## Bernoulli Journal Information

Bernoulli Journal gratefully thanks its referees for their service in the recent year (up to October 2015)

Supplement Instructions for Accepted Papers

If your paper has been accepted to appear in Bernoulli and the supplement has also been approved by the Editor, please follow the three steps described below in order to prevent delays in the production process.

For each supplemental file please provide a title and a brief description or a descriptive title. Each supplemental file will be assigned an individual DOI. A section will be added prior to the reference list that informs the reader of the supplementary material.

Depending on the nature of the material, if there are multiple files you may provide either a Zip file containing all files or individual files. The supplemental files should be cited in text and an entry must be added to the reference list.

1. Cite the Supplementary Material in Text

Add author(s) and year of publication

EXAMPLE
The estimation of ß is much more complicated and we describe it in detail in the supplemental article [Davis (2010)].

2. Add an Entry to Reference List

(author(s), year, Supplement to “Title of paper”. The DOI will be added by the typesetter.)

EXAMPLE
Davis, R. (2010). Supplement to “Title of Original Article.” DOI: 10.1214/08-BEJ999SUPP.

(A zip file counts as one file and should contain an overall description.) This section, which contains a description for each supplemental file connected to the paper, should be added prior to the reference list.  Please see the example below and http://www.e-publications.org/ims/support/bj-instructions.html for further information.

EXAMPLE
\begin{supplement} [id-suppA]
%\sname{Supplement A}
\stitle{INSERT A TITLE FOR THE SUPPLEMENT}
\sdatatype{.pdf}
\sdescription{We provide additional supporting plots that show both good and poor performance of the Hill estimator for the index of regular variation in a variety of examples.}
\end{supplement}

### Notes for authors

1. Submission.

Bernoulli uses an electronic submission system, EJMS, which also handles the IMS journals. Authors should access the EJMS at www.e-publications.org/ims/submission/. If you are a first time user, you must complete the registration. You are only required to register once, but must do so for each journal in EJMS. If you are already registered in EJMS for another journal, click Registration and follow the instructions.

After the registration is completed, you will have the ability to submit your manuscript. Complete the form and then upload your PDF file. Unpublished or not easily available papers cited in the manuscript should be uploaded as supplementary files during the submission process.

2. The Paper.

Manuscripts should be written in LaTex using the imsart package (along with any other desired package) in conjunction with the Bernoulli template|. Please do not alter the margins or the font size in these files. Instructions about using both these files, as well as additional tools, can be found at the IMS LaTex support page.

The length of a typical paper printed in Bernoulli should not exceed 30 pages in this format. If more space is needed, additional material (such as further technical derivations or more detailed simulation or data results) should be placed as supplementary material, see the supplement instructions given below. When first submitting a manuscript, you can provide supplementary material in an appendix as part of the main article pdf, but this should be indicated in the "comments to the editor" text field. Also if you have strong reasons to pass over 30 pages for the main article, excluding supplementary material, this must be clearly expounded to the editor. Failing to do so will result in an immediate rejection of the paper for formal reasons.

On acceptance, you will be asked to provide Mattson Publishing Services with a LaTeX file of the final version of the paper.

3. Title page.

The title must include: the full title; full names and the affiliation and full addresses of all authors; a running title (maximum 50 characters); an asterisk indicating the author responsible for correspondence and correction of proofs. Footnotes are not allowed. Any acknowledgement should be placed at the end of the paper before the references.

4. Summary, keywords and MSC classification.

The summary should consist of one paragraph not exceeding 200 words, with mathematical expressions reduced to a minimum. Citations to other work should also be avoided. Keywords or phrases should be submitted for indexing purposes as well as the MSC classification 2010.

5. Equations.

Displayed equations should be numbered at the right-hand margin. Short formulae should be left in the text where possible, but should not increase the height of the line.

6. Illustrations.

Illustrations are to be numbered consecutively and provided with a caption at the bottom in the journal style. They should be included as an integral part of the file.

7. Tables.

Tables should be numbered consecutively and provided with a brief title or caption. Journal style should be followed.

8. References.

References in the body of the paper should use the \citep{} command rather than author/year. Using the natbib package then produces a numbered bibliography:

[1] Chen, X. (1999). How often does a Harris recurrent Markov chain recur? Ann. Probab. 27, 1324--1346. Abbreviations for journals should follow the standard of Mathematical Reviews and can be found at www.ams.org/msnhtml/serials.pdf or in the current index issue of Mathematical Reviews. Complete references can be obtained using the MR Lookup feature.

