Berber, Stevan Singularity properties of the entropy in an enclosed system characterized by accumulated noise stochastic processes. (English) Zbl 07912554 Commun. Nonlinear Sci. Numer. Simul. 139, Article ID 108256, 14 p. (2024). MSC: 94A17 94A15 60G10 60G15 PDFBibTeX XMLCite \textit{S. Berber}, Commun. Nonlinear Sci. Numer. Simul. 139, Article ID 108256, 14 p. (2024; Zbl 07912554) Full Text: DOI
Jorgensen, Palle E. T.; Tian, James Operator-valued Gaussian processes and their covariance kernels. (English) Zbl 07909542 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 27, No. 2, Article ID 2350020, 19 p. (2024). MSC: 46L53 60G15 81S25 PDFBibTeX XMLCite \textit{P. E. T. Jorgensen} and \textit{J. Tian}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 27, No. 2, Article ID 2350020, 19 p. (2024; Zbl 07909542) Full Text: DOI
Dorogovtsev, A. A.; Salhi, Naoufel Refinements of asymptotics at zero of Brownian self-intersection local times. (English) Zbl 07909541 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 27, No. 2, Article ID 2350018, 24 p. (2024). MSC: 60G15 60H05 60H40 60J55 PDFBibTeX XMLCite \textit{A. A. Dorogovtsev} and \textit{N. Salhi}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 27, No. 2, Article ID 2350018, 24 p. (2024; Zbl 07909541) Full Text: DOI arXiv
Ievlev, Pavel Parisian ruin with power-asymmetric variance near the optimal point with application to many-inputs proportional reinsurance. (English) Zbl 07904963 Stoch. Models 40, No. 3, 518-535 (2024). MSC: 60G15 60G22 60G70 PDFBibTeX XMLCite \textit{P. Ievlev}, Stoch. Models 40, No. 3, 518--535 (2024; Zbl 07904963) Full Text: DOI arXiv OA License
Lacoin, Hubert Critical Gaussian multiplicative chaos for singular measures. (English) Zbl 07904800 Stochastic Processes Appl. 175, Article ID 104388, 25 p. (2024). MSC: 37-XX 60G15 82B99 PDFBibTeX XMLCite \textit{H. Lacoin}, Stochastic Processes Appl. 175, Article ID 104388, 25 p. (2024; Zbl 07904800) Full Text: DOI arXiv
Nguyen, Nhan D. V. The number of real zeros of elliptic polynomials. (English) Zbl 07904043 Electron. J. Probab. 29, Paper No. 81, 49 p. (2024). MSC: 60G15 60G50 60F05 41A60 PDFBibTeX XMLCite \textit{N. D. V. Nguyen}, Electron. J. Probab. 29, Paper No. 81, 49 p. (2024; Zbl 07904043) Full Text: DOI arXiv Link OA License
Erhard, Dirk; Franco, Tertuliano; Xu, Tiecheng Nonequilibrium joint fluctuations for current and occupation time in the symmetric exclusion process. (English) Zbl 07904038 Electron. J. Probab. 29, Paper No. 76, 53 p. (2024). MSC: 82C22 60F05 60G15 PDFBibTeX XMLCite \textit{D. Erhard} et al., Electron. J. Probab. 29, Paper No. 76, 53 p. (2024; Zbl 07904038) Full Text: DOI arXiv Link OA License
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
Lee, Yong Hoon; Choi, Jae Gil Fourier-Feynman transforms of cylinder functionals combining Gaussian paths on Wiener space. (English) Zbl 07901586 Integral Transforms Spec. Funct. 35, No. 10, 497-507 (2024). MSC: 28C20 42B10 60G15 46G12 60J65 PDFBibTeX XMLCite \textit{Y. H. Lee} and \textit{J. G. Choi}, Integral Transforms Spec. Funct. 35, No. 10, 497--507 (2024; Zbl 07901586) Full Text: DOI
Jacquier, Antoine; Oumgari, Mugad Interest rate convexity in a Gaussian framework. (English) Zbl 07900972 Quant. Finance 24, No. 6, 677-689 (2024). MSC: 91Gxx 60G15 60G22 91G30 91G80 PDFBibTeX XMLCite \textit{A. Jacquier} and \textit{M. Oumgari}, Quant. Finance 24, No. 6, 677--689 (2024; Zbl 07900972) Full Text: DOI arXiv OA License
Yuan, Weijie; Chen, Zhenlong Hausdorff measure and uniform dimension for space-time anisotropic Gaussian random fields. (English) Zbl 07900850 J. Theor. Probab. 37, No. 3, 2304-2329 (2024). MSC: 60G15 60G17 60G60 PDFBibTeX XMLCite \textit{W. Yuan} and \textit{Z. Chen}, J. Theor. Probab. 37, No. 3, 2304--2329 (2024; Zbl 07900850) Full Text: DOI
Popivoda, Goran; Stamatović, Siniša Sojourn times of Gaussian processes with random parameters. (English) Zbl 07900840 J. Theor. Probab. 37, No. 3, 2023-2053 (2024). MSC: 60G15 60G60 PDFBibTeX XMLCite \textit{G. Popivoda} and \textit{S. Stamatović}, J. Theor. Probab. 37, No. 3, 2023--2053 (2024; Zbl 07900840) Full Text: DOI
Drewitz, Alexander; Gallo, Gioele; Prévost, Alexis Generating Galton-Watson trees using random walks and percolation for the Gaussian free field. (English) Zbl 07900400 Ann. Appl. Probab. 34, No. 3, 2844-2884 (2024). MSC: 60K35 60G15 60G60 82B43 PDFBibTeX XMLCite \textit{A. Drewitz} et al., Ann. Appl. Probab. 34, No. 3, 2844--2884 (2024; Zbl 07900400) Full Text: DOI arXiv Link
