Stehr, Mads; Rønn-Nielsen, Anders Tail asymptotics of an infinitely divisible space-time model with convolution equivalent Lévy measure. (English) Zbl 07317334 J. Appl. Probab. 58, No. 1, 42-67 (2021). MSC: 60G60 60G17 60E07 60D05 PDF BibTeX XML Cite \textit{M. Stehr} and \textit{A. Rønn-Nielsen}, J. Appl. Probab. 58, No. 1, 42--67 (2021; Zbl 07317334) Full Text: DOI
Molchanov, Ilya; Nagel, Felix Diagonal Minkowski classes, zonoid equivalence, and stable laws. (English) Zbl 07298834 Commun. Contemp. Math. 23, No. 2, Article ID 1950091, 23 p. (2021). MSC: 52A21 52A22 60D05 60E07 PDF BibTeX XML Cite \textit{I. Molchanov} and \textit{F. Nagel}, Commun. Contemp. Math. 23, No. 2, Article ID 1950091, 23 p. (2021; Zbl 07298834) Full Text: DOI
Chesneau, Christophe; Palacios, José Luis On the infinite decomposability of the geometric distribution. (English) Zbl 07257710 Electron. J. Math. Analysis Appl. 9, No. 1, 243-247 (2021). MSC: 60E07 60E10 PDF BibTeX XML Cite \textit{C. Chesneau} and \textit{J. L. Palacios}, Electron. J. Math. Analysis Appl. 9, No. 1, 243--247 (2021; Zbl 07257710)
Marcus, Michael B.; Rosen, Jay Permanental sequences related to a Markov chain example of Kolmogorov. (English) Zbl 07312451 Stochastic Processes Appl. 130, No. 12, 7098-7130 (2020). MSC: 60E07 60J10 60G17 60J27 PDF BibTeX XML Cite \textit{M. B. Marcus} and \textit{J. Rosen}, Stochastic Processes Appl. 130, No. 12, 7098--7130 (2020; Zbl 07312451) Full Text: DOI
Hung, Tran Loc; Kien, Phan Tri On the rates of convergence in weak limit theorems for normalized geometric sums. (English) Zbl 07304222 Bull. Korean Math. Soc. 57, No. 5, 1115-1126 (2020). MSC: 60E07 60F05 PDF BibTeX XML Cite \textit{T. L. Hung} and \textit{P. T. Kien}, Bull. Korean Math. Soc. 57, No. 5, 1115--1126 (2020; Zbl 07304222) Full Text: DOI
Casey, Michael P. Linear dimension reduction approximately preserving a function of the 1-norm. (English) Zbl 07298079 Electron. J. Stat. 14, No. 2, 4361-4394 (2020). MSC: 46B09 46B85 60E07 60G50 PDF BibTeX XML Cite \textit{M. P. Casey}, Electron. J. Stat. 14, No. 2, 4361--4394 (2020; Zbl 07298079) Full Text: DOI Euclid
Basse-O’Connor, Andreas; Pedersen, Jan; Rohde, Victor On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos. (English) Zbl 07296194 Mod. Stoch., Theory Appl. 7, No. 3, 267-289 (2020). MSC: 60E07 60G15 62H05 62H10 PDF BibTeX XML Cite \textit{A. Basse-O'Connor} et al., Mod. Stoch., Theory Appl. 7, No. 3, 267--289 (2020; Zbl 07296194) Full Text: DOI
Mai, Jan-Frederik The de Finetti structure behind some norm-symmetric multivariate densities with exponential decay. (English) Zbl 07294482 Depend. Model. 8, 210-220 (2020). MSC: 62H10 62H05 60E07 PDF BibTeX XML Cite \textit{J.-F. Mai}, Depend. Model. 8, 210--220 (2020; Zbl 07294482) Full Text: DOI
Hung, Tran Loc A study of chi-square-type distribution with geometrically distributed degrees of freedom in relation to distributions of geometric random sums. (English) Zbl 07289635 Math. Slovaca 70, No. 1, 213-232 (2020). MSC: 60E05 60E07 PDF BibTeX XML Cite \textit{T. L. Hung}, Math. Slovaca 70, No. 1, 213--232 (2020; Zbl 07289635) Full Text: DOI
Grzesiek, Aleksandra; Giri, Prashant; Sundar, S.; Wyłomańska, Agnieszka Measures of cross-dependence for bidimensional periodic AR(1) model with \(\alpha \)-stable distribution. (English) Zbl 1453.60041 J. Time Ser. Anal. 41, No. 6, 785-807 (2020). MSC: 60E07 62H10 62H20 PDF BibTeX XML Cite \textit{A. Grzesiek} et al., J. Time Ser. Anal. 41, No. 6, 785--807 (2020; Zbl 1453.60041) Full Text: DOI
Wang, Zhongmiao; Liu, Jun Computing the stationary distribution of absorbing Markov chains with one eigenvector of diagonalizable transition matrices. (English) Zbl 07266446 Chin. J. Appl. Probab. Stat. 36, No. 2, 123-137 (2020). MSC: 60E07 60J10 PDF BibTeX XML Cite \textit{Z. Wang} and \textit{J. Liu}, Chin. J. Appl. Probab. Stat. 36, No. 2, 123--137 (2020; Zbl 07266446) Full Text: DOI
Kremer, D.; Scheffler, H.-P. About atomless random measures on \(\delta \)-rings. (English) Zbl 07259051 Stat. Probab. Lett. 164, Article ID 108805, 4 p. (2020). MSC: 60G57 60E07 PDF BibTeX XML Cite \textit{D. Kremer} and \textit{H. P. Scheffler}, Stat. Probab. Lett. 164, Article ID 108805, 4 p. (2020; Zbl 07259051) Full Text: DOI
Okamura, Kazuki An equivalence criterion for infinite products of Cauchy measures. (English) Zbl 07259039 Stat. Probab. Lett. 163, Article ID 108797, 4 p. (2020). MSC: 60G30 60E07 PDF BibTeX XML Cite \textit{K. Okamura}, Stat. Probab. Lett. 163, Article ID 108797, 4 p. (2020; Zbl 07259039) Full Text: DOI
