Giulietti, P.; Koltai, P.; Vaienti, S. Targets and holes. (English) Zbl 07357557 Proc. Am. Math. Soc. 149, No. 8, 3293-3306 (2021). MSC: 37A25 60G70 37E05 37D99 PDF BibTeX XML Cite \textit{P. Giulietti} et al., Proc. Am. Math. Soc. 149, No. 8, 3293--3306 (2021; Zbl 07357557) Full Text: DOI
Grzywny, Tomasz; Leżaj, Łukasz; Miśta, Maciej Hitting probabilities for Lévy processes on the real line. (English) Zbl 07350824 ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 1, 727-760 (2021). MSC: 60G51 60J45 60J50 60J75 PDF BibTeX XML Cite \textit{T. Grzywny} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 1, 727--760 (2021; Zbl 07350824) Full Text: Link
Kern, Peter; Lage, Svenja Space-time duality for semi-fractional diffusions. (English) Zbl 07336454 Freiberg, Uta (ed.) et al., Fractal geometry and stochastics VI. Selected papers of the 6th conference, Bad Herrenalb, Germany, September 30 – October 6, 2018. Cham: Birkhäuser/Springer (ISBN 978-3-030-59648-4/hbk; 978-3-030-59649-1/ebook). Progress in Probability 76, 255-272 (2021). MSC: 35R11 26A33 60G18 60G22 60G51 82C31 PDF BibTeX XML Cite \textit{P. Kern} and \textit{S. Lage}, Prog. Probab. 76, 255--272 (2021; Zbl 07336454) Full Text: DOI
Zhu, Xiaomin; Zhang, Xiao-Dong The hitting time of random walk on unicyclic graphs. (English) Zbl 07333181 Linear Multilinear Algebra 69, No. 4, 573-592 (2021). MSC: 05C81 05C35 PDF BibTeX XML Cite \textit{X. Zhu} and \textit{X.-D. Zhang}, Linear Multilinear Algebra 69, No. 4, 573--592 (2021; Zbl 07333181) Full Text: DOI
Choi, Michael C. H. Hitting, mixing and tunneling asymptotics of Metropolis-Hastings reversiblizations in the low-temperature regime. (English) Zbl 07317184 J. Math. Anal. Appl. 497, No. 1, Article ID 124853, 18 p. (2021). MSC: 60J22 60J10 PDF BibTeX XML Cite \textit{M. C. H. Choi}, J. Math. Anal. Appl. 497, No. 1, Article ID 124853, 18 p. (2021; Zbl 07317184) Full Text: DOI
Galatolo, Stefano; Holland, Mark; Persson, Tomas; Zhang, Yiwei Anomalous time-scaling of extreme events in infinite systems and Birkhoff sums of infinite observables. (English) Zbl 07314932 Discrete Contin. Dyn. Syst. 41, No. 4, 1799-1841 (2021). Reviewer: Arzu Ahmadova (Gazimağusa) MSC: 37A40 37A30 37A50 60G70 37A25 PDF BibTeX XML Cite \textit{S. Galatolo} et al., Discrete Contin. Dyn. Syst. 41, No. 4, 1799--1841 (2021; Zbl 07314932) Full Text: DOI
Xiang, Xuyan; Fu, Haiqin; Zhou, Jieming; Deng, Yingchun; Yang, Xiangqun Taboo rate and hitting time distribution of continuous-time reversible Markov chains. (English) Zbl 1455.60103 Stat. Probab. Lett. 169, Article ID 108969, 9 p. (2021). MSC: 60J27 PDF BibTeX XML Cite \textit{X. Xiang} et al., Stat. Probab. Lett. 169, Article ID 108969, 9 p. (2021; Zbl 1455.60103) Full Text: DOI
Zhang, Huihui; Li, Shuchao On the (reverse) cover cost of trees with some given parameters. (English) Zbl 1453.05122 Discrete Math. 344, No. 2, Article ID 112226, 17 p. (2021). MSC: 05C81 05C70 05C35 PDF BibTeX XML Cite \textit{H. Zhang} and \textit{S. Li}, Discrete Math. 344, No. 2, Article ID 112226, 17 p. (2021; Zbl 1453.05122) Full Text: DOI
Lipton, Alexander; Kaushansky, Vadim On the first hitting time density for a reducible diffusion process. (English) Zbl 07353663 Quant. Finance 20, No. 5, 723-743 (2020). MSC: 91G20 91G40 60J70 45D05 PDF BibTeX XML Cite \textit{A. Lipton} and \textit{V. Kaushansky}, Quant. Finance 20, No. 5, 723--743 (2020; Zbl 07353663) Full Text: DOI
Muravey, Dmitry Lie symmetries methods in boundary crossing problems for diffusion processes. (English) Zbl 1460.60091 Acta Appl. Math. 170, No. 1, 347-372 (2020). MSC: 60J60 22E70 35Q84 82C31 PDF BibTeX XML Cite \textit{D. Muravey}, Acta Appl. Math. 170, No. 1, 347--372 (2020; Zbl 1460.60091) Full Text: DOI
Hunt, Fern Y. A first hitting time approach to finding effective spreaders in a network. (English) Zbl 1458.94003 Ortega, Omayra (ed.) et al., The golden anniversary celebration of the National Association of Mathematicians. AMS special session on the mathematics of historically black colleges and universities, HBCUs in the Mid-Atlantic. MAA invited paper session on the past 50 years of African Americans in the mathematical sciences. Haynes-Granville-Browne session of presentations by recent doctoral recipients. 2019 Claytor-Wookdard lecture. NAM David Harold Blackwell lecture, Baltimore, MD, USA and Cincinnati, OH, USA, January 17, 18 and 19 and August 2, 2019. Providence, RI: American Mathematical Society (AMS). Contemp. Math. 759, 71-91 (2020). MSC: 94A05 05C69 05C81 60J10 90C27 68R10 PDF BibTeX XML Cite \textit{F. Y. Hunt}, Contemp. Math. 759, 71--91 (2020; Zbl 1458.94003) Full Text: DOI