Only references mentioned in the text should be included in the list of references. References to books, monographs and reports should include the year of publication, title, edition, editor(s), place of publication and publisher in that order. Please refer to a recent issue of Bernoulli for details.

9. Supplement Instructions for Accepted Papers

10. Proofs.

Before publication, the corresponding author will receive an e-mail regarding galley proofs. This email will also include instructions for returning corrections as well as links to forms required for publication.

11. Offprints.

Every corresponding author will receive a pdf file via email of the final article. Paper offprints may be purchased by using Offprint Purchase Order Forms.

Submission of a paper to Bernoulli will be taken to imply that it presents original unpublished work, not under consideration for publication elsewhere. By submitting a manuscript, the authors agree that the copyright for their article is transferred to the Publisher if and when the article is accepted for publication. The copyright covers the exclusive rights to reproduce and distribute the article, including electronic distribution, reprints, photographic reproductions, microfilm or any other reproductions of similar nature and translations.

Permission to publish illustrations must be obtained by the author before submission and any acknowledgements should be included in the captions.

13. Various forms for authors.

14. Enquiries.

Questions regarding the manuscript submission process should be directed to This email address is being protected from spambots. You need JavaScript enabled to view it.

### Bernoulli journal subscriptions for the years 2018-2020

#### Bernoulli Society (BS) members' subscriptions

Online access is included in the annual BS membership fee and will be activated upon receipt of payment.

BS members who would like to receive a hard copy may subscribe via the Ogone Payment website or with their annual invoice, at the reduced prices of € 27 - developed, €15 - developed retired and €8 - developing and developing retired.

#### ISI Members and Other ISI Association Members:

Hard copy and online access: €64 - developed, €34 - developed retired and €20 for developing and developing retired.

Online access: €37 - developed, €19 - developed retired and €12 for developing and developing retired.

Margaret de Ruiter-Molloy, Membership Officer, c/o International Statistical Institute, P.O. Box 24070, 2490 AB The Hague, The Netherlands, Tel +31 70 337 5726, Fax +31 70 386 0025, This email address is being protected from spambots. You need JavaScript enabled to view it..

Ogone Payment website: http://isi.b2u.eu/ms/?get=shop

#### Institutions

The 2018 institutional subscription rates are US$540 (Electronic only) and US$ 561 (Electronic and print).

The 2019 institutional subscription rates are US$550 (Electronic only) and US$ 589 (Electronic and print).

The 2020 institutional subscription rates are US$561 (Electronic only) and US$ 618 (Electronic and print).

For new subscription orders contact:

Ms. Elyse Gustafson
Executive Director
Institute of Mathematical Statistics
PO Box 22718
Beachwood OH 44122
USA
Tel: 216-295-2340
Fax: 216-295-5661
This email address is being protected from spambots. You need JavaScript enabled to view it.
www.imstat.org

Journals are sent by standard mail to all countries.

Bernoulli consists of 4 issues published in February, May, August and November.