Laipaporn, Kittipong; Burimas, Kanokwan; Rattanawong, Petcharat Limit distribution functions for sums of the reciprocals of a power of tangent of random variables. (English) Zbl 07256132 Thai J. Math., Spec. Iss.: Annual Meeting in Mathematics 2019, 177-190 (2020). MSC: 60E07 60F05 60G50 PDF BibTeX XML Cite \textit{K. Laipaporn} et al., Thai J. Math. , 177--190 (2020; Zbl 07256132) Full Text: Link
Mai, Jan-Frederik; Scherer, Matthias On the structure of exchangeable extreme-value copulas. (English) Zbl 1453.60042 J. Multivariate Anal. 180, Article ID 104670, 11 p. (2020). MSC: 60E07 62G32 62H05 65C10 PDF BibTeX XML Cite \textit{J.-F. Mai} and \textit{M. Scherer}, J. Multivariate Anal. 180, Article ID 104670, 11 p. (2020; Zbl 1453.60042) Full Text: DOI
Nolan, John P. Univariate stable distributions. Models for heavy tailed data. (English) Zbl 07243243 Springer Series in Operations Research and Financial Engineering. Cham: Springer (ISBN 978-3-030-52914-7/hbk; 978-3-030-52915-4/ebook). xv, 333 p. (2020). Reviewer: Fraser Daly (Edinburgh) MSC: 62-01 62E15 62E10 62G32 60E05 60E07 62F10 62F12 62J02 62J05 62Q05 PDF BibTeX XML Cite \textit{J. P. Nolan}, Univariate stable distributions. Models for heavy tailed data. Cham: Springer (2020; Zbl 07243243) Full Text: DOI
Sauri, Orimar On the divergence and vorticity of vector ambit fields. (English) Zbl 07243118 Stochastic Processes Appl. 130, No. 10, 6184-6225 (2020). MSC: 60G60 60E07 60G51 PDF BibTeX XML Cite \textit{O. Sauri}, Stochastic Processes Appl. 130, No. 10, 6184--6225 (2020; Zbl 07243118) Full Text: DOI
Hariya, Yuu On some identities in law involving exponential functionals of Brownian motion and Cauchy random variable. (English) Zbl 07243112 Stochastic Processes Appl. 130, No. 10, 5999-6037 (2020). MSC: 60J65 60J55 60E07 PDF BibTeX XML Cite \textit{Y. Hariya}, Stochastic Processes Appl. 130, No. 10, 5999--6037 (2020; Zbl 07243112) Full Text: DOI
Friesen, Martin; Jin, Peng; Rüdiger, Barbara Existence of densities for multi-type continuous-state branching processes with immigration. (English) Zbl 1453.60040 Stochastic Processes Appl. 130, No. 9, 5426-5452 (2020). MSC: 60E07 60G30 60J80 PDF BibTeX XML Cite \textit{M. Friesen} et al., Stochastic Processes Appl. 130, No. 9, 5426--5452 (2020; Zbl 1453.60040) Full Text: DOI
Kadankova, Tetyana; Simon, Thomas; Wang, Min On some new moments of Gamma type. (English) Zbl 07242418 Stat. Probab. Lett. 165, Article ID 108854, 6 p. (2020). Reviewer: Sergei V. Rogosin (Minsk) MSC: 33C10 33C20 60E07 60E10 PDF BibTeX XML Cite \textit{T. Kadankova} et al., Stat. Probab. Lett. 165, Article ID 108854, 6 p. (2020; Zbl 07242418) Full Text: DOI
Vexler, Albert Univariate likelihood projections and characterizations of the multivariate normal distribution. (English) Zbl 1448.62028 J. Multivariate Anal. 179, Article ID 104643, 8 p. (2020). MSC: 62E10 62H10 62G10 62H15 60E05 60E07 PDF BibTeX XML Cite \textit{A. Vexler}, J. Multivariate Anal. 179, Article ID 104643, 8 p. (2020; Zbl 1448.62028) Full Text: DOI
Ljungdahl, Mathias Mørck; Podolskij, Mark A minimal contrast estimator for the linear fractional stable motion. (English) Zbl 07239371 Stat. Inference Stoch. Process. 23, No. 2, 381-413 (2020). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60G22 62F12 62E20 60E07 60F05 60G10 PDF BibTeX XML Cite \textit{M. M. Ljungdahl} and \textit{M. Podolskij}, Stat. Inference Stoch. Process. 23, No. 2, 381--413 (2020; Zbl 07239371) Full Text: DOI
Biermé, Hermine; Desolneux, Agnès Mean geometry for 2D random fields: level perimeter and level total curvature integrals. (English) Zbl 07236128 Ann. Appl. Probab. 30, No. 2, 561-607 (2020). MSC: 60G60 60G17 60D05 60E10 26B15 60G10 60E07 62M40 PDF BibTeX XML Cite \textit{H. Biermé} and \textit{A. Desolneux}, Ann. Appl. Probab. 30, No. 2, 561--607 (2020; Zbl 07236128) Full Text: DOI Euclid
Borovkov, Aleksandr Alekseevich Asymptotic analysis of random walks: light-tailed distributions. Translated from the Russian by V. V. Ulyanov and Mikhail Zhitlukhin. (English) Zbl 1444.60002 Encyclopedia of Mathematics and its Applications 176. Cambridge: Cambridge University Press (ISBN 978-1-107-07468-2/hbk). xvi, 420 p. (2020). MSC: 60-02 60F05 60G50 60G51 60J10 60K05 60E05 60E07 62E20 PDF BibTeX XML Cite \textit{A. A. Borovkov}, Asymptotic analysis of random walks: light-tailed distributions. Translated from the Russian by V. V. Ulyanov and Mikhail Zhitlukhin. Cambridge: Cambridge University Press (2020; Zbl 1444.60002) Full Text: DOI
