Baccelli, François; Ramesan, Nithin A computational framework for evaluating the role of mobility on the propagation of epidemics on point processes. (English) Zbl 07458802 J. Math. Biol. 84, No. 1-2, Paper No. 4, 40 p. (2022). MSC: 60G55 92D30 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 07458802) Full Text: DOI OpenURL
Durieu, Olivier; Wang, Yizao Phase transition for extremes of a stochastic model with long-range dependence and multiplicative noise. (English) Zbl 07444672 Stochastic Processes Appl. 143, 55-88 (2022). MSC: 60G70 60F17 60G57 PDF BibTeX XML Cite \textit{O. Durieu} and \textit{Y. Wang}, Stochastic Processes Appl. 143, 55--88 (2022; Zbl 07444672) Full Text: DOI OpenURL
Finkelshtein, Dmitri; Kondratiev, Yuri; Lytvynov, Eugene; Oliveira, Maria João Stirling operators in spatial combinatorics. (English) Zbl 07437667 J. Funct. Anal. 282, No. 2, Article ID 109285, 45 p. (2022). MSC: 11B73 46G25 47B39 47B93 81S05 05A10 05A19 60G55 PDF BibTeX XML Cite \textit{D. Finkelshtein} et al., J. Funct. Anal. 282, No. 2, Article ID 109285, 45 p. (2022; Zbl 07437667) Full Text: DOI OpenURL
Améndola, Carlos; Pham, Viet Son Autocovariance varieties of moving average random fields. (English) Zbl 1475.62289 J. Symb. Comput. 109, 202-219 (2022). MSC: 62R01 62M10 62M20 62F10 60G60 13P25 14M25 14Q15 PDF BibTeX XML Cite \textit{C. Améndola} and \textit{V. S. Pham}, J. Symb. Comput. 109, 202--219 (2022; Zbl 1475.62289) Full Text: DOI arXiv OpenURL
Wilcox, Rand R. Introduction to robust estimation and hypothesis testing. 5th edition. (English) Zbl 1470.62006 Amsterdam: Elsevier/Academic Press (ISBN 978-0-12-820098-8/pbk; 978-0-12-820099-5/ebook). xxviii, 900 p. (2022). MSC: 62-01 62-04 62F35 62F03 62G35 62G10 62J10 62F10 62H05 62-08 60G15 60F05 PDF BibTeX XML Cite \textit{R. R. Wilcox}, Introduction to robust estimation and hypothesis testing. Amsterdam: Elsevier/Academic Press (2022; Zbl 1470.62006) 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 OpenURL
Rosenbaum, Mathieu; Tomas, Mehdi From microscopic price dynamics to multidimensional rough volatility models. (English) Zbl 07458569 Adv. Appl. Probab. 53, No. 2, 425-462 (2021). MSC: 60F05 60F17 60G55 62P05 PDF BibTeX XML Cite \textit{M. Rosenbaum} and \textit{M. Tomas}, Adv. Appl. Probab. 53, No. 2, 425--462 (2021; Zbl 07458569) Full Text: DOI 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
Marklof, Jens; Strömbergsson, Andreas Erratum to “Visibility and directions in quasicrystals”. (English) Zbl 07458172 Int. Math. Res. Not. 2021, No. 23, 18407-18409 (2021). MSC: 52C23 82B20 60G55 05B45 PDF BibTeX XML Cite \textit{J. Marklof} and \textit{A. Strömbergsson}, Int. Math. Res. Not. 2021, No. 23, 18407--18409 (2021; Zbl 07458172) Full Text: DOI 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 07457442 Stat. Pap. 62, No. 1, 235-265 (2021). MSC: 60G25 60G51 60G55 62M20 62M99 90C15 PDF BibTeX XML Cite \textit{P. R. Bouzas} et al., Stat. Pap. 62, No. 1, 235--265 (2021; Zbl 07457442) Full Text: DOI OpenURL
Nishigaki, Shinsuke M. Tracy-Widom method for Jánossy density and joint distribution of extremal eigenvalues of random matrices. (English) Zbl 07457171 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 07457171) Full Text: DOI OpenURL
Baïle, Rachel; Muzy, Jean-François; Silvani, Xavier Multifractal point processes and the spatial distribution of wildfires in French Mediterranean regions. (English) Zbl 07457011 Physica A 568, Article ID 125697, 20 p. (2021). MSC: 82-XX PDF BibTeX XML Cite \textit{R. Baïle} et al., Physica A 568, Article ID 125697, 20 p. (2021; Zbl 07457011) Full Text: DOI OpenURL
Duits, Maurice; Fahs, Benjamin; Kozhan, Rostyslav Global fluctuations for multiple orthogonal polynomial ensembles. (English) Zbl 07456691 J. Funct. Anal. 281, No. 5, Article ID 109062, 49 p. (2021). MSC: 15B52 33Cxx PDF BibTeX XML Cite \textit{M. Duits} et al., J. Funct. Anal. 281, No. 5, Article ID 109062, 49 p. (2021; Zbl 07456691) Full Text: DOI OpenURL
Marklof, Jens Random lattices in the wild: from Pólya’s orchard to quantum oscillators. (English) Zbl 07456217 Lond. Math. Soc., Newsl. 2021, No. 493, 42-49 (2021). MSC: 60-03 60G55 82-03 81-03 01A60 81Q50 PDF BibTeX XML Cite \textit{J. Marklof}, Lond. Math. Soc., Newsl. 2021, No. 493, 42--49 (2021; Zbl 07456217) Full Text: Link OpenURL