Lo, Gane Samb; Sangaré, Harouna; Traoré, Cherif Mamadou Moctar; Ahsanullah, Mohammad Finiteness of record values and alternative asymptotic theory of records with atom endpoints. (English. French summary) Zbl 1457.62144 Afr. Stat. 15, No. 3, 2371-2385 (2020). MSC: 62G30 62G15 60F05 PDF BibTeX XML Cite \textit{G. S. Lo} et al., Afr. Stat. 15, No. 3, 2371--2385 (2020; Zbl 1457.62144) Full Text: DOI Euclid
Skiadas, Christos H.; Skiadas, Charilaos The first exit time stochastic theory applied to estimate the life-time of a complicated system. (English) Zbl 1455.60088 Methodol. Comput. Appl. Probab. 22, No. 4, 1601-1611 (2020). MSC: 60H30 35R60 60G22 PDF BibTeX XML Cite \textit{C. H. Skiadas} and \textit{C. Skiadas}, Methodol. Comput. Appl. Probab. 22, No. 4, 1601--1611 (2020; Zbl 1455.60088) Full Text: DOI
Wang, Jing; Zhang, Yuhui Integral-type functionals downward of single death processes. (Chinese. English summary) Zbl 07295027 Chin. J. Appl. Probab. Stat. 36, No. 4, 393-414 (2020). MSC: 60J80 PDF BibTeX XML Cite \textit{J. Wang} and \textit{Y. Zhang}, Chin. J. Appl. Probab. Stat. 36, No. 4, 393--414 (2020; Zbl 07295027) Full Text: DOI
Chen, Zhenlong; Wang, Jun; Wu, Dongsheng On intersections of independent space-time anisotropic Gaussian fields. (English) Zbl 1460.60020 Stat. Probab. Lett. 166, Article ID 108874, 9 p. (2020). MSC: 60G15 60G17 60G60 PDF BibTeX XML Cite \textit{Z. Chen} et al., Stat. Probab. Lett. 166, Article ID 108874, 9 p. (2020; Zbl 1460.60020) Full Text: DOI
Hermon, Jonathan A spectral characterization for concentration of the cover time. (English) Zbl 07268526 J. Theor. Probab. 33, No. 4, 2167-2184 (2020). MSC: 60J10 60J27 PDF BibTeX XML Cite \textit{J. Hermon}, J. Theor. Probab. 33, No. 4, 2167--2184 (2020; Zbl 07268526) Full Text: DOI
Baste, Julien; Sau, Ignasi; Thilikos, Dimitrios M. Hitting minors on bounded treewidth graphs. I: General upper bounds. (English) Zbl 1450.05084 SIAM J. Discrete Math. 34, No. 3, 1623-1648 (2020). MSC: 05C83 05C85 68Q25 90C39 PDF BibTeX XML Cite \textit{J. Baste} et al., SIAM J. Discrete Math. 34, No. 3, 1623--1648 (2020; Zbl 1450.05084) Full Text: DOI
Johansson, Tony On Hamilton cycles in Erdős-Rényi subgraphs of large graphs. (English) Zbl 1451.05132 Random Struct. Algorithms 57, No. 1, 132-149 (2020). MSC: 05C45 05C07 05C35 PDF BibTeX XML Cite \textit{T. Johansson}, Random Struct. Algorithms 57, No. 1, 132--149 (2020; Zbl 1451.05132) Full Text: DOI
He, Tian-Xiao Half Riordan array sequences. (English) Zbl 1453.05008 Linear Algebra Appl. 604, 236-264 (2020). MSC: 05A15 05A05 15B36 15A06 05A19 11B83 PDF BibTeX XML Cite \textit{T.-X. He}, Linear Algebra Appl. 604, 236--264 (2020; Zbl 1453.05008) Full Text: DOI
Shapira, Assaf Kinetically constrained models with random constraints. (English) Zbl 1446.82057 Ann. Appl. Probab. 30, No. 2, 987-1006 (2020). MSC: 82C22 82C43 60K37 60K35 PDF BibTeX XML Cite \textit{A. Shapira}, Ann. Appl. Probab. 30, No. 2, 987--1006 (2020; Zbl 1446.82057) Full Text: DOI Euclid
Lipton, Alexander Old problems, classical methods, new solutions. (English) Zbl 1447.91178 Int. J. Theor. Appl. Finance 23, No. 4, Article ID 2050024, 37 p. (2020). MSC: 91G20 60G40 35Q91 PDF BibTeX XML Cite \textit{A. Lipton}, Int. J. Theor. Appl. Finance 23, No. 4, Article ID 2050024, 37 p. (2020; Zbl 1447.91178) Full Text: DOI
Nadtochiy, Sergey; Shkolnikov, Mykhaylo Mean field systems on networks, with singular interaction through hitting times. (English) Zbl 1448.82032 Ann. Probab. 48, No. 3, 1520-1556 (2020). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 82C22 05C57 54H25 92C20 PDF BibTeX XML Cite \textit{S. Nadtochiy} and \textit{M. Shkolnikov}, Ann. Probab. 48, No. 3, 1520--1556 (2020; Zbl 1448.82032) Full Text: DOI Euclid
Sabot, Christophe; Zeng, Xiaolin Hitting times of interacting drifted Brownian motions and the vertex reinforced jump process. (English) Zbl 1457.60126 Ann. Probab. 48, No. 3, 1057-1085 (2020). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60J65 60K35 60K37 60J60 82B44 81T25 81T60 PDF BibTeX XML Cite \textit{C. Sabot} and \textit{X. Zeng}, Ann. Probab. 48, No. 3, 1057--1085 (2020; Zbl 1457.60126) Full Text: DOI Euclid
Rechberger, Simon; Zweimüller, Roland Return- and hitting-time distributions of small sets in infinite measure preserving systems. (English) Zbl 1447.37014 Ergodic Theory Dyn. Syst. 40, No. 8, 2239-2273 (2020). MSC: 37A50 37A40 28D05 37E05 60F05 PDF BibTeX XML Cite \textit{S. Rechberger} and \textit{R. Zweimüller}, Ergodic Theory Dyn. Syst. 40, No. 8, 2239--2273 (2020; Zbl 1447.37014) Full Text: DOI
