Stochastic Processes and Their Applications 1992 - 1994: Vol 41-50 Index

9 Pages·1.4 MB·English

Stochastic Processes and their Applications 50 (1994) 395-402
North-Holland
Master Index Volumes 49—50
Adell, J.A., F.G. Badia and J. de la Cal, Beta-type operators preserve shape properties, 48 |
Adler, R.J. and M. Lewin, Local time and Tanaka formulae for super Brownian and super stable processes, 41 45
Adler, R.J. and R. Pyke, Uniform quadratic variation for Gaussian processes, 48 191
Albin, J.M.P., On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian
processes in R" and Hilbert space, 41 |
Albin, J.M.P., Extremes and crossings for differentiable stationary processes with application to Gaussian proc-
esses in R” and Hilbert space, 42 119
Albin, J.M.P., Extremes of diffusions over fixed intervals, 48 211
Albin, J.M.P., On LIL behaviour for moving averages of some infinitely divisible random measures, 49 99
Aldous, D.J. and H. Thorisson, Shift-coupling, 44 |
Aldous, D.J. and M. Brown, Inequalities for rare events in time-reversible Markov chains II, 44 15
Alsmeyer, G., On the Markov renewal theorem, 50 37
Andjel, E.D., T.M. Liggett and T. Mountford, Clustering in one-dimensional threshold voter models, 42 73
Andjel, E.D. and M.E. Vares, Ergodicity of an infinite dimensional renewal process, 42 215
Badia, F.G., see J.A. Adell, 48 |
Badrinath, V., see R.M azumdar, 47 119
Baek, J. and T.E. Wehrly, Kernel estimation for additive models under dependence, 47 95
Baldi, P.,G. Ben Arous and G. Kerkyacharian, Large deviations and the Strassen theorem in Hélder norm, 42 171
Barbour, A.D. and T.C. Brown, Stein's method and point process approximation, 43 9
Bardhan, I. and X. Chao, Pricing options on securities with discontinuous returns, 48 123
Bartoszyriski, R., see N. Peng, 45 243
Basawa, I.V., see S.Y. Hwang, 46 91
Basawa, I.V., see S.Y. Hwang, 49 127
Bass, R.F. and D. Khoshnevisan, Rates of convergence to Brownian local time, 47 197
Bassan, B., E. Cinlar and M. Scarsini, Stochastic comparisons of It6 processes, 45 |
Ben Arous, G., see P. Baldi, 42 171
Benassi, A., S. Jaffard and D. Roux, Analyse multi-échelle des processus gaussiens markoviens d’ ordre p indexés
par (0, 1), 47 275
Bertoin, J., Factorizing Laplace exponents in a spectrally positive Lévy process, 42 307
Bertoin, J., Splitting at the infimum and excursions in half-lines for random walks and Lévy processes, 47 17
Bick, A. and W. Willinger, Dynamic spanning without probabilities, 50 349
Biggins, J.D., see J.C. D'Souza, 42 39
Biggins, J.D. and J.C. D'Souza, The supercritical Galton—Watson process in varying environments — Seneta-
Heyde norming, 48 237
Biscarat, J.C., Almost sure convergence of a class of stochastic algorithms, 50 83
Bjork, T. and B. Johansson, Adaptive prediction and reverse martingales, 43 191
Blount, D., Limit theorems for a sequence of nonlinear reaction-diffusion systems, 45 193
Bobrovsky, B.-Z. and O. Zeitouni, Some results on the problem of exit form a domain, 41 241
Boldrighini, C., L.A. Ignatyuk, V.A. Malyshev and A. Pellegrinotti, Random walk in dynamic environment with
mutual influence, 41 157
Boldrighini, C., A.D e Masi and A. Pellegrinotti, Nonequilibrium fluctuations in particle systems modelling reac-
tion-diffusion equations, 42 |
Borovkov, A.A. and R. Schassberger, Ergodicity of a polling network, 50 253
Boshuizen, F.A. and T.P. Hill, Moment-based minimax stopping functions for sequences of random variables, 43
303
0304-4149/94/$7.00 © 1994—Elsevier Science B.V. All rights reserved
396 Master Index
Boucherie, R.J., Aggregation of Markov chains, 45 95
