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Probability Theory and Related Fields 1994: Vol 99 Table of Contents PDF

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Probability Theory and Related Fields Continuation of Zeitschrift fur Wahrscheinlichkeitstheorie Volume 99 1994 Managing Editor E. Bolthausen Editorial Office of PTRF, Institute of Applied Mathematics, University of ZUrich, Winterthurerstrasse 190, CH-8057 Zirich, Switzerland Honorary Editors K.L. Chung, Stanford K. Krickeberg, Paris L. Schmetterer, Wien Editorial Board M.T. Barlow J. Jacod M. Talagrand Department of Mathematics Université Paris VI Equipe d’Analyse University of British Columbia Laboratoire de Probabilités Université Paris V1 Vancouver Tour 56 4, Place Jussieu, B.C., Canada V6T 1Y4 4 Place Jussieu F-75230 Paris Cedex 05 M. Bramson F-75230 Paris Cedex 05 France Mathematics Department France H.T. Yau University of T.J. Lyons Courant Institute of Wisconsin-Madison Imperial College Mathematical Sciences 480 Lincoln Drive Department of Mathematics New York University Madison, WI 53706, USA Huxley Building 251 Mercer Street F. Gotze 180 Queens Gate New York, NY 10012, USA Faculty of Mathematics London SW7 2B7, UK University of Bielefeld D. Nualart Universitatsstrasse Department of Statistics D-33615 Bielefeld, Germany Faculty of Mathematics G.R. Grimmett University of Barcelona Statistical Laboratory Gran Via de les Cortes University of Cambridge Catalanes 585 16 Mill Lane E-08007 Barcelona Cambridge CB2 1SB, UK Spain P.G. Hall T.S. Salisbury Department of Statistics Department of Mathematics Faculty of Economics York University A.N.U., G.O.P. Box 4 North York, Ontario Canberra, ACT 2601, Australia Canada M3J 1P3 Advisory Board D. Brydges, Charlottesville M. Fukushima, Osaka H. Kaspi, Haifa K. Burdzy, Seattle H.-O. Georgii, Munich F. Papangelou, Manchester J.-D. Deuschel, Berlin O. Kallenberg, Auburn E. Perkins, Vancouver M. Emery, Strasbourg 2) Springer International “Probability Theory and Related Fields” was founded in 1962. The original title was “Zeitschrift fir Wahrscheinlichkeitstheorie und verwandte Gebiete.” As of Volume 51, 1980, the subtitle Probability Theory and Stochastics was added. Beginning with Volume 71, 1986, the main title was adapted into English. The first Managing Editor was L. Schmetterer, who was succeeded by K. Krickeberg in 1971, by H. Rost in 1985, O. Kallenberg in 1991 and by E. Bolthausen in 1994. Copyright Submission of a manuscript implies: that the work described has not been published before (except in the form of an abstract or as part of a published lecture, review, or thesis); that it is not under consideration for publication elsewhere; that its publication has been approved by all coauthors, if any, as well as by the responsible authorities at the institute where the work has been carried out; that, if and when the manuscript is accepted for publication, the authors agree to automatic transfer of the copyright to the publisher; and that the manuscript will not be published elsewhere in any language without the consent of the copyright holders. All articles published in this journal are protected by copyright, which covers the exclusive rights to reproduce and distribute the article (e.g., as offprints), as well as all translation rights. No material published in this journal may be reproduced photographically or stored on micro- film, in electronic data bases, video disks, etc., without first obtaining written permission from the publisher. The use of general descriptive names, trade names, trademarks, etc., in this publication, even if not specifically identified, does not imply that these names are not protected by the relevant laws and regulations. While the advice and information in this journal is believed to be true and accurate at the date of its going to press, neither the authors, the editors, nor the publisher can accept any legal responsibility for any errors or omissions that may be made. The publisher makes no war- ranty, express or implied, with respect