Large deviations and stochastic flows of diffeomorphisms P. H. BaxendaleD. W. Stroock OriginalPaper Pages: 169 - 215
On the imbedding problem for stochastic and doubly stochastic matrices B. Fuglede OriginalPaper Pages: 241 - 260
Exact convergence rate of bootstrap quantile variance estimator Peter HallMichael A. Martin OriginalPaper Pages: 261 - 268
Central limit theorems for L p-Norms of density estimators Miklós CsörgőLajos Horváth OriginalPaper Pages: 269 - 291
A simple proof of the stability criterion of Gray and Griffeath Maury BramsonRick Durrett OriginalPaper Pages: 293 - 298
KPP equation and supercritical branching brownian motion in the subcritical speed area. Application to spatial trees Brigitte ChauvinAlain Rouault OriginalPaper Pages: 299 - 314
Autoregressive representations of multivariate stationary stochastic processes Mohsen Pourahmadi OriginalPaper Pages: 315 - 322