Bouton, C. and G. Pagés, Self-organization and a.s. convergence of the one-dimensional Kohonen algorithm with
non-uniformly distributed stimuli, 47 249
Bradley, R.C., An addendum to *‘A limitation of Markov representation for stationary processes’, 47 159
Brown, M., see D.J. Aldous, 44 15
Brown, T.C., see A.D. Barbour, 43 9
Brunaud, M., Finite Kullback information diffusion laws with fixed marginals and associated large deviations
functionals, 44 329
Bryc, W., On large deviations for uniformly strong mixing sequences, 41 191
Burton, R.M., M. Denker and D. Fiebig, Finite-state, stationary, @mixing processes which are not very weak
Bernoulli with rate O( 1/n), 50 117
Cambanis, S., M. Maejima and G. Samorodnitsky, Characterization of linear and harmonizable fractional stable
motions, 42 91
Cambanis, S., see Y. Su, 46 47
Carlson, J.M., E.R. Grannan and G.H. Swindle, A limit theorem for tagged particles in a class of self-organizing
particle systems, 47 |
Chambers, D.W., Necessary and sufficient conditions for a second-order Wiener-It6 integral process to be mixing,
45 183
Chan, K.S., On the Central Limit Theorem for an ergodic Markov chain, 47 113
Chan, W., see N. Peng, 45 243
Chao, X., see 1. Bardhan, 48 123
Chen, A. and E. Renshaw, Recurrence of Markov branching processes with immigration, 45 231
Cheng, B. and H. Tong, On residual sums of squares in non-parametric autoregression, 48 157
Chou, C.-S., Sur lextension d'une identité en loi entre le pont brownien et la variance du mouvement brownien,
49 217
Chu, C.K., see J.S. Wu, 50 149
Cinlar, E., see B. bassan, 45 |
Cline, D.B.H. and S.1. Resnick, Multivariate subexponential distributions, 42 49
Cline, D.B.H. and G. Samorodnitsky, Subexponentiality of the product of independent random variables, 49 75
Cohen, J.E. and T.M. Liggett, Random arithmetic-geometric means and random pi: Observations and conjectures,
41 261
Coquet, F., When does convergence of a sequence of stopped processes with independent increments imply
convergence of the non-stopped processes, 44 265
Cox, J.T., On the ergodic theory of critical branching Markov chains, 50 |
Crauel, H., Non-Markovian invariant measures are hyperbolic, 45 13
Csérg6, M. and P. Révész, Long random walk excursions and local time, 41 181
Csérg6, M., L. Horvath and Q.-M. Shao, Convergence of integrals of uniform empirical and quantile processes,
45 283
Csérg6, M. and Q.-M. Shao, A self-normalized Erdés—Rényi type strong law of large numbers, 50 187
Dai Pra, P., Large deviations and stationary measures for interacting particle systems, 48 9
Daley, D.J. and T. Rolski, Light traffic approximations in general stationary single-server queues, 49 141
Dawson, D.A. and K. Fleischmann, A super-Brownian motion with a single point catalyst, 49 3
De Gunst, M.C.M. and W.R. van Zwet, A non-Markovian model for cell population growth: Speed of convergence
and central limit theorem, 41 297
Dehay, D., Spectral analysis of the covariance of the almost periodically correlated processes, 50 315
Deheuvels, P., Functional laws of the iterated logarithm for large incremenis of empirical and quantile processes,
43 133
De la Cal, J., see J.A. Adell, 48 1
Deli, L., see J.T iefeng, 44 205
De Masi, A., see C. Boldrighini, 42 |
Dembo, A. and S. Karlin, Central limit theorems of partial sums for large segmental values, 45 259
Denker, M., see R.M. Burton, 50 117
De Valk, V., see L. Riischendorf, 46 183
Dinwoodie, I.H., Occupation measures for chains of infinite order, 50 73
Master Index
Donati-Martin, C., Propriété de Markov des équations stationnaires discrétes quasi-linéaires, 48 61
Doney, R.A. and G.L. O’Brien, Thickened renewal processes, 43 |
