Khatskevich, V. L. On the transformation of a stationary fuzzy random process by a linear dynamic system. (English. Russian original) Zbl 07907348 Autom. Remote Control 85, No. 4, 387-399 (2024); translation from Avtom. Telemekh. 2024, No. 4, 94-111 (2024). MSC: 93E03 93C42 60G10 PDFBibTeX XMLCite \textit{V. L. Khatskevich}, Autom. Remote Control 85, No. 4, 387--399 (2024; Zbl 07907348); translation from Avtom. Telemekh. 2024, No. 4, 94--111 (2024) Full Text: DOI
Angst, Jürgen; Dalmao, Federico; Poly, Guillaume A total variation version of Breuer-Major central limit theorem under \(\mathbb{D}^{1, 2}\) assumption. (English) Zbl 07905730 Electron. Commun. Probab. 29, Paper No. 13, 8 p. (2024). MSC: 60F05 60G10 60H07 PDFBibTeX XMLCite \textit{J. Angst} et al., Electron. Commun. Probab. 29, Paper No. 13, 8 p. (2024; Zbl 07905730) Full Text: DOI arXiv Link OA License
Heiny, Johannes; Parolya, Nestor Log determinant of large correlation matrices under infinite fourth moment. (English. French summary) Zbl 07904825 Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 2, 1048-1076 (2024). MSC: 60B20 60F05 60G10 60G57 60G70 PDFBibTeX XMLCite \textit{J. Heiny} and \textit{N. Parolya}, Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 2, 1048--1076 (2024; Zbl 07904825) Full Text: DOI arXiv Link
Arista, Jonas; Bisi, Elia; O’Connell, Neil Matsumoto-Yor and Dufresne type theorems for a random walk on positive definite matrices. (English. French summary) Zbl 07904820 Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 2, 923-945 (2024). MSC: 60K35 82B23 60B20 60G10 22E30 62H10 PDFBibTeX XMLCite \textit{J. Arista} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 2, 923--945 (2024; Zbl 07904820) Full Text: DOI arXiv Link
Ben-Abdellatif, Malek; Ben-Ameur, Hatem; Chérif, Rim; Rémillard, Bruno A two-factor structural model for valuing corporate securities. (English) Zbl 07903266 Rev. Deriv. Res. 27, No. 2, 203-225 (2024). MSC: 91G50 60G10 60G15 90C39 PDFBibTeX XMLCite \textit{M. Ben-Abdellatif} et al., Rev. Deriv. Res. 27, No. 2, 203--225 (2024; Zbl 07903266) Full Text: DOI
Cuny, Christophe; Dedecker, Jérôme; Merlevède, Florence Strong approximations for a class of dependent random variables with semi-exponential tails. (English) Zbl 07900847 J. Theor. Probab. 37, No. 3, 2234-2252 (2024). MSC: 60F17 60G10 60J05 60B15 PDFBibTeX XMLCite \textit{C. Cuny} et al., J. Theor. Probab. 37, No. 3, 2234--2252 (2024; Zbl 07900847) Full Text: DOI arXiv
Bai, Shuyang; Tang, He Joint sum-and-max limit for a class of long-range dependent processes with heavy tails. (English) Zbl 07900838 J. Theor. Probab. 37, No. 3, 1958-1987 (2024). MSC: 60F17 60G10 PDFBibTeX XMLCite \textit{S. Bai} and \textit{H. Tang}, J. Theor. Probab. 37, No. 3, 1958--1987 (2024; Zbl 07900838) Full Text: DOI arXiv
Grigoriu, Mircea Harmonizable nonstationary processes. (English) Zbl 07896962 SIAM/ASA J. Uncertain. Quantif. 12, 842-867 (2024). MSC: 60G10 60G12 65C05 65C10 PDFBibTeX XMLCite \textit{M. Grigoriu}, SIAM/ASA J. Uncertain. Quantif. 12, 842--867 (2024; Zbl 07896962) Full Text: DOI
Weber, Michel J. G. Decoupling inequalities and decoupling coefficients of Gaussian processes. (English) Zbl 07892647 Sankhyā, Ser. A 86, No. 2, 661-698 (2024). MSC: 60G15 60G17 60G10 60G07 PDFBibTeX XMLCite \textit{M. J. G. Weber}, Sankhyā, Ser. A 86, No. 2, 661--698 (2024; Zbl 07892647) Full Text: DOI
Tronarp, Filip; Karvonen, Toni Orthonormal expansions for translation-invariant kernels. (English) Zbl 07890199 J. Approx. Theory 302, Article ID 106055, 23 p. (2024). MSC: 65D12 46E22 33C45 60G10 PDFBibTeX XMLCite \textit{F. Tronarp} and \textit{T. Karvonen}, J. Approx. Theory 302, Article ID 106055, 23 p. (2024; Zbl 07890199) Full Text: DOI arXiv
Chen, Shengshuang; Guo, Yingxin; Zhang, Chuan Stationary distribution of a stochastic epidemic model with distributed delay under regime switching. (English) Zbl 07886681 J. Appl. Math. Comput. 70, No. 1, 789-808 (2024). MSC: 92D30 60G10 PDFBibTeX XMLCite \textit{S. Chen} et al., J. Appl. Math. Comput. 70, No. 1, 789--808 (2024; Zbl 07886681) Full Text: DOI
Yu, Yue; Tan, Yuanshun; Mu, Yu Threshold dynamics of a stochastic infectious disease model with vaccination age under saturated media coverage. (English) Zbl 07886679 J. Appl. Math. Comput. 70, No. 1, 657-688 (2024). MSC: 60G10 34F05 92B05 PDFBibTeX XMLCite \textit{Y. Yu} et al., J. Appl. Math. Comput. 70, No. 1, 657--688 (2024; Zbl 07886679) Full Text: DOI
Shi, Zhenfeng; Jiang, Daqing Unveiling measles transmission dynamics: insights from a stochastic model with nonlinear incidence. (English) Zbl 07883983 Stud. Appl. Math. 152, No. 4, 1077-1109 (2024). MSC: 92D30 60G10 60H30 PDFBibTeX XMLCite \textit{Z. Shi} and \textit{D. Jiang}, Stud. Appl. Math. 152, No. 4, 1077--1109 (2024; Zbl 07883983) Full Text: DOI
