Barrera, Gerardo; Manrique, Paulo Zero-free neighborhoods around the unit circle for Kac polynomials. (English) Zbl 07551290 Period. Math. Hung. 84, No. 2, 159-176 (2022). MSC: 60G99 12D10 11Cxx 30C15 PDF BibTeX XML Cite \textit{G. Barrera} and \textit{P. Manrique}, Period. Math. Hung. 84, No. 2, 159--176 (2022; Zbl 07551290) Full Text: DOI OpenURL
Geng, Na; Xie, Xiaolan Managing advance admission requests for obstetric care. (English) Zbl 07551235 INFORMS J. Comput. 34, No. 2, 1224-1239 (2022). MSC: 90B50 60G15 PDF BibTeX XML Cite \textit{N. Geng} and \textit{X. Xie}, INFORMS J. Comput. 34, No. 2, 1224--1239 (2022; Zbl 07551235) Full Text: DOI OpenURL
Leonenko, Nikolai; Pirozzi, Enrica First passage times for some classes of fractional time-changed diffusions. (English) Zbl 07548160 Stochastic Anal. Appl. 40, No. 4, 735-763 (2022). MSC: 60J60 60G15 60G22 PDF BibTeX XML Cite \textit{N. Leonenko} and \textit{E. Pirozzi}, Stochastic Anal. Appl. 40, No. 4, 735--763 (2022; Zbl 07548160) Full Text: DOI OpenURL
Dominguez, Tomas The \(\ell^p\)-Gaussian-Grothendieck problem with vector spins. (English) Zbl 07548093 Electron. J. Probab. 27, Paper No. 70, 46 p. (2022). MSC: 82D30 82B44 60K35 60G15 PDF BibTeX XML Cite \textit{T. Dominguez}, Electron. J. Probab. 27, Paper No. 70, 46 p. (2022; Zbl 07548093) Full Text: DOI OpenURL
Bladt, Martin; McNeil, Alexander J. Time series with infinite-order partial copula dependence. (English) Zbl 07547642 Depend. Model. 10, 87-107 (2022). MSC: 62M10 62M05 62H05 60G10 60G15 60G22 PDF BibTeX XML Cite \textit{M. Bladt} and \textit{A. J. McNeil}, Depend. Model. 10, 87--107 (2022; Zbl 07547642) Full Text: DOI OpenURL
Wang, Ran; Xiao, Yimin Lower functions and Chung’s LILs of the generalized fractional Brownian motion. (English) Zbl 07545058 J. Math. Anal. Appl. 514, No. 2, Article ID 126320, 31 p. (2022). MSC: 60G22 60G15 60F15 PDF BibTeX XML Cite \textit{R. Wang} and \textit{Y. Xiao}, J. Math. Anal. Appl. 514, No. 2, Article ID 126320, 31 p. (2022; Zbl 07545058) Full Text: DOI OpenURL
Grooms, Ian A comparison of nonlinear extensions to the ensemble Kalman filter. Gaussian anamorphosis and two-step ensemble filters. (English) Zbl 07544735 Comput. Geosci. 26, No. 3, 633-650 (2022). MSC: 86A32 62M20 93E11 62F15 PDF BibTeX XML Cite \textit{I. Grooms}, Comput. Geosci. 26, No. 3, 633--650 (2022; Zbl 07544735) Full Text: DOI OpenURL
Bingham, Nicholas H.; Symons, Tasmin L. Gaussian random fields on the sphere and sphere cross line. (English) Zbl 07544400 Stochastic Processes Appl. 150, 788-801 (2022). MSC: 60B15 60B99 60G15 60G60 PDF BibTeX XML Cite \textit{N. H. Bingham} and \textit{T. L. Symons}, Stochastic Processes Appl. 150, 788--801 (2022; Zbl 07544400) Full Text: DOI OpenURL
Song, Jian; Tindel, Samy Skorohod and Stratonovich integrals for controlled processes. (English) Zbl 07544390 Stochastic Processes Appl. 150, 569-595 (2022). MSC: 60G15 60H05 60H10 PDF BibTeX XML Cite \textit{J. Song} and \textit{S. Tindel}, Stochastic Processes Appl. 150, 569--595 (2022; Zbl 07544390) Full Text: DOI OpenURL
Bashtova, Elena; Shashkin, Alexey Strong Gaussian approximation for cumulative processes. (English) Zbl 07544373 Stochastic Processes Appl. 150, 1-18 (2022). MSC: 60F17 60F15 60G50 PDF BibTeX XML Cite \textit{E. Bashtova} and \textit{A. Shashkin}, Stochastic Processes Appl. 150, 1--18 (2022; Zbl 07544373) Full Text: DOI OpenURL
Danilenko, Alexandre I.; Lemańczyk, Mariusz Ergodic cocycles of IDPFT systems and non-singular Gaussian actions. (English) Zbl 07543033 Ergodic Theory Dyn. Syst. 42, No. 5, 1624-1654 (2022). MSC: 37A40 37A20 37A50 PDF BibTeX XML Cite \textit{A. I. Danilenko} and \textit{M. Lemańczyk}, Ergodic Theory Dyn. Syst. 42, No. 5, 1624--1654 (2022; Zbl 07543033) Full Text: DOI OpenURL
Norros, Ilkka Information-based long-range dependence. (English) Zbl 07542829 Queueing Syst. 100, No. 3-4, 321-323 (2022). MSC: 90B22 60G15 60K25 PDF BibTeX XML Cite \textit{I. Norros}, Queueing Syst. 100, No. 3--4, 321--323 (2022; Zbl 07542829) Full Text: DOI OpenURL
Dȩbicki, Krzysztof Exact asymptotics of Gaussian-driven tandem queues. (English) Zbl 07542820 Queueing Syst. 100, No. 3-4, 285-287 (2022). MSC: 90B22 60K25 60G15 PDF BibTeX XML Cite \textit{K. Dȩbicki}, Queueing Syst. 100, No. 3--4, 285--287 (2022; Zbl 07542820) Full Text: DOI OpenURL