Doney, R.A., A path decomposition for Lévy processes, 47 167
D’Souza, J.C. and J.D. Biggins, The supercritical Galton—Watson process in varying environments, 42 39
D'Souza, J.C., see J.D. Biggins, 48 237
Dzhaparidze, K. and P. Spreij, On correlation calculus for multivariate martingales, 46 283
Eastwood, B.J. and V.R. Eastwood, Percentiles for Cramér—von Mises functionals of Gaussian processes and
some applications to Bayesian tests, 42 329
Eastwood, V.R., see B.J. Eastwood, 42 329
Elliott, R.J. and R.W. Rishel, Estimating the implicit interest rate of a risky asset, 49 199
Farré, M. and D. Nualart, Nonlinear stochastic integral equations in the plane, 46 219
Feinberg, E.A. and H. Park, Finite state Markov decision models with average reward criteria, 49 159
Feldman, R.E., Exit distributions for symmetric Markov processes via Gaussian techniques, 43 33
Feng, S. and X. Zheng, Solutions of a class of nonlinear master equations, 43 65
Ferger, D. and W. Stute, Convergence of changepoint estimators, 42 345
Ferreira, H., Multivariate extreme values in T-periodic random sequences under mild oscillation restrictions, 49
11
Fiebig, D., see R.M. Burton, 50 117
Finnoff, W., Law of large numbers for a general system of stochastic differential equations with global interaction,
46 153
Fleischmann, K., see D.A. Dawson, 49 3
Florchinger, P., A. Iggidr and G. Sallet, Stabilization of a class of nonlinear stochastic systems, 50 235
Gay, R., see C.C. Heyde, 45 169
Gittins, J.C., see K.D. Glazebrook, 46 301
Glazebrook, K.D. and J.C. Gittins, The performance of forwards induction policies, 46 301
Glynn, P.W. and W. Whitt, Limit theorems for cumulative processes, 47 299
Gombay, E. and L. Horvath, An application of the maximum likelihood test to the change-point problem, 50 161
Graham, C. and S. Méléard, Propagation of chaos for a fully connected loss network with alternate routing, 44
159
Grannan, E.R., see J.M. Carlson, 47 |
Greenwood, P.E. and W. Wefelmeyer, Asymptotic minimax results for stochastic process families with critical
points, 44 107
Gross, A. and J.B. Robertson, Ergodic properties of random measures on stationary sequences of sets, 46 249
Guillemin, F., see R.M azumdar, 47 119
Gutjahr, W. and G.Ch. Pflug, The asymptotic contour process of a binary tree is a Brownian excursion, 41 69
Hall, P., Convergence rates in the central limit theorem for means of autoregressive and moving average sequences,
43 115
Harlow, D.G. and J.E. Yukich, Empirical process methods for classical fiber bundles, 44 141
Hart, J.D. and T.E. Wehrly, Consistency of cross-validation when the data are curves, 45 351
Hartfiel, D.J., Lumping in Markov set-chains, 50 275
Heyde, C.C. and R. Gay, Smoothed periodogram asymptotics and estimation for processes and fields with possible
long-range dependence, 45 169
Hill, T.P., see F.A. Boshuizen, 43 303
Hjort, N.L. and R.Z. Khasminskii, On the time a diffusion process spends along a line, 47 229
Hopfner, R., Asymptotic inference for Markov step processes: Observation up to a random time, 48 295
Horvath, L., Change in autoregressive processes, 44 221
Horvath, L., see M. Csérg6, 45 283
Horvath, L., see E. Gombay, 50 161
Hu, S., A large deviation result for the least squares estimators in nonlinear regression, 47 345
Hu, Y., Probabilistic interpretation of a system of quasilinear elliptic partial differential equations under Neumann
boundary conditions, 48 107
Huggins, R.M., Fixed accuracy estimation for chain binomial models, 41 273
398 Master Index
Hurd, H.L., Almost periodically unitary stochastic processes, 43 99