Bouzebda, Salim; Nezzal, Amel Asymptotic properties of conditional \(U\)-statistics using delta sequences. (English) Zbl 07881531 Commun. Stat., Theory Methods 53, No. 13, 4602-4657 (2024). MSC: 60F05 60G15 60G10 62G05 62G07 62H12 PDFBibTeX XMLCite \textit{S. Bouzebda} and \textit{A. Nezzal}, Commun. Stat., Theory Methods 53, No. 13, 4602--4657 (2024; Zbl 07881531) Full Text: DOI
Behme, Anita; Di Tella, Paolo; Sideris, Apostolos On moments of integrals with respect to Markov additive processes and of Markov modulated generalized Ornstein-Uhlenbeck processes. (English) Zbl 07879395 Stochastic Processes Appl. 174, Article ID 104382, 21 p. (2024). MSC: 60G10 60G51 60H10 60J27 PDFBibTeX XMLCite \textit{A. Behme} et al., Stochastic Processes Appl. 174, Article ID 104382, 21 p. (2024; Zbl 07879395) Full Text: DOI arXiv
Davydov, Youri; Tempelman, Arkady Randomized limit theorems for stationary ergodic random processes and fields. (English) Zbl 07879394 Stochastic Processes Appl. 174, Article ID 104380, 20 p. (2024). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 60G10 37A30 60F17 PDFBibTeX XMLCite \textit{Y. Davydov} and \textit{A. Tempelman}, Stochastic Processes Appl. 174, Article ID 104380, 20 p. (2024; Zbl 07879394) Full Text: DOI arXiv
Gao, Jinwu; Jia, Ruru; Noorani, Idin; Mehrdoust, Farshid Calibration of European option pricing model in uncertain environment: valuation of uncertainty implied volatility. (English) Zbl 07876198 J. Comput. Appl. Math. 447, Article ID 115890, 24 p. (2024). MSC: 91G20 60G10 PDFBibTeX XMLCite \textit{J. Gao} et al., J. Comput. Appl. Math. 447, Article ID 115890, 24 p. (2024; Zbl 07876198) Full Text: DOI
Zhang, Xiaofeng A stochastic non-autonomous chemostat model with mean-reverting Ornstein-Uhlenbeck process on the washout rate. (English) Zbl 07876096 J. Dyn. Differ. Equations 36, No. 2, 1819-1849 (2024). MSC: 92C75 60G10 60H30 PDFBibTeX XMLCite \textit{X. Zhang}, J. Dyn. Differ. Equations 36, No. 2, 1819--1849 (2024; Zbl 07876096) Full Text: DOI
Britnell, John R.; Wildon, Mark A necessary and sufficient condition for double coset lumping of Markov chains on groups with an application to the random to top shuffle. (English) Zbl 07875280 Proc. Am. Math. Soc. 152, No. 8, 3265-3274 (2024). MSC: 60B15 60J10 60G50 15A18 15B51 60G10 20P05 PDFBibTeX XMLCite \textit{J. R. Britnell} and \textit{M. Wildon}, Proc. Am. Math. Soc. 152, No. 8, 3265--3274 (2024; Zbl 07875280) Full Text: DOI arXiv
Furrer, Reinhard; Hediger, Michael On the orthogonality of zero-mean Gaussian measures: sufficiently dense sampling. (English) Zbl 07869136 Stochastic Processes Appl. 173, Article ID 104356, 12 p. (2024). MSC: 60G10 60G15 60G17 60G30 60G60 PDFBibTeX XMLCite \textit{R. Furrer} and \textit{M. Hediger}, Stochastic Processes Appl. 173, Article ID 104356, 12 p. (2024; Zbl 07869136) Full Text: DOI arXiv
Azze, Abel; D’Auria, Bernardo; García-Portugués, Eduardo Optimal exercise of American options under time-dependent Ornstein-Uhlenbeck processes. (English) Zbl 07860059 Stochastics 96, No. 1, Article ID 2325402, 26 p. (2024). MSC: 91G20 60G40 60G10 35R35 PDFBibTeX XMLCite \textit{A. Azze} et al., Stochastics 96, No. 1, Article ID 2325402, 26 p. (2024; Zbl 07860059) Full Text: DOI arXiv
Bedrossian, Jacob; Liss, Kyle Stationary measures for stochastic differential equations with degenerate damping. (English) Zbl 07859941 Probab. Theory Relat. Fields 189, No. 1-2, 101-178 (2024). MSC: 37H10 47D07 60H10 60G10 80M60 PDFBibTeX XMLCite \textit{J. Bedrossian} and \textit{K. Liss}, Probab. Theory Relat. Fields 189, No. 1--2, 101--178 (2024; Zbl 07859941) Full Text: DOI arXiv
Zhang, Xiaoshan; Zhang, Xinhong Threshold behaviors and density function of a stochastic parasite-host epidemic model with Ornstein-Uhlenbeck process. (English) Zbl 1537.92151 Appl. Math. Lett. 153, Article ID 109079, 6 p. (2024). MSC: 92D30 60G10 60H30 PDFBibTeX XMLCite \textit{X. Zhang} and \textit{X. Zhang}, Appl. Math. Lett. 153, Article ID 109079, 6 p. (2024; Zbl 1537.92151) Full Text: DOI
Tian, Yilin; Liu, Chao; Cheung, Lora Stationary distribution analysis of a stochastic SIAM epidemic model with Ornstein-Uhlenbeck process and media coverage. (English) Zbl 1537.92141 Appl. Math. Lett. 153, Article ID 109041, 7 p. (2024). MSC: 92D30 60G10 60G51 60H30 PDFBibTeX XMLCite \textit{Y. Tian} et al., Appl. Math. Lett. 153, Article ID 109041, 7 p. (2024; Zbl 1537.92141) Full Text: DOI
Liao, Tiancai Dynamical complexity driven by water temperature in a size-dependent phytoplankton-zooplankton model with environmental variability. (English) Zbl 1537.92158 Chin. J. Phys., Taipei 88, 557-583 (2024). MSC: 92D40 92D25 60G10 60H30 65C30 PDFBibTeX XMLCite \textit{T. Liao}, Chin. J. Phys., Taipei 88, 557--583 (2024; Zbl 1537.92158) Full Text: DOI
Janßen, Anja; Segers, Johan Invariance properties of limiting point processes and applications to clusters of extremes. (English) Zbl 07857756 Depend. Model. 12, Article ID 20230109, 12 p. (2024). MSC: 60G10 60G70 PDFBibTeX XMLCite \textit{A. Janßen} and \textit{J. Segers}, Depend. Model. 12, Article ID 20230109, 12 p. (2024; Zbl 07857756) Full Text: DOI arXiv OA License
