Adamczak, Radosław; Pivovarov, Peter; Simanjuntak, Paul Limit theorems for the volumes of small codimensional random sections of \(\ell_{p}^{n}\)-balls. (English) Zbl 07810666 Ann. Probab. 52, No. 1, 93-126 (2024). MSC: 60D05 52A22 60F05 PDFBibTeX XMLCite \textit{R. Adamczak} et al., Ann. Probab. 52, No. 1, 93--126 (2024; Zbl 07810666) Full Text: DOI arXiv Link
Li, Xue-Mei; Panloup, Fabien; Sieber, Julian On the (non)stationary density of fractional-driven stochastic differential equations. (English) Zbl 07795616 Ann. Probab. 51, No. 6, 2056-2085 (2023). MSC: 60G22 60H10 37A25 PDFBibTeX XMLCite \textit{X.-M. Li} et al., Ann. Probab. 51, No. 6, 2056--2085 (2023; Zbl 07795616) Full Text: DOI arXiv
Halberstam, Noah; Hutchcroft, Tom Most transient random walks have infinitely many cut times. (English) Zbl 07793395 Ann. Probab. 51, No. 5, 1932-1962 (2023). MSC: 05C81 60G09 60J10 60J05 PDFBibTeX XMLCite \textit{N. Halberstam} and \textit{T. Hutchcroft}, Ann. Probab. 51, No. 5, 1932--1962 (2023; Zbl 07793395) Full Text: DOI arXiv
Bates, Erik; Chatterjee, Sourav The endpoint distribution of directed polymers. (English) Zbl 1444.60087 Ann. Probab. 48, No. 2, 817-871 (2020). MSC: 60K37 82B26 82B44 82D60 PDFBibTeX XMLCite \textit{E. Bates} and \textit{S. Chatterjee}, Ann. Probab. 48, No. 2, 817--871 (2020; Zbl 1444.60087) Full Text: DOI arXiv Euclid
Alexander, Yotam; Eldan, Ronen Cone points of Brownian motion in arbitrary dimension. (English) Zbl 1448.60165 Ann. Probab. 47, No. 5, 3143-3169 (2019). MSC: 60J65 52A22 PDFBibTeX XMLCite \textit{Y. Alexander} and \textit{R. Eldan}, Ann. Probab. 47, No. 5, 3143--3169 (2019; Zbl 1448.60165) Full Text: DOI arXiv Euclid
Chatterjee, Sourav A general method for lower bounds on fluctuations of random variables. (English) Zbl 1451.60026 Ann. Probab. 47, No. 4, 2140-2171 (2019). Reviewer: Fraser Daly (Edinburgh) MSC: 60E15 60C05 60K35 60B20 PDFBibTeX XMLCite \textit{S. Chatterjee}, Ann. Probab. 47, No. 4, 2140--2171 (2019; Zbl 1451.60026) Full Text: DOI arXiv Euclid
Grama, Ion; Lauvergnat, Ronan; Le Page, Émile Limit theorems for Markov walks conditioned to stay positive under a spectral gap assumption. (English) Zbl 1430.60042 Ann. Probab. 46, No. 4, 1807-1877 (2018). MSC: 60G50 60F05 60J50 60J05 60J70 60G40 PDFBibTeX XMLCite \textit{I. Grama} et al., Ann. Probab. 46, No. 4, 1807--1877 (2018; Zbl 1430.60042) Full Text: DOI arXiv Euclid
Chaumont, L. On the law of the supremum of Lévy processes. (English) Zbl 1277.60081 Ann. Probab. 41, No. 3A, 1191-1217 (2013). MSC: 60G51 60G70 PDFBibTeX XMLCite \textit{L. Chaumont}, Ann. Probab. 41, No. 3A, 1191--1217 (2013; Zbl 1277.60081) Full Text: DOI arXiv Euclid
Dalang, Robert C.; Khoshnevisan, Davar; Nualart, Eulalia; Wu, Dongsheng; Xiao, Yimin Critical Brownian sheet does not have double points. (English) Zbl 1269.60053 Ann. Probab. 40, No. 4, 1829-1859 (2012). Reviewer: Ion Cuculescu (Bucureşti) MSC: 60G60 60G15 60J45 PDFBibTeX XMLCite \textit{R. C. Dalang} et al., Ann. Probab. 40, No. 4, 1829--1859 (2012; Zbl 1269.60053) Full Text: DOI arXiv Euclid
Jin, Xiong Dimension result and KPZ formula for two-dimensional multiplicative cascade processes. (English) Zbl 1298.60046 Ann. Probab. 40, No. 1, 1-18 (2012). Reviewer: Kun Soo Chang (Seoul) MSC: 60G18 60G57 28A78 28A80 60K40 81T40 PDFBibTeX XMLCite \textit{X. Jin}, Ann. Probab. 40, No. 1, 1--18 (2012; Zbl 1298.60046) Full Text: DOI arXiv
