A criterion for tail events for sums of independent random variables J. Mineka OriginalPaper Pages: 163 - 170
The accuracy of the normal approximation for estimates of vector parameters J. Pfanzagl OriginalPaper Pages: 171 - 198
Existence of measurable modifications of stochastic processes J. Hoffmann-Jørgensen OriginalPaper Pages: 205 - 207
Invariant and subinvariant measures of transition probability functions acting on continuous functions M. Rosenblatt OriginalPaper Pages: 209 - 221
An invariance principle for mixing sequences of random variables Walter PhilippGeoffrey R. Webb OriginalPaper Pages: 223 - 237
Channels with arbitrarily varying channel probability functions in the presence of noiseless feedback Rudolf Ahlswede OriginalPaper Pages: 239 - 252
On the spectrum of a class of matrices arising in storage theory P. J. Brockwell OriginalPaper Pages: 253 - 260