Brassesco, Stella; Valle, Glauco; Vares, Maria Eulália Onset of pattern formation for the stochastic Allen-Cahn equation. (English) Zbl 07964602 J. Theor. Probab. 38, No. 1, Paper No. 29, 23 p. (2025). MSC: 60H15 35R60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Yang, Lijian Continuity of Gaussian extreme distributions. (English) Zbl 07955931 Stat. Probab. Lett. 216, Article ID 110274, 7 p. (2025). MSC: 62Gxx 60Gxx 60Fxx × Cite Format Result Cite Review PDF Full Text: DOI
Lacoin, Hubert Critical Gaussian multiplicative chaos revisited. (English. French summary) Zbl 07967650 Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 4, 2328-2351 (2024). MSC: 60G15 60F99 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Yang, Lijian Exact quantiles of Gaussian process extremes. (English) Zbl 1543.60050 Stat. Probab. Lett. 213, Article ID 110173, 6 p. (2024). MSC: 60G15 60G70 62G08 × Cite Format Result Cite Review PDF Full Text: DOI
Tronarp, Filip; Karvonen, Toni Orthonormal expansions for translation-invariant kernels. (English) Zbl 1545.42024 J. Approx. Theory 302, Article ID 106055, 23 p. (2024). MSC: 42C10 33C45 46E22 60G10 65D12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Abraham, Christophe An informative prior distribution on functions with application to functional regression. (English) Zbl 07865180 Stat. Neerl. 78, No. 2, 357-373 (2024). MSC: 62-XX 60Gxx 62Gxx × Cite Format Result Cite Review PDF Full Text: DOI
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 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ding, Jian; Zhuang, Zijie Long range order for random field Ising and Potts models. (English) Zbl 07782025 Commun. Pure Appl. Math. 77, No. 1, 37-51 (2024). MSC: 82-XX 81-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhang, Cun-Hui Second- and higher-order Gaussian anticoncentration inequalities and error bounds in Slepian’s comparison theorem. (English) Zbl 1535.60035 Beliaev, Dmitry (ed.) et al., International congress of mathematicians 2022, ICM 2022, Helsinki, Finland, virtual, July 6–14, 2022. Volume 7. Sections 15–20. Berlin: European Mathematical Society (EMS). 5594-5615 (2023). MSC: 60E15 60G15 62E20 62E17 × Cite Format Result Cite Review PDF Full Text: DOI
Dȩbicki, Krzysztof; Peng, Xiaofan Sojourns of stationary Gaussian processes over a random interval. (English) Zbl 1533.60042 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1017-1039 (2023). MSC: 60G15 60G70 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Dȩbicki, Krzysztof (ed.); Hashorva, Enkelejd (ed.); Mandjes, Michel (ed.) Editorial introduction: special issue on Gaussian queues. (English) Zbl 07778249 Queueing Syst. 105, No. 1-2, 1-4 (2023). MSC: 00Bxx 90B22 × Cite Format Result Cite Review PDF Full Text: DOI
Ding, Jian; Gwynne, Ewain Tightness of supercritical Liouville first passage percolation. (English) Zbl 1540.60213 J. Eur. Math. Soc. (JEMS) 25, No. 10, 3833-3911 (2023). MSC: 60K35 60D05 60G60 82B43 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ding, Jian; Wirth, Mateo Correlation length of the two-dimensional random field Ising model via greedy lattice animal. (English) Zbl 1536.60092 Duke Math. J. 172, No. 9, 1781-1811 (2023). Reviewer: Janosch Ortmann (Montréal) MSC: 60K35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Diamantakis, Theo; Holm, Darryl D.; Pavliotis, Grigorios A. Variational principles on geometric rough paths and the Lévy area correction. (English) Zbl 1515.60181 SIAM J. Appl. Dyn. Syst. 22, No. 2, 1182-1218 (2023). MSC: 60H10 60H30 49S05 70E50 60L20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hu, Yaozhong; Li, Juan; Mi, Chao BSDEs generated by fractional space-time noise and related SPDEs. (English) Zbl 1545.60078 Appl. Math. Comput. 450, Article ID 127979, 30 p. (2023). MSC: 60H15 60H07 60H10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bisewski, Krzysztof; Dȩbicki, Krzysztof; Kriukov, Nikolai Simultaneous ruin probability for multivariate Gaussian risk model. (English) Zbl 1511.60061 Stochastic Processes Appl. 160, 386-408 (2023). MSC: 60G15 60G70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Karvonen, Toni Small sample spaces for Gaussian processes. (English) Zbl 1538.60056 Bernoulli 29, No. 2, 875-900 (2023). MSC: 60G15 46E22 68T05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link Link