Dubins, Lester E.; Gilat, David; Meilijson, Isaac On the expected diameter of an \(L_{2}\)-bounded martingale. (English) Zbl 1159.60020 Ann. Probab. 37, No. 1, 393-402 (2009). MSC: 60G44 60G40 PDFBibTeX XMLCite \textit{L. E. Dubins} et al., Ann. Probab. 37, No. 1, 393--402 (2009; Zbl 1159.60020) Full Text: DOI arXiv
Fontes, L. R. G.; Mathieu, P. K-processes, scaling limit and aging for the trap model in the complete graph. (English) Zbl 1154.60073 Ann. Probab. 36, No. 4, 1322-1358 (2008). Reviewer: Piotr Garbaczewski (Opole) MSC: 60K35 60K37 82C44 PDFBibTeX XMLCite \textit{L. R. G. Fontes} and \textit{P. Mathieu}, Ann. Probab. 36, No. 4, 1322--1358 (2008; Zbl 1154.60073) Full Text: DOI arXiv
Coutin, Laure; Friz, Peter; Victoir, Nicolas Good rough path sequences and applications to anticipating stochastic calculus. (English) Zbl 1132.60053 Ann. Probab. 35, No. 3, 1172-1193 (2007). Reviewer: Michael Högele (Berlin) MSC: 60H99 60H10 PDFBibTeX XMLCite \textit{L. Coutin} et al., Ann. Probab. 35, No. 3, 1172--1193 (2007; Zbl 1132.60053) Full Text: DOI arXiv
Eisenbaum, Nathalie; Kaspi, Haya A characterization of the infinitely divisible squared Gaussian processes. (English) Zbl 1102.60031 Ann. Probab. 34, No. 2, 728-742 (2006). Reviewer: Nijole Kalinauskaitė (Vilnius) MSC: 60G15 60E07 60J25 60J55 PDFBibTeX XMLCite \textit{N. Eisenbaum} and \textit{H. Kaspi}, Ann. Probab. 34, No. 2, 728--742 (2006; Zbl 1102.60031) Full Text: DOI arXiv
Baudoin, Fabrice; Nualart, David Notes on the two-dimensional fractional Brownian motion. (English) Zbl 1093.60016 Ann. Probab. 34, No. 1, 159-180 (2006). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G15 60F15 60G18 60H05 PDFBibTeX XMLCite \textit{F. Baudoin} and \textit{D. Nualart}, Ann. Probab. 34, No. 1, 159--180 (2006; Zbl 1093.60016) Full Text: DOI arXiv
Dzhaparidze, Kacha; van Zanten, Harry Krein’s spectral theory and the Paley-Wiener expansion for fractional Brownian motion. (English) Zbl 1083.60028 Ann. Probab. 33, No. 2, 620-644 (2005). Reviewer: Georgi Boshnakov (Manchester) MSC: 60G15 60G35 60G51 62M15 PDFBibTeX XMLCite \textit{K. Dzhaparidze} and \textit{H. van Zanten}, Ann. Probab. 33, No. 2, 620--644 (2005; Zbl 1083.60028) Full Text: DOI arXiv
Iksanov, Aleksander M.; Jurek, Zbigniew J.; Schreiber, Bertram M. A new factorization property of the selfdecomposable probability measures. (English) Zbl 1046.60002 Ann. Probab. 32, No. 2, 1356-1369 (2004). MSC: 60B12 60E07 60G51 60H05 PDFBibTeX XMLCite \textit{A. M. Iksanov} et al., Ann. Probab. 32, No. 2, 1356--1369 (2004; Zbl 1046.60002) Full Text: DOI arXiv
Manstavičius, Martynas \(p\)-variation of strong Markov processes. (English) Zbl 1052.60058 Ann. Probab. 32, No. 3A, 2053-2066 (2004). Reviewer: Roman Urban (Wrocław) MSC: 60J25 60G17 60J35 60G40 PDFBibTeX XMLCite \textit{M. Manstavičius}, Ann. Probab. 32, No. 3A, 2053--2066 (2004; Zbl 1052.60058) Full Text: DOI arXiv
Csörgő, Miklós; Szyszkowicz, Barbara; Wang, Qiying Donsker’s theorem for self-normalized partial sums processes. (English) Zbl 1045.60020 Ann. Probab. 31, No. 3, 1228-1240 (2003). Reviewer: Ken-ichi Yoshihara (Tokyo) MSC: 60F05 60F17 62E20 PDFBibTeX XMLCite \textit{M. Csörgő} et al., Ann. Probab. 31, No. 3, 1228--1240 (2003; Zbl 1045.60020) Full Text: DOI Euclid
Khoshnevisan, Davar; Xiao, Yimin Level sets of additive Lévy processes. (English) Zbl 1019.60049 Ann. Probab. 30, No. 1, 62-100 (2002). Reviewer: M.I.Yadrenko (Kyïv) MSC: 60G60 28A80 60D05 60J45 PDFBibTeX XMLCite \textit{D. Khoshnevisan} and \textit{Y. Xiao}, Ann. Probab. 30, No. 1, 62--100 (2002; Zbl 1019.60049) Full Text: DOI