Cooley, Oliver; Del Giudice, Nicola; Kang, Mihyun; Sprüssel, Philipp Vanishing of cohomology groups of random simplicial complexes. (English) Zbl 1436.05095 Random Struct. Algorithms 56, No. 2, 461-500 (2020). MSC: 05C80 05C65 05E45 PDF BibTeX XML Cite \textit{O. Cooley} et al., Random Struct. Algorithms 56, No. 2, 461--500 (2020; Zbl 1436.05095) Full Text: DOI
Zhang, Fu; Du, Kai Krylov-Safonov estimates for a degenerate diffusion process. (English) Zbl 1451.60094 Stochastic Processes Appl. 130, No. 8, 5100-5123 (2020). MSC: 60J60 60K50 60H15 PDF BibTeX XML Cite \textit{F. Zhang} and \textit{K. Du}, Stochastic Processes Appl. 130, No. 8, 5100--5123 (2020; Zbl 1451.60094) Full Text: DOI
Schmidt, Marius A. A simple proof of the DPRZ theorem for 2d cover times. (English) Zbl 1448.60167 Ann. Probab. 48, No. 1, 445-457 (2020). Reviewer: Ze-Chun Hu (Chengdu) MSC: 60J65 60G50 60G70 60K35 PDF BibTeX XML Cite \textit{M. A. Schmidt}, Ann. Probab. 48, No. 1, 445--457 (2020; Zbl 1448.60167) Full Text: DOI Euclid
Lü, Fan; Wu, Jun Maximal run-length function for real numbers in beta-dynamical system. (English) Zbl 1446.11148 Nonlinearity 33, No. 6, 2640-2659 (2020). Reviewer: Symon Serbenyuk (Kyiv) MSC: 11K55 11A63 PDF BibTeX XML Cite \textit{F. Lü} and \textit{J. Wu}, Nonlinearity 33, No. 6, 2640--2659 (2020; Zbl 1446.11148) Full Text: DOI
Choi, Michael C. H.; Huang, Lu-Jing On hitting time, mixing time and geometric interpretations of Metropolis-Hastings reversiblizations. (English) Zbl 1434.60199 J. Theor. Probab. 33, No. 2, 1144-1163 (2020). MSC: 60J27 60J28 PDF BibTeX XML Cite \textit{M. C. H. Choi} and \textit{L.-J. Huang}, J. Theor. Probab. 33, No. 2, 1144--1163 (2020; Zbl 1434.60199) Full Text: DOI
Wiśniewolski, Maciej Integral functionals under the excursion measure. (English) Zbl 1434.60210 J. Appl. Probab. 57, No. 1, 137-155 (2020). MSC: 60J45 60J55 60J65 PDF BibTeX XML Cite \textit{M. Wiśniewolski}, J. Appl. Probab. 57, No. 1, 137--155 (2020; Zbl 1434.60210) Full Text: DOI
Chebotarev, Pavel; Deza, Elena Hitting time quasi-metric and its forest representation. (English) Zbl 1444.60073 Optim. Lett. 14, No. 2, 291-307 (2020). MSC: 60J10 60G50 05C12 05C20 05C05 PDF BibTeX XML Cite \textit{P. Chebotarev} and \textit{E. Deza}, Optim. Lett. 14, No. 2, 291--307 (2020; Zbl 1444.60073) Full Text: DOI
Baste, Julien; Sau, Ignasi; Thilikos, Dimitrios M. Hitting minors on bounded treewidth graphs. II. Single-exponential algorithms. (English) Zbl 1435.68122 Theor. Comput. Sci. 814, 135-152 (2020). MSC: 68Q27 05C83 05C85 68Q17 90C39 PDF BibTeX XML Cite \textit{J. Baste} et al., Theor. Comput. Sci. 814, 135--152 (2020; Zbl 1435.68122) Full Text: DOI
Baste, Julien; Sau, Ignasi; Thilikos, Dimitrios M. Hitting minors on bounded treewidth graphs. III. Lower bounds. (English) Zbl 1435.68121 J. Comput. Syst. Sci. 109, 56-77 (2020). MSC: 68Q27 05C83 05C85 68Q17 90C39 PDF BibTeX XML Cite \textit{J. Baste} et al., J. Comput. Syst. Sci. 109, 56--77 (2020; Zbl 1435.68121) Full Text: DOI
Pawelec, Łukasz; Urbański, Mariusz Long hitting times for expanding systems. (English) Zbl 1435.37011 Nonlinearity 33, No. 3, 942-970 (2020). Reviewer: Hasan Akin (Gaziantep) MSC: 37A30 37D35 37B10 37E10 PDF BibTeX XML Cite \textit{Ł. Pawelec} and \textit{M. Urbański}, Nonlinearity 33, No. 3, 942--970 (2020; Zbl 1435.37011) Full Text: DOI arXiv
Xin, Cheng; Zhao, Minzhi; Yao, Qiang; Cui, Erjia On the distribution of the hitting time for the \(N\)-urn Ehrenfest model. (English) Zbl 1453.60013 Stat. Probab. Lett. 157, Article ID 108625, 11 p. (2020). MSC: 60C05 60J10 60J27 PDF BibTeX XML Cite \textit{C. Xin} et al., Stat. Probab. Lett. 157, Article ID 108625, 11 p. (2020; Zbl 1453.60013) Full Text: DOI arXiv
Kirsebom, Maxim; Kunde, Philipp; Persson, Tomas Shrinking targets and eventually always hitting points for interval maps. (English) Zbl 1440.37048 Nonlinearity 33, No. 2, 892-914 (2020). Reviewer: Steve Pederson (Atlanta) MSC: 37E05 37A05 11J70 11A55 PDF BibTeX XML Cite \textit{M. Kirsebom} et al., Nonlinearity 33, No. 2, 892--914 (2020; Zbl 1440.37048) Full Text: DOI arXiv
Wang, Xiuli; Jiang, Bin; Lu, Ningyun Relevance vector machine based remaining useful life prediction for traction systems of high-speed trains. (Chinese. English summary) Zbl 1449.62290 Acta Autom. Sin. 45, No. 12, 2303-2311 (2019). MSC: 62P30 62N05 62M10 PDF BibTeX XML Cite \textit{X. Wang} et al., Acta Autom. Sin. 45, No. 12, 2303--2311 (2019; Zbl 1449.62290) Full Text: DOI