Gusakova, Anna; Kabluchko, Zakhar; Thäle, Christoph The \(\beta \)-Delaunay tessellation. II: the Gaussian limit tessellation. (English) Zbl 07541197 Electron. J. Probab. 27, Paper No. 62, 33 p. (2022). Reviewer: Rolf Schneider (Freiburg im Breisgau) MSC: 60D05 52A22 60G55 60F17 PDF BibTeX XML Cite \textit{A. Gusakova} et al., Electron. J. Probab. 27, Paper No. 62, 33 p. (2022; Zbl 07541197) Full Text: DOI OpenURL
Laurière, Mathieu; Tangpi, Ludovic Backward propagation of chaos. (English) Zbl 07541195 Electron. J. Probab. 27, Paper No. 69, 30 p. (2022). MSC: 28C20 35B40 35K58 60F25 60H20 60J60 PDF BibTeX XML Cite \textit{M. Laurière} and \textit{L. Tangpi}, Electron. J. Probab. 27, Paper No. 69, 30 p. (2022; Zbl 07541195) Full Text: DOI OpenURL
Liu, Shuhui; Hu, Yaozhong; Wang, Xiong Nonlinear stochastic wave equation driven by rough noise. (English) Zbl 07540186 J. Differ. Equations 331, 99-161 (2022). MSC: 60H15 60H07 60G15 60G22 PDF BibTeX XML Cite \textit{S. Liu} et al., J. Differ. Equations 331, 99--161 (2022; Zbl 07540186) Full Text: DOI OpenURL
Zhang, Ruda; Mak, Simon; Dunson, David Gaussian process subspace prediction for model reduction. (English) Zbl 07538378 SIAM J. Sci. Comput. 44, No. 3, A1428-A1449 (2022). MSC: 14M15 35B30 37M99 37M99 60B20 60G15 PDF BibTeX XML Cite \textit{R. Zhang} et al., SIAM J. Sci. Comput. 44, No. 3, A1428--A1449 (2022; Zbl 07538378) Full Text: DOI OpenURL
Fatalov, V. R. Supremum of the Euclidean norms of the multidimensional Wiener process and Brownian bridge: sharp asymptotics of probabilities of large deviations. (English. Russian original) Zbl 07537774 J. Math. Sci., New York 262, No. 4, 546-573 (2022); translation from Fundam. Prikl. Mat. 23, No. 1, 219-257 (2020). MSC: 60G15 60F10 60J65 PDF BibTeX XML Cite \textit{V. R. Fatalov}, J. Math. Sci., New York 262, No. 4, 546--573 (2022; Zbl 07537774); translation from Fundam. Prikl. Mat. 23, No. 1, 219--257 (2020) Full Text: DOI OpenURL
Kobelkov, S. G.; Piterbarg, V. I.; Rodionov, I. V.; Hashorva, E. On the maximum of a Gaussian process with unique maximum point of its variance. (English. Russian original) Zbl 07537769 J. Math. Sci., New York 262, No. 4, 504-513 (2022); translation from Fundam. Prikl. Mat. 23, No. 1, 161-174 (2020). MSC: 60G15 PDF BibTeX XML Cite \textit{S. G. Kobelkov} et al., J. Math. Sci., New York 262, No. 4, 504--513 (2022; Zbl 07537769); translation from Fundam. Prikl. Mat. 23, No. 1, 161--174 (2020) Full Text: DOI OpenURL
Zhdanov, A. I. High excursions of a quadratic form for a Gaussian stationary vector process. (English. Russian original) Zbl 07537767 J. Math. Sci., New York 262, No. 4, 476-492 (2022); translation from Fundam. Prikl. Mat. 23, No. 1, 123-144 (2020). MSC: 60G15 60G70 PDF BibTeX XML Cite \textit{A. I. Zhdanov}, J. Math. Sci., New York 262, No. 4, 476--492 (2022; Zbl 07537767); translation from Fundam. Prikl. Mat. 23, No. 1, 123--144 (2020) Full Text: DOI OpenURL
Bai, L. Estimation of change-point models. (English. Russian original) Zbl 07537763 J. Math. Sci., New York 262, No. 4, 425-441 (2022); translation from Fundam. Prikl. Mat. 23, No. 1, 51-73 (2020). MSC: 60G15 60G70 60G60 PDF BibTeX XML Cite \textit{L. Bai}, J. Math. Sci., New York 262, No. 4, 425--441 (2022; Zbl 07537763); translation from Fundam. Prikl. Mat. 23, No. 1, 51--73 (2020) Full Text: DOI OpenURL
Eftekhari, Tahereh; Rashidinia, Jalil A novel and efficient operational matrix for solving nonlinear stochastic differential equations driven by multi-fractional Gaussian noise. (English) Zbl 07537587 Appl. Math. Comput. 429, Article ID 127218, 14 p. (2022). MSC: 60H10 60G22 65G99 PDF BibTeX XML Cite \textit{T. Eftekhari} and \textit{J. Rashidinia}, Appl. Math. Comput. 429, Article ID 127218, 14 p. (2022; Zbl 07537587) Full Text: DOI OpenURL
Ianevych, Tetiana; Rozora, Iryna; Pashko, Anatolii On one way of modeling a stochastic process with given accuracy and reliability. (English) Zbl 07537028 Monte Carlo Methods Appl. 28, No. 2, 135-147 (2022). MSC: 60G15 60K10 60G10 PDF BibTeX XML Cite \textit{T. Ianevych} et al., Monte Carlo Methods Appl. 28, No. 2, 135--147 (2022; Zbl 07537028) Full Text: DOI OpenURL
Lu, Dawei; Zhou, Yinbing The first exit time of fractional Brownian motion from the minimum and maximum parabolic domains. (English) Zbl 07535869 Stat. Probab. Lett. 186, Article ID 109467, 11 p. (2022). MSC: 60G22 60J65 60G15 60F10 PDF BibTeX XML Cite \textit{D. Lu} and \textit{Y. Zhou}, Stat. Probab. Lett. 186, Article ID 109467, 11 p. (2022; Zbl 07535869) Full Text: DOI OpenURL