Piterbarg, V. I. High excursion probabilities for Gaussian fields on smooth manifolds. (English. Russian original) Zbl 07898582 Theory Probab. Appl. 69, No. 2, 294-312 (2024); translation from Teor. Veroyatn. Primen. 69, No. 1, 369-392 (2024). MSC: 60G15 60G60 60G70 PDFBibTeX XMLCite \textit{V. I. Piterbarg}, Theory Probab. Appl. 69, No. 2, 294--312 (2024; Zbl 07898582); translation from Teor. Veroyatn. Primen. 69, No. 1, 369--392 (2024) Full Text: DOI arXiv
Xie, Lin; Ni, Wenqing; Zheng, Shuicao; Lei, Guowei The existence and smoothness of self-intersection local time for a class of Gaussian processes. (English) Zbl 07898565 Stat. Probab. Lett. 213, Article ID 110190, 10 p. (2024). MSC: 60G15 60G18 PDFBibTeX XMLCite \textit{L. Xie} et al., Stat. Probab. Lett. 213, Article ID 110190, 10 p. (2024; Zbl 07898565) Full Text: DOI
Yang, Lijian Exact quantiles of Gaussian process extremes. (English) Zbl 07898557 Stat. Probab. Lett. 213, Article ID 110173, 6 p. (2024). MSC: 60G15 60G70 62G08 PDFBibTeX XMLCite \textit{L. Yang}, Stat. Probab. Lett. 213, Article ID 110173, 6 p. (2024; Zbl 07898557) Full Text: DOI
Prakasa Rao, B. L. S. Nonparametric estimation of trend for SDEs driven by a Gaussian process. (English) Zbl 07897844 Commun. Stat., Theory Methods 53, No. 17, 6152-6159 (2024). MSC: 62G05 62M09 60G15 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Commun. Stat., Theory Methods 53, No. 17, 6152--6159 (2024; Zbl 07897844) Full Text: DOI
Mohammadi, Hossein; Challenor, Peter; Goodfellow, Marc Emulating complex dynamical simulators with random Fourier features. (English) Zbl 07896960 SIAM/ASA J. Uncertain. Quantif. 12, 788-811 (2024). MSC: 62G08 37M10 60G15 62D99 62M20 PDFBibTeX XMLCite \textit{H. Mohammadi} et al., SIAM/ASA J. Uncertain. Quantif. 12, 788--811 (2024; Zbl 07896960) Full Text: DOI arXiv
Hanke, Martin Stochastic modeling of stationary scalar Gaussian processes in continuous time from autocorrelation data. (English) Zbl 07896659 Adv. Comput. Math. 50, No. 4, Paper No. 60, 26 p. (2024). MSC: 65C99 60G15 PDFBibTeX XMLCite \textit{M. Hanke}, Adv. Comput. Math. 50, No. 4, Paper No. 60, 26 p. (2024; Zbl 07896659) Full Text: DOI OA License
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
Bai, Tianming; Teckentrup, Aretha L.; Zygalakis, Konstantinos C. Gaussian processes for Bayesian inverse problems associated with linear partial differential equations. (English) Zbl 07889765 Stat. Comput. 34, No. 4, Paper No. 139, 25 p. (2024). MSC: 62-08 62F15 60G15 60H15 65C40 PDFBibTeX XMLCite \textit{T. Bai} et al., Stat. Comput. 34, No. 4, Paper No. 139, 25 p. (2024; Zbl 07889765) Full Text: DOI arXiv OA License
Bauerschmidt, Roland; Park, Jiwoon; Rodriguez, Pierre-François The discrete Gaussian model. II: Infinite-volume scaling limit at high temperature. (English) Zbl 07889240 Ann. Probab. 52, No. 4, 1360-1398 (2024). MSC: 82B20 82B28 60G15 60K35 PDFBibTeX XMLCite \textit{R. Bauerschmidt} et al., Ann. Probab. 52, No. 4, 1360--1398 (2024; Zbl 07889240) Full Text: DOI arXiv Link
Bauerschmidt, Roland; Park, Jiwoon; Rodriguez, Pierre-François The discrete Gaussian model. I: Renormalisation group flow at high temperature. (English) Zbl 07889239 Ann. Probab. 52, No. 4, 1253-1359 (2024). MSC: 82B20 82B28 60G15 60K35 82D60 PDFBibTeX XMLCite \textit{R. Bauerschmidt} et al., Ann. Probab. 52, No. 4, 1253--1359 (2024; Zbl 07889239) Full Text: DOI arXiv Link
Davydov, Youri; Rotar, Vladimir The distribution of argmaximum or a winner problem. (English) Zbl 07888225 Stat. Probab. Lett. 211, Article ID 110152, 6 p. (2024). Reviewer: Pavel Stoynov (Sofia) MSC: 60F17 60G15 PDFBibTeX XMLCite \textit{Y. Davydov} and \textit{V. Rotar}, Stat. Probab. Lett. 211, Article ID 110152, 6 p. (2024; Zbl 07888225) Full Text: DOI arXiv
Zhao, Shifan; Xu, Tianshi; Huang, Hua; Chow, Edmond; Xi, Yuanzhe An adaptive factorized Nyström preconditioner for regularized kernel matrices. (English) Zbl 07883836 SIAM J. Sci. Comput. 46, No. 4, A2351-A2376 (2024). MSC: 65F08 65F55 65F15 62G08 60G15 PDFBibTeX XMLCite \textit{S. Zhao} et al., SIAM J. Sci. Comput. 46, No. 4, A2351--A2376 (2024; Zbl 07883836) Full Text: DOI arXiv
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