Dash, Swaraj; Staton, Sam A monad for probabilistic point processes. (English) Zbl 07454892 Spivak, David I. (ed.) et al., Proceedings of the 3rd annual international applied category theory conference 2020, ACT 2020, Cambridge, USA, July 6–10, 2020. Waterloo: Open Publishing Association (OPA). Electron. Proc. Theor. Comput. Sci. (EPTCS) 333, 19-32 (2021). MSC: 60G55 18C15 68Q55 60A05 PDF BibTeX XML Cite \textit{S. Dash} and \textit{S. Staton}, Electron. Proc. Theor. Comput. Sci. (EPTCS) 333, 19--32 (2021; Zbl 07454892) Full Text: Link OpenURL
Gusmão, Felipe R. S. de; Gomes-Silva, Frank; Brito, Cícero C. R. de; Silveira, Fábio V. J.; Jale, Jader S.; Xavier-Júnior, Sílvio F. A.; Marinho, Pedro R. D. Analyzing and solving the identifiability problem in the exponentiated generalized Weibull distribution. (English) Zbl 07453922 J. Egypt. Math. Soc. 29, Paper No. 21, 17 p. (2021). MSC: 62F10 97K50 97K60 PDF BibTeX XML Cite \textit{F. R. S. de Gusmão} et al., J. Egypt. Math. Soc. 29, Paper No. 21, 17 p. (2021; Zbl 07453922) Full Text: DOI OpenURL
Eisenbaum, Nathalie Some percolations involving the Gaussian free fields. (English) Zbl 07453055 Electron. Commun. Probab. 26, Paper No. 11, 8 p. (2021). MSC: 60A10 60G10 60G15 60G17 60G50 60G55 60G60 PDF BibTeX XML Cite \textit{N. Eisenbaum}, Electron. Commun. Probab. 26, Paper No. 11, 8 p. (2021; Zbl 07453055) 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: 60C05 60G55 PDF BibTeX XML Cite \textit{A. Gnedin}, Electron. Commun. Probab. 26, Paper No. 10, 13 p. (2021; Zbl 07453034) Full Text: DOI OpenURL
Wang, Minmin \(k\)-cut model for the Brownian continuum random tree. (English) Zbl 07453019 Electron. Commun. Probab. 26, Paper No. 46, 11 p. (2021). MSC: 60C05 60G18 60G55 PDF BibTeX XML Cite \textit{M. Wang}, Electron. Commun. Probab. 26, Paper No. 46, 11 p. (2021; Zbl 07453019) Full Text: DOI OpenURL
Couzinié, Yannick; Hirsch, Christian Weakly reinforced Pólya urns on countable networks. (English) Zbl 07453011 Electron. Commun. Probab. 26, Paper No. 35, 10 p. (2021). MSC: 60K35 60G50 60G55 PDF BibTeX XML Cite \textit{Y. Couzinié} and \textit{C. Hirsch}, Electron. Commun. Probab. 26, Paper No. 35, 10 p. (2021; Zbl 07453011) Full Text: DOI OpenURL
Erny, Xavier A convergence criterion for systems of point processes from the convergence of their stochastic intensities. (English) Zbl 07453007 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 07453007) Full Text: DOI OpenURL
Adelfio, Giada; Chiodi, Marcello Including covariates in a space-time point process with application to seismicity. (English) Zbl 07450866 Stat. Methods Appl. 30, No. 3, 947-971 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{G. Adelfio} and \textit{M. Chiodi}, Stat. Methods Appl. 30, No. 3, 947--971 (2021; Zbl 07450866) Full Text: DOI OpenURL
Stevens, Marco Equivalent symmetric kernels of determinantal point processes. (English) Zbl 07450843 Random Matrices Theory Appl. 10, No. 3, Article ID 2150027, 11 p. (2021). MSC: 60B20 60G55 PDF BibTeX XML Cite \textit{M. Stevens}, Random Matrices Theory Appl. 10, No. 3, Article ID 2150027, 11 p. (2021; Zbl 07450843) Full Text: DOI OpenURL
Wang, Bingling; Banerjee, Sudipto; Gupta, Rangan Bayesian spatial modeling for housing data in South Africa. (English) Zbl 07450094 Sankhyā, Ser. B 83, No. 2, Suppl., 395-414 (2021). MSC: 62F15 91B72 PDF BibTeX XML Cite \textit{B. Wang} et al., Sankhyā, Ser. B 83, No. 2, 395--414 (2021; Zbl 07450094) Full Text: DOI OpenURL
Shan, Chaochao; Lv, Ping Poisson process in the random environment. (Chinese. English summary) Zbl 07448375 J. Hangzhou Norm. Univ., Nat. Sci. 20, No. 3, 304-310, 328 (2021). MSC: 60G55 60K37 PDF BibTeX XML Cite \textit{C. Shan} and \textit{P. Lv}, J. Hangzhou Norm. Univ., Nat. Sci. 20, No. 3, 304--310, 328 (2021; Zbl 07448375) Full Text: DOI OpenURL
Delong, Łukasz; Lindholm, Mathias; Wüthrich, Mario V. Making Tweedie’s compound Poisson model more accessible. (English) Zbl 07447465 Eur. Actuar. J. 11, No. 1, 185-226 (2021). MSC: 91G05 62P05 60G55 PDF BibTeX XML Cite \textit{Ł. Delong} et al., Eur. Actuar. J. 11, No. 1, 185--226 (2021; Zbl 07447465) Full Text: DOI OpenURL
Yuan, Baichuan; Schoenberg, Frederic P.; Bertozzi, Andrea L. Fast estimation of multivariate spatiotemporal Hawkes processes and network reconstruction. (English) Zbl 07447211 Ann. Inst. Stat. Math. 73, No. 6, 1127-1152 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{B. Yuan} et al., Ann. Inst. Stat. Math. 73, No. 6, 1127--1152 (2021; Zbl 07447211) Full Text: DOI OpenURL
