Maini, Leonardo Asymptotic covariances for functionals of weakly stationary random fields. (English) Zbl 07812496 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 07812496) Full Text: DOI arXiv
Loosveldt, L. Multifractional Hermite processes: definition and first properties. (English) Zbl 1523.60064 Stochastic Processes Appl. 165, 465-500 (2023). MSC: 60G22 60G15 60G17 60G18 PDFBibTeX XMLCite \textit{L. Loosveldt}, Stochastic Processes Appl. 165, 465--500 (2023; Zbl 1523.60064) Full Text: DOI arXiv
Daw, Lara; Kerchev, George Fractal dimensions of the Rosenblatt process. (English) Zbl 07697552 Stochastic Processes Appl. 161, 544-571 (2023). MSC: 60G17 60G18 PDFBibTeX XMLCite \textit{L. Daw} and \textit{G. Kerchev}, Stochastic Processes Appl. 161, 544--571 (2023; Zbl 07697552) Full Text: DOI arXiv
Hafouta, Yeor Convergence rates in the functional CLT for \(\alpha\)-mixing triangular arrays. (English) Zbl 07697544 Stochastic Processes Appl. 161, 242-290 (2023). MSC: 60F17 PDFBibTeX XMLCite \textit{Y. Hafouta}, Stochastic Processes Appl. 161, 242--290 (2023; Zbl 07697544) Full Text: DOI arXiv
Harang, Fabian A.; Mayorcas, Avi Pathwise regularisation of singular interacting particle systems and their mean field limits. (English) Zbl 1509.60173 Stochastic Processes Appl. 159, 499-540 (2023). MSC: 60K35 35Q79 60H10 60H50 PDFBibTeX XMLCite \textit{F. A. Harang} and \textit{A. Mayorcas}, Stochastic Processes Appl. 159, 499--540 (2023; Zbl 1509.60173) Full Text: DOI arXiv
Barbour, A. D.; Brightwell, Graham; Luczak, Malwina Long-term concentration of measure and cut-off. (English) Zbl 1506.60081 Stochastic Processes Appl. 152, 378-423 (2022). Reviewer: Miguel Martinez (Marne-la-Vallée) MSC: 60J60 60C05 60F15 60J25 92D30 60G55 PDFBibTeX XMLCite \textit{A. D. Barbour} et al., Stochastic Processes Appl. 152, 378--423 (2022; Zbl 1506.60081) Full Text: DOI arXiv
Kouritzin, Michael A.; Paul, Sounak On almost sure limit theorems for heavy-tailed products of long-range dependent linear processes. (English) Zbl 07577022 Stochastic Processes Appl. 152, 208-232 (2022). MSC: 62G32 62M10 60F15 PDFBibTeX XMLCite \textit{M. A. Kouritzin} and \textit{S. Paul}, Stochastic Processes Appl. 152, 208--232 (2022; Zbl 07577022) Full Text: DOI arXiv
Huang, Lu-Jing; Majka, Mateusz B.; Wang, Jian Strict Kantorovich contractions for Markov chains and Euler schemes with general noise. (English) Zbl 1493.60110 Stochastic Processes Appl. 151, 307-341 (2022). MSC: 60J05 60J22 65C30 65C40 PDFBibTeX XMLCite \textit{L.-J. Huang} et al., Stochastic Processes Appl. 151, 307--341 (2022; Zbl 1493.60110) Full Text: DOI arXiv
Zhang, Yichen; Hurvich, Clifford M. Estimation of \(\alpha, \beta\) and portfolio weights in a pure-jump model with long memory in volatility. (English) Zbl 07544408 Stochastic Processes Appl. 150, 972-994 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{Y. Zhang} and \textit{C. M. Hurvich}, Stochastic Processes Appl. 150, 972--994 (2022; Zbl 07544408) Full Text: DOI
Čoupek, Petr; Duncan, Tyrone E.; Pasik-Duncan, Bozenna A stochastic calculus for Rosenblatt processes. (English) Zbl 1494.60058 Stochastic Processes Appl. 150, 853-885 (2022). MSC: 60H05 60H07 60G22 PDFBibTeX XMLCite \textit{P. Čoupek} et al., Stochastic Processes Appl. 150, 853--885 (2022; Zbl 1494.60058) Full Text: DOI arXiv
Surgailis, Donatas Scaling transition and edge effects for negatively dependent linear random fields on \(\mathbb{Z}^2\). (English) Zbl 1454.60069 Stochastic Processes Appl. 130, No. 12, 7518-7546 (2020). MSC: 60G60 PDFBibTeX XMLCite \textit{D. Surgailis}, Stochastic Processes Appl. 130, No. 12, 7518--7546 (2020; Zbl 1454.60069) Full Text: DOI arXiv
Bai, Shuyang; Owada, Takashi; Wang, Yizao A functional non-central limit theorem for multiple-stable processes with long-range dependence. (English) Zbl 1455.60050 Stochastic Processes Appl. 130, No. 9, 5768-5801 (2020). MSC: 60F17 60G18 60H05 PDFBibTeX XMLCite \textit{S. Bai} et al., Stochastic Processes Appl. 130, No. 9, 5768--5801 (2020; Zbl 1455.60050) Full Text: DOI arXiv