Hannebicque, Brice; Herbin, Érick Regularity of an abstract Wiener integral. (English) Zbl 1510.60042 Stochastic Processes Appl. 154, 154-196 (2022). MSC: 60H05 60G10 60G17 60G20 60G51 60G55 60G57 × Cite Format Result Cite Review PDF Full Text: DOI
Messer, Michael Bivariate change point detection: joint detection of changes in expectation and variance. (English) Zbl 1496.62145 Scand. J. Stat. 49, No. 2, 886-916 (2022). MSC: 62M07 62G10 62M10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bisewski, Krzysztof; Dȩbicki, Krzysztof; Rolski, Tomasz Derivatives of sup-functionals of fractional Brownian motion evaluated at \(H=\frac{1}{2}\). (English) Zbl 1507.60048 Electron. J. Probab. 27, Paper No. 129, 35 p. (2022). MSC: 60G22 60G17 60G70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Kriukov, Nikolai Uniform bounds for ruin probability in multidimensional risk model. (English) Zbl 1498.60142 Stat. Probab. Lett. 190, Article ID 109622, 8 p. (2022). MSC: 60G15 60G70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Gufler, Stephan; Louidor, Oren Ballot theorems for the two-dimensional discrete Gaussian free field. (English) Zbl 1503.60044 J. Stat. Phys. 189, No. 1, Paper No. 13, 98 p. (2022). MSC: 60G15 60G70 60G60 60E15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chen, Liwen; Peng, Xiaofan Extrema of a Gaussian random field: Berman’s sojourn time method. (English) Zbl 1513.60054 Acta Math. Sci., Ser. B, Engl. Ed. 42, No. 5, 1831-1842 (2022). MSC: 60G60 60G15 60G70 × Cite Format Result Cite Review PDF Full Text: DOI
Gao, Yifan; Zhang, Fuxi On the chemical distance exponent for the two-sided level set of the two-dimensional Gaussian free field. (English) Zbl 1492.60273 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 729-753 (2022). MSC: 60K35 60G60 × Cite Format Result Cite Review PDF Full Text: Link
Bingham, Nicholas H.; Symons, Tasmin L. Gaussian random fields on the sphere and sphere cross line. (English) Zbl 1493.60009 Stochastic Processes Appl. 150, 788-801 (2022). Reviewer: Uwe Franz (Besançon) MSC: 60B15 60G15 60G60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Muirhead, S. Boundedness of the nodal domains of additive Gaussian fields. (English) Zbl 1495.60018 Theory Probab. Math. Stat. 106, 143-155 (2022). MSC: 60G15 60G60 60K35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lopes, Miles E.; Yao, Junwen A sharp lower-tail bound for Gaussian maxima with application to bootstrap methods in high dimensions. (English) Zbl 1490.60079 Electron. J. Stat. 16, No. 1, 58-83 (2022). MSC: 60G15 60E15 62G09 62G32 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Hong, Jialin; Liu, Zhihui; Sheng, Derui Optimal Hölder continuity and hitting probabilities for SPDEs with rough fractional noises. (English) Zbl 1491.60100 J. Math. Anal. Appl. 512, No. 1, Article ID 126125, 21 p. (2022). MSC: 60H15 60G17 60G22 60H07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chebunin, Mikhail; Zuyev, Sergei Functional central limit theorems for occupancies and missing mass process in infinite urn models. (English) Zbl 1484.60039 J. Theor. Probab. 35, No. 1, 1-19 (2022). MSC: 60F17 60G22 60G15 60G18 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Sun, Hongfang; Chen, Yu; Hu, Taizhong Statistical inference for tail-based cumulative residual entropy. (English) Zbl 1484.91406 Insur. Math. Econ. 103, 66-95 (2022). MSC: 91G05 62G32 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Hu, Yaozhong; Wang, Xiong Stochastic heat equation with general rough noise. (English) Zbl 1483.60094 Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 1, 379-423 (2022). MSC: 60H15 35K08 60G15 60G22 60H05 60H07 × Cite Format Result Cite Review PDF Full Text: DOI