Pradhan, Somnath Risk-sensitive zero-sum stochastic differential game for jump-diffusions. (English) Zbl 07444388 Syst. Control Lett. 157, Article ID 105033, 11 p. (2021). MSC: 91A15 91A10 60G51 60G55 45K05 PDF BibTeX XML Cite \textit{S. Pradhan}, Syst. Control Lett. 157, Article ID 105033, 11 p. (2021; Zbl 07444388) Full Text: DOI OpenURL
Adelfio, Giada; Agosto, Arianna; Chiodi, Marcello; Giudici, Paolo Financial contagion through space-time point processes. (English) Zbl 07443719 Stat. Methods Appl. 30, No. 2, 665-688 (2021). MSC: 62-XX 90-XX 91-XX PDF BibTeX XML Cite \textit{G. Adelfio} et al., Stat. Methods Appl. 30, No. 2, 665--688 (2021; Zbl 07443719) Full Text: DOI OpenURL
Caballero, Renzo; Kebaier, Ahmed; Scavino, Marco; Tempone, Raúl Quantifying uncertainty with a derivative tracking SDE model and application to wind power forecast data. (English) Zbl 1475.62021 Stat. Comput. 31, No. 5, Paper No. 64, 19 p. (2021). MSC: 62-08 60H10 62M20 65K10 PDF BibTeX XML Cite \textit{R. Caballero} et al., Stat. Comput. 31, No. 5, Paper No. 64, 19 p. (2021; Zbl 1475.62021) Full Text: DOI OpenURL
Zhou, Feng; Luo, Simon; Li, Zhidong; Fan, Xuhui; Wang, Yang; Sowmya, Arcot; Chen, Fang Efficient EM-variational inference for nonparametric Hawkes process. (English) Zbl 1475.62069 Stat. Comput. 31, No. 4, Paper No. 46, 11 p. (2021). MSC: 62-08 60G55 PDF BibTeX XML Cite \textit{F. Zhou} et al., Stat. Comput. 31, No. 4, Paper No. 46, 11 p. (2021; Zbl 1475.62069) Full Text: DOI OpenURL
Stindl, Tom; Chen, Feng Accelerating the estimation of renewal Hawkes self-exciting point processes. (English) Zbl 1475.62058 Stat. Comput. 31, No. 3, Paper No. 26, 17 p. (2021). MSC: 62-08 60G55 PDF BibTeX XML Cite \textit{T. Stindl} and \textit{F. Chen}, Stat. Comput. 31, No. 3, Paper No. 26, 17 p. (2021; Zbl 1475.62058) Full Text: DOI OpenURL
Dimitrov, Evgeni; Matetski, Konstantin Characterization of Brownian Gibbsian line ensembles. (English) Zbl 07441183 Ann. Probab. 49, No. 5, 2477-2529 (2021). MSC: 82C22 82C20 60J65 60G55 60G57 PDF BibTeX XML Cite \textit{E. Dimitrov} and \textit{K. Matetski}, Ann. Probab. 49, No. 5, 2477--2529 (2021; Zbl 07441183) Full Text: DOI OpenURL
Gutierrez, Miguel; Rivera, Francisco A. Undershoot and order quantity probability distributions in periodic review, reorder point, order-up-to-level inventory systems with continuous demand. (English) Zbl 07440474 Appl. Math. Modelling 91, 791-814 (2021). MSC: 90-XX 60-XX PDF BibTeX XML Cite \textit{M. Gutierrez} and \textit{F. A. Rivera}, Appl. Math. Modelling 91, 791--814 (2021; Zbl 07440474) Full Text: DOI OpenURL
Yakir, Oren Approximately half of the roots of a random Littlewood polynomial are inside the disk. (English) Zbl 07440238 Stud. Math. 261, No. 2, 227-240 (2021). MSC: 30C15 26C10 60G55 PDF BibTeX XML Cite \textit{O. Yakir}, Stud. Math. 261, No. 2, 227--240 (2021; Zbl 07440238) Full Text: DOI OpenURL
Kovacevic, Raimund M.; Semmler, Willi Poverty traps and disaster insurance in a bi-level decision framework. (English) Zbl 07440167 Haunschmied, Josef L. (ed.) et al., Dynamic economic problems with regime switches. Cham: Springer. Dyn. Model. Econom. Econ. Finance 25, 57-83 (2021). MSC: 91G05 60G55 PDF BibTeX XML Cite \textit{R. M. Kovacevic} and \textit{W. Semmler}, Dyn. Model. Econom. Econ. Finance 25, 57--83 (2021; Zbl 07440167) Full Text: DOI OpenURL
Lee, Sangjun; Zhao, Jinhua Adaptation to climate change: extreme events versus gradual changes. (English) Zbl 07438493 J. Econ. Dyn. Control 133, Article ID 104262, 17 p. (2021). MSC: 91B76 60G55 60J70 91G50 PDF BibTeX XML Cite \textit{S. Lee} and \textit{J. Zhao}, J. Econ. Dyn. Control 133, Article ID 104262, 17 p. (2021; Zbl 07438493) Full Text: DOI OpenURL
Rao, Suhasini Subba; Yang, Junho Reconciling the Gaussian and Whittle likelihood with an application to estimation in the frequency domain. (English) Zbl 07438268 Ann. Stat. 49, No. 5, 2774-2802 (2021). MSC: 62M10 62M15 62F10 PDF BibTeX XML Cite \textit{S. S. Rao} and \textit{J. Yang}, Ann. Stat. 49, No. 5, 2774--2802 (2021; Zbl 07438268) Full Text: DOI Link OpenURL
Kulaitis, Gytis; Munk, Axel; Werner, Frank What is resolution? A statistical minimax testing perspective on superresolution microscopy. (English) Zbl 07438244 Ann. Stat. 49, No. 4, 2292-2312 (2021). MSC: 78A55 60G55 62P30 62H35 94A08 PDF BibTeX XML Cite \textit{G. Kulaitis} et al., Ann. Stat. 49, No. 4, 2292--2312 (2021; Zbl 07438244) Full Text: DOI Link OpenURL
