Aïdékon, Elie; da Silva, William Growth-fragmentation process embedded in a planar Brownian excursion. (English) Zbl 07529627 Probab. Theory Relat. Fields 183, No. 1-2, 125-166 (2022). MSC: 60Jxx 60J65 PDF BibTeX XML Cite \textit{E. Aïdékon} and \textit{W. da Silva}, Probab. Theory Relat. Fields 183, No. 1--2, 125--166 (2022; Zbl 07529627) Full Text: DOI OpenURL
Pitman, Jim; Tang, Wenpin Hidden symmetries and limit laws in the extreme order statistics of the Laplace random walk. (English) Zbl 07527835 Ann. Probab. 50, No. 4, 1647-1673 (2022). MSC: 60G50 60G55 60J65 60J80 PDF BibTeX XML Cite \textit{J. Pitman} and \textit{W. Tang}, Ann. Probab. 50, No. 4, 1647--1673 (2022; Zbl 07527835) Full Text: DOI OpenURL
Beliaev, Dmitry; McAuley, Michael; Muirhead, Stephen Fluctuations of the number of excursion sets of planar Gaussian fields. (English) Zbl 07527324 Probab. Math. Phys. 3, No. 1, 105-144 (2022). MSC: 60G15 60G60 PDF BibTeX XML Cite \textit{D. Beliaev} et al., Probab. Math. Phys. 3, No. 1, 105--144 (2022; Zbl 07527324) Full Text: DOI OpenURL
Parekh, Shalin Positive random walks and an identity for half-space SPDEs. (English) Zbl 07524203 Electron. J. Probab. 27, Paper No. 45, 47 p. (2022). MSC: 60H15 60G50 60H40 82C23 PDF BibTeX XML Cite \textit{S. Parekh}, Electron. J. Probab. 27, Paper No. 45, 47 p. (2022; Zbl 07524203) Full Text: DOI OpenURL
Lachieze-Rey, Raphael; Muirhead, Stephen Percolation of the excursion sets of planar symmetric shot noise fields. (English) Zbl 1483.60074 Stochastic Processes Appl. 147, 175-209 (2022). MSC: 60G60 60K35 PDF BibTeX XML Cite \textit{R. Lachieze-Rey} and \textit{S. Muirhead}, Stochastic Processes Appl. 147, 175--209 (2022; Zbl 1483.60074) Full Text: DOI OpenURL
Biermé, Hermine; Desolneux, Agnès The effect of discretization on the mean geometry of a 2D random field. (Effet de la discrétisation sur la géométrie moyenne des champs aléatoires 2D.) (English. French summary) Zbl 07480736 Ann. Henri Lebesgue 4, 1295-1345 (2021). MSC: 26B15 28A75 60G60 60D05 62M40 60G10 68R01 60G22 PDF BibTeX XML Cite \textit{H. Biermé} and \textit{A. Desolneux}, Ann. Henri Lebesgue 4, 1295--1345 (2021; Zbl 07480736) Full Text: DOI OpenURL
Abaach, Mariem; Biermé, Hermine; Di Bernardino, Elena Testing marginal symmetry of digital noise images through the perimeter of excursion sets. (English) Zbl 07471532 Electron. J. Stat. 15, No. 2, 6429-6460 (2021). MSC: 68U10 68Qxx 62G10 60G60 60G10 62F03 PDF BibTeX XML Cite \textit{M. Abaach} et al., Electron. J. Stat. 15, No. 2, 6429--6460 (2021; Zbl 07471532) Full Text: DOI Link OpenURL
Qian, Tianchen; Yoo, Hyesun; Klasnja, Predrag; Almirall, Daniel; Murphy, Susan A. Estimating time-varying causal excursion effects in mobile health with binary outcomes. (English) Zbl 1478.62338 Biometrika 108, No. 3, 507-527 (2021). MSC: 62P10 PDF BibTeX XML Cite \textit{T. Qian} et al., Biometrika 108, No. 3, 507--527 (2021; Zbl 1478.62338) Full Text: DOI arXiv OpenURL
Wang, Minmin \(k\)-cut model for the Brownian continuum random tree. (English) Zbl 07453019 Electron. Commun. Probab. 26, Paper No. 46, 11 p. (2021). MSC: 60C05 60G18 60G55 PDF BibTeX XML Cite \textit{M. Wang}, Electron. Commun. Probab. 26, Paper No. 46, 11 p. (2021; Zbl 07453019) Full Text: DOI arXiv OpenURL
Afanasyev, V. I. A conditional functional limit theorem for a decomposable branching process. (English) Zbl 1483.60122 Karapetyants, Alexey N. (ed.) et al., Operator theory and harmonic analysis. OTHA 2020, Part II – probability-analytical models, methods and applications. Based on the international conference on modern methods, problems and applications of operator theory and harmonic analysis. Cham: Springer. Springer Proc. Math. Stat. 358, 1-17 (2021). MSC: 60J80 60F17 PDF BibTeX XML Cite \textit{V. I. Afanasyev}, Springer Proc. Math. Stat. 358, 1--17 (2021; Zbl 1483.60122) Full Text: DOI OpenURL
Clancy, David Jr. The Gorin-Shkolnikov identity and its random tree generalization. (English) Zbl 1477.60128 J. Theor. Probab. 34, No. 4, 2386-2420 (2021). MSC: 60J80 60G51 60J55 PDF BibTeX XML Cite \textit{D. Jr. Clancy}, J. Theor. Probab. 34, No. 4, 2386--2420 (2021; Zbl 1477.60128) Full Text: DOI arXiv OpenURL
Fossum, Trygve Olav; Travelletti, Cédric; Eidsvik, Jo; Ginsbourger, David; Rajan, Kanna Learning excursion sets of vector-valued Gaussian random fields for autonomous ocean sampling. (English) Zbl 1478.62354 Ann. Appl. Stat. 15, No. 2, 597-618 (2021). MSC: 62P12 62D05 62K05 60G15 86A05 PDF BibTeX XML Cite \textit{T. O. Fossum} et al., Ann. Appl. Stat. 15, No. 2, 597--618 (2021; Zbl 1478.62354) Full Text: DOI arXiv OpenURL