Song, Jiao; Wu, Jiang-Lun; Huang, Fangzhou First jump time in simulation of sampling trajectories of affine jump-diffusions driven by \(\alpha\)-stable white noise. (English) Zbl 07215246 Commun. Pure Appl. Anal. 19, No. 8, 4127-4142 (2020). MSC: 65C99 68U20 60E07 60G17 PDF BibTeX XML Cite \textit{J. Song} et al., Commun. Pure Appl. Anal. 19, No. 8, 4127--4142 (2020; Zbl 07215246) Full Text: DOI
Basse-O’Connor, Andreas; Podolskij, Mark; Thäle, Christoph A Berry-Esseén theorem for partial sums of functionals of heavy-tailed moving averages. (English) Zbl 07206368 Electron. J. Probab. 25, Paper No. 31, 31 p. (2020). MSC: 60E07 60F05 60G52 60G57 PDF BibTeX XML Cite \textit{A. Basse-O'Connor} et al., Electron. J. Probab. 25, Paper No. 31, 31 p. (2020; Zbl 07206368) Full Text: DOI Euclid
Barrera, Gerardo; Pardo, Juan Carlos Cut-off phenomenon for Ornstein-Uhlenbeck processes driven by Lévy processes. (English) Zbl 07206352 Electron. J. Probab. 25, Paper No. 15, 33 p. (2020). MSC: 60G51 60G60 60G10 60E07 37A25 PDF BibTeX XML Cite \textit{G. Barrera} and \textit{J. C. Pardo}, Electron. J. Probab. 25, Paper No. 15, 33 p. (2020; Zbl 07206352) Full Text: DOI Euclid
Chi, Zhiyi Law of two-sided exit by a spectrally positive strictly stable process. (English) Zbl 07203578 Stochastic Processes Appl. 130, No. 7, 3967-3989 (2020). MSC: 60G51 60E07 PDF BibTeX XML Cite \textit{Z. Chi}, Stochastic Processes Appl. 130, No. 7, 3967--3989 (2020; Zbl 07203578) Full Text: DOI
Chi, Zhiyi Law of the first passage triple of a spectrally positive strictly stable process. (English) Zbl 07202129 J. Theor. Probab. 33, No. 2, 715-748 (2020). MSC: 60G51 60E07 PDF BibTeX XML Cite \textit{Z. Chi}, J. Theor. Probab. 33, No. 2, 715--748 (2020; Zbl 07202129) Full Text: DOI
Fonseca-Mora, C. A. Lévy processes and infinitely divisible measures in the dual of a nuclear space. (English) Zbl 1450.60004 J. Theor. Probab. 33, No. 2, 649-691 (2020). Reviewer: Weiping Li (Stillwater) MSC: 60B11 60G51 60E07 60G20 PDF BibTeX XML Cite \textit{C. A. Fonseca-Mora}, J. Theor. Probab. 33, No. 2, 649--691 (2020; Zbl 1450.60004) Full Text: DOI
Hasebe, Takahiro; Simon, Thomas; Wang, Min Some properties of the free stable distributions. (English. French summary) Zbl 07199306 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 1, 296-325 (2020). MSC: 60E07 33E20 46L54 62E15 PDF BibTeX XML Cite \textit{T. Hasebe} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 1, 296--325 (2020; Zbl 07199306) Full Text: DOI Euclid
Grabchak, Michael On the simulation of general tempered stable Ornstein-Uhlenbeck processes. (English) Zbl 07194326 J. Stat. Comput. Simulation 90, No. 6, 1057-1081 (2020). MSC: 60E07 65C10 68U20 PDF BibTeX XML Cite \textit{M. Grabchak}, J. Stat. Comput. Simulation 90, No. 6, 1057--1081 (2020; Zbl 07194326) Full Text: DOI
Jin, Xinghu; Li, Xiang; Lu, Jianya A kernel bound for non-symmetric stable distribution and its applications. (English) Zbl 07190503 J. Math. Anal. Appl. 488, No. 2, Article ID 124063, 15 p. (2020). MSC: 60E07 60F05 60G52 60E15 PDF BibTeX XML Cite \textit{X. Jin} et al., J. Math. Anal. Appl. 488, No. 2, Article ID 124063, 15 p. (2020; Zbl 07190503) Full Text: DOI
El Machkouri, Mohamed; Jakubowski, Adam; Volný, Dalibor Stable limits for Markov chains via the principle of conditioning. (English) Zbl 1434.60070 Stochastic Processes Appl. 130, No. 4, 1853-1878 (2020). MSC: 60F05 60F17 60E07 60J05 60J35 PDF BibTeX XML Cite \textit{M. El Machkouri} et al., Stochastic Processes Appl. 130, No. 4, 1853--1878 (2020; Zbl 1434.60070) Full Text: DOI
Huillet, Thierry E. On new mechanisms leading to heavy-tailed distributions related to the ones of Yule-Simon. (English) Zbl 07187897 Indian J. Pure Appl. Math. 51, No. 1, 321-344 (2020). MSC: 60E05 60E07 60J10 PDF BibTeX XML Cite \textit{T. E. Huillet}, Indian J. Pure Appl. Math. 51, No. 1, 321--344 (2020; Zbl 07187897) Full Text: DOI
Berger, David On the integral modulus of continuity of infinitely divisible distributions, especially of stochastic integrals. (English) Zbl 1431.60019 J. Math. Anal. Appl. 486, No. 1, Article ID 123836, 15 p. (2020). MSC: 60E07 60H05 PDF BibTeX XML Cite \textit{D. Berger}, J. Math. Anal. Appl. 486, No. 1, Article ID 123836, 15 p. (2020; Zbl 1431.60019) Full Text: DOI
Kwaśnicki, Mateusz A new class of Bell-shaped functions. (English) Zbl 07176199 Trans. Am. Math. Soc. 373, No. 4, 2255-2280 (2020). MSC: 26A51 60E07 60E10 60G51 PDF BibTeX XML Cite \textit{M. Kwaśnicki}, Trans. Am. Math. Soc. 373, No. 4, 2255--2280 (2020; Zbl 07176199) Full Text: DOI