Baccelli, François; Kalamkar, Sanket S. On point processes defined by angular conditions on Delaunay neighbors in the Poisson-Voronoi tessellation. (English) Zbl 07437438 J. Appl. Probab. 58, No. 4, 952-965 (2021). MSC: 60D05 60G55 52A22 53C65 05C80 PDF BibTeX XML Cite \textit{F. Baccelli} and \textit{S. S. Kalamkar}, J. Appl. Probab. 58, No. 4, 952--965 (2021; Zbl 07437438) Full Text: DOI OpenURL
He, Qi-Ming Bounds on the mean and squared coefficient of variation of phase-type distributions. (English) Zbl 07437435 J. Appl. Probab. 58, No. 4, 880-889 (2021). MSC: 60J27 60E15 60G55 PDF BibTeX XML Cite \textit{Q.-M. He}, J. Appl. Probab. 58, No. 4, 880--889 (2021; Zbl 07437435) Full Text: DOI OpenURL
Buchmann, Boris; Lu, Kevin W. Necessity of weak subordination for some strongly subordinated Lévy processes. (English) Zbl 1475.60087 J. Appl. Probab. 58, No. 4, 868-879 (2021). MSC: 60G51 60G55 PDF BibTeX XML Cite \textit{B. Buchmann} and \textit{K. W. Lu}, J. Appl. Probab. 58, No. 4, 868--879 (2021; Zbl 1475.60087) Full Text: DOI OpenURL
Wehrli, Alexander; Wheatley, Spencer; Sornette, Didier Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes. (English) Zbl 07436798 Quant. Finance 21, No. 5, 729-752 (2021). MSC: 91G15 60G55 PDF BibTeX XML Cite \textit{A. Wehrli} et al., Quant. Finance 21, No. 5, 729--752 (2021; Zbl 07436798) Full Text: DOI OpenURL
Liu, Yiran; Honnappa, Harsha; Tindel, Samy; Yip, Nung Kwan Infinite server queues in a random fast oscillatory environment. (English) Zbl 1475.60184 Queueing Syst. 98, No. 1-2, 145-179 (2021). MSC: 60K25 60G55 60F15 90B22 PDF BibTeX XML Cite \textit{Y. Liu} et al., Queueing Syst. 98, No. 1--2, 145--179 (2021; Zbl 1475.60184) Full Text: DOI OpenURL
Benjamini, Itai; Krauz, Yoav; Paquette, Elliot Anchored expansion of Delaunay complexes in real hyperbolic space and stationary point processes. (English) Zbl 07434399 Probab. Theory Relat. Fields 181, No. 1-3, 197-209 (2021). MSC: 60D05 60G55 51M10 PDF BibTeX XML Cite \textit{I. Benjamini} et al., Probab. Theory Relat. Fields 181, No. 1--3, 197--209 (2021; Zbl 07434399) Full Text: DOI OpenURL
Khutortsev, V. V. Controlled search for targets arriving according to a spatio-temporal Poisson point process by an information measurement system with inhomogeneous scope. (English. Russian original) Zbl 1475.93080 Autom. Remote Control 82, No. 9, 1568-1580 (2021); translation from Avtom. Telemekh. 2021, No. 9, 133-149 (2021). MSC: 93C95 93E03 60G55 PDF BibTeX XML Cite \textit{V. V. Khutortsev}, Autom. Remote Control 82, No. 9, 1568--1580 (2021; Zbl 1475.93080); translation from Avtom. Telemekh. 2021, No. 9, 133--149 (2021) Full Text: DOI OpenURL
Gaitan, Rodrigo Saul; Lii, Keh-Shin On the estimation of periodicity or almost periodicity in inhomogeneous gamma point-process data. (English) Zbl 07433907 J. Time Ser. Anal. 42, No. 5-6, 711-736 (2021). MSC: 60G55 PDF BibTeX XML Cite \textit{R. S. Gaitan} and \textit{K.-S. Lii}, J. Time Ser. Anal. 42, No. 5--6, 711--736 (2021; Zbl 07433907) Full Text: DOI OpenURL
Brown, Marlo Monitoring a Poisson process subject to gradual changes in the arrival rates where the arrival rates are unknown. (English) Zbl 07433653 Sequential Anal. 40, No. 3, 427-440 (2021). MSC: 62L15 60G40 60G55 PDF BibTeX XML Cite \textit{M. Brown}, Sequential Anal. 40, No. 3, 427--440 (2021; Zbl 07433653) Full Text: DOI OpenURL
Ghorbani, Mohammad; Cronie, Ottmar; Mateu, Jorge; Yu, Jun Functional marked point processes: a natural structure to unify spatio-temporal frameworks and to analyse dependent functional data. (English) Zbl 07431380 Test 30, No. 3, 529-568 (2021). MSC: 60G55 62H11 60G57 62R10 86A32 60D05 62M30 62M40 62M09 62M99 62G05 62G10 PDF BibTeX XML Cite \textit{M. Ghorbani} et al., Test 30, No. 3, 529--568 (2021; Zbl 07431380) Full Text: DOI OpenURL
Quinlan, José J.; Quintana, Fernando A.; Page, Garritt L. On a class of repulsive mixture models. (English) Zbl 07431375 Test 30, No. 2, 445-461 (2021). MSC: 62H30 62E20 60G55 PDF BibTeX XML Cite \textit{J. J. Quinlan} et al., Test 30, No. 2, 445--461 (2021; Zbl 07431375) Full Text: DOI OpenURL
Liu, Guo; Jin, Zhuo; Li, Shuanming Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market. (English) Zbl 1475.91310 Insur. Math. Econ. 101, 508-524 (2021). MSC: 91G05 60G55 90C39 PDF BibTeX XML Cite \textit{G. Liu} et al., Insur. Math. Econ. 101, 508--524 (2021; Zbl 1475.91310) Full Text: DOI OpenURL
