VOL. 14 · NO. 3 | July, 1986
Front Matter
Ann. Probab. 14 (3), (July, 1986) Open Access
No abstract available
Special Invited Paper
Jim Pitman, Marc Yor
Ann. Probab. 14 (3), 733-779, (July, 1986) DOI: 10.1214/aop/1176992436 Open Access
KEYWORDS: Winding numbers, Local times, Asymptotic distributions, local martingales, random time changes, Excursions, Additive functionals, Brownian motion, 60J65, 60J55, 60F05, 60H05, 60G44, 60F17
Jim Pitman, Marc Yor
Ann. Probab. 14 (3), 780-792, (July, 1986) DOI: 10.1214/aop/1176992437 Open Access
KEYWORDS: level crossings, Cauchy process, asymptotic distribution, windings of Brownian motion, 60J30, 60F05, 60G17
Peter March
Ann. Probab. 14 (3), 793-801, (July, 1986) DOI: 10.1214/aop/1176992438 Open Access
KEYWORDS: Skew product, invariant $\sigma$-field, sectional curvature, 60G65, 58G32
Charles M. Goldie, Priscilla E. Greenwood
Ann. Probab. 14 (3), 802-816, (July, 1986) DOI: 10.1214/aop/1176992439 Open Access
KEYWORDS: Brownian motion, characterisation, finite-dimensional convergence, lattice-indexed random variables, mixing random variables, partial-sum processes, set-indexed processes, Wiener process, 60F05, 60B10, 60G48, 62E10
Charles M. Goldie, Priscilla E. Greenwood
Ann. Probab. 14 (3), 817-839, (July, 1986) DOI: 10.1214/aop/1176992440 Open Access
KEYWORDS: Brownian motion, lattice-indexed random variables, Metric entropy, mixing random variables, partial-sum processes, set-indexed processes, splitting $n$-dimensional sets, tightness, uniform integrability, Variance bounds, weak convergence, Wiener process, 60F17, 60E15, 60B10
Daniel W. Stroock
Ann. Probab. 14 (3), 840-859, (July, 1986) DOI: 10.1214/aop/1176992441 Open Access
KEYWORDS: diffusion, large deviations, 60J60, 60F10, 60H05
Torgny Lindvall, L. C. G. Rogers
Ann. Probab. 14 (3), 860-872, (July, 1986) DOI: 10.1214/aop/1176992442 Open Access
KEYWORDS: coupling, Brownian motion, multidimensional diffusion, Stochastic differential equation, reflection, Skew product, stationary distribution, radial process, tail $\sigma$-field of a one-dimensional diffusion, 60J60, 60J65, 60H10, 60J45, 60J70
Hermann Thorisson
Ann. Probab. 14 (3), 873-876, (July, 1986) DOI: 10.1214/aop/1176992443 Open Access
KEYWORDS: coupling, maximal coupling, distributional coupling, 60G05
Vijayan N. Nair, Lawrence A. Shepp, Michael J. Klass
Ann. Probab. 14 (3), 877-890, (July, 1986) DOI: 10.1214/aop/1176992444 Open Access
KEYWORDS: asymptotic distribution, boundary crossing probability, geometric distribution, Poisson process, renewal theory, stochastic dominance algorithm, Wiener-Hopf technique, 60G17, 60E05
Winfried Stute
Ann. Probab. 14 (3), 891-901, (July, 1986) DOI: 10.1214/aop/1176992445 Open Access
KEYWORDS: Conditional empirical distribution function, Glivenko-Cantelli convergence, weight functions, Nadaraya-Watson estimator, 60F15, 62G05, 62J02
Adam Jakubowski
Ann. Probab. 14 (3), 902-915, (July, 1986) DOI: 10.1214/aop/1176992446 Open Access
KEYWORDS: Weak limit theorems for sums of random variables, martingale difference arrays, Martingale Invariance Principle, processes with independent increments, Random measures, tightness, 60F05, 60F17
M. Ledoux, M. Talagrand
Ann. Probab. 14 (3), 916-921, (July, 1986) DOI: 10.1214/aop/1176992447 Open Access
KEYWORDS: Theoreme limite central, multiplicateurs, espace de Lorentz $L_{2,1}$, 60B11, 60B12, 46E30
F. Gotze
Ann. Probab. 14 (3), 922-942, (July, 1986) DOI: 10.1214/aop/1176992448 Open Access
KEYWORDS: Central limit theorem in Banach spaces, Functional limit theorems, Empirical processes, 60B12, 60F17
Terry R. McConnell, Murad S. Taqqu
Ann. Probab. 14 (3), 943-954, (July, 1986) DOI: 10.1214/aop/1176992449 Open Access
KEYWORDS: Khinchine's inequalities, random multilinear forms, Convex functions, 60E15, 10C10