Xu, Mingzhou; Cheng, Kun How small are the increments of \(G\)-Brownian motion. (English) Zbl 07535866 Stat. Probab. Lett. 186, Article ID 109464, 9 p. (2022). MSC: 60G65 60G15 60G50 60H10 60G48 PDF BibTeX XML Cite \textit{M. Xu} and \textit{K. Cheng}, Stat. Probab. Lett. 186, Article ID 109464, 9 p. (2022; Zbl 07535866) Full Text: DOI OpenURL
Imekraz, Rafik A necessary and sufficient condition for probabilistic continuity on a boundaryless compact Riemannian manifold. (Condition nécessaire et suffisante pour la continuité probabiliste sur une variété riemannienne compacte sans bord.) (English. French summary) Zbl 07534579 J. Éc. Polytech., Math. 9, 747-805 (2022). MSC: 60G50 60G15 58J40 46B09 PDF BibTeX XML Cite \textit{R. Imekraz}, J. Éc. Polytech., Math. 9, 747--805 (2022; Zbl 07534579) Full Text: DOI OpenURL
Vidotto, A. Random Lipschitz-Killing curvatures: reduction principles, integration by parts and Wiener chaos. (English) Zbl 07534485 Theory Probab. Math. Stat. 106, 157-175 (2022). MSC: 60G60 60D05 35J05 60G10 60G15 PDF BibTeX XML Cite \textit{A. Vidotto}, Theory Probab. Math. Stat. 106, 157--175 (2022; Zbl 07534485) Full Text: DOI OpenURL
Muirhead, S. Boundedness of the nodal domains of additive Gaussian fields. (English) Zbl 07534484 Theory Probab. Math. Stat. 106, 143-155 (2022). MSC: 60G15 60G60 60K35 PDF BibTeX XML Cite \textit{S. Muirhead}, Theory Probab. Math. Stat. 106, 143--155 (2022; Zbl 07534484) Full Text: DOI OpenURL
Dhoyer, R.; Tudor, C. A. Non-central limit theorem for the spatial average of the solution to the wave equation with Rosenblatt noise. (English) Zbl 07534482 Theory Probab. Math. Stat. 106, 105-119 (2022). MSC: 60H15 60H07 60G15 60F05 PDF BibTeX XML Cite \textit{R. Dhoyer} and \textit{C. A. Tudor}, Theory Probab. Math. Stat. 106, 105--119 (2022; Zbl 07534482) Full Text: DOI OpenURL
Cammarota, V.; Todino, A. P. On the correlation between critical points and critical values for random spherical harmonics. (English) Zbl 07534479 Theory Probab. Math. Stat. 106, 41-62 (2022). MSC: 60G60 60F05 33C55 60G15 PDF BibTeX XML Cite \textit{V. Cammarota} and \textit{A. P. Todino}, Theory Probab. Math. Stat. 106, 41--62 (2022; Zbl 07534479) Full Text: DOI OpenURL
Ayache, A.; Bouly, F. On local path behavior of surgailis multifractional processes. (English) Zbl 07534477 Theory Probab. Math. Stat. 106, 3-26 (2022). MSC: 60G22 60G17 60H05 PDF BibTeX XML Cite \textit{A. Ayache} and \textit{F. Bouly}, Theory Probab. Math. Stat. 106, 3--26 (2022; Zbl 07534477) Full Text: DOI OpenURL
Kriukov, Nikolai Parisian & cumulative Parisian ruin probability for two-dimensional Brownian risk model. (English) Zbl 07533903 Stochastics 94, No. 4, 629-645 (2022). MSC: 60G15 60G70 PDF BibTeX XML Cite \textit{N. Kriukov}, Stochastics 94, No. 4, 629--645 (2022; Zbl 07533903) Full Text: DOI OpenURL
Katori, Makoto; Shirai, Tomoyuki Zeros of the i.i.d. Gaussian Laurent series on an annulus: weighted Szegő kernels and permanental-determinantal point processes. (English) Zbl 07533718 Commun. Math. Phys. 392, No. 3, 1099-1151 (2022). MSC: 60G55 33E05 30C40 PDF BibTeX XML Cite \textit{M. Katori} and \textit{T. Shirai}, Commun. Math. Phys. 392, No. 3, 1099--1151 (2022; Zbl 07533718) Full Text: DOI OpenURL
Asmussen, Søren; Bladt, Mogens Gram-Charlier methods, regime-switching and stochastic volatility in exponential Lévy models. (English) Zbl 07532606 Quant. Finance 22, No. 4, 675-689 (2022). MSC: 91G20 60G51 PDF BibTeX XML Cite \textit{S. Asmussen} and \textit{M. Bladt}, Quant. Finance 22, No. 4, 675--689 (2022; Zbl 07532606) Full Text: DOI OpenURL
Feng, Zhangmei; Zhang, Jiamin Nonparametric K-means algorithm with applications in economic and functional data. (English) Zbl 07532289 Commun. Stat., Theory Methods 51, No. 2, 537-551 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{Z. Feng} and \textit{J. Zhang}, Commun. Stat., Theory Methods 51, No. 2, 537--551 (2022; Zbl 07532289) Full Text: DOI OpenURL
Ianevych, Tetiana O.; Kozachenko, Yuriy V.; Troshki, Viktor B. On test for checking hypothesis on expectation and covariance function of stochastic process. (English) Zbl 07532278 Commun. Stat., Theory Methods 51, No. 2, 356-367 (2022). MSC: 62F03 60G15 62G10 62-XX PDF BibTeX XML Cite \textit{T. O. Ianevych} et al., Commun. Stat., Theory Methods 51, No. 2, 356--367 (2022; Zbl 07532278) Full Text: DOI OpenURL
Barrera, Gerardo; Manrique, Paulo Salem-Zygmund inequality for locally sub-Gaussian random variables, random trigonometric polynomials, and random circulant matrices. (English) Zbl 07531934 Bol. Soc. Mat. Mex., III. Ser. 28, No. 2, Paper No. 45, 29 p. (2022). MSC: 60G99 12D10 11Cxx 30C15 PDF BibTeX XML Cite \textit{G. Barrera} and \textit{P. Manrique}, Bol. Soc. Mat. Mex., III. Ser. 28, No. 2, Paper No. 45, 29 p. (2022; Zbl 07531934) Full Text: DOI OpenURL
