Journal of Theoretical Probability publishes high-quality, original papers in all areas of probability theory, including probability on semigroups, groups, vector spaces, other abstract structures, and random matrices. This multidisciplinary quarterly provides mathematicians and researchers in physics, engineering, statistics, financial mathematics, and computer science with a peer-reviewed forum for the exchange of vital ideas in the field of theoretical probability.

Editor-in-Chief:
James Allen Fill
The Johns Hopkins University, Baltimore, MD, USA; email: jimfill@jhu.edu
- Markov chains; Markov chain Monte Carlo; random structures and algorithms; probabilistic analysis of algorithms; combinatorial probability; discrete probability
Editorial Board:
Wlodek Bryc, University of Cincinnati, Cincinnati, OH (brycwz@ucmath.edu);
- non-commutative probability; random matrices; large deviations; weak dependence
Sandra Cerrai, University of Maryland, College Park, MD (cerrai@math.umd.edu);
- stochastic analysis; stochastic partial differential equations; large deviations; multi-scaling limits
Zhenqing Chen, University of Washington, Seattle, WA (zchen@math.washington.edu);

- stochastic calculus and its applications; stochastic differential equations; Markov processes; boundary theory; Dirichlet forms; jump type processes and their heat kernel estimate

S.G. Dani, Tata Institute of Fundamental Research, India (dani@math.tifr.res.in);
- ergodic theory on homogeneous spaces of Lie groups
Uwe Einmahl, Vrije Universiteit Brussel, Belgium (ueinmahl@vub.ac.be);
- classical limit theorems of probability (especially strong approximations and law-of-the-iterated-logarithm-type results); probability in Banach space; empirical processes
Göran Högnäs, Åbo Akademi, Finland (ghognas@abo.fi);
- products of random matrices; iterated function systems; iteration of random mappings; stochastic population models; nonlinear autoregressive processes; Markov models in telecommunication

Peter Imkeller, Humboldt-Universitaet zu Berlin, Germany (imkeller@mathematik.hu-berlin.de);

- stochastic analysis, stochastic dynamics, stochastic models of financial
markets, stochastic models in climate dynamics
Davar Khoshnevisan, University of Utah, Salt Lake City, UT (davar@math.utah.edu);
- random fields and multiparameter processes; potential theory and classical harmonic analysis; stochastic partial differential equations
Mikhail Lifshits, St-Petersburg State University, Russia (lifts@mail.rcom.ru);
- random processes (especially Gaussian processes); approximation properties; small deviations; large deviations; sample paths properties; local times; almost sure limit theorems; functional limit theorems; random particle systems
Ross Maller, Australian National University, Australia (ross.maller@anu.edu.au);
- random walks and Levy processes, especially their asymptotic properties: weak, strong and functional limit theorems; passage time and boundary crossing problems relating to these processes; processes derived from them, such as (generalized) Ornstein-Uhlenbeck processes; applications of these in various areas, especially in finance and insurance; application of limit theorems in statistics, especially in survival analysis
David M. Mason, University of Delaware, Newark, DE (davidm@udel.edu);
- empirical and U-statistics processes and their applications; weak and strong approximations; limit theorems for sums and self-normalized sums 

Tai Melcher, University of Virginia, Charlottesville, VA (Melcher@virginia.edu);

stochastic differential equations, often in geometric settings and particularly on Lie groups; functional inequalities; measures in infinite dimensions 

Florence Merlevède, Université de Marne-la-Vallée (florence.merlevede@univ-mlv.fr);
-inequalities and limit theorems for dependent random variables; strong approximations; empirical processes; probability in functional spaces
Peter Mörters, University of Bath, United Kingdom (maspm@bath.ac.uk);

- Brownian motion and random walk; large deviations; stochastic processes in random media; Hausdorff dimension; probabilistic methods in analysis
Arunava Mukherjea, University of South Florida, Tampa, FL (amukherjea@earthlink.net);
- probability measures on algebraic structures; Markov chains; random matrices
Mark Rudelson, University of Michigan, Ann Arbor, MI (rudelson@umich.edu);
- random matrices; probabilistic methods in functional analysis and convex geometry; concentration of measure
Laurent Saloff-Coste, Cornell University, Ithaca, NY (lsc@math.cornell.edu);
- random walks on groups; potential theory on manifolds; heat equation and heat kernel; Dirichlet forms and potential theory on Lie groups and locally compact groups; Gaussian convolution semigroups; finite Markov chains; quantitative analysis of ergodic Markov chains
Rene Schilling, Institut für Math. Stochastik, Germany (rene.schilling@tu-dresden.de);
- stochastic processes (Feller, Levy, Markov); path properties of stochastic processes; Dirichlet forms; pseudo-differential operators and Markov processes; (functional, harmonic) analysis and probability
Perla Sousi, University of Cambridge. Cambridge, UK (p.sousi@statslab.cam.ac.uk);
- Markov chains; mixing times; random walks; random walks in dynamic environment; Brownian motion
S.R. Srinivasa Varadhan, New York University, New York, NY (varadhan@cims.nyu.edu);
- diffusion processes; stochastic differential equations; large deviations; interacting particle systems and their scaling limits; processes in a random environment
Feng-Yu Wang, Beijing Normal University, Beijing, China, (wangfy@bnu.edu.cn);
- stochastic analysis on Riemannian manifolds; functional inequalities; stochastic (partial) differential equations
Tusheng Zhang, The University of Manchester, UK (tzhang@maths.man.ac.uk);
-finite and infinite dimensional stochastic analysis; stochastic partial differential equations; stochastic differential equations; Dirichlet forms and Markov processes, Malliavin calculus; large deviations