Gapeev, Pavel V. Perpetual dual American barrier options for short sellers. (English) Zbl 1434.62221 Steland, Ansgar (ed.) et al., Stochastic models, statistics and their applications. Collected papers based on the presentations at the 14th workshop, Dresden, Germany, March 6–8, 2019. Cham: Springer. Springer Proc. Math. Stat. 294, 85-99 (2019). MSC: 62P05 60G40 60J65 91G30 PDF BibTeX XML Cite \textit{P. V. Gapeev}, Springer Proc. Math. Stat. 294, 85--99 (2019; Zbl 1434.62221) Full Text: DOI
Schlichting, André; Slowik, Martin Poincaré and logarithmic Sobolev constants for metastable Markov chains via capacitary inequalities. (English) Zbl 1432.60070 Ann. Appl. Probab. 29, No. 6, 3438-3488 (2019). MSC: 60J10 34L15 60J45 82C26 60E15 PDF BibTeX XML Cite \textit{A. Schlichting} and \textit{M. Slowik}, Ann. Appl. Probab. 29, No. 6, 3438--3488 (2019; Zbl 1432.60070) Full Text: DOI Euclid
Morinaga, Daiki; Akimoto, Youhei Generalized drift analysis in continuous domain. Linear convergence of (1+1)-ES on strongly convex functions with Lipschitz continuous gradients. (English) Zbl 1433.68648 Proceedings of the 15th ACM/SIGEVO workshop on foundations of genetic algorithms, FOGA 2019, Potsdam, Germany, August 27–29, 2019. New York, NY: Association for Computing Machinery (ACM). 13-24 (2019). MSC: 68W50 90C59 PDF BibTeX XML Cite \textit{D. Morinaga} and \textit{Y. Akimoto}, in: Proceedings of the 15th ACM/SIGEVO workshop on foundations of genetic algorithms, FOGA 2019, Potsdam, Germany, August 27--29, 2019. New York, NY: Association for Computing Machinery (ACM). 13--24 (2019; Zbl 1433.68648) Full Text: DOI
Tibi, Danielle Martingales and buffer overflow for the symmetric shortest queue model. (English) Zbl 1430.90204 Queueing Syst. 93, No. 1-2, 153-190 (2019). MSC: 90B22 60J27 60K25 PDF BibTeX XML Cite \textit{D. Tibi}, Queueing Syst. 93, No. 1--2, 153--190 (2019; Zbl 1430.90204) Full Text: DOI
Sheng, Yibin; Zhang, Zhongzhi Low-mean hitting time for random walks on heterogeneous networks. (English) Zbl 1433.05289 IEEE Trans. Inf. Theory 65, No. 11, 6898-6910 (2019). MSC: 05C81 60J10 PDF BibTeX XML Cite \textit{Y. Sheng} and \textit{Z. Zhang}, IEEE Trans. Inf. Theory 65, No. 11, 6898--6910 (2019; Zbl 1433.05289) Full Text: DOI
Silvestrov, Dmitrii; Silvestrov, Sergei Asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes. II. (English) Zbl 1428.60106 Methodol. Comput. Appl. Probab. 21, No. 3, 965-984 (2019). MSC: 60J10 60J27 60K15 65C40 PDF BibTeX XML Cite \textit{D. Silvestrov} and \textit{S. Silvestrov}, Methodol. Comput. Appl. Probab. 21, No. 3, 965--984 (2019; Zbl 1428.60106) Full Text: DOI arXiv
Silvestrov, Dmitrii; Silvestrov, Sergei Asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes. I. (English) Zbl 1428.60105 Methodol. Comput. Appl. Probab. 21, No. 3, 945-964 (2019). MSC: 60J10 60J27 60K15 65C40 PDF BibTeX XML Cite \textit{D. Silvestrov} and \textit{S. Silvestrov}, Methodol. Comput. Appl. Probab. 21, No. 3, 945--964 (2019; Zbl 1428.60105) Full Text: DOI arXiv
Zhang, Yuhui; Zhou, Xiaofeng High order moments of first hitting times for single death processes. (English) Zbl 1427.60169 Front. Math. China 14, No. 5, 1037-1061 (2019). MSC: 60J60 60J27 PDF BibTeX XML Cite \textit{Y. Zhang} and \textit{X. Zhou}, Front. Math. China 14, No. 5, 1037--1061 (2019; Zbl 1427.60169) Full Text: DOI
Beliayeu, Mikhail; Chmel, Petr; Narayanan, Bhargav; Petr, Jan Slowdown for the geodesic-biased random walk. (English) Zbl 1448.60096 Electron. Commun. Probab. 24, Paper No. 73, 8 p. (2019). Reviewer: Bastien Mallein (Villetaneuse) MSC: 60G50 60J10 60C05 PDF BibTeX XML Cite \textit{M. Beliayeu} et al., Electron. Commun. Probab. 24, Paper No. 73, 8 p. (2019; Zbl 1448.60096) Full Text: DOI Euclid arXiv
Hishida, Yuji; Ishigaki, Yuta; Okumura, Toshiki A numerical scheme for expectations with first hitting time to smooth boundary. (English) Zbl 1425.91428 Asia-Pac. Financ. Mark. 26, No. 4, 553-565 (2019). MSC: 91G60 65M99 91G20 PDF BibTeX XML Cite \textit{Y. Hishida} et al., Asia-Pac. Financ. Mark. 26, No. 4, 553--565 (2019; Zbl 1425.91428) Full Text: DOI
Nardi, Francesca R.; Zocca, Alessandro Tunneling behavior of Ising and Potts models in the low-temperature regime. (English) Zbl 1448.60189 Stochastic Processes Appl. 129, No. 11, 4556-4575 (2019). MSC: 60K35 82B20 82C20 PDF BibTeX XML Cite \textit{F. R. Nardi} and \textit{A. Zocca}, Stochastic Processes Appl. 129, No. 11, 4556--4575 (2019; Zbl 1448.60189) Full Text: DOI arXiv