Chen, Yong; Ding, Zhen; Li, Ying Berry-Esséen bounds and almost sure CLT for the quadratic variation of a class of Gaussian process. (English) Zbl 07880494 Commun. Stat., Theory Methods 53, No. 11, 3920-3939 (2024). MSC: 60H07 60G15 60F05 PDFBibTeX XMLCite \textit{Y. Chen} et al., Commun. Stat., Theory Methods 53, No. 11, 3920--3939 (2024; Zbl 07880494) Full Text: DOI arXiv
Xu, Liping; Yan, Litan; Li, Zhi Harnack inequalities for functional SDEs driven by subordinate Volterra-Gaussian processes. (English) Zbl 07880490 Stochastic Anal. Appl. 42, No. 3, 622-641 (2024). MSC: 60G22 60H15 60G15 60H05 PDFBibTeX XMLCite \textit{L. Xu} et al., Stochastic Anal. Appl. 42, No. 3, 622--641 (2024; Zbl 07880490) Full Text: DOI
Ebina, Masahisa Central limit theorems for nonlinear stochastic wave equations in dimension three. (English) Zbl 07880265 Stoch. Partial Differ. Equ., Anal. Comput. 12, No. 2, 1141-1200 (2024). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 60G15 60H07 60H15 60F17 PDFBibTeX XMLCite \textit{M. Ebina}, Stoch. Partial Differ. Equ., Anal. Comput. 12, No. 2, 1141--1200 (2024; Zbl 07880265) Full Text: DOI arXiv
Ghomi, Mohammad; Wenk, James Shortest closed curve to contain a sphere in its convex hull. (English) Zbl 07879089 Bull. Lond. Math. Soc. 56, No. 7, 2472-2482 (2024). MSC: 53A04 52A40 60G15 58Exx PDFBibTeX XMLCite \textit{M. Ghomi} and \textit{J. Wenk}, Bull. Lond. Math. Soc. 56, No. 7, 2472--2482 (2024; Zbl 07879089) Full Text: DOI arXiv OA License
Cheng, Dan Smooth Matérn Gaussian random fields: Euler characteristic, expected number and height distribution of critical points. (English) Zbl 07878528 Stat. Probab. Lett. 210, Article ID 110116, 6 p. (2024). MSC: 60G15 60G60 62G32 15B52 PDFBibTeX XMLCite \textit{D. Cheng}, Stat. Probab. Lett. 210, Article ID 110116, 6 p. (2024; Zbl 07878528) Full Text: DOI arXiv
Yu, Yang Liouville heat kernel upper bounds at large distances. (English) Zbl 07877926 Osaka J. Math. 61, No. 3, 335-352 (2024). MSC: 60J35 60K37 60J60 60G15 PDFBibTeX XMLCite \textit{Y. Yu}, Osaka J. Math. 61, No. 3, 335--352 (2024; Zbl 07877926) Full Text: arXiv Link
Sen, Bodhisattva Book review of: E. Giné and R. Nickl, Mathematical foundations of infinite-dimensional statistical models. (English) Zbl 07877191 J. Am. Stat. Assoc. 119, No. 546, 1688-1689 (2024). MSC: 00A17 62-02 62G07 62C10 62C12 62C20 62G05 62G20 42C40 62-03 01A60 62G08 60G15 60B12 PDFBibTeX XMLCite \textit{B. Sen}, J. Am. Stat. Assoc. 119, No. 546, 1688--1689 (2024; Zbl 07877191) Full Text: DOI
Amini, Arash; Fageot, Julien; Unser, Michael Complex-order scale-invariant operators and self-similar processes. (English) Zbl 07876375 Appl. Comput. Harmon. Anal. 72, Article ID 101656, 28 p. (2024). MSC: 60G18 60G15 42C40 60G60 PDFBibTeX XMLCite \textit{A. Amini} et al., Appl. Comput. Harmon. Anal. 72, Article ID 101656, 28 p. (2024; Zbl 07876375) Full Text: DOI arXiv
Schied, Alexander; Zhang, Zhenyuan Weierstrass bridges. (English) Zbl 07876038 Trans. Am. Math. Soc. 377, No. 4, 2947-2989 (2024). MSC: 60G22 60G15 60G17 28A80 PDFBibTeX XMLCite \textit{A. Schied} and \textit{Z. Zhang}, Trans. Am. Math. Soc. 377, No. 4, 2947--2989 (2024; Zbl 07876038) Full Text: DOI arXiv
Manivel, Laurent; Michałek, Mateusz; Monin, Leonid; Seynnaeve, Tim; Vodička, Martin Complete quadrics: Schubert calculus for Gaussian models and semidefinite programming. (English) Zbl 07875504 J. Eur. Math. Soc. (JEMS) 26, No. 8, 3091-3135 (2024). Reviewer: Simone Naldi (Limoges) MSC: 14M17 14N10 62R01 14C17 14E05 14M15 14Q15 60G15 PDFBibTeX XMLCite \textit{L. Manivel} et al., J. Eur. Math. Soc. (JEMS) 26, No. 8, 3091--3135 (2024; Zbl 07875504) Full Text: DOI arXiv OA License
Guo, Yuhui; Song, Jian; Song, Xiaoming Stochastic fractional diffusion equations with Gaussian noise rough in space. (English) Zbl 07874400 Bernoulli 30, No. 3, 1774-1799 (2024). MSC: 60H15 60H07 60G15 35R60 60H40 PDFBibTeX XMLCite \textit{Y. Guo} et al., Bernoulli 30, No. 3, 1774--1799 (2024; Zbl 07874400) Full Text: DOI arXiv Link
Selk, Zachary; Honnappa, Harsha The small-noise limit of the most likely element is the most likely element in the small-noise limit. (English) Zbl 07873670 ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 1, 849-862 (2024). MSC: 60F10 60H15 60G15 PDFBibTeX XMLCite \textit{Z. Selk} and \textit{H. Honnappa}, ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 1, 849--862 (2024; Zbl 07873670) Full Text: arXiv Link