Bachoc, François Asymptotic analysis of maximum likelihood estimation of covariance parameters for Gaussian processes: an introduction with proofs. (English) Zbl 07645406 Daouia, Abdelaati (ed.) et al., Advances in contemporary statistics and econometrics. Festschrift in honor of Christine Thomas-Agnan. Cham: Springer. 283-303 (2021). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zubeldia, Martin; Mandjes, Michel Large deviations for acyclic networks of queues with correlated Gaussian inputs. (English) Zbl 1478.60104 Queueing Syst. 98, No. 3-4, 333-371 (2021). MSC: 60F10 60G15 60G22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Taddeo, Marcelo M.; Morettin, Pedro A. Estimation of semiparametric models with errors following a scale mixture of Gaussian distributions. (English) Zbl 1475.62137 Braz. J. Probab. Stat. 35, No. 2, 315-334 (2021). MSC: 62G05 65D07 × Cite Format Result Cite Review PDF Full Text: DOI
Pycke, J. R. On three families of Karhunen-Loève expansions associated with classical orthogonal polynomials. (English) Zbl 1475.33004 Result. Math. 76, No. 3, Paper No. 148, 27 p. (2021). MSC: 33C45 42C10 45C05 60G15 × Cite Format Result Cite Review PDF Full Text: DOI
Ayache, Antoine On the monofractality of many stationary continuous Gaussian fields. (English) Zbl 1480.60099 J. Funct. Anal. 281, No. 7, Article ID 109111, 32 p. (2021). MSC: 60G17 42B35 42B05 × Cite Format Result Cite Review PDF Full Text: DOI HAL
Lahiri, Soumendra N. Necessary and sufficient conditions for variable selection consistency of the Lasso in high dimensions. (English) Zbl 1469.62307 Ann. Stat. 49, No. 2, 820-844 (2021). Reviewer: Fraser Daly (Edinburgh) MSC: 62J07 62E20 62J05 × Cite Format Result Cite Review PDF Full Text: DOI
Bisewski, Krzysztof; Dębicki, Krzysztof; Mandjes, Michel Bounds for expected supremum of fractional Brownian motion with drift. (English) Zbl 1476.60074 J. Appl. Probab. 58, No. 2, 411-427 (2021). MSC: 60G22 60G15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Dunlap, Alexander; Graham, Cole; Ryzhik, Lenya Stationary solutions to the stochastic Burgers equation on the line. (English) Zbl 1470.60180 Commun. Math. Phys. 382, No. 2, 875-949 (2021). MSC: 60H15 35R60 35Q35 35Q53 82D60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dębicki, Krzysztof; Tabiś, Kamil Pickands-Piterbarg constants for self-similar Gaussian processes. (English) Zbl 1472.60063 Probab. Math. Stat. 40, No. 2, 297-315 (2020). MSC: 60G15 60G18 60G70 × Cite Format Result Cite Review PDF Full Text: arXiv
Liu, Guanfu; Li, Pengfei; Liu, Yukun; Pu, Xiaolong Hypothesis testing for quantitative trait locus effects in both location and scale in genetic backcross studies. (English) Zbl 1467.62038 Scand. J. Stat. 47, No. 4, 1064-1089 (2020). MSC: 62F03 62E20 × Cite Format Result Cite Review PDF Full Text: DOI
Ćmiel, Bogdan; Inglot, Tadeusz; Ledwina, Teresa Intermediate efficiency of some weighted goodness-of-fit statistics. (English) Zbl 1465.62081 J. Nonparametric Stat. 32, No. 3, 667-703 (2020). MSC: 62G10 62G20 60E15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Horel, Enguerrand; Giesecke, Kay Significance tests for neural networks. (English) Zbl 1540.62055 J. Mach. Learn. Res. 21, Paper No. 227, 29 p. (2020). MSC: 62G10 62G08 62M45 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Dalang, Robert C.; Pu, Fei On the density of the supremum of the solution to the linear stochastic heat equation. (English) Zbl 1456.60158 Stoch. Partial Differ. Equ., Anal. Comput. 8, No. 3, 461-508 (2020). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H15 60J45 60H07 60G60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Fu, Zuopeng; Wang, Yizao Stable processes with stationary increments parameterized by metric spaces. (English) Zbl 1467.60027 J. Theor. Probab. 