Akyildirim, Erdinc; Fabozzi, Frank J.; Goncu, Ahmet; Sensoy, Ahmet Statistical arbitrage in jump-diffusion models with compound Poisson processes. (English) Zbl 07553156 Ann. Oper. Res. 313, No. 2, 1357-1371 (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{E. Akyildirim} et al., Ann. Oper. Res. 313, No. 2, 1357--1371 (2022; Zbl 07553156) Full Text: DOI OpenURL
Mohammadi, Z.; Sajjadnia, Z.; Bakouch, H. S.; Sharafi, M. Zero-and-one inflated Poisson-Lindley INAR(1) process for modelling count time series with extra zeros and ones. (English) Zbl 07551343 J. Stat. Comput. Simulation 92, No. 10, 2018-2040 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{Z. Mohammadi} et al., J. Stat. Comput. Simulation 92, No. 10, 2018--2040 (2022; Zbl 07551343) Full Text: DOI OpenURL
Asanjarani, Azam; Nazarathy, Yoni Stationary Markovian arrival processes: results and open problems. (English) Zbl 07551330 ANZIAM J. 64, No. 1, 54-68 (2022). MSC: 60K25 60G55 60K30 PDF BibTeX XML Cite \textit{A. Asanjarani} and \textit{Y. Nazarathy}, ANZIAM J. 64, No. 1, 54--68 (2022; Zbl 07551330) Full Text: DOI OpenURL
Anantharam, Venkat; Baccelli, François Nash equilibrium structure of Cox process hotelling games. (English) Zbl 07549542 Adv. Appl. Probab. 54, No. 2, 570-598 (2022). MSC: 91A06 91A60 60G55 PDF BibTeX XML Cite \textit{V. Anantharam} and \textit{F. Baccelli}, Adv. Appl. Probab. 54, No. 2, 570--598 (2022; Zbl 07549542) Full Text: DOI OpenURL
Daw, Andrew; Pender, Jamol An ephemerally self-exciting point process. (English) Zbl 07549536 Adv. Appl. Probab. 54, No. 2, 340-403 (2022). MSC: 60G55 60K25 60J74 PDF BibTeX XML Cite \textit{A. Daw} and \textit{J. Pender}, Adv. Appl. Probab. 54, No. 2, 340--403 (2022; Zbl 07549536) Full Text: DOI OpenURL
Betken, Carina; Schulte, Matthias; Thäle, Christoph Variance asymptotics and central limit theory for geometric functionals of Poisson cylinder processes. (English) Zbl 07548094 Electron. J. Probab. 27, Paper No. 79, 47 p. (2022). MSC: 60D05 52A22 53C65 60F05 60G55 PDF BibTeX XML Cite \textit{C. Betken} et al., Electron. J. Probab. 27, Paper No. 79, 47 p. (2022; Zbl 07548094) Full Text: DOI OpenURL
Cheysson, Felix; Lang, Gabriel Spectral estimation of Hawkes processes from count data. (English) Zbl 07547948 Ann. Stat. 50, No. 3, 1722-1746 (2022). MSC: 60G55 37A25 62M15 PDF BibTeX XML Cite \textit{F. Cheysson} and \textit{G. Lang}, Ann. Stat. 50, No. 3, 1722--1746 (2022; Zbl 07547948) Full Text: DOI OpenURL
Cappello, Lorenzo; Palacios, Julia A. Adaptive preferential sampling in phylodynamics with an application to SARS-CoV-2. (English) Zbl 07547631 J. Comput. Graph. Stat. 31, No. 2, 541-552 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{L. Cappello} and \textit{J. A. Palacios}, J. Comput. Graph. Stat. 31, No. 2, 541--552 (2022; Zbl 07547631) Full Text: DOI OpenURL
Thomson, Trevor J.; Braun, W. John; Hu, X. Joan On the time to first spotting in wildland fires. (English) Zbl 07545869 Commun. Stat., Simulation Comput. 51, No. 5, 2381-2396 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{T. J. Thomson} et al., Commun. Stat., Simulation Comput. 51, No. 5, 2381--2396 (2022; Zbl 07545869) Full Text: DOI OpenURL
Aly, Aya A.; Saleh, Nesma A.; Mahmoud, Mahmoud A. An adaptive EWMA control chart for monitoring zero-inflated Poisson processes. (English) Zbl 07545822 Commun. Stat., Simulation Comput. 51, No. 4, 1564-1577 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{A. A. Aly} et al., Commun. Stat., Simulation Comput. 51, No. 4, 1564--1577 (2022; Zbl 07545822) Full Text: DOI OpenURL
Hobson, David; Zeng, Matthew Constrained optimal stopping, liquidity and effort. (English) Zbl 07544402 Stochastic Processes Appl. 150, 819-843 (2022). MSC: 60G40 PDF BibTeX XML Cite \textit{D. Hobson} and \textit{M. Zeng}, Stochastic Processes Appl. 150, 819--843 (2022; Zbl 07544402) Full Text: DOI OpenURL
Zheng, Chunming; Pikovsky, Arkady Stochastic bursting in networks of excitable units with delayed coupling. (English) Zbl 07543988 Biol. Cybern. 116, No. 2, 121-128 (2022). MSC: 92B20 92B25 60G55 PDF BibTeX XML Cite \textit{C. Zheng} and \textit{A. Pikovsky}, Biol. Cybern. 116, No. 2, 121--128 (2022; Zbl 07543988) Full Text: DOI OpenURL
Kaleta, Kamil; Ponikowski, Daniel On directional convolution equivalent densities. (English) Zbl 07541190 Electron. J. Probab. 27, Paper No. 65, 19 p. (2022). MSC: 26B99 60E05 60G50 60G51 62H05 PDF BibTeX XML Cite \textit{K. Kaleta} and \textit{D. Ponikowski}, Electron. J. Probab. 27, Paper No. 65, 19 p. (2022; Zbl 07541190) Full Text: DOI OpenURL