López-Mimbela, José Alfredo; Pérez-Suárez, Gerardo Estimates for exponential functionals of continuous Gaussian processes with emphasis on fractional Brownian motion. (English) Zbl 07873661 ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 1, 661-699 (2024). MSC: 60G22 60G15 60E15 PDFBibTeX XMLCite \textit{J. A. López-Mimbela} and \textit{G. Pérez-Suárez}, ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 1, 661--699 (2024; Zbl 07873661) Full Text: arXiv Link
Vivek, Dewan Damien Gayet First passage percolation for weakly correlated fields. (English) Zbl 07873650 ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 1, 345-367 (2024). MSC: 60K35 60G15 PDFBibTeX XMLCite \textit{D. D. G. Vivek}, ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 1, 345--367 (2024; Zbl 07873650) Full Text: Link
Brown, Bruce; Griebel, Michael; Kuo, Frances Y.; Sloan, Ian H. On the expected uniform error of Brownian motion approximated by the Lévy-Ciesielski construction. (English) Zbl 07873481 Bull. Aust. Math. Soc. 109, No. 3, 581-593 (2024). MSC: 60J65 60G15 41A63 91G20 PDFBibTeX XMLCite \textit{B. Brown} et al., Bull. Aust. Math. Soc. 109, No. 3, 581--593 (2024; Zbl 07873481) Full Text: DOI arXiv
Canturk, Bilal; Breuer, Heinz-Peter On positively divisible non-Markovian processes. (English) Zbl 07872308 J. Phys. A, Math. Theor. 57, No. 26, Article ID 265006, 16 p. (2024). MSC: 60G05 60G15 60G18 PDFBibTeX XMLCite \textit{B. Canturk} and \textit{H.-P. Breuer}, J. Phys. A, Math. Theor. 57, No. 26, Article ID 265006, 16 p. (2024; Zbl 07872308) Full Text: DOI arXiv
Lacoin, Hubert Convergence for complex Gaussian multiplicative chaos on phase boundaries. (English) Zbl 07870787 Probab. Math. Phys. 5, No. 2, 491-544 (2024). MSC: 60E05 60G15 82B99 PDFBibTeX XMLCite \textit{H. Lacoin}, Probab. Math. Phys. 5, No. 2, 491--544 (2024; Zbl 07870787) Full Text: DOI arXiv
Muirhead, Stephen; Severo, Franco Percolation of strongly correlated Gaussian fields. I: Decay of subcritical connection probabilities. (English) Zbl 07870784 Probab. Math. Phys. 5, No. 2, 357-412 (2024). MSC: 60K35 60G60 60G15 PDFBibTeX XMLCite \textit{S. Muirhead} and \textit{F. Severo}, Probab. Math. Phys. 5, No. 2, 357--412 (2024; Zbl 07870784) 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
Pumi, Guilherme; Prass, Taiane Schaedler; Taufemback, Cleiton Guollo Publisher correction to: “Unit-Weibull autoregressive moving average models”. (English) Zbl 07866917 Test 33, No. 1, 358-359 (2024). MSC: 62M10 62F12 62E20 62G20 60G15 PDFBibTeX XMLCite \textit{G. Pumi} et al., Test 33, No. 1, 358--359 (2024; Zbl 07866917) Full Text: DOI
Pumi, Guilherme; Prass, Taiane Schaedler; Taufemback, Cleiton Guollo Unit-Weibull autoregressive moving average models. (English) Zbl 07866911 Test 33, No. 1, 204-229 (2024); publisher correction ibid. 33, No. 1, 358-359 (2024). MSC: 62M10 62F12 62E20 62G20 60G15 PDFBibTeX XMLCite \textit{G. Pumi} et al., Test 33, No. 1, 204--229 (2024; Zbl 07866911) Full Text: DOI arXiv
Risk, Jimmy; Ludkovski, Mike Expressive mortality models through Gaussian process kernels. (English) Zbl 07866379 ASTIN Bull. 54, No. 2, 327-359 (2024). Reviewer: Andrius Grigutis (Vilnius) MSC: 91G05 60G15 PDFBibTeX XMLCite \textit{J. Risk} and \textit{M. Ludkovski}, ASTIN Bull. 54, No. 2, 327--359 (2024; Zbl 07866379) Full Text: DOI arXiv
Ji, Yi; Yuchi, Henry Shaowu; Soeder, Derek; Paquet, J.-F.; Bass, Steffen A.; Joseph, V. Roshan; Wu, C. F. Jeff; Mak, Simon Conglomerate multi-fidelity Gaussian process modeling, with application to heavy-ion collisions. (English) Zbl 07864809 SIAM/ASA J. Uncertain. Quantif. 12, 473-502 (2024). MSC: 62G08 60G15 PDFBibTeX XMLCite \textit{Y. Ji} et al., SIAM/ASA J. Uncertain. Quantif. 12, 473--502 (2024; Zbl 07864809) Full Text: DOI arXiv
Berestycki, Julien; Kim, Yujin H.; Lubetzky, Eyal; Mallein, Bastien; Zeitouni, Ofer The extremal point process of branching Brownian motion in \(\mathbb{R}^d \). (English) Zbl 07856570 Ann. Probab. 52, No. 3, 955-982 (2024). MSC: 60J80 60G70 60J60 60G15 PDFBibTeX XMLCite \textit{J. Berestycki} et al., Ann. Probab. 52, No. 3, 955--982 (2024; Zbl 07856570) Full Text: DOI arXiv Link
Celentano, Michael Sudakov-Fernique post-AMP, and a new proof of the local convexity of the TAP free energy. (English) Zbl 07856569 Ann. Probab. 52, No. 3, 923-954 (2024). MSC: 60G15 60D05 62H12 PDFBibTeX XMLCite \textit{M. Celentano}, Ann. Probab. 52, No. 3, 923--954 (2024; Zbl 07856569) Full Text: DOI arXiv Link