Najnudel, Joseph; Yen, Ju-Yi On equalities of sigma-finite measures constructed from discrete recurrent Markov chains. (English) Zbl 1439.60068 ALEA, Lat. Am. J. Probab. Math. Stat. 16, No. 2, 1201-1211 (2019). MSC: 60J10 60J45 60J50 60J55 PDF BibTeX XML Cite \textit{J. Najnudel} and \textit{J.-Y. Yen}, ALEA, Lat. Am. J. Probab. Math. Stat. 16, No. 2, 1201--1211 (2019; Zbl 1439.60068) Full Text: Link
Zhang, Yuhui Moments of first hitting times for birth-death processes on trees. (English) Zbl 07131249 Front. Math. China 14, No. 4, 833-854 (2019). MSC: 60J60 PDF BibTeX XML Cite \textit{Y. Zhang}, Front. Math. China 14, No. 4, 833--854 (2019; Zbl 07131249) Full Text: DOI
Kötzing, Timo; Krejca, Martin S. First-hitting times under drift. (English) Zbl 1435.68218 Theor. Comput. Sci. 796, 51-69 (2019). MSC: 68Q87 60G40 68T20 68W20 PDF BibTeX XML Cite \textit{T. Kötzing} and \textit{M. S. Krejca}, Theor. Comput. Sci. 796, 51--69 (2019; Zbl 1435.68218) Full Text: DOI
Hamana, Yuji Hitting times to spheres of Brownian motions with drifts starting from the origin. (English) Zbl 07121252 Proc. Japan Acad., Ser. A 95, No. 4, 37-39 (2019). MSC: 60J65 60G40 PDF BibTeX XML Cite \textit{Y. Hamana}, Proc. Japan Acad., Ser. A 95, No. 4, 37--39 (2019; Zbl 07121252) Full Text: DOI Euclid
Zocca, Alessandro Temporal starvation in multi-channel CSMA networks: an analytical framework. (English) Zbl 07119164 Queueing Syst. 91, No. 3-4, 241-263 (2019). MSC: 60J27 60K35 68M10 68M20 90B15 90B18 PDF BibTeX XML Cite \textit{A. Zocca}, Queueing Syst. 91, No. 3--4, 241--263 (2019; Zbl 07119164) Full Text: DOI arXiv
Chen, Nan; Yang, Nian The principle of not feeling the boundary for the SABR model. (English) Zbl 1420.91452 Quant. Finance 19, No. 3, 427-436 (2019). MSC: 91G20 PDF BibTeX XML Cite \textit{N. Chen} and \textit{N. Yang}, Quant. Finance 19, No. 3, 427--436 (2019; Zbl 1420.91452) Full Text: DOI
Gzyl, Henryk Hitting spheres with Brownian motion revisited. (English) Zbl 1422.60138 Stat. Probab. Lett. 155, Article ID 108565, 6 p. (2019). MSC: 60J65 PDF BibTeX XML Cite \textit{H. Gzyl}, Stat. Probab. Lett. 155, Article ID 108565, 6 p. (2019; Zbl 1422.60138) Full Text: DOI
Helali, Amine; Löwe, Matthias Hitting times, commute times, and cover times for random walks on random hypergraphs. (English) Zbl 1422.60016 Stat. Probab. Lett. 154, Article ID 108535, 6 p. (2019). MSC: 60B20 05C81 05C80 PDF BibTeX XML Cite \textit{A. Helali} and \textit{M. Löwe}, Stat. Probab. Lett. 154, Article ID 108535, 6 p. (2019; Zbl 1422.60016) Full Text: DOI arXiv
Lee, Mei-Ling Ting; Whitmore, G. A. A new class of survival distribution for degradation processes subject to shocks. (English) Zbl 07102604 J. Stat. Distrib. Appl. 6, Paper No. 8, 24 p. (2019). MSC: 60E 62E PDF BibTeX XML Cite \textit{M.-L. T. Lee} and \textit{G. A. Whitmore}, J. Stat. Distrib. Appl. 6, Paper No. 8, 24 p. (2019; Zbl 07102604) Full Text: DOI
Rosengren, Sebastian; Trapman, Pieter A dynamic Erdős-Rényi graph model. (English) Zbl 1422.05094 Markov Process. Relat. Fields 25, No. 2, 275-300 (2019). MSC: 05C80 60G99 60J10 PDF BibTeX XML Cite \textit{S. Rosengren} and \textit{P. Trapman}, Markov Process. Relat. Fields 25, No. 2, 275--300 (2019; Zbl 1422.05094)
Nenadov, Rajko; Steger, Angelika; Trujić, Miloš Resilience of perfect matchings and Hamiltonicity in random graph processes. (English) Zbl 1417.05189 Random Struct. Algorithms 54, No. 4, 797-819 (2019). MSC: 05C80 05C45 05C70 PDF BibTeX XML Cite \textit{R. Nenadov} et al., Random Struct. Algorithms 54, No. 4, 797--819 (2019; Zbl 1417.05189) Full Text: DOI arXiv
Yao, Kai First hitting time of uncertain random renewal reward process and its application in insurance risk process. (English) Zbl 1418.60113 Soft Comput. 23, No. 11, 3687-3696 (2019). MSC: 60K05 60K10 60A86 91B30 PDF BibTeX XML Cite \textit{K. Yao}, Soft Comput. 23, No. 11, 3687--3696 (2019; Zbl 1418.60113) Full Text: DOI
Li, Bo; Vu, Nhat Linh; Zhou, Xiaowen Exit problems for general draw-down times of spectrally negative Lévy processes. (English) Zbl 1415.60048 J. Appl. Probab. 56, No. 2, 441-457 (2019). MSC: 60G51 60E10 60J35 PDF BibTeX XML Cite \textit{B. Li} et al., J. Appl. Probab. 56, No. 2, 441--457 (2019; Zbl 1415.60048) Full Text: DOI arXiv
Jiang, Yiming; Song, Shiyu; Wang, Yongjin Some explicit results on one kind of sticky diffusion. (English) Zbl 1415.60093 J. Appl. Probab. 56, No. 2, 398-415 (2019). MSC: 60J60 91G20 PDF BibTeX XML Cite \textit{Y. Jiang} et al., J. Appl. Probab. 56, No. 2, 398--415 (2019; Zbl 1415.60093) Full Text: DOI