Barczy, Mátyás; Nedényi, Fanni K.; Pap, Gyula Convergence of partial sum processes to stable processes with application for aggregation of branching processes. (English) Zbl 07541084 Braz. J. Probab. Stat. 36, No. 2, 315-348 (2022). MSC: 60J80 60F05 60G55 PDF BibTeX XML Cite \textit{M. Barczy} et al., Braz. J. Probab. Stat. 36, No. 2, 315--348 (2022; Zbl 07541084) Full Text: DOI OpenURL
Blackstone, Elliot; Charlier, Christophe; Lenells, Jonatan Gap probabilities in the bulk of the Airy process. (English) Zbl 07535860 Random Matrices Theory Appl. 11, No. 2, Article ID 2250022, 30 p. (2022). MSC: 41A60 60B20 30E25 60G55 PDF BibTeX XML Cite \textit{E. Blackstone} et al., Random Matrices Theory Appl. 11, No. 2, Article ID 2250022, 30 p. (2022; Zbl 07535860) Full Text: DOI OpenURL
van den Heuvel, Edwin R.; van Driel, Stephan A. W.; Zhan, Zhuozhao A bivariate zero-inflated Poisson control chart: comments and corrections on earlier results. (English) Zbl 07535600 Commun. Stat., Theory Methods 51, No. 10, 3438-3445 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{E. R. van den Heuvel} et al., Commun. Stat., Theory Methods 51, No. 10, 3438--3445 (2022; Zbl 07535600) Full Text: DOI OpenURL
Lefebvre, Mario First-passage problems for diffusion processes with state-dependent jumps. (English) Zbl 07535570 Commun. Stat., Theory Methods 51, No. 9, 2908-2918 (2022). MSC: 60J75 60J60 PDF BibTeX XML Cite \textit{M. Lefebvre}, Commun. Stat., Theory Methods 51, No. 9, 2908--2918 (2022; Zbl 07535570) Full Text: DOI OpenURL
da Silva, Adolfo M. D.; Otiniano, C. E. G. Generalized moments of the distance between Poisson process events. (English) Zbl 07535539 Commun. Stat., Theory Methods 51, No. 8, 2330-2342 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{A. M. D. da Silva} and \textit{C. E. G. Otiniano}, Commun. Stat., Theory Methods 51, No. 8, 2330--2342 (2022; Zbl 07535539) Full Text: DOI OpenURL
Kałuża, Andrzej Optimal global approximation of systems of jump-diffusion SDEs on equidistant mesh. (English) Zbl 07533837 Appl. Numer. Math. 179, 1-26 (2022). MSC: 65C30 60H35 PDF BibTeX XML Cite \textit{A. Kałuża}, Appl. Numer. Math. 179, 1--26 (2022; Zbl 07533837) Full Text: DOI OpenURL
Cheng, Conghua Empirical likelihood ratio for two-sample compound Poisson processes under infinite second moment. (English) Zbl 07533659 Commun. Stat., Theory Methods 51, No. 11, 3787-3798 (2022). MSC: 62G20 62-XX PDF BibTeX XML Cite \textit{C. Cheng}, Commun. Stat., Theory Methods 51, No. 11, 3787--3798 (2022; Zbl 07533659) Full Text: DOI OpenURL
Cheng, Fengyang; Xu, Hui The finite-time ruin probability of the nonhomogeneous Poisson risk model with conditionally independent subexponential claims. (English) Zbl 07533573 Commun. Stat., Theory Methods 51, No. 12, 4119-4132 (2022). MSC: 62E20 62P05 PDF BibTeX XML Cite \textit{F. Cheng} and \textit{H. Xu}, Commun. Stat., Theory Methods 51, No. 12, 4119--4132 (2022; Zbl 07533573) Full Text: DOI OpenURL
Feng, Shuai; Cetinkaya, Ahmet; Ishii, Hideaki; Tesi, Pietro; De Persis, Claudio Resilient quantized control under denial-of-service: variable bit rate quantization. (English) Zbl 07528480 Automatica 141, Article ID 110302, 10 p. (2022). MSC: 93B70 93C83 93D05 PDF BibTeX XML Cite \textit{S. Feng} et al., Automatica 141, Article ID 110302, 10 p. (2022; Zbl 07528480) Full Text: DOI OpenURL
Schmutz, Valentin Mean-field limit of age and leaky memory dependent Hawkes processes. (English) Zbl 07527290 Stochastic Processes Appl. 149, 39-59 (2022). MSC: 60F05 35F15 35F20 60G55 92B20 PDF BibTeX XML Cite \textit{V. Schmutz}, Stochastic Processes Appl. 149, 39--59 (2022; Zbl 07527290) Full Text: DOI OpenURL
Rahimov, Ibrahim Homogeneous branching processes with non-homogeneous immigration. (English) Zbl 07525911 Stoch. Qual. Control 36, No. 2, 165-183 (2022). MSC: 60J80 62F12 60G99 PDF BibTeX XML Cite \textit{I. Rahimov}, Stoch. Qual. Control 36, No. 2, 165--183 (2022; Zbl 07525911) Full Text: DOI OpenURL
Jurek, Z. J. Background driving distribution functions and series representations for log-gamma self-decomposable random variables. (English) Zbl 07523562 Theory Probab. Appl. 67, No. 1, 105-117 (2022) and Teor. Veroyatn. Primen. 67, No. 1, 134-149 (2022). MSC: 60-XX 62-XX PDF BibTeX XML Cite \textit{Z. J. Jurek}, Theory Probab. Appl. 67, No. 1, 105--117 (2022; Zbl 07523562) Full Text: DOI OpenURL