Ayache, Antoine Lower bound for local oscillations of Hermite processes. (English) Zbl 1444.60028 Stochastic Processes Appl. 130, No. 8, 4593-4607 (2020). MSC: 60G17 60G18 60H05 PDFBibTeX XMLCite \textit{A. Ayache}, Stochastic Processes Appl. 130, No. 8, 4593--4607 (2020; Zbl 1444.60028) Full Text: DOI arXiv
Rang, Guanglin From directed polymers in spatial-correlated environment to stochastic heat equations driven by fractional noise in \(1 + 1\) dimensions. (English) Zbl 1434.60076 Stochastic Processes Appl. 130, No. 6, 3408-3444 (2020). MSC: 60F05 60H15 82C05 PDFBibTeX XMLCite \textit{G. Rang}, Stochastic Processes Appl. 130, No. 6, 3408--3444 (2020; Zbl 1434.60076) Full Text: DOI arXiv
Lo, Chak Hei; Wade, Andrew R. On the centre of mass of a random walk. (English) Zbl 1448.60097 Stochastic Processes Appl. 129, No. 11, 4663-4686 (2019). MSC: 60G50 60F05 60J10 PDFBibTeX XMLCite \textit{C. H. Lo} and \textit{A. R. Wade}, Stochastic Processes Appl. 129, No. 11, 4663--4686 (2019; Zbl 1448.60097) Full Text: DOI arXiv Link
Es-Sebaiy, Khalifa; Viens, Frederi G. Optimal rates for parameter estimation of stationary Gaussian processes. (English) Zbl 1422.60031 Stochastic Processes Appl. 129, No. 9, 3018-3054 (2019). MSC: 60F05 60G15 62F12 62M09 PDFBibTeX XMLCite \textit{K. Es-Sebaiy} and \textit{F. G. Viens}, Stochastic Processes Appl. 129, No. 9, 3018--3054 (2019; Zbl 1422.60031) Full Text: DOI arXiv
Hofer-Temmel, Christoph; Houdebert, Pierre Disagreement percolation for Gibbs ball models. (English) Zbl 1426.82016 Stochastic Processes Appl. 129, No. 10, 3922-3940 (2019). MSC: 82B21 60E15 60K35 60G55 82B43 60D05 82B26 PDFBibTeX XMLCite \textit{C. Hofer-Temmel} and \textit{P. Houdebert}, Stochastic Processes Appl. 129, No. 10, 3922--3940 (2019; Zbl 1426.82016) Full Text: DOI arXiv
Araya, Héctor; Tudor, Ciprian A. Behavior of the Hermite sheet with respect to the Hurst index. (English) Zbl 1451.60052 Stochastic Processes Appl. 129, No. 7, 2582-2605 (2019). Reviewer: Nicolas Privault (Singapore) MSC: 60H07 60G22 PDFBibTeX XMLCite \textit{H. Araya} and \textit{C. A. Tudor}, Stochastic Processes Appl. 129, No. 7, 2582--2605 (2019; Zbl 1451.60052) Full Text: DOI
Skorniakov, V. On a covariance structure of some subset of self-similar Gaussian processes. (English) Zbl 1478.60115 Stochastic Processes Appl. 129, No. 6, 1903-1920 (2019). MSC: 60G15 60G18 PDFBibTeX XMLCite \textit{V. Skorniakov}, Stochastic Processes Appl. 129, No. 6, 1903--1920 (2019; Zbl 1478.60115) Full Text: DOI arXiv
Bai, Shuyang; Taqqu, Murad S. Sensitivity of the Hermite rank. (English) Zbl 1412.62114 Stochastic Processes Appl. 129, No. 3, 822-840 (2019). MSC: 62M10 60F05 PDFBibTeX XMLCite \textit{S. Bai} and \textit{M. S. Taqqu}, Stochastic Processes Appl. 129, No. 3, 822--840 (2019; Zbl 1412.62114) Full Text: DOI arXiv
van Enter, Aernout; Le Ny, Arnaud Decimation of the Dyson-Ising ferromagnet. (English) Zbl 1372.60137 Stochastic Processes Appl. 127, No. 11, 3776-3791 (2017). MSC: 60K35 82B20 PDFBibTeX XMLCite \textit{A. van Enter} and \textit{A. Le Ny}, Stochastic Processes Appl. 127, No. 11, 3776--3791 (2017; Zbl 1372.60137) Full Text: DOI arXiv
Pilipauskaitė, Vytautė; Surgailis, Donatas Scaling transition for nonlinear random fields with long-range dependence. (English) Zbl 1373.60089 Stochastic Processes Appl. 127, No. 8, 2751-2779 (2017). MSC: 60G60 60F05 60G18 60G22 PDFBibTeX XMLCite \textit{V. Pilipauskaitė} and \textit{D. Surgailis}, Stochastic Processes Appl. 127, No. 8, 2751--2779 (2017; Zbl 1373.60089) Full Text: DOI arXiv
