1. On the interrelation of almost sure invariance principles for certain stochastic adaptive algorithms and for partial sums of random variables

   • Michael A. Kouritzin

   OriginalPaper Pages: 811 - 840

2. Rates of convergence for the stability of large order statistics

   • R. J. Tomkins

   OriginalPaper Pages: 841 - 851

3. Skew Brownian motion-type of extensions

   • Juha Vuolle-Apiala

   OriginalPaper Pages: 853 - 861

4. The law of the solution to a nonlinear hyperbolicSPDE

   • Carles Rovira
   • Marta Sanz-Solé

   OriginalPaper Pages: 863 - 901

5. A martingale characterization of the set-indexed Brownian motion

   • B. Gail Ivanoff
   • Ely Merzbach

   OriginalPaper Pages: 903 - 913

6. Small ball probabilities for a Wiener process under weighted sup-norms, with an application to the supremum of bessel local times

   • Z. Shi

   OriginalPaper Pages: 915 - 929

7. Series representation for semistable laws and their domains of semistable attraction

   • Mark M. Meerschaert
   • Hans-Peter Scheffler

   OriginalPaper Pages: 931 - 959

8. Erdős-Rényi-Shepp laws and weighted sums of independent identically distributed random variables

   • Rüdiger Kiesel
   • Ulrich Stadtmüller

   OriginalPaper Pages: 961 - 982

9. Rate of convergence for shuffling cards by transpositions

   • Shirin Handjani
   • Douglas Jungreis

   OriginalPaper Pages: 983 - 993

10. The accuracy of Gaussian approximations in nilpotent Lie groups

    • Vidmantas Bentkus
    • Gyula Pap

    OriginalPaper Pages: 995 - 1017

11. Zero-one laws for polynomials in Gaussian random variables: A simple proof

    • P. Heinrich

    OriginalPaper Pages: 1019 - 1027

12. Skorohod integral of a product of two stochastic processes

    • David Nualart
    • Philip Protter

    OriginalPaper Pages: 1029 - 1037

13. Sample behavior of some random series

    • Geoffrey Pritchard

    OriginalPaper Pages: 1039 - 1056