VOL. 31 · NO. 2 | April 2003
Front Matter
Ann. Probab. 31 (2), (April 2003) Open Access
No abstract available
Ann. Probab. 31 (2), (April 2003) Open Access
No abstract available
Jonathan E. Taylor, Robert J. Adler
Ann. Probab. 31 (2), 533-563, (April 2003) DOI: 10.1214/aop/1048516527 Open Access
KEYWORDS: Random fields, Gaussian processes, Manifolds, Euler characteristic, Excursions, Riemannian geometry, 60G15, 60G60, 53A17, 58A05, 60G17, 62M40, 60G70
István Gyöngy, Nicolai Krylov
Ann. Probab. 31 (2), 564-591, (April 2003) DOI: 10.1214/aop/1048516528 Open Access
KEYWORDS: Stochastic partial differential equations, splitting-up, 60H15, 65M12, 65M15, 93E11
J. Jacod, A. Jakubowski, J. Mémin
Ann. Probab. 31 (2), 592-608, (April 2003) DOI: 10.1214/aop/1048516529 Open Access
KEYWORDS: discretization, Semimartingales, Lévy processes, 60F17, 60H99
Hsien-Kuei Hwang
Ann. Probab. 31 (2), 609-629, (April 2003) DOI: 10.1214/aop/1048516530 Open Access
KEYWORDS: Convergeance rates, asymptotic normality, phase change, search trees, QuickSort, method of moments, Local limit theorems
Rustam Ibragimov, Shaturgun Sharakhmetov, Victor H. de la Peña
Ann. Probab. 31 (2), 630-675, (April 2003) DOI: 10.1214/aop/1048516531 Open Access
KEYWORDS: statistics, sums of multilinear forms, Burkholder-Rosenthal-type and Khintchine-type inequalities, Decoupling inequalities, extremal distributions, moving average processes, autocorrelation processes, nonlinear statistics, long-range dependence, stochastic Taylor expansion, 60E15, 60F25, 60G50
Miklós Csörgő, Barbara Szyszkowicz, Qiying Wang
Ann. Probab. 31 (2), 676-692, (April 2003) DOI: 10.1214/aop/1048516532 Open Access
KEYWORDS: Darling--Erdős theorem, Erdős--Feller--Kolmogorov--Petrovski test, self-normalized sums, 60F05, 60F15, 62E20
Dan Crisan
Ann. Probab. 31 (2), 693-718, (April 2003) DOI: 10.1214/aop/1048516533 Open Access
KEYWORDS: Zakai equation, branching algorithm, Particle filters, Filtering, Monte Carlo approximation, 93E11, 60G57, 65U05
Evarist Giné, David M. Mason, Andrei Yu. Zaitsev
Ann. Probab. 31 (2), 719-768, (April 2003) DOI: 10.1214/aop/1048516534 Open Access
KEYWORDS: Kernel density function estimator, $L_{1}$-norm, central limit theorem, weak convergeance, poissonization, Entropy, 60F05, 60F15, 60F17, 62G07
Marc Arnaudon, Anton Thalmaier
Ann. Probab. 31 (2), 769-790, (April 2003) DOI: 10.1214/aop/1048516535 Open Access
KEYWORDS: Yang--Mills connection, Brownian bridge, stochastic parallel transport, random holonomy, stochastic calculus of variation, 58J65, 60H30
Richard F. Bass, Zhen-Qing Chen
Ann. Probab. 31 (2), 791-817, (April 2003) DOI: 10.1214/aop/1048516536 Open Access
KEYWORDS: Stochastic differential equations, Weak solution, diffusion, Revuz measure, perturbation, weak convergeance, resolvent, Strong Feller property, Singular drift, 60H10, 60J35, 47D07, 60J60
Michel Talagrand
Ann. Probab. 31 (2), 818-848, (April 2003) DOI: 10.1214/aop/1048516537 Open Access
KEYWORDS: Spin glasses, Replica-symmetry, 82B23, 82B44
D. Harrelson, C. Houdré
Ann. Probab. 31 (2), 849-881, (April 2003) DOI: 10.1214/aop/1048516538 Open Access
KEYWORDS: Infinitely divisible, $m$-dependence, stationary, stable limit theorem, 60F05, 60E07, 60G10
M. B. Marcus, J. Rosen
Ann. Probab. 31 (2), 882-913, (April 2003) DOI: 10.1214/aop/1048516539 Open Access
KEYWORDS: Diffusions, Ray's theorem, Kac's lemma, symmetric Markov processes, Gaussian processes, 60J55, 60G15, 60G17
Lutz Mattner
Ann. Probab. 31 (2), 914-925, (April 2003) DOI: 10.1214/aop/1048516540 Open Access
KEYWORDS: Binomial distribution, concentration function, Hornich, moment inequality, Sums of independent random variables, 60E15, 62G05, 60G50
I. Fahrner, U. Stadtmüller
Ann. Probab. 31 (2), 926-947, (April 2003) DOI: 10.1214/aop/1048516541 Open Access
KEYWORDS: Extremal process, strong approximation, speed of convergeance, almost sure behavior of extremes, 60F17, 60G70, 60F15
Marius Junge, Quanhua Xu
Ann. Probab. 31 (2), 948-995, (April 2003) DOI: 10.1214/aop/1048516542 Open Access
KEYWORDS: (Noncommutative) martingale inequalities, noncommuntative $L^p$-spaces, (noncommutative) Burkholder inequality, (noncommutative) Rosenthal inequality, 46L53
Thomas Duquesne
Ann. Probab. 31 (2), 996-1027, (April 2003) DOI: 10.1214/aop/1048516543 Open Access
KEYWORDS: stable continuous random tree, limit theorem, conditioned Galton--Watson tree, 60F17, 05G05, 60G52, 60G17
J. Michael Steele, Yu Zhang
Ann. Probab. 31 (2), 1028-1051, (April 2003) DOI: 10.1214/aop/1048516544 Open Access
KEYWORDS: First-passage percolation, Bernoulli percolation, Hammersley, Welsh, differentiability, time constants, Shortest path, longest path, surgery, 82B43, 60K35
Xia Chen
Ann. Probab. 31 (2), 1052-1077, (April 2003) DOI: 10.1214/aop/1048516545 Open Access
KEYWORDS: $m$-fold integrated Brownian motion, quadratic functionals, small ball probabilities, principal eigenvalues, 60G15, 60J25, 60J60
Wenbo V. Li
Ann. Probab. 31 (2), 1078-1096, (April 2003) DOI: 10.1214/aop/1048516546 Open Access
KEYWORDS: Brownian motion, Bessel process, asymptotic tail distribution, exit probabilities, Slepian's inequality, 60G40, 60J65
Davar Khoshnevisan, Yimin Xiao, Yuquan Zhong
Ann. Probab. 31 (2), 1097-1141, (April 2003) DOI: 10.1214/aop/1048516547 Open Access
KEYWORDS: Additive Lévy processes, strictly stable processes, capacity, energy, Local times, Hausdorff dimension, 60G60, 60J55, 60J45
Evarist Giné, Carlos Matrán, Eustasio del Barrio
Ann. Probab. 31 (2), 1142-1143, (April 2003) Open Access
No abstract available
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