Chen, Man; Wu, Xianyuan; Zhou, Xiaowen A Wiener-Hopf factorization related potential measure for spectrally negative Lévy process. (English) Zbl 1469.60144 Front. Math. China 16, No. 2, 325-343 (2021). MSC: 60G51 31C45 47A68 PDF BibTeX XML Cite \textit{M. Chen} et al., Front. Math. China 16, No. 2, 325--343 (2021; Zbl 1469.60144) Full Text: DOI OpenURL
Berestycki, Nathanaël; Powell, Ellen; Ray, Gourab \((1+\varepsilon)\) moments suffice to characterise the GFF. (English) Zbl 07373467 Electron. J. Probab. 26, Paper No. 44, 25 p. (2021). MSC: 60G05 60G15 60G20 PDF BibTeX XML Cite \textit{N. Berestycki} et al., Electron. J. Probab. 26, Paper No. 44, 25 p. (2021; Zbl 07373467) Full Text: DOI arXiv OpenURL
Profeta, Christophe The area under a spectrally positive stable excursion and other related processes. (English) Zbl 1480.60042 Electron. J. Probab. 26, Paper No. 58, 21 p. (2021). MSC: 60E10 60G18 60G52 PDF BibTeX XML Cite \textit{C. Profeta}, Electron. J. Probab. 26, Paper No. 58, 21 p. (2021; Zbl 1480.60042) Full Text: DOI arXiv OpenURL
Forman, Noah; Pal, Soumik; Rizzolo, Douglas; Winkel, Matthias Diffusions on a space of interval partitions: Poisson-Dirichlet stationary distributions. (English) Zbl 07367494 Ann. Probab. 49, No. 2, 793-831 (2021). MSC: 60J60 60J80 60G57 60J25 60J55 60J65 PDF BibTeX XML Cite \textit{N. Forman} et al., Ann. Probab. 49, No. 2, 793--831 (2021; Zbl 07367494) Full Text: DOI arXiv OpenURL
Rao, Vishwas; Anitescu, Mihai Efficient computation of extreme excursion probabilities for dynamical systems through Rice’s formula. (English) Zbl 1478.60102 SIAM/ASA J. Uncertain. Quantif. 9, 731-762 (2021). MSC: 60F10 37H10 60G15 62G32 65C05 PDF BibTeX XML Cite \textit{V. Rao} and \textit{M. Anitescu}, SIAM/ASA J. Uncertain. Quantif. 9, 731--762 (2021; Zbl 1478.60102) Full Text: DOI arXiv OpenURL
Kyprianou, Andreas E.; Palau, Sandra; Saizmaa, Tsogzolmaa Attraction to and repulsion from a subset of the unit sphere for isotropic stable Lévy processes. (English) Zbl 1469.60149 Stochastic Processes Appl. 137, 272-293 (2021). MSC: 60G51 60J25 60G52 PDF BibTeX XML Cite \textit{A. E. Kyprianou} et al., Stochastic Processes Appl. 137, 272--293 (2021; Zbl 1469.60149) Full Text: DOI arXiv OpenURL
Chen, May-Ru; Yen, Ju-Yi On excursions inside an excursion. (English) Zbl 1469.60254 Stochastic Processes Appl. 138, 96-116 (2021). MSC: 60J65 60G55 60E05 PDF BibTeX XML Cite \textit{M.-R. Chen} and \textit{J.-Y. Yen}, Stochastic Processes Appl. 138, 96--116 (2021; Zbl 1469.60254) Full Text: DOI OpenURL
Randecker, Anja; Tiozzo, Giulio Cusp excursion in hyperbolic manifolds and singularity of harmonic measure. (English) Zbl 1468.37031 J. Mod. Dyn. 17, 183-211 (2021). MSC: 37D40 37A46 60J50 60G50 PDF BibTeX XML Cite \textit{A. Randecker} and \textit{G. Tiozzo}, J. Mod. Dyn. 17, 183--211 (2021; Zbl 1468.37031) Full Text: DOI arXiv OpenURL
Bayraktar, Erhan; Zhang, Xin Embedding of Walsh Brownian motion. (English) Zbl 1469.60252 Stochastic Processes Appl. 134, 1-28 (2021). MSC: 60J65 60G40 60G44 PDF BibTeX XML Cite \textit{E. Bayraktar} and \textit{X. Zhang}, Stochastic Processes Appl. 134, 1--28 (2021; Zbl 1469.60252) Full Text: DOI arXiv OpenURL
Qiao, Wanli Extremes of locally stationary Gaussian and chi fields on manifolds. (English) Zbl 1466.60106 Stochastic Processes Appl. 133, 166-192 (2021). Reviewer: Ravi Sreenivasan (Mysore) MSC: 60G70 60G15 60G60 PDF BibTeX XML Cite \textit{W. Qiao}, Stochastic Processes Appl. 133, 166--192 (2021; Zbl 1466.60106) Full Text: DOI arXiv OpenURL
Wang, Wenyuan; Zhou, Xiaowen A drawdown reflected spectrally negative Lévy process. (English) Zbl 1469.60151 J. Theor. Probab. 34, No. 1, 283-306 (2021). MSC: 60G51 60E10 60J35 PDF BibTeX XML Cite \textit{W. Wang} and \textit{X. Zhou}, J. Theor. Probab. 34, No. 1, 283--306 (2021; Zbl 1469.60151) Full Text: DOI arXiv OpenURL
Iafrate, F.; Orsingher, E. On the sojourn time of a generalized Brownian meander. (English) Zbl 1455.60109 Stat. Probab. Lett. 168, Article ID 108927, 12 p. (2021). MSC: 60J65 PDF BibTeX XML Cite \textit{F. Iafrate} and \textit{E. Orsingher}, Stat. Probab. Lett. 168, Article ID 108927, 12 p. (2021; Zbl 1455.60109) Full Text: DOI arXiv OpenURL
Wang, Wenyuan; Zhou, Xiaowen Draw-down Parisian ruin for spectrally negative Lévy processes. (English) Zbl 1473.60079 Adv. Appl. Probab. 52, No. 4, 1164-1196 (2020). MSC: 60G51 60E10 60J35 PDF BibTeX XML Cite \textit{W. Wang} and \textit{X. Zhou}, Adv. Appl. Probab. 52, No. 4, 1164--1196 (2020; Zbl 1473.60079) Full Text: DOI arXiv OpenURL