Beliaev, Dmitry; McAuley, Michael; Muirhead, Stephen A central limit theorem for the number of excursion set components of Gaussian fields. (English) Zbl 07856568 Ann. Probab. 52, No. 3, 882-922 (2024). MSC: 60G60 60G15 58K05 PDFBibTeX XMLCite \textit{D. Beliaev} et al., Ann. Probab. 52, No. 3, 882--922 (2024; Zbl 07856568) Full Text: DOI arXiv Link
Masarotto, Valentina; Panaretos, Victor M.; Zemel, Yoav Transportation-based functional ANOVA and PCA for covariance operators. (English) Zbl 07855844 Electron. J. Stat. 18, No. 1, 1887-1916 (2024). MSC: 62R10 60G15 60H25 62J10 PDFBibTeX XMLCite \textit{V. Masarotto} et al., Electron. J. Stat. 18, No. 1, 1887--1916 (2024; Zbl 07855844) Full Text: DOI arXiv Link
Parekh, Shalin A nonlinear Strassen law for singular SPDEs. (English) Zbl 07854759 Electron. J. Probab. 29, Paper No. 71, 42 p. (2024). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H17 60F10 60G15 60G18 PDFBibTeX XMLCite \textit{S. Parekh}, Electron. J. Probab. 29, Paper No. 71, 42 p. (2024; Zbl 07854759) Full Text: DOI arXiv
Cheng, Dan The expected Euler characteristic approximation to excursion probabilities of smooth Gaussian random fields with general variance functions. (English) Zbl 07854749 Electron. J. Probab. 29, Paper No. 74, 26 p. (2024). MSC: 60G15 60G60 60G70 PDFBibTeX XMLCite \textit{D. Cheng}, Electron. J. Probab. 29, Paper No. 74, 26 p. (2024; Zbl 07854749) 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
Donhauzer, Illia; Olenko, Andriy Limit theorems for multifractal products of random fields. (English) Zbl 1539.60060 J. Math. Anal. Appl. 531, No. 1, Part 2, Article ID 127888, 32 p. (2024). MSC: 60G60 60G15 28A80 60G57 PDFBibTeX XMLCite \textit{I. Donhauzer} and \textit{A. Olenko}, J. Math. Anal. Appl. 531, No. 1, Part 2, Article ID 127888, 32 p. (2024; Zbl 1539.60060) Full Text: DOI arXiv
Maleki Almani, Hamidreza; Shokrollahi, Foad; Sottinen, Tommi Prediction of Gaussian Volterra processes with compound Poisson jumps. (English) Zbl 1537.60041 Stat. Probab. Lett. 208, Article ID 110054, 8 p. (2024). MSC: 60G15 60G55 60G22 91G80 PDFBibTeX XMLCite \textit{H. Maleki Almani} et al., Stat. Probab. Lett. 208, Article ID 110054, 8 p. (2024; Zbl 1537.60041) Full Text: DOI arXiv
Pérez-Cendejas, Ulises; Pérez-Suárez, Gerardo Stochastic ordering for hitting times of fractional Brownian motions. (English) Zbl 1537.60045 Stat. Probab. Lett. 208, Article ID 110053, 8 p. (2024). MSC: 60G22 60E15 60G15 PDFBibTeX XMLCite \textit{U. Pérez-Cendejas} and \textit{G. Pérez-Suárez}, Stat. Probab. Lett. 208, Article ID 110053, 8 p. (2024; Zbl 1537.60045) Full Text: DOI
Nummi, Patrik; Viitasaari, Lauri Necessary and sufficient conditions for continuity of hypercontractive processes and fields. (English) Zbl 1537.60043 Stat. Probab. Lett. 208, Article ID 110049, 6 p. (2024). MSC: 60G17 60G60 60G15 PDFBibTeX XMLCite \textit{P. Nummi} and \textit{L. Viitasaari}, Stat. Probab. Lett. 208, Article ID 110049, 6 p. (2024; Zbl 1537.60043) Full Text: DOI arXiv
Wang, Jixia; Sun, Lu; Miao, Yu Asymptotic behavior of weighted quadratic variation of tempered fractional Brownian motion. (English) Zbl 1537.60047 Stat. Probab. Lett. 207, Article ID 110020, 7 p. (2024). MSC: 60G22 60F05 60H05 60H07 60G15 PDFBibTeX XMLCite \textit{J. Wang} et al., Stat. Probab. Lett. 207, Article ID 110020, 7 p. (2024; Zbl 1537.60047) Full Text: DOI
Ievlev, Pavel Extremes of locally-homogenous vector-valued Gaussian processes. (English) Zbl 07846579 Extremes 27, No. 2, 219-245 (2024). MSC: 60G15 60G70 PDFBibTeX XMLCite \textit{P. Ievlev}, Extremes 27, No. 2, 219--245 (2024; Zbl 07846579) Full Text: DOI OA License
Azze, A.; D’Auria, B.; García-Portugués, E. Optimal stopping of an Ornstein-Uhlenbeck bridge. (English) Zbl 1536.60039 Stochastic Processes Appl. 172, Article ID 104342, 16 p. (2024). MSC: 60G40 60G15 PDFBibTeX XMLCite \textit{A. Azze} et al., Stochastic Processes Appl. 172, Article ID 104342, 16 p. (2024; Zbl 1536.60039) Full Text: DOI arXiv
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
Long, Da; Mrvaljević, Nicole; Zhe, Shandian; Hosseini, Bamdad A kernel framework for learning differential equations and their solution operators. (English) Zbl 07842147 Physica D 460, Article ID 134095, 12 p. (2024). MSC: 65N99 65M99 68T07 68Q32 46E22 60G15 35A15 35R60 35R10 65L10 65L60 65N30 PDFBibTeX XMLCite \textit{D. Long} et al., Physica D 460, Article ID 134095, 12 p. (2024; Zbl 07842147) Full Text: DOI