Wehbe, Diala; Wicker, Nicolas Convergence details about \(k\)-DPP Monte-Carlo sampling for large graphs. (English) Zbl 07523480 Sankhyā, Ser. B 84, No. 1, 188-203 (2022). MSC: 05C50 60G55 68T05 PDF BibTeX XML Cite \textit{D. Wehbe} and \textit{N. Wicker}, Sankhyā, Ser. B 84, No. 1, 188--203 (2022; Zbl 07523480) Full Text: DOI OpenURL
Kataria, Kuldeep Kumar; Khandakar, Mostafizar Time-changed space-time fractional Poisson process. (English) Zbl 07523355 Stochastic Anal. Appl. 40, No. 2, 246-267 (2022). MSC: 60G22 60G55 PDF BibTeX XML Cite \textit{K. K. Kataria} and \textit{M. Khandakar}, Stochastic Anal. Appl. 40, No. 2, 246--267 (2022; Zbl 07523355) Full Text: DOI OpenURL
Dyszewski, Piotr; Gantert, Nina; Johnston, Samuel G. G.; Prochno, Joscha; Schmid, Dominik Sharp concentration for the largest and smallest fragment in a \(k\)-regular self-similar fragmentation. (English) Zbl 07523056 Ann. Probab. 50, No. 3, 1173-1203 (2022). MSC: 60G55 60J27 60J80 PDF BibTeX XML Cite \textit{P. Dyszewski} et al., Ann. Probab. 50, No. 3, 1173--1203 (2022; Zbl 07523056) Full Text: DOI OpenURL
Bhamidi, Shankar; Budhiraja, Amarjit; Dupuis, Paul; Wu, Ruoyu Rare event asymptotics for exploration processes for random graphs. (English) Zbl 07522870 Ann. Appl. Probab. 32, No. 2, 1112-1178 (2022). MSC: 05C80 60F10 60C05 05C80 90B15 60J85 PDF BibTeX XML Cite \textit{S. Bhamidi} et al., Ann. Appl. Probab. 32, No. 2, 1112--1178 (2022; Zbl 07522870) Full Text: DOI OpenURL
Beffara, Vincent; Chhita, Sunil; Johansson, Kurt Local geometry of the rough-smooth interface in the two-periodic Aztec diamond. (English) Zbl 07522867 Ann. Appl. Probab. 32, No. 2, 974-1017 (2022). MSC: 60G55 82B20 60K35 PDF BibTeX XML Cite \textit{V. Beffara} et al., Ann. Appl. Probab. 32, No. 2, 974--1017 (2022; Zbl 07522867) Full Text: DOI OpenURL
Baxendale, Peter; Wong, Ting-Kam Leonard Random concave functions. (English) Zbl 07522863 Ann. Appl. Probab. 32, No. 2, 812-852 (2022). MSC: 28-XX 26Bxx 60D05 60G55 62P05 62G99 PDF BibTeX XML Cite \textit{P. Baxendale} and \textit{T.-K. L. Wong}, Ann. Appl. Probab. 32, No. 2, 812--852 (2022; Zbl 07522863) Full Text: DOI OpenURL
Morariu-Patrichi, Maxime; Pakkanen, Mikko S. State-dependent Hawkes processes and their application to limit order book modelling. (English) Zbl 07518204 Quant. Finance 22, No. 3, 563-583 (2022). MSC: 91G15 60G55 PDF BibTeX XML Cite \textit{M. Morariu-Patrichi} and \textit{M. S. Pakkanen}, Quant. Finance 22, No. 3, 563--583 (2022; Zbl 07518204) Full Text: DOI OpenURL
Przybyłowicz, Paweł; Sobieraj, Michał; Stȩpień, Łukasz Efficient approximation of SDEs driven by countably dimensional Wiener process and Poisson random measure. (English) Zbl 07516280 SIAM J. Numer. Anal. 60, No. 2, 824-855 (2022). MSC: 65C30 68Q25 65Y20 PDF BibTeX XML Cite \textit{P. Przybyłowicz} et al., SIAM J. Numer. Anal. 60, No. 2, 824--855 (2022; Zbl 07516280) Full Text: DOI OpenURL
Shen, Yang; Zou, Bin Mean-variance portfolio selection in contagious markets. (English) Zbl 07511195 SIAM J. Financ. Math. 13, No. 2, 391-425 (2022). MSC: 91G10 60G55 93E20 49N10 PDF BibTeX XML Cite \textit{Y. Shen} and \textit{B. Zou}, SIAM J. Financ. Math. 13, No. 2, 391--425 (2022; Zbl 07511195) Full Text: DOI OpenURL
Nachmias, Asaf; Peres, Yuval The local limit of uniform spanning trees. (English) Zbl 07511162 Probab. Theory Relat. Fields 182, No. 3-4, 1133-1161 (2022). MSC: 05C81 60J80 05C05 60C05 PDF BibTeX XML Cite \textit{A. Nachmias} and \textit{Y. Peres}, Probab. Theory Relat. Fields 182, No. 3--4, 1133--1161 (2022; Zbl 07511162) 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
Su, Bing; Zhu, Fukang Temporal aggregation and systematic sampling for INGARCH processes. (English) Zbl 1484.62115 J. Stat. Plann. Inference 219, 120-133 (2022). MSC: 62M10 62F12 PDF BibTeX XML Cite \textit{B. Su} and \textit{F. Zhu}, J. Stat. Plann. Inference 219, 120--133 (2022; Zbl 1484.62115) Full Text: DOI OpenURL
Wehrli, Alexander; Sornette, Didier Classification of flash crashes using the Hawkes \(p,q\) framework. (English) Zbl 1484.91463 Quant. Finance 22, No. 2, 213-240 (2022). MSC: 91G15 60G55 PDF BibTeX XML Cite \textit{A. Wehrli} and \textit{D. Sornette}, Quant. Finance 22, No. 2, 213--240 (2022; Zbl 1484.91463) Full Text: DOI OpenURL
Bhati, Deepesh; Calderín-Ojeda, Enrique On the \(r\mathcal{B}ell\) family of distributions with actuarial applications. (English) Zbl 1484.91373 ASTIN Bull. 52, No. 1, 185-210 (2022). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{D. Bhati} and \textit{E. Calderín-Ojeda}, ASTIN Bull. 52, No. 1, 185--210 (2022; Zbl 1484.91373) Full Text: DOI OpenURL