Mai, Jan-Frederik Canonical spectral representation for exchangeable max-stable sequences. (English) Zbl 07176055 Extremes 23, No. 1, 151-169 (2020). MSC: 60G09 60G70 60E07 PDF BibTeX XML Cite \textit{J.-F. Mai}, Extremes 23, No. 1, 151--169 (2020; Zbl 07176055) Full Text: DOI
Pakes, Anthony G. Self-decomposable laws from continuous branching processes. (English) Zbl 07169688 J. Theor. Probab. 33, No. 1, 361-395 (2020). Reviewer: Bastien Mallein (Paris) MSC: 60E07 60J80 44A10 60E10 62E10 PDF BibTeX XML Cite \textit{A. G. Pakes}, J. Theor. Probab. 33, No. 1, 361--395 (2020; Zbl 07169688) Full Text: DOI
Huang, Hao-Wei; Wang, Jiun-Chau Bi-free extreme values. (English) Zbl 1445.46048 J. Funct. Anal. 278, No. 6, Article ID 108392, 39 p. (2020). MSC: 46L54 60G70 60E07 PDF BibTeX XML Cite \textit{H.-W. Huang} and \textit{J.-C. Wang}, J. Funct. Anal. 278, No. 6, Article ID 108392, 39 p. (2020; Zbl 1445.46048) Full Text: DOI arXiv
Forsström, Malin Palö; Steif, Jeffrey E. A few surprising integrals. (English) Zbl 1453.60039 Stat. Probab. Lett. 157, Article ID 108635, 4 p. (2020). MSC: 60E07 60G52 PDF BibTeX XML Cite \textit{M. P. Forsström} and \textit{J. E. Steif}, Stat. Probab. Lett. 157, Article ID 108635, 4 p. (2020; Zbl 1453.60039) Full Text: DOI arXiv
Chakrabarty, Arijit; Chakraborty, Sukrit; Hazra, Rajat Subhra Regular variation and free regular infinitely divisible laws. (English) Zbl 1453.60102 Stat. Probab. Lett. 156, Article ID 108607, 11 p. (2020). MSC: 60G70 60B20 60E07 46L53 46L54 PDF BibTeX XML Cite \textit{A. Chakrabarty} et al., Stat. Probab. Lett. 156, Article ID 108607, 11 p. (2020; Zbl 1453.60102) Full Text: DOI arXiv
Vasylyk, O. I.; Hopkalo, O. M.; Kozachenko, Yu. V.; Sakhno, L. M. Some properties and estimates for \(\varphi\)-sub-Gaussian stochastic processes. (Ukrainian. English summary) Zbl 07277707 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2019, No. 4, 18-22 (2019). MSC: 60G07 60G17 60E07 60G70 PDF BibTeX XML Cite \textit{O. I. Vasylyk} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2019, No. 4, 18--22 (2019; Zbl 07277707) Full Text: DOI
Hung, Tran Loc; Kien, Phan Tri; Nhut, Nguyen Tan On asymptotic behaviors and convergence rates related to weak limiting distributions of geometric random sums. (English) Zbl 07217221 Kybernetika 55, No. 6, 961-975 (2019). MSC: 60E07 60F05 60G50 60F99 PDF BibTeX XML Cite \textit{T. L. Hung} et al., Kybernetika 55, No. 6, 961--975 (2019; Zbl 07217221) Full Text: DOI
Berg, Christian A two-parameter extension of Urbanik’s product convolution semigroup. (English) Zbl 1447.60044 Probab. Math. Stat. 39, No. 2, 441-458 (2019). MSC: 60E07 60B15 44A60 PDF BibTeX XML Cite \textit{C. Berg}, Probab. Math. Stat. 39, No. 2, 441--458 (2019; Zbl 1447.60044) Full Text: DOI
Roth, Stefan On a linear functional for infinitely divisible moving average random fields. (English) Zbl 1444.60043 Mod. Stoch., Theory Appl. 6, No. 4, 443-478 (2019). MSC: 60G60 60G51 62M09 60E07 62M05 PDF BibTeX XML Cite \textit{S. Roth}, Mod. Stoch., Theory Appl. 6, No. 4, 443--478 (2019; Zbl 1444.60043) Full Text: DOI
Mayster, Penka; Tchorbadjieff, Assen Logarithmic Lévy process directed by Poisson subordinator. (English) Zbl 07198978 Mod. Stoch., Theory Appl. 6, No. 4, 419-441 (2019). MSC: 11B73 33C05 60E07 60J75 PDF BibTeX XML Cite \textit{P. Mayster} and \textit{A. Tchorbadjieff}, Mod. Stoch., Theory Appl. 6, No. 4, 419--441 (2019; Zbl 07198978) Full Text: DOI
Jakubowski, Adam Stable limits for associated regularly varying sequences. (English) Zbl 1448.60056 Lith. Math. J. 59, No. 4, 535-544 (2019). MSC: 60F05 60E07 60F17 PDF BibTeX XML Cite \textit{A. Jakubowski}, Lith. Math. J. 59, No. 4, 535--544 (2019; Zbl 1448.60056) Full Text: DOI
Gruber, Lutz F.; Stuber, Erica F.; Wszola, Lyndsie S.; Fontaine, Joseph J. Estimating the use of public lands: integrated modeling of open populations with convolution likelihood ecological abundance regression. (English) Zbl 1435.62326 Bayesian Anal. 14, No. 4, 1173-1199 (2019). MSC: 62M10 62P10 62H30 60E07 PDF BibTeX XML Cite \textit{L. F. Gruber} et al., Bayesian Anal. 14, No. 4, 1173--1199 (2019; Zbl 1435.62326) Full Text: DOI Euclid
Kabašinskas, Audrius; Maggioni, Francesca; Šutienė, Kristina; Valakevičius, Eimutis A multistage risk-averse stochastic programming model for personal savings accrual: the evidence from Lithuania. (English) Zbl 1430.91077 Ann. Oper. Res. 279, No. 1-2, 43-70 (2019). MSC: 91G05 90C15 60E07 PDF BibTeX XML Cite \textit{A. Kabašinskas} et al., Ann. Oper. Res. 279, No. 1--2, 43--70 (2019; Zbl 1430.91077) Full Text: DOI