Huang, Daniel; Teng, Chong; Bao, Junwei Lucas; Tristan, Jean-Baptiste mad-GP: automatic differentiation of Gaussian processes for molecules and materials. (English) Zbl 07531491 J. Math. Chem. 60, No. 6, 969-1000 (2022). MSC: 92E10 60G15 PDF BibTeX XML Cite \textit{D. Huang} et al., J. Math. Chem. 60, No. 6, 969--1000 (2022; Zbl 07531491) Full Text: DOI OpenURL
Han, Lifeng; He, Changhan; Dinh, Huy; Fricks, John; Kuang, Yang Learning biological dynamics from spatio-temporal data by Gaussian processes. (English) Zbl 07531458 Bull. Math. Biol. 84, No. 7, Paper No. 69, 20 p. (2022). MSC: 92D25 60G15 92C70 PDF BibTeX XML Cite \textit{L. Han} et al., Bull. Math. Biol. 84, No. 7, Paper No. 69, 20 p. (2022; Zbl 07531458) Full Text: DOI OpenURL
Drewitz, Alexander; Prévost, Alexis; Rodriguez, Pierre-François Cluster capacity functionals and isomorphism theorems for Gaussian free fields. (English) Zbl 07529630 Probab. Theory Relat. Fields 183, No. 1-2, 255-313 (2022). MSC: 60K35 60G15 60J25 60J45 82B43 PDF BibTeX XML Cite \textit{A. Drewitz} et al., Probab. Theory Relat. Fields 183, No. 1--2, 255--313 (2022; Zbl 07529630) Full Text: DOI OpenURL
Suzuki, Joe Kernel methods for machine learning with Math and R. 100 exercises for building logic. (English) Zbl 07529502 Singapore: Springer (ISBN 978-981-19-0397-7/pbk; 978-981-19-0398-4/ebook). xii, 196 p. (2022). MSC: 68-01 46E22 60G15 68T05 68T09 PDF BibTeX XML Cite \textit{J. Suzuki}, Kernel methods for machine learning with Math and R. 100 exercises for building logic. Singapore: Springer (2022; Zbl 07529502) Full Text: DOI OpenURL
Grinwald, P. M. Schrödinger’s equation as a consequence of the central limit theorem without assuming prior physical laws. (English) Zbl 07528501 Found. Phys. 52, No. 2, Paper No. 50, 22 p. (2022). MSC: 81Pxx 00Axx 60-XX PDF BibTeX XML Cite \textit{P. M. Grinwald}, Found. Phys. 52, No. 2, Paper No. 50, 22 p. (2022; Zbl 07528501) Full Text: DOI OpenURL
Genovese, Giuseppe A remark on the spherical bipartite spin glass. (English) Zbl 07528335 Math. Phys. Anal. Geom. 25, No. 2, Paper No. 14, 10 p. (2022). MSC: 60K35 60G15 82B44 PDF BibTeX XML Cite \textit{G. Genovese}, Math. Phys. Anal. Geom. 25, No. 2, Paper No. 14, 10 p. (2022; Zbl 07528335) Full Text: DOI OpenURL
Liu, Kai Hölder continuous regularity of stochastic convolutions with distributed delay. (English) Zbl 07528126 Potential Anal. 57, No. 1, 29-53 (2022). MSC: 60H15 60G15 60H05 PDF BibTeX XML Cite \textit{K. Liu}, Potential Anal. 57, No. 1, 29--53 (2022; Zbl 07528126) Full Text: DOI OpenURL
Eisenbaum, Nathalie Erratum to: “Characterization of positively correlated squared Gaussian processes”. (English) Zbl 07527836 Ann. Probab. 50, No. 4, 1674 (2022). MSC: 60G15 60E07 60E15 PDF BibTeX XML Cite \textit{N. Eisenbaum}, Ann. Probab. 50, No. 4, 1674 (2022; Zbl 07527836) Full Text: DOI OpenURL
Goldman, Michael; Huesmann, Martin A fluctuation result for the displacement in the optimal matching problem. (English) Zbl 07527830 Ann. Probab. 50, No. 4, 1446-1477 (2022). Reviewer: Rodica Luca (Iaşi) MSC: 35J05 60G15 60G60 PDF BibTeX XML Cite \textit{M. Goldman} and \textit{M. Huesmann}, Ann. Probab. 50, No. 4, 1446--1477 (2022; Zbl 07527830) 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
Dang, Nguyen Viet Gaussian free fields and Riemannian rigidity. (English) Zbl 07527321 Probab. Math. Phys. 3, No. 1, 1-34 (2022). MSC: 53C24 60G15 81T16 81T20 58J40 PDF BibTeX XML Cite \textit{N. V. Dang}, Probab. Math. Phys. 3, No. 1, 1--34 (2022; Zbl 07527321) Full Text: DOI OpenURL
Chernoyarov, O. V.; Dachian, S.; Farinetto, C.; Kutoyants, Yu. A. Estimation of the position and time of emission of a source. (English) Zbl 07527231 Stat. Inference Stoch. Process. 25, No. 1, 61-82 (2022). MSC: 62M02 62G10 62G20 PDF BibTeX XML Cite \textit{O. V. Chernoyarov} et al., Stat. Inference Stoch. Process. 25, No. 1, 61--82 (2022; Zbl 07527231) Full Text: DOI OpenURL
Nazarov, Alexander; Nikitin, Yakov Spectral equivalence of Gaussian random functions: operator approach. (English) Zbl 07526591 Bernoulli 28, No. 2, 1448-1460 (2022). MSC: 60Gxx 60Hxx 60Jxx PDF BibTeX XML Cite \textit{A. Nazarov} and \textit{Y. Nikitin}, Bernoulli 28, No. 2, 1448--1460 (2022; Zbl 07526591) Full Text: DOI Link OpenURL