Wieslaw Krakowiak, Jerzy Szulga
Ann. Probab. 14 (3), 955-973, (July, 1986) DOI: 10.1214/aop/1176992450 Open Access
KEYWORDS: random multilinear forms, generalized Orlicz spaces, Marcinkiewicz-Paley-Zygmund condition, 60G42, 42C15, 60G50, 60F25, 46A45, 60H99, 15A63
Sandor Csorgo, David M. Mason
Ann. Probab. 14 (3), 974-983, (July, 1986) DOI: 10.1214/aop/1176992451 Open Access
KEYWORDS: regular variation, sums of extreme values, asymptotic distribution, 60F05, 62G30
R. J. Tomkins
Ann. Probab. 14 (3), 984-995, (July, 1986) DOI: 10.1214/aop/1176992452 Open Access
KEYWORDS: Sample maxima, i.i.d. random variables, Relative stability, a.s. stability of maxima, complete convergence, regularly varying functions, generalized regular variation, 60F15, 26A12, 26A48
James Pickands III
Ann. Probab. 14 (3), 996-1004, (July, 1986) DOI: 10.1214/aop/1176992453 Open Access
KEYWORDS: Extreme order statistics, limits, domains of attraction, 60F05
Jakob I. Reich
Ann. Probab. 14 (3), 1005-1013, (July, 1986) DOI: 10.1214/aop/1176992454 Open Access
KEYWORDS: E05, G30, G50, E10, Range-splitting sequences of independent random variables, weighted sums of range-splitting sequences, infinitely differentiable densities
William N. Hudson, Zbigniew J. Jurek, Jerry Alan Veeh
Ann. Probab. 14 (3), 1014-1023, (July, 1986) DOI: 10.1214/aop/1176992455 Open Access
KEYWORDS: Operator-stable laws, multivariate symmetric stable distributions, multivariate stable laws, 60E07
Michael D. Brennan, Richard Durrett
Ann. Probab. 14 (3), 1024-1036, (July, 1986) DOI: 10.1214/aop/1176992456 Open Access
KEYWORDS: Random subdivision, splitting process, Empirical distribution function, uniform distribution, Branching random walk, renewal equation, 60F15, 60K99
Jon Aaronson
Ann. Probab. 14 (3), 1037-1057, (July, 1986) DOI: 10.1214/aop/1176992457 Open Access
KEYWORDS: 28D, 60F, 60G, $f$-expansions, conservative ergodic measure preserving transformation, Stable laws, Darling-Kac distributional limit theorem, 47A35
Michael L. Hogan
Ann. Probab. 14 (3), 1058-1063, (July, 1986) DOI: 10.1214/aop/1176992458 Open Access
KEYWORDS: excess over the boundary, Optimal stopping, Wiener process, Corrected diffusion approximations, 62L15, 60G40
David Ross
Ann. Probab. 14 (3), 1064-1069, (July, 1986) DOI: 10.1214/aop/1176992459 Open Access
KEYWORDS: random set, Choquet capacity, Konig's lemma, 60D05, 60G57, 60G55
Christophe Stricker
Ann. Probab. 14 (3), 1070-1074, (July, 1986) DOI: 10.1214/aop/1176992460 Open Access
KEYWORDS: Semimartingale, stochastic integral, representation of martingales, time changed processes, 60G44, 60H05
S. Ramakrishnan, W. D. Sudderth
Ann. Probab. 14 (3), 1075-1079, (July, 1986) DOI: 10.1214/aop/1176992461 Open Access
KEYWORDS: martingale, optional sampling, stop rule induction, 60G44, 60G40, 60G42
Peter Imkeller
Ann. Probab. 14 (3), 1080-1084, (July, 1986) DOI: 10.1214/aop/1176992462 Open Access
KEYWORDS: Two-parameter strong martingales, Wiener sheet, stopping domains, changing time, 60G40, 60G44, 60H05
Joseph Glover, Murali Rao
Ann. Probab. 14 (3), 1085-1087, (July, 1986) DOI: 10.1214/aop/1176992463 Open Access
KEYWORDS: Hunt's hypothesis (H), Levy processes, semipolar sets, polar sets, Subordinators, 60J45, 31D05
Yuan Shih Chow, Cun-Hui Zhang
Ann. Probab. 14 (3), 1088-1094, (July, 1986) DOI: 10.1214/aop/1176992464 Open Access
KEYWORDS: Normed sums of independent random variables, integral tests, 60G50, 60J15, 60F16, 60F20
Walter Philipp
Ann. Probab. 14 (3), 1095-1101, (July, 1986) DOI: 10.1214/aop/1176992465 Open Access
KEYWORDS: Invariance principles, domains of attraction stable laws, Banach space valued random variables, 60F05, 60B10
Back Matter
Ann. Probab. 14 (3), (July, 1986) Open Access
No abstract available
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