33, No. 3, 1737-1754 (2020). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 60G22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Gnedin, Alexander; Iksanov, Alexander On nested infinite occupancy scheme in random environment. (English) Zbl 1457.60013 Probab. Theory Relat. Fields 177, No. 3-4, 855-890 (2020). MSC: 60C05 60F17 60J80 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Biskup, Marek Extrema of the two-dimensional discrete Gaussian free field. (English) Zbl 1443.60036 Barlow, Martin T. (ed.) et al., Random graphs, phase transitions, and the Gaussian free field. Lecture notes given at the PIMS-CRM summer school in probability, University of British Columbia, Vancouver, Canada, June 5–30, 2017. Cham: Springer. Springer Proc. Math. Stat. 304, 163-407 (2020). MSC: 60G15 60K35 60G60 60G70 60J65 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ding, Jian; Dunlap, Alexander Subsequential scaling limits for Liouville graph distance. (English) Zbl 1441.60076 Commun. Math. Phys. 376, No. 2, 1499-1572 (2020). MSC: 60K35 60G60 60G57 60J65 60G15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhu, Tingyi; Politis, Dimitris N. Higher-order accurate spectral density estimation of functional time series. (English) Zbl 1442.62207 J. Time Ser. Anal. 41, No. 1, 3-20 (2020). Reviewer: Denis Sidorov (Irkutsk) MSC: 62M10 62M15 62R10 62H12 62H30 62G10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Nikula, Miika Small deviations in lognormal Mandelbrot cascades. (English) Zbl 1439.60049 Electron. Commun. Probab. 25, Paper No. 7, 12 p. (2020). MSC: 60G57 60G42 60G15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Iksanov, Alexander; Rashytov, Bohdan A functional limit theorem for general shot noise processes. (English) Zbl 1434.60106 J. Appl. Probab. 57, No. 1, 280-294 (2020). MSC: 60F17 60G55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Cai, Juan-juan; Musta, Eni Estimation of the marginal expected shortfall under asymptotic independence. (English) Zbl 1444.62071 Scand. J. Stat. 47, No. 1, 56-83 (2020). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 62H12 62P12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Biskup, Marek; Louidor, Oren Conformal symmetries in the extremal process of two-dimensional discrete Gaussian free field. (English) Zbl 1475.83027 Commun. Math. Phys. 375, No. 1, 175-235 (2020). Reviewer: Ion Vancea Vancea (Rio de Janeiro) MSC: 83C45 60G55 60G15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ding, Jian; Gwynne, Ewain The fractal dimension of Liouville quantum gravity: universality, monotonicity, and bounds. (English) Zbl 1436.83024 Commun. Math. Phys. 374, No. 3, 1877-1934 (2020). MSC: 83C45 81T25 37F35 35K08 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Gwynne, Ewain; Miller, Jason; Sheffield, Scott The Tutte embedding of the Poisson-Voronoi tessellation of the Brownian disk converges to \(\sqrt{8/3}\)-Liouville quantum gravity. (English) Zbl 1441.60015 Commun. Math. Phys. 374, No. 2, 735-784 (2020). Reviewer: Viktor Ohanyan (Erevan) MSC: 60D05 60K35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bishoyi, Abhishek; Wang, Xiaojing; Dey, Dipak K. Learning semiparametric regression with missing covariates using Gaussian process models. (English) Zbl 1437.62137 Bayesian Anal. 15, No. 1, 215-239 (2020). MSC: 62G08 60G15 62P10 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Prakasa Rao, B. L. S. More on maximal inequalities for sub-fractional Brownian motion. (English) Zbl 1436.60042 Stochastic Anal. Appl. 38, No. 2, 238-247 (2020). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G22 60G15 × Cite Format Result Cite Review PDF Full Text: DOI