The ISSN number of the Bernoulli journal is 1350-7265

# Forthcoming papers

Published Papers

 Paper title Author(s) Link to the Paper(when accepted) Birth and Death process in mean field type interaction Marie-Noémie THAI PDF Stochastic differential equations with a fractionally filtered delay: a semimartingale model for long-range dependent processes Richard A. Davis, Mikkel Slot Nielsen, Victor Rohde PDF Robust estimation of mixing measures in finite mixture model Nhat Ho, XuanLong Nguyen, Ya'acov Ritov PDF Recurrence of Multidimensional Persistent Random Walks. Fourier and Series Criteria Peggy Cénac, Basile de Loynes, Yoann Offret, Arnaud Rousselle PDF Convergence of the age structure of general schemes of population processes Kais Hamza PDF Sojourn Time Dimensions of Fractional Brownian Motion Ivan Nourdin, Giovanni Peccati, Stéphane Seuret PDF Distances and large deviations in the spatial preferential attachment model Christian Hirsch, Christian Mönch PDF The maximal degree in a Poisson-Delaunay graph Gilles Bonnet, Nicolas Chenavier PDF Stable processes conditioned to hit an interval continuously from the outside Leif Döring, Philip Weißmann PDF Degeneracy in sparse ERGMs with functions of degrees as sufficient statistics Sumit Mukherjee PDF A unified principled framework for resampling based on pseudo-populations: asymptotic theory Pier Luigi Conti, Daniela Marella, Fulvia Mecatti, Federico Andreis PDF A Bayesian nonparametric approach to log-concave density estimation Ester Mariucci, Kolyan Ray, Botond Szabo PDF Interacting Reinforced Stochastic Processes: Statistical Inference based on the Weighted Empirical Means Giacomo Aletti, Irene Crimaldi, Andrea Ghiglietti PDF Robust Regression via Mutivariate Regression Depth Chao Gao PDF Characterization of probability distribution convergence in Wasserstein distance by $L^{p}$-quantization error function Yating LIU, Gilles PAGES PDF Estimating the Number of Connected Components in a Graph via Subgraph Sampling Jason Matthew Klusowski, Yihong Wu PDF Influence of the seed in affine preferential attachment trees David Corlin Marchand, Ioan Manolescu PDF Consistent Structure Estimation of Exponential-Family Random Graph Models With Block Structure Michael Schweinberger PDF Dynamic Linear Discriminant Analysis in High Dimensional Space Binyan Jiang, Chenlei Leng, Ziqi Chen PDF Strictly weak consensus in the uniform compass model on Z Nina Gantert, Markus Heydenreich, Timo Hirscher PDF Rates of convergence in de Finetti's representation theorem and Hausdorff moment problem Stefano Favaro, Emanuele Dolera PDF On the eigenproblem for Gaussian bridges Pavel Chigansky, Marina Kleptsyna, Dmytro Marushkevych PDF A new McKean-Vlasov stochastic interpretation of the parabolic-parabolic Keller-Segel model: The one-dimensional case. Denis Talay, Milica Tomasevic PDF On stability of traveling wave solutions for integro–differential equations related to branching Markov processes Pavlo Tkachov PDF A General Frequency Domain Method for Assessing Spatial Covariance Structures Matthew Van Hala, Soutir Bandyopadhyay, Soumendra Nath Lahiri, Daniel J. Nordman PDF Stratonovich stochastic differential equation with irregular coefficients: Girsanov's example revisited Ilya Pavlyukevich, Georgiy Shevchenko PDF The Moduli of Non-Differentiability for Gaussian Random Fields with Stationary Increments Wensheng Wang, Zhonggen Su, Yimin Xiao PDF Around the entropic Talagrand inequality Luigia Ripani, Giovanni Conforti PDF Deviation Inequalities for Random Polytopes Victor-Emmanuel Brunel PDF Local differential privacy: Elbow effect in optimal density estimation and adaptation over Besov ellipsoids Cristina Butucea, Amandine Dubois, Martin Kroll, Adrien Saumard PDF A fast algorithm with minimax optimal guarantees for topic models with an unknown number of topics Xin Bin, Florentina Bunea, Marten Wegkamp PDF A Characterization of the Finiteness of Perpetual Integrals of Levy Processes Martin Kolb, Mladen Savov PDF Limit theorems for long-memory flows on Wiener chaos Shuyang Bai, Murad S Taqqu PDF On the probability distribution of the local times of diagonally operator-self-similar Gaussian fields with stationary increments Kamran Kalbasi, Thomas Mountford PDF Optimal functional supervised classification with separation condition Sébastien Gadat, Sébastien Gerchinovitz, Clément MARTEAU PDF Kernel and wavelet density estimators on manifolds and more general metric spaces Gerard Kerkyacharian, Athanasios Georgiadis, Gerard Kerkyacharian, Pencho Petrushev, Dominique Picard PDF Logarithmic Sobolev inequalities for finite spin systems and applications Holger Sambale, Arthur Sinulis PDF Reliable Clustering of Bernoulli Mixture Models Amir Najafi, Abolfazl Motahari, Hamid R Rabiee PDF Functional weak limit theorem for an empirical process of non-stationary time series and its application Ulrike Mayer, Henryk Zahle, Zhou Zhou PDF On the best constant in the martingale version of Fefferman's inequality Adam Osekowski PDF Random orthogonal matrices and the Cayley transform Michael Jauch, Peter D. Hoff, David B. Dunson PDF Busemann functions and semi-infinite  O'Connell-Yor polymers Tom Alberts, Firas Rassoul-Agha, Mackenzie Simper PDF On sampling from a log-concave density using kinetic Langevin diffusions Arnak Dalalyan, Lionel Riou-Durand PDF Nested Covariance Determinants and Restricted Trek Separation in Gaussian Graphical Models Mathias Drton, Elina Robeva, Luca Weihs PDF On estimation of nonsmooth functionals of sparse normal means Olivier Collier, Laëtitia Comminges, Alexandre Tsybakov PDF Matching strings in encoded sequences Adriana Coutinho, Rodrigo Lambert, Jerome Rousseau PDF First order covariance inequalities via Stein's method Marie Ernst, Gesine Reinert, Yvik Swan PDF

Published Papers