Andres, Sebastian; Chiarini, Alberto; Slowik, Martin Quenched local limit theorem for random walks among time-dependent ergodic degenerate weights. (English) Zbl 07334604 Probab. Theory Relat. Fields 179, No. 3-4, 1145-1181 (2021). MSC: 60K37 60F17 82C41 82B43 PDF BibTeX XML Cite \textit{S. Andres} et al., Probab. Theory Relat. Fields 179, No. 3--4, 1145--1181 (2021; Zbl 07334604) Full Text: DOI
Omari, Dareen On statistical properties of nonlinear functionals of random fields. (Abstract of thesis). (English) Zbl 07330725 Bull. Aust. Math. Soc. 103, No. 2, 338-340 (2021). MSC: 60G60 35R01 60F17 62L20 PDF BibTeX XML Cite \textit{D. Omari}, Bull. Aust. Math. Soc. 103, No. 2, 338--340 (2021; Zbl 07330725) Full Text: DOI
Ouimet, Frédéric On the le Cam distance between Poisson and Gaussian experiments and the asymptotic properties of Szasz estimators. (English) Zbl 07329665 J. Math. Anal. Appl. 499, No. 1, Article ID 125033, 18 p. (2021). MSC: 62R10 62G07 60F05 PDF BibTeX XML Cite \textit{F. Ouimet}, J. Math. Anal. Appl. 499, No. 1, Article ID 125033, 18 p. (2021; Zbl 07329665) Full Text: DOI
Mandjes, Michel; Storm, Jaap A diffusion-based analysis of a multiclass road traffic network. (English) Zbl 07328608 Stoch. Syst. 11, No. 1, 60-81 (2021). MSC: 90B20 60F17 60K25 PDF BibTeX XML Cite \textit{M. Mandjes} and \textit{J. Storm}, Stoch. Syst. 11, No. 1, 60--81 (2021; Zbl 07328608) Full Text: DOI
Andres, Sebastian; Taylor, Peter A. Local limit theorems for the random conductance model and applications to the Ginzburg-Landau \(\nabla \phi\) interface model. (English) Zbl 07326629 J. Stat. Phys. 182, No. 2, Paper No. 35, 36 p. (2021). MSC: 60K37 60J35 60F17 82C41 39A12 PDF BibTeX XML Cite \textit{S. Andres} and \textit{P. A. Taylor}, J. Stat. Phys. 182, No. 2, Paper No. 35, 36 p. (2021; Zbl 07326629) Full Text: DOI
Dedecker, Jérôme; Merlevède, Florence Almost sure invariance principle for the Kantorovich distance between the empirical and the marginal distributions of strong mixing sequences. (English) Zbl 07325864 Stat. Probab. Lett. 171, Article ID 108991, 9 p. (2021). MSC: 60F17 60F15 60G10 60B12 PDF BibTeX XML Cite \textit{J. Dedecker} and \textit{F. Merlevède}, Stat. Probab. Lett. 171, Article ID 108991, 9 p. (2021; Zbl 07325864) Full Text: DOI
Kondratiev, Yuri; Mishura, Yuliya; Schilling, René L. Asymptotic behaviour and functional limit theorems for a time changed Wiener process. (English) Zbl 07325850 Stat. Probab. Lett. 170, Article ID 108997, 9 p. (2021). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60J65 60J60 60J55 60F05 PDF BibTeX XML Cite \textit{Y. Kondratiev} et al., Stat. Probab. Lett. 170, Article ID 108997, 9 p. (2021; Zbl 07325850) Full Text: DOI
Stadlbauer, Manuel; Zhang, Xuan On the law of the iterated logarithm for continued fractions with sequentially restricted partial quotients. (English) Zbl 07324156 Nonlinearity 34, No. 3, 1389-1407 (2021). MSC: 11K50 60F17 PDF BibTeX XML Cite \textit{M. Stadlbauer} and \textit{X. Zhang}, Nonlinearity 34, No. 3, 1389--1407 (2021; Zbl 07324156) Full Text: DOI
Caponera, Alessia; Marinucci, Domenico Asymptotics for spherical functional autoregressions. (English) Zbl 07319868 Ann. Stat. 49, No. 1, 346-369 (2021). MSC: 62R10 62M10 62M15 62M40 60G15 60F05 PDF BibTeX XML Cite \textit{A. Caponera} and \textit{D. Marinucci}, Ann. Stat. 49, No. 1, 346--369 (2021; Zbl 07319868) Full Text: DOI Euclid
Sandrić, Nikola; Valentić, Ivana A CLT for degenerate diffusions with periodic coefficients, and application to homogenization of linear PDEs. (English) Zbl 07319396 J. Differ. Equations 282, 233-271 (2021). Reviewer: Adrian Muntean (Karlstad) MSC: 35B27 35J70 35K65 60F17 60J25 PDF BibTeX XML Cite \textit{N. Sandrić} and \textit{I. Valentić}, J. Differ. Equations 282, 233--271 (2021; Zbl 07319396) Full Text: DOI
Borovkov, Konstantin Gaussian process approximations for multicolor Pólya urn models. (English) Zbl 07317346 J. Appl. Probab. 58, No. 1, 274-286 (2021). MSC: 60F17 60F15 60F05 92C17 PDF BibTeX XML Cite \textit{K. Borovkov}, J. Appl. Probab. 58, No. 1, 274--286 (2021; Zbl 07317346) Full Text: DOI
Denisov, Denis; Perfilev, Elena; Wachtel, Vitali Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments. (English) Zbl 07317343 J. Appl. Probab. 58, No. 1, 217-237 (2021). MSC: 60G50 60G40 60F17 PDF BibTeX XML Cite \textit{D. Denisov} et al., J. Appl. Probab. 58, No. 1, 217--237 (2021; Zbl 07317343) Full Text: DOI