Biskup, Marek; Ding, Jian; Goswami, Subhajit Return probability and recurrence for the random walk driven by two-dimensional Gaussian free field. (English) Zbl 1471.60154 Commun. Math. Phys. 373, No. 1, 45-106 (2020). MSC: 60K37 60G15 60J10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lam, Henry Recovering best statistical guarantees via the empirical divergence-based distributionally robust optimization. (English) Zbl 1455.90122 Oper. Res. 67, No. 4, 1090-1105 (2019). MSC: 90C17 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dȩbicki, Krzysztof; Michna, Zbigniew; Peng, Xiaofan Approximation of sojourn times of Gaussian processes. (English) Zbl 1447.60063 Methodol. Comput. Appl. Probab. 21, No. 4, 1183-1213 (2019). MSC: 60G15 60G70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Latz, Jonas; Eisenberger, Marvin; Ullmann, Elisabeth Fast sampling of parameterised Gaussian random fields. (English) Zbl 1441.65001 Comput. Methods Appl. Mech. Eng. 348, 978-1012 (2019). MSC: 65C05 60G60 62F15 62M40 65N21 65N25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Biskup, Marek; Louidor, Oren On intermediate level sets of two-dimensional discrete Gaussian free field. (English. French summary) Zbl 1456.60082 Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 4, 1948-1987 (2019). MSC: 60G15 82B41 60G70 62G30 60G55 60G57 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Ding, Jian; Goswami, Subhajit Upper bounds on Liouville first-passage percolation and Watabiki’s prediction. (English) Zbl 1442.60098 Commun. Pure Appl. Math. 72, No. 11, 2331-2384 (2019). MSC: 60K35 60G15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Li, Linyuan; Lu, Kewei; Xiao, Yimin Wavelet thresholding in fixed design regression for Gaussian random fields. (English) Zbl 1432.62099 J. Fourier Anal. Appl. 25, No. 6, 3184-3213 (2019). MSC: 62G08 62M40 62G20 42C40 × Cite Format Result Cite Review PDF Full Text: DOI
Steinwart, Ingo Convergence types and rates in generic Karhunen-Loève expansions with applications to sample path properties. (English) Zbl 1480.60086 Potential Anal. 51, No. 3, 361-395 (2019). MSC: 60G12 60G60 60G17 46E22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ding, Jian; Zeitouni, Ofer; Zhang, Fuxi Heat kernel for Liouville Brownian motion and Liouville graph distance. (English) Zbl 1480.60090 Commun. Math. Phys. 371, No. 2, 561-618 (2019). MSC: 60G15 60F10 60J35 60K35 83C80 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bachoc, François; Lagnoux, Agnès; López-Lopera, Andrés F. Maximum likelihood estimation for Gaussian processes under inequality constraints. (English) Zbl 1428.62420 Electron. J. Stat. 13, No. 2, 2921-2969 (2019). MSC: 62M30 62F12 60G15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Gulisashvili, Archil; Viens, Frederi; Zhang, Xin Extreme-strike asymptotics for general Gaussian stochastic volatility models. (English) Zbl 1410.91450 Ann. Finance 15, No. 1, 59-101 (2019). MSC: 91G20 60G15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Gür, Sercan; Pötzelberger, Klaus Sensitivity of boundary crossing probabilities of the Brownian motion. (English) Zbl 1428.60122 Monte Carlo Methods Appl. 25, No. 1, 75-83 (2019). MSC: 60J70 60G40 65C05 62F03 × Cite Format Result Cite Review PDF Full Text: DOI Link
Ding, Jian; Zhang, Fuxi Liouville first passage percolation: geodesic length exponent is strictly larger than 1 at high temperatures. (English) Zbl 1412.60072 Probab. Theory Relat. Fields 174, No. 1-2, 335-367 (2019). MSC: 60G60 60K35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chojecki, Tymoteusz; Komorowski, Tomasz Homogenization of an advection equation with locally stationary random coefficients. (English) Zbl 1473.35028 J. Differ. Equations 267, No. 3, 1972-2010 (2019). Reviewer: Sebastien Boyabal (Rueil Malmaison) MSC: 35B27 35F10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Guan, Yawen; Haran, Murali A computationally efficient projection-based approach for spatial generalized linear mixed models. (English) Zbl 07498984 J. Comput. Graph. Stat. 27, No. 4, 701-714 (2018). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Barczy, Mátyás; Lovas, Rezso L. Karhunen-Loève expansion for a generalization of Wiener bridge. (English) Zbl 1407.60050 Lith. Math. J. 58, No. 4, 341-359 (2018). MSC: 60G15 60G12 34B60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Garban, Christophe; Holden, Nina; Sepúlveda, Avelio; Sun, Xin Negative moments for Gaussian multiplicative chaos on fractal sets. (English) Zbl 1406.60054 Electron. Commun. Probab. 23, Paper No. 100, 10 p. (2018). MSC: 60G15 60G60 60D05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Komorowski, Tomasz; Stȩpień, Łukasz Kinetic limit for a harmonic chain with a conservative Ornstein-Uhlenbeck stochastic perturbation. (English) Zbl 1405.82030 Kinet. Relat. Models 11, No. 2, 239-278 (2018). MSC: 82C44 82C20 82C70 × Cite Format Result Cite Review PDF Full Text: DOI
Albin, Patrik On extreme value theory for group stationary Gaussian processes. (English) Zbl 1405.60035 ESAIM, Probab. Stat. 22, 1-18 (2018). MSC: 60F10 60G10 60G15 60G60 60G70 × Cite Format Result Cite Review PDF Full Text: DOI
López-Lopera, Andrés F.; Bachoc, François; Durrande, Nicolas; Roustant, Olivier Finite-dimensional Gaussian approximation with linear inequality constraints. (English) Zbl 1405.60047 SIAM/ASA J. Uncertain. Quantif. 6, 1224-1255 (2018). MSC: 60G15 62F12 62F30 62P30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Drees, Holger; de Haan, Laurens; Turkman, Feridun Extreme value estimation for discretely sampled continuous processes. (English) Zbl 1408.62094 Extremes 21, No. 4, 533-550 (2018). MSC: 62G32 62G05 62M30 60G52 60G70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Li, Li; Hall, Michael J. W.; Wiseman, Howard M. Concepts of quantum non-markovianity: a hierarchy. (English) Zbl 1404.81150 Phys. Rep. 759, 1-51 (2018). MSC: 81S22 81P40 81P45 81P50 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
MacLaurin, James; Salhi, Jamil; Toumi, Salwa Mean field dynamics of a Wilson-Cowan neuronal network with nonlinear coupling term. (English) Zbl 1417.60003 Stoch. Dyn. 18, No. 6, Article ID 1850046, 18 p. (2018). MSC: 60B10 60F99 60H35 × Cite Format Result Cite Review PDF Full Text: DOI
Ding, Jian; Zhang, Fuxi Non-universality for first passage percolation on the exponential of log-correlated Gaussian fields. (English) Zbl 1428.60068 Probab. Theory Relat. Fields 171, No. 3-4, 1157-1188 (2018). MSC: 60G60 60K35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kunsch, Robert J. Breaking the curse for uniform approximation in Hilbert spaces via Monte Carlo methods. (English) Zbl 1473.65009 J. Complexity 48, 15-35 (2018). MSC: 65C05 65Y20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Biskup, Marek; Louidor, Oren Full extremal process, cluster law and freezing for the two-dimensional discrete Gaussian free field. (English) Zbl 1409.60053 Adv. Math. 330, 589-687 (2018). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60G15 60G60 60J65 82B41 60G70 62G30 60G55 60G57 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Albin, J. M. P. On covariance functions with slowly or regularly varying modulo of continuity. (English) Zbl 1391.60064 Stat. Probab. Lett. 138, 177-182 (2018). MSC: 60G10 26A12 26A15 60E10 60G15 60G70 × Cite Format Result Cite Review PDF Full Text: DOI
Khoshnevisan, Davar; Kim, Kunwoo; Xiao, Yimin A macroscopic multifractal analysis of parabolic stochastic PDEs. (English) Zbl 1454.60095 Commun. Math. Phys. 360, No. 1, 307-346 (2018). MSC: 60H15 35R60 28A80 60G17 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Maayan, Yohaï; Mayer-Wolf, Eddy Covariance of stochastic integrals with respect to fractional Brownian motion. (English) Zbl 1390.60145 Stochastic Processes Appl. 128, No. 5, 1635-1651 (2018). MSC: 60G22 60G15 60G18 60H05 60H07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kerkyacharian, Gerard; Ogawa, Shigeyoshi; Petrushev, Pencho; Picard, Dominique Regularity of Gaussian processes on Dirichlet spaces. (English) Zbl 1390.58022 Constr. Approx. 47, No. 2, 277-320 (2018). Reviewer: Jacques Franchi (Strasbourg) MSC: 58J65 60G15 60G17 58J35 46E35 60G20 42C15 43A85 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Chebunin, Mikhaĭl Georgievich Functional central limit theorem in an infinite urn scheme for distributions with superheavy tails. (Russian. English summary) Zbl 1391.60058 Sib. Èlektron. Mat. Izv. 14, 1289-1298 (2017). MSC: 60F17 × Cite Format Result Cite Review PDF Full Text: DOI