Hwang, S.Y. and I.V. Basawa, Asymptotic optimal inference for a class of nonlinear time series models, 46 91
Hwang, S.Y. and I.V. Basawa, Large sample inference based on multiple observations from nonlinear autore-
gressive processes, 49 127
Hybino, Y., The backward canonical representations and interpolations for multiple Markov Gaussian processes,
45 29
Iggidr, A., see P. Florchinger, 50 235
Ignatyuk, L.A., see C. Boldrighini, 41 157
Imhof, J.P., A construction of the Brownian path from BES* pieces, 43 345
Imkeller, P., On the perturbation problem for occupation densities, 49 41
Irle, A., r-quick convergence for regnerative processes with applications to sequential analysis, 45 319
Isaacson, D.L., see A.1. Zeifman, 50 263
lyer, S., The Barlow—Proschan importance and its generalizations with dependent components, 42 353
Jacod, J., Random sampling in estimation problems for continuous Gaussian processes with independent incre
ments, 44 181
Jaffard, S., see A. Benassi, 47 275
Jakubowski, A., Minimal conditions in p-stable limit theorems, 44 291
Jakubowski, A., Asymptotic (r— | )-dependent representation for rth order statistic from a stationary sequence,
16 29
Jiang, T., Large deviations for renewal processes, 50 57
Johansson, B., see T. Bjérk, 43 191
Kanagawa, S. and K. Yoshihara, The almost sure invariance principles of degenerate U-statistics of degree two
for stationary random variables, 49 347
Karlin, S., see A.D embo, 45 259
Kasahara, Y., A functional limit theorem for trimmed sums, 47 315
Kedem, B. and E. Slud, On autocorrelation estimation in mixed-spectrum Gaussian processes, 49 227
Kerkyacharian, G., see P. Baldi, 42 171
Khasminskii, R.Z., see N.L. Hjort, 47 229
Khoshnevisan, D., Level crossings of the empirical process, 43 331
Khoshnevisan, D., see R.F. Bass, 47 197
Klebaner, F.C., Population-dependent branching processes with a threshold, 46 115
Kliippelberg, C. and T. Mikosch, Spectral estimates and stable processes, 47 323
Kobila, T.0., An application of reflected diffusions to the problem of choosing between hydro and thermal power
generation, 44 117
Konig, D. and V. Schmidt, Conditional intensities and coincidence properties of stochastic processes with embed
ded point processes, 45 273
Kreer, M., Analytic birth-death processes: a Hilbert-space approach, 49 65
Kuo, H.-H., J. Potthoff and J.-A. Yan, Continuity of affine transformations of white noise test functionals and
applications, 43 85
Lachal, A., Dernier instant de passage pour |’ integrale du mouvement brownien, 49 57
Lasinger, R., Integration of covariance kernels and stationarity, 45 309
Lasser, R. and M. NieBner, On the order of convergence in linear mean estimation of weakly stationary stochastic
processes, 47 143
Last, G., On dependent marking and thinning of point processes, 45 73
Last, G., Filtering of derived point processes, 49 297
Le Breton, A. and M. Musiela, A generalization of the Kalman filter to models with infinite variance, 47 75
Le Breton, A., About Gaussian schemes in stochastic approximation, 50 101
Lefévre, Cl., see Ph. Picard, 48 277
Levanony, D., A. Shwartz and O. Zeitouni, Recursive identification in continuous-time stochastic processes, 49
245
Lewin, M., see R.J. Adler, 41 45
Li, W.V., Limit theorems for the square integral of Brownian motion and its increments, 41 223
Master Index
Li, Z.-H., Measure-valued branching processes with immigration, 43 249
Liggett, T.M., see J.E. Cohen, 41 261
Liggett, T.M., see E.D. Andjel, 42 73
Liu, G. and W. Liu, On the strong law of large numbers for functionals of countable nonhomogeneous Markov
chains, 50 375
Liu, W., see G. Liu, 50 375