Behme, Anita; Oechsler, David Invariant measures of Lévy-type operators and their associated Markov processes. (English) Zbl 07854751 Electron. J. Probab. 29, Paper No. 59, 29 p. (2024). MSC: 60G10 60J25 60J35 45B05 45D05 60G51 60H10 60H20 PDFBibTeX XMLCite \textit{A. Behme} and \textit{D. Oechsler}, Electron. J. Probab. 29, Paper No. 59, 29 p. (2024; Zbl 07854751) Full Text: DOI arXiv
Hao, Xiaohui; Xia, Yuanqing; Yang, Hongjiu; Zuo, Zhiqiang Typical motion-based modelling and tracking for vehicle targets in linear road segment. (English) Zbl 1537.93122 Int. J. Syst. Sci., Princ. Appl. Syst. Integr. 55, No. 5, 833-843 (2024). MSC: 93B12 93E03 60G10 60G15 60J20 PDFBibTeX XMLCite \textit{X. Hao} et al., Int. J. Syst. Sci., Princ. Appl. Syst. Integr. 55, No. 5, 833--843 (2024; Zbl 1537.93122) Full Text: DOI
Gabor, Uri On the failure of Ornstein theory in the finitary category. (English) Zbl 07853742 Trans. Am. Math. Soc. 377, No. 6, 3767-3777 (2024). Reviewer: Thomas B. Ward (Durham) MSC: 37A35 37A30 37A50 60G10 37B10 28D20 PDFBibTeX XMLCite \textit{U. Gabor}, Trans. Am. Math. Soc. 377, No. 6, 3767--3777 (2024; Zbl 07853742) Full Text: DOI arXiv
Lakhal, Mohammed; El Guendouz, Tarik; Taki, Regragui; El Fatini, Mohamed The threshold of a stochastic SIRS epidemic model with a general incidence. (English) Zbl 1539.92154 Bull. Malays. Math. Sci. Soc. (2) 47, No. 4, Paper No. 100, 25 p. (2024). MSC: 92D30 60H30 60G10 PDFBibTeX XMLCite \textit{M. Lakhal} et al., Bull. Malays. Math. Sci. Soc. (2) 47, No. 4, Paper No. 100, 25 p. (2024; Zbl 1539.92154) Full Text: DOI
Glavaš, Lenka; Mladenović, Pavle Extremes in incomplete samples from moving averages of random variables from the domain of attraction of the Gumbel distribution. (English) Zbl 1537.60063 Stat. Probab. Lett. 207, Article ID 110012, 6 p. (2024). MSC: 60G70 60G10 PDFBibTeX XMLCite \textit{L. Glavaš} and \textit{P. Mladenović}, Stat. Probab. Lett. 207, Article ID 110012, 6 p. (2024; Zbl 1537.60063) Full Text: DOI
Khatskevich, Vladimir L’vovich On stationary stochastic processes with fuzzy states. (Russian. English summary) Zbl 07849749 Vestn. Udmurt. Univ., Mat. Mekh. Komp’yut. Nauki 34, No. 1, 91-108 (2024). MSC: 60G10 60A86 PDFBibTeX XMLCite \textit{V. L. Khatskevich}, Vestn. Udmurt. Univ., Mat. Mekh. Komp'yut. Nauki 34, No. 1, 91--108 (2024; Zbl 07849749) Full Text: DOI MNR
Nguyen, Dung T.; Du, Nguyen H.; Nguyen, Son L. Asymptotic behavior for a stochastic behavioral change SIR model. (English) Zbl 1539.92164 J. Math. Anal. Appl. 538, No. 1, Article ID 128361, 27 p. (2024). MSC: 92D30 60G10 60H30 PDFBibTeX XMLCite \textit{D. T. Nguyen} et al., J. Math. Anal. Appl. 538, No. 1, Article ID 128361, 27 p. (2024; Zbl 1539.92164) Full Text: DOI
Bradley, Richard C. On some possible combinations of mixing rates for strictly stationary, reversible Markov chains. (English) Zbl 07845359 Rocky Mt. J. Math. 54, No. 2, 387-406 (2024). MSC: 60G10 60J10 PDFBibTeX XMLCite \textit{R. C. Bradley}, Rocky Mt. J. Math. 54, No. 2, 387--406 (2024; Zbl 07845359) Full Text: DOI arXiv Link
Lifshits, M. A.; Nikitin, S. E. Energy saving approximation of Wiener process under unilateral constraints. (English. Russian original) Zbl 07842545 Theory Probab. Appl. 69, No. 1, 59-70 (2024); translation from Teor. Veroyatn. Primen. 69, No. 1, 76-90 (2024). MSC: 60G10 60F15 60G15 PDFBibTeX XMLCite \textit{M. A. Lifshits} and \textit{S. E. Nikitin}, Theory Probab. Appl. 69, No. 1, 59--70 (2024; Zbl 07842545); translation from Teor. Veroyatn. Primen. 69, No. 1, 76--90 (2024) Full Text: DOI arXiv
Davini, Andrea Stochastic homogenization of a class of quasiconvex and possibly degenerate viscous HJ equations in 1D. (English) Zbl 1537.35035 J. Convex Anal. 31, No. 2, 477-496 (2024). MSC: 35B27 35D40 35F21 35F25 60G10 PDFBibTeX XMLCite \textit{A. Davini}, J. Convex Anal. 31, No. 2, 477--496 (2024; Zbl 1537.35035) Full Text: arXiv Link
Peligrad, Magda On the quenched CLT for stationary Markov chains. (English) Zbl 1536.60028 J. Theor. Probab. 37, No. 1, 603-622 (2024). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 60F15 60J05 60G10 PDFBibTeX XMLCite \textit{M. Peligrad}, J. Theor. Probab. 37, No. 1, 603--622 (2024; Zbl 1536.60028) Full Text: DOI arXiv
Chen, Zao-Li; Samrodnitsky, Gennady A new shape of extremal clusters for certain stationary semi-exponential processes with moderate long range dependence. (English) Zbl 07824097 Bernoulli 30, No. 2, 1105-1153 (2024). Reviewer: Ravi Sreenivasan (Mysore) MSC: 60G70 60F05 60G10 60G51 60G52 60G57 PDFBibTeX XMLCite \textit{Z.-L. Chen} and \textit{G. Samrodnitsky}, Bernoulli 30, No. 2, 1105--1153 (2024; Zbl 07824097) Full Text: DOI arXiv Link
Shi, Zhenfeng; Jiang, Daqing; Fu, Jing Stochastic dual epidemic hypothesis model with Ornstein-Uhlenbeck process: analysis and numerical simulations with SARS-CoV-2 variants. (English) Zbl 07815877 J. Math. Anal. Appl. 535, No. 2, Article ID 128232, 31 p. (2024). Reviewer: Ran Zhang (Harbin) MSC: 92D30 60G10 60H30 PDFBibTeX XMLCite \textit{Z. Shi} et al., J. Math. Anal. Appl. 535, No. 2, Article ID 128232, 31 p. (2024; Zbl 07815877) Full Text: DOI