Colaneri, Katia; Frey, Rüdiger Classical solutions of the backward PIDE for Markov modulated marked point processes and applications to CAT bonds. (English) Zbl 1475.91353 Insur. Math. Econ. 101, 498-507 (2021). MSC: 91G20 60J74 45K05 PDF BibTeX XML Cite \textit{K. Colaneri} and \textit{R. Frey}, Insur. Math. Econ. 101, 498--507 (2021; Zbl 1475.91353) Full Text: DOI OpenURL
Hainaut, Donatien Moment generating function of non-Markov self-excited claims processes. (English) Zbl 1475.91304 Insur. Math. Econ. 101, 406-424 (2021). MSC: 91G05 60G55 PDF BibTeX XML Cite \textit{D. Hainaut}, Insur. Math. Econ. 101, 406--424 (2021; Zbl 1475.91304) Full Text: DOI OpenURL
Swishchuk, Anatoliy; Zagst, Rudi; Zeller, Gabriela Hawkes processes in insurance: risk model, application to empirical data and optimal investment. (English) Zbl 1475.91317 Insur. Math. Econ. 101, 107-124 (2021). MSC: 91G05 60G55 PDF BibTeX XML Cite \textit{A. Swishchuk} et al., Insur. Math. Econ. 101, 107--124 (2021; Zbl 1475.91317) Full Text: DOI OpenURL
Launay, Claire; Desolneux, Agnès; Galerne, Bruno Determinantal point processes for image processing. (English) Zbl 1474.60134 SIAM J. Imaging Sci. 14, No. 1, 304-348 (2021). MSC: 60G55 62M40 68U10 94A08 PDF BibTeX XML Cite \textit{C. Launay} et al., SIAM J. Imaging Sci. 14, No. 1, 304--348 (2021; Zbl 1474.60134) Full Text: DOI OpenURL
Molag, Leslie D.; Stevens, Marco Universality for conditional measures of the Bessel point process. (English) Zbl 07430409 Random Matrices Theory Appl. 10, No. 1, Article ID 2150012, 35 p. (2021). MSC: 60G55 15B52 35Q15 42C05 PDF BibTeX XML Cite \textit{L. D. Molag} and \textit{M. Stevens}, Random Matrices Theory Appl. 10, No. 1, Article ID 2150012, 35 p. (2021; Zbl 07430409) Full Text: DOI OpenURL
Mebarki, K.; Boudaoui, A.; Shatanawi, W. Existence of coupled fixed point via measure of noncompactness. (English) Zbl 07430327 Afr. Mat. 32, No. 7-8, 1605-1613 (2021). MSC: 60H15 60G22 PDF BibTeX XML Cite \textit{K. Mebarki} et al., Afr. Mat. 32, No. 7--8, 1605--1613 (2021; Zbl 07430327) Full Text: DOI OpenURL
Charlier, Christophe Large gap asymptotics for the generating function of the sine point process. (English) Zbl 07429309 Proc. Lond. Math. Soc. (3) 123, No. 2, 103-152 (2021). MSC: 41A60 60B20 35Q15 60G55 PDF BibTeX XML Cite \textit{C. Charlier}, Proc. Lond. Math. Soc. (3) 123, No. 2, 103--152 (2021; Zbl 07429309) Full Text: DOI OpenURL
Ghosh, Mrinal K.; Pradhan, Somnath Ergodic risk-sensitive stochastic differential games with reflecting diffusions in a bounded domain. (English) Zbl 1475.91022 Stochastic Anal. Appl. 39, No. 5, 819-841 (2021). MSC: 91A15 PDF BibTeX XML Cite \textit{M. K. Ghosh} and \textit{S. Pradhan}, Stochastic Anal. Appl. 39, No. 5, 819--841 (2021; Zbl 1475.91022) Full Text: DOI OpenURL
Song, Shiyu Some explicit results on first exit times for a jump diffusion process involving semimartingale local time. (English) Zbl 07428759 J. Theor. Probab. 34, No. 4, 2346-2367 (2021). MSC: 60J76 60J60 60G55 60H30 60J55 PDF BibTeX XML Cite \textit{S. Song}, J. Theor. Probab. 34, No. 4, 2346--2367 (2021; Zbl 07428759) Full Text: DOI OpenURL
Miao, Yu; Qi, Yongcheng Limiting spectral radii of circular unitary matrices under light truncation. (English) Zbl 07428752 J. Theor. Probab. 34, No. 4, 2145-2165 (2021). MSC: 60F99 60G55 60G70 15A18 15B10 15B52 PDF BibTeX XML Cite \textit{Y. Miao} and \textit{Y. Qi}, J. Theor. Probab. 34, No. 4, 2145--2165 (2021; Zbl 07428752) Full Text: DOI OpenURL
Chen, Linan Steep points of Gaussian free fields in any dimension. (English) Zbl 07428747 J. Theor. Probab. 34, No. 4, 1959-2004 (2021). Reviewer: Andriy Olenko (Melbourne) MSC: 60G60 60G15 PDF BibTeX XML Cite \textit{L. Chen}, J. Theor. Probab. 34, No. 4, 1959--2004 (2021; Zbl 07428747) Full Text: DOI OpenURL
Hepler, Staci A.; Waller, Lance A.; Kline, David M. A multivariate spatiotemporal change-point model of opioid overdose deaths in Ohio. (English) Zbl 07428482 Ann. Appl. Stat. 15, No. 3, 1329-1342 (2021). MSC: 62P10 62G10 62H11 62M30 PDF BibTeX XML Cite \textit{S. A. Hepler} et al., Ann. Appl. Stat. 15, No. 3, 1329--1342 (2021; Zbl 07428482) Full Text: DOI OpenURL
Osada, Shota Isomorphisms between determinantal point processes with translation-invariant kernels and Poisson point processes. (English) Zbl 07428308 Ergodic Theory Dyn. Syst. 41, No. 12, 3807-3820 (2021). MSC: 37A50 60G55 PDF BibTeX XML Cite \textit{S. Osada}, Ergodic Theory Dyn. Syst. 41, No. 12, 3807--3820 (2021; Zbl 07428308) Full Text: DOI OpenURL
