Journal of Theoretical Probability

1997 - 2025

Current editor(s): Andrea Monica

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Volume 13, issue 4, 2000

Recovering a Family of Two-Dimensional Gaussian Variables from the Minimum Process pp. 939-950

Irene Hueter

Time-Space Harmonic Polynomials for Continuous-Time Processes and an Extension pp. 951-976

Arindam Sengupta

On Convolutions and Linear Combinations of Pseudo-Isotropic Distributions pp. 977-995

Roman Ger, Michael Keane and Jolanta K. Misiewicz

On Sojourn Distributions of Processes Related to Some Higher-Order Heat-Type Equations pp. 997-1012

Y. Nikitin and E. Orsingher

Laws of Large Numbers for Observations that Change with Time pp. 1013-1025

Mark D. Rothmann and Ralph P. Russo

Continuity of the Multifractal Spectrum of a Random Statistically Self-Similar Measure pp. 1027-1060

Julien Barral

An Extension of Kuczek's Argument to Nonnearest Neighbor Contact Processes pp. 1061-1081

Thomas S. Mountford and Ted D. Sweet

Two Random Walks on Upper Triangular Matrices pp. 1083-1100

Igor Pak

Strong Markov Properties for Markov Random Fields pp. 1101-1114

Kimberly K. J. Kinateder

Regularity and Minimality of Infinite Variance Processes pp. 1115-1122

R. Cheng, A. G. Miamee and M. Pourahmadi

Asymptotic Independence and Additive Functionals pp. 1123-1144

Endre Csáki and Antónia Földes

Volume 13, issue 3, 2000

Exchangeable Random Orders and Almost Uniform Distributions pp. 609-634

Ulrich Hirth and Paul Ressel

On Infinitely Divisible Distributions on Locally Compact Abelian Groups pp. 635-657

Kumi Yasuda

Refinements of the Dubins–Savage Inequality pp. 659-672

Rasul A. Khan and R. J. Tomkins

An Isometric Approach to Generalized Stochastic Integrals pp. 673-693

Yulia Mishura and Esko Valkeila

Dual Families of Interacting Particle Systems on Graphs pp. 695-716

Aidan Sudbury

Selective Limit Theorems for Random Walks on Parabolic Biangle and Triangle Hypergroups pp. 717-731

Maher Mili

First Exit Time from a Bounded Interval for a Certain Class of Additive Functionals of Brownian Motion pp. 733-775

Aimé Lachal

A Random Walk Approach to Galton–Watson Trees pp. 777-803

Jürgen Bennies and Götz Kersting

The Metric of Large Deviation Convergence pp. 805-824

Tiefeng Jiang and George L. O'Brien

Large Deviations of Local Times of Lévy Processes pp. 825-842

Robert Blackburn

Entropy and Convergence on Compact Groups pp. 843-857

Oliver Johnson and Yurii Suhov

On the Skitovich–Darmois Theorem for Compact Abelian Groups pp. 859-869

G. M. Feldman and P. Graczyk

Semigroups, Rings, and Markov Chains pp. 871-938

Kenneth S. Brown

Volume 13, issue 2, 2000

Limit of Solutions of a SDE with a Large Drift Driven by a Poisson Random Measure pp. 311-325

Nhansook Cho and Youngmee Kwon

An Invariance Principle for Triangular Arrays pp. 327-341

Anthony D'Aristotile

A Comparison Theorem on Moment Inequalities Between Negatively Associated and Independent Random Variables pp. 343-356

Qi-Man Shao

Estimates for the Small Ball Probabilities of the Fractional Brownian Sheet pp. 357-382

Thomas Dunker

Compound Poisson Processes and Lévy Processes in Groups and Symmetric Spaces pp. 383-425

David Applebaum

Random Walks Associated with Non-Divergence Form Elliptic Equations pp. 427-489

Joseph G. Conlon and Renming Song

Large Deviations of the Finite Cluster Shape for Two-Dimensional Percolation in the Hausdorff and L1 Metric pp. 491-517

Raphaël Cerf

A Berry–Esseen Bound for U-Statistics in the Non-I.I.D. Case pp. 519-533

I. B. Alberink

Singularity of Some Random Continued Fractions pp. 535-545

Russell Lyons

The Weighted Bootstrap Mean for Heavy-Tailed Distributions pp. 547-569

E. del Barrio and C. Matrán

Zero–One Law for some Brownian Functionals pp. 571-574

Hrvoje Šikić

Boundary Modified Contact Processes pp. 575-594

Rick Durrett and Rinaldo B. Schinazi

Random Logistic Maps. I pp. 595-608

K. B. Athreya and Jack Dai

Volume 13, issue 1, 2000

An Empirical Process Approach to the Uniform Consistency of Kernel-Type Function Estimators pp. 1-37