Winter, J. M.; Kaiser, J. W. J.; Adami, S.; Akhatov, I. S.; Adams, N. A. Stochastic multi-fidelity surrogate modeling of dendritic crystal growth. (English) Zbl 07526118 Comput. Methods Appl. Mech. Eng. 393, Article ID 114799, 19 p. (2022). MSC: 92-XX 76-XX PDF BibTeX XML Cite \textit{J. M. Winter} et al., Comput. Methods Appl. Mech. Eng. 393, Article ID 114799, 19 p. (2022; Zbl 07526118) Full Text: DOI OpenURL
Agbokou, Komi; Mensah, Yaogan Inference on the reproducing kernel Hilbert spaces. (English) Zbl 07526070 Univers. J. Math. Math. Sci. 15, 11-29 (2022). MSC: 62C10 11K70 60G15 62G08 60B05 62J02 PDF BibTeX XML Cite \textit{K. Agbokou} and \textit{Y. Mensah}, Univers. J. Math. Math. Sci. 15, 11--29 (2022; Zbl 07526070) Full Text: DOI OpenURL
Masuda, Hiroki; Mercuri, Lorenzo; Uehara, Yuma Noise inference for ergodic Lévy driven SDE. (English) Zbl 07524977 Electron. J. Stat. 16, No. 1, 2432-2474 (2022). MSC: 62F12 62M20 60G51 62-04 PDF BibTeX XML Cite \textit{H. Masuda} et al., Electron. J. Stat. 16, No. 1, 2432--2474 (2022; Zbl 07524977) Full Text: DOI Link OpenURL
Douissi, Soukaina; Es-Sebaiy, Khalifa; Kerchev, George; Nourdin, Ivan Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency. (English) Zbl 07524937 Electron. J. Stat. 16, No. 1, 636-670 (2022). MSC: 60F05 60G15 60G10 62F12 62M09 PDF BibTeX XML Cite \textit{S. Douissi} et al., Electron. J. Stat. 16, No. 1, 636--670 (2022; Zbl 07524937) Full Text: DOI Link OpenURL
Lopes, Miles E.; Yao, Junwen A sharp lower-tail bound for Gaussian maxima with application to bootstrap methods in high dimensions. (English) Zbl 07524924 Electron. J. Stat. 16, No. 1, 58-83 (2022). MSC: 60G15 60E15 62G09 62G32 PDF BibTeX XML Cite \textit{M. E. Lopes} and \textit{J. Yao}, Electron. J. Stat. 16, No. 1, 58--83 (2022; Zbl 07524924) Full Text: DOI Link OpenURL
Chen, Jialei; Chen, Zhehui; Zhang, Chuck; Jeff Wu, C. F. APIK: active physics-informed Kriging model with partial differential equations. (English) Zbl 07524836 SIAM/ASA J. Uncertain. Quantif. 10, 481-506 (2022). MSC: 60G15 62F15 62G08 62K20 62P25 PDF BibTeX XML Cite \textit{J. Chen} et al., SIAM/ASA J. Uncertain. Quantif. 10, 481--506 (2022; Zbl 07524836) Full Text: DOI OpenURL
Wilson, Amy L.; Goldstein, Michael; Dent, Chris J. Varying coefficient models and design choice for Bayes linear emulation of complex computer models with limited model evaluations. (English) Zbl 1485.62169 SIAM/ASA J. Uncertain. Quantif. 10, 350-378 (2022). MSC: 62P30 62F15 60G15 PDF BibTeX XML Cite \textit{A. L. Wilson} et al., SIAM/ASA J. Uncertain. Quantif. 10, 350--378 (2022; Zbl 1485.62169) Full Text: DOI OpenURL
Bates, Erik; Sohn, Youngtak Free energy in multi-species mixed \(p\)-spin spherical models. (English) Zbl 07524206 Electron. J. Probab. 27, Paper No. 52, 75 p. (2022). MSC: 60K35 60G15 82B44 82D30 PDF BibTeX XML Cite \textit{E. Bates} and \textit{Y. Sohn}, Electron. J. Probab. 27, Paper No. 52, 75 p. (2022; Zbl 07524206) Full Text: DOI OpenURL
Aurzada, F.; Kilian, M. Asymptotics of the persistence exponent of integrated fractional Brownian motion and fractionally integrated Brownian motion. (English) Zbl 07523560 Theory Probab. Appl. 67, No. 1, 77-88 (2022) and Teor. Veroyatn. Primen. 67, No. 1, 100-114 (2022). MSC: 60-XX 70-XX PDF BibTeX XML Cite \textit{F. Aurzada} and \textit{M. Kilian}, Theory Probab. Appl. 67, No. 1, 77--88 (2022; Zbl 07523560) Full Text: DOI OpenURL
Thach, Tran Ngoc; Tuan, Nguyen Huy Stochastic pseudo-parabolic equations with fractional derivative and fractional Brownian motion. (English) Zbl 07523358 Stochastic Anal. Appl. 40, No. 2, 328-351 (2022). MSC: 60G15 60G22 60G52 60G57 PDF BibTeX XML Cite \textit{T. N. Thach} and \textit{N. H. Tuan}, Stochastic Anal. Appl. 40, No. 2, 328--351 (2022; Zbl 07523358) Full Text: DOI OpenURL
Mohan, Manil T. Exponential inequalities for exit times for two dimensional stochastic tidal dynamics equations. (English) Zbl 07523356 Stochastic Anal. Appl. 40, No. 2, 268-303 (2022). MSC: 35Q86 35Q35 86A05 76U60 60F10 60H15 60G15 35R60 PDF BibTeX XML Cite \textit{M. T. Mohan}, Stochastic Anal. Appl. 40, No. 2, 268--303 (2022; Zbl 07523356) Full Text: DOI OpenURL
Prakasa Rao, B. L. S. Parametric inference for stochastic differential equations driven by a mixed fractional Brownian motion with random effects based on discrete observations. (English) Zbl 07523354 Stochastic Anal. Appl. 40, No. 2, 236-245 (2022). MSC: 62M09 60G15 PDF BibTeX XML Cite \textit{B. L. S. Prakasa Rao}, Stochastic Anal. Appl. 40, No. 2, 236--245 (2022; Zbl 07523354) Full Text: DOI OpenURL