Nunes, Cláudia; Oliveira, Carlos; Pimentel, Rita Quasi-analytical solution of an investment problem with decreasing investment cost due to technological innovations. (English) Zbl 1475.91397 J. Econ. Dyn. Control 130, Article ID 104154, 23 p. (2021). MSC: 91G50 60J70 60G55 PDF BibTeX XML Cite \textit{C. Nunes} et al., J. Econ. Dyn. Control 130, Article ID 104154, 23 p. (2021; Zbl 1475.91397) Full Text: DOI OpenURL
Borodin, A. N. Limit behavior of a compound Poisson process with switching between multiple values. (English. Russian original) Zbl 07427270 J. Math. Sci., New York 258, No. 6, 764-776 (2021); translation from Zap. Nauchn. Semin. POMI 486, 44-62 (2019). Reviewer: Edward Omey (Brussel) MSC: 60G55 60E10 60G51 60J25 60J65 PDF BibTeX XML Cite \textit{A. N. Borodin}, J. Math. Sci., New York 258, No. 6, 764--776 (2021; Zbl 07427270); translation from Zap. Nauchn. Semin. POMI 486, 44--62 (2019) Full Text: DOI OpenURL
Privault, Nicolas Recursive computation of the Hawkes cumulants. (English) Zbl 1474.60135 Stat. Probab. Lett. 177, Article ID 109161, 11 p. (2021). MSC: 60G55 60E05 PDF BibTeX XML Cite \textit{N. Privault}, Stat. Probab. Lett. 177, Article ID 109161, 11 p. (2021; Zbl 1474.60135) Full Text: DOI OpenURL
Pinelis, Iosif Monotonicity preservation properties of kernel regression estimators. (English) Zbl 1473.62110 Stat. Probab. Lett. 177, Article ID 109157, 7 p. (2021). MSC: 62G05 62G08 PDF BibTeX XML Cite \textit{I. Pinelis}, Stat. Probab. Lett. 177, Article ID 109157, 7 p. (2021; Zbl 1473.62110) Full Text: DOI OpenURL
Bonnet, Anna; Martinez Herrera, Miguel; Sangnier, Maxime Maximum likelihood estimation for Hawkes processes with self-excitation or inhibition. (English) Zbl 07425327 Stat. Probab. Lett. 179, Article ID 109214, 7 p. (2021). MSC: 62M09 60G55 PDF BibTeX XML Cite \textit{A. Bonnet} et al., Stat. Probab. Lett. 179, Article ID 109214, 7 p. (2021; Zbl 07425327) Full Text: DOI OpenURL
Pandey, Kaushlendra; Gupta, Abhishek K. \(k\)th distance distributions for generalized Gauss-Poisson process in \(\mathbb{R}^n\). (English) Zbl 1474.60022 Stat. Probab. Lett. 172, Article ID 109048, 10 p. (2021). MSC: 60D05 60G55 PDF BibTeX XML Cite \textit{K. Pandey} and \textit{A. K. Gupta}, Stat. Probab. Lett. 172, Article ID 109048, 10 p. (2021; Zbl 1474.60022) Full Text: DOI OpenURL
Hirao, Masatake Finite frames, frame potentials and determinantal point processes on the sphere. (English) Zbl 1474.60131 Stat. Probab. Lett. 176, Article ID 109129, 6 p. (2021). MSC: 60G55 31C15 42C15 PDF BibTeX XML Cite \textit{M. Hirao}, Stat. Probab. Lett. 176, Article ID 109129, 6 p. (2021; Zbl 1474.60131) Full Text: DOI OpenURL
Clinet, Simon; Dunsmuir, William T. M.; Peters, Gareth W.; Richards, Kylie-Anne Asymptotic distribution of the score test for detecting marks in Hawkes processes. (English) Zbl 07424406 Stat. Inference Stoch. Process. 24, No. 3, 635-668 (2021). MSC: 62H10 62E20 62M02 60G55 PDF BibTeX XML Cite \textit{S. Clinet} et al., Stat. Inference Stoch. Process. 24, No. 3, 635--668 (2021; Zbl 07424406) Full Text: DOI OpenURL
Amiri, Arij; Dachian, Sergueï On smooth change-point location estimation for Poisson processes. (English) Zbl 07424402 Stat. Inference Stoch. Process. 24, No. 3, 499-524 (2021). MSC: 62M05 62G10 62R10 PDF BibTeX XML Cite \textit{A. Amiri} and \textit{S. Dachian}, Stat. Inference Stoch. Process. 24, No. 3, 499--524 (2021; Zbl 07424402) Full Text: DOI OpenURL
White, Philip A.; Gelfand, Alan E. Generalized evolutionary point processes: model specifications and model comparison. (English) Zbl 07422428 Methodol. Comput. Appl. Probab. 23, No. 3, 1001-1021 (2021). MSC: 60G55 62F15 62P25 PDF BibTeX XML Cite \textit{P. A. White} and \textit{A. E. Gelfand}, Methodol. Comput. Appl. Probab. 23, No. 3, 1001--1021 (2021; Zbl 07422428) Full Text: DOI OpenURL
Rasmussen, Jakob G.; Christensen, Heidi S. Point processes on directed linear networks. (English) Zbl 07422412 Methodol. Comput. Appl. Probab. 23, No. 2, 647-667 (2021). MSC: 60G55 62M30 PDF BibTeX XML Cite \textit{J. G. Rasmussen} and \textit{H. S. Christensen}, Methodol. Comput. Appl. Probab. 23, No. 2, 647--667 (2021; Zbl 07422412) Full Text: DOI OpenURL
Møller, Jesper; Christensen, Heidi S.; Cuevas-Pacheco, Francisco; Christoffersen, Andreas D. Structured space-sphere point processes and \(K\)-functions. (English) Zbl 07422408 Methodol. Comput. Appl. Probab. 23, No. 2, 569-591 (2021). MSC: 60G55 62M30 PDF BibTeX XML Cite \textit{J. Møller} et al., Methodol. Comput. Appl. Probab. 23, No. 2, 569--591 (2021; Zbl 07422408) Full Text: DOI OpenURL