Winkel, Matthias Diffusions on a space of interval partitions: construction from Bertoin’s \(\mathrm {BES}_0(d), d\in (0,1)\). (English) Zbl 1470.60213 Electron. Commun. Probab. 25, Paper No. 75, 13 p. (2020). MSC: 60J25 60J60 60J80 60G18 60G55 PDF BibTeX XML Cite \textit{M. Winkel}, Electron. Commun. Probab. 25, Paper No. 75, 13 p. (2020; Zbl 1470.60213) Full Text: DOI arXiv Euclid OpenURL
Forman, Noah; Pal, Soumik; Rizzolo, Douglas; Winkel, Matthias Diffusions on a space of interval partitions: construction from marked Lévy processes. (English) Zbl 1470.60210 Electron. J. Probab. 25, Paper No. 133, 46 p. (2020). MSC: 60J25 60J60 60J80 60G18 60G52 60G55 PDF BibTeX XML Cite \textit{N. Forman} et al., Electron. J. Probab. 25, Paper No. 133, 46 p. (2020; Zbl 1470.60210) Full Text: DOI arXiv Euclid OpenURL
Hutzenthaler, Martin; Pieper, Daniel Propagation of chaos and the many-demes limit for weakly interacting diffusions in the sparse regime. (English) Zbl 1457.60144 Ann. Appl. Probab. 30, No. 5, 2311-2354 (2020). MSC: 60K35 60J70 PDF BibTeX XML Cite \textit{M. Hutzenthaler} and \textit{D. Pieper}, Ann. Appl. Probab. 30, No. 5, 2311--2354 (2020; Zbl 1457.60144) Full Text: DOI arXiv Euclid OpenURL
Le Gall, Jean-François; Riera, Armand Some explicit distributions for Brownian motion indexed by the Brownian tree. (English) Zbl 1468.60101 Markov Process. Relat. Fields 26, No. 4, 659-686 (2020). MSC: 60J65 60J68 PDF BibTeX XML Cite \textit{J.-F. Le Gall} and \textit{A. Riera}, Markov Process. Relat. Fields 26, No. 4, 659--686 (2020; Zbl 1468.60101) Full Text: arXiv Link OpenURL
Zhang, Zhenhao; Liu, Minhan; Zhou, Mingliao; Chen, Jigong Dynamic reliability analysis of nonlinear structures using a Duffing-system-based equivalent nonlinear system method. (English) Zbl 07264284 Int. J. Approx. Reasoning 126, 84-97 (2020). MSC: 68T37 PDF BibTeX XML Cite \textit{Z. Zhang} et al., Int. J. Approx. Reasoning 126, 84--97 (2020; Zbl 07264284) Full Text: DOI OpenURL
Kyprianou, Andreas E.; Rivero, Victor; Satitkanitkul, Weerapat Deep factorisation of the stable process III: the view from radial excursion theory and the point of closest reach. (English) Zbl 1460.60024 Potential Anal. 53, No. 4, 1347-1375 (2020). MSC: 60G18 60G52 60G51 PDF BibTeX XML Cite \textit{A. E. Kyprianou} et al., Potential Anal. 53, No. 4, 1347--1375 (2020; Zbl 1460.60024) Full Text: DOI OpenURL
Bulthuis, Kevin; Pattyn, Frank; Arnst, Maarten A multifidelity quantile-based approach for confidence sets of random excursion sets with application to ice-sheet dynamics. (English) Zbl 1448.62050 SIAM/ASA J. Uncertain. Quantif. 8, 860-890 (2020). MSC: 62G08 62G15 62G30 60D05 62P35 62P12 86A40 PDF BibTeX XML Cite \textit{K. Bulthuis} et al., SIAM/ASA J. Uncertain. Quantif. 8, 860--890 (2020; Zbl 1448.62050) Full Text: DOI OpenURL
Olenko, Andriy; Omari, Dareen Reduction principle for functionals of vector random fields. (English) Zbl 1460.60046 Methodol. Comput. Appl. Probab. 22, No. 2, 573-598 (2020). MSC: 60G60 60F99 60B99 PDF BibTeX XML Cite \textit{A. Olenko} and \textit{D. Omari}, Methodol. Comput. Appl. Probab. 22, No. 2, 573--598 (2020; Zbl 1460.60046) Full Text: DOI arXiv OpenURL
Ioffe, Dmitry; Ott, Sébastien; Velenik, Yvan; Wachtel, Vitali Invariance principle for a Potts interface along a wall. (English) Zbl 1450.60060 J. Stat. Phys. 180, No. 1-6, 832-861 (2020). MSC: 60K35 60F17 82B20 82B44 PDF BibTeX XML Cite \textit{D. Ioffe} et al., J. Stat. Phys. 180, No. 1--6, 832--861 (2020; Zbl 1450.60060) Full Text: DOI arXiv OpenURL
Biermé, Hermine; Desolneux, Agnès Mean geometry for 2D random fields: level perimeter and level total curvature integrals. (English) Zbl 1464.60049 Ann. Appl. Probab. 30, No. 2, 561-607 (2020). MSC: 60G60 60G17 60D05 60G10 PDF BibTeX XML Cite \textit{H. Biermé} and \textit{A. Desolneux}, Ann. Appl. Probab. 30, No. 2, 561--607 (2020; Zbl 1464.60049) Full Text: DOI Euclid OpenURL
Noba, Kei Approximation and duality problems of refracted processes. (English) Zbl 1453.60134 Potential Anal. 53, No. 2, 591-612 (2020). MSC: 60J25 60G51 PDF BibTeX XML Cite \textit{K. Noba}, Potential Anal. 53, No. 2, 591--612 (2020; Zbl 1453.60134) Full Text: DOI arXiv OpenURL
Noba, Kei Generalized scale functions of standard processes with no positive jumps. (English) Zbl 1445.60065 Electron. Commun. Probab. 25, Paper No. 8, 12 p. (2020). MSC: 60J99 60J45 60G51 PDF BibTeX XML Cite \textit{K. Noba}, Electron. Commun. Probab. 25, Paper No. 8, 12 p. (2020; Zbl 1445.60065) Full Text: DOI arXiv Euclid OpenURL
Iafrate, F.; Orsingher, E. Some results on the Brownian meander with drift. (English) Zbl 1456.60090 J. Theor. Probab. 33, No. 2, 1034-1060 (2020). MSC: 60G17 60J65 PDF BibTeX XML Cite \textit{F. Iafrate} and \textit{E. Orsingher}, J. Theor. Probab. 33, No. 2, 1034--1060 (2020; Zbl 1456.60090) Full Text: DOI arXiv OpenURL