Henderson, Christopher; Menz, Georg Equivalence of a mixing condition and the LSI in spin systems with infinite range interaction. (English) Zbl 1351.82020 Stochastic Processes Appl. 126, No. 10, 2877-2912 (2016). MSC: 82B20 82B05 60K35 82D45 PDFBibTeX XMLCite \textit{C. Henderson} and \textit{G. Menz}, Stochastic Processes Appl. 126, No. 10, 2877--2912 (2016; Zbl 1351.82020) Full Text: DOI arXiv
Bai, Shuyang; Taqqu, Murad S.; Zhang, Ting A unified approach to self-normalized block sampling. (English) Zbl 1338.62123 Stochastic Processes Appl. 126, No. 8, 2465-2493 (2016). MSC: 62G09 60G18 PDFBibTeX XMLCite \textit{S. Bai} et al., Stochastic Processes Appl. 126, No. 8, 2465--2493 (2016; Zbl 1338.62123) Full Text: DOI arXiv
Bai, Shuyang; Ginovyan, Mamikon S.; Taqqu, Murad S. Limit theorems for quadratic forms of Lévy-driven continuous-time linear processes. (English) Zbl 1333.60024 Stochastic Processes Appl. 126, No. 4, 1036-1065 (2016). MSC: 60F05 60G51 60G18 60J65 60G22 60H05 PDFBibTeX XMLCite \textit{S. Bai} et al., Stochastic Processes Appl. 126, No. 4, 1036--1065 (2016; Zbl 1333.60024) Full Text: DOI
Armendáriz, Inés; Ferrari, Pablo A.; Soprano-Loto, Nahuel Phase transition for the dilute clock model. (English) Zbl 1323.82012 Stochastic Processes Appl. 125, No. 10, 3879-3892 (2015). MSC: 82B26 82B20 82D40 PDFBibTeX XMLCite \textit{I. Armendáriz} et al., Stochastic Processes Appl. 125, No. 10, 3879--3892 (2015; Zbl 1323.82012) Full Text: DOI arXiv Link
Puplinskaitė, Donata; Surgailis, Donatas Scaling transition for long-range dependent Gaussian random fields. (English) Zbl 1317.60062 Stochastic Processes Appl. 125, No. 6, 2256-2271 (2015). MSC: 60G60 60G15 60G10 PDFBibTeX XMLCite \textit{D. Puplinskaitė} and \textit{D. Surgailis}, Stochastic Processes Appl. 125, No. 6, 2256--2271 (2015; Zbl 1317.60062) Full Text: DOI arXiv
Bai, Shuyang; Taqqu, Murad S. Convergence of long-memory discrete \(k\)th order Volterra processes. (English) Zbl 1329.60022 Stochastic Processes Appl. 125, No. 5, 2026-2053 (2015). MSC: 60F05 60G18 60H05 PDFBibTeX XMLCite \textit{S. Bai} and \textit{M. S. Taqqu}, Stochastic Processes Appl. 125, No. 5, 2026--2053 (2015; Zbl 1329.60022) Full Text: DOI arXiv
Arras, Benjamin On a class of self-similar processes with stationary increments in higher order Wiener chaoses. (English) Zbl 1329.60100 Stochastic Processes Appl. 124, No. 7, 2415-2441 (2014). MSC: 60G18 60G17 60H05 60G22 42C40 28A78 28A80 PDFBibTeX XMLCite \textit{B. Arras}, Stochastic Processes Appl. 124, No. 7, 2415--2441 (2014; Zbl 1329.60100) Full Text: DOI arXiv
Bai, Shuyang; Taqqu, Murad S. Generalized Hermite processes, discrete chaos and limit theorems. (English) Zbl 1282.60043 Stochastic Processes Appl. 124, No. 4, 1710-1739 (2014). MSC: 60G18 60F05 PDFBibTeX XMLCite \textit{S. Bai} and \textit{M. S. Taqqu}, Stochastic Processes Appl. 124, No. 4, 1710--1739 (2014; Zbl 1282.60043) Full Text: DOI arXiv
Butkovsky, O. A.; Veretennikov, A. Yu. On asymptotics for Vaserstein coupling of Markov chains. (English) Zbl 1294.60095 Stochastic Processes Appl. 123, No. 9, 3518-3541 (2013). MSC: 60J05 60J22 PDFBibTeX XMLCite \textit{O. A. Butkovsky} and \textit{A. Yu. Veretennikov}, Stochastic Processes Appl. 123, No. 9, 3518--3541 (2013; Zbl 1294.60095) Full Text: DOI
Zhang, Ting; Ho, Hwai-Chung; Wendler, Martin; Wu, Wei Biao Block sampling under strong dependence. (English) Zbl 1417.62261 Stochastic Processes Appl. 123, No. 6, 2323-2339 (2013). MSC: 62M10 62G09 62G20 60G10 PDFBibTeX XMLCite \textit{T. Zhang} et al., Stochastic Processes Appl. 123, No. 6, 2323--2339 (2013; Zbl 1417.62261) Full Text: DOI arXiv
Veillette, Mark S.; Taqqu, Murad S. Berry-Esseen and Edgeworth approximations for the normalized tail of an infinite sum of independent weighted gamma random variables. (English) Zbl 1236.60027 Stochastic Processes Appl. 122, No. 3, 885-909 (2012). MSC: 60F05 60E10 60E99 PDFBibTeX XMLCite \textit{M. S. Veillette} and \textit{M. S. Taqqu}, Stochastic Processes Appl. 122, No. 3, 885--909 (2012; Zbl 1236.60027) Full Text: DOI arXiv