Chen, Zezhun; Dassios, Angelos Cluster point processes and Poisson thinning INARMA. (English) Zbl 1483.62149 Stochastic Processes Appl. 147, 456-480 (2022). MSC: 62M10 60G55 62P05 PDF BibTeX XML Cite \textit{Z. Chen} and \textit{A. Dassios}, Stochastic Processes Appl. 147, 456--480 (2022; Zbl 1483.62149) Full Text: DOI OpenURL
Pianoforte, Federico; Schulte, Matthias Criteria for Poisson process convergence with applications to inhomogeneous Poisson-Voronoi tessellations. (English) Zbl 07502146 Stochastic Processes Appl. 147, 388-422 (2022). Reviewer: Viktor Ohanyan (Erevan) MSC: 60F05 60F17 60D05 60G70 60G55 PDF BibTeX XML Cite \textit{F. Pianoforte} and \textit{M. Schulte}, Stochastic Processes Appl. 147, 388--422 (2022; Zbl 07502146) Full Text: DOI OpenURL
Richey, Jacob; Sarkar, Amites Intersections of random sets. (English) Zbl 07501654 J. Appl. Probab. 59, No. 1, 131-151 (2022). Reviewer: Viktor Ohanyan (Erevan) MSC: 60D05 53C65 52A22 PDF BibTeX XML Cite \textit{J. Richey} and \textit{A. Sarkar}, J. Appl. Probab. 59, No. 1, 131--151 (2022; Zbl 07501654) Full Text: DOI OpenURL
Lee, Young; Laub, Patrick J.; Taimre, Thomas; Zhao, Hongbiao; Zhuang, Jiancang Exact simulation of extrinsic stress-release processes. (English) Zbl 07501652 J. Appl. Probab. 59, No. 1, 105-117 (2022). MSC: 60G20 60G55 65C05 PDF BibTeX XML Cite \textit{Y. Lee} et al., J. Appl. Probab. 59, No. 1, 105--117 (2022; Zbl 07501652) Full Text: DOI OpenURL
Baccelli, François; Davydov, Michel; Taillefumier, Thibaud Replica-mean-field limits of fragmentation-interaction-aggregation processes. (English) Zbl 07501649 J. Appl. Probab. 59, No. 1, 38-59 (2022). MSC: 60K35 60G55 PDF BibTeX XML Cite \textit{F. Baccelli} et al., J. Appl. Probab. 59, No. 1, 38--59 (2022; Zbl 07501649) Full Text: DOI OpenURL
Jahnel, Benedikt; Tóbiás, András SINR percolation for Cox point processes with random powers. (English) Zbl 07500628 Adv. Appl. Probab. 54, No. 1, 227-253 (2022). MSC: 82B43 60G55 60K35 90B18 PDF BibTeX XML Cite \textit{B. Jahnel} and \textit{A. Tóbiás}, Adv. Appl. Probab. 54, No. 1, 227--253 (2022; Zbl 07500628) Full Text: DOI OpenURL
Bhattacharjee, Chinmoy; Schulte, Matthias Large degrees in scale-free inhomogeneous random graphs. (English) Zbl 07493835 Ann. Appl. Probab. 32, No. 1, 696-720 (2022). MSC: 60G70 05C80 60F05 05C82 60G55 62G32 PDF BibTeX XML Cite \textit{C. Bhattacharjee} and \textit{M. Schulte}, Ann. Appl. Probab. 32, No. 1, 696--720 (2022; Zbl 07493835) Full Text: DOI arXiv OpenURL
Butez, Raphael; García-Zelada, David Extremal particles of two-dimensional Coulomb gases and random polynomials on a positive background. (English) Zbl 07493826 Ann. Appl. Probab. 32, No. 1, 392-425 (2022). MSC: 60G55 82B21 60F05 60K35 30C15 PDF BibTeX XML Cite \textit{R. Butez} and \textit{D. García-Zelada}, Ann. Appl. Probab. 32, No. 1, 392--425 (2022; Zbl 07493826) Full Text: DOI arXiv OpenURL
Wang, Haixu Limit theorems for a discrete-time marked Hawkes process. (English) Zbl 07484424 Stat. Probab. Lett. 184, Article ID 109368, 10 p. (2022). MSC: 60G55 60F05 PDF BibTeX XML Cite \textit{H. Wang}, Stat. Probab. Lett. 184, Article ID 109368, 10 p. (2022; Zbl 07484424) Full Text: DOI OpenURL
Kataria, K. K.; Khandakar, M. Extended eigenvalue-eigenvector method. (English) Zbl 07484419 Stat. Probab. Lett. 183, Article ID 109361, 9 p. (2022). MSC: 60G22 60G55 PDF BibTeX XML Cite \textit{K. K. Kataria} and \textit{M. Khandakar}, Stat. Probab. Lett. 183, Article ID 109361, 9 p. (2022; Zbl 07484419) Full Text: DOI OpenURL
Stegehuis, Clara; Weedage, Lotte Degree distributions in \(AB\) random geometric graphs. (English) Zbl 07483580 Physica A 586, Article ID 126460, 12 p. (2022). MSC: 82-XX PDF BibTeX XML Cite \textit{C. Stegehuis} and \textit{L. Weedage}, Physica A 586, Article ID 126460, 12 p. (2022; Zbl 07483580) Full Text: DOI arXiv OpenURL
Menezes, Otávio; Peterson, Jonathon; Xie, Yongjia Variable speed symmetric random walk driven by the simple symmetric exclusion process. (English) Zbl 1483.60053 Electron. J. Probab. 27, Paper No. 6, 14 p. (2022). MSC: 60F17 60K35 60K37 60G50 PDF BibTeX XML Cite \textit{O. Menezes} et al., Electron. J. Probab. 27, Paper No. 6, 14 p. (2022; Zbl 1483.60053) Full Text: DOI arXiv OpenURL
Krizmanić, Danijel A functional limit theorem for moving averages with weakly dependent heavy-tailed innovations. (English) Zbl 07477299 Braz. J. Probab. Stat. 36, No. 1, 138-156 (2022). MSC: 60F17 60F05 60G55 PDF BibTeX XML Cite \textit{D. Krizmanić}, Braz. J. Probab. Stat. 36, No. 1, 138--156 (2022; Zbl 07477299) Full Text: DOI arXiv OpenURL