Wiśniewolski, Maciej Integral functionals under the excursion measure. (English) Zbl 1434.60210 J. Appl. Probab. 57, No. 1, 137-155 (2020). MSC: 60J45 60J55 60J65 PDF BibTeX XML Cite \textit{M. Wiśniewolski}, J. Appl. Probab. 57, No. 1, 137--155 (2020; Zbl 1434.60210) Full Text: DOI OpenURL
Kremena, E. V. On the shape of high excursions of Gaussian stationary processes. (English. Russian original) Zbl 1437.60022 Theory Probab. Appl. 65, No. 1, 111-113 (2020); translation from Teor. Veroyatn. Primen. 65, No. 1, 138–141 (2020). MSC: 60G15 60G10 PDF BibTeX XML Cite \textit{E. V. Kremena}, Theory Probab. Appl. 65, No. 1, 111--113 (2020; Zbl 1437.60022); translation from Teor. Veroyatn. Primen. 65, No. 1, 138--141 (2020) Full Text: DOI OpenURL
Wang, Wenyuan; Chen, Ping; Li, Shuanming Generalized expected discounted penalty function at general drawdown for Lévy risk processes. (English) Zbl 1435.91162 Insur. Math. Econ. 91, 12-25 (2020). MSC: 91G05 60G51 60K10 PDF BibTeX XML Cite \textit{W. Wang} et al., Insur. Math. Econ. 91, 12--25 (2020; Zbl 1435.91162) Full Text: DOI arXiv OpenURL
Korshunov, Dmitry; Wang, Longmin Tail asymptotics for Shepp-statistics of Brownian motion in \(\mathbb{R}^d \). (English) Zbl 1457.60077 Extremes 23, No. 1, 35-54 (2020). MSC: 60G70 60J65 60G15 PDF BibTeX XML Cite \textit{D. Korshunov} and \textit{L. Wang}, Extremes 23, No. 1, 35--54 (2020; Zbl 1457.60077) Full Text: DOI OpenURL
Gromoll, H. Christian; Terwilliger, Bryce; Zwart, Bert Heavy traffic limit for the workload plateau process in a tandem queue with identical service times. (English) Zbl 1451.60101 Stochastic Processes Appl. 130, No. 3, 1435-1460 (2020). Reviewer: Sergei V. Rogosin (Minsk) MSC: 60K25 90B22 PDF BibTeX XML Cite \textit{H. C. Gromoll} et al., Stochastic Processes Appl. 130, No. 3, 1435--1460 (2020; Zbl 1451.60101) Full Text: DOI arXiv Link OpenURL
Bryc, Włodzimierz; Wang, Yizao Limit fluctuations for density of asymmetric simple exclusion processes with open boundaries. (English. French summary) Zbl 1434.60066 Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 4, 2169-2194 (2019). MSC: 60F05 60K35 PDF BibTeX XML Cite \textit{W. Bryc} and \textit{Y. Wang}, Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 4, 2169--2194 (2019; Zbl 1434.60066) Full Text: DOI arXiv Euclid OpenURL
Patie, Pierre; Savov, Mladen; Zhao, Yixuan Intertwining, excursion theory and Krein theory of strings for non-self-adjoint Markov semigroups. (English) Zbl 1451.60088 Ann. Probab. 47, No. 5, 3231-3277 (2019). MSC: 60J35 37A30 47D07 60G18 PDF BibTeX XML Cite \textit{P. Patie} et al., Ann. Probab. 47, No. 5, 3231--3277 (2019; Zbl 1451.60088) Full Text: DOI arXiv Euclid OpenURL
Fu, Ser-Wei Cusp excursions for the earthquake flow on the once-punctured torus. (English) Zbl 1448.37041 Conform. Geom. Dyn. 23, 251-261 (2019). Reviewer: Joan Porti (Bellaterra) MSC: 37D40 37F34 53A35 53E40 PDF BibTeX XML Cite \textit{S.-W. Fu}, Conform. Geom. Dyn. 23, 251--261 (2019; Zbl 1448.37041) Full Text: DOI arXiv OpenURL
Morrow, Gregory J. Laws relating runs, long runs, and steps in gambler’s ruin, with persistence in two strata. (English) Zbl 1423.60047 Andrews, George E. (ed.) et al., Lattice path combinatorics and applications. Based on the 8th international conference on lattice path combinatorics and applications, California State Polytechnic University, Pomona (Cal Poly Pomona), CA, USA, August 17–20, 2015. Cham: Springer. Dev. Math. 58, 343-381 (2019). MSC: 60F05 05A15 PDF BibTeX XML Cite \textit{G. J. Morrow}, Dev. Math. 58, 343--381 (2019; Zbl 1423.60047) Full Text: DOI arXiv OpenURL
Lindgren, Georg Gaussian integrals and Rice series in crossing distributions – to compute the distribution of maxima and other features of Gaussian processes. (English) Zbl 1420.62071 Stat. Sci. 34, No. 1, 100-128 (2019). MSC: 62E15 60G15 62G30 PDF BibTeX XML Cite \textit{G. Lindgren}, Stat. Sci. 34, No. 1, 100--128 (2019; Zbl 1420.62071) Full Text: DOI Euclid OpenURL
Chen, Xinxin; Madaule, Thomas; Mallein, Bastien On the trajectory of an individual chosen according to supercritical Gibbs measure in the branching random walk. (English) Zbl 1479.60175 Stochastic Processes Appl. 129, No. 10, 3821-3858 (2019). MSC: 60J80 PDF BibTeX XML Cite \textit{X. Chen} et al., Stochastic Processes Appl. 129, No. 10, 3821--3858 (2019; Zbl 1479.60175) Full Text: DOI arXiv OpenURL
Cheng, Dan; Liu, Peng Extremes of spherical fractional Brownian motion. (English) Zbl 07101831 Extremes 22, No. 3, 433-457 (2019). MSC: 60G22 60G15 60G70 PDF BibTeX XML Cite \textit{D. Cheng} and \textit{P. Liu}, Extremes 22, No. 3, 433--457 (2019; Zbl 07101831) Full Text: DOI arXiv Link OpenURL