Löcherbach, Eva; Orlandi, Enza Neighborhood radius estimation for variable-neighborhood random fields. (English) Zbl 1398.62058 Stochastic Processes Appl. 121, No. 9, 2151-2185 (2011). MSC: 62F12 60D05 60G60 62M40 PDFBibTeX XMLCite \textit{E. Löcherbach} and \textit{E. Orlandi}, Stochastic Processes Appl. 121, No. 9, 2151--2185 (2011; Zbl 1398.62058) Full Text: DOI arXiv
Nourdin, Ivan; Peccati, Giovanni; Podolskij, Mark Quantitative Breuer-Major theorems. (English) Zbl 1225.60045 Stochastic Processes Appl. 121, No. 4, 793-812 (2011). Reviewer: Nicko G. Gamkrelidze (Moskva) MSC: 60F05 60H05 60G15 60H07 PDFBibTeX XMLCite \textit{I. Nourdin} et al., Stochastic Processes Appl. 121, No. 4, 793--812 (2011; Zbl 1225.60045) Full Text: DOI arXiv
Bardet, J.-M.; Tudor, C. A. A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter. (English) Zbl 1203.60043 Stochastic Processes Appl. 120, No. 12, 2331-2362 (2010). MSC: 60G18 60F05 60H05 62F12 PDFBibTeX XMLCite \textit{J. M. Bardet} and \textit{C. A. Tudor}, Stochastic Processes Appl. 120, No. 12, 2331--2362 (2010; Zbl 1203.60043) Full Text: DOI arXiv
Bercu, Bernard; Nourdin, Ivan; Taqqu, Murad S. Almost sure central limit theorems on the Wiener space. (English) Zbl 1219.60020 Stochastic Processes Appl. 120, No. 9, 1607-1628 (2010). Reviewer: V. M. Kruglov (Moskva) MSC: 60F05 60G15 60H05 60H07 60F15 PDFBibTeX XMLCite \textit{B. Bercu} et al., Stochastic Processes Appl. 120, No. 9, 1607--1628 (2010; Zbl 1219.60020) Full Text: DOI arXiv Link
Marcus, Michael B.; Rosen, Jay Asymptotic expansions for functions of the increments of certain Gaussian processes. (English) Zbl 1200.60028 Stochastic Processes Appl. 120, No. 2, 195-222 (2010). Reviewer: Zakhar Kabluchko (Ulm) MSC: 60F25 60G15 60F05 PDFBibTeX XMLCite \textit{M. B. Marcus} and \textit{J. Rosen}, Stochastic Processes Appl. 120, No. 2, 195--222 (2010; Zbl 1200.60028) Full Text: DOI arXiv
Hryniv, O.; Velenik, Y. Some rigorous results on semiflexible polymers. I: Free and confined polymers. (English) Zbl 1176.60083 Stochastic Processes Appl. 119, No. 10, 3081-3100 (2009). MSC: 60K35 82B41 82D60 PDFBibTeX XMLCite \textit{O. Hryniv} and \textit{Y. Velenik}, Stochastic Processes Appl. 119, No. 10, 3081--3100 (2009; Zbl 1176.60083) Full Text: DOI arXiv
van Enter, A. C. D.; Ruszel, W. M. Gibbsianness versus non-Gibbsianness of time-evolved planar rotor models. (English) Zbl 1173.82007 Stochastic Processes Appl. 119, No. 6, 1866-1888 (2009). Reviewer: Utkir Rozikov (Tashkent) MSC: 82B20 PDFBibTeX XMLCite \textit{A. C. D. van Enter} and \textit{W. M. Ruszel}, Stochastic Processes Appl. 119, No. 6, 1866--1888 (2009; Zbl 1173.82007) Full Text: DOI arXiv Link
Gaudillière, A.; den Hollander, F.; Nardi, F. R.; Olivieri, E.; Scoppola, E. Ideal gas approximation for a two-dimensional rarefied gas under Kawasaki dynamics. (English) Zbl 1158.60043 Stochastic Processes Appl. 119, No. 3, 737-774 (2009). MSC: 60K35 82C26 82C20 PDFBibTeX XMLCite \textit{A. Gaudillière} et al., Stochastic Processes Appl. 119, No. 3, 737--774 (2009; Zbl 1158.60043) Full Text: DOI
Richthammer, Thomas Translation invariance of two-dimensional Gibbsian systems of particles with internal degrees of freedom. (English) Zbl 1170.60035 Stochastic Processes Appl. 119, No. 3, 700-736 (2009). Reviewer: Nasir N. Ganikhodjaev (Kuantan) MSC: 60K35 82B31 82B05 PDFBibTeX XMLCite \textit{T. Richthammer}, Stochastic Processes Appl. 119, No. 3, 700--736 (2009; Zbl 1170.60035) Full Text: DOI arXiv
Kulik, Alexey M. Exponential ergodicity of the solutions to SDE’s with a jump noise. (English) Zbl 1169.60012 Stochastic Processes Appl. 119, No. 2, 602-632 (2009). Reviewer: Makiko Nisio (Kobe) MSC: 60H10 60J70 60H07 PDFBibTeX XMLCite \textit{A. M. Kulik}, Stochastic Processes Appl. 119, No. 2, 602--632 (2009; Zbl 1169.60012) Full Text: DOI arXiv