Buraczewski, Dariusz; Dovgay, Bohdan; Marynych, Alexander Moderate parts in regenerative compositions: the case of regular variation. (English) Zbl 07317201 J. Math. Anal. Appl. 497, No. 1, Article ID 124894, 21 p. (2021). MSC: 60G51 60F17 PDF BibTeX XML Cite \textit{D. Buraczewski} et al., J. Math. Anal. Appl. 497, No. 1, Article ID 124894, 21 p. (2021; Zbl 07317201) Full Text: DOI
Voit, Michael; Woerner, Jeannette H. C. Functional central limit theorems for multivariate Bessel processes in the freezing regime. (English) Zbl 07316865 Stochastic Anal. Appl. 39, No. 1, 136-156 (2021). MSC: 60F15 60F05 60J60 60B20 60H20 70F10 82C22 33C67 PDF BibTeX XML Cite \textit{M. Voit} and \textit{J. H. C. Woerner}, Stochastic Anal. Appl. 39, No. 1, 136--156 (2021; Zbl 07316865) Full Text: DOI
Giraudo, Davide Maximal function associated to the bounded law of the iterated logarithms via orthomartingale approximation. (English) Zbl 07316103 J. Math. Anal. Appl. 496, No. 1, Article ID 124792, 26 p. (2021). MSC: 60G60 60G42 60F17 PDF BibTeX XML Cite \textit{D. Giraudo}, J. Math. Anal. Appl. 496, No. 1, Article ID 124792, 26 p. (2021; Zbl 07316103) Full Text: DOI
Mei, Hongwei; Wei, Qingmeng; Yong, Jiongmin Optimal ergodic control of linear stochastic differential equations with quadratic cost functionals having indefinite weights. (English) Zbl 07315935 SIAM J. Control Optim. 59, No. 1, 584-613 (2021). MSC: 93E20 93C20 49N10 60F17 PDF BibTeX XML Cite \textit{H. Mei} et al., SIAM J. Control Optim. 59, No. 1, 584--613 (2021; Zbl 07315935) Full Text: DOI
Cannizzaro, Giuseppe; Erhard, Dirk; Schönbauer, Philipp 2D anisotropic KPZ at stationarity: scaling, tightness and nontriviality. (English) Zbl 07310788 Ann. Probab. 49, No. 1, 122-156 (2021). MSC: 60H40 35R60 60F17 PDF BibTeX XML Cite \textit{G. Cannizzaro} et al., Ann. Probab. 49, No. 1, 122--156 (2021; Zbl 07310788) Full Text: DOI Euclid
Borovkov, A. A. Extension of the invariance principle for compound renewal processes to the zones of moderately large and small deviations. (English. Russian original) Zbl 1455.60118 Theory Probab. Appl. 65, No. 4, 511-526 (2021); translation from Teor. Veroyatn. Primen. 65, No. 4, 651-670 (2020). MSC: 60K05 60F17 60F10 PDF BibTeX XML Cite \textit{A. A. Borovkov}, Theory Probab. Appl. 65, No. 4, 511--526 (2021; Zbl 1455.60118); translation from Teor. Veroyatn. Primen. 65, No. 4, 651--670 (2020) Full Text: DOI
Sakhanenko, A. I.; Wachtel, V. I.; Prokopenko, E. I.; Shelepova, A. D. On the asymptotics of the distribution of the exit time beyond a non-increasing boundary for a compound renewal process. (Russian. English summary) Zbl 1455.60122 Sib. Èlektron. Mat. Izv. 18, 9-26 (2021). MSC: 60K15 60F17 PDF BibTeX XML Cite \textit{A. I. Sakhanenko} et al., Sib. Èlektron. Mat. Izv. 18, 9--26 (2021; Zbl 1455.60122) Full Text: DOI
Buck, Micha Limit theorems for random walks with absorption. (English) Zbl 07306261 J. Theor. Probab. 34, No. 1, 241-263 (2021). MSC: 60G50 60F17 PDF BibTeX XML Cite \textit{M. Buck}, J. Theor. Probab. 34, No. 1, 241--263 (2021; Zbl 07306261) Full Text: DOI
Longla, Martial; Peligrad, Magda New robust confidence intervals for the mean under dependence. (English) Zbl 1455.60042 J. Stat. Plann. Inference 211, 90-106 (2021). MSC: 60F05 60F17 62G08 62G15 PDF BibTeX XML Cite \textit{M. Longla} and \textit{M. Peligrad}, J. Stat. Plann. Inference 211, 90--106 (2021; Zbl 1455.60042) Full Text: DOI
Martsynyuk, Yuliya V. Nonparametric detection of change in the slope and intercept in linear structural errors-in-variables models. (English) Zbl 1456.62087 Stat. Probab. Lett. 169, Article ID 108957, 11 p. (2021). MSC: 62G10 62G20 62J02 60F17 PDF BibTeX XML Cite \textit{Y. V. Martsynyuk}, Stat. Probab. Lett. 169, Article ID 108957, 11 p. (2021; Zbl 1456.62087) Full Text: DOI
Cuny, C.; Dedecker, J.; Merlevède, F. Rates of convergence in invariance principles for random walks on linear groups via martingale methods. (English) Zbl 07288852 Trans. Am. Math. Soc. 374, No. 1, 137-174 (2021). MSC: 60F17 60G42 60G50 22E40 PDF BibTeX XML Cite \textit{C. Cuny} et al., Trans. Am. Math. Soc. 374, No. 1, 137--174 (2021; Zbl 07288852) Full Text: DOI
Fathi, Max Higher-order Stein kernels for Gaussian approximation. (English) Zbl 07282491 Stud. Math. 256, No. 3, 241-258 (2021). MSC: 60F05 60E15 26D10 94A17 PDF BibTeX XML Cite \textit{M. Fathi}, Stud. Math. 256, No. 3, 241--258 (2021; Zbl 07282491) Full Text: DOI
