Limit of Solutions of a SDE with a Large Drift Driven by a Poisson Random Measure Nhansook ChoYoungmee Kwon OriginalPaper Pages: 311 - 325
A Comparison Theorem on Moment Inequalities Between Negatively Associated and Independent Random Variables Qi-Man Shao OriginalPaper Pages: 343 - 356
Estimates for the Small Ball Probabilities of the Fractional Brownian Sheet Thomas Dunker OriginalPaper Pages: 357 - 382
Compound Poisson Processes and Lévy Processes in Groups and Symmetric Spaces David Applebaum OriginalPaper Pages: 383 - 425
Random Walks Associated with Non-Divergence Form Elliptic Equations Joseph G. ConlonRenming Song OriginalPaper Pages: 427 - 489
Large Deviations of the Finite Cluster Shape for Two-Dimensional Percolation in the Hausdorff and L1 Metric Raphaël Cerf OriginalPaper Pages: 491 - 517
A Berry–Esseen Bound for U-Statistics in the Non-I.I.D. Case I. B. Alberink OriginalPaper Pages: 519 - 533
The Weighted Bootstrap Mean for Heavy-Tailed Distributions E. del BarrioC. Matrán OriginalPaper Pages: 547 - 569