Manzo, F.; Scoppola, E. Exact results on the first hitting via conditional strong quasi-stationary times and applications to metastability. (English) Zbl 1420.82019 J. Stat. Phys. 174, No. 6, 1239-1262 (2019). MSC: 82C41 60J10 15B51 PDF BibTeX XML Cite \textit{F. Manzo} and \textit{E. Scoppola}, J. Stat. Phys. 174, No. 6, 1239--1262 (2019; Zbl 1420.82019) Full Text: DOI
Kim, Dong Han; Marchese, Luca; Marmi, Stefano Long hitting time for translation flows and L-shaped billiards. (English) Zbl 1442.37059 J. Mod. Dyn. 14, 291-353 (2019). MSC: 37E35 37C83 11K60 11K55 PDF BibTeX XML Cite \textit{D. H. Kim} et al., J. Mod. Dyn. 14, 291--353 (2019; Zbl 1442.37059) Full Text: DOI arXiv
Zweimüller, Roland Hitting-time limits for some exceptional rare events of ergodic maps. (English) Zbl 1417.37039 Stochastic Processes Appl. 129, No. 5, 1556-1567 (2019). MSC: 37A05 28D05 37E05 PDF BibTeX XML Cite \textit{R. Zweimüller}, Stochastic Processes Appl. 129, No. 5, 1556--1567 (2019; Zbl 1417.37039) Full Text: DOI arXiv
Choi, Michael C. H. On resistance distance of Markov chain and its sum rules. (English) Zbl 1414.60056 Linear Algebra Appl. 571, 14-25 (2019). MSC: 60J10 PDF BibTeX XML Cite \textit{M. C. H. Choi}, Linear Algebra Appl. 571, 14--25 (2019; Zbl 1414.60056) Full Text: DOI
Lee, Mei-Ling Ting A survey of threshold regression for time-to-event analysis and applications. (English) Zbl 1417.62318 Taiwanese J. Math. 23, No. 2, 293-305 (2019). MSC: 62P10 62N05 60J65 62J07 60G10 62M10 PDF BibTeX XML Cite \textit{M.-L. T. Lee}, Taiwanese J. Math. 23, No. 2, 293--305 (2019; Zbl 1417.62318) Full Text: DOI Euclid
Dong, Qinglai; Cui, Lirong First hitting time distributions for Brownian motion and regions with piecewise linear boundaries. (English) Zbl 1411.60119 Methodol. Comput. Appl. Probab. 21, No. 1, 1-23 (2019). MSC: 60J65 60J75 60J60 60J70 PDF BibTeX XML Cite \textit{Q. Dong} and \textit{L. Cui}, Methodol. Comput. Appl. Probab. 21, No. 1, 1--23 (2019; Zbl 1411.60119) Full Text: DOI
Byczkowski, Tomasz; Jakubowski, Jacek; Wiśniewolski, Maciej On functionals of excursions for Bessel processes with negative index. (English) Zbl 1422.60126 Stud. Math. 246, No. 3, 217-231 (2019). MSC: 60J25 60J35 60J45 PDF BibTeX XML Cite \textit{T. Byczkowski} et al., Stud. Math. 246, No. 3, 217--231 (2019; Zbl 1422.60126) Full Text: DOI
Huang, Jing; Li, Shuchao; Xie, Zheng Further results on the expected hitting time, the cover cost and the related invariants of graphs. (English) Zbl 1400.05218 Discrete Math. 342, No. 1, 78-95 (2019). MSC: 05C81 05C35 PDF BibTeX XML Cite \textit{J. Huang} et al., Discrete Math. 342, No. 1, 78--95 (2019; Zbl 1400.05218) Full Text: DOI arXiv
Baste, Julien; Sau, Ignasi; Thilikos, Dimitrios M. Optimal algorithms for hitting (topological) minors on graphs of bounded treewidth. (English) Zbl 1443.68120 Lokshtanov, Daniel (ed.) et al., 12th international symposium on parameterized and exact computation, IPEC 2017, Vienna, Austria, September 6–8, 2017. Wadern: Schloss Dagstuhl – Leibniz Zentrum für Informatik. LIPIcs – Leibniz Int. Proc. Inform. 89, Article 4, 12 p. (2018). MSC: 68R10 05C83 05C85 68Q27 68W40 PDF BibTeX XML Cite \textit{J. Baste} et al., LIPIcs -- Leibniz Int. Proc. Inform. 89, Article 4, 12 p. (2018; Zbl 1443.68120) Full Text: DOI
Cavazos-Cadena, Rolando Characterization of the optimal risk-sensitive average cost in denumerable Markov decision chains. (English) Zbl 1443.91109 Math. Oper. Res. 43, No. 3, 1025-1050 (2018). MSC: 91B06 90C40 91B16 PDF BibTeX XML Cite \textit{R. Cavazos-Cadena}, Math. Oper. Res. 43, No. 3, 1025--1050 (2018; Zbl 1443.91109) Full Text: DOI
Wang, Chengyong; Guo, Ziliang; Li, Shuchao Expected hitting times for random walks on the \(k\)-triangle graph and their applications. (English) Zbl 1427.05214 Appl. Math. Comput. 338, 698-710 (2018). MSC: 05C81 60G50 05C35 05C12 PDF BibTeX XML Cite \textit{C. Wang} et al., Appl. Math. Comput. 338, 698--710 (2018; Zbl 1427.05214) Full Text: DOI
Osypchuk, M. M.; Portenko, M. I. On the distribution of a rotationally invariant \(\alpha\)-stable process at the hitting time of a given hyperplane. (English) Zbl 1424.60066 Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 2018, No. 12, 14-20 (2018). MSC: 60G52 PDF BibTeX XML Cite \textit{M. M. Osypchuk} and \textit{M. I. Portenko}, Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 2018, No. 12, 14--20 (2018; Zbl 1424.60066) Full Text: DOI