Kobelkov, Sergey G.; Piterbarg, Vladimir I. On maximum of Gaussian random field having unique maximum point of its variance. (English) Zbl 1473.60068 Extremes 22, No. 3, 413-432 (2019); correction ibid. 24, No. 1, 85-90 (2021). MSC: 60G15 60G70 PDF BibTeX XML Cite \textit{S. G. Kobelkov} and \textit{V. I. Piterbarg}, Extremes 22, No. 3, 413--432 (2019; Zbl 1473.60068) Full Text: DOI arXiv OpenURL
Sirovich, Roberta; Testa, Luisa On the first positive and negative excursion exceeding a given length. (English) Zbl 1454.60124 Stat. Probab. Lett. 150, 137-145 (2019). MSC: 60J60 60G17 91G20 PDF BibTeX XML Cite \textit{R. Sirovich} and \textit{L. Testa}, Stat. Probab. Lett. 150, 137--145 (2019; Zbl 1454.60124) Full Text: DOI Link OpenURL
Nadler, David; Yun, Zhiwei Spectral action in Betti geometric Langlands. (English) Zbl 1432.14012 Isr. J. Math. 232, No. 1, 299-349 (2019). Reviewer: Dongwen Liu (Zhejiang) MSC: 14D24 22E57 18G35 PDF BibTeX XML Cite \textit{D. Nadler} and \textit{Z. Yun}, Isr. J. Math. 232, No. 1, 299--349 (2019; Zbl 1432.14012) Full Text: DOI arXiv Link OpenURL
Zheng, Cheng A shrinking target problem with target at infinity in rank one homogeneous spaces. (English) Zbl 1423.37007 Monatsh. Math. 189, No. 3, 549-592 (2019). Reviewer: George Stoica (Saint John) MSC: 37A17 11J83 11J04 43A85 14M17 PDF BibTeX XML Cite \textit{C. Zheng}, Monatsh. Math. 189, No. 3, 549--592 (2019; Zbl 1423.37007) Full Text: DOI arXiv OpenURL
Noba, Kei; Yano, Kouji Generalized refracted Lévy process and its application to exit problem. (English) Zbl 1422.60080 Stochastic Processes Appl. 129, No. 5, 1697-1725 (2019). MSC: 60G51 PDF BibTeX XML Cite \textit{K. Noba} and \textit{K. Yano}, Stochastic Processes Appl. 129, No. 5, 1697--1725 (2019; Zbl 1422.60080) Full Text: DOI arXiv OpenURL
Evans, Steven N.; Hening, Alexandru Markov processes conditioned on their location at large exponential times. (English) Zbl 1422.60127 Stochastic Processes Appl. 129, No. 5, 1622-1658 (2019). MSC: 60J25 60J40 60J55 60J60 PDF BibTeX XML Cite \textit{S. N. Evans} and \textit{A. Hening}, Stochastic Processes Appl. 129, No. 5, 1622--1658 (2019; Zbl 1422.60127) Full Text: DOI arXiv Link OpenURL
Bryc, Włodzimierz; Wang, Yizao Fluctuations of random Motzkin paths. (English) Zbl 1422.60029 Adv. Appl. Math. 106, 96-116 (2019). MSC: 60F05 60K35 PDF BibTeX XML Cite \textit{W. Bryc} and \textit{Y. Wang}, Adv. Appl. Math. 106, 96--116 (2019; Zbl 1422.60029) Full Text: DOI arXiv OpenURL
Profeta, Christophe; Yano, Kouji; Yano, Yuko Local time penalizations with various clocks for one-dimensional diffusions. (English) Zbl 1481.60056 J. Math. Soc. Japan 71, No. 1, 203-233 (2019). MSC: 60F05 60J60 60G44 PDF BibTeX XML Cite \textit{C. Profeta} et al., J. Math. Soc. Japan 71, No. 1, 203--233 (2019; Zbl 1481.60056) Full Text: DOI arXiv Euclid OpenURL
Arous, Gérard Ben; Cabezas, Manuel; Fribergh, Alexander Scaling limit for the ant in high-dimensional labyrinths. (English) Zbl 1415.60111 Commun. Pure Appl. Math. 72, No. 4, 669-763 (2019). MSC: 60K35 60K37 82B43 PDF BibTeX XML Cite \textit{G. B. Arous} et al., Commun. Pure Appl. Math. 72, No. 4, 669--763 (2019; Zbl 1415.60111) Full Text: DOI arXiv OpenURL
Le Gall, Jean-François Brownian disks and the Brownian snake. (English. French summary) Zbl 1466.60021 Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 1, 237-313 (2019). MSC: 60D05 60C05 PDF BibTeX XML Cite \textit{J.-F. Le Gall}, Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 1, 237--313 (2019; Zbl 1466.60021) Full Text: DOI arXiv Euclid OpenURL
Biermé, Hermine; Di Bernardino, Elena; Duval, Céline; Estrade, Anne Lipschitz-Killing curvatures of excursion sets for two-dimensional random fields. (English) Zbl 1406.60076 Electron. J. Stat. 13, No. 1, 536-581 (2019). MSC: 60G60 62F12 62F03 60G10 PDF BibTeX XML Cite \textit{H. Biermé} et al., Electron. J. Stat. 13, No. 1, 536--581 (2019; Zbl 1406.60076) Full Text: DOI Euclid OpenURL
Devroye, Luc; Holmgren, Cecilia; Sulzbach, Henning Heavy subtrees of Galton-Watson trees with an application to Apollonian networks. (English) Zbl 1406.60117 Electron. J. Probab. 24, Paper No. 2, 44 p. (2019). MSC: 60J80 60J85 05C80 PDF BibTeX XML Cite \textit{L. Devroye} et al., Electron. J. Probab. 24, Paper No. 2, 44 p. (2019; Zbl 1406.60117) Full Text: DOI arXiv Euclid OpenURL
Alsmeyer, Gerold Ladder epochs and ladder chain of a Markov random walk with discrete driving chain. (English) Zbl 1431.60072 Adv. Appl. Probab. 50, No. A, 31-46 (2018). MSC: 60J10 60K15 PDF BibTeX XML Cite \textit{G. Alsmeyer}, Adv. Appl. Probab. 50, No. A, 31--46 (2018; Zbl 1431.60072) Full Text: DOI arXiv OpenURL