Koňasová, Kateřina; Dvořák, Jiří Stochastic reconstruction for inhomogeneous point patterns. (English) Zbl 07422406 Methodol. Comput. Appl. Probab. 23, No. 2, 527-547 (2021). MSC: 60G55 62M30 PDF BibTeX XML Cite \textit{K. Koňasová} and \textit{J. Dvořák}, Methodol. Comput. Appl. Probab. 23, No. 2, 527--547 (2021; Zbl 07422406) Full Text: DOI OpenURL
Flint, Ian; Privault, Nicolas Computation of coverage probabilities in a spherical germ-grain model. (English) Zbl 07422404 Methodol. Comput. Appl. Probab. 23, No. 2, 491-502 (2021). MSC: 60G55 60D05 60G60 PDF BibTeX XML Cite \textit{I. Flint} and \textit{N. Privault}, Methodol. Comput. Appl. Probab. 23, No. 2, 491--502 (2021; Zbl 07422404) Full Text: DOI OpenURL
Bogdanskii, V. Yu.; Klesov, O. I.; Molchanov, I. Uniform strong law of large numbers. (English) Zbl 07422402 Methodol. Comput. Appl. Probab. 23, No. 2, 461-470 (2021). Reviewer: Michael Voit (Dortmund) MSC: 60F15 60G55 60G57 60G60 PDF BibTeX XML Cite \textit{V. Yu. Bogdanskii} et al., Methodol. Comput. Appl. Probab. 23, No. 2, 461--470 (2021; Zbl 07422402) Full Text: DOI OpenURL
Kundu, Debasis; Grover, Rhythm On a chirp-like model and its parameter estimation using periodogram-type estimators. (English) Zbl 07422352 J. Stat. Theory Pract. 15, No. 2, Paper No. 37, 27 p. (2021). MSC: 62F10 62F12 60G35 94A12 PDF BibTeX XML Cite \textit{D. Kundu} and \textit{R. Grover}, J. Stat. Theory Pract. 15, No. 2, Paper No. 37, 27 p. (2021; Zbl 07422352) Full Text: DOI OpenURL
Swishchuk, Anatoliy Modelling of limit order books by general compound Hawkes processes with implementations. (English) Zbl 07422336 Methodol. Comput. Appl. Probab. 23, No. 1, 399-428 (2021). MSC: 60G55 60F15 60F17 91G80 PDF BibTeX XML Cite \textit{A. Swishchuk}, Methodol. Comput. Appl. Probab. 23, No. 1, 399--428 (2021; Zbl 07422336) Full Text: DOI OpenURL
Foschi, Rachele Measuring discrepancies between Poisson and exponential Hawkes processes. (English) Zbl 07422327 Methodol. Comput. Appl. Probab. 23, No. 1, 219-239 (2021). MSC: 60G55 62M30 PDF BibTeX XML Cite \textit{R. Foschi}, Methodol. Comput. Appl. Probab. 23, No. 1, 219--239 (2021; Zbl 07422327) Full Text: DOI OpenURL
Fallahgoul, Hasan; Loeper, Gregoire Modelling tail risk with tempered stable distributions: an overview. (English) Zbl 07421969 Ann. Oper. Res. 299, No. 1-2, 1253-1280 (2021). MSC: 60E07 60G51 60G52 62F10 PDF BibTeX XML Cite \textit{H. Fallahgoul} and \textit{G. Loeper}, Ann. Oper. Res. 299, No. 1--2, 1253--1280 (2021; Zbl 07421969) Full Text: DOI OpenURL
Haydarov, F. H. New condition on uniqueness of Gibbs measure for models with uncountable set of spin values on a Cayley tree. (English) Zbl 07421273 Math. Phys. Anal. Geom. 24, No. 4, Paper No. 31, 10 p. (2021). MSC: 82B05 82B20 60K35 PDF BibTeX XML Cite \textit{F. H. Haydarov}, Math. Phys. Anal. Geom. 24, No. 4, Paper No. 31, 10 p. (2021; Zbl 07421273) Full Text: DOI OpenURL
Jusselin, Paul Optimal market making with persistent order flow. (English) Zbl 07421261 SIAM J. Financ. Math. 12, No. 3, 1150-1200 (2021). MSC: 91G15 60G55 35Q91 93E20 PDF BibTeX XML Cite \textit{P. Jusselin}, SIAM J. Financ. Math. 12, No. 3, 1150--1200 (2021; Zbl 07421261) Full Text: DOI OpenURL
Decreusefond, Laurent; Moroz, Guillaume Optimal transport between determinantal point processes and application to fast simulation. (English) Zbl 07421248 Mod. Stoch., Theory Appl. 8, No. 2, 209-237 (2021). Reviewer: Wojciech Górny (Warszawa) MSC: 49Q22 60G55 PDF BibTeX XML Cite \textit{L. Decreusefond} and \textit{G. Moroz}, Mod. Stoch., Theory Appl. 8, No. 2, 209--237 (2021; Zbl 07421248) Full Text: DOI OpenURL
Calka, Pierre; Yukich, J. E. Convex hulls of perturbed random point sets. (English) Zbl 07420529 Ann. Appl. Probab. 31, No. 4, 1598-1632 (2021). MSC: 60G55 60F05 60D05 PDF BibTeX XML Cite \textit{P. Calka} and \textit{J. E. Yukich}, Ann. Appl. Probab. 31, No. 4, 1598--1632 (2021; Zbl 07420529) Full Text: DOI Link OpenURL
Olvera-Cravioto, Mariana PageRank’s behavior under degree correlations. (English) Zbl 07420521 Ann. Appl. Probab. 31, No. 3, 1403-1442 (2021). MSC: 05C80 05C82 05C85 60J80 41A60 60B10 68M11 PDF BibTeX XML Cite \textit{M. Olvera-Cravioto}, Ann. Appl. Probab. 31, No. 3, 1403--1442 (2021; Zbl 07420521) Full Text: DOI Link OpenURL