Hamana, Yuji; Matsumoto, Hiroyuki Precise asymptotic formulae for the first hitting times of Bessel processes. (English) Zbl 1419.60037 Tokyo J. Math. 41, No. 2, 603-615 (2018). MSC: 60G40 60J60 PDF BibTeX XML Cite \textit{Y. Hamana} and \textit{H. Matsumoto}, Tokyo J. Math. 41, No. 2, 603--615 (2018; Zbl 1419.60037) Full Text: DOI
Bielecki, Tomasz R.; Jeanblanc, Monique; Sezer, Ali Devin Joint densities of hitting times for finite state Markov processes. (English) Zbl 1424.60088 Turk. J. Math. 42, No. 2, 586-608 (2018). MSC: 60J27 60G40 91G40 PDF BibTeX XML Cite \textit{T. R. Bielecki} et al., Turk. J. Math. 42, No. 2, 586--608 (2018; Zbl 1424.60088) Full Text: DOI
Hong, Liang A further study of the choice between two hedging strategies – the continuous case. (English) Zbl 1426.91248 Methodol. Comput. Appl. Probab. 20, No. 4, 1189-1198 (2018). MSC: 91G10 60J25 PDF BibTeX XML Cite \textit{L. Hong}, Methodol. Comput. Appl. Probab. 20, No. 4, 1189--1198 (2018; Zbl 1426.91248) Full Text: DOI
Avrachenkov, Konstantin; Piunovskiy, Alexey; Zhang, Yi Hitting times in Markov chains with restart and their application to network centrality. (English) Zbl 1411.60106 Methodol. Comput. Appl. Probab. 20, No. 4, 1173-1188 (2018). MSC: 60J05 60J20 PDF BibTeX XML Cite \textit{K. Avrachenkov} et al., Methodol. Comput. Appl. Probab. 20, No. 4, 1173--1188 (2018; Zbl 1411.60106) Full Text: DOI
Silvestrov, D. S.; Silvestrov, S. D. Asymptotic expansions for power-exponential moments of hitting times for nonlinearly perturbed semi-Markov processes. (English) Zbl 1409.60108 Theory Probab. Math. Stat. 97, 183-200 (2018) and Teor. Jmovirn. Mat. Stat. 97, 171-187 (2017). MSC: 60J10 60J27 60K15 65C40 PDF BibTeX XML Cite \textit{D. S. Silvestrov} and \textit{S. D. Silvestrov}, Theory Probab. Math. Stat. 97, 183--200 (2018; Zbl 1409.60108) Full Text: DOI
Gómez-Corral, A.; López-García, M. Perturbation analysis in finite LD-QBD processes and applications to epidemic models. (English) Zbl 06986994 Numer. Linear Algebra Appl. 25, No. 5, e2160, 22 p. (2018). MSC: 92D30 65C40 PDF BibTeX XML Cite \textit{A. Gómez-Corral} and \textit{M. López-García}, Numer. Linear Algebra Appl. 25, No. 5, e2160, 22 p. (2018; Zbl 06986994) Full Text: DOI
Hainaut, Donatien; Shen, Yang; Zeng, Yan How do capital structure and economic regime affect fair prices of bank’s equity and liabilities? (English) Zbl 1416.91396 Ann. Oper. Res. 262, No. 2, 519-545 (2018). MSC: 91G50 91G20 PDF BibTeX XML Cite \textit{D. Hainaut} et al., Ann. Oper. Res. 262, No. 2, 519--545 (2018; Zbl 1416.91396) Full Text: DOI
Avena, L.; Gaudillière, A. Two applications of random spanning forests. (English) Zbl 1397.05161 J. Theor. Probab. 31, No. 4, 1975-2004 (2018). MSC: 05C80 60J20 15A15 15A18 05C85 PDF BibTeX XML Cite \textit{L. Avena} and \textit{A. Gaudillière}, J. Theor. Probab. 31, No. 4, 1975--2004 (2018; Zbl 1397.05161) Full Text: DOI
Huang, Jing; Li, Shuchao Expected hitting times for random walks on quadrilateral graphs and their applications. (English) Zbl 1397.05168 Linear Multilinear Algebra 66, No. 12, 2389-2408 (2018). MSC: 05C81 05C40 05C12 60J20 PDF BibTeX XML Cite \textit{J. Huang} and \textit{S. Li}, Linear Multilinear Algebra 66, No. 12, 2389--2408 (2018; Zbl 1397.05168) Full Text: DOI
Portugal, Renato Quantum walks and search algorithms. 2nd edition. (English) Zbl 1457.81004 Quantum Science and Technology. Cham: Springer (ISBN 978-3-319-97812-3/hbk; 978-3-319-97813-0/ebook). xiv, 308 p. (2018). Reviewer: K.-E. Hellwig (Berlin) MSC: 81-01 81-02 81P68 68P10 81S25 60G50 05C70 05C81 PDF BibTeX XML Cite \textit{R. Portugal}, Quantum walks and search algorithms. 2nd edition. Cham: Springer (2018; Zbl 1457.81004) Full Text: DOI
Huang, Lu-Jing; Mao, Yong-Hua Variational principles of hitting times for non-reversible Markov chains. (English) Zbl 1414.60067 J. Math. Anal. Appl. 468, No. 2, 959-975 (2018). MSC: 60J27 44A10 PDF BibTeX XML Cite \textit{L.-J. Huang} and \textit{Y.-H. Mao}, J. Math. Anal. Appl. 468, No. 2, 959--975 (2018; Zbl 1414.60067) Full Text: DOI
Jakubowski, Jacek; Wiśniewolski, Maciej Invariance formulas for stopping times of squared Bessel process. (English) Zbl 1401.60143 Stochastic Anal. Appl. 36, No. 4, 671-699 (2018). MSC: 60J25 60H30 60G40 PDF BibTeX XML Cite \textit{J. Jakubowski} and \textit{M. Wiśniewolski}, Stochastic Anal. Appl. 36, No. 4, 671--699 (2018; Zbl 1401.60143) Full Text: DOI
Coutin, Laure; Pontier, Monique; Ngom, Waly Joint distribution of a Lévy process and its running supremum. (English) Zbl 1396.60049 J. Appl. Probab. 55, No. 2, 488-512 (2018). MSC: 60G51 60H20 PDF BibTeX XML Cite \textit{L. Coutin} et al., J. Appl. Probab. 55, No. 2, 488--512 (2018; Zbl 1396.60049) Full Text: DOI