Liu, X., Inhomogeneous approximation of the critical nearest particle systems, 48 251
Luo, X., The Richardson model in a random environment, 42 283
Luschgy, H., A.L. Rukhin and I. Vajda, Adaptive tests for stochastic processes in the ergodic case, 45 45
Madras, N. and R. Schinazi, Branching random walks on trees, 42 255
Maejima, M., see S. Cambanis, 42 91
Makagon , A., A.G. Miamee and H. Salehi, Continuous time periodically correlated processes: Spectrum and
prediction, 49 277
Malyshev, V.A., see C. Boldrighini, 41 157
Malyshev, V.A., E.N. Petrova and E. Scacciatelli, Marginally closed processes with local interaction, 43 47
Manthey, R. and B. Maslowski, Qualitative behaviour of solutions of stochastic reaction-diffusion equations, 43
265
Mao, X., Polynomial stability for pertubed stochastic differential equations with respect to semimartingales, 41
101
Maslowski, B., see R. Manthey, 43 265
Masry, E., Strong consistency and rates for deconvolution of multivariate densities of stationary processes, 47 53
Mazumdar, R., V. Badrinath, F. Guillemin and C. Rosenberg, On pathwise rate conservation for a class of semi-
martingales, 47 119
Méléard, S., see C.G raham, 44 159
Menzel, P., A limit theorem for one-dimensional Gibbs measures under conditions on the empirical field, 44 347
Miamee , A.G., see A. Makagon , 49 277
Mikosch, T., see C. Kliippelberg, 47 323
Miyazawa, M. and G. Yamazaki, Relationships in stationary jump processes with coutnable state space and their
applications to queues, 43 177
Molchanov, I.S., Strong law of large numbers for unions of random closed sets, 46 199
Mommaerts, W., see T.S. Turova, 50 173
Mountford, T., see E.D. Andjel, 42 73
Muraoka, H., Equivalence problems for Gaussian multiple Markov processes and their canonical representations,
42 291
Musiela, M., see A. Le Breton, 47 75
Nayak, S.S. and K.S. Wali, On the number of boundary crossings related to LIL and SLLN for record values and
partial maxima of i.i.d. sequences and extremes of uniform spacings, 43 317
NieBner, M., see R. Lasser, 47 143
Nolan, D., Asymptotics for multivariate trimming, 42 157
Norvaisa, R., The central limit theorem for empirical and quantile processes in some Banach spaces, 46 |
Nualart, D., see M. Farré, 46 219
N’Zi, M. and R. Theodorescu, On an extension of Lévy’s stochastic area process to higher dimensions, 44 243
O’Brien, G.L., see R.A. Doney,4 3 |
O'Connell, N. and A. Unwin, Collision times and exit times from cones: A duality, 43 291
Ouknine, Y., Quelques identités sur les temps locaux et unicité des solutions d’équations differentielles stochas-
tiques avec reflection, 48 335
Pagés, G., see C. Bouton, 47 249
Pakes, A.G., Divergence rates for explosive birth processes, 41 91
Pakes, A.G., Absorbing Markov and branching processes with instantaneous resurrection, 48 85
Park, H., see E.A. Feinberg, 49 159
Patzschke, N. and M. Zihle, Fractional differentiation in the self-affine case | —- Random functions, 43 165
Patzschke, N. and M. Zihle, Fractional differentiation in the self-affine case II - Extremal processes, 45 61
400 Master Index
Paulsen, J., Risk theory in a stochastic economic environment, 46 327
Pearl, D.K., see N. Peng, 45 243
Peligrad, M., On the central limit theorem for weakly dependent sequences with a decomposed strong mixing
coefficient, 42 181
Pellegrinotti, A., see C. Boldrighini, 41 157
Pellegrinotti, A., see C. Boldrighini, 42 |
Peng, N., D.K. Pearl, W. Chan and R. Bartoszyfski, Linear birth and death processes under the influence of
disasters with time-dependent killing probabilities, 45 243
Perman, M., Order statistics for jumps of normalised subordinators, 46 267