Čekanavičius, Vydas; Roos, Bero Poisson type approximations for the Markov binomial distribution. (English) Zbl 1170.60026 Stochastic Processes Appl. 119, No. 1, 190-207 (2009). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60J10 60F05 PDFBibTeX XMLCite \textit{V. Čekanavičius} and \textit{B. Roos}, Stochastic Processes Appl. 119, No. 1, 190--207 (2009; Zbl 1170.60026) Full Text: DOI
Doukhan, Paul; Wintenberger, Olivier Weakly dependent chains with infinite memory. (English) Zbl 1166.60031 Stochastic Processes Appl. 118, No. 11, 1997-2013 (2008). Reviewer: Alexander V. Bulinski (Moskva) MSC: 60G99 62M10 91B62 60K35 60F05 60F17 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{O. Wintenberger}, Stochastic Processes Appl. 118, No. 11, 1997--2013 (2008; Zbl 1166.60031) Full Text: DOI arXiv
Surgailis, Donatas Nonhomogeneous fractional integration and multifractional processes. (English) Zbl 1131.60026 Stochastic Processes Appl. 118, No. 2, 171-198 (2008). MSC: 60G12 60G18 60H05 26A33 33C65 PDFBibTeX XMLCite \textit{D. Surgailis}, Stochastic Processes Appl. 118, No. 2, 171--198 (2008; Zbl 1131.60026) Full Text: DOI
Ferrari, Pablo A.; Niederhauser, Beat M. Harness processes and harmonic crystals. (English) Zbl 1111.60072 Stochastic Processes Appl. 116, No. 6, 939-956 (2006). MSC: 60K35 82C31 82B31 PDFBibTeX XMLCite \textit{P. A. Ferrari} and \textit{B. M. Niederhauser}, Stochastic Processes Appl. 116, No. 6, 939--956 (2006; Zbl 1111.60072) Full Text: DOI arXiv
Richthammer, Thomas Two-dimensional Gibbsian point processes with continuous spin symmetries. (English) Zbl 1075.60126 Stochastic Processes Appl. 115, No. 5, 827-848 (2005). Reviewer: Piotr Garbaczewski (Zielona Góra) MSC: 60K35 82B21 82B43 82B26 PDFBibTeX XMLCite \textit{T. Richthammer}, Stochastic Processes Appl. 115, No. 5, 827--848 (2005; Zbl 1075.60126) Full Text: DOI arXiv
Couronné, Olivier; Messikh, Reda Jürg Surface order large deviations for 2D FK-percolation and Potts models. (English) Zbl 1080.60020 Stochastic Processes Appl. 113, No. 1, 81-99 (2004). Reviewer: Mihai Gradinaru (Nancy) MSC: 60F10 60K35 82B20 82B43 PDFBibTeX XMLCite \textit{O. Couronné} and \textit{R. J. Messikh}, Stochastic Processes Appl. 113, No. 1, 81--99 (2004; Zbl 1080.60020) Full Text: DOI arXiv
El Machkouri, Mohamed Kahane-Khintchine inequalities and functional central limit theorem for stationary random fields. (English) Zbl 1075.60506 Stochastic Processes Appl. 102, No. 2, 285-299 (2002). Reviewer: Petr Lachout (Praha) MSC: 60F05 60F17 60G60 60E15 PDFBibTeX XMLCite \textit{M. El Machkouri}, Stochastic Processes Appl. 102, No. 2, 285--299 (2002; Zbl 1075.60506) Full Text: DOI
Ferrari, Pablo A.; Fernández, Roberto; Garcia, Nancy L. Perfect simulation for interacting point processes, loss networks and Ising models. (English) Zbl 1075.60583 Stochastic Processes Appl. 102, No. 1, 63-88 (2002). Reviewer: Martin Janžura (Praha) MSC: 60K35 65C05 PDFBibTeX XMLCite \textit{P. A. Ferrari} et al., Stochastic Processes Appl. 102, No. 1, 63--88 (2002; Zbl 1075.60583) Full Text: DOI arXiv
Koul, Hira L.; Surgailis, Donatas Asymptotics of empirical processes of long memory moving averages with infinite variance. (English) Zbl 1046.62089 Stochastic Processes Appl. 91, No. 2, 309-336 (2001). MSC: 62M10 60F05 62G30 62J05 62E20 62G20 PDFBibTeX XMLCite \textit{H. L. Koul} and \textit{D. Surgailis}, Stochastic Processes Appl. 91, No. 2, 309--336 (2001; Zbl 1046.62089) Full Text: DOI
Chi, Zhiyi Stationary self-similar random fields on the integer lattice. (English) Zbl 1047.60035 Stochastic Processes Appl. 91, No. 1, 99-113 (2001). Reviewer: Petr Lachout (Praha) MSC: 60G18 60G60 PDFBibTeX XMLCite \textit{Z. Chi}, Stochastic Processes Appl. 91, No. 1, 99--113 (2001; Zbl 1047.60035) Full Text: DOI