Roy, Santanu; Saha, Sangeeta; Tripathy, Binod Chandra Some results on \(p\)-distance and sequence of complex uncertain variables. (English) Zbl 07333858 Commun. Korean Math. Soc. 35, No. 3, 907-916 (2020). MSC: 60B10 28A33 60B12 60F05 60F17 40A05 40A35 PDF BibTeX XML Cite \textit{S. Roy} et al., Commun. Korean Math. Soc. 35, No. 3, 907--916 (2020; Zbl 07333858) Full Text: DOI
Blondel, Oriane; Hilário, Marcelo Richard; dos Santos, Renato S.; Sidoravicius, Vladas; Teixeira, Augusto Random walk on random walks: low densities. (English) Zbl 07325620 Ann. Appl. Probab. 30, No. 4, 1614-1641 (2020). MSC: 60F15 60K35 60K37 82B41 82C22 82C44 PDF BibTeX XML Cite \textit{O. Blondel} et al., Ann. Appl. Probab. 30, No. 4, 1614--1641 (2020; Zbl 07325620) Full Text: DOI Euclid
Betz, Volker; Schäfer, Helge; Zeindler, Dirk Random permutations without macroscopic cycles. (English) Zbl 07325615 Ann. Appl. Probab. 30, No. 3, 1484-1505 (2020). MSC: 60F17 60F05 60C05 PDF BibTeX XML Cite \textit{V. Betz} et al., Ann. Appl. Probab. 30, No. 3, 1484--1505 (2020; Zbl 07325615) Full Text: DOI Euclid
Barrera, Gerardo; Jara, Milton Thermalisation for small random perturbations of dynamical systems. (English) Zbl 07325607 Ann. Appl. Probab. 30, No. 3, 1164-1208 (2020). MSC: 60K35 60G60 60F17 35R60 PDF BibTeX XML Cite \textit{G. Barrera} and \textit{M. Jara}, Ann. Appl. Probab. 30, No. 3, 1164--1208 (2020; Zbl 07325607) Full Text: DOI Euclid
Mause, Nils; Steland, Ansgar Detecting changes in the second moment structure of high-dimensional sensor-type data in a \(K\)-sample setting. (English) Zbl 07318777 Sequential Anal. 39, No. 3, 336-366 (2020). MSC: 62M10 62G10 62H12 62R07 62L10 62P30 60F17 60J65 PDF BibTeX XML Cite \textit{N. Mause} and \textit{A. Steland}, Sequential Anal. 39, No. 3, 336--366 (2020; Zbl 07318777) Full Text: DOI
Baumdicker, Franz; Sester-Huss, Elisabeth; Pfaffelhuber, Peter Modifiers of mutation rate in selectively fluctuating environments. (English) Zbl 07312349 Stochastic Processes Appl. 130, No. 11, 6843-6862 (2020). MSC: 92D15 60F17 PDF BibTeX XML Cite \textit{F. Baumdicker} et al., Stochastic Processes Appl. 130, No. 11, 6843--6862 (2020; Zbl 07312349) Full Text: DOI
Robles, Nicolas; Zeindler, Dirk Random permutations with logarithmic cycle weights. (English. French summary) Zbl 07310513 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 3, 1991-2016 (2020). MSC: 60F17 60F05 60C05 40E05 PDF BibTeX XML Cite \textit{N. Robles} and \textit{D. Zeindler}, Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 3, 1991--2016 (2020; Zbl 07310513) Full Text: DOI Euclid
Baron, Karol Around the weak limit of iterates of some random-valued functions. (English) Zbl 07307798 Ann. Univ. Sci. Budap. Rolando Eötvös, Sect. Comput. 51, 31-37 (2020). MSC: 39B12 28C20 39B32 39B52 60B12 60B15 PDF BibTeX XML Cite \textit{K. Baron}, Ann. Univ. Sci. Budap. Rolando Eötvös, Sect. Comput. 51, 31--37 (2020; Zbl 07307798) Full Text: Link
Andriopoulos, George Scaling limit of a biased random walk on a critical branching random walk. (English) Zbl 07304020 RIMS Kôkyûroku Bessatsu B79, 163-177 (2020). MSC: 60K37 60F17 82D30 PDF BibTeX XML Cite \textit{G. Andriopoulos}, RIMS Kôkyûroku Bessatsu B79, 163--177 (2020; Zbl 07304020) Full Text: Link
Houdré, Christian; Litherland, Trevis J. On the limiting shape of Young diagrams associated with Markov random words. (English) Zbl 07303963 Markov Process. Relat. Fields 26, No. 5, 779-837 (2020). Reviewer: Yilun Shang (Newcastle) MSC: 60C05 60F05 60F17 60G15 60G17 05A16 PDF BibTeX XML Cite \textit{C. Houdré} and \textit{T. J. Litherland}, Markov Process. Relat. Fields 26, No. 5, 779--837 (2020; Zbl 07303963) Full Text: Link
Li, Doudou; Zhang, Mei Limit theorem and parameter estimation for a critical branching process with mixing immigration. (English) Zbl 07295022 Chin. J. Appl. Probab. Stat. 36, No. 4, 331-341 (2020). MSC: 60J80 60F17 60F05 62F10 PDF BibTeX XML Cite \textit{D. Li} and \textit{M. Zhang}, Chin. J. Appl. Probab. Stat. 36, No. 4, 331--341 (2020; Zbl 07295022) Full Text: DOI
Li, Fengbing; Liu, Yonghong Quasi sure local Strassen’s law of the iterated logarithm for increments of a Brownian motion. (Chinese. English summary) Zbl 07294876 Acta Math. Sci., Ser. A, Chin. Ed. 40, No. 2, 484-491 (2020). MSC: 60F15 60F17 60J65 PDF BibTeX XML Cite \textit{F. Li} and \textit{Y. Liu}, Acta Math. Sci., Ser. A, Chin. Ed. 40, No. 2, 484--491 (2020; Zbl 07294876)
Li, Huiqin No eigenvalues outside the support of the limiting spectral distribution of quaternion sample covariance matrices. (English) Zbl 1455.15010 Random Matrices Theory Appl. 9, No. 4, Article ID 2150003, 30 p. (2020). MSC: 15B52 60B20 60F15 60F17 PDF BibTeX XML Cite \textit{H. Li}, Random Matrices Theory Appl. 9, No. 4, Article ID 2150003, 30 p. (2020; Zbl 1455.15010) Full Text: DOI