Huang, Yen-Chin; Dudley, R. M. Speed of convergence of classical empirical processes in \(p\)-variation norm. (English) Zbl 1010.62039 Ann. Probab. 29, No. 4, 1625-1636 (2001). MSC: 62G30 60F17 PDFBibTeX XMLCite \textit{Y.-C. Huang} and \textit{R. M. Dudley}, Ann. Probab. 29, No. 4, 1625--1636 (2001; Zbl 1010.62039) Full Text: DOI
Penrose, Mathew D. A central limit theorem with applications to percolation, epidemics and Boolean models. (English) Zbl 1044.60015 Ann. Probab. 29, No. 4, 1515-1546 (2001). Reviewer: L. Heinrich (Augsburg) MSC: 60F05 60D05 60K35 82B43 PDFBibTeX XMLCite \textit{M. D. Penrose}, Ann. Probab. 29, No. 4, 1515--1546 (2001; Zbl 1044.60015) Full Text: DOI
Kenyon, Richard Dominos and the Gaussian free field. (English) Zbl 1034.82021 Ann. Probab. 29, No. 3, 1128-1137 (2001). MSC: 82B41 60G60 82B20 PDFBibTeX XMLCite \textit{R. Kenyon}, Ann. Probab. 29, No. 3, 1128--1137 (2001; Zbl 1034.82021) Full Text: DOI arXiv
Pitman, Jim; Yor, Marc On the distribution of ranked heights of excursions of a Brownian bridge. (English) Zbl 1033.60050 Ann. Probab. 29, No. 1, 361-384 (2001). Reviewer: Ion Cuculescu (Bucureşti) MSC: 60G18 60J65 PDFBibTeX XMLCite \textit{J. Pitman} and \textit{M. Yor}, Ann. Probab. 29, No. 1, 361--384 (2001; Zbl 1033.60050) Full Text: DOI
Kallenberg, Olav Ballot theorems and sojourn laws for stationary processes. (English) Zbl 0961.60045 Ann. Probab. 27, No. 4, 2011-2019 (1999). Reviewer: Andrew Olenko (Kyïv) MSC: 60G10 PDFBibTeX XMLCite \textit{O. Kallenberg}, Ann. Probab. 27, No. 4, 2011--2019 (1999; Zbl 0961.60045) Full Text: DOI
Pitman, Jim The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest. (English) Zbl 0954.60060 Ann. Probab. 27, No. 1, 261-283 (1999). Reviewer: A.I.Zejfman (Vologda) MSC: 60J65 60H10 60J55 60J60 60J80 PDFBibTeX XMLCite \textit{J. Pitman}, Ann. Probab. 27, No. 1, 261--283 (1999; Zbl 0954.60060) Full Text: DOI
Aaronson, Jon; Denker, Manfred Characteristic functions of random variables attracted to 1-stable laws. (English) Zbl 0937.60005 Ann. Probab. 26, No. 1, 399-415 (1998). MSC: 60E07 60E10 60F05 PDFBibTeX XMLCite \textit{J. Aaronson} and \textit{M. Denker}, Ann. Probab. 26, No. 1, 399--415 (1998; Zbl 0937.60005) Full Text: DOI
Duheille, F. On the range of \({\mathbb{R}}^2\) or \({\mathbb{R}}^3\)-valued harmonic morphisms. (English) Zbl 0933.31006 Ann. Probab. 26, No. 1, 308-315 (1998). MSC: 31C05 60J45 60J65 PDFBibTeX XMLCite \textit{F. Duheille}, Ann. Probab. 26, No. 1, 308--315 (1998; Zbl 0933.31006) Full Text: DOI
Hambly, B. M.; Lyons, T. J. Stochastic area for Brownian motion on the Sierpiński gasket. (English) Zbl 0936.60073 Ann. Probab. 26, No. 1, 132-148 (1998). MSC: 60J60 60J65 60J25 PDFBibTeX XMLCite \textit{B. M. Hambly} and \textit{T. J. Lyons}, Ann. Probab. 26, No. 1, 132--148 (1998; Zbl 0936.60073) Full Text: DOI
Lachal, Aimé Local asymptotic classes for the successive primitives of Brownian motion. (English) Zbl 0903.60071 Ann. Probab. 25, No. 4, 1712-1734 (1997). MSC: 60J65 60F15 60G15 60G17 60J25 PDFBibTeX XMLCite \textit{A. Lachal}, Ann. Probab. 25, No. 4, 1712--1734 (1997; Zbl 0903.60071) Full Text: DOI
Pitman, Jim; Yor, Marc The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator. (English) Zbl 0880.60076 Ann. Probab. 25, No. 2, 855-900 (1997). MSC: 60J99 60G57 60E99 PDFBibTeX XMLCite \textit{J. Pitman} and \textit{M. Yor}, Ann. Probab. 25, No. 2, 855--900 (1997; Zbl 0880.60076) Full Text: DOI