Measuring the Rarely Visited Sites of Brownian Motion Nathalie EisenbaumZhan Shi OriginalPaper Pages: 595 - 613
The Law of the Iterated Logarithm over a Stationary Gaussian Sequence of Random Vectors Miguel A. Arcones OriginalPaper Pages: 615 - 641
On the Central Limit Theorem for Nonuniform φ-Mixing Random Fields Alberto L. Maltz OriginalPaper Pages: 643 - 660
Exponential Convergence in Probability for Empirical Means of Brownian Motion and of Random Walks Liming Wu OriginalPaper Pages: 661 - 673
Local Asymptotic Normality for Linear Homogeneous Difference Equations with Non-Gaussian Noise Andrius Jankunas OriginalPaper Pages: 675 - 697
Small Ball Estimates for Gaussian Processes under Sobolev Type Norms Wenbo V. LiQi-Man Shao OriginalPaper Pages: 699 - 720
Critical Dimensions for the Existence of Self-Intersection Local Times of the N-Parameter Brownian Motion in R d Peter ImkellerFerenc Weisz OriginalPaper Pages: 721 - 737
First Hitting Times for Some Random Walks on Finite Groups David Gluck OriginalPaper Pages: 739 - 755
A Compact Law of the Iterated Logarithm for Random Vectors in the Generalized Domain of Attraction of the Multivariate Gaussian Law Steven J. Sepanski OriginalPaper Pages: 757 - 778
Large and Moderate Deviations for Random Walks on Nilpotent Groups Paolo BaldiLucia Caramellino OriginalPaper Pages: 779 - 809
Sample Covariance Matrix for Random Vectors with Heavy Tails Mark M. MeerschaertHans-Peter Scheffler OriginalPaper Pages: 821 - 838
Dirichlet Forms on Totally Disconnected Spaces and Bipartite Markov Chains David AldousSteven N. Evans OriginalPaper Pages: 839 - 857
Multivariate Sampling and the Estimation Problem for Exchangeable Arrays Olav Kallenberg OriginalPaper Pages: 859 - 883