Fournier, Julie Identification and isotropy characterization of deformed random fields through excursion sets. (English) Zbl 1436.62452 Adv. Appl. Probab. 50, No. 3, 706-725 (2018). MSC: 62M30 62M40 60D05 62R30 PDF BibTeX XML Cite \textit{J. Fournier}, Adv. Appl. Probab. 50, No. 3, 706--725 (2018; Zbl 1436.62452) Full Text: DOI arXiv OpenURL
Perfilev, Elena; Wachtel, Vitali Local asymptotics for the area under the random walk excursion. (English) Zbl 1456.60108 Adv. Appl. Probab. 50, No. 2, 600-620 (2018). MSC: 60G50 60G40 60F17 PDF BibTeX XML Cite \textit{E. Perfilev} and \textit{V. Wachtel}, Adv. Appl. Probab. 50, No. 2, 600--620 (2018; Zbl 1456.60108) Full Text: DOI arXiv OpenURL
Bettinelli, Jérémie Convergence of uniform noncrossing partitions toward the Brownian triangulation. (English) Zbl 1415.52011 Sémin. Lothar. Comb. 80B, 80B.38, 12 p. (2018). MSC: 52C15 PDF BibTeX XML Cite \textit{J. Bettinelli}, Sémin. Lothar. Comb. 80B, 80B.38, 12 p. (2018; Zbl 1415.52011) Full Text: arXiv Link OpenURL
Chesney, Marc; Vasiljević, Nikola Parisian options with jumps: a maturity-excursion randomization approach. (English) Zbl 1406.91437 Quant. Finance 18, No. 11, 1887-1908 (2018). MSC: 91G20 60J75 PDF BibTeX XML Cite \textit{M. Chesney} and \textit{N. Vasiljević}, Quant. Finance 18, No. 11, 1887--1908 (2018; Zbl 1406.91437) Full Text: DOI OpenURL
Ilienko, A.; Molchanov, I. Limit theorems for multidimensional renewal sets. (English) Zbl 1438.60038 Acta Math. Hung. 156, No. 1, 56-81 (2018). MSC: 60F15 60F17 60K05 60G60 60D05 60G50 PDF BibTeX XML Cite \textit{A. Ilienko} and \textit{I. Molchanov}, Acta Math. Hung. 156, No. 1, 56--81 (2018; Zbl 1438.60038) Full Text: DOI arXiv OpenURL
Last, Günter; Tang, Wenpin; Thorisson, Hermann Transporting random measures on the line and embedding excursions into Brownian motion. (English. French summary) Zbl 1417.60038 Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 4, 2286-2303 (2018). MSC: 60G57 60G55 60G60 PDF BibTeX XML Cite \textit{G. Last} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 4, 2286--2303 (2018; Zbl 1417.60038) Full Text: DOI arXiv Euclid OpenURL
Doney, R. A.; Griffin, Philip S. Cramér’s estimate for the reflected process revisited. (English) Zbl 1404.60064 Ann. Appl. Probab. 28, No. 6, 3629-3651 (2018). MSC: 60G51 60F10 PDF BibTeX XML Cite \textit{R. A. Doney} and \textit{P. S. Griffin}, Ann. Appl. Probab. 28, No. 6, 3629--3651 (2018; Zbl 1404.60064) Full Text: DOI arXiv Euclid OpenURL
Abraham, Céline; Le Gall, Jean-François Excursion theory for Brownian motion indexed by the Brownian tree. (English) Zbl 06991336 J. Eur. Math. Soc. (JEMS) 20, No. 12, 2951-3016 (2018). MSC: 60J68 60J80 60J65 PDF BibTeX XML Cite \textit{C. Abraham} and \textit{J.-F. Le Gall}, J. Eur. Math. Soc. (JEMS) 20, No. 12, 2951--3016 (2018; Zbl 06991336) Full Text: DOI arXiv OpenURL
Forman, Noah; Pal, Soumik; Rizzolo, Douglas; Winkel, Matthias Uniform control of local times of spectrally positive stable processes. (English) Zbl 1402.60056 Ann. Appl. Probab. 28, No. 4, 2592-2634 (2018). MSC: 60G52 60G51 60J55 60J80 PDF BibTeX XML Cite \textit{N. Forman} et al., Ann. Appl. Probab. 28, No. 4, 2592--2634 (2018; Zbl 1402.60056) Full Text: DOI arXiv Euclid OpenURL
Kratz, Marie; Vadlamani, Sreekar Central limit theorem for Lipschitz-Killing curvatures of excursion sets of Gaussian random fields. (English) Zbl 1404.60034 J. Theor. Probab. 31, No. 3, 1729-1758 (2018). MSC: 60F05 60G15 60G60 60G10 60D05 53C65 PDF BibTeX XML Cite \textit{M. Kratz} and \textit{S. Vadlamani}, J. Theor. Probab. 31, No. 3, 1729--1758 (2018; Zbl 1404.60034) Full Text: DOI OpenURL
Dávila Felipe, Miraine; Lambert, Amaury Branching processes seen from their extinction time via path decompositions of reflected Lévy processes. (English) Zbl 1415.60046 Electron. J. Probab. 23, Paper No. 98, 30 p. (2018). MSC: 60G51 60G17 60J55 60J80 PDF BibTeX XML Cite \textit{M. Dávila Felipe} and \textit{A. Lambert}, Electron. J. Probab. 23, Paper No. 98, 30 p. (2018; Zbl 1415.60046) Full Text: DOI arXiv Euclid OpenURL
Delmas, Jean-François; Dhersin, Jean-Stéphane; Sciauveau, Marion Cost functionals for large (uniform and simply generated) random trees. (English) Zbl 1398.05061 Electron. J. Probab. 23, Paper No. 87, 36 p. (2018). MSC: 05C05 05C80 60J80 60F17 PDF BibTeX XML Cite \textit{J.-F. Delmas} et al., Electron. J. Probab. 23, Paper No. 87, 36 p. (2018; Zbl 1398.05061) Full Text: DOI Euclid OpenURL