Nath, Pankaj Kumar; Tripathy, Binod Chandra Statistical convergence of complex uncertain sequences defined by Orlicz function. (English) Zbl 07291668 Proyecciones 39, No. 2, 301-315 (2020). MSC: 40A35 28A20 60B10 60B12 60F17 PDF BibTeX XML Cite \textit{P. K. Nath} and \textit{B. C. Tripathy}, Proyecciones 39, No. 2, 301--315 (2020; Zbl 07291668) Full Text: DOI
He, Shuangchi Diffusion approximation for efficiency-driven queues when customers are patient. (English) Zbl 1451.90047 Oper. Res. 68, No. 4, 1265-1284 (2020). MSC: 90B22 60J60 60F17 PDF BibTeX XML Cite \textit{S. He}, Oper. Res. 68, No. 4, 1265--1284 (2020; Zbl 1451.90047) Full Text: DOI
Mukherjee, Debankur; Borst, Sem C.; van Leeuwaarden, Johan S. H.; Whiting, Philip A. Asymptotic optimality of power-of-\(d\) load balancing in large-scale systems. (English) Zbl 1455.60124 Math. Oper. Res. 45, No. 4, 1535-1571 (2020). MSC: 60K25 68M20 90B22 PDF BibTeX XML Cite \textit{D. Mukherjee} et al., Math. Oper. Res. 45, No. 4, 1535--1571 (2020; Zbl 1455.60124) Full Text: DOI
Verovkin, G. K.; Marynych, A. V. Stationary limits of shot noise processes. (English. Ukrainian original) Zbl 1455.60120 Theory Probab. Math. Stat. 101, 67-83 (2020); translation from Teor. Jmovirn. Mat. Stat. 101, 63-77 (2019). MSC: 60K05 60F17 60F05 PDF BibTeX XML Cite \textit{G. K. Verovkin} and \textit{A. V. Marynych}, Theory Probab. Math. Stat. 101, 67--83 (2020; Zbl 1455.60120); translation from Teor. Jmovirn. Mat. Stat. 101, 63--77 (2019) Full Text: DOI
Bet, Gianmarco; van der Hofstad, Remco; van Leeuwaarden, Johan S. H. Big jobs arrive early: from critical queues to random graphs. (English) Zbl 1456.60238 Stoch. Syst. 10, No. 4, 310-334 (2020). MSC: 60K25 05C80 60F17 PDF BibTeX XML Cite \textit{G. Bet} et al., Stoch. Syst. 10, No. 4, 310--334 (2020; Zbl 1456.60238) Full Text: DOI
Beran, Jan; Sabzikar, Farzad; Surgailis, Donatas; Telkmann, Klaus On the empirical process of tempered moving averages. (English) Zbl 1456.62181 Stat. Probab. Lett. 167, Article ID 108902, 10 p. (2020). MSC: 62M10 62G20 60F17 PDF BibTeX XML Cite \textit{J. Beran} et al., Stat. Probab. Lett. 167, Article ID 108902, 10 p. (2020; Zbl 1456.62181) Full Text: DOI
Vo, Thi Phuong Thuy Chain-referral sampling on stochastic block models. (English) Zbl 1455.60093 ESAIM, Probab. Stat. 24, 718-738 (2020). MSC: 60J05 05C80 60F17 90B15 91D30 PDF BibTeX XML Cite \textit{T. P. T. Vo}, ESAIM, Probab. Stat. 24, 718--738 (2020; Zbl 1455.60093) Full Text: DOI
Ishkin, Khabir Kabirovich; Marvanov, Rustem Il’darovich Equivalence criterion for two asymptotic formulae. (Russian. English summary) Zbl 07281889 Ufim. Mat. Zh. 12, No. 1, 30-42 (2020); translation in Ufa Math. J. 12, No. 1, 30-42 (2020). MSC: 35P20 60F17 PDF BibTeX XML Cite \textit{K. K. Ishkin} and \textit{R. I. Marvanov}, Ufim. Mat. Zh. 12, No. 1, 30--42 (2020; Zbl 07281889); translation in Ufa Math. J. 12, No. 1, 30--42 (2020) Full Text: DOI MNR
Kuljus, Kristi; Ranneby, Bo Asymptotic normality of generalized maximum spacing estimators for multivariate observations. (English) Zbl 07279469 Scand. J. Stat. 47, No. 3, 968-989 (2020). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 62H12 60F17 PDF BibTeX XML Cite \textit{K. Kuljus} and \textit{B. Ranneby}, Scand. J. Stat. 47, No. 3, 968--989 (2020; Zbl 07279469) Full Text: DOI
Gardes, Laurent; Girard, Stéphane; Stupfler, Gilles Beyond tail median and conditional tail expectation: extreme risk estimation using tail \(L^p\)-optimization. (English) Zbl 1454.62143 Scand. J. Stat. 47, No. 3, 922-949 (2020). MSC: 62G32 60F17 62P20 PDF BibTeX XML Cite \textit{L. Gardes} et al., Scand. J. Stat. 47, No. 3, 922--949 (2020; Zbl 1454.62143) Full Text: DOI
Hafouta, Yeor Limit theorems for some time-dependent expanding dynamical systems. (English) Zbl 1456.37007 Nonlinearity 33, No. 12, 6421-6460 (2020). Reviewer: George Stoica (Saint John) MSC: 37A50 37C30 37C40 60F05 60F10 PDF BibTeX XML Cite \textit{Y. Hafouta}, Nonlinearity 33, No. 12, 6421--6460 (2020; Zbl 1456.37007) Full Text: DOI
Kesseböhmer, Marc; Schindler, Tanja I. Mean convergence for intermediately trimmed Birkhoff sums of observables with regularly varying tails. (English) Zbl 07278283 Nonlinearity 33, No. 10, 5543-5566 (2020). MSC: 37A50 37A25 37A30 37C30 37E05 60F25 60G10 PDF BibTeX XML Cite \textit{M. Kesseböhmer} and \textit{T. I. Schindler}, Nonlinearity 33, No. 10, 5543--5566 (2020; Zbl 07278283) Full Text: DOI