Lacoin, Hubert Convergence in law for complex Gaussian multiplicative chaos in phase III. (English) Zbl 07523051 Ann. Probab. 50, No. 3, 950-983 (2022). MSC: 60G15 82B99 60F99 60G60 60G57 60K37 60J67 PDF BibTeX XML Cite \textit{H. Lacoin}, Ann. Probab. 50, No. 3, 950--983 (2022; Zbl 07523051) Full Text: DOI OpenURL
Forde, Martin; Sánchez-Betancourt, Leandro; Smith, Benjamin Optimal trade execution for Gaussian signals with power-law resilience. (English) Zbl 07518205 Quant. Finance 22, No. 3, 585-596 (2022). MSC: 91G15 PDF BibTeX XML Cite \textit{M. Forde} et al., Quant. Finance 22, No. 3, 585--596 (2022; Zbl 07518205) Full Text: DOI OpenURL
Mishura, Yuliya; Yoshidae, Nakahiro Divergence of an integral of a process with small ball estimate. (English) Zbl 07515383 Stochastic Processes Appl. 148, 1-24 (2022). MSC: 60F15 60G17 60G15 60G22 PDF BibTeX XML Cite \textit{Y. Mishura} and \textit{N. Yoshidae}, Stochastic Processes Appl. 148, 1--24 (2022; Zbl 07515383) Full Text: DOI OpenURL
Geng, Xi; Ouyang, Cheng; Tindel, Samy Precise local estimates for differential equations driven by fractional Brownian motion: hypoelliptic case. (English) Zbl 07512873 Ann. Probab. 50, No. 2, 649-687 (2022). MSC: 60H10 60G15 60H07 PDF BibTeX XML Cite \textit{X. Geng} et al., Ann. Probab. 50, No. 2, 649--687 (2022; Zbl 07512873) Full Text: DOI Link OpenURL
Aru, Juhan; Lupu, Titus; Sepúlveda, Avelio Extremal distance and conformal radius of a \(\mathrm{CLE}_4\) loop. (English) Zbl 07512870 Ann. Probab. 50, No. 2, 509-558 (2022). MSC: 31A15 60G15 60G60 60J65 60J67 81T40 PDF BibTeX XML Cite \textit{J. Aru} et al., Ann. Probab. 50, No. 2, 509--558 (2022; Zbl 07512870) Full Text: DOI Link OpenURL
Zhang, Sheng; Yang, Xiu; Tindel, Samy; Lin, Guang Augmented Gaussian random field: theory and computation. (English) Zbl 07512210 Discrete Contin. Dyn. Syst., Ser. S 15, No. 4, 931-957 (2022). MSC: 60G15 PDF BibTeX XML Cite \textit{S. Zhang} et al., Discrete Contin. Dyn. Syst., Ser. S 15, No. 4, 931--957 (2022; Zbl 07512210) Full Text: DOI OpenURL
Molkenthin, Christian; Donner, Christian; Reich, Sebastian; Zöller, Gert; Hainzl, Sebastian; Holschneider, Matthias; Opper, Manfred GP-ETAS: semiparametric Bayesian inference for the spatio-temporal epidemic type aftershock sequence model. (English) Zbl 1484.62007 Stat. Comput. 32, No. 2, Paper No. 29, 25 p. (2022). MSC: 62-08 60G55 62F15 62M30 86-10 PDF BibTeX XML Cite \textit{C. Molkenthin} et al., Stat. Comput. 32, No. 2, Paper No. 29, 25 p. (2022; Zbl 1484.62007) Full Text: DOI OpenURL
Alshehri, Maryam Gharamah Ali; Lytvynov, Eugene Hafnian point processes and quasi-free states on the CCR algebra. (English) Zbl 07510938 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 25, No. 1, Article ID 2250002, 25 p. (2022). MSC: 60G55 46L30 60G15 PDF BibTeX XML Cite \textit{M. G. A. Alshehri} and \textit{E. Lytvynov}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 25, No. 1, Article ID 2250002, 25 p. (2022; Zbl 07510938) Full Text: DOI OpenURL
Greenman, Chris D. Time series path integral expansions for stochastic processes. (English) Zbl 07510776 J. Stat. Phys. 187, No. 3, Paper No. 24, 25 p. (2022). MSC: 92D25 60J85 60K25 46T12 PDF BibTeX XML Cite \textit{C. D. Greenman}, J. Stat. Phys. 187, No. 3, Paper No. 24, 25 p. (2022; Zbl 07510776) Full Text: DOI OpenURL
Haimi, Antti; Koliander, Günther; Romero, José Luis Zeros of Gaussian Weyl-Heisenberg functions and hyperuniformity of charge. (English) Zbl 07510774 J. Stat. Phys. 187, No. 3, Paper No. 22, 41 p. (2022). MSC: 60G15 60G55 94A12 42A61 PDF BibTeX XML Cite \textit{A. Haimi} et al., J. Stat. Phys. 187, No. 3, Paper No. 22, 41 p. (2022; Zbl 07510774) Full Text: DOI OpenURL
Breiding, Paul; Keneshlou, Hanieh; Lerario, Antonio Quantitative singularity theory for random polynomials. (English) Zbl 07510508 Int. Math. Res. Not. 2022, No. 8, 5685-5719 (2022). MSC: 14Pxx 58K30 60G15 60G60 PDF BibTeX XML Cite \textit{P. Breiding} et al., Int. Math. Res. Not. 2022, No. 8, 5685--5719 (2022; Zbl 07510508) Full Text: DOI OpenURL
Kim, Yoon Tae; Park, Hyun Suk Fourth moment bound and stationary Gaussian processes with positive correlation. (English) Zbl 1485.60026 J. Korean Stat. Soc. 51, No. 1, 172-197 (2022). MSC: 60F05 60G15 60H07 PDF BibTeX XML Cite \textit{Y. T. Kim} and \textit{H. S. Park}, J. Korean Stat. Soc. 51, No. 1, 172--197 (2022; Zbl 1485.60026) Full Text: DOI OpenURL