Suyono; Hadi, Ibnu; Mulyono Alternating renewal processes with instantaneous rewards. (English) Zbl 07476248 Stoch. Models 38, No. 1, 51-69 (2022). MSC: 60K05 PDF BibTeX XML Cite \textit{Suyono} et al., Stoch. Models 38, No. 1, 51--69 (2022; Zbl 07476248) Full Text: DOI OpenURL
Li, Yin; Mao, Xuerong; Song, Yazhi; Tao, Jian Optimal investment and proportional reinsurance strategy under the mean-reverting Ornstein-Uhlenbeck process and net profit condition. (English) Zbl 07475182 J. Ind. Manag. Optim. 18, No. 1, 75-93 (2022). MSC: 90B50 93E20 91G80 PDF BibTeX XML Cite \textit{Y. Li} et al., J. Ind. Manag. Optim. 18, No. 1, 75--93 (2022; Zbl 07475182) Full Text: DOI OpenURL
Azmoodeh, Ehsan; Ljungdahl, Mathias Mørck; Thäle, Christoph Multi-dimensional normal approximation of heavy-tailed moving averages. (English) Zbl 1482.60032 Stochastic Processes Appl. 145, 308-334 (2022). MSC: 60F05 60G10 60G15 60G51 60G55 60H07 PDF BibTeX XML Cite \textit{E. Azmoodeh} et al., Stochastic Processes Appl. 145, 308--334 (2022; Zbl 1482.60032) Full Text: DOI arXiv OpenURL
Cinque, Fabrizio On the sum of independent generalized Mittag-Leffler random variables and the related fractional processes. (English) Zbl 1480.60100 Stochastic Anal. Appl. 40, No. 1, 103-117 (2022). MSC: 60G22 60G50 60G55 PDF BibTeX XML Cite \textit{F. Cinque}, Stochastic Anal. Appl. 40, No. 1, 103--117 (2022; Zbl 1480.60100) Full Text: DOI OpenURL
Hazra, Nil Kamal; Finkelstein, Maxim; Cha, Ji Hwan On a hazard (failure) rate process with delays after shocks. (English) Zbl 1478.60240 Stat. Probab. Lett. 181, Article ID 109276, 9 p. (2022). MSC: 60K10 90B25 PDF BibTeX XML Cite \textit{N. K. Hazra} et al., Stat. Probab. Lett. 181, Article ID 109276, 9 p. (2022; Zbl 1478.60240) Full Text: DOI OpenURL
Björklund, Michael; Hartnick, Tobias; Pogorzelski, Felix Aperiodic order and spherical diffraction. II: Translation bounded measures on homogeneous spaces. (English) Zbl 07461042 Math. Z. 300, No. 2, 1157-1201 (2022). MSC: 43A85 37A15 37A30 22D40 37B51 53C35 60G55 PDF BibTeX XML Cite \textit{M. Björklund} et al., Math. Z. 300, No. 2, 1157--1201 (2022; Zbl 07461042) Full Text: DOI arXiv OpenURL
Baccelli, François; Ramesan, Nithin A computational framework for evaluating the role of mobility on the propagation of epidemics on point processes. (English) Zbl 1478.92176 J. Math. Biol. 84, No. 1-2, Paper No. 4, 40 p. (2022). MSC: 92D30 60G55 60K35 PDF BibTeX XML Cite \textit{F. Baccelli} and \textit{N. Ramesan}, J. Math. Biol. 84, No. 1--2, Paper No. 4, 40 p. (2022; Zbl 1478.92176) Full Text: DOI arXiv OpenURL
Kim, Hyotae; Kottas, Athanasios Erlang mixture modeling for Poisson process intensities. (English) Zbl 1477.62010 Stat. Comput. 32, No. 1, Paper No. 3, 15 p. (2022). MSC: 62-08 62M30 62G05 60G55 PDF BibTeX XML Cite \textit{H. Kim} and \textit{A. Kottas}, Stat. Comput. 32, No. 1, Paper No. 3, 15 p. (2022; Zbl 1477.62010) Full Text: DOI arXiv OpenURL
Mukeru, Safari; Mulaudzi, Mmboniseni P. Zeros of Gaussian power series, Hardy spaces and determinantal point processes. (English) Zbl 1482.30005 Ann. Funct. Anal. 13, No. 1, Paper No. 15, 23 p. (2022). MSC: 30B20 46E22 30H10 60G55 PDF BibTeX XML Cite \textit{S. Mukeru} and \textit{M. P. Mulaudzi}, Ann. Funct. Anal. 13, No. 1, Paper No. 15, 23 p. (2022; Zbl 1482.30005) Full Text: DOI arXiv OpenURL
Li, Bo; Pang, Guodong Functional limit theorems for nonstationary marked Hawkes processes in the high intensity regime. (English) Zbl 1480.60075 Stochastic Processes Appl. 143, 285-339 (2022). MSC: 60F17 60F15 60G55 60J80 PDF BibTeX XML Cite \textit{B. Li} and \textit{G. Pang}, Stochastic Processes Appl. 143, 285--339 (2022; Zbl 1480.60075) Full Text: DOI OpenURL
Sadoghi, Amirhossein; Vecer, Jan Optimal liquidation problem in illiquid markets. (English) Zbl 07422979 Eur. J. Oper. Res. 296, No. 3, 1050-1066 (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{A. Sadoghi} and \textit{J. Vecer}, Eur. J. Oper. Res. 296, No. 3, 1050--1066 (2022; Zbl 07422979) Full Text: DOI OpenURL
Chen, Xinyun Perfect sampling of Hawkes processes and queues with Hawkes arrivals. (English) Zbl 07547874 Stoch. Syst. 11, No. 3, 264-283 (2021). MSC: 60K25 60G55 90B22 PDF BibTeX XML Cite \textit{X. Chen}, Stoch. Syst. 11, No. 3, 264--283 (2021; Zbl 07547874) Full Text: DOI OpenURL