Lenthe, Pierre; Weissmann, Philip Completely asymmetric stable processes conditioned to avoid an interval. (English) Zbl 1427.60160 J. Appl. Probab. 56, No. 4, 1187-1197 (2019). MSC: 60J25 60E07 60J45 60G50 PDF BibTeX XML Cite \textit{P. Lenthe} and \textit{P. Weissmann}, J. Appl. Probab. 56, No. 4, 1187--1197 (2019; Zbl 1427.60160) Full Text: DOI arXiv
Arras, Benjamin; Houdré, Christian On Stein’s method for multivariate self-decomposable laws. (English) Zbl 1435.60017 Electron. J. Probab. 24, Paper No. 128, 63 p. (2019). Reviewer: Peter Kern (Düsseldorf) MSC: 60E07 60E10 60F05 PDF BibTeX XML Cite \textit{B. Arras} and \textit{C. Houdré}, Electron. J. Probab. 24, Paper No. 128, 63 p. (2019; Zbl 1435.60017) Full Text: DOI Euclid arXiv
Eisenbaum, Nathalie Decompositions of infinitely divisible nonnegative processes. (English) Zbl 1427.60034 Electron. J. Probab. 24, Paper No. 109, 25 p. (2019). MSC: 60E07 60G15 60G17 60G51 60J25 60J55 PDF BibTeX XML Cite \textit{N. Eisenbaum}, Electron. J. Probab. 24, Paper No. 109, 25 p. (2019; Zbl 1427.60034) Full Text: DOI Euclid
Qu, Yan; Dassios, Angelos; Zhao, Hongbiao Efficient simulation of Lévy-driven point processes. (English) Zbl 1427.60090 Adv. Appl. Probab. 51, No. 4, 927-966 (2019). MSC: 60G55 62E15 65C05 60E07 60G51 60J74 PDF BibTeX XML Cite \textit{Y. Qu} et al., Adv. Appl. Probab. 51, No. 4, 927--966 (2019; Zbl 1427.60090) Full Text: DOI
Korolev, Victor Yu.; Zeifman, Alexander I. Generalized negative binomial distributions as mixed geometric laws and related limit theorems. (English) Zbl 1448.60044 Lith. Math. J. 59, No. 3, 366-388 (2019). Reviewer: Andreas N. Philippou (Patras) MSC: 60E07 60F05 PDF BibTeX XML Cite \textit{V. Yu. Korolev} and \textit{A. I. Zeifman}, Lith. Math. J. 59, No. 3, 366--388 (2019; Zbl 1448.60044) Full Text: DOI
Berkes, I. Strong approximation and a central limit theorem for St. Petersburg sums. (English) Zbl 1448.60043 Stochastic Processes Appl. 129, No. 11, 4500-4509 (2019). MSC: 60E07 60F05 60F17 PDF BibTeX XML Cite \textit{I. Berkes}, Stochastic Processes Appl. 129, No. 11, 4500--4509 (2019; Zbl 1448.60043) Full Text: DOI
Lu, Kevin W. Weak subordination of multivariate Lévy processes. (Abstract of thesis). (English) Zbl 1437.60028 Bull. Aust. Math. Soc. 100, No. 3, 518-519 (2019). MSC: 60G51 60E07 60E10 62F10 60J65 60J76 62P05 PDF BibTeX XML Cite \textit{K. W. Lu}, Bull. Aust. Math. Soc. 100, No. 3, 518--519 (2019; Zbl 1437.60028) Full Text: DOI
Kremer, Dustin; Scheffler, Hans-Peter Multi operator-stable random measures and fields. (English) Zbl 07130986 Stoch. Models 35, No. 4, 429-468 (2019). MSC: 60E07 60G18 60G52 60G57 60H05 PDF BibTeX XML Cite \textit{D. Kremer} and \textit{H.-P. Scheffler}, Stoch. Models 35, No. 4, 429--468 (2019; Zbl 07130986) Full Text: DOI arXiv
Duo, Siwei; Zhang, Yanzhi Numerical approximations for the tempered fractional Laplacian: error analysis and applications. (English) Zbl 07129369 J. Sci. Comput. 81, No. 1, 569-593 (2019). MSC: 60G 60E 60G52 60G51 60E10 60E07 PDF BibTeX XML Cite \textit{S. Duo} and \textit{Y. Zhang}, J. Sci. Comput. 81, No. 1, 569--593 (2019; Zbl 07129369) Full Text: DOI
Passeggeri, Riccardo; Veraart, Almut E. D. Mixing properties of multivariate infinitely divisible random fields. (English) Zbl 07120200 J. Theor. Probab. 32, No. 4, 1845-1879 (2019). MSC: 60E07 37A25 60G60 62M40 60G10 PDF BibTeX XML Cite \textit{R. Passeggeri} and \textit{A. E. D. Veraart}, J. Theor. Probab. 32, No. 4, 1845--1879 (2019; Zbl 07120200) Full Text: DOI arXiv
Berger, David On quasi-infinitely divisible distributions with a point mass. (English) Zbl 07119609 Math. Nachr. 292, No. 8, 1674-1684 (2019). MSC: 60E07 PDF BibTeX XML Cite \textit{D. Berger}, Math. Nachr. 292, No. 8, 1674--1684 (2019; Zbl 07119609) Full Text: DOI
Grabchak, Michael Rejection sampling for tempered Lévy processes. (English) Zbl 07119338 Stat. Comput. 29, No. 3, 549-558 (2019). MSC: 60G51 60E07 PDF BibTeX XML Cite \textit{M. Grabchak}, Stat. Comput. 29, No. 3, 549--558 (2019; Zbl 07119338) Full Text: DOI
Kern, Peter; Lage, Svenja; Meerschaert, Mark M. Semi-fractional diffusion equations. (English) Zbl 1423.35400 Fract. Calc. Appl. Anal. 22, No. 2, 326-357 (2019). MSC: 35R11 60E10 60E07 60G22 60G51 60H30 82C31 PDF BibTeX XML Cite \textit{P. Kern} et al., Fract. Calc. Appl. Anal. 22, No. 2, 326--357 (2019; Zbl 1423.35400) Full Text: DOI
Nolan, John P. Stable distributions and Green’s functions for fractional diffusions. (English) Zbl 1423.35408 Fract. Calc. Appl. Anal. 22, No. 1, 128-138 (2019). MSC: 35R11 35K57 60E07 PDF BibTeX XML Cite \textit{J. P. Nolan}, Fract. Calc. Appl. Anal. 22, No. 1, 128--138 (2019; Zbl 1423.35408) Full Text: DOI