Matsumoto, Tadashi; Sullivan, T. J. Images of Gaussian and other stochastic processes under closed, densely-defined, unbounded linear operators. (English) Zbl 1535.60060 Anal. Appl., Singap. 22, No. 3, 619-633 (2024). MSC: 60G15 46G10 47B01 60G12 PDFBibTeX XMLCite \textit{T. Matsumoto} and \textit{T. J. Sullivan}, Anal. Appl., Singap. 22, No. 3, 619--633 (2024; Zbl 1535.60060) Full Text: DOI arXiv
Lahmoudi, Ahmed; Lakhel, El Hassan; Hajji, Salah Approximate controllability of impulsive evolution stochastic functional differential equations driven by a fractional Brownian motion. (English) Zbl 1539.35283 Gulf J. Math. 16, No. 1, 36-54 (2024). MSC: 35R10 35R12 60H15 60G15 60J65 93B05 PDFBibTeX XMLCite \textit{A. Lahmoudi} et al., Gulf J. Math. 16, No. 1, 36--54 (2024; Zbl 1539.35283)
Jorgensen, Palle E. T.; Tian, James F. Polymorphisms, their associated operator theory, self-similar fractals, and harmonic analysis. (English) Zbl 07840357 Jha, Sangita (ed.) et al., Recent developments in fractal geometry and dynamical systems. AMS special session. Fractal geometry and dynamical systems, virtual, May 14–15, 2022. Providence, RI: American Mathematical Society (AMS). Contemp. Math. 797, 37-59 (2024). MSC: 46N30 47N30 28A50 28A80 28D05 37A30 60G15 60G60 60H05 46N50 PDFBibTeX XMLCite \textit{P. E. T. Jorgensen} and \textit{J. F. Tian}, Contemp. Math. 797, 37--59 (2024; Zbl 07840357) Full Text: DOI
Djerfi, Kouider; Djellouli, Ghaouti; Madani, Fethi Stein estimators for the drift of the mixing of two fractional Brownian motions. (English) Zbl 07833910 Commun. Stat., Theory Methods 53, No. 6, 1891-1905 (2024). MSC: 60G15 62B05 62M09 PDFBibTeX XMLCite \textit{K. Djerfi} et al., Commun. Stat., Theory Methods 53, No. 6, 1891--1905 (2024; Zbl 07833910) Full Text: DOI
McKenna, Benjamin Complexity of bipartite spherical spin glasses. (English. French summary) Zbl 1536.82014 Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 1, 636-657 (2024). MSC: 82B44 60G15 60B20 82D30 15B52 PDFBibTeX XMLCite \textit{B. McKenna}, Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 1, 636--657 (2024; Zbl 1536.82014) Full Text: DOI arXiv
Biskup, Marek; Gufler, Stephan; Louidor, Oren Near-maxima of the two-dimensional discrete Gaussian free field. (English. French summary) Zbl 1534.60064 Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 1, 281-311 (2024). MSC: 60G70 60G60 60G15 60G57 PDFBibTeX XMLCite \textit{M. Biskup} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 1, 281--311 (2024; Zbl 1534.60064) Full Text: DOI arXiv
Alpay, Daniel; Jorgensen, Palle Finitely additive functions in measure theory and applications. (English) Zbl 1539.47041 Opusc. Math. 44, No. 3, 323-339 (2024). MSC: 47B32 60G20 60G15 60H05 60J60 46E22 PDFBibTeX XMLCite \textit{D. Alpay} and \textit{P. Jorgensen}, Opusc. Math. 44, No. 3, 323--339 (2024; Zbl 1539.47041) Full Text: DOI arXiv
Kivimae, Pax Gaussian multiplicative chaos for Gaussian orthogonal and symplectic ensembles. (English) Zbl 1537.15035 Electron. J. Probab. 29, Paper No. 22, 71 p. (2024). MSC: 15B52 60G15 60B20 PDFBibTeX XMLCite \textit{P. Kivimae}, Electron. J. Probab. 29, Paper No. 22, 71 p. (2024; Zbl 1537.15035) Full Text: DOI arXiv
Barbour, A. D.; Ross, Nathan; Zheng, Guangqu Stein’s method, smoothing and functional approximation. (English) Zbl 1536.60025 Electron. J. Probab. 29, Paper No. 20, 29 p. (2024). MSC: 60F05 60F17 60G15 PDFBibTeX XMLCite \textit{A. D. Barbour} et al., Electron. J. Probab. 29, Paper No. 20, 29 p. (2024; Zbl 1536.60025) Full Text: DOI arXiv
Kempka, H.; Schneider, C.; Vybiral, J. Path regularity of the Brownian motion and the Brownian sheet. (English) Zbl 1534.60046 Constr. Approx. 59, No. 2, 485-539 (2024). MSC: 60G17 60G15 46E35 60G60 PDFBibTeX XMLCite \textit{H. Kempka} et al., Constr. Approx. 59, No. 2, 485--539 (2024; Zbl 1534.60046) Full Text: DOI arXiv OA License
Aurzada, Frank; Mittenbühler, Pascal Persistence probabilities of a smooth self-similar anomalous diffusion process. (English) Zbl 1533.60037 J. Stat. Phys. 191, No. 3, Paper No. 37, 22 p. (2024). MSC: 60G15 60G22 60K50 PDFBibTeX XMLCite \textit{F. Aurzada} and \textit{P. Mittenbühler}, J. Stat. Phys. 191, No. 3, Paper No. 37, 22 p. (2024; Zbl 1533.60037) Full Text: DOI arXiv OA License