to the material contained herein. Special regulations for photocopies in the USA. Photocopies may be made for personal or in-house use beyond the limitations stipulated under Section 107 or 108 of U.S. Copyright Law, provided a fee is paid. All fees should be paid to the Copyright Clearance Center, Inc., 21 Congress Street, Salem, MA 01970, USA, stating the ISSN 0044-3719, the volume, and the first and last page numbers of each article copied. The copyright owner’s consent does not include copying for general distribution, promotion, new works, or resale. In these cases, specific written permission must first be obtained from the publisher. Springer-Verlag Berlin Heidelberg New York Tokyo Printers: Universitatsdruckerei H. Stirtz AG, Wirzburg © Springer-Verlag Berlin Heidelberg 1994 Springer-Verlag GmbH & Co. KG, Berlin Printed in Germany Contents Abraham, R., Le Gall, J.-F.: Sur la mesure On the future infima of some transient de sortie du super mouvement brownien processes 337 251 Kuznetsov, S.E. + Dynkin, E.B. Baxendale, P.H.: A stochastic Hopf bifurca- Last, G.: Predictable projections for point tion 581 process filtrations 361 Berg van den, M., Bolthausen, E.: Asymp- Lebowitz, J.L. + Fritz, J. totics of the generating function for the Le Gall, J.-F. + Abraham, R. volume of the Wiener sausage 389 Lewis, T.M. — Khoshnevisan, D. Bolthausen, E. + Berg van den, M. Li, W.V. — Khoshnevisan, D. Buckdahn, R., Nualart, D.: Linear stochas- tic differential equations and Wick prod- Mathieu, P.: Zero White Noise Limit ucts 501 through Dirichlet forms, with application to diffusions in a random medium 549 Chow, P.-L., Jiang, J.-L.: Stochastic partial Miick, S.: Large deviations w.r.t. quasi- differential equations in Hélder spaces 1 every starting point for symmetric right Coelho, Z., Collet, P.: Asymptotic limit law processes on general state spaces 527 for the close approach of two trajectories in expanding maps of the circle 237 Nualart, D. ~ Buckdahn, R. Collet, P. + Coelho, Z. Csérgb, M., Shao, Q.-M.: On almost sure Patil, P. + Hall, P. limit inferior for B-valued stochastic pro- cesses and applications 29 Rajput, B.S., Sundberg, C.: On some extre- mal probiems in H? and the prediction of Donoho, D.L.: Asymptotic minimax risk for L?’-harmonizable stochastic processes 197 sup-norm loss: Solution via optimal re- Robinson, P.M.: Rates of convergence and covery 145 optimal spectral bandwidth for long Donoho, D.L., Johnstone, I.M.: Minimax range dependence 443 risk over |,-balls for |,-error 277 Dynkin, E.B., Kuznetsov, S.E., Skorokhod, Sanchis, G.R.: A functional limit theorem A.V.: Branching measure-valued pro- for Erdés and Rényi’s law of large cesses 55 numbers (Addendum) 475 Shao, Q.-M. — Csérgt, M. Eisenbaum, N.: Dynkin’s isomorphism theo- Shigekawa, I.: Sobolev spaces of Banach-va- rem and the Ray-Knight theorems 321 lued functions associated with a Markov process 425 Ferrari, P.A., Fontes, L.R.G.: Shock fluctua- Skorokhod, A.V. - Dynkin, E.B. tions in the asymmetric simple exclusion Sundberg, C. > Rajput, B.S. process 305 Fontes, L.R.G. —> Ferrari, P.A. Thorisson, H.: Shift-coupling in continuous Fritz, J., Funaki, T., Lebowitz, J.L.: Station- time 477 ary states of random Hamiltonian sys- tems 211 Uchiyama, K.: Scaling limits of interacting Funaki, T. > Fritz, J. diffusions with arbitrary initial distribu- tions 97 Georgii, H.-O.: Large deviations and the Ustiinel, A.S., Zakai, M.: Transformation of equivalence of ensembles for Gibbsian the Wiener measure under non-invertible particle systems with superstable interac- shifts 485 tion 171 Werner, W.: Sur les points autour desquels Hall, P., Patil, P.: Properties of nonparamet- le mouvement brownien plan tourne ric estimators of autocovariance for sta- beaucoup 111 tionary random fields 399 Zakai, M. > Ustiinel, A.S. Jiang, J.-L. + Chow, P.-L. Johnstone, I.M. — Donoho, D.L. Covered by Zentralblatt fiir Mathematik Khoshnevisan, D., Lewis, T.M., Li, W.V.: and Current Mathematical Publications

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