Albertus, Mickael Raking-ratio empirical process with auxiliary information learning. (English) Zbl 1453.62461 ESAIM, Probab. Stat. 24, 435-453 (2020). MSC: 62G09 62G10 62G20 60F17 60F05 PDF BibTeX XML Cite \textit{M. Albertus}, ESAIM, Probab. Stat. 24, 435--453 (2020; Zbl 1453.62461) Full Text: DOI
Jara, Milton; Menezes, Otávio Symmetric exclusion as a random environment: invariance principle. (English) Zbl 1453.82075 Ann. Probab. 48, No. 6, 3124-3149 (2020). MSC: 82C41 82C22 60K37 60F17 60J65 60G15 PDF BibTeX XML Cite \textit{M. Jara} and \textit{O. Menezes}, Ann. Probab. 48, No. 6, 3124--3149 (2020; Zbl 1453.82075) Full Text: DOI Euclid
Nualart, David; Zheng, Guangqu Oscillatory Breuer-Major theorem with application to the random corrector problem. (English) Zbl 07276177 Asymptotic Anal. 119, No. 3-4, 281-300 (2020). MSC: 60G15 60F17 60H15 34B15 PDF BibTeX XML Cite \textit{D. Nualart} and \textit{G. Zheng}, Asymptotic Anal. 119, No. 3--4, 281--300 (2020; Zbl 07276177) Full Text: DOI
Karmakar, Sayar; Wu, Wei Biao Optimal Gaussian approximation for multiple time series. (English) Zbl 07274750 Stat. Sin. 30, No. 3, 1399-1417 (2020). Reviewer: Kurt Marti (München) MSC: 62R10 60F17 62M10 PDF BibTeX XML Cite \textit{S. Karmakar} and \textit{W. B. Wu}, Stat. Sin. 30, No. 3, 1399--1417 (2020; Zbl 07274750) Full Text: DOI
Raschel, Kilian; Tarrago, Pierre Boundary behavior of random walks in cones. (English) Zbl 1456.60110 Markov Process. Relat. Fields 26, No. 4, 711-756 (2020). MSC: 60G50 60G40 60F17 PDF BibTeX XML Cite \textit{K. Raschel} and \textit{P. Tarrago}, Markov Process. Relat. Fields 26, No. 4, 711--756 (2020; Zbl 1456.60110) Full Text: Link
Jarczyk, Justyna; Jarczyk, Witold Gaussian iterative algorithm and integrated automorphism equation for random means. (English) Zbl 1454.60047 Discrete Contin. Dyn. Syst. 40, No. 12, 6837-6844 (2020). MSC: 60F17 39B12 26E60 37E05 PDF BibTeX XML Cite \textit{J. Jarczyk} and \textit{W. Jarczyk}, Discrete Contin. Dyn. Syst. 40, No. 12, 6837--6844 (2020; Zbl 1454.60047) Full Text: DOI
Aaronson, Jon; Terhesiu, Dalia Local limit theorems for suspended semiflows. (English) Zbl 1456.37037 Discrete Contin. Dyn. Syst. 40, No. 12, 6575-6609 (2020). Reviewer: Thomas B. Ward (Leeds) MSC: 37D40 37A40 37A30 37H15 37C30 PDF BibTeX XML Cite \textit{J. Aaronson} and \textit{D. Terhesiu}, Discrete Contin. Dyn. Syst. 40, No. 12, 6575--6609 (2020; Zbl 1456.37037) Full Text: DOI
Bertoin, Jean How linear reinforcement affects Donsker’s theorem for empirical processes. (English) Zbl 07271338 Probab. Theory Relat. Fields 178, No. 3-4, 1173-1192 (2020). MSC: 60F17 62G30 PDF BibTeX XML Cite \textit{J. Bertoin}, Probab. Theory Relat. Fields 178, No. 3--4, 1173--1192 (2020; Zbl 07271338) Full Text: DOI
Besançon, Eustache; Decreusefond, Laurent; Moyal, Pascal Stein’s method for diffusive limits of queueing processes. (English) Zbl 07271270 Queueing Syst. 95, No. 3-4, 173-201 (2020). MSC: 60K25 60F17 60H07 PDF BibTeX XML Cite \textit{E. Besançon} et al., Queueing Syst. 95, No. 3--4, 173--201 (2020; Zbl 07271270) Full Text: DOI
Whitt, Ward; You, Wei Heavy-traffic limits for stationary network flows. (English) Zbl 07271265 Queueing Syst. 95, No. 1-2, 53-68 (2020). MSC: 60K25 60F17 90B22 PDF BibTeX XML Cite \textit{W. Whitt} and \textit{W. You}, Queueing Syst. 95, No. 1--2, 53--68 (2020; Zbl 07271265) Full Text: DOI
Tsukuda, Koji; Nishiyama, Yoichi Weak convergence of marked empirical processes in a Hilbert space and its applications. (English) Zbl 1452.62601 Electron. J. Stat. 14, No. 2, 3914-3938 (2020). MSC: 62M02 62G10 60F05 60J60 60F17 60G42 PDF BibTeX XML Cite \textit{K. Tsukuda} and \textit{Y. Nishiyama}, Electron. J. Stat. 14, No. 2, 3914--3938 (2020; Zbl 1452.62601) Full Text: DOI Euclid
Račkauskas, Alfredas; Wendler, Martin Convergence of \(U\)-processes in Hölder spaces with application to robust detection of a changed segment. (English) Zbl 1452.62995 Stat. Pap. 61, No. 4, 1409-1435 (2020). MSC: 62R10 62G10 62G35 60F17 PDF BibTeX XML Cite \textit{A. Račkauskas} and \textit{M. Wendler}, Stat. Pap. 61, No. 4, 1409--1435 (2020; Zbl 1452.62995) Full Text: DOI
Csáki, Endre; Földes, Antónia Random walks on comb-type subsets of \(\mathbb{Z}^2\). (English) Zbl 07268529 J. Theor. Probab. 33, No. 4, 2233-2257 (2020). MSC: 60F17 60G50 60J65 60F15 60J10 PDF BibTeX XML Cite \textit{E. Csáki} and \textit{A. Földes}, J. Theor. Probab. 33, No. 4, 2233--2257 (2020; Zbl 07268529) Full Text: DOI