Mau, Camille; Privault, Nicolas Mixing of linear operators under infinitely divisible measures on Banach spaces. (English) Zbl 07814097 J. Math. Anal. Appl. 535, No. 1, Article ID 128160, 26 p. (2024). Reviewer: Alexander Lindner (Ulm) MSC: 60E07 60G10 37A25 PDFBibTeX XMLCite \textit{C. Mau} and \textit{N. Privault}, J. Math. Anal. Appl. 535, No. 1, Article ID 128160, 26 p. (2024; Zbl 07814097) Full Text: DOI
Acosta, Jonathan; Vallejos, Ronny; Gómez, John Correlation integral for stationary Gaussian time series. (English) Zbl 07812667 Sankhyā, Ser. A 86, No. 1, 191-214 (2024). MSC: 62M10 62H20 60G10 PDFBibTeX XMLCite \textit{J. Acosta} et al., Sankhyā, Ser. A 86, No. 1, 191--214 (2024; Zbl 07812667) Full Text: DOI
Maini, Leonardo Asymptotic covariances for functionals of weakly stationary random fields. (English) Zbl 1532.60106 Stochastic Processes Appl. 170, Article ID 104297, 19 p. (2024). MSC: 60G60 60G10 60G12 60G15 60F05 PDFBibTeX XMLCite \textit{L. Maini}, Stochastic Processes Appl. 170, Article ID 104297, 19 p. (2024; Zbl 1532.60106) Full Text: DOI arXiv
Gatto, R. Stationary jump processes for planar directions obtained by wrapping. (English) Zbl 1532.60065 Stat. Probab. Lett. 205, Article ID 109955, 9 p. (2024). MSC: 60G10 62H11 PDFBibTeX XMLCite \textit{R. Gatto}, Stat. Probab. Lett. 205, Article ID 109955, 9 p. (2024; Zbl 1532.60065) Full Text: DOI
Emery, Xavier; Porcu, Emilio Integral representations, extension theorems and walks through dimensions under radial exponential convexity. (English) Zbl 07803436 Comput. Appl. Math. 43, No. 1, Paper No. 28, 16 p. (2024). MSC: 42A82 60G10 26E40 PDFBibTeX XMLCite \textit{X. Emery} and \textit{E. Porcu}, Comput. Appl. Math. 43, No. 1, Paper No. 28, 16 p. (2024; Zbl 07803436) Full Text: DOI
El Omari, Mohamed On the Gaussian Volterra processes with power-type kernels. (English) Zbl 1532.60066 Stoch. Models 40, No. 1, 152-165 (2024). MSC: 60G15 60G22 60G18 60G10 60G17 PDFBibTeX XMLCite \textit{M. El Omari}, Stoch. Models 40, No. 1, 152--165 (2024; Zbl 1532.60066) Full Text: DOI
Oechsler, David Lévy Langevin Monte Carlo. (English) Zbl 1529.62028 Stat. Comput. 34, No. 1, Paper No. 37, 15 p. (2024). MSC: 62-08 60G51 60H10 60G10 65C05 PDFBibTeX XMLCite \textit{D. Oechsler}, Stat. Comput. 34, No. 1, Paper No. 37, 15 p. (2024; Zbl 1529.62028) Full Text: DOI arXiv OA License
Ruf, Matthias; Schäffner, Mathias New homogenization results for convex integral functionals and their Euler-Lagrange equations. (English) Zbl 1531.49015 Calc. Var. Partial Differ. Equ. 63, No. 2, Paper No. 32, 51 p. (2024). MSC: 49J45 49J55 60G10 35J92 35J50 35J70 PDFBibTeX XMLCite \textit{M. Ruf} and \textit{M. Schäffner}, Calc. Var. Partial Differ. Equ. 63, No. 2, Paper No. 32, 51 p. (2024; Zbl 1531.49015) Full Text: DOI arXiv OA License
Neumann, Michael H. Estimation and bootstrap for stochastically monotone Markov processes. (English) Zbl 07790393 Metrika 87, No. 1, 31-59 (2024). MSC: 62G09 62M10 60G10 60J05 PDFBibTeX XMLCite \textit{M. H. Neumann}, Metrika 87, No. 1, 31--59 (2024; Zbl 07790393) Full Text: DOI OA License
Aknouche, Abdelhakim; Scotto, Manuel G. A multiplicative thinning-based integer-valued GARCH model. (English) Zbl 07786777 J. Time Ser. Anal. 45, No. 1, 4-26 (2024). MSC: 62Mxx 62M10 62M20 62F12 62P05 60G10 PDFBibTeX XMLCite \textit{A. Aknouche} and \textit{M. G. Scotto}, J. Time Ser. Anal. 45, No. 1, 4--26 (2024; Zbl 07786777) Full Text: DOI
Liu, Hui; Xiong, Yudan; Xu, Fangjun Limit theorems for functionals of long memory linear processes with infinite variance. (English) Zbl 1530.60025 Stochastic Processes Appl. 167, Article ID 104237, 23 p. (2024). Reviewer: Edward Omey (Brussel) MSC: 60F05 60G10 60E07 60E10 60K99 26A12 PDFBibTeX XMLCite \textit{H. Liu} et al., Stochastic Processes Appl. 167, Article ID 104237, 23 p. (2024; Zbl 1530.60025) Full Text: DOI arXiv
Dȩbicki, Krzysztof; Jasnovidov, Grigori Extremes of reflecting Gaussian processes on discrete grid. (English) Zbl 07782573 J. Math. Anal. Appl. 532, No. 1, Article ID 127952, 25 p. (2024). MSC: 60G15 60G70 60G10 60F05 60G22 PDFBibTeX XMLCite \textit{K. Dȩbicki} and \textit{G. Jasnovidov}, J. Math. Anal. Appl. 532, No. 1, Article ID 127952, 25 p. (2024; Zbl 07782573) Full Text: DOI arXiv
Brzeźniak, Zdzisław; Ferrario, Benedetta; Zanella, Margherita Invariant measures for a stochastic nonlinear and damped 2D Schrödinger equation. (English) Zbl 1530.35273 Nonlinearity 37, No. 1, Article ID 015001, 67 p. (2024). Reviewer: Rémi Carles (Rennes) MSC: 35Q55 35Q41 35R60 60H30 60G10 60H15 35A01 35A02 35R01 35R06 PDFBibTeX XMLCite \textit{Z. Brzeźniak} et al., Nonlinearity 37, No. 1, Article ID 015001, 67 p. (2024; Zbl 1530.35273) Full Text: DOI arXiv OA License
Bhootna, Niharika; Kumar, Arun Tempered stable autoregressive models. (English) Zbl 07772223 Commun. Stat., Theory Methods 53, No. 2, 765-785 (2024). MSC: 62F10 60G10 60G12 44A10 PDFBibTeX XMLCite \textit{N. Bhootna} and \textit{A. Kumar}, Commun. Stat., Theory Methods 53, No. 2, 765--785 (2024; Zbl 07772223) Full Text: DOI arXiv