Arcones, Miguel A. Distributional limit theorems over a stationary Gaussian sequence of random vectors. (English) Zbl 1045.60019 Stochastic Processes Appl. 88, No. 1, 135-159 (2000). Reviewer: Petr Lachout (Praha) MSC: 60F05 60G10 PDFBibTeX XMLCite \textit{M. A. Arcones}, Stochastic Processes Appl. 88, No. 1, 135--159 (2000; Zbl 1045.60019) Full Text: DOI
Ben Arous, Gerard; Kumagai, Takashi Large deviations for Brownian motion on the Sierpiński gasket. (English) Zbl 0997.60018 Stochastic Processes Appl. 85, No. 2, 225-235 (2000). MSC: 60F10 60J80 60J60 PDFBibTeX XMLCite \textit{G. Ben Arous} and \textit{T. Kumagai}, Stochastic Processes Appl. 85, No. 2, 225--235 (2000; Zbl 0997.60018) Full Text: DOI
Atar, Rami; Dupuis, Paul Large deviations and queueing networks: Methods for rate function identification. (English) Zbl 0996.60036 Stochastic Processes Appl. 84, No. 2, 255-296 (1999). MSC: 60F10 93E20 60F17 60K25 PDFBibTeX XMLCite \textit{R. Atar} and \textit{P. Dupuis}, Stochastic Processes Appl. 84, No. 2, 255--296 (1999; Zbl 0996.60036) Full Text: DOI arXiv
Ahn, V. V.; Leonenko, N. N. Non-Gaussian scenarios for the heat equation with singular initial conditions. (English) Zbl 1001.60071 Stochastic Processes Appl. 84, No. 1, 91-114 (1999). Reviewer: Bohdan Maslowski (Praha) MSC: 60H15 PDFBibTeX XMLCite \textit{V. V. Ahn} and \textit{N. N. Leonenko}, Stochastic Processes Appl. 84, No. 1, 91--114 (1999; Zbl 1001.60071) Full Text: DOI
Bojdecki, Tomasz; Jakubowski, Jacek Invariant measures for generalized Langevin equations in conuclear spaces. (English) Zbl 0997.60067 Stochastic Processes Appl. 84, No. 1, 1-24 (1999). Reviewer: Jan Seidler (Praha) MSC: 60H15 60J35 PDFBibTeX XMLCite \textit{T. Bojdecki} and \textit{J. Jakubowski}, Stochastic Processes Appl. 84, No. 1, 1--24 (1999; Zbl 0997.60067) Full Text: DOI
Masry, Elias; Mielniczuk, Jan Local linear regression estimation for time series with long-range dependence. (English) Zbl 0991.62024 Stochastic Processes Appl. 82, No. 2, 173-193 (1999). Reviewer: Marie Hušková (Praha) MSC: 62G08 62J05 62M10 62E20 PDFBibTeX XMLCite \textit{E. Masry} and \textit{J. Mielniczuk}, Stochastic Processes Appl. 82, No. 2, 173--193 (1999; Zbl 0991.62024) Full Text: DOI
Dermoune, A.; Hamadène, S.; Ouknine, Y. Limit theorem for the statistical solution of Burgers equation. (English) Zbl 0961.60034 Stochastic Processes Appl. 81, No. 2, 217-230 (1999). Reviewer: B.Maslowski (Praha) MSC: 60F05 60G10 60G15 PDFBibTeX XMLCite \textit{A. Dermoune} et al., Stochastic Processes Appl. 81, No. 2, 217--230 (1999; Zbl 0961.60034) Full Text: DOI
Giraitis, Liudas; Robinson, Peter M.; Surgailis, Donatas Variance-type estimation of long memory. (English) Zbl 0955.62090 Stochastic Processes Appl. 80, No. 1, 1-24 (1999). Reviewer: J. Anděl (Praha) MSC: 62M10 62G05 62F12 PDFBibTeX XMLCite \textit{L. Giraitis} et al., Stochastic Processes Appl. 80, No. 1, 1--24 (1999; Zbl 0955.62090) Full Text: DOI
Maes, C.; Redig, F.; Van Moffaert, A.; Leuven, K. U. Almost Gibbsian versus weakly Gibbsian measures. (English) Zbl 0963.60094 Stochastic Processes Appl. 79, No. 1, 1-15 (1999). Reviewer: Petr Holický (Praha) MSC: 60K35 60G60 82B20 PDFBibTeX XMLCite \textit{C. Maes} et al., Stochastic Processes Appl. 79, No. 1, 1--15 (1999; Zbl 0963.60094) Full Text: DOI
Leonenko, N. N.; Woyczynski, W. A. Exact parabolic asymptotics for singular \(n\)-D Burgers’ random fields: Gaussian approximation. (English) Zbl 0928.35214 Stochastic Processes Appl. 76, No. 2, 141-165 (1998). Reviewer: Jan Seidler (Praha) MSC: 35R60 35Q53 60F99 PDFBibTeX XMLCite \textit{N. N. Leonenko} and \textit{W. A. Woyczynski}, Stochastic Processes Appl. 76, No. 2, 141--165 (1998; Zbl 0928.35214) Full Text: DOI
Benois, O.; Bodineau, T.; Presutti, E. Large deviations in the van der Waals limit. (English) Zbl 0927.60080 Stochastic Processes Appl. 75, No. 1, 89-104 (1998). Reviewer: Petr Holický (Praha) MSC: 60K35 82B20 60F10 PDFBibTeX XMLCite \textit{O. Benois} et al., Stochastic Processes Appl. 75, No. 1, 89--104 (1998; Zbl 0927.60080) Full Text: DOI