Müller, Ulrich K. Refining the central limit theorem approximation via extreme value theory. (English) Zbl 1422.60034 Stat. Probab. Lett. 155, Article ID 108564, 7 p. (2019). MSC: 60F05 60G70 60E07 PDF BibTeX XML Cite \textit{U. K. Müller}, Stat. Probab. Lett. 155, Article ID 108564, 7 p. (2019; Zbl 1422.60034) Full Text: DOI
Davydov, Youri; Paulauskas, Vygantas Remarks on random countable stable zonotopes. (English) Zbl 1422.52002 Stat. Probab. Lett. 153, 187-191 (2019). MSC: 52A22 60E07 60D05 60B05 PDF BibTeX XML Cite \textit{Y. Davydov} and \textit{V. Paulauskas}, Stat. Probab. Lett. 153, 187--191 (2019; Zbl 1422.52002) Full Text: DOI
Khartov, A. A. Compactness criteria for quasi-infinitely divisible distributions on the integers. (English) Zbl 07101659 Stat. Probab. Lett. 153, 1-6 (2019). MSC: 60E05 60E07 60E10 60F05 PDF BibTeX XML Cite \textit{A. A. Khartov}, Stat. Probab. Lett. 153, 1--6 (2019; Zbl 07101659) Full Text: DOI
Alhakim, Abbas; Molchanov, S. The density flatness phenomenon. (English) Zbl 07101657 Stat. Probab. Lett. 152, 156-161 (2019). MSC: 60E05 60E07 60E10 PDF BibTeX XML Cite \textit{A. Alhakim} and \textit{S. Molchanov}, Stat. Probab. Lett. 152, 156--161 (2019; Zbl 07101657) Full Text: DOI
Giuliano, Rita; Macci, Claudio; Pacchiarotti, Barbara Large deviations for weighted means of random vectors defined in terms of suitable Lévy processes. (English) Zbl 07101599 Stat. Probab. Lett. 150, 13-22 (2019). MSC: 60F10 60E07 PDF BibTeX XML Cite \textit{R. Giuliano} et al., Stat. Probab. Lett. 150, 13--22 (2019; Zbl 07101599) Full Text: DOI
Kremer, Dustin; Scheffler, Hans-Peter Multivariate stochastic integrals with respect to independently scattered random measures on \(\delta\)-rings. (English) Zbl 1438.60015 Publ. Math. 95, No. 1-2, 39-66 (2019). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60E07 60G57 60H05 PDF BibTeX XML Cite \textit{D. Kremer} and \textit{H.-P. Scheffler}, Publ. Math. 95, No. 1--2, 39--66 (2019; Zbl 1438.60015) Full Text: DOI arXiv
Bartoszek, Krzysztof; Domsta, Joachim; Pułka, Małgorzata Weak stability of centred quadratic stochastic operators. (English) Zbl 1418.60009 Bull. Malays. Math. Sci. Soc. (2) 42, No. 4, 1813-1830 (2019). MSC: 60E10 60E07 60F05 92D15 PDF BibTeX XML Cite \textit{K. Bartoszek} et al., Bull. Malays. Math. Sci. Soc. (2) 42, No. 4, 1813--1830 (2019; Zbl 1418.60009) Full Text: DOI
Yamamuro, Kouji Stochastic complex integrals associated with homogeneous independently scattered random measures on the line. (English) Zbl 07089246 Probab. Math. Stat. 39, No. 1, 219-236 (2019). MSC: 60E07 60H05 PDF BibTeX XML Cite \textit{K. Yamamuro}, Probab. Math. Stat. 39, No. 1, 219--236 (2019; Zbl 07089246) Full Text: DOI
Arefi, A.; Pourtaheri, R. Asymmetrically tempered stable distributions with applications to finance. (English) Zbl 1448.60042 Probab. Math. Stat. 39, No. 1, 85-98 (2019). MSC: 60E07 91B84 PDF BibTeX XML Cite \textit{A. Arefi} and \textit{R. Pourtaheri}, Probab. Math. Stat. 39, No. 1, 85--98 (2019; Zbl 1448.60042) Full Text: DOI
Tu, Eddie On association and other forms of positive dependence for Feller processes. (English) Zbl 1415.60022 J. Appl. Probab. 56, No. 2, 624-646 (2019). MSC: 60E07 60E15 60J25 60J35 60J75 PDF BibTeX XML Cite \textit{E. Tu}, J. Appl. Probab. 56, No. 2, 624--646 (2019; Zbl 1415.60022) Full Text: DOI
Puccetti, Giovanni; Rigo, Pietro; Wang, Bin; Wang, Ruodu Centers of probability measures without the mean. (English) Zbl 07081644 J. Theor. Probab. 32, No. 3, 1482-1501 (2019). MSC: 60E05 60E07 PDF BibTeX XML Cite \textit{G. Puccetti} et al., J. Theor. Probab. 32, No. 3, 1482--1501 (2019; Zbl 07081644) Full Text: DOI arXiv
Rocha-Arteaga, Alfonso; Sato, Ken-iti Topics in infinitely divisible distributions and Lévy processes. Revised edition. (English) Zbl 07076343 SpringerBriefs in Probability and Mathematical Statistics. Cham: Springer (ISBN 978-3-030-22699-2/pbk; 978-3-030-22700-5/ebook). viii, 135 p. (2019). MSC: 60-02 60E07 60Gxx PDF BibTeX XML Cite \textit{A. Rocha-Arteaga} and \textit{K.-i. Sato}, Topics in infinitely divisible distributions and Lévy processes. Revised edition. Cham: Springer (2019; Zbl 07076343) Full Text: DOI
Näf, Jeffrey; Paolella, Marc S.; Polak, Paweł Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition. (English) Zbl 1415.60021 J. Multivariate Anal. 172, 84-106 (2019). MSC: 60E07 60E10 62H12 62P05 PDF BibTeX XML Cite \textit{J. Näf} et al., J. Multivariate Anal. 172, 84--106 (2019; Zbl 1415.60021) Full Text: DOI