Lambert, Amaury; Pina, Verónica Miró; Schertzer, Emmanuel Chromosome painting: how recombination mixes ancestral colors. (English) Zbl 07420502 Ann. Appl. Probab. 31, No. 2, 826-864 (2021). MSC: 60B12 05A18 60G55 60J25 60K35 92D10 92D20 PDF BibTeX XML Cite \textit{A. Lambert} et al., Ann. Appl. Probab. 31, No. 2, 826--864 (2021; Zbl 07420502) Full Text: DOI Link OpenURL
Lyberopoulos, Demetrios P.; Macheras, Nikolaos D. A characterization of martingale-equivalent mixed compound Poisson processes. (English) Zbl 07420500 Ann. Appl. Probab. 31, No. 2, 778-805 (2021). MSC: 91B05 60G44 60G51 60G55 PDF BibTeX XML Cite \textit{D. P. Lyberopoulos} and \textit{N. D. Macheras}, Ann. Appl. Probab. 31, No. 2, 778--805 (2021; Zbl 07420500) Full Text: DOI Link OpenURL
Heiny, Johannes; Mikosch, Thomas; Yslas, Jorge Point process convergence for the off-diagonal entries of sample covariance matrices. (English) Zbl 07420493 Ann. Appl. Probab. 31, No. 2, 538-560 (2021). MSC: 60G55 60G70 60F10 60G50 62F05 PDF BibTeX XML Cite \textit{J. Heiny} et al., Ann. Appl. Probab. 31, No. 2, 538--560 (2021; Zbl 07420493) Full Text: DOI Link OpenURL
Lagarias, Jeffrey C.; Rodgers, Brad Band-limited mimicry of point processes by point processes supported on a lattice. (English) Zbl 07420483 Ann. Appl. Probab. 31, No. 1, 351-376 (2021). MSC: 60G55 44A60 94A20 PDF BibTeX XML Cite \textit{J. C. Lagarias} and \textit{B. Rodgers}, Ann. Appl. Probab. 31, No. 1, 351--376 (2021; Zbl 07420483) Full Text: DOI Link OpenURL
Ferrari, Patrik L.; Vető, Bálint Fluctuations of the arctic curve in the tilings of the Aztec diamond on restricted domains. (English) Zbl 07420481 Ann. Appl. Probab. 31, No. 1, 284-320 (2021). MSC: 60B20 60G55 PDF BibTeX XML Cite \textit{P. L. Ferrari} and \textit{B. Vető}, Ann. Appl. Probab. 31, No. 1, 284--320 (2021; Zbl 07420481) Full Text: DOI Link OpenURL
Hirsch, Christian; Holmes, Mark; Kleptsyn, Victor Absence of warm percolation in the very strong reinforcement regime. (English) Zbl 07420478 Ann. Appl. Probab. 31, No. 1, 199-217 (2021). MSC: 60K35 60K37 PDF BibTeX XML Cite \textit{C. Hirsch} et al., Ann. Appl. Probab. 31, No. 1, 199--217 (2021; Zbl 07420478) Full Text: DOI Link OpenURL
Last, Günter; Nestmann, Franz; Schulte, Matthias The random connection model and functions of edge-marked Poisson processes: second order properties and normal approximation. (English) Zbl 07420476 Ann. Appl. Probab. 31, No. 1, 128-168 (2021). MSC: 60F05 60D05 60G55 05C80 PDF BibTeX XML Cite \textit{G. Last} et al., Ann. Appl. Probab. 31, No. 1, 128--168 (2021; Zbl 07420476) Full Text: DOI Link OpenURL
El Ghaoui, Laurent; Gu, Fangda; Travacca, Bertrand; Askari, Armin; Tsai, Alicia Implicit deep learning. (English) Zbl 07419553 SIAM J. Math. Data Sci. 3, No. 3, 930-958 (2021). MSC: 65K10 62M45 26B10 PDF BibTeX XML Cite \textit{L. El Ghaoui} et al., SIAM J. Math. Data Sci. 3, No. 3, 930--958 (2021; Zbl 07419553) Full Text: DOI OpenURL
Coupier, David; Dereudre, David; Le Stum, Simon Existence and percolation results for stopped germ-grain models with unbounded velocities. (English) Zbl 07419536 Stochastic Processes Appl. 142, 549-579 (2021). MSC: 60K35 60G55 60D05 PDF BibTeX XML Cite \textit{D. Coupier} et al., Stochastic Processes Appl. 142, 549--579 (2021; Zbl 07419536) Full Text: DOI OpenURL
Kim, Yujin H. The lower tail of the half-space KPZ equation. (English) Zbl 07419530 Stochastic Processes Appl. 142, 365-406 (2021). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60G55 60B20 45M05 60F10 60H25 PDF BibTeX XML Cite \textit{Y. H. Kim}, Stochastic Processes Appl. 142, 365--406 (2021; Zbl 07419530) Full Text: DOI OpenURL
Floreani, Simone; Redig, Frank; Sau, Federico Hydrodynamics for the partial exclusion process in random environment. (English) Zbl 07419524 Stochastic Processes Appl. 142, 124-158 (2021). MSC: 60K35 60K37 60F17 PDF BibTeX XML Cite \textit{S. Floreani} et al., Stochastic Processes Appl. 142, 124--158 (2021; Zbl 07419524) Full Text: DOI OpenURL
Günther, Sebastian; Körner, Jacob; Lebeda, Timo; Pötzl, Bastian; Rein, Gerhard; Straub, Christopher; Weber, Jörg A numerical stability analysis for the Einstein-Vlasov system. (English) Zbl 07419322 Classical Quantum Gravity 38, No. 3, Article ID 035003, 27 p. (2021). MSC: 83C57 82C70 70M20 34E20 65L07 PDF BibTeX XML Cite \textit{S. Günther} et al., Classical Quantum Gravity 38, No. 3, Article ID 035003, 27 p. (2021; Zbl 07419322) Full Text: DOI arXiv OpenURL