Lőrinczi, József Non-Gibbsianness of the reduced SOS-measure. (English) Zbl 0927.60079 Stochastic Processes Appl. 74, No. 1, 83-88 (1998). Reviewer: Jan Rataj (Praha) MSC: 60K35 82B20 60G60 PDFBibTeX XMLCite \textit{J. Lőrinczi}, Stochastic Processes Appl. 74, No. 1, 83--88 (1998; Zbl 0927.60079) Full Text: DOI
Bradley, Richard C. Every “lower psi-mixing” Markov chain is “interlaced rho-mixing”. (English) Zbl 0948.60064 Stochastic Processes Appl. 72, No. 2, 221-239 (1997). Reviewer: Ivan Saxl (Praha) MSC: 60J10 60G07 PDFBibTeX XMLCite \textit{R. C. Bradley}, Stochastic Processes Appl. 72, No. 2, 221--239 (1997; Zbl 0948.60064) Full Text: DOI
Einmahl, John H. J. Poisson and Gaussian approximation of weighted local empirical processes. (English) Zbl 0911.60004 Stochastic Processes Appl. 70, No. 1, 31-58 (1997). Reviewer: Zuzana Prášková (Praha) MSC: 60F05 62E20 62G30 60F17 PDFBibTeX XMLCite \textit{J. H. J. Einmahl}, Stochastic Processes Appl. 70, No. 1, 31--58 (1997; Zbl 0911.60004) Full Text: DOI
Grabner, Peter J.; Woess, Wolfgang Functional iterations and periodic oscillations for simple random walk on the Sierpiński graph. (English) Zbl 0913.60050 Stochastic Processes Appl. 69, No. 1, 127-138 (1997). Reviewer: Ivan Křivý (Ostrava) MSC: 60G50 60J80 PDFBibTeX XMLCite \textit{P. J. Grabner} and \textit{W. Woess}, Stochastic Processes Appl. 69, No. 1, 127--138 (1997; Zbl 0913.60050) Full Text: DOI
Ho, Hwai-Chung On central and non-central limit theorems in density estimation for sequences of long-range dependence. (English) Zbl 0902.62046 Stochastic Processes Appl. 63, No. 2, 153-174 (1996). Reviewer: G.Dohnal (Praha) MSC: 62G07 62G20 60G10 60F05 PDFBibTeX XMLCite \textit{H.-C. Ho}, Stochastic Processes Appl. 63, No. 2, 153--174 (1996; Zbl 0902.62046) Full Text: DOI
Csörgö, Sándor; Mielniczuk, Jan Distant long-range dependent sums and regression estimation. (English) Zbl 0836.60002 Stochastic Processes Appl. 59, No. 1, 143-155 (1995). MSC: 60B10 PDFBibTeX XMLCite \textit{S. Csörgö} and \textit{J. Mielniczuk}, Stochastic Processes Appl. 59, No. 1, 143--155 (1995; Zbl 0836.60002) Full Text: DOI
Miclo, Laurent Remarks on the ergodicity of simulated annealing algorithms on a graph. (Remarques sur l’ergodicité des algorithmes de recuit simulé sur un graphe.) (French) Zbl 0829.60024 Stochastic Processes Appl. 58, No. 2, 329-360 (1995). MSC: 60F15 60F05 60J20 PDFBibTeX XMLCite \textit{L. Miclo}, Stochastic Processes Appl. 58, No. 2, 329--360 (1995; Zbl 0829.60024) Full Text: DOI
Giesbrecht, N. Bounds for sums of random variables over a Markov chain. (English) Zbl 0810.60066 Stochastic Processes Appl. 53, No. 2, 269-283 (1994). MSC: 60J20 60F05 PDFBibTeX XMLCite \textit{N. Giesbrecht}, Stochastic Processes Appl. 53, No. 2, 269--283 (1994; Zbl 0810.60066) Full Text: DOI
van den Berg, J.; Steif, J. E. Percolation and the hard-core lattice gas model. (English) Zbl 0787.60125 Stochastic Processes Appl. 49, No. 2, 179-197 (1994). MSC: 60K35 82B43 PDFBibTeX XMLCite \textit{J. van den Berg} and \textit{J. E. Steif}, Stochastic Processes Appl. 49, No. 2, 179--197 (1994; Zbl 0787.60125) Full Text: DOI Link
Dai Pra, Paolo Large deviations and stationary measures for interacting particle systems. (English) Zbl 0789.60020 Stochastic Processes Appl. 48, No. 1, 9-30 (1993). Reviewer: József Fritz MSC: 60F10 60K35 PDFBibTeX XMLCite \textit{P. Dai Pra}, Stochastic Processes Appl. 48, No. 1, 9--30 (1993; Zbl 0789.60020) Full Text: DOI
Zhou, Xiao-Wen; Zhou, Jian-Wei Sample function properties of two-parameter Markov processes. (English) Zbl 0788.60063 Stochastic Processes Appl. 47, No. 1, 37-51 (1993). Reviewer: D.Lepingle (Orléans) MSC: 60G60 60J25 60G17 PDFBibTeX XMLCite \textit{X.-W. Zhou} and \textit{J.-W. Zhou}, Stochastic Processes Appl. 47, No. 1, 37--51 (1993; Zbl 0788.60063) Full Text: DOI