Bartl, Daniel; Mendelson, Shahar Random embeddings with an almost Gaussian distortion. (English) Zbl 07507730 Adv. Math. 400, Article ID 108261, 31 p. (2022). MSC: 46B09 46N30 52A23 60G99 PDF BibTeX XML Cite \textit{D. Bartl} and \textit{S. Mendelson}, Adv. Math. 400, Article ID 108261, 31 p. (2022; Zbl 07507730) Full Text: DOI OpenURL
Wan, Pengbo; Alhebaishi, Nawaf; Liu, Qi Financial time series using nonlinear differential equation of Gaussian distribution probability density. (English) Zbl 07507568 Fractals 30, No. 2, Article ID 2240084, 12 p. (2022). MSC: 62Gxx 60Gxx 62Fxx PDF BibTeX XML Cite \textit{P. Wan} et al., Fractals 30, No. 2, Article ID 2240084, 12 p. (2022; Zbl 07507568) Full Text: DOI OpenURL
Assaad, Obayda; Nualart, David; Tudor, Ciprian A.; Viitasaari, Lauri Quantitative normal approximations for the stochastic fractional heat equation. (English) Zbl 07507361 Stoch. Partial Differ. Equ., Anal. Comput. 10, No. 1, 223-254 (2022). MSC: 60H15 60H07 60G15 60F05 PDF BibTeX XML Cite \textit{O. Assaad} et al., Stoch. Partial Differ. Equ., Anal. Comput. 10, No. 1, 223--254 (2022; Zbl 07507361) Full Text: DOI OpenURL
Mooren, Noud; Witvoet, Gert; Oomen, Tom Gaussian process repetitive control: beyond periodic internal models through kernels. (English) Zbl 1485.93215 Automatica 140, Article ID 110273, 13 p. (2022). MSC: 93B99 93C73 PDF BibTeX XML Cite \textit{N. Mooren} et al., Automatica 140, Article ID 110273, 13 p. (2022; Zbl 1485.93215) Full Text: DOI OpenURL
Nuara, Alessandro; Trovò, Francesco; Gatti, Nicola; Restelli, Marcello Online joint bid/daily budget optimization of Internet advertising campaigns. (English) Zbl 07505973 Artif. Intell. 305, Article ID 103663, 31 p. (2022). MSC: 68Txx PDF BibTeX XML Cite \textit{A. Nuara} et al., Artif. Intell. 305, Article ID 103663, 31 p. (2022; Zbl 07505973) Full Text: DOI OpenURL
Pillonetto, Gianluigi; Chiuso, Alessandro Linear system identification using the sequential stabilizing spline algorithm. (English) Zbl 1485.93131 Automatica 138, Article ID 110169, 12 p. (2022). MSC: 93B30 93C05 93D05 65D07 PDF BibTeX XML Cite \textit{G. Pillonetto} and \textit{A. Chiuso}, Automatica 138, Article ID 110169, 12 p. (2022; Zbl 1485.93131) Full Text: DOI OpenURL
Du, Yusong; Fan, Baoying; Wei, Baodian A constant-time sampling algorithm for binary Gaussian distribution over the integers. (English) Zbl 07504768 Inf. Process. Lett. 176, Article ID 106246, 5 p. (2022). MSC: 94A60 94A17 68W20 60G15 PDF BibTeX XML Cite \textit{Y. Du} et al., Inf. Process. Lett. 176, Article ID 106246, 5 p. (2022; Zbl 07504768) Full Text: DOI OpenURL
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Kriukov, Nikolai Pandemic-type failures in multivariate Brownian risk models. (English) Zbl 07502777 Extremes 25, No. 1, 1-23 (2022). MSC: 60G15 60G70 PDF BibTeX XML Cite \textit{K. Dȩbicki} et al., Extremes 25, No. 1, 1--23 (2022; Zbl 07502777) Full Text: DOI OpenURL
Cherubini, Giacomo; Laaksonen, Niko On the variance of the nodal volume of arithmetic random waves. (English) Zbl 07502646 Forum Math. 34, No. 2, 279-292 (2022). MSC: 60G15 60G60 11P21 PDF BibTeX XML Cite \textit{G. Cherubini} and \textit{N. Laaksonen}, Forum Math. 34, No. 2, 279--292 (2022; Zbl 07502646) Full Text: DOI OpenURL
Dębicki, Krzysztof; Hashorva, Enkelejd; Michna, Zbigniew On the continuity of Pickands constants. (English) Zbl 07501657 J. Appl. Probab. 59, No. 1, 187-201 (2022). MSC: 60G10 60G70 PDF BibTeX XML Cite \textit{K. Dębicki} et al., J. Appl. Probab. 59, No. 1, 187--201 (2022; Zbl 07501657) Full Text: DOI OpenURL
Ji, Lanpeng; Peng, Xiaofan Extrema of multi-dimensional Gaussian processes over random intervals. (English) Zbl 07501651 J. Appl. Probab. 59, No. 1, 81-104 (2022). MSC: 60G15 60G70 PDF BibTeX XML Cite \textit{L. Ji} and \textit{X. Peng}, J. Appl. Probab. 59, No. 1, 81--104 (2022; Zbl 07501651) Full Text: DOI OpenURL
Nguyen, Giang T.; Peralta, Oscar Rate of strong convergence to Markov-modulated Brownian motion. (English) Zbl 07501645 J. Appl. Probab. 59, No. 1, 1-16 (2022). MSC: 60G15 60F15 60J27 PDF BibTeX XML Cite \textit{G. T. Nguyen} and \textit{O. Peralta}, J. Appl. Probab. 59, No. 1, 1--16 (2022; Zbl 07501645) Full Text: DOI OpenURL
Lee, Cheuk Yin Local nondeterminism and local times of the stochastic wave equation driven by fractional-colored noise. (English) Zbl 07497559 J. Fourier Anal. Appl. 28, No. 2, Paper No. 26, 38 p. (2022). MSC: 60G15 60H15 60J55 PDF BibTeX XML Cite \textit{C. Y. Lee}, J. Fourier Anal. Appl. 28, No. 2, Paper No. 26, 38 p. (2022; Zbl 07497559) Full Text: DOI OpenURL