Uwe Einmahl and David M. Mason

More on P-Stable Convex Sets in Banach Spaces pp. 39-64

Yu. Davydov, V. Paulauskas and A. Račkauskas

Selfdecomposable Measures on Simply Connected Nilpotent Groups pp. 65-83

Riddhi Shah

Spitzer's Strong Law of Large Numbers in Nonseparable Banach Spaces pp. 85-92

Berthold Wittje

$$\mathfrak{S}$$ -Uniform Scalar Integrability and Strong Laws of Large Numbers for Pettis Integrable Functions with Values in a Separable Locally Convex Space pp. 93-134

Charles Castaing and Paul Raynaud de Fitte

On Kolmogorov SLLN Under Rearrangements for “Orthogonal” Random Variables in a B-Space pp. 135-139

Sergei Chobanyan and V. Mandrekar

On the Asymptotic Behavior of Weighted U-Statistics pp. 141-167

Mohamed Rifi and Frederic Utzet

Continuity Properties of Distributions with Some Decomposability pp. 169-191

Toshiro Watanabe

Quadratic Covariation and Itô's Formula for Smooth Nondegenerate Martingales pp. 193-224

S. Moret and D. Nualart

Convergence of Empirical Processes for Interacting Particle Systems with Applications to Nonlinear Filtering pp. 225-257

P. Del Moral and M. Ledoux

An Extension of Vervaat's Transformation and Its Consequences pp. 259-277

L. Chaumont

Asymptotics of First-Passage Time Over a One-Sided Stochastic Boundary pp. 279-309

Zoran Vondraček

Volume 12, issue 4, 1999

Dobrushin Coefficients of Ergodicity and Asymptotically Stable L 1-Contractions pp. 885-902

Radu Zaharopol and Gheorghita Zbaganu

Rifle Shuffles and Their Associated Dynamical Systems pp. 903-932

Steven P. Lalley

A Lévy Type Martingale Convergence Theorem for Random Sets with Unbounded Values pp. 933-969

Jérôme Couvreux and Christian Hess

Small Deviations for Gaussian Markov Processes Under the Sup-Norm pp. 971-984

Wenbo V. Li

Limit Theorems for Logarithmic Averages of Fractional Brownian Motions pp. 985-1009

István Berkes and Lajos Horvath

Existence and Regularity for a Class of Infinite-Measure (ξ, ψ, K)-Superprocesses pp. 1011-1035

Alexander Schied

Complex Zeros of Algebraic Polynomial with Non-Zero Mean Random Coefficients pp. 1037-1044

K. Farahmand and A. Grigorash

Additive Properties of the Dufresne Laws and Their Multivariate Extension pp. 1045-1066

Jean-Francois Chamayou and Gérard Letac

On a Theorem of Dubins and Freedman pp. 1067-1087

Rabi Bhattacharya and Mukul Majumdar

s-Stable Laws in Insurance and Finance and Generalization to Nilpotent Lie Groups pp. 1089-1107

Zbigniew J. Jurek and Daniel Neuenschwander

Addendum to “On the Distribution of the Limit of Products of I.I.D. 2×2 Random Stochastic Matrices” pp. 1109-1112

A. Mukherjea, A. Nakassis and J. S. Ratti

Volume 12, issue 3, 1999

Measuring the Rarely Visited Sites of Brownian Motion pp. 595-613

Nathalie Eisenbaum and Zhan Shi

The Law of the Iterated Logarithm over a Stationary Gaussian Sequence of Random Vectors pp. 615-641

Miguel A. Arcones

On the Central Limit Theorem for Nonuniform φ-Mixing Random Fields pp. 643-660

Alberto L. Maltz

Exponential Convergence in Probability for Empirical Means of Brownian Motion and of Random Walks pp. 661-673

Liming Wu

Local Asymptotic Normality for Linear Homogeneous Difference Equations with Non-Gaussian Noise pp. 675-697

Andrius Jankunas

Small Ball Estimates for Gaussian Processes under Sobolev Type Norms pp. 699-720

Wenbo V. Li and Qi-Man Shao

Critical Dimensions for the Existence of Self-Intersection Local Times of the N-Parameter Brownian Motion in R d pp. 721-737

Peter Imkeller and Ferenc Weisz

First Hitting Times for Some Random Walks on Finite Groups pp. 739-755

David Gluck

A Compact Law of the Iterated Logarithm for Random Vectors in the Generalized Domain of Attraction of the Multivariate Gaussian Law pp. 757-778