Finnoff, William Law of large numbers for a general system of stochastic differential equations with global interaction. (English) Zbl 0783.60053 Stochastic Processes Appl. 46, No. 1, 153-182 (1993). Reviewer: P.Holicky (Praha) MSC: 60H10 60F15 60F17 60K35 PDFBibTeX XMLCite \textit{W. Finnoff}, Stochastic Processes Appl. 46, No. 1, 153--182 (1993; Zbl 0783.60053) Full Text: DOI
Chambers, Daniel; Slud, Eric Necessary conditions for nonlinear functionals of Gaussian processes to satisfy central limit theorems. (English) Zbl 0687.60024 Stochastic Processes Appl. 32, No. 1, 93-107 (1989). Reviewer: J.Samur MSC: 60F05 60G10 60G15 60G44 60F17 PDFBibTeX XMLCite \textit{D. Chambers} and \textit{E. Slud}, Stochastic Processes Appl. 32, No. 1, 93--107 (1989; Zbl 0687.60024) Full Text: DOI
Kessler, Christoph Attractiveness of interactions for binary lattice systems and the global Markov property. (English) Zbl 0636.60107 Stochastic Processes Appl. 24, 309-313 (1987). Reviewer: V.Chulaevsky MSC: 60K35 PDFBibTeX XMLCite \textit{C. Kessler}, Stochastic Processes Appl. 24, 309--313 (1987; Zbl 0636.60107) Full Text: DOI
Adler, Robert J.; Epstein, R. Some central limit theorems for Markov paths and some properties of Gaussian random fields. (English) Zbl 0615.60037 Stochastic Processes Appl. 24, 157-202 (1987). MSC: 60G15 60G60 60G20 81T08 PDFBibTeX XMLCite \textit{R. J. Adler} and \textit{R. Epstein}, Stochastic Processes Appl. 24, 157--202 (1987; Zbl 0615.60037) Full Text: DOI
Künsch, H. Time reversal and stationary Gibbs measures. (English) Zbl 0536.60096 Stochastic Processes Appl. 17, 159-166 (1984). MSC: 60K35 60J05 82B05 PDFBibTeX XMLCite \textit{H. Künsch}, Stochastic Processes Appl. 17, 159--166 (1984; Zbl 0536.60096) Full Text: DOI
Taqqu, Murad S.; Goldberg, Jeffrey B. Regular multigraphs and their application to the Monte Carlo evaluation of moments of non-linear functions of Gaussian random variables. (English) Zbl 0502.60040 Stochastic Processes Appl. 13, 121-138 (1982). MSC: 60G60 60H05 05C30 05C05 PDFBibTeX XMLCite \textit{M. S. Taqqu} and \textit{J. B. Goldberg}, Stochastic Processes Appl. 13, 121--138 (1982; Zbl 0502.60040) Full Text: DOI
Laha, R. G.; Rohatgi, V. K. Operator self similar stochastic processes in \(R^ n\). (English) Zbl 0472.60006 Stochastic Processes Appl. 12, 73-84 (1981). MSC: 60B05 60B10 60G10 60F05 PDFBibTeX XMLCite \textit{R. G. Laha} and \textit{V. K. Rohatgi}, Stochastic Processes Appl. 12, 73--84 (1981; Zbl 0472.60006) Full Text: DOI
Berman, Simeon M. Local times of stochastic processes with positive definite bivariate densities. (English) Zbl 0471.60082 Stochastic Processes Appl. 12, 1-26 (1981). MSC: 60J55 60E05 PDFBibTeX XMLCite \textit{S. M. Berman}, Stochastic Processes Appl. 12, 1--26 (1981; Zbl 0471.60082) Full Text: DOI
Durrett, Richard An introduction to infinite particle systems. (English) Zbl 0462.60095 Stochastic Processes Appl. 11, 109-150 (1981). MSC: 60K35 PDFBibTeX XMLCite \textit{R. Durrett}, Stochastic Processes Appl. 11, 109--150 (1981; Zbl 0462.60095) Full Text: DOI
Isaacson, Dean; Luecke, Glenn R. Strongly ergodic Markov chains and rates of convergence using spectral conditions. (English) Zbl 0373.60083 Stochastic Processes Appl. 7, 113-121 (1978). MSC: 60J10 PDFBibTeX XMLCite \textit{D. Isaacson} and \textit{G. R. Luecke}, Stochastic Processes Appl. 7, 113--121 (1978; Zbl 0373.60083) Full Text: DOI
Taqqu, Murad S. A representation for self-similar processes. (English) Zbl 0373.60048 Stochastic Processes Appl. 7, 55-64 (1978). MSC: 60G05 60G99 60H05 60J65 PDFBibTeX XMLCite \textit{M. S. Taqqu}, Stochastic Processes Appl. 7, 55--64 (1978; Zbl 0373.60048) Full Text: DOI
Chover, Joshua Convergence of a local lattice process. (English) Zbl 0339.60088 Stochastic Processes Appl. 3, 115-135 (1975). MSC: 60K35 PDFBibTeX XMLCite \textit{J. Chover}, Stochastic Processes Appl. 3, 115--135 (1975; Zbl 0339.60088) Full Text: DOI