Möhle, M. On strictly monotone Markov chains with constant hitting probabilities and applications to a class of beta coalescents. (English) Zbl 1417.60063 Markov Process. Relat. Fields 24, No. 1, 107-130 (2018). MSC: 60J10 62E15 60F05 92D15 PDF BibTeX XML Cite \textit{M. Möhle}, Markov Process. Relat. Fields 24, No. 1, 107--130 (2018; Zbl 1417.60063)
Letemplier, Julien; Simon, Thomas The area of a spectrally positive stable process stopped at zero. (English) Zbl 1410.60047 Probab. Math. Stat. 38, No. 1, 27-37 (2018). MSC: 60G52 60G51 60E07 PDF BibTeX XML Cite \textit{J. Letemplier} and \textit{T. Simon}, Probab. Math. Stat. 38, No. 1, 27--37 (2018; Zbl 1410.60047) Full Text: Link
Adam, Etienne Slow recurrent regimes for a class of one-dimensional stochastic growth models. (English) Zbl 1405.60111 Stochastic Processes Appl. 128, No. 9, 2905-2922 (2018). MSC: 60J10 60J80 PDF BibTeX XML Cite \textit{E. Adam}, Stochastic Processes Appl. 128, No. 9, 2905--2922 (2018; Zbl 1405.60111) Full Text: DOI arXiv
Choi, Michael C. H. Velocity formulae between entropy and hitting time for Markov chains. (English) Zbl 1395.60077 Stat. Probab. Lett. 141, 62-67 (2018). MSC: 60J10 PDF BibTeX XML Cite \textit{M. C. H. Choi}, Stat. Probab. Lett. 141, 62--67 (2018; Zbl 1395.60077) Full Text: DOI
Jiang, Yiming; Song, Shiyu; Wang, Yongjin Pricing European vanilla options under a jump-to-default threshold diffusion model. (English) Zbl 1395.91452 J. Comput. Appl. Math. 344, 438-456 (2018). MSC: 91G20 60G07 PDF BibTeX XML Cite \textit{Y. Jiang} et al., J. Comput. Appl. Math. 344, 438--456 (2018; Zbl 1395.91452) Full Text: DOI
Privault, Nicolas Understanding Markov chains. Examples and applications. 2nd edition. (English) Zbl 1458.60002 Springer Undergraduate Mathematics Series. Singapore: Springer (ISBN 978-981-13-0658-7/pbk; 978-981-13-0659-4/ebook). xvii, 372 p. (2018). MSC: 60-01 60J10 60G50 60J80 PDF BibTeX XML Cite \textit{N. Privault}, Understanding Markov chains. Examples and applications. 2nd edition. Singapore: Springer (2018; Zbl 1458.60002) Full Text: DOI
Lefebvre, Mario LQG homing problems for processes used in financial mathematics. (English) Zbl 1399.91148 Rev. Roum. Math. Pures Appl. 63, No. 1, 27-37 (2018). MSC: 91G80 93E20 PDF BibTeX XML Cite \textit{M. Lefebvre}, Rev. Roum. Math. Pures Appl. 63, No. 1, 27--37 (2018; Zbl 1399.91148)
Buchak, Khrystyna; Sakhno, Lyudmyla Properties of Poisson processes directed by compound Poisson-gamma subordinators. (English) Zbl 1391.60097 Mod. Stoch., Theory Appl. 5, No. 2, 167-189 (2018). MSC: 60G50 60G51 60G55 PDF BibTeX XML Cite \textit{K. Buchak} and \textit{L. Sakhno}, Mod. Stoch., Theory Appl. 5, No. 2, 167--189 (2018; Zbl 1391.60097) Full Text: DOI arXiv
Balelli, Irene; Milišić, Vuk; Wainrib, Gilles Random walks on binary strings applied to the somatic hypermutation of B-cells. (English) Zbl 1392.92022 Math. Biosci. 300, 168-186 (2018). MSC: 92C37 05C81 PDF BibTeX XML Cite \textit{I. Balelli} et al., Math. Biosci. 300, 168--186 (2018; Zbl 1392.92022) Full Text: DOI arXiv
Hermon, Jonathan On sensitivity of uniform mixing times. (English. French summary) Zbl 1396.60085 Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 1, 234-248 (2018). MSC: 60J10 PDF BibTeX XML Cite \textit{J. Hermon}, Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 1, 234--248 (2018; Zbl 1396.60085) Full Text: DOI arXiv
Chen, Haiyan Hitting times for random walks on subdivision and triangulation graphs. (English) Zbl 1387.05241 Linear Multilinear Algebra 66, No. 1, 117-130 (2018). MSC: 05C81 05C50 05C40 60J20 PDF BibTeX XML Cite \textit{H. Chen}, Linear Multilinear Algebra 66, No. 1, 117--130 (2018; Zbl 1387.05241) Full Text: DOI
Choi, Michael C. H. Hitting time and mixing time bounds of Stein’s factors. (English) Zbl 1390.60281 Electron. Commun. Probab. 23, Paper No. 6, 10 p. (2018). MSC: 60J27 60J45 60J75 PDF BibTeX XML Cite \textit{M. C. H. Choi}, Electron. Commun. Probab. 23, Paper No. 6, 10 p. (2018; Zbl 1390.60281) Full Text: DOI Euclid arXiv
Heydenreich, Markus; Hirsch, Christian; Valesin, Daniel Uniformity of hitting times of the contact process. (English) Zbl 1390.60352 ALEA, Lat. Am. J. Probab. Math. Stat. 15, No. 1, 233-245 (2018). MSC: 60K35 82C22 PDF BibTeX XML Cite \textit{M. Heydenreich} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 15, No. 1, 233--245 (2018; Zbl 1390.60352) Full Text: Link arXiv