Journal of Theoretical Probability

1997 - 2025

Current editor(s): Andrea Monica

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Volume 28, issue 4, 2015

The Rate of Decay of the Wiener Sausage in Local Dirichlet Space pp. 1253-1270

Lee R. Gibson and Melanie Pivarski

An Increment-Type Set-Indexed Markov Property pp. 1271-1310

Paul Balança

Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and Iterated Function Systems pp. 1311-1336

Juan Fernández Sánchez and Wolfgang Trutschnig

Moment Determinacy of Powers and Products of Nonnegative Random Variables pp. 1337-1353

Gwo Dong Lin and Jordan Stoyanov

On the Free Convolution with a Free Multiplicative Analogue of the Normal Distribution pp. 1354-1379

Ping Zhong

Asymptotic Behaviour of Ruin Probabilities in a General Discrete Risk Model Using Moment Indices pp. 1380-1405

Jaakko Lehtomaa

Comparison Theory for Markov Chains on Different State Spaces and Application to Random Walk on Derangements pp. 1406-1430

Aaron Smith

The Logical Postulates of Böge, Carnap and Johnson in the Context of Papangelou Processes pp. 1431-1446

Mathias Rafler and Hans Zessin

Asymptotic Behavior of Critical Infection Rates for Threshold-One Contact Processes on Lattices and Regular Trees pp. 1447-1467

Xiaofeng Xue

Lévy Processes with Marked Jumps I: Limit Theorems pp. 1468-1499

Cécile Delaporte

Long-range Trap Models on $$\mathbb {Z}$$ Z and Quasistable Processes pp. 1500-1519

W. Barreto-Souza and L. R. G. Fontes

The Entropic Erdős-Kac Limit Theorem pp. 1520-1555

S. G. Bobkov, G. P. Chistyakov and H. Kösters

Cramér-Type Moderate Deviation for Studentized Compound Poisson Sum pp. 1556-1570

Bing-Yi Jing, Qiying Wang and Wang Zhou

Strong Uniqueness for Stochastic Evolution Equations with Unbounded Measurable Drift Term pp. 1571-1600

G. Prato, F. Flandoli, E. Priola and M. Röckner

Annealed Asymptotics for Brownian Motion of Renormalized Potential in Mobile Random Medium pp. 1601-1650

Xia Chen and Jie Xiong

On Simpson’s Rule and Fractional Brownian Motion with $$H = 1/10$$ H = 1 / 10 pp. 1651-1688

Daniel Harnett and David Nualart

New Representation Theorems for Completely Monotone and Bernstein Functions with Convexity Properties on Their Measures pp. 1689-1725

Hristo Sendov and Shen Shan

Moment Asymptotics for Multitype Branching Random Walks in Random Environment pp. 1726-1742

Onur Gün, Wolfgang König and Ozren Sekulović

Quasi-invariance of the Stochastic Flow Associated to Itô’s SDE with Singular Time-Dependent Drift pp. 1743-1762

Dejun Luo

Volume 28, issue 3, 2015

Operator Decomposable Measures and Stochastic Difference Equations pp. 785-803

C. R. E. Raja

Approximation of Rectangular Beta-Laguerre Ensembles and Large Deviations pp. 804-847

Tiefeng Jiang and Danning Li

Stabilization Time for a Type of Evolution on Binary Strings pp. 848-865

Jacob Funk, Mihai Nica and Michael Noyes

Fractional Brownian Motion with Variable Hurst Parameter: Definition and Properties pp. 866-891

Jelena Ryvkina

On the Loss of the Semimartingale Property at the Hitting Time of a Level pp. 892-922

Aleksandar Mijatović and Mikhail Urusov

Smoothing Equations for Large Pólya Urns pp. 923-957

Brigitte Chauvin, Cécile Mailler and Nicolas Pouyanne

A Note on Distribution-Free Symmetrization Inequalities pp. 958-967

Zhao Dong, Jiange Li and Wenbo V. Li

On Independence and Determination of Probability Measures pp. 968-975

Iddo Ben-Ari

On Concentration Functions of Random Variables pp. 976-988

Sergey G. Bobkov and Gennadiy P. Chistyakov

Stochastic Integral and Series Representations for Strictly Stable Distributions pp. 989-1006

Makoto Maejima, Jan Rosiński and Yohei Ueda

Quantum Stochastic Integral Representations on Interacting Fock Space pp. 1007-1027

Yuanbao Kang and Caishi Wang

A Note on Weak Convergence of the Sequential Multivariate Empirical Process Under Strong Mixing pp. 1028-1037

Axel Bücher

Martingales on Manifolds with Time-Dependent Connection pp. 1038-1062

Hongxin Guo, Robert Philipowski and Anton Thalmaier

A Class of Probability Distributions that is Closed with Respect to Addition as Well as Multiplication of Independent Random Variables pp. 1063-1081

Lennart Bondesson

Asymptotic Error Distributions of the Crank–Nicholson Scheme for SDEs Driven by Fractional Brownian Motion pp. 1082-1124

Nobuaki Naganuma

On Two Multistable Extensions of Stable Lévy Motion and Their Semi-martingale Representations pp. 1125-1144

Ronan Le Guével, Jacques Lévy Véhel and Lining Liu

A Compound Poisson Convergence Theorem for Sums of $$m$$ m -Dependent Variables pp. 1145-1164