Qureshi, Muhammad Nouman; Hanif, Muhammad Generalized estimator for the estimation of clustered population mean in adaptive cluster sampling. (English) Zbl 07530979 Commun. Stat., Theory Methods 50, No. 14, 3262-3275 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{M. N. Qureshi} and \textit{M. Hanif}, Commun. Stat., Theory Methods 50, No. 14, 3262--3275 (2021; Zbl 07530979) Full Text: DOI OpenURL
Chen, Baiyu; Kou, Yi; Wang, Yufeng; Zhao, Daniel; Liu, Shaoxun; Liu, Guilin; Wang, Liping; Han, Xuefeng Analysis of storm surge characteristics based on stochastic process. (English) Zbl 1484.86006 AIMS Math. 6, No. 2, 1177-1190 (2021). MSC: 86A05 86A32 60G51 62F10 62P30 PDF BibTeX XML Cite \textit{B. Chen} et al., AIMS Math. 6, No. 2, 1177--1190 (2021; Zbl 1484.86006) Full Text: DOI OpenURL
Badiane, M.; Ngom, P.; Manga, C. Bayesian selection of local bandwidth in non-homogeneous Poisson process kernel estimators for the intensity function. (English) Zbl 07508881 Far East J. Theor. Stat. 61, No. 2, 109-144 (2021). MSC: 62F15 62G07 PDF BibTeX XML Cite \textit{M. Badiane} et al., Far East J. Theor. Stat. 61, No. 2, 109--144 (2021; Zbl 07508881) Full Text: DOI OpenURL
Wang, Qi; Rao, Vinayak; Teh, Yee Whye An exact auxiliary variable Gibbs sampler for a class of diffusions. (English) Zbl 07499861 J. Comput. Graph. Stat. 30, No. 2, 297-311 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{Q. Wang} et al., J. Comput. Graph. Stat. 30, No. 2, 297--311 (2021; Zbl 07499861) Full Text: DOI OpenURL
Gezer, Fatih; Aykroyd, Robert G.; Barber, Stuart Statistical properties of Poisson-Voronoi tessellation cells in bounded regions. (English) Zbl 07493332 J. Stat. Comput. Simulation 91, No. 5, 915-933 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{F. Gezer} et al., J. Stat. Comput. Simulation 91, No. 5, 915--933 (2021; Zbl 07493332) Full Text: DOI OpenURL
Youssef, Benkabdi; El Hassan, Lakhel Controllability of impulsive neutral stochastic integro-differential systems driven by fractional Brownian motion with delay and Poisson jumps. (English) Zbl 1485.35370 Proyecciones 40, No. 6, 1521-1545 (2021). MSC: 35R10 35K90 35R60 47D06 93B05 60G22 60H20 PDF BibTeX XML Cite \textit{B. Youssef} and \textit{L. El Hassan}, Proyecciones 40, No. 6, 1521--1545 (2021; Zbl 1485.35370) Full Text: DOI OpenURL
Chernoyarov, O. V.; Dachian, S.; Kutoyants, Yu. A.; Zyulkov, A. V. On estimation errors in optical communication and location. (English. Russian original) Zbl 1483.93620 Autom. Remote Control 82, No. 12, 2041-2075 (2021); translation from Avtom. Telemekh. 2021, No. 12, 8-47 (2021). MSC: 93E10 94A12 60G55 PDF BibTeX XML Cite \textit{O. V. Chernoyarov} et al., Autom. Remote Control 82, No. 12, 2041--2075 (2021; Zbl 1483.93620); translation from Avtom. Telemekh. 2021, No. 12, 8--47 (2021) Full Text: DOI OpenURL
Alqawba, Mohammed; Diawara, Norou Copula-based Markov zero-inflated count time series models with application. (English) Zbl 07482761 J. Appl. Stat. 48, No. 5, 786-803 (2021). MSC: 62Pxx PDF BibTeX XML Cite \textit{M. Alqawba} and \textit{N. Diawara}, J. Appl. Stat. 48, No. 5, 786--803 (2021; Zbl 07482761) Full Text: DOI OpenURL
Ali, Sajid Monitoring time and magnitude based on the renewal reward process with a random failure threshold. (English) Zbl 07482714 J. Appl. Stat. 48, No. 2, 247-284 (2021). MSC: 62Pxx PDF BibTeX XML Cite \textit{S. Ali}, J. Appl. Stat. 48, No. 2, 247--284 (2021; Zbl 07482714) Full Text: DOI OpenURL
Katori, Machiko; Katori, Makoto Continuum percolation and stochastic epidemic models on Poisson and Ginibre point processes. (English) Zbl 07482361 Physica A 581, Article ID 126191, 14 p. (2021). MSC: 82-XX PDF BibTeX XML Cite \textit{M. Katori} and \textit{M. Katori}, Physica A 581, Article ID 126191, 14 p. (2021; Zbl 07482361) Full Text: DOI arXiv OpenURL
Maillard, Pascal; Mallein, Bastien On the branching convolution equation \(\mathcal{E}=\mathcal{Z}\circledast \mathcal{E} \). (English) Zbl 07481677 Electron. Commun. Probab. 26, Paper No. 59, 12 p. (2021). Reviewer: Matthias Meiners (Gießen) MSC: 60J80 60G55 60G70 60G42 60G50 PDF BibTeX XML Cite \textit{P. Maillard} and \textit{B. Mallein}, Electron. Commun. Probab. 26, Paper No. 59, 12 p. (2021; Zbl 07481677) Full Text: DOI arXiv OpenURL
Basrak, Bojan; Cho, Yeonok; Heiny, Johannes; Jung, Paul Extreme eigenvalue statistics of \(m\)-dependent heavy-tailed matrices. (English) Zbl 07481280 Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 4, 2100-2127 (2021). Reviewer: Dmitry Zaporozhets (Sankt-Peterburg) MSC: 60B20 60F05 60F10 60G10 60G55 60G70 PDF BibTeX XML Cite \textit{B. Basrak} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 4, 2100--2127 (2021; Zbl 07481280) Full Text: DOI arXiv OpenURL
