VOL. 16 · NO. 1 | January, 1988
Front Matter
Ann. Probab. 16 (1), (January, 1988) Open Access
No abstract available
Special Invited Paper
E. B. Dynkin
Ann. Probab. 16 (1), 1-57, (January, 1988) DOI: 10.1214/aop/1176991884 Open Access
KEYWORDS: Self-intersection local times, self-intersection gauges, the invariance principle, multiple points of random walks and of the Brownian motion, 60G60, 60J55, 60J65
E. B. Dynkin
Ann. Probab. 16 (1), 58-74, (January, 1988) DOI: 10.1214/aop/1176991885 Open Access
KEYWORDS: Local times, multiple points of the Brownian motion, regularization of generalized functions, moment functions of random fields, 60G60, 60J55, 60J65
Jay Rosen
Ann. Probab. 16 (1), 75-79, (January, 1988) DOI: 10.1214/aop/1176991886 Open Access
KEYWORDS: Intersection local time, Stable processes, 60J55, 60J25
T. G. Kurtz, D. L. Ocone
Ann. Probab. 16 (1), 80-107, (January, 1988) DOI: 10.1214/aop/1176991887 Open Access
KEYWORDS: Martingale problem, Nonlinear filtering, Kushner-Stratonovich equation, Zakai equation, Conditional distributions, 60G35, 62M20, 93E11, 60H15, 60G44, 60G57
John H. J. Einmahl, Martien C. A. van Zuijlen
Ann. Probab. 16 (1), 108-125, (January, 1988) DOI: 10.1214/aop/1176991888 Open Access
KEYWORDS: order statistics, strong convergence, Uniform spacings, weighted empirical process, 60F15, 60G17, 62G30
John H. J. Einmahl, David M. Mason
Ann. Probab. 16 (1), 126-141, (January, 1988) DOI: 10.1214/aop/1176991889 Open Access
KEYWORDS: order statistics, weighted empirical processes, Laws of the iterated logarithm, 60F15, 60G17
Miklos Csorgo, Lajos Horvath
Ann. Probab. 16 (1), 142-161, (January, 1988) DOI: 10.1214/aop/1176991890 Open Access
KEYWORDS: Weak approximations, Gaussian and Poisson approximations, central limit and other weak theorems, Ornstein-Uhlenbeck process, regularly varying functions, 60F05, 60F25
Ralph P. Russo
Ann. Probab. 16 (1), 162-171, (January, 1988) DOI: 10.1214/aop/1176991891 Open Access
KEYWORDS: laws of large numbers, quantiles, Erdos-Renyi laws, 60F15, 62G30
Michel Talagrand
Ann. Probab. 16 (1), 172-179, (January, 1988) DOI: 10.1214/aop/1176991892 Open Access
KEYWORDS: Supremum of Gaussian process, Banach lattice, majorizing measure, 60G15, 28C20
Yehoram Gordon
Ann. Probab. 16 (1), 180-188, (January, 1988) DOI: 10.1214/aop/1176991893 Open Access
KEYWORDS: Gaussian processes, Convex bodies, ‎normed spaces, random linear maps, 60G15, 46B20, 60B11, 60D05
Peter Matthews
Ann. Probab. 16 (1), 189-199, (January, 1988) DOI: 10.1214/aop/1176991894 Open Access
KEYWORDS: Brownian motion, Grand Tour, hitting time, sphere covering, rapid mixing, 60D05, 60G17, 60E15, 58G32
I. Iscoe
Ann. Probab. 16 (1), 200-221, (January, 1988) DOI: 10.1214/aop/1176991895 Open Access
KEYWORDS: Measure-valued branching diffusion, Support, asymptotics, ‎range‎, hitting probability, Local extinction, singular elliptic boundary value problems, 60G57, 60J80, 34B15
K. Y. Hu
Ann. Probab. 16 (1), 222-230, (January, 1988) DOI: 10.1214/aop/1176991896 Open Access
KEYWORDS: Kolmogorov's extension theorem, regular conditional probability distribution, bimeasure, 60G05, 28C20
Marc A. Berger
Ann. Probab. 16 (1), 231-245, (January, 1988) DOI: 10.1214/aop/1176991897 Open Access
KEYWORDS: Malliavin calculus, multiple Wiener integral, stochastic integral, 60H05
Florin Avram
Ann. Probab. 16 (1), 246-250, (January, 1988) DOI: 10.1214/aop/1176991898 Open Access
KEYWORDS: Semimartingales, weak $J_1$-Skorohod topology, variations, multiple integrals, Doleans-Dade exponential, 60F17, 60H05
Richard F. Bass
Ann. Probab. 16 (1), 251-264, (January, 1988) DOI: 10.1214/aop/1176991899 Open Access