Pestien, V. and X. Wang, Finite-stage reward functions having the Markov adequacy property, 46 129
Petrova, E.N., see V.A. Malyshev, 43 47
Pflug, G.Ch., see W. Gutjahr, 41 69
Picard, Ph. and Cl. Lefévre, Distribution of the final state and severity of epidemics with fatal risk, 48 277
Podgorski, K., A note on ergodic symmetric stable processes, 43 355
Politis, D.N. and J.P. Romano, On the sample variance of linear statistics derived from mixing sequences, 45 155
Polson, N.G. and G.O. Roberts, A utility based approach to information for stochastic differential equations, 48
34]
Potthoff, J., see H.-H. Kuo, 43 85
Pruscha, H., Statistical inference for detrended point processes, 50 331
Puri, M.L. and F.H. Ruymgaart, Nonparametric prediction for random fields, 48 139
Pyke, R., see R.J. Adier, 48 191
Rao, M.B., see J. Tiefeng, 44 205
Ravishankar, K., Fluctuations from the hydrodynamical limit for the symmetric simple exclusion in 4231
Ravishankar, K., Interface fluctuations int he two-dimensional weakly asymmetric simple exclusionprocess, 43
223
Renshaw, E., see A. Chen, 45 231
ResnickS,. 1.. see D.B.H. Cline, 42 49
Révész, P., see M. Csérg6, 41 181
Rishel, R.W., see RJ. Elliot, 49 199
Roberts. G.O.. see N.G. Polson. 48 341
Roberts, G.O. and A.F.M. Smith, Simple conditions for the convergence of the Gibbs sampler and Metropolis
Hastings algorithms, 49 207
Robertson, J.B., see A. Gross, 46 249
Rolski, T., see DJ. Daley, 49 141
Romano, J.P., see D.N. Politis, 45 155
Rosenberg, C., see R. Mazumdar, 47 119
Résler, U., A fixed point theorem for distributions, 42 195
Rothmann, M.D. and R.P. Russo, A series criterion for moving maxima, 46 241
Rouault, A., Precise estimates of presence probabilities in the branching random walk, 44 27
Roux, D., see A. Benassi, 47 275
Rubino, G. and B. Sericola, A finite characterizationo f weak lumpable Markov processes. Part Il: The continuosu
time case, 45 115
Rukhin, A.L., see H. Luschgy, 45 45
Riischendorf, L. and V. de Valk, On regression representations of stochastic processes, 46 183
Russo, R.P., see M.D. Rothmann, 46 241
Ruymgaart, F.H., see M.L. Puri, 48 139
Saavedra, E., C-tightness criterion for non-adapted random fields, 46 213
Salehi, H., see A. Makagon , 49 277
Sallet, G., see P. Florchinger, 50 226
Salminen, P., A ratio limit theorem for erased branching Brownian motion, 41 215
Samorodnitsky, G., see S. Cambanis, 42 91
Samorodnitsky, G., see D.B.H. Cline, 49 75
Savitha, S.. see R. Vasudeva, 47 153
Scacciatelli, E.. see V.A. Malyshev, 43 47
Master Index
Scarsini, M., see B. Bassan, 45 |
Schil, M., On hitting times for jump-diffusion processes with past dependent local characteristics, 47 131
Schassberger, R., see A.A. Borovkov, 50 253
Schinazi, R., see N. Madras, 42 255
Schmidt, V., see D. Konig, 45 273
Sericola, B., see G. Rubino, 45 115
Shao, Q.-M., see M. Csérg6, 45 283
Shao, Q.-M. and H. Yu, Bootstrapping the sample means for stationary mixing sequences, 48 175
Shao, Q.-M., Almost sure invariance principles for mixing sequences of random variables, 48 319
Shao, Q.-M., see M. Csérg6, 50 187
Shwartz, A., see D. Levanony, 49 245
Stomirski, L.,O n approximation of solutions of multidimensional SDE’s with reflecting boundary conditions, 50
197
Slud, E., see B. Kedem, 49 227
Slud, E.V., Stability of stochastic integrals under change of filtration, 50 221
Smith, A.F.M., see G.O. Roberts, 49 207
Soltani, A.R., On local fluctuations of stable moving average processes, 42 111
Spreij, P., see K. Dzhaparidze, 46 283
Steif, J.E., see J.v an den Berg, 49 179
Steinebach, J. and H. Zhang, On a weighted embedding for pontograms, 47 183