V. Čekanavičius and P. Vellaisamy

Stochastic Averaging for a Hamiltonian System with Skew Random Perturbations pp. 1165-1226

Chetan D. Pahlajani

From intersection local time to the Rosenblatt process pp. 1227-1249

Tomasz Bojdecki, Luis G. Gorostiza and Anna Talarczyk

Erratum to: Return Probabilities for the Reflected Random Walk on $$\mathbb {N}_0$$ N 0 pp. 1250-1251

Rim Essifi and Marc Peigné

Volume 28, issue 2, 2015

Functional Inequalities for Stable-Like Dirichlet Forms pp. 423-448

Feng-Yu Wang and Jian Wang

The Radial Part of Brownian Motion with Respect to $$\mathcal L $$ L -Distance Under Ricci Flow pp. 449-466

Li-Juan Cheng

The Almost Sure Limits of the Minimal Position and the Additive Martingale in a Branching Random Walk pp. 467-487

Yueyun Hu

Mixing Times are Hitting Times of Large Sets pp. 488-519

Yuval Peres and Perla Sousi

Coherence of Countably Many Bets pp. 520-538

Rafael B. Stern and Joseph B. Kadane

On the Skitovich–Darmois Theorem for the Group of $$p$$ p -Adic Numbers pp. 539-549

Gennadiy Feldman

General Large Deviations and Functional Iterated Logarithm Law for Multivalued Stochastic Differential Equations pp. 550-586

Jiagang Ren, Jing Wu and Hua Zhang

Absolute Continuity of the Laws of Perturbed Diffusion Processes and Perturbed Reflected Diffusion Processes pp. 587-618

Wen Yue and Tusheng Zhang

Stochastic Analysis for Obtuse Random Walks pp. 619-649

Uwe Franz and Tarek Hamdi

A Universal Expectation Bound on Empirical Projections of Deformed Random Matrices pp. 650-666

Kamil Jurczak

Semilinear Neutral Fractional Stochastic Integro-Differential Equations with Nonlocal Conditions pp. 667-680

Hamdy M. Ahmed

On Exponential Functionals of Lévy Processes pp. 681-720

Anita Behme and Alexander Lindner

The Limit Law of the Iterated Logarithm pp. 721-725

Xia Chen

Partial Linear Eigenvalue Statistics for Wigner and Sample Covariance Random Matrices pp. 726-744

Sean O’Rourke and Alexander Soshnikov

Limiting Spectral Distribution of Large Sample Covariance Matrices Associated with a Class of Stationary Processes pp. 745-783

Marwa Banna and Florence Merlevède

Volume 28, issue 1, 2015

Power and Exponential Moments of the Number of Visits and Related Quantities for Perturbed Random Walks pp. 1-40

Gerold Alsmeyer, Alexander Iksanov and Matthias Meiners

Asymptotic Behavior of Local Times of Compound Poisson Processes with Drift in the Infinite Variance Case pp. 41-91

Amaury Lambert and Florian Simatos

Higher-Order Laplace Equations and Hyper-Cauchy Distributions pp. 92-118

Enzo Orsingher and Mirko D’Ovidio

A Multivariate Functional Limit Theorem in Weak $$M_{1}$$ M 1 Topology pp. 119-136

Bojan Basrak and Danijel Krizmanić

Strong Invariance Principles with Rate for “Reverse” Martingale Differences and Applications pp. 137-183

Christophe Cuny and Florence Merlevède

Inversions of Lévy Measures and the Relation Between Long and Short Time Behavior of Lévy Processes pp. 184-197

Michael Grabchak

Convergence Towards an Asymptotic Shape in First-Passage Percolation on Cone-Like Subgraphs of the Integer Lattice pp. 198-222

Daniel Ahlberg

A Variant of Pitman’s Theorem on $$(2J_s-R_s,s\ge 0)$$ ( 2 J s - R s, s ≥ 0 ) for a General Transient Bessel Process $$R_{(+)}$$ R ( + ) and Its Implications for the Corresponding Ito’s Measure $$\large \mathbf{n}_{(-)}$$ n ( - ) pp. 223-230

Ju-Yi Yen and Marc Yor

Return Probabilities for the Reflected Random Walk on $$\mathbb{N }_0$$ N 0 pp. 231-258

Rim Essifi and Marc Peigné

Large Deviation Behavior for the Longest Head Run in an IID Bernoulli Sequence pp. 259-268

Yong-Hua Mao, Feng Wang and Xian-Yuan Wu

Cumulant Operators for Lie–Wiener–Itô–Poisson Stochastic Integrals pp. 269-298

Nicolas Privault

Hölder Continuity and Occupation-Time Formulas for fBm Self-Intersection Local Time and Its Derivative pp. 299-312

Paul Jung and Greg Markowsky

Empirical Quantile Central Limit Theorems for Some Self-Similar Processes pp. 313-336

James Kuelbs and Joel Zinn

Fractional Backward Stochastic Differential Equations and Fractional Backward Variational Inequalities pp. 337-395

Lucian Maticiuc and Tianyang Nie

Rate of Convergence for Discretization of Integrals with Respect to Fractional Brownian Motion pp. 396-422

Ehsan Azmoodeh and Lauri Viitasaari