Steven J. Sepanski

Large and Moderate Deviations for Random Walks on Nilpotent Groups pp. 779-809

Paolo Baldi and Lucia Caramellino

Precise Asymptotics in Spitzer's Law of Large Numbers pp. 811-819

Aurel Spătaru

Sample Covariance Matrix for Random Vectors with Heavy Tails pp. 821-838

Mark M. Meerschaert and Hans-Peter Scheffler

Dirichlet Forms on Totally Disconnected Spaces and Bipartite Markov Chains pp. 839-857

David Aldous and Steven N. Evans

Multivariate Sampling and the Estimation Problem for Exchangeable Arrays pp. 859-883

Olav Kallenberg

Volume 12, issue 2, 1999

Estimates Uniform in Time for the Transition Probability of Diffusions with Small Drift and for Stochastically Perturbed Newton Equations pp. 293-300

Sergio Albeverio, Astrid Hilbert and Vassili Kolokoltsov

Remarks on the Convergence Rate of the Spectral Distributions of Wigner Matrices pp. 301-311

Z. D. Bai, Baiqi Miao and Jhishen Tsay

Hausdorff and Packing Measures of the Level Sets of Iterated Brownian Motion pp. 313-346

Yueyun Hu

Semi-Selfsimilar Processes pp. 347-373

Makoto Maejima and Ken-iti Sato

Factorization Theorems on Symmetric Spaces of Noncompact Type pp. 375-383

Piotr Graczyk

A Cramér Type Large Deviation Result for Student's t-Statistic pp. 385-398

Qi-Man Shao

Chung's Law and The Csáki Function pp. 399-420

Natalia Gorn and Mikhail Lifshits

The Law of the Iterated Logarithm for Functionals of Harris Recurrent Markov Chains: Self Normalization pp. 421-445

Xia Chen

The Equilibrium Behavior of Reversible Coagulation-Fragmentation Processes pp. 447-474

Richard Durrett, Boris L. Granovsky and Shay Gueron

Isometric Stochastic Flows on Spheres pp. 475-488

Ming Liao

Multiple Wick Product Chaos Processes pp. 489-522

Michael B. Marcus and Jay Rosen

Essential Spanning Forests and Electrical Networks on Groups pp. 523-548

Rita Solomyak

Amenability and Phase Transition in the Ising Model pp. 549-559

Johan Jonasson and Jeffrey E. Steif

On a Class of Hungarian Semigroups and the Factorization Theorem of Khinchin pp. 561-569

C. Robinson Edward Raja

On the Distribution of the Limit of Products of I.I.D. 2×2 Random Stochastic Matrices pp. 571-583

A. Mukherjea, A. Nakassis and J. S. Ratti

Phase Retrieval for Probability Distributions on Quantum Groups and Braided Groups pp. 585-594

Uwe Franz, Daniel Neuenschwander and René Schott

Volume 12, issue 1, 1999

On a Laplace Transform Based Metric for Probabilities on a Hilbert Space pp. 1-11

Suman Majumdar

Remark on the Cramér Type Condition for ω2-Statistic pp. 13-25

Vladimir I. Chebotarev

A Series Criterion for the Almost-Sure Growth Rate of the Generalized Diameter of an Increasing Sequence of Random Points pp. 27-47

Martin J. B. Appel, Michael J. Klass and Ralph P. Russo

Some Laws of the Iterated Logarithm for Two Parameter Martingales pp. 49-74

Jiming Jiang

Sufficient Conditions for the Existence of Disintegrations pp. 75-86

Patrizia Berti and Pietro Rigo

Almost-Sure Results for a Class of Dependent Random Variables pp. 87-104

Magda Peligrad and Allan Gut

How Big Are the Increments of a Two-Parameter Gaussian Process? pp. 105-129

Yong-Kab Choi and Norio Kôno

The Arcsine Law pp. 131-145

J. Hoffmann-Jørgensen

Principles of Large Deviations for the Empirical Processes of the Ornstein–Uhlenbeck Process pp. 147-179

Matthias K. Heck

The Strong Law of Large Numbers for Kaplan–Meier U-Statistics pp. 181-200

Arup Bose and Arusharka Sen

Coalescing Particles on an Interval pp. 201-205

Michael Larsen and Russell Lyons

A Note on the Local Time of Fractional Brownian Motion pp. 207-216

Yuji Kasahara and Namiko Ogawa

A Reversible Nearest Particle System on the Homogeneous Tree pp. 217-254

Amber L. Puha

A Technique for Stochastic Control Problems with Unbounded Control Set pp. 255-270

J. R. Dorroh, G. Ferreyra and P. Sundar

Markov Processes with Equal Capacities pp. 271-292

P. J. Fitzsimmons