Glöde, Patric; Greven, Andreas; Rippl, Thomas Branching trees I: concatenation and infinite divisibility. (English) Zbl 07068783 Electron. J. Probab. 24, Paper No. 52, 55 p. (2019). MSC: 60K35 60E07 PDF BibTeX XML Cite \textit{P. Glöde} et al., Electron. J. Probab. 24, Paper No. 52, 55 p. (2019; Zbl 07068783) Full Text: DOI Euclid
Benabdallah, M.; Atia, M. J. Derivation of a double integral via convolution of Student \(t\)-densities. (English) Zbl 07067653 Ramanujan J. 49, No. 1, 75-86 (2019). MSC: 33C05 60E07 33C20 PDF BibTeX XML Cite \textit{M. Benabdallah} and \textit{M. J. Atia}, Ramanujan J. 49, No. 1, 75--86 (2019; Zbl 07067653) Full Text: DOI
Arras, Benjamin; Houdré, Christian On Stein’s method for multivariate self-decomposable laws with finite first moment. (English) Zbl 07055667 Electron. J. Probab. 24, Paper No. 29, 33 p. (2019). MSC: 60E07 60E10 60F05 PDF BibTeX XML Cite \textit{B. Arras} and \textit{C. Houdré}, Electron. J. Probab. 24, Paper No. 29, 33 p. (2019; Zbl 07055667) Full Text: DOI Euclid arXiv
Kaleta, Kamil; Sztonyk, Paweł Spatial asymptotics at infinity for heat kernels of integro-differential operators. (English) Zbl 07050826 Trans. Am. Math. Soc. 371, No. 9, 6627-6663 (2019). MSC: 47D03 60J35 35A08 60G51 60E07 35S10 PDF BibTeX XML Cite \textit{K. Kaleta} and \textit{P. Sztonyk}, Trans. Am. Math. Soc. 371, No. 9, 6627--6663 (2019; Zbl 07050826) Full Text: DOI
Krutto, Annika Empirical cumulant function based parameter estimation in stable distributions. (English) Zbl 1411.62013 Dissertationes Mathematicae Universitatis Tartuensis 126. Tartu: University of Tartu Press; Tartu: Univ. Tartu, Faculty of Science and Technology, Institute of Mathematics and Statistics (Diss.) (ISBN 978-9949-77-964-2; 978-9949-77-965-9/ebook). ix, 134 p., open access (2019). MSC: 62-02 62E10 62G05 60E07 PDF BibTeX XML Cite \textit{A. Krutto}, Empirical cumulant function based parameter estimation in stable distributions. Tartu: University of Tartu Press; Tartu: Univ. Tartu, Faculty of Science and Technology, Institute of Mathematics and Statistics (Diss.) (2019; Zbl 1411.62013) Full Text: Link Link
Arras, Benjamin; Houdré, Christian On Stein’s method for infinitely divisible laws with finite first moment. (English) Zbl 1447.60052 SpringerBriefs in Probability and Mathematical Statistics. Cham: Springer (ISBN 978-3-030-15016-7/pbk; 978-3-030-15017-4/ebook). xi, 104 p. (2019). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 60E07 60E10 62E10 62E17 PDF BibTeX XML Cite \textit{B. Arras} and \textit{C. Houdré}, On Stein's method for infinitely divisible laws with finite first moment. Cham: Springer (2019; Zbl 1447.60052) Full Text: DOI
Fan, Xiequan; Véhel, Jacques Lévy Tempered fractional multistable motion and tempered multifractional stable motion. (English) Zbl 1411.60072 ESAIM, Probab. Stat. 23, 37-67 (2019). MSC: 60G52 60G18 60G22 60G17 60E07 PDF BibTeX XML Cite \textit{X. Fan} and \textit{J. L. Véhel}, ESAIM, Probab. Stat. 23, 37--67 (2019; Zbl 1411.60072) Full Text: DOI arXiv
Xu, Lihu Approximation of stable law in Wasserstein-1 distance by Stein’s method. (English) Zbl 1448.60062 Ann. Appl. Probab. 29, No. 1, 458-504 (2019). MSC: 60F05 60E07 60G50 60G52 PDF BibTeX XML Cite \textit{L. Xu}, Ann. Appl. Probab. 29, No. 1, 458--504 (2019; Zbl 1448.60062) Full Text: DOI Euclid arXiv
Lupaşcu-Stamate, Oana; Tudor, Ciprian A. Rosenblatt Laplace motion. (English) Zbl 07037531 Mediterr. J. Math. 16, No. 1, Paper No. 15, 20 p. (2019). MSC: 60G07 60G18 60E07 PDF BibTeX XML Cite \textit{O. Lupaşcu-Stamate} and \textit{C. A. Tudor}, Mediterr. J. Math. 16, No. 1, Paper No. 15, 20 p. (2019; Zbl 07037531) Full Text: DOI
Polson, Nicholas G. Retraction: On Hilbert’s 8th problem. (English) Zbl 1406.11081 Braz. J. Probab. Stat. 33, No. 1, 1 (2019). MSC: 11M06 60E10 60E07 PDF BibTeX XML Cite \textit{N. G. Polson}, Braz. J. Probab. Stat. 33, No. 1, 1 (2019; Zbl 1406.11081) Full Text: DOI Euclid
Curato, Imma Valentina; Stelzer, Robert Weak dependence and GMM estimation of supOU and mixed moving average processes. (English) Zbl 1406.60028 Electron. J. Stat. 13, No. 1, 310-360 (2019). MSC: 60E07 60G10 60G51 60G57 62F12 PDF BibTeX XML Cite \textit{I. V. Curato} and \textit{R. Stelzer}, Electron. J. Stat. 13, No. 1, 310--360 (2019; Zbl 1406.60028) Full Text: DOI Euclid arXiv
Grabchak, M.; Molchanov, S. A. Limit theorems for random exponentials: the bounded support case. (English. Russian original) Zbl 1442.60035 Theory Probab. Appl. 63, No. 4, 634-647 (2019); translation from Teor. Veroyatn. Primen. 63, No. 4, 779-794 (2018). MSC: 60F05 60E07 60G50 62E10 PDF BibTeX XML Cite \textit{M. Grabchak} and \textit{S. A. Molchanov}, Theory Probab. Appl. 63, No. 4, 634--647 (2019; Zbl 1442.60035); translation from Teor. Veroyatn. Primen. 63, No. 4, 779--794 (2018) Full Text: DOI