Ferrario, Benedetta; Zanella, Margherita Uniqueness of the invariant measure and asymptotic stability for the 2D Navier-Stokes equations with multiplicative noise. (English) Zbl 1527.35203 Discrete Contin. Dyn. Syst. 44, No. 1, 228-262 (2024). MSC: 35Q30 76D05 60H30 60G10 60H15 35B40 35A01 35A02 35R60 35R06 PDFBibTeX XMLCite \textit{B. Ferrario} and \textit{M. Zanella}, Discrete Contin. Dyn. Syst. 44, No. 1, 228--262 (2024; Zbl 1527.35203) Full Text: DOI arXiv
Grahovac, Danijel; Kovtun, Anastasiia; Leonenko, Nikolai N.; Pepelyshev, Andrey Dickman type stochastic processes with short- and long- range dependence. arXiv:2408.11521 Preprint, arXiv:2408.11521 [math.PR] (2024). MSC: 60G10 BibTeX Cite \textit{D. Grahovac} et al., ``Dickman type stochastic processes with short- and long- range dependence'', Preprint, arXiv:2408.11521 [math.PR] (2024) Full Text: arXiv OA License
Ganesh, Anand; Bose, Babhrubahan; Rajagopalan, Anand On the Approximability of Stationary Processes using the ARMA Model. arXiv:2408.10610 Preprint, arXiv:2408.10610 [cs.LG] (2024). MSC: 60G10 BibTeX Cite \textit{A. Ganesh} et al., ``On the Approximability of Stationary Processes using the ARMA Model'', Preprint, arXiv:2408.10610 [cs.LG] (2024) Full Text: arXiv OA License
Piccioni, Mauro; Wesołowski, Jacek Reversible Markov kernels and involutions on product spaces. arXiv:2408.08646 Preprint, arXiv:2408.08646 [math.PR] (2024). MSC: 60J05 60G10 60E05 62E10 BibTeX Cite \textit{M. Piccioni} and \textit{J. Wesołowski}, ``Reversible Markov kernels and involutions on product spaces'', Preprint, arXiv:2408.08646 [math.PR] (2024) Full Text: arXiv OA License
Hille, Sander C.; Horbacz, Katarzyna; Oppelmayer, Hanna; Szarek, Tomasz Proximality, stability, and central limit theorem for random maps on an interval. arXiv:2408.07398 Preprint, arXiv:2408.07398 [math.DS] (2024). MSC: 37A50 37A25 60F05 60G52 60G53 60G10 BibTeX Cite \textit{S. C. Hille} et al., ``Proximality, stability, and central limit theorem for random maps on an interval'', Preprint, arXiv:2408.07398 [math.DS] (2024) Full Text: arXiv OA License
Martinez-Rodriguez, Carlos Renewal and Regenerative Processes: short review. arXiv:2408.01012 Preprint, arXiv:2408.01012 [math.PR] (2024). MSC: 60J10 60K05 60K20 60G10 90B22 BibTeX Cite \textit{C. Martinez-Rodriguez}, ``Renewal and Regenerative Processes: short review'', Preprint, arXiv:2408.01012 [math.PR] (2024) Full Text: arXiv OA License
Burdak, Zbigniew; Kosiek, Marek; Pagacz, Patryk; Słociński, Marek An operator theory approach to the evanescent part of a two-parametric weak-stationary stochastic process. arXiv:2407.17970 Preprint, arXiv:2407.17970 [math.PR] (2024). MSC: 47B20 47A13 60G10 60G25 BibTeX Cite \textit{Z. Burdak} et al., ``An operator theory approach to the evanescent part of a two-parametric weak-stationary stochastic process'', Preprint, arXiv:2407.17970 [math.PR] (2024) Full Text: arXiv OA License
Kühnert, Sebastian; Rice, Gregory; Aue, Alexander Estimating invertible processes in Hilbert spaces, with applications to functional ARMA processes. arXiv:2407.12221 Preprint, arXiv:2407.12221 [math.ST] (2024). MSC: 47B38 60G10 62F12 BibTeX Cite \textit{S. Kühnert} et al., ``Estimating invertible processes in Hilbert spaces, with applications to functional ARMA processes'', Preprint, arXiv:2407.12221 [math.ST] (2024) Full Text: arXiv OA License
Thomas, Andrew M. Convergence of persistence diagrams for discrete time stationary processes. arXiv:2407.07326 Preprint, arXiv:2407.07326 [math.PR] (2024). MSC: 60G10 55N31 60F05 60F15 BibTeX Cite \textit{A. M. Thomas}, ``Convergence of persistence diagrams for discrete time stationary processes'', Preprint, arXiv:2407.07326 [math.PR] (2024) Full Text: arXiv OA License
Behme, Anita Volatility modeling in a Markovian environment: Two Ornstein-Uhlenbeck-related approaches. arXiv:2407.05866 Preprint, arXiv:2407.05866 [q-fin.PR] (2024). MSC: 60G10 60G51 60J28 BibTeX Cite \textit{A. Behme}, ``Volatility modeling in a Markovian environment: Two Ornstein-Uhlenbeck-related approaches'', Preprint, arXiv:2407.05866 [q-fin.PR] (2024) Full Text: arXiv OA License
Brzeźniak, Zdzisław; Ferrario, Benedetta; Maurelli, Mario; Zanella, Margherita Global well posedness and ergodic results in regular Sobolev spaces for the nonlinear Schrödinger equation with multiplicative noise and arbitrary power of the nonlinearity. arXiv:2406.19214 Preprint, arXiv:2406.19214 [math.PR] (2024). MSC: 35Q55 35R60 60H30 60G10 60H15 BibTeX Cite \textit{Z. Brzeźniak} et al., ``Global well posedness and ergodic results in regular Sobolev spaces for the nonlinear Schrödinger equation with multiplicative noise and arbitrary power of the nonlinearity'', Preprint, arXiv:2406.19214 [math.PR] (2024) Full Text: arXiv OA License