Bachoc, François; Contal, Emile; Maatouk, Hassan; Rullière, Didier Gaussian processes for computer experiments. (English. French summary) Zbl 1388.60082 ESAIM, Proc. Surv. 60, 163-179 (2017). MSC: 60G15 91G80 91B70 × Cite Format Result Cite Review PDF Full Text: DOI
Bhattacharya, Anirban; Pati, Debdeep Posterior contraction in Gaussian process regression using Wasserstein approximations. (English) Zbl 1383.62108 Inf. Inference 6, No. 4, 416-440 (2017). MSC: 62G08 62G20 60G15 94A12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Arendarczyk, Marek On the asymptotics of supremum distribution for some iterated processes. (English) Zbl 1373.60066 Extremes 20, No. 2, 451-474 (2017). MSC: 60G15 60G18 60G70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Fiebig, Ulf-Rainer; Strokorb, Kirstin; Schlather, Martin The realization problem for tail correlation functions. (English) Zbl 1369.60036 Extremes 20, No. 1, 121-168 (2017). MSC: 60G70 60G52 52B12 52B05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Bertini, Lorenzo; Buttà, Paolo; Pisante, Adriano Stochastic Allen-Cahn approximation of the mean curvature flow: large deviations upper bound. (English) Zbl 1366.35193 Arch. Ration. Mech. Anal. 224, No. 2, 659-707 (2017). MSC: 35Q82 82C31 60F10 82C26 82C24 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zeitouni, Ofer Branching random walks and Gaussian fields. (English) Zbl 1388.60084 Sidoravicius, V. (ed.) et al., Probability and statistical physics in St. Petersburg. St. Petersburg School Probability and Statistical Physics, St. Petersburg State University, St. Petersburg, Russia, June 18–29, 2012. Providence, RI: American Mathematical Society (AMS) (ISBN 978-1-4704-2248-6/hbk; 978-1-4704-2883-9/ebook). Proceedings of Symposia in Pure Mathematics 91, 437-471 (2016). MSC: 60G15 60J80 60G70 × Cite Format Result Cite Review PDF
Bouzebda, Salim Some applications of the strong approximation of the integrated empirical copula processes. (English) Zbl 1362.60032 Math. Methods Stat. 25, No. 4, 281-303 (2016). MSC: 60F17 60F15 60G15 62G20 62H10 × Cite Format Result Cite Review PDF Full Text: DOI
Sottinen, Tommi; Viitasaari, Lauri Stochastic analysis of Gaussian processes via Fredholm representation. (English) Zbl 1384.60072 Int. J. Stoch. Anal. 2016, Article ID 8694365, 15 p. (2016). MSC: 60G15 60G07 60H07 60H30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Krishna, M.; Krishnapur, Manjunath Persistence probabilities in centered, stationary, Gaussian processes in discrete time. (English) Zbl 1354.60038 Indian J. Pure Appl. Math. 47, No. 2, 183-194 (2016). MSC: 60G15 60G10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chebunin, Mikhail; Kovalevskii, Artyom Functional central limit theorems for certain statistics in an infinite urn scheme. (English) Zbl 1398.60051 Stat. Probab. Lett. 119, 344-348 (2016). MSC: 60F17 60F05 60C05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wang, Yizao Large jumps of \(q\)-Ornstein-Uhlenbeck processes. (English) Zbl 1347.60117 Stat. Probab. Lett. 118, 110-116 (2016). MSC: 60J60 60G17 60F05 60G70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bischoff, Wolfgang; Gegg, Andreas The Cameron-Martin theorem for (\(p\)-)Slepian processes. (English) Zbl 1342.60137 J. Theor. Probab. 29, No. 2, 707-715 (2016). MSC: 60J65 60G15 60H99 × Cite Format Result Cite Review PDF Full Text: DOI arXiv