. 1-19

Sergio Albeverio and Xuelei Zhao

Exact Estimates for Moments of Random Bilinear Forms pp. 21-37

R. Ibragimov, Sh. Sharakhmetov and A. Cecen

Contraction Principles for Vector Valued Martingales with Respect to Random Variables Having Exponential Tail with Exponent 2 pp. 39-59

Stefan Geiss

Operator-Valued Stochastic Differential Equations Arising from Unitary Group Representations pp. 61-76

David Applebaum

Asymptotic Properties of Ranked Heights in Brownian Excursions pp. 77-96

Endre Csáki and Yueyun Hu

Threshold Results for U-Statistics of Dependent Binary Variables pp. 97-114

Niels G. Becker and Sergey Utev

Walsh's Brownian Motion-Type of Extensions pp. 115-124

Juha Vuolle-Apiala

Weak Solutions for SPDEs and Backward Doubly Stochastic Differential Equations pp. 125-164

V. Bally and A. Matoussi

A Martingale Approach in the Study of Percolation Clusters on the Z d Lattice pp. 165-187

Yu Zhang

Asymptotics of the Moment Generating Function for the Range of Random Walks pp. 189-197

Yuji Hamana

Rates of Decay and h-Processes for One Dimensional Diffusions Conditioned on Non-Absorption pp. 199-212

Servet Martínez and Jaime San Martín

Small Deviations for Some Multi-Parameter Gaussian Processes pp. 213-239

David M. Mason and Zhan Shi

Dynamic ℤ d -Random Walks in a Random Scenery: A Strong Law of Large Numbers pp. 241-260

N. Guillotin-Plantard

Brownian Continuity Modulus Via Series Expansions pp. 261-266

Mark A. Pinsky

Identification of the Parameters of a Multivariate Normal Vector by the Distribution of the Maximum pp. 267-298

Ming Dai and Arunava Mukherjea