Azaïs, Jean-Marc; Dalmao, Federico; De Castro, Yohann Second Maximum of a Gaussian Random Field and Exact (t-)Spacing test. arXiv:2406.18397 Preprint, arXiv:2406.18397 [math.ST] (2024). MSC: 62E15 62F03 60G15 62H10 62H15 60E05 60G10 62J05 94A08 BibTeX Cite \textit{J.-M. Azaïs} et al., ``Second Maximum of a Gaussian Random Field and Exact (t-)Spacing test'', Preprint, arXiv:2406.18397 [math.ST] (2024) Full Text: arXiv OA License
Moklyachuk, Mikhail Minimax-robust estimation problems for stationary stochastic sequences. arXiv:2406.17917 Preprint, arXiv:2406.17917 [math.ST] (2024). MSC: 60G10 60G25 60G35 62M20 62P20 93E10 93E11 BibTeX Cite \textit{M. Moklyachuk}, ``Minimax-robust estimation problems for stationary stochastic sequences'', Preprint, arXiv:2406.17917 [math.ST] (2024) Full Text: DOI arXiv OA License
Luz, Maksym; Moklyachuk, Mikhail Filtering Problem for Functionals of Stationary Sequences. arXiv:2406.15975 Preprint, arXiv:2406.15975 [math.ST] (2024). MSC: 60G10 60G25 60G35 62M20 93E10 93E11 BibTeX Cite \textit{M. Luz} and \textit{M. Moklyachuk}, ``Filtering Problem for Functionals of Stationary Sequences'', Preprint, arXiv:2406.15975 [math.ST] (2024) Full Text: DOI arXiv OA License
Eldar, Amitay; Waknin, Keren Mor; Davenport, Samuel; Bendory, Tamir; Schwartzman, Armin; Shkolnisky, Yoel Object detection under the linear subspace model with application to cryo-EM images. arXiv:2405.00364 Preprint, arXiv:2405.00364 [math.ST] (2024). MSC: 60G15 60G10 60G35 62M20 62M40 BibTeX Cite \textit{A. Eldar} et al., ``Object detection under the linear subspace model with application to cryo-EM images'', Preprint, arXiv:2405.00364 [math.ST] (2024) Full Text: arXiv OA License
Kosygina, Elena; Yilmaz, Atilla Homogenization of nonconvex viscous Hamilton-Jacobi equations in stationary ergodic media in one dimension. arXiv:2403.15963 Preprint, arXiv:2403.15963 [math.AP] (2024). MSC: 35B27 35F21 60G10 BibTeX Cite \textit{E. Kosygina} and \textit{A. Yilmaz}, ``Homogenization of nonconvex viscous Hamilton-Jacobi equations in stationary ergodic media in one dimension'', Preprint, arXiv:2403.15963 [math.AP] (2024) Full Text: arXiv OA License
Dang, Duc Trong; Hoang, Van Ha; Thai, Phuc Hung Nonparametric density estimation for stationary processes under multiplicative measurement errors. arXiv:2403.13410 Preprint, arXiv:2403.13410 [math.ST] (2024). MSC: 62G05 62G07 60G10 62G20 BibTeX Cite \textit{D. T. Dang} et al., ``Nonparametric density estimation for stationary processes under multiplicative measurement errors'', Preprint, arXiv:2403.13410 [math.ST] (2024) Full Text: arXiv OA License
Baccelli, François; Choudhury, Bharath Roy Genealogies of records of stochastic processes with stationary increments as unimodular trees. arXiv:2403.05657 Preprint, arXiv:2403.05657 [math.PR] (2024). MSC: 60G10 60C05 60J80 05C80 BibTeX Cite \textit{F. Baccelli} and \textit{B. R. Choudhury}, ``Genealogies of records of stochastic processes with stationary increments as unimodular trees'', Preprint, arXiv:2403.05657 [math.PR] (2024) Full Text: arXiv OA License
Vysotsky, Vladislav Stationary switching random walks. arXiv:2403.04620 Preprint, arXiv:2403.04620 [math.PR] (2024). MSC: 60J10 60G51 60G10 37A50 60G40 BibTeX Cite \textit{V. Vysotsky}, ``Stationary switching random walks'', Preprint, arXiv:2403.04620 [math.PR] (2024) Full Text: arXiv OA License
Mijatovic, Aleksandar; Vysotsky, Vladislav Stationary entrance chains and applications to random walks. arXiv:2403.00619 Preprint, arXiv:2403.00619 [math.PR] (2024). MSC: 60J10 60G50 37A50 60J55 60G10 60G40 60F05 28D05 BibTeX Cite \textit{A. Mijatovic} and \textit{V. Vysotsky}, ``Stationary entrance chains and applications to random walks'', Preprint, arXiv:2403.00619 [math.PR] (2024) Full Text: arXiv OA License
Leonenko, N. N.; Ruiz-Medina, M. D. High-level moving excursions for spatiotemporal Gaussian random fields with long range dependence. arXiv:2402.09003 Preprint, arXiv:2402.09003 [math.PR] (2024). MSC: 60G10 60G12 60G18 60G20 60G22 60G60 60G60 BibTeX Cite \textit{N. N. Leonenko} and \textit{M. D. Ruiz-Medina}, ``High-level moving excursions for spatiotemporal Gaussian random fields with long range dependence'', Preprint, arXiv:2402.09003 [math.PR] (2024) Full Text: arXiv OA License
Ovalle-Muñoz, Diana P.; Ruiz-Medina, M. Dolores Manifold functional multiple regression model with LRD error term. arXiv:2402.08569 Preprint, arXiv:2402.08569 [math.ST] (2024). MSC: 60G10 60G12 60G18 60G20 60G22 60G60 BibTeX Cite \textit{D. P. Ovalle-Muñoz} and \textit{M. D. Ruiz-Medina}, ``Manifold functional multiple regression model with LRD error term'', Preprint, arXiv:2402.08569 [math.ST] (2024) Full Text: arXiv OA License
Luz, Maksym; Moklyachuk, Mikhail Filtering of stochastic processes having periodically correlated increments. arXiv:2402.06396 Preprint, arXiv:2402.06396 [math.ST] (2024). MSC: 60G10 60G25 60G35 62M20 62P20 93E10 93E11 BibTeX Cite \textit{M. Luz} and \textit{M. Moklyachuk}, ``Filtering of stochastic processes having periodically correlated increments'', Preprint, arXiv:2402.06396 [math.ST] (2024) Full Text: arXiv OA License