Feng, Chunrong; Qu, Baoyou; Zhao, Huaizhong A sufficient and necessary condition of PS-ergodicity of periodic measures and generated ergodic upper expectations. (English) Zbl 1456.60071 Nonlinearity 33, No. 10, 5324-5354 (2020). MSC: 60F17 37A50 60G10 PDF BibTeX XML Cite \textit{C. Feng} et al., Nonlinearity 33, No. 10, 5324--5354 (2020; Zbl 1456.60071) Full Text: DOI
Li, Degui; Robinson, Peter M.; Shang, Han Lin Long-range dependent curve time series. (English) Zbl 1445.62231 J. Am. Stat. Assoc. 115, No. 530, 957-971 (2020). MSC: 62M10 62H25 62R10 PDF BibTeX XML Cite \textit{D. Li} et al., J. Am. Stat. Assoc. 115, No. 530, 957--971 (2020; Zbl 1445.62231) Full Text: DOI
Mo, Yongxiang; Liu, Yonghong; Zhou, Xia Quasi sure local Chung’s functional law of the iterated logarithm for increments of a Brownian motion. (English) Zbl 07266903 J. Math., Wuhan Univ. 40, No. 2, 155-164 (2020). MSC: 60F15 60F17 60J65 PDF BibTeX XML Cite \textit{Y. Mo} et al., J. Math., Wuhan Univ. 40, No. 2, 155--164 (2020; Zbl 07266903) Full Text: DOI
Harlamov, B. P. On the integral of diffusion process on interval with unattainable edges boundaries: semi-Markov approach. (English. Russian original) Zbl 1448.60180 J. Math. Sci., New York 251, No. 1, 155-159 (2020); translation from Zap. Nauchn. Semin. POMI 474, 233-240 (2018). MSC: 60K15 60J60 60F17 PDF BibTeX XML Cite \textit{B. P. Harlamov}, J. Math. Sci., New York 251, No. 1, 155--159 (2020; Zbl 1448.60180); translation from Zap. Nauchn. Semin. POMI 474, 233--240 (2018) Full Text: DOI
Dehling, H.; Fried, R.; Wendler, M. A robust method for shift detection in time series. (English) Zbl 1451.62098 Biometrika 107, No. 3, 647-660 (2020). MSC: 62M10 62G10 62G08 62G35 62R10 60F05 60F17 PDF BibTeX XML Cite \textit{H. Dehling} et al., Biometrika 107, No. 3, 647--660 (2020; Zbl 1451.62098) Full Text: DOI
Can, Sami Umut; Einmahl, John H. J.; Laeven, Roger J. A. Goodness-of-fit testing for copulas: a distribution-free approach. (English) Zbl 07256172 Bernoulli 26, No. 4, 3163-3190 (2020). MSC: 62H05 62G10 62G20 60F17 PDF BibTeX XML Cite \textit{S. U. Can} et al., Bernoulli 26, No. 4, 3163--3190 (2020; Zbl 07256172) Full Text: DOI Euclid
Lopusanschi, Olga; Simon, Damien Area anomaly in the rough path Brownian scaling limit of hidden Markov walks. (English) Zbl 07256170 Bernoulli 26, No. 4, 3111-3138 (2020). MSC: 60L20 60F17 60J10 PDF BibTeX XML Cite \textit{O. Lopusanschi} and \textit{D. Simon}, Bernoulli 26, No. 4, 3111--3138 (2020; Zbl 07256170) Full Text: DOI Euclid
Kortchemski, Igor; Richier, Loïc The boundary of random planar maps via looptrees. (English. French summary) Zbl 1455.60113 Ann. Fac. Sci. Toulouse, Math. (6) 29, No. 2, 391-430 (2020). MSC: 60J80 60F17 60C05 05C80 60G50 PDF BibTeX XML Cite \textit{I. Kortchemski} and \textit{L. Richier}, Ann. Fac. Sci. Toulouse, Math. (6) 29, No. 2, 391--430 (2020; Zbl 1455.60113) Full Text: DOI
Ishiwata, Satoshi; Kawabi, Hiroshi; Namba, Ryuya Central limit theorems for non-symmetric random walks on nilpotent covering graphs. I. (English) Zbl 07252718 Electron. J. Probab. 25, Paper No. 86, 46 p. (2020). MSC: 60F17 60G50 60J10 22E25 PDF BibTeX XML Cite \textit{S. Ishiwata} et al., Electron. J. Probab. 25, Paper No. 86, 46 p. (2020; Zbl 07252718) Full Text: DOI Euclid
Stufler, Benedikt On the maximal offspring in a subcritical branching process. (English) Zbl 07252698 Electron. J. Probab. 25, Paper No. 104, 62 p. (2020). MSC: 60J80 60F17 05C80 PDF BibTeX XML Cite \textit{B. Stufler}, Electron. J. Probab. 25, Paper No. 104, 62 p. (2020; Zbl 07252698) Full Text: DOI Euclid
Bell, James Time-reversal of coalescing diffusive flows and weak convergence of localized disturbance flows. (English) Zbl 07252697 Electron. J. Probab. 25, Paper No. 103, 38 p. (2020). MSC: 60F17 PDF BibTeX XML Cite \textit{J. Bell}, Electron. J. Probab. 25, Paper No. 103, 38 p. (2020; Zbl 07252697) Full Text: DOI Euclid
Hilário, Marcelo R.; Kious, Daniel; Teixeira, Augusto Random walk on the simple symmetric exclusion process. (English) Zbl 1453.82055 Commun. Math. Phys. 379, No. 1, 61-101 (2020). MSC: 82C22 82C41 60K37 60F17 PDF BibTeX XML Cite \textit{M. R. Hilário} et al., Commun. Math. Phys. 379, No. 1, 61--101 (2020; Zbl 1453.82055) Full Text: DOI
Jara, Milton; Menezes, Otávio Non-equilibrium fluctuations for a reaction-diffusion model via relative entropy. (English) Zbl 07249092 Markov Process. Relat. Fields 26, No. 1, 95-124 (2020). MSC: 60K35 60F17 PDF BibTeX XML Cite \textit{M. Jara} and \textit{O. Menezes}, Markov Process. Relat. Fields 26, No. 1, 95--124 (2020; Zbl 07249092) Full Text: Link