Amir, Gideon; Angel, Omer; Holroyd, Alexander E. Multicolour Poisson matching. (English) Zbl 1483.05129 Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 4, 1811-1833 (2021). MSC: 05C70 60D05 60G55 PDF BibTeX XML Cite \textit{G. Amir} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 4, 1811--1833 (2021; Zbl 1483.05129) Full Text: DOI arXiv OpenURL
Athreya, Jayadev; Lalley, Steve; Sapir, Jenya; Wroten, Matthew Local geometry of random geodesics on negatively curved surfaces. (Géométrie locale des géodésiques aléatoires sur les surfaces de courbure strictement négative.) (English. French summary) Zbl 07480703 Ann. Henri Lebesgue 4, 187-226 (2021). MSC: 37D40 37A55 37E35 53A25 05B45 52C20 PDF BibTeX XML Cite \textit{J. Athreya} et al., Ann. Henri Lebesgue 4, 187--226 (2021; Zbl 07480703) Full Text: DOI arXiv OpenURL
Tamborrino, Massimiliano; Lansky, Petr Shot noise, weak convergence and diffusion approximations. (English) Zbl 1485.92027 Physica D 418, Article ID 132845, 12 p. (2021). MSC: 92C20 60G51 60J60 60G55 PDF BibTeX XML Cite \textit{M. Tamborrino} and \textit{P. Lansky}, Physica D 418, Article ID 132845, 12 p. (2021; Zbl 1485.92027) Full Text: DOI arXiv OpenURL
Banupriya, K.; Anguraj, A. Successive approximation of neutral functional impulsive stochastic differential equations with Poisson jumps. (English) Zbl 07478910 Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 28, No. 3, 215-229 (2021). MSC: 60H15 34G20 60J65 60J75 PDF BibTeX XML Cite \textit{K. Banupriya} and \textit{A. Anguraj}, Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 28, No. 3, 215--229 (2021; Zbl 07478910) Full Text: Link OpenURL
Baccelli, François; Haji-Mirsadeghi, Mir-Omid; Khezeli, Ali Unimodular Hausdorff and Minkowski dimensions. (English) Zbl 1483.60016 Electron. J. Probab. 26, Paper No. 155, 64 p. (2021). MSC: 60D05 05C63 05C80 60G50 28A78 60G55 60J80 PDF BibTeX XML Cite \textit{F. Baccelli} et al., Electron. J. Probab. 26, Paper No. 155, 64 p. (2021; Zbl 1483.60016) Full Text: DOI arXiv OpenURL
Zheng, Zeyu; Honnappa, Harsha; Glynn, Peter W. Technical note – Approximating systems fed by Poisson processes with rapidly changing arrival rates. (English) Zbl 07474571 Oper. Res. 69, No. 5, 1566-1574 (2021). MSC: 90B22 60K25 PDF BibTeX XML Cite \textit{Z. Zheng} et al., Oper. Res. 69, No. 5, 1566--1574 (2021; Zbl 07474571) Full Text: DOI arXiv OpenURL
Khamdamov, I. M. Some properties of convex hulls generated by Poisson point process. (English) Zbl 07473607 Uzb. Math. J. 65, No. 2, 78-82 (2021). MSC: 60D05 60F05 PDF BibTeX XML Cite \textit{I. M. Khamdamov}, Uzb. Math. J. 65, No. 2, 78--82 (2021; Zbl 07473607) Full Text: DOI OpenURL
Ai, The Jin; Astanti, Ririn Diar; Luong, Huynh Trung A periodic review decision model for an inventory system with two demand types. (English) Zbl 07468413 Int. J. Math. Oper. Res. 20, No. 3, 402-417 (2021). MSC: 90B05 PDF BibTeX XML Cite \textit{T. J. Ai} et al., Int. J. Math. Oper. Res. 20, No. 3, 402--417 (2021; Zbl 07468413) Full Text: DOI OpenURL
El-Hadidy, Mohamed Abd Allah Stochastically escaping model in a tumour cell growth system driven by a Poisson process. (English) Zbl 1482.92035 Int. J. Math. Oper. Res. 19, No. 4, 490-499 (2021). MSC: 92C40 92C50 60K30 PDF BibTeX XML Cite \textit{M. A. A. El-Hadidy}, Int. J. Math. Oper. Res. 19, No. 4, 490--499 (2021; Zbl 1482.92035) Full Text: DOI OpenURL
Rao, M. M.; Swift, R. J. From additive to second-order processes. (English) Zbl 07465312 Swift, Randall J. (ed.) et al., Stochastic processes and functional analysis. New perspectives. AMS special session celebrating M. M. Rao’s many mathematical contributions as he turns 90 years old. University of California, Riverside, California, November 9–10, 2019. Providence, RI: American Mathematical Society (AMS). Contemp. Math. 774, 205-215 (2021). MSC: 60G55 60G52 PDF BibTeX XML Cite \textit{M. M. Rao} and \textit{R. J. Swift}, Contemp. Math. 774, 205--215 (2021; Zbl 07465312) Full Text: DOI OpenURL
Behme, Anita; Strietzel, Philipp Lukas A \(2\times 2\) random switching model and its dual risk model. (English) Zbl 1483.90043 Queueing Syst. 99, No. 1-2, 27-64 (2021). MSC: 90B22 60K30 60K10 PDF BibTeX XML Cite \textit{A. Behme} and \textit{P. L. Strietzel}, Queueing Syst. 99, No. 1--2, 27--64 (2021; Zbl 1483.90043) Full Text: DOI arXiv OpenURL