Buchmann, Boris; Lu, Kevin W.; Madan, Dilip B. Weak subordination of multivariate Lévy processes and variance generalised gamma convolutions. (English) Zbl 1442.60051 Bernoulli 25, No. 1, 742-770 (2019). MSC: 60G51 60E07 60E05 PDF BibTeX XML Cite \textit{B. Buchmann} et al., Bernoulli 25, No. 1, 742--770 (2019; Zbl 1442.60051) Full Text: DOI Euclid
Meerschaert, Mark M.; Sikorskii, Alla Stochastic models for fractional calculus. 2nd revised and extended edition. (English) Zbl 07002290 De Gruyter Studies in Mathematics 43. Berlin: De Gruyter (ISBN 978-3-11-055907-1/hbk; 978-3-11-056024-4/ebook). xii, 325 p. (2019). MSC: 60-02 60G22 60J60 60E07 60F05 60H30 26A33 82C31 PDF BibTeX XML Cite \textit{M. M. Meerschaert} and \textit{A. Sikorskii}, Stochastic models for fractional calculus. 2nd revised and extended edition. Berlin: De Gruyter (2019; Zbl 07002290) Full Text: DOI
Veraart, Almut E. D. Modeling, simulation and inference for multivariate time series of counts using trawl processes. (English) Zbl 1404.60048 J. Multivariate Anal. 169, 110-129 (2019). MSC: 60G10 60G55 60E07 62M10 62P05 PDF BibTeX XML Cite \textit{A. E. D. Veraart}, J. Multivariate Anal. 169, 110--129 (2019; Zbl 1404.60048) Full Text: DOI
Kozachenko, Yu.; Ostrovsky, E.; Sirota, L. Equivalence between tails, grand Lebesgue spaces and Orlicz norms for random variables without Cramer’s condition. (English) Zbl 1449.60076 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2018, No. 4, 20-29 (2018). MSC: 60G17 60E07 60G70 PDF BibTeX XML Cite \textit{Yu. Kozachenko} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2018, No. 4, 20--29 (2018; Zbl 1449.60076)
Jedidi, Wissem; Vakeroudis, Stavros Windings of planar processes, exponential functionals and Asian options. (English) Zbl 1444.60038 Adv. Appl. Probab. 50, No. 3, 726-742 (2018). MSC: 60G51 60E07 60J65 60F05 60G40 91G80 PDF BibTeX XML Cite \textit{W. Jedidi} and \textit{S. Vakeroudis}, Adv. Appl. Probab. 50, No. 3, 726--742 (2018; Zbl 1444.60038) Full Text: DOI
Finkelshtein, Dmitri; Tkachov, Pasha Kesten’s bound for subexponential densities on the real line and its multi-dimensional analogues. (English) Zbl 1443.60012 Adv. Appl. Probab. 50, No. 2, 373-395 (2018). MSC: 60E05 60E07 60E15 62H05 35B40 PDF BibTeX XML Cite \textit{D. Finkelshtein} and \textit{P. Tkachov}, Adv. Appl. Probab. 50, No. 2, 373--395 (2018; Zbl 1443.60012) Full Text: DOI
Kumar, Arun; Nane, Erkan On the infinite divisibility of distributions of some inverse subordinators. (English) Zbl 1426.60018 Mod. Stoch., Theory Appl. 5, No. 4, 509-519 (2018). MSC: 60E07 PDF BibTeX XML Cite \textit{A. Kumar} and \textit{E. Nane}, Mod. Stoch., Theory Appl. 5, No. 4, 509--519 (2018; Zbl 1426.60018) Full Text: DOI arXiv
Lan, Guijie; Fu, Yingjie; Wei, Chunjin; Zhang, Shuwen Stationary distribution and periodic solution for stochastic predator-prey systems with Holling-type III functional response. (Chinese. English summary) Zbl 1438.92069 Acta Math. Sci., Ser. A, Chin. Ed. 38, No. 5, 984-1000 (2018). MSC: 92D25 60H10 60E07 34C25 PDF BibTeX XML Cite \textit{G. Lan} et al., Acta Math. Sci., Ser. A, Chin. Ed. 38, No. 5, 984--1000 (2018; Zbl 1438.92069)
Ostrovsky, Dmitry A review of conjectured laws of total mass of Bacry-Muzy GMC measures on the interval and circle and their applications. (English) Zbl 1416.33003 Rev. Math. Phys. 30, No. 10, Article ID 1830003, 74 p. (2018). MSC: 33B15 60E07 60E10 60G57 82B44 PDF BibTeX XML Cite \textit{D. Ostrovsky}, Rev. Math. Phys. 30, No. 10, Article ID 1830003, 74 p. (2018; Zbl 1416.33003) Full Text: DOI arXiv
Krutto, Annika Empirical cumulant function based parameter estimation in stable laws. (English) Zbl 1419.60017 Acta Comment. Univ. Tartu. Math. 22, No. 2, 311-338 (2018). MSC: 60E07 60E10 62F10 PDF BibTeX XML Cite \textit{A. Krutto}, Acta Comment. Univ. Tartu. Math. 22, No. 2, 311--338 (2018; Zbl 1419.60017) Full Text: DOI
Kozachenko , Yu. V.; Ostrovsky, E.; Sirota, L. Relations between exponential tails, moments and moment generating functions for random variables and vectors. (English) Zbl 1424.60052 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2018, No. 2, 13-30 (2018). MSC: 60G17 60E07 60G70 PDF BibTeX XML Cite \textit{Yu. V. Kozachenko} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2018, No. 2, 13--30 (2018; Zbl 1424.60052) Full Text: arXiv