Pang, Guodong; Zhou, Yuhang Functional limit theorems for shot noise processes with weakly dependent noises. (English) Zbl 1450.60029 Stoch. Syst. 10, No. 2, 99-123 (2020). MSC: 60F17 60K05 60F05 PDF BibTeX XML Cite \textit{G. Pang} and \textit{Y. Zhou}, Stoch. Syst. 10, No. 2, 99--123 (2020; Zbl 1450.60029) Full Text: DOI
Bowditch, Adam; Tokushige, Yuki Differentiability of the speed of biased random walks on Galton-Watson trees. (English) Zbl 1450.60047 ALEA, Lat. Am. J. Probab. Math. Stat. 17, No. 1, 609-642 (2020). MSC: 60J80 60K05 60K37 60F17 PDF BibTeX XML Cite \textit{A. Bowditch} and \textit{Y. Tokushige}, ALEA, Lat. Am. J. Probab. Math. Stat. 17, No. 1, 609--642 (2020; Zbl 1450.60047) Full Text: Link
Amorino, Chiara; Gloter, Arnaud Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes. (English) Zbl 1456.62038 Stochastic Processes Appl. 130, No. 10, 5888-5939 (2020). MSC: 62F12 60J76 60J60 60H30 60G48 60F17 PDF BibTeX XML Cite \textit{C. Amorino} and \textit{A. Gloter}, Stochastic Processes Appl. 130, No. 10, 5888--5939 (2020; Zbl 1456.62038) Full Text: DOI
Bai, Shuyang; Owada, Takashi; Wang, Yizao A functional non-central limit theorem for multiple-stable processes with long-range dependence. (English) Zbl 1455.60050 Stochastic Processes Appl. 130, No. 9, 5768-5801 (2020). MSC: 60F17 60G18 60H05 PDF BibTeX XML Cite \textit{S. Bai} et al., Stochastic Processes Appl. 130, No. 9, 5768--5801 (2020; Zbl 1455.60050) Full Text: DOI
Bardina, Xavier; Márquez, Juan Pablo; Quer-Sardanyons, Lluís Weak approximation of the complex Brownian sheet from a Lévy sheet and applications to SPDEs. (English) Zbl 1455.60051 Stochastic Processes Appl. 130, No. 9, 5735-5767 (2020). MSC: 60F17 60G15 60H15 PDF BibTeX XML Cite \textit{X. Bardina} et al., Stochastic Processes Appl. 130, No. 9, 5735--5767 (2020; Zbl 1455.60051) Full Text: DOI
Düker, Marie-Christine Limit theorems in the context of multivariate long-range dependence. (English) Zbl 1450.60027 Stochastic Processes Appl. 130, No. 9, 5394-5425 (2020). MSC: 60F17 62M10 60G10 PDF BibTeX XML Cite \textit{M.-C. Düker}, Stochastic Processes Appl. 130, No. 9, 5394--5425 (2020; Zbl 1450.60027) Full Text: DOI
Roesler, Uwe Almost sure convergence to the quicksort process. (English) Zbl 1455.60052 Stochastic Processes Appl. 130, No. 9, 5290-5309 (2020). MSC: 60F17 60K99 68P10 PDF BibTeX XML Cite \textit{U. Roesler}, Stochastic Processes Appl. 130, No. 9, 5290--5309 (2020; Zbl 1455.60052) Full Text: DOI
Nickl, Richard; Ray, Kolyan Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions. (English) Zbl 1450.62041 Ann. Stat. 48, No. 3, 1383-1408 (2020). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62G20 60J60 60H10 60F17 62R10 65N21 PDF BibTeX XML Cite \textit{R. Nickl} and \textit{K. Ray}, Ann. Stat. 48, No. 3, 1383--1408 (2020; Zbl 1450.62041) Full Text: DOI Euclid
Dette, Holger; Kokot, Kevin; Aue, Alexander Functional data analysis in the Banach space of continuous functions. (English) Zbl 1456.62085 Ann. Stat. 48, No. 2, 1168-1192 (2020). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62G10 62G15 62M10 62R10 60F05 PDF BibTeX XML Cite \textit{H. Dette} et al., Ann. Stat. 48, No. 2, 1168--1192 (2020; Zbl 1456.62085) Full Text: DOI Euclid
König, Claudia; Munk, Axel; Werner, Frank Multidimensional multiscale scanning in exponential families: limit theory and statistical consequences. (English) Zbl 1450.60028 Ann. Stat. 48, No. 2, 655-678 (2020). MSC: 60F17 60G60 62F03 62H10 62J15 PDF BibTeX XML Cite \textit{C. König} et al., Ann. Stat. 48, No. 2, 655--678 (2020; Zbl 1450.60028) Full Text: DOI Euclid
Olenko, Andriy; Omari, Dareen Reduction principle for functionals of vector random fields. (English) Zbl 07241320 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 07241320) Full Text: DOI
Cheng, Zailei; Seol, Youngsoo Diffusion approximation of a risk model with non-stationary Hawkes arrivals of claims. (English) Zbl 1447.91038 Methodol. Comput. Appl. Probab. 22, No. 2, 555-571 (2020). MSC: 91B05 60F17 60G55 PDF BibTeX XML Cite \textit{Z. Cheng} and \textit{Y. Seol}, Methodol. Comput. Appl. Probab. 22, No. 2, 555--571 (2020; Zbl 1447.91038) Full Text: DOI
Chong, Carsten; Delerue, Thomas Normal approximation of the solution to the stochastic heat equation with Lévy noise. (English) Zbl 07240587 Stoch. Partial Differ. Equ., Anal. Comput. 8, No. 2, 362-401 (2020). MSC: 60F05 60F17 60G55 60H15 46E35 60G48 PDF BibTeX XML Cite \textit{C. Chong} and \textit{T. Delerue}, Stoch. Partial Differ. Equ., Anal. Comput. 8, No. 2, 362--401 (2020; Zbl 07240587) Full Text: DOI