Bednorz, Witold; Martynek, Rafał The suprema of infinitely divisible processes. (English) Zbl 07496864 Ann. Probab. 50, No. 1, 397-417 (2022). MSC: 60G15 60G17 PDF BibTeX XML Cite \textit{W. Bednorz} and \textit{R. Martynek}, Ann. Probab. 50, No. 1, 397--417 (2022; Zbl 07496864) Full Text: DOI OpenURL
De Raphélis, Loïc Scaling limit of the subdiffusive random walk on a Galton-Watson tree in random environment. (English) Zbl 07496863 Ann. Probab. 50, No. 1, 339-396 (2022). MSC: 60G15 60G17 PDF BibTeX XML Cite \textit{L. De Raphélis}, Ann. Probab. 50, No. 1, 339--396 (2022; Zbl 07496863) Full Text: DOI OpenURL
Thach, Tran Ngoc; Kumar, Devendra; Nguyen, Hoang Luc; Nguyen Huy Tuan Existence and regularity results for stochastic fractional pseudo-parabolic equations driven by white noise. (English) Zbl 07495845 Discrete Contin. Dyn. Syst., Ser. S 15, No. 2, 481-499 (2022). MSC: 60G15 60G22 60G52 60G57 PDF BibTeX XML Cite \textit{T. N. Thach} et al., Discrete Contin. Dyn. Syst., Ser. S 15, No. 2, 481--499 (2022; Zbl 07495845) Full Text: DOI OpenURL
Ngoc, Tran Bao; Thach, Tran Ngoc; O’Regan, Donal; Nguyen Huy Tuan On inverse initial value problems for the stochastic strongly damped wave equation. (English) Zbl 07495655 Appl. Anal. 101, No. 2, 527-544 (2022). MSC: 60G15 60H40 60H05 60G22 PDF BibTeX XML Cite \textit{T. B. Ngoc} et al., Appl. Anal. 101, No. 2, 527--544 (2022; Zbl 07495655) Full Text: DOI OpenURL
Lacoin, Hubert A universality result for subcritical complex Gaussian multiplicative chaos. (English) Zbl 07493822 Ann. Appl. Probab. 32, No. 1, 269-293 (2022). MSC: 37-XX 60G15 82B99 PDF BibTeX XML Cite \textit{H. Lacoin}, Ann. Appl. Probab. 32, No. 1, 269--293 (2022; Zbl 07493822) Full Text: DOI arXiv OpenURL
Stecconi, Michele Kac-Rice formula for transverse intersections. (English) Zbl 1484.60008 Anal. Math. Phys. 12, No. 2, Paper No. 44, 64 p. (2022). MSC: 60D05 60G15 57N75 28C20 58K05 PDF BibTeX XML Cite \textit{M. Stecconi}, Anal. Math. Phys. 12, No. 2, Paper No. 44, 64 p. (2022; Zbl 1484.60008) Full Text: DOI arXiv OpenURL
Barrasso, Adrien; Russo, Francesco Gâteaux type path-dependent PDEs and BSDEs with Gaussian forward processes. (English) Zbl 07492882 Stoch. Dyn. 22, No. 1, Article ID 2250007, 27 p. (2022). MSC: 60H30 60H15 60G15 PDF BibTeX XML Cite \textit{A. Barrasso} and \textit{F. Russo}, Stoch. Dyn. 22, No. 1, Article ID 2250007, 27 p. (2022; Zbl 07492882) Full Text: DOI arXiv OpenURL
Ichiba, Tomoyuki; Pang, Guodong; Taqqu, Murad S. Path properties of a generalized fractional Brownian motion. (English) Zbl 07491646 J. Theor. Probab. 35, No. 1, 550-574 (2022). MSC: 60G22 60G18 60G17 60G05 60G15 PDF BibTeX XML Cite \textit{T. Ichiba} et al., J. Theor. Probab. 35, No. 1, 550--574 (2022; Zbl 07491646) Full Text: DOI arXiv OpenURL
Azmoodeh, Ehsan; Mishura, Yuliya; Sabzikar, Farzad How does tempering affect the local and global properties of fractional Brownian motion? (English) Zbl 1484.60046 J. Theor. Probab. 35, No. 1, 484-527 (2022). MSC: 60G22 60G15 60F17 60H07 PDF BibTeX XML Cite \textit{E. Azmoodeh} et al., J. Theor. Probab. 35, No. 1, 484--527 (2022; Zbl 1484.60046) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \textit{M. Chebunin} and \textit{S. Zuyev}, J. Theor. Probab. 35, No. 1, 1--19 (2022; Zbl 1484.60039) Full Text: DOI arXiv OpenURL
Winarni, Sri; Indratno, Sapto Wahyu; Sari, Kurnia Novita Gaussian process regression using partition resampling model. (English) Zbl 07491422 Int. J. Math. Comput. Sci. 17, No. 2, 853-864 (2022). MSC: 62P05 90C90 PDF BibTeX XML Cite \textit{S. Winarni} et al., Int. J. Math. Comput. Sci. 17, No. 2, 853--864 (2022; Zbl 07491422) Full Text: Link OpenURL
Kekkonen, Hanne Consistency of Bayesian inference with Gaussian process priors for a parabolic inverse problem. (English) Zbl 07489710 Inverse Probl. 38, No. 3, Article ID 035002, 29 p. (2022). MSC: 80A23 35K05 35R30 62F15 60G15 62C20 PDF BibTeX XML Cite \textit{H. Kekkonen}, Inverse Probl. 38, No. 3, Article ID 035002, 29 p. (2022; Zbl 07489710) Full Text: DOI arXiv OpenURL
Guo, Shangjiang; Li, Shangzhi Invariant measure and random attractors for stochastic differential equations with delay. (English) Zbl 1484.60067 Qual. Theory Dyn. Syst. 21, No. 2, Paper No. 40, 38 p. (2022). MSC: 60H15 37A50 37C70 60G15 60H05 PDF BibTeX XML Cite \textit{S. Guo} and \textit{S. Li}, Qual. Theory Dyn. Syst. 21, No. 2, Paper No. 40, 38 p. (2022; Zbl 1484.60067) Full Text: DOI OpenURL