Adamczak, Radosław; Prochno, Joscha; Strzelecka, Marta; Strzelecki, Michał Norms of structured random matrices. (English) Zbl 07826781 Math. Ann. 388, No. 4, 3463-3527 (2024). Reviewer: Francisco Marcellán (Leganes) MSC: 60B20 15B52 46B09 52A23 60G15 60E15 PDFBibTeX XMLCite \textit{R. Adamczak} et al., Math. Ann. 388, No. 4, 3463--3527 (2024; Zbl 07826781) Full Text: DOI arXiv OA License
Belfadli, Rachid; Es-Sebaiy, Khalifa; Farah, Fatima-Ezzahra Volatility estimation of Gaussian Ornstein-Uhlenbeck processes of the second kind. (English) Zbl 1534.60045 J. Theor. Probab. 37, No. 1, 860-876 (2024). MSC: 60G15 60G22 62F12 91G80 PDFBibTeX XMLCite \textit{R. Belfadli} et al., J. Theor. Probab. 37, No. 1, 860--876 (2024; Zbl 1534.60045) Full Text: DOI
Azmoodeh, Ehsan; Ilmonen, Pauliina; Shafik, Nourhan; Sottinen, Tommi; Viitasaari, Lauri On sharp rate of convergence for discretization of integrals driven by fractional Brownian motions and related processes with discontinuous integrands. (English) Zbl 1534.60044 J. Theor. Probab. 37, No. 1, 721-743 (2024). MSC: 60G15 60G22 60H05 PDFBibTeX XMLCite \textit{E. Azmoodeh} et al., J. Theor. Probab. 37, No. 1, 721--743 (2024; Zbl 1534.60044) Full Text: DOI arXiv OA License
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Michna, Zbigniew On Berman functions. (English) Zbl 1533.60041 Methodol. Comput. Appl. Probab. 26, No. 1, Paper No. 2, 27 p. (2024). MSC: 60G15 60G70 PDFBibTeX XMLCite \textit{K. Dȩbicki} et al., Methodol. Comput. Appl. Probab. 26, No. 1, Paper No. 2, 27 p. (2024; Zbl 1533.60041) Full Text: DOI arXiv OA License
Chen, Yi-Ping; Wang, Liwei; Comlek, Yigitcan; Chen, Wei A latent variable approach for non-hierarchical multi-fidelity adaptive sampling. (English) Zbl 1539.65016 Comput. Methods Appl. Mech. Eng. 421, Article ID 116773, 26 p. (2024). MSC: 65C20 60G15 62F15 65K05 PDFBibTeX XMLCite \textit{Y.-P. Chen} et al., Comput. Methods Appl. Mech. Eng. 421, Article ID 116773, 26 p. (2024; Zbl 1539.65016) Full Text: DOI arXiv
Bolin, David; Simas, Alexandre B.; Wallin, Jonas Gaussian Whittle-Matérn fields on metric graphs. (English) Zbl 1534.60063 Bernoulli 30, No. 2, 1611-1639 (2024). MSC: 60G60 60G15 35J25 35R60 60G17 60H15 PDFBibTeX XMLCite \textit{D. Bolin} et al., Bernoulli 30, No. 2, 1611--1639 (2024; Zbl 1534.60063) Full Text: DOI arXiv Link
Ohashi, Alberto; Russo, Francesco Rough paths and symmetric-Stratonovich integrals driven by singular covariance Gaussian processes. (English) Zbl 07824100 Bernoulli 30, No. 2, 1197-1230 (2024). MSC: 60L20 60H05 60G15 60H10 PDFBibTeX XMLCite \textit{A. Ohashi} and \textit{F. Russo}, Bernoulli 30, No. 2, 1197--1230 (2024; Zbl 07824100) Full Text: DOI arXiv Link
Alegría, Alfredo; Cleanthous, Galatia; Georgiadis, Athanasios G.; Porcu, Emilio; White, Philip A. Gaussian random fields on the product of spheres: theory and applications. (English) Zbl 1535.60085 Electron. J. Stat. 18, No. 1, 1394-1435 (2024). MSC: 60G60 62F15 62P12 60G15 60G20 53A35 PDFBibTeX XMLCite \textit{A. Alegría} et al., Electron. J. Stat. 18, No. 1, 1394--1435 (2024; Zbl 1535.60085) Full Text: DOI Link
Schweiger, Florian; Zeitouni, Ofer The maximum of log-correlated Gaussian fields in random environment. (English) Zbl 1534.60155 Commun. Pure Appl. Math. 77, No. 5, 2778-2859 (2024). MSC: 60K35 60G15 82B43 60K37 PDFBibTeX XMLCite \textit{F. Schweiger} and \textit{O. Zeitouni}, Commun. Pure Appl. Math. 77, No. 5, 2778--2859 (2024; Zbl 1534.60155) Full Text: DOI arXiv OA License
Watanabe, Itsuki; Toyoizumi, Hiroshi Comparison between the deterministic and stochastic models of nonlocal diffusion. (English) Zbl 1535.60055 J. Dyn. Differ. Equations 36, No. 1, 231-250 (2024). Reviewer: Weiping Li (Guanghan) MSC: 60F17 60H15 60G15 35K57 PDFBibTeX XMLCite \textit{I. Watanabe} and \textit{H. Toyoizumi}, J. Dyn. Differ. Equations 36, No. 1, 231--250 (2024; Zbl 1535.60055) Full Text: DOI
Sun, Junjie; Tan, Zhongquan The extremes of dependent chi-processes attracted by the Brown-Resnick process. (English) Zbl 07815365 Acta Math. Sci., Ser. B, Engl. Ed. 44, No. 2, 686-701 (2024). MSC: 60G70 60G15 PDFBibTeX XMLCite \textit{J. Sun} and \textit{Z. Tan}, Acta Math. Sci., Ser. B, Engl. Ed. 44, No. 2, 686--701 (2024; Zbl 07815365) Full Text: DOI