Caravenna, Francesco On the maximum of conditioned random walks and tightness for pinning models. (English) Zbl 1400.82099 Electron. Commun. Probab. 23, Paper No. 69, 13 p. (2018). MSC: 82B41 60K35 60B10 82D60 PDF BibTeX XML Cite \textit{F. Caravenna}, Electron. Commun. Probab. 23, Paper No. 69, 13 p. (2018; Zbl 1400.82099) Full Text: DOI arXiv Euclid OpenURL
Dassios, Angelos; Lim, Jia Wei Recursive formula for the double-barrier Parisian stopping time. (English) Zbl 1398.91579 J. Appl. Probab. 55, No. 1, 282-301 (2018). MSC: 91G20 91G60 65C50 60J65 60G40 PDF BibTeX XML Cite \textit{A. Dassios} and \textit{J. W. Lim}, J. Appl. Probab. 55, No. 1, 282--301 (2018; Zbl 1398.91579) Full Text: DOI Link OpenURL
Afanasyev, Valeriy I. On the non-recurrent random walk in a random environment. (English. Russian original) Zbl 1395.60117 Discrete Math. Appl. 28, No. 3, 139-156 (2018); translation from Diskretn. Mat. 28, No. 4, 6-28 (2016). MSC: 60K37 82C41 PDF BibTeX XML Cite \textit{V. I. Afanasyev}, Discrete Math. Appl. 28, No. 3, 139--156 (2018; Zbl 1395.60117); translation from Diskretn. Mat. 28, No. 4, 6--28 (2016) Full Text: DOI OpenURL
Pitman, Jim; Tang, Wenpin The argmin process of random walks, Brownian motion and Lévy processes. (English) Zbl 1410.60046 Electron. J. Probab. 23, Paper No. 60, 35 p. (2018). MSC: 60G50 60G51 60J65 PDF BibTeX XML Cite \textit{J. Pitman} and \textit{W. Tang}, Electron. J. Probab. 23, Paper No. 60, 35 p. (2018; Zbl 1410.60046) Full Text: DOI arXiv Euclid OpenURL
Wang, Li Central limit theorems for supercritical superprocesses with immigration. (English) Zbl 1430.60065 J. Theor. Probab. 31, No. 2, 984-1012 (2018). MSC: 60J68 60F05 PDF BibTeX XML Cite \textit{L. Wang}, J. Theor. Probab. 31, No. 2, 984--1012 (2018; Zbl 1430.60065) Full Text: DOI arXiv OpenURL
Gorin, Vadim; Shkolnikov, Mykhaylo Stochastic Airy semigroup through tridiagonal matrices. (English) Zbl 1430.60011 Ann. Probab. 46, No. 4, 2287-2344 (2018). MSC: 60B20 15B52 60H25 47D08 60J55 PDF BibTeX XML Cite \textit{V. Gorin} and \textit{M. Shkolnikov}, Ann. Probab. 46, No. 4, 2287--2344 (2018; Zbl 1430.60011) Full Text: DOI arXiv Euclid OpenURL
Bassino, Frédérique; Bouvel, Mathilde; Féray, Valentin; Gerin, Lucas; Pierrot, Adeline The Brownian limit of separable permutations. (English) Zbl 1430.60013 Ann. Probab. 46, No. 4, 2134-2189 (2018). MSC: 60C05 05A05 PDF BibTeX XML Cite \textit{F. Bassino} et al., Ann. Probab. 46, No. 4, 2134--2189 (2018; Zbl 1430.60013) Full Text: DOI arXiv Euclid OpenURL
Wang, Yizao Extremes of \(q\)-Ornstein-Uhlenbeck processes. (English) Zbl 1405.60072 Stochastic Processes Appl. 128, No. 9, 2979-3005 (2018). MSC: 60G70 60J25 PDF BibTeX XML Cite \textit{Y. Wang}, Stochastic Processes Appl. 128, No. 9, 2979--3005 (2018; Zbl 1405.60072) Full Text: DOI arXiv OpenURL
Le Gall, Jean-François Subordination of trees and the Brownian map. (English) Zbl 1405.60128 Probab. Theory Relat. Fields 171, No. 3-4, 819-864 (2018). Reviewer: Matthias Meiners (Innsbruck) MSC: 60J80 60D05 PDF BibTeX XML Cite \textit{J.-F. Le Gall}, Probab. Theory Relat. Fields 171, No. 3--4, 819--864 (2018; Zbl 1405.60128) Full Text: DOI arXiv OpenURL
Baba, Hiroya; Katori, Makoto Excursion processes associated with elliptic combinatorics. (English) Zbl 1395.82145 J. Stat. Phys. 171, No. 6, 1035-1066 (2018). MSC: 82C22 82C20 05A30 05A15 33E05 PDF BibTeX XML Cite \textit{H. Baba} and \textit{M. Katori}, J. Stat. Phys. 171, No. 6, 1035--1066 (2018; Zbl 1395.82145) Full Text: DOI arXiv OpenURL
Afanas’ev, V. I. A functional limit theorem for decomposable branching processes with two particle types. (English. Russian original) Zbl 1392.60030 Math. Notes 103, No. 3, 337-347 (2018); translation from Mat. Zametki 103, No. 3, 323-335 (2018). MSC: 60F17 60J80 PDF BibTeX XML Cite \textit{V. I. Afanas'ev}, Math. Notes 103, No. 3, 337--347 (2018; Zbl 1392.60030); translation from Mat. Zametki 103, No. 3, 323--335 (2018) Full Text: DOI OpenURL
Bryc, Włodzimierz; Wang, Yizao Dual representations of Laplace transforms of Brownian excursion and generalized meanders. (English) Zbl 1391.60180 Stat. Probab. Lett. 140, 77-83 (2018). MSC: 60J25 PDF BibTeX XML Cite \textit{W. Bryc} and \textit{Y. Wang}, Stat. Probab. Lett. 140, 77--83 (2018; Zbl 1391.60180) Full Text: DOI arXiv OpenURL
Pardo, J. C.; Pérez, J. L.; Rivero, V. M. The excursion measure away from zero for spectrally negative Lévy processes. (English. French summary) Zbl 1396.60052 Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 1, 75-99 (2018). MSC: 60G51 60G17 PDF BibTeX XML Cite \textit{J. C. Pardo} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 1, 75--99 (2018; Zbl 1396.60052) Full Text: DOI arXiv OpenURL