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
Flasche, Hendrik; Kabluchko, Zakhar Expected number of real zeroes of random Taylor series. (English) Zbl 1451.30016 Commun. Contemp. Math. 22, No. 7, Article ID 1950059, 38 p. (2020). Reviewer: Olga M. Katkova (Boston) MSC: 30C15 30B20 26C10 60F99 60F17 60F05 60G15 PDF BibTeX XML Cite \textit{H. Flasche} and \textit{Z. Kabluchko}, Commun. Contemp. Math. 22, No. 7, Article ID 1950059, 38 p. (2020; Zbl 1451.30016) Full Text: DOI
Liu, Yonghong; Liu, Haiguo; Zhou, Xia Local Strassen’s law of the iterated logarithm for increments of a \({l^p}\)-valued Wiener processes in Hölder norm. (Chinese. English summary) Zbl 1449.60068 Math. Appl. 33, No. 1, 256-262 (2020). MSC: 60F17 60F15 60J65 PDF BibTeX XML Cite \textit{Y. Liu} et al., Math. Appl. 33, No. 1, 256--262 (2020; Zbl 1449.60068)
Yamato, Kosuke; Yano, Kouji Fluctuation scaling limits for positive recurrent jumping-in diffusions with small jumps. (English) Zbl 07233273 J. Funct. Anal. 279, No. 7, Article ID 108655, 32 p. (2020). MSC: 60J60 60F17 60J50 60J55 60J76 PDF BibTeX XML Cite \textit{K. Yamato} and \textit{K. Yano}, J. Funct. Anal. 279, No. 7, Article ID 108655, 32 p. (2020; Zbl 07233273) Full Text: DOI
Coston, Natalie; O’Rourke, Sean Gaussian fluctuations for linear eigenvalue statistics of products of independent iid random matrices. (English) Zbl 1450.60006 J. Theor. Probab. 33, No. 3, 1541-1612 (2020). Reviewer: Weiping Li (Stillwater) MSC: 60B20 60F05 15A60 PDF BibTeX XML Cite \textit{N. Coston} and \textit{S. O'Rourke}, J. Theor. Probab. 33, No. 3, 1541--1612 (2020; Zbl 1450.60006) Full Text: DOI
Su, Zhonggen; Wang, Hanchao A Donsker-type theorem for log-likelihood processes. (English) Zbl 07229209 J. Theor. Probab. 33, No. 3, 1401-1425 (2020). Reviewer: Edward Omey (Brussel) MSC: 60F05 60F17 60G46 60G15 PDF BibTeX XML Cite \textit{Z. Su} and \textit{H. Wang}, J. Theor. Probab. 33, No. 3, 1401--1425 (2020; Zbl 07229209) Full Text: DOI
Peligrad, Magda; Volný, Dalibor Quenched invariance principles for orthomartingale-like sequences. (English) Zbl 07229204 J. Theor. Probab. 33, No. 3, 1238-1265 (2020). MSC: 60F05 60F17 60G60 60G42 60G48 PDF BibTeX XML Cite \textit{M. Peligrad} and \textit{D. Volný}, J. Theor. Probab. 33, No. 3, 1238--1265 (2020; Zbl 07229204) Full Text: DOI
Cuny, Christophe; Dedecker, Jerome; Korepanov, A.; Merlevède, Florence Rates in almost sure invariance principle for slowly mixing dynamical systems. (English) Zbl 1448.37008 Ergodic Theory Dyn. Syst. 40, No. 9, 2317-2348 (2020). Reviewer: George Stoica (Saint John) MSC: 37A50 37E05 60F17 60G10 PDF BibTeX XML Cite \textit{C. Cuny} et al., Ergodic Theory Dyn. Syst. 40, No. 9, 2317--2348 (2020; Zbl 1448.37008) Full Text: DOI
Gnedin, Alexander; Iksanov, Alexander On nested infinite occupancy scheme in random environment. (English) Zbl 07227780 Probab. Theory Relat. Fields 177, No. 3-4, 855-890 (2020). MSC: 60F17 60J80 60C05 PDF BibTeX XML Cite \textit{A. Gnedin} and \textit{A. Iksanov}, Probab. Theory Relat. Fields 177, No. 3--4, 855--890 (2020; Zbl 07227780) Full Text: DOI
Aoun, Richard; Guivarc’h, Yves Random matrix products when the top Lyapunov exponent is simple. (English) Zbl 1447.37012 J. Eur. Math. Soc. (JEMS) 22, No. 7, 2135-2182 (2020). Reviewer: George Stoica (Saint John) MSC: 37A50 37H15 60B15 60G50 60F17 20P05 15B52 PDF BibTeX XML Cite \textit{R. Aoun} and \textit{Y. Guivarc'h}, J. Eur. Math. Soc. (JEMS) 22, No. 7, 2135--2182 (2020; Zbl 1447.37012) Full Text: DOI
Kruse, Thomas; Urusov, Mikhail Approximating exit times of continuous Markov processes. (English) Zbl 07226745 Discrete Contin. Dyn. Syst., Ser. B 25, No. 9, 3631-3650 (2020). MSC: 60J22 60J25 60J60 60H35 60F17 PDF BibTeX XML Cite \textit{T. Kruse} and \textit{M. Urusov}, Discrete Contin. Dyn. Syst., Ser. B 25, No. 9, 3631--3650 (2020; Zbl 07226745) Full Text: DOI
Afanasyev, Valeriy I. Functional limit theorem for the local time of stopped random walk. (English. Russian original) Zbl 1446.60030 Discrete Math. Appl. 30, No. 3, 147-157 (2020); translation from Diskretn. Mat. 31, No. 3, 7-20 (2019). MSC: 60F17 60G50 60F05 60J55 PDF BibTeX XML Cite \textit{V. I. Afanasyev}, Discrete Math. Appl. 30, No. 3, 147--157 (2020; Zbl 1446.60030); translation from Diskretn. Mat. 31, No. 3, 7--20 (2019) Full Text: DOI