Maini, Leonardo; Nourdin, Ivan Spectral central limit theorem for additive functionals of isotropic and stationary Gaussian fields. (English) Zbl 1534.60036 Ann. Probab. 52, No. 2, 737-763 (2024). MSC: 60F05 60H07 60G15 PDFBibTeX XMLCite \textit{L. Maini} and \textit{I. Nourdin}, Ann. Probab. 52, No. 2, 737--763 (2024; Zbl 1534.60036) Full Text: DOI arXiv Link
Xu, Max Wenqiang Better than square-root cancellation for random multiplicative functions. (English) Zbl 07814400 Trans. Am. Math. Soc., Ser. B 11, 482-507 (2024). Reviewer: Mehdi Hassani (Zanjan) MSC: 11N37 11K65 60G15 60G57 PDFBibTeX XMLCite \textit{M. W. Xu}, Trans. Am. Math. Soc., Ser. B 11, 482--507 (2024; Zbl 07814400) Full Text: DOI arXiv OA License
Broadbridge, Philip; Donhauzer, Illia; Olenko, Andriy Stochastic diffusion within expanding space-time. (English) Zbl 1534.35455 Z. Angew. Math. Phys. 75, No. 2, Paper No. 42, 22 p. (2024). MSC: 35R60 35R01 35Q85 60G60 60G15 60H15 PDFBibTeX XMLCite \textit{P. Broadbridge} et al., Z. Angew. Math. Phys. 75, No. 2, Paper No. 42, 22 p. (2024; Zbl 1534.35455) Full Text: DOI arXiv OA License
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
Dufitinema, Josephine; Shokrollahi, Foad; Sottinen, Tommi; Viitasaari, Lauri Long-range dependent completely correlated mixed fractional Brownian motion. (English) Zbl 07812488 Stochastic Processes Appl. 170, Article ID 104289, 15 p. (2024). MSC: 60G15 60G22 60G25 PDFBibTeX XMLCite \textit{J. Dufitinema} et al., Stochastic Processes Appl. 170, Article ID 104289, 15 p. (2024; Zbl 07812488) Full Text: DOI arXiv OA License
Chiarini, Leandro; Ruszel, Wioletta M. Stochastic homogenization of Gaussian fields on random media. (English) Zbl 07812086 Ann. Henri Poincaré 25, No. 3, 1869-1895 (2024). MSC: 60K37 60G15 60G60 35B27 60J60 60G20 PDFBibTeX XMLCite \textit{L. Chiarini} and \textit{W. M. Ruszel}, Ann. Henri Poincaré 25, No. 3, 1869--1895 (2024; Zbl 07812086) Full Text: DOI arXiv OA License
Leonenko, N.; Olenko, A.; Vaz, J. On fractional spherically restricted hyperbolic diffusion random field. (English) Zbl 1532.60105 Commun. Nonlinear Sci. Numer. Simul. 131, Article ID 107866, 15 p. (2024). MSC: 60G60 60G15 60D05 60K05 PDFBibTeX XMLCite \textit{N. Leonenko} et al., Commun. Nonlinear Sci. Numer. Simul. 131, Article ID 107866, 15 p. (2024; Zbl 1532.60105) Full Text: DOI
Li, Jialin; Ryzhov, Ilya O. Moderate deviations inequalities for Gaussian process regression. (English) Zbl 1532.60069 J. Appl. Probab. 61, No. 1, 172-197 (2024). MSC: 60G15 62K99 PDFBibTeX XMLCite \textit{J. Li} and \textit{I. O. Ryzhov}, J. Appl. Probab. 61, No. 1, 172--197 (2024; Zbl 1532.60069) Full Text: DOI
Roy, Rishideep A branching random walk in the presence of a hard wall. (English) Zbl 1533.60138 J. Appl. Probab. 61, No. 1, 1-17 (2024). MSC: 60J80 60G15 60G70 PDFBibTeX XMLCite \textit{R. Roy}, J. Appl. Probab. 61, No. 1, 1--17 (2024; Zbl 1533.60138) Full Text: DOI arXiv
Escudero, Luis Alberto; Feldheim, Naomi; Koliander, Günther; Romero, José Luis Efficient computation of the zeros of the Bargmann transform under additive white noise. (English) Zbl 1533.65251 Found. Comput. Math. 24, No. 1, 279-312 (2024). MSC: 65R10 60G15 60G55 60G70 62M30 94A12 PDFBibTeX XMLCite \textit{L. A. Escudero} et al., Found. Comput. Math. 24, No. 1, 279--312 (2024; Zbl 1533.65251) Full Text: DOI arXiv OA License
Zheng, Yueyang; Hu, Yaozhong The global maximum principle for optimal control of partially observed stochastic systems driven by fractional Brownian motion. (English) Zbl 07806771 SIAM J. Control Optim. 62, No. 1, 509-538 (2024). MSC: 60G15 60H07 60H10 65C30 PDFBibTeX XMLCite \textit{Y. Zheng} and \textit{Y. Hu}, SIAM J. Control Optim. 62, No. 1, 509--538 (2024; Zbl 07806771) Full Text: DOI arXiv
Chen, Huiping Optimal rate of convergence for vector-valued Wiener-Itô integral. (English) Zbl 1534.60030 ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 1, 179-214 (2024). Reviewer: Javad Asadzade (Famagusta) MSC: 60F05 60G15 60H05 PDFBibTeX XMLCite \textit{H. Chen}, ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 1, 179--214 (2024; Zbl 1534.60030) Full Text: arXiv Link
Selk, Zachary Large deviations for high minima of Gaussian processes with nonnegatively correlated increments. (English) Zbl 1532.60072 Stat. Probab. Lett. 206, Article ID 110001, 10 p. (2024). MSC: 60G15 60F10 60G22 60K25 60G55 PDFBibTeX XMLCite \textit{Z. Selk}, Stat. Probab. Lett. 206, Article ID 110001, 10 p. (2024; Zbl 1532.60072) Full Text: DOI arXiv