Steutel, F.W., see K. van Harn, 45 209
Stute, W., see D. Ferger, 42 345
Su, Y. and S. Cambanis, Sampling designs for estimation of a random process, 46 47
Swindle, G.H., see J.M. Carlson, 47 |
Szyszkowicz, B., L,,-approximations of weighted partial sum processes, 45 295
Szyszkowicz, B., Weak convergence of weighted empirical type processes under contiguous and changepoint
alternatives, 50 281
Taylor, P.G., Algebraic criteria for extended product form in generalised semi-Markov processes, 42 269
Terdik, Gy., Stationarity in fourth order and the marginal bispectrum for bilinear models with Gaussian residuals,
42315
Theodorescu, R., see M. N°Zi, 44 243
Thorisson, H., Construction of a stationary regenerative process, 42 237
Thorisson, H., see DJ. Aldous, 44 |
Tiefeng, J.. M.B. Rao, W. Xiangchen and L. Deli, Laws of large numbers and moderate deviations for stochastic
processes with stationary and independent increments, 44 205
Todorovic, P., Remarks of the sojourn times of a semi-Markov process, 45 127
Tong, H., see B. Cheng, 48 157
Tran, L.T., Kernel density estimation for linear processes, 41 281
Turova, T.S., W. Mommaerts and E.C. van der Meulen, Synchronization of firing times in a stochastic neural
network model with excitatory connections, 50 173
Unwin, A., see N. O’Connell, 43 291
Utikal, K.J., Nonparametric inference for a doubly stochastic Poisson process, 45 331
Vajda, L., see H. Luschgy, 45 45
Vallois, P., Quelques inégalités avec le temps local en zero du mouvement Brownian, 41 117
Van den Berg, J. and J.E. Steif, Percolation and the hard-core lattice gas model, 49 179
Van der Meulen, E.C., see T.S. Turova, 50 173
Van Harn, K. and F.W. Steutel, Stability equations for processes with stationary independent increments using
branching processes and Poisson mixtures, 45 209
Van Zwet, W.R., see M.C.M. de Gunst, 41 297
Vares, M.E., see E.D. Andjel, 42 215
Vasudeva, R. and S. Savitha, On the increments of Wiener process — A look through subsequences, 47 153
Volny, D., Approximating martingales and the central limit theorem for strictly stationary processes, 44 41
402 Master Index
Wakuta, K., Optimal stationary policies in the vector-valued markov decision process, 42 149
Wali, K.S., see S.S. Nayak, 43 317
Wang, J., A law of the iterated logarithm for stochastic integrals, 47 215
Wang, K., Solutions of the variational problem in the Curie—Weiss—Potts model, 50 245
Wang, X., see V. Pestien, 46 129
Wang, X., Local asymptotic normality for multivariate linear processes, 49 331
Wardi, Y., Interchangeability of expectation and differentiation of waiting times in GI/G/1 queues, 45 141
Watson, R. and P. Yip, A note on estimation of the infection rate, 41 257
Wefelmeyer, W., see P.E. Greenwood, 44 107
Wehrly, T.E., see J.D. Hart, 45 351
Wehrly, T.E., see J. Baek, 47 95
Whitt, W., see P.W. Glynn, 47 299
Willinger, W., see A. Bick, 50 349
Witte, H.-J., On the optimality of multivariate Poisson approximation, 44 75
Woodrufe, M., A central limit theorem for functions of a Markov chain with applications shifts, 41 33
Wu, J.S. and C.K. Chu, Nonparametric estimation of a regression function with dependent observations, 50 149
Xiangchen, W., see J. Tiefeng, 44 205
Xun Yu Zhou, ., A class of semilinear stochastic partial differential equations and their controls: Existence results,
44 89
Yakowitz, S., Nearest neighbor regression estimation for null-recurrent Markov time series, 48 311
Yamazaki, G., see M. Miyazawa, 43 177
Yan, J.-A., see H.-H. Kuo, 43 85
Ycart, B., Markov processes and exponential families, 41 203
Yip, P., see R. Watson, 41 257
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