Orozco, Daniel L. R.; Sales, Lucas O. F.; Fernández, Luz M. Z.; Pinho, André L. S. A new mixed first-order integer-valued autoregressive process with Poisson innovations. (English) Zbl 1478.62265 AStA, Adv. Stat. Anal. 105, No. 4, 559-580 (2021). MSC: 62M10 62M05 PDF BibTeX XML Cite \textit{D. L. R. Orozco} et al., AStA, Adv. Stat. Anal. 105, No. 4, 559--580 (2021; Zbl 1478.62265) Full Text: DOI OpenURL
Zeng, Donglin; Lin, D. Y. Maximum likelihood estimation for semiparametric regression models with panel count data. (English) Zbl 07459742 Biometrika 108, No. 4, 947-963 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{D. Zeng} and \textit{D. Y. Lin}, Biometrika 108, No. 4, 947--963 (2021; Zbl 07459742) Full Text: DOI OpenURL
Marciniak, Mikołaj; Maślanka, Łukasz; Śniady, Piotr Poisson limit of bumping routes in the Robinson-Schensted correspondence. (English) Zbl 07458810 Probab. Theory Relat. Fields 181, No. 4, 1053-1103 (2021). MSC: 60C05 05E10 60F05 60K35 PDF BibTeX XML Cite \textit{M. Marciniak} et al., Probab. Theory Relat. Fields 181, No. 4, 1053--1103 (2021; Zbl 07458810) Full Text: DOI arXiv OpenURL
Le Gall, Quentin; Błaszczyszyn, Bartłomiej; Cali, Élie; En-Najjary, Taoufik Continuum line-of-sight percolation on Poisson-Voronoi tessellations. (English) Zbl 07458572 Adv. Appl. Probab. 53, No. 2, 510-536 (2021). MSC: 60K35 60G55 60D05 68M10 90B15 PDF BibTeX XML Cite \textit{Q. Le Gall} et al., Adv. Appl. Probab. 53, No. 2, 510--536 (2021; Zbl 07458572) Full Text: DOI arXiv OpenURL
Ipsen, Yuguang; Maller, Ross A.; Shemehsavar, Soudabeh A generalised Dickman distribution and the number of species in a negative binomial process model. (English) Zbl 07458567 Adv. Appl. Probab. 53, No. 2, 370-399 (2021). MSC: 60G51 60G52 60G55 60G57 62E20 62P10 PDF BibTeX XML Cite \textit{Y. Ipsen} et al., Adv. Appl. Probab. 53, No. 2, 370--399 (2021; Zbl 07458567) Full Text: DOI OpenURL
Charlier, Christophe Exponential moments and piecewise thinning for the Bessel point process. (English) Zbl 07458108 Int. Math. Res. Not. 2021, No. 21, 16009-16073 (2021). MSC: 60G55 60F05 PDF BibTeX XML Cite \textit{C. Charlier}, Int. Math. Res. Not. 2021, No. 21, 16009--16073 (2021; Zbl 07458108) Full Text: DOI arXiv OpenURL
Bouzas, Paula R.; Ruiz-Fuentes, Nuria; Montes-Gijón, Carmen; Ruiz-Castro, Juan Eloy Forecasting counting and time statistics of compound Cox processes: a focus on intensity phase type process, deletions and simultaneous events. (English) Zbl 1477.60066 Stat. Pap. 62, No. 1, 235-265 (2021). MSC: 60G25 60G55 62M20 62N05 62H25 PDF BibTeX XML Cite \textit{P. R. Bouzas} et al., Stat. Pap. 62, No. 1, 235--265 (2021; Zbl 1477.60066) Full Text: DOI OpenURL
Nishigaki, Shinsuke M. Tracy-Widom method for Jánossy density and joint distribution of extremal eigenvalues of random matrices. (English) Zbl 1480.60130 PTEP, Prog. Theor. Exper. Phys. 2021, No. 11, Article ID 113A01, 17 p. (2021). MSC: 60G55 15A18 15B52 37J65 PDF BibTeX XML Cite \textit{S. M. Nishigaki}, PTEP, Prog. Theor. Exper. Phys. 2021, No. 11, Article ID 113A01, 17 p. (2021; Zbl 1480.60130) Full Text: DOI arXiv OpenURL
Hertneck, Michael; Linsenmayer, Steffen; Allgöwer, Frank Efficient stability analysis approaches for nonlinear weakly-hard real-time control systems. (English) Zbl 1480.93306 Automatica 133, Article ID 109868, 13 p. (2021). MSC: 93D05 93B70 93C83 93C10 PDF BibTeX XML Cite \textit{M. Hertneck} et al., Automatica 133, Article ID 109868, 13 p. (2021; Zbl 1480.93306) Full Text: DOI OpenURL
Gnedin, Alexander On sequential selection and a first passage problem for the Poisson process. (English) Zbl 07453034 Electron. Commun. Probab. 26, Paper No. 10, 13 p. (2021). MSC: 60G55 60G40 60J80 PDF BibTeX XML Cite \textit{A. Gnedin}, Electron. Commun. Probab. 26, Paper No. 10, 13 p. (2021; Zbl 07453034) Full Text: DOI arXiv OpenURL
Aldous, David Route lengths in invariant spatial tree networks. (English) Zbl 1479.05333 Electron. Commun. Probab. 26, Paper No. 31, 12 p. (2021). MSC: 05C82 05C05 05C12 60D05 60K35 PDF BibTeX XML Cite \textit{D. Aldous}, Electron. Commun. Probab. 26, Paper No. 31, 12 p. (2021; Zbl 1479.05333) Full Text: DOI arXiv OpenURL
Erny, Xavier A convergence criterion for systems of point processes from the convergence of their stochastic intensities. (English) Zbl 1479.60006 Electron. Commun. Probab. 26, Paper No. 4, 10 p. (2021). MSC: 60B12 60G55 60G57 PDF BibTeX XML Cite \textit{X. Erny}, Electron. Commun. Probab. 26, Paper No. 4, 10 p. (2021; Zbl 1479.60006) Full Text: DOI arXiv OpenURL