@STRING{annprob="Annals of Probability"} @string{cup="Cambridge University Press"}at the start of the file if you want to refer to journals by abbreviations.
For my own work I have created DBP.bib.
@article{CarterPollard00tusnady, author = {Andrew Carter and David Pollard}, title = {Tusn\'ady's inequality revisited}, journal = annstat, year = 2004, volume="32", pages="???--???" } @article{Csiszar75AP, TITLE = "I-Divergence Geometry of Probability Distributions and Minimization Problems", AUTHOR = "I. Csiszar", JOURNAL="The Annals of Probability", VOLUME = "3", NUMBER = "1", MONTH = "Feb", YEAR = "1975", PAGES = "146-158", URL = "http://links.jstor.org/sici?sici=0091-1798%28197502%293%3A1%3C146%3AGOPDAM%3E2.0.CO%3B2-R", } @book{Feller1, author = "William Feller", title = "An Introduction to Probability Theory and Its Applications", publisher = "Wiley", year = "1968", volume = "1", address = "New York", edition = "third", } @book{LeadbetterLindgrenRootzen83, author = "M. R. Leadbetter and Georg Lindgren and Holger Rootz{\'e}n", title = "Extremes and Related Properties of Random Sequences and Processes", publisher = springer, year = "1983", } @book{Ledoux01conc, author = {Michel Ledoux}, title = {The Concentration of Measure Phenomenon}, publisher = {American Mathematical Society}, year = {2001}, series = {Mathematical Surveys and Monographs}, volume = {89}, } @book{PollardUGMTP, author = "David Pollard", title = "A User's Guide to Measure Theoretic Probability", publisher = cup, year = 2001, note = "Some samples at http://www.stat.yale.edu/\~\/pollard" } @article{Talagrand95IHES, AUTHOR = {Michel Talagrand}, TITLE = {Concentration of measure and isoperimetric inequalities in product spaces}, JOURNAL = {Publications Math\'ematiques de l'{I.H.E.S.}}, YEAR = {1995}, VOLUME = {81}, PAGES = {73--205} } @article{Talagrand96IM, AUTHOR = {Michel Talagrand}, TITLE = {New concentration inequalities in product spaces}, JOURNAL = {Inventiones mathematicae}, YEAR = {1996}, VOLUME = {126}, PAGES = {505--563} } @article{Talagrand96newlook, AUTHOR = {Michel Talagrand}, TITLE = {A new look at independence}, JOURNAL = annprob, YEAR = {1996}, VOLUME = {24}, PAGES = {1--34} } @article{Talagrand96MM, AUTHOR = {Michel Talagrand}, TITLE = {Majorizing Measures: The Generic Chaining (in Special Invited Paper)}, JOURNAL = annprob, YEAR = {1996}, VOLUME = {24}, PAGES = {1049-1103}, URL={http://links.jstor.org/sici?sici=0091-1798%28199607%2924%3A3%3C1049%3AMMTGC%3E2.0.CO%3B2-T}, }