Pagès, Gilles Volterra equations with affine drift: looking for stationarity. arXiv:2401.15021 Preprint, arXiv:2401.15021 [math.PR] (2024). MSC: 60H10 60G10 91B70 91B24 45D05 BibTeX Cite \textit{G. Pagès}, ``Volterra equations with affine drift: looking for stationarity'', Preprint, arXiv:2401.15021 [math.PR] (2024) Full Text: arXiv OA License
Brofferio, Sara; Oppelmayer, Hanna; Szarek, Tomasz Unique ergodicity for random noninvertible maps on an interval. arXiv:2401.12361 Preprint, arXiv:2401.12361 [math.DS] (2024). MSC: 37E05 60G10 37A50 28D20 BibTeX Cite \textit{S. Brofferio} et al., ``Unique ergodicity for random noninvertible maps on an interval'', Preprint, arXiv:2401.12361 [math.DS] (2024) Full Text: arXiv OA License
Voutilainen, Marko One-to-one correspondences between discrete multivariate stationary, self-similar and stationary increment fields. arXiv:2401.09909 Preprint, arXiv:2401.09909 [math.PR] (2024). MSC: 60G60 60G10 60G18 BibTeX Cite \textit{M. Voutilainen}, ``One-to-one correspondences between discrete multivariate stationary, self-similar and stationary increment fields'', Preprint, arXiv:2401.09909 [math.PR] (2024) Full Text: arXiv OA License
Almani, Hamidreza Maleki; Sottinen, Tommi Parameter Estimation for multi-mixed Fractional Ornstein–Uhlenbeck Processes by Generalized Method of Moments. arXiv:2401.05114 Preprint, arXiv:2401.05114 [math.ST] (2024). MSC: 60G10 60G15 60G22 62M09 BibTeX Cite \textit{H. M. Almani} and \textit{T. Sottinen}, ``Parameter Estimation for multi-mixed Fractional Ornstein--Uhlenbeck Processes by Generalized Method of Moments'', Preprint, arXiv:2401.05114 [math.ST] (2024) Full Text: arXiv OA License
Bengtsson, Henrik; Podgorski, Krzysztof The Slepian model based independent interval approximation of persistency and zero-level exceedance distributions. arXiv:2401.01805 Preprint, arXiv:2401.01805 [math.PR] (2024). MSC: 60G10 60G15 60G55 60G70 BibTeX Cite \textit{H. Bengtsson} and \textit{K. Podgorski}, ``The Slepian model based independent interval approximation of persistency and zero-level exceedance distributions'', Preprint, arXiv:2401.01805 [math.PR] (2024) Full Text: arXiv OA License
Kachurovskii, Alexander Grigoryevich; Podvigin, Ivan Viktorovich; Todikov, Vladislav Eduardovich Uniform convergence on subspaces in von Neumann’s ergodic theorem with continuous time. (English) Zbl 07896765 Sib. Èlektron. Mat. Izv. 20, No. 1, 183-206 (2023). MSC: 37A30 37A10 47A35 60G10 PDFBibTeX XMLCite \textit{A. G. Kachurovskii} et al., Sib. Èlektron. Mat. Izv. 20, No. 1, 183--206 (2023; Zbl 07896765) Full Text: DOI arXiv MNR
Piterbarg, V. I. Asymptotic behavior of point processes of exceeding the high levels of Gaussian stationary sequence. (English. Russian original) Zbl 1539.60041 Mosc. Univ. Math. Bull. 78, No. 6, 291-297 (2023); translation from Vestn. Mosk. Univ., Ser. I 78, No. 6, 36-42 (2023). MSC: 60G15 60F05 60E07 60G10 PDFBibTeX XMLCite \textit{V. I. Piterbarg}, Mosc. Univ. Math. Bull. 78, No. 6, 291--297 (2023; Zbl 1539.60041); translation from Vestn. Mosk. Univ., Ser. I 78, No. 6, 36--42 (2023) Full Text: DOI
Gatto, R. Stationary jump and diffusion processes for planar directions obtained by wrapping. (English) Zbl 1537.60106 Markov Process. Relat. Fields 29, No. 3, 403-433 (2023). MSC: 60J60 60G10 60G51 60G55 62H11 PDFBibTeX XMLCite \textit{R. Gatto}, Markov Process. Relat. Fields 29, No. 3, 403--433 (2023; Zbl 1537.60106) Full Text: Link
Araya, Héctor; Garzón, Johanna; Rubilar-Torrealba, Rolando Gamma mixed fractional Lévy Ornstein-Uhlenbeck process. (English) Zbl 07840105 Mod. Stoch., Theory Appl. 11, No. 1, 63-83 (2023). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 60G10 60G17 60H05 60H30 PDFBibTeX XMLCite \textit{H. Araya} et al., Mod. Stoch., Theory Appl. 11, No. 1, 63--83 (2023; Zbl 07840105) Full Text: DOI arXiv
Nzokem, A. H.; Montshiwa, V. T. The Ornstein-Uhlenbeck process and variance gamma process: parameter estimation and simulations. (English) Zbl 07829891 Thai J. Math., Spec. Iss: Annual Meeting in Mathematics 2022, 160-168 (2023). MSC: 62M05 91G30 60G10 PDFBibTeX XMLCite \textit{A. H. Nzokem} and \textit{V. T. Montshiwa}, Thai J. Math., 160--168 (2023; Zbl 07829891) Full Text: Link
Hong, Jyy-I; Najnudel, Joseph; Rao, Siang-Mao; Yen, Ju-Yi Random apportionment: a stochastic solution to the Balinski-Young impossibility. (English) Zbl 1533.91173 Methodol. Comput. Appl. Probab. 25, No. 4, Paper No. 91, 11 p. (2023). MSC: 91B12 60G10 60E05 PDFBibTeX XMLCite \textit{J.-I Hong} et al., Methodol. Comput. Appl. Probab. 25, No. 4, Paper No. 91, 11 p. (2023; Zbl 1533.91173) Full Text: DOI
Khaleghi, Azadeh; Lugosi, Gabor Inferring the mixing properties of a stationary ergodic process from a single sample-path. (English) Zbl 07821960 IEEE Trans. Inf. Theory 69, No. 6, 4014-4026 (2023). MSC: 62G05 62G10 60G10 62G20 PDFBibTeX XMLCite \textit{A. Khaleghi} and \textit{G. Lugosi}, IEEE Trans. Inf. Theory 69, No. 6, 4014--4026 (2023; Zbl 07821960) Full Text: DOI