KEYWORDS: Brownian sheet, Kolmogorov-Smirnov, large deviations, Haar functions, Empirical processes, 60G15, 60F10, 60G60, 62G10
Ely Merzbach, David Nualart
Ann. Probab. 16 (1), 265-274, (January, 1988) DOI: 10.1214/aop/1176991900 Open Access
KEYWORDS: Two-parameter point process, stopping line, Martingale representation, multivariate point process, Poisson process, predictable projection, 60G55, 60G48, 60G40, 60G60
Erich Haeusler
Ann. Probab. 16 (1), 275-299, (January, 1988) DOI: 10.1214/aop/1176991901 Open Access
KEYWORDS: Martingales with discrete and continuous time, central limit theorem, rate of convergence, 60F05, 60G42, 60G44
Louis H. Y. Chen
Ann. Probab. 16 (1), 300-304, (January, 1988) DOI: 10.1214/aop/1176991902 Open Access
KEYWORDS: central limit theorem, Poincare-type inequalities, characterization of the normal distribution, 60F05, 60E15, 26D10
Svante Janson
Ann. Probab. 16 (1), 305-312, (January, 1988) DOI: 10.1214/aop/1176991903 Open Access
KEYWORDS: Convergence in distribution, central limit theorem, semiinvariants, Cumulants, method of moments, Random graphs, 60F05, 05C80
Richard C. Bradley
Ann. Probab. 16 (1), 313-332, (January, 1988) DOI: 10.1214/aop/1176991904 Open Access
KEYWORDS: Strictly stationary, $\rho$-mixing, infinite variance, central limit theorem, 60F05, 60G10
A. A. Balkema, L. De Haan
Ann. Probab. 16 (1), 333-343, (January, 1988) DOI: 10.1214/aop/1176991905 Open Access
KEYWORDS: moving average, Stable, max stable, stationary, a.s. continuity, 60G10, 60G17
James B. Robertson, Stephen Simons
Ann. Probab. 16 (1), 344-354, (January, 1988) DOI: 10.1214/aop/1176991906 Open Access
KEYWORDS: de Finetti theorem, stationary stochastic process, finitary process, pairwise independence, Ergodic, weakly mixing, extreme point of compact convex set, 60G10, 28D05
Akio Arimoto
Ann. Probab. 16 (1), 355-360, (January, 1988) DOI: 10.1214/aop/1176991907 Open Access
KEYWORDS: Finite prediction, stationary process, $H^\infty$ + BUC, 60G25, 60M20
Simeon M. Berman
Ann. Probab. 16 (1), 361-374, (January, 1988) DOI: 10.1214/aop/1176991908 Open Access
KEYWORDS: diffusion process, sojourn time, First passage time, Local time, scale function, 60J60, 60G17
Tze Leung Lai
Ann. Probab. 16 (1), 375-396, (January, 1988) DOI: 10.1214/aop/1176991909 Open Access
KEYWORDS: sequential analysis, stopping time, boundary crossing probabilities, exponential family, Kullback-Leibler information, uniform strong laws, 60F10, 60G40, 62L05, 62L15
J. George Shanthikumar
Ann. Probab. 16 (1), 397-406, (January, 1988) DOI: 10.1214/aop/1176991910 Open Access
KEYWORDS: DFR distributions, geometric compounding, Renewal function, GI/G/1 queues, 60J27, 60K10
Philip J. Boland, Frank Proschan, Y. L. Tong
Ann. Probab. 16 (1), 407-413, (January, 1988) DOI: 10.1214/aop/1176991911 Open Access
KEYWORDS: arrangement increasing, decreasing in transposition, exchangeable random vector, family of arrangement increasing densities, Inequalities‎, moments, Laplace transforms, permutation, 60D05, 62H10
D. J. Daley
Ann. Probab. 16 (1), 414-423, (January, 1988) DOI: 10.1214/aop/1176991912 Open Access
KEYWORDS: Exponential approximations, NBUE, NWUE, HNBUE, HNWUE, distributions, Inequalities‎, 60E15, 60K10
Book Review
Robert Sine
Ann. Probab. 16 (1), 424-428, (January, 1988) DOI: 10.1214/aop/1176991913 Open Access
No abstract available
Richard F. Serfozo
Ann. Probab. 16 (1), 429-430, (January, 1988) DOI: 10.1214/aop/1176991914 Open Access
No abstract available
Back Matter
Ann. Probab. 16 (1), (January, 1988) Open Access
No abstract available
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