Sommaire du Fascicule no. 1

Approximation of arbitrary Dirichlet processes by Markov chains
The asymptotic distribution of the bootstrap sample mean of an infinitesimal array
The maximal variation of a bounded martingale and the central limit theorem
The one dimensional annealed δ-Lyapounov exponent
Réarrangements convexes des marches aléatoires
The multifractal structure of super-brownian motion
A weighted pointwise ergodic theorem

Sommaire du Fascicule no. 2

Percolation on fuchsian groups
L p adaptive density estimation in a β mixing framework
A Poisson formula for harmonic projections
An invariance principle for Markov processes and brownian particles with singular interaction
L'ergodicité induit un type spectral maximal équivalent à la mesure de Lebesgue
Computing the expectation of the Azéma-Yor stopping times

Sommaire du Fascicule no. 3

Fluctuation results for brownian motion in a poissonian potential
Estimations de la dimension inférieure et de la dimension supérieure des mesures
Construction of markovian coalescents
The quasi-sure ratio ergodic theorem

Sommaire du Fascicule no. 4

Combining m-dependence with markovness
Strong approximations of bivariate uniform empirical processes
Records and 2-block records of 1-dependent stationary sequences under local dependence
Rates of convergence to the local time of a diffusion
Functional laws of the iterated logarithm for local times of recurrent random walks on Z 2
Erratum

Sommaire du Fascicule no. 5

Ergodic theorems for surfaces with minimal random weights
Large deviations for a random walk in dynamical random environment
Tree-valued Markov chains derived from Galton-Watson processes
Large and moderate deviations for the local time of a recurrent Markov chain on ℤ 2

Sommaire du Fascicule no. 6

Noyaux potentiels associés à une filtration
Propagation of chaos and fluctuations for a moderate model with smooth initial data
Hydrodynamic limit for asymmetric mean zero exclusion processes with speed change