Tamir, Ran Entropy rate bounds of integer-valued processes via second-order statistics. (English) Zbl 07820117 IEEE Trans. Inf. Theory 69, No. 4, 2120-2134 (2023). MSC: 60G10 94A17 60E15 62M05 PDFBibTeX XMLCite \textit{R. Tamir}, IEEE Trans. Inf. Theory 69, No. 4, 2120--2134 (2023; Zbl 07820117) Full Text: DOI
Lehrer, Ehud; Shaiderman, Dimitry Repeated games with incomplete information over predictable systems. (English) Zbl 1534.91030 Math. Oper. Res. 48, No. 2, 834-864 (2023). MSC: 91A20 91A10 91A27 60G10 PDFBibTeX XMLCite \textit{E. Lehrer} and \textit{D. Shaiderman}, Math. Oper. Res. 48, No. 2, 834--864 (2023; Zbl 1534.91030) Full Text: DOI
Gerstenberg, Julian; Neininger, Ralph; Spiegel, Denis On solutions of the distributional Bellman equation. (English) Zbl 1534.65020 Electron. Res. Arch. 31, No. 8, 4459-4483 (2023). MSC: 65C30 65Q10 65C40 68Q32 60G10 60H25 PDFBibTeX XMLCite \textit{J. Gerstenberg} et al., Electron. Res. Arch. 31, No. 8, 4459--4483 (2023; Zbl 1534.65020) Full Text: DOI arXiv OA License
Ning, Zi-jun; Tan, Zhong-quan The asymptotic relation between the first crossing point and the last exit time of Gaussian order statistics sequences. (English) Zbl 07803424 Appl. Math., Ser. B (Engl. Ed.) 38, No. 4, 545-561 (2023). MSC: 60G70 60F05 60G10 62G30 PDFBibTeX XMLCite \textit{Z.-j. Ning} and \textit{Z.-q. Tan}, Appl. Math., Ser. B (Engl. Ed.) 38, No. 4, 545--561 (2023; Zbl 07803424) Full Text: DOI arXiv
Badreau, Marie; Proïa, Frédéric Consistency and asymptotic normality in a class of nearly unstable processes. (English) Zbl 07800325 Stat. Inference Stoch. Process. 26, No. 3, 619-641 (2023). MSC: 62M10 62F12 60G52 60G10 60G42 PDFBibTeX XMLCite \textit{M. Badreau} and \textit{F. Proïa}, Stat. Inference Stoch. Process. 26, No. 3, 619--641 (2023; Zbl 07800325) Full Text: DOI arXiv
Dehling, Herold; Giraudo, Davide; Schmidt, Sara K. U-statistics of local sample moments under weak dependence. (English) Zbl 1535.60040 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1511-1535 (2023). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60F05 60G10 PDFBibTeX XMLCite \textit{H. Dehling} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1511--1535 (2023; Zbl 1535.60040) Full Text: arXiv Link
González Casanova, Adrián; Peñaloza, Lizbeth; Siri-Jégousse, Arno Seed bank Cannings graphs: how dormancy smoothes random genetic drift. (English) Zbl 1532.92062 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1165-1186 (2023). MSC: 92D10 60F05 60G10 PDFBibTeX XMLCite \textit{A. González Casanova} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1165--1186 (2023; Zbl 1532.92062) Full Text: arXiv Link
Friesen, Martin; Jin, Peng; Kremer, Jonas; Rüdiger, Barbara Exponential ergodicity for stochastic equations of nonnegative processes with jumps. (English) Zbl 1536.60084 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 593-627 (2023). Reviewer: Bastien Mallein (Toulouse) MSC: 60J80 60J25 60G10 60F17 60H20 PDFBibTeX XMLCite \textit{M. Friesen} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 593--627 (2023; Zbl 1536.60084) Full Text: arXiv Link
Foss, Sergey; Konstantopoulos, Takis; Mallein, Bastien; Ramassamy, Sanjay Estimation of the last passage percolation constant in a charged complete directed acyclic graph via perfect simulation. (English) Zbl 07799661 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 547-560 (2023). MSC: 82M31 60K15 60G10 05C80 PDFBibTeX XMLCite \textit{S. Foss} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 547--560 (2023; Zbl 07799661) Full Text: arXiv Link
Golichenko, I. I.; Moklyachuk, M. P. Filtering problem for periodically correlated stochastic sequences with missing observations. (English) Zbl 07799323 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2023, No. 2, 30 - 43 (2023). MSC: 62M20 60G10 62C20 93E10 93E11 PDFBibTeX XMLCite \textit{I. I. Golichenko} and \textit{M. P. Moklyachuk}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2023, No. 2, 30 - 43 (2023; Zbl 07799323) Full Text: DOI arXiv OA License
Cristadoro, Giampaolo; Degli Esposti, Mirko; Jakšić, Vojkan; Raquépas, Renaud On a waiting-time result of Kontoyiannis: mixing or decoupling? (English) Zbl 07796470 Stochastic Processes Appl. 166, Article ID 104222, 22 p. (2023). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 37A50 37A30 37A25 37H12 37B20 37B10 60G10 PDFBibTeX XMLCite \textit{G. Cristadoro} et al., Stochastic Processes Appl. 166, Article ID 104222, 22 p. (2023; Zbl 07796470) Full Text: DOI arXiv
Fraiman, Nicolas; Lin, Tzu-Chi; Olvera-Cravioto, Mariana Stochastic recursions on directed random graphs. (English) Zbl 07796462 Stochastic Processes Appl. 166, Article ID 104055, 34 p. (2023). Reviewer: Wasiur Rahman Khuda Bukhsh (Nottingham) MSC: 60G10 05C80 60J05 60J85 PDFBibTeX XMLCite \textit{N. Fraiman} et al., Stochastic Processes Appl. 166, Article ID 104055, 34 p. (2023; Zbl 07796462) Full Text: DOI arXiv