Lafforgue, Vincent Shutkas for reductive groups and global Langlands parametrization. (Chtoucas pour les groupes réductifs et paramétrisation de Langlands globale.) (French. English summary) Zbl 1395.14017 J. Am. Math. Soc. 31, No. 3, 719-891 (2018). Reviewer: J. G. M. Mars (Utrecht) MSC: 14G35 14H60 11F70 22E55 PDF BibTeX XML Cite \textit{V. Lafforgue}, J. Am. Math. Soc. 31, No. 3, 719--891 (2018; Zbl 1395.14017) Full Text: DOI arXiv OpenURL
Gloter, Arnaud; Martinez, Miguel Bouncing skew Brownian motions. (English) Zbl 1390.60140 J. Theor. Probab. 31, No. 1, 319-363 (2018). MSC: 60G18 60J55 60J65 PDF BibTeX XML Cite \textit{A. Gloter} and \textit{M. Martinez}, J. Theor. Probab. 31, No. 1, 319--363 (2018; Zbl 1390.60140) Full Text: DOI HAL OpenURL
Campese, Simon; Marinucci, Domenico; Rossi, Maurizia Approximate normality of high-energy hyperspherical eigenfunctions. (English) Zbl 06852022 J. Math. Anal. Appl. 461, No. 1, 500-522 (2018). MSC: 35-XX 81-XX PDF BibTeX XML Cite \textit{S. Campese} et al., J. Math. Anal. Appl. 461, No. 1, 500--522 (2018; Zbl 06852022) Full Text: DOI arXiv OpenURL
Avram, Florin; Pérez, José-Luis; Yamazaki, Kazutoshi Spectrally negative Lévy processes with Parisian reflection below and classical reflection above. (English) Zbl 1386.60168 Stochastic Processes Appl. 128, No. 1, 255-290 (2018). MSC: 60G51 91B30 PDF BibTeX XML Cite \textit{F. Avram} et al., Stochastic Processes Appl. 128, No. 1, 255--290 (2018; Zbl 1386.60168) Full Text: DOI arXiv OpenURL
Rønn-Nielsen, Anders; Vedel Jensen, Eva B. Excursion sets of infinitely divisible random fields with convolution equivalent Lévy measure. (English) Zbl 1400.60073 J. Appl. Probab. 54, No. 3, 833-851 (2017). MSC: 60G60 60E07 60D05 PDF BibTeX XML Cite \textit{A. Rønn-Nielsen} and \textit{E. B. Vedel Jensen}, J. Appl. Probab. 54, No. 3, 833--851 (2017; Zbl 1400.60073) Full Text: DOI Link OpenURL
Rozier, Olivier The \(3x+1\) problem: a lower bound hypothesis. (English) Zbl 1415.11026 Funct. Approximatio, Comment. Math. 56, No. 1, 7-23 (2017). MSC: 11B37 11B75 60G50 94A17 PDF BibTeX XML Cite \textit{O. Rozier}, Funct. Approximatio, Comment. Math. 56, No. 1, 7--23 (2017; Zbl 1415.11026) Full Text: DOI arXiv Euclid OpenURL
Afanasyev, Valeriy I. Functional limit theorem for a stopped random walk attaining a high level. (English. Russian original) Zbl 1397.60067 Discrete Math. Appl. 27, No. 5, 269-276 (2017); translation from Diskretn. Mat. 28, No. 3, 3-13 (2016). MSC: 60F17 60G50 PDF BibTeX XML Cite \textit{V. I. Afanasyev}, Discrete Math. Appl. 27, No. 5, 269--276 (2017; Zbl 1397.60067); translation from Diskretn. Mat. 28, No. 3, 3--13 (2016) Full Text: DOI OpenURL
Kyprianou, Andreas E.; Pagett, Steven W.; Rogers, Tim; Schweinsberg, Jason A phase transition in excursions from infinity of the “fast” fragmentation-coalescence process. (English) Zbl 1412.60112 Ann. Probab. 45, No. 6A, 3829-3849 (2017). MSC: 60J25 60G09 PDF BibTeX XML Cite \textit{A. E. Kyprianou} et al., Ann. Probab. 45, No. 6A, 3829--3849 (2017; Zbl 1412.60112) Full Text: DOI arXiv Euclid OpenURL
Yevgrafov, D. V. Intensity of crossings of a given level by a homogeneous random field. (English. Russian original) Zbl 1382.60077 Cybern. Syst. Anal. 53, No. 5, 785-792 (2017); translation from Kibern. Sist. Anal. 2017, No. 5, 151-159 (2017). MSC: 60G60 PDF BibTeX XML Cite \textit{D. V. Yevgrafov}, Cybern. Syst. Anal. 53, No. 5, 785--792 (2017; Zbl 1382.60077); translation from Kibern. Sist. Anal. 2017, No. 5, 151--159 (2017) Full Text: DOI OpenURL
Koch, Erwan Spatial risk measures and applications to max-stable processes. (English) Zbl 1387.60086 Extremes 20, No. 3, 635-670 (2017). MSC: 60G70 91B30 PDF BibTeX XML Cite \textit{E. Koch}, Extremes 20, No. 3, 635--670 (2017; Zbl 1387.60086) Full Text: DOI arXiv OpenURL
Rao, Congjun; Zhao, Yong; Zheng, Junjun; Goh, Mark; Wang, Cheng Bidding behavior and equilibrium excursion of uniform price auction mechanism. (English) Zbl 1380.91085 Asia-Pac. J. Oper. Res. 34, No. 6, Article ID 1750028, 17 p. (2017). MSC: 91B26 91B50 91A10 PDF BibTeX XML Cite \textit{C. Rao} et al., Asia-Pac. J. Oper. Res. 34, No. 6, Article ID 1750028, 17 p. (2017; Zbl 1380.91085) Full Text: DOI OpenURL
Burdzy, Krzysztof; Chen, Zhen-Qing; Marshall, Donald; Ramanan, Kavita Obliquely reflected Brownian motion in nonsmooth planar domains. (English) Zbl 1392.60069 Ann. Probab. 45, No. 5, 2971-3037 (2017). Reviewer: René L. Schilling (Dresden) MSC: 60J65 60H20 60J55 30C20 PDF BibTeX XML Cite \textit{K. Burdzy} et al., Ann. Probab. 45, No. 5, 2971--3037 (2017; Zbl 1392.60069) Full Text: DOI arXiv Euclid OpenURL