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Volume 1 / 1988 - Volume 25 / 2012
1-20
Almost Sure Limit of the Smallest Eigenvalue of Some Sample Correlation Matrices
Han Xiao and Wang Zhou
21-38
Regularity of the Laws of Shot Noise Series and of Related Processes
Jean-Christophe Breton
39-64
Central Limit Theorems for Multiple Skorokhod Integrals
Ivan Nourdin and David Nualart
65-84
Boundary-Crossing Identities for Diffusions Having the Time-Inversion Property
L. Alili and P. Patie
85-108
A Few Remarks on the Operator Norm of Random Toeplitz Matrices
Radosław Adamczak
109-126
On Functional Versions of the Arc-Sine Law
István Berkes, Siegfried Hörmann and Lajos Horváth
127-147
Estimates of Tempered Stable Densities
Paweł Sztonyk
148-168
Some Inequalities Related to Transience and Recurrence of Markov Processes and Their Applications
Daehong Kim and Yoichi Oshima
169-192
Some Exponential Inequalities for Positively Associated Random Variables and Rates of Convergence of the Strong Law of Large Numbers
Guodong Xing and Shanchao Yang
193-208
Boundary Non-crossings of Brownian Pillow
Enkelejd Hashorva
209-236
Small Time One-Sided LIL Behavior for Lévy Processes at Zero
Mladen Savov
237-256
Variable-Length Coding of Two-sided Asymptotically Mean Stationary Measures
Łukasz Dębowski
257-276
Fractional Brownian Flows
Sreekar Vadlamani
277-300
Moderate Deviations for Linear Processes Generated by Martingale-Like Random Variables
Florence Merlevède and Magda Peligrad
301-314
Explicit Representation of Strong Solutions of SDEs Driven by Infinite-Dimensional Lévy Processes
Thilo Meyer-Brandis and Frank Proske
315-327
Limit Property for Regular and Weak Generalized Convolution
Barbara H. Jasiulis
328-343
On a Stochastic Wave Equation Driven by a Non-Gaussian Lévy Process
Lijun Bo, Kehua Shi and Yongjin Wang
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