Ech-Chafiq, Zineb El Filali; Labordère, Pierre Henry; Lelong, Jérôme Pricing Bermudan options using regression trees/random forests. (English) Zbl 07770147 SIAM J. Financ. Math. 14, No. 4, 1113-1139 (2023). MSC: 91Gxx 62L20 91G60 60G40 68W25 PDF BibTeX XML Cite \textit{Z. E. F. Ech-Chafiq} et al., SIAM J. Financ. Math. 14, No. 4, 1113--1139 (2023; Zbl 07770147) Full Text: DOI arXiv
Nestoridi, Evita; Sly, Allan The random walk on upper triangular matrices over \(\mathbb{Z} / m\mathbb{Z}\). (English) Zbl 07768334 Probab. Theory Relat. Fields 187, No. 3-4, 571-601 (2023). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G50 60J05 60J10 60J27 60J25 PDF BibTeX XML Cite \textit{E. Nestoridi} and \textit{A. Sly}, Probab. Theory Relat. Fields 187, No. 3--4, 571--601 (2023; Zbl 07768334) Full Text: DOI arXiv
Sun, Yanqing; Shou, Qiong; Gilbert, Peter B.; Heng, Fei; Qian, Xiyuan Semiparametric additive time-varying coefficients model for longitudinal data with censored time origin. (English) Zbl 07756597 Biometrics 79, No. 2, 695-710 (2023). MSC: 62P10 PDF BibTeX XML Cite \textit{Y. Sun} et al., Biometrics 79, No. 2, 695--710 (2023; Zbl 07756597) Full Text: DOI
Miclo, Laurent Strong stationary times for finite Heisenberg walks. (English) Zbl 1520.60038 ESAIM, Probab. Stat. 27, 515-557 (2023). MSC: 60J10 60G50 60B15 82C41 37A25 60K35 PDF BibTeX XML Cite \textit{L. Miclo}, ESAIM, Probab. Stat. 27, 515--557 (2023; Zbl 1520.60038) Full Text: DOI
Salez, Justin; Tikhomirov, Konstantin; Youssef, Pierre Upgrading MLSI to LSI for reversible Markov chains. (English) Zbl 1520.60042 J. Funct. Anal. 285, No. 9, Article ID 110076, 15 p. (2023). MSC: 60J27 60J10 60K35 60E15 PDF BibTeX XML Cite \textit{J. Salez} et al., J. Funct. Anal. 285, No. 9, Article ID 110076, 15 p. (2023; Zbl 1520.60042) Full Text: DOI arXiv
Inoue, Kiyoshi Exactly solvable urn models under random replacement schemes and their applications. (English) Zbl 1520.60008 J. Appl. Probab. 60, No. 3, 835-854 (2023). MSC: 60E05 62E15 PDF BibTeX XML Cite \textit{K. Inoue}, J. Appl. Probab. 60, No. 3, 835--854 (2023; Zbl 1520.60008) Full Text: DOI
Bose, Arup; Hachem, Walid Spectral measure of empirical autocovariance matrices of high-dimensional Gaussian stationary processes. (English) Zbl 07716198 Random Matrices Theory Appl. 12, No. 2, Article ID 2250053, 60 p. (2023). MSC: 62M10 62J20 46L54 33C47 60B20 60G57 PDF BibTeX XML Cite \textit{A. Bose} and \textit{W. Hachem}, Random Matrices Theory Appl. 12, No. 2, Article ID 2250053, 60 p. (2023; Zbl 07716198) Full Text: DOI arXiv
Schmid, Dominik Mixing times for the TASEP in the maximal current phase. (English) Zbl 07713549 Ann. Probab. 51, No. 4, 1342-1379 (2023). MSC: 60K35 60J27 60K37 PDF BibTeX XML Cite \textit{D. Schmid}, Ann. Probab. 51, No. 4, 1342--1379 (2023; Zbl 07713549) Full Text: DOI arXiv
Christensen, Sören; Fischer, Simon A new integral equation for Brownian stopping problems with finite time horizon. (English) Zbl 07711489 Stochastic Processes Appl. 162, 338-360 (2023). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 91G20 PDF BibTeX XML Cite \textit{S. Christensen} and \textit{S. Fischer}, Stochastic Processes Appl. 162, 338--360 (2023; Zbl 07711489) Full Text: DOI arXiv
Aksamit, Anna; Li, Libo; Rutkowski, Marek Generalized BSDE and reflected BSDE with random time horizon. (English) Zbl 07707082 Electron. J. Probab. 28, Paper No. 40, 41 p. (2023). MSC: 60H30 60H10 60G40 91G40 PDF BibTeX XML Cite \textit{A. Aksamit} et al., Electron. J. Probab. 28, Paper No. 40, 41 p. (2023; Zbl 07707082) Full Text: DOI Link
Roa, Tania; Torres, Soledad; Tudor, Ciprian Limit distribution of the least square estimator with observations sampled at random times driven by standard Brownian motion. (English) Zbl 07706265 Commun. Stat., Theory Methods 52, No. 11, 3730-3750 (2023). MSC: 60G22 62J86 62M09 PDF BibTeX XML Cite \textit{T. Roa} et al., Commun. Stat., Theory Methods 52, No. 11, 3730--3750 (2023; Zbl 07706265) Full Text: DOI arXiv
Stewart, Jonathan R. On the time to identify the nodes in a random graph. (English) Zbl 1518.05174 Stat. Probab. Lett. 195, Article ID 109779, 6 p. (2023). Reviewer: V. Yegnanarayanan (Chennai) MSC: 05C80 62P10 62P25 PDF BibTeX XML Cite \textit{J. R. Stewart}, Stat. Probab. Lett. 195, Article ID 109779, 6 p. (2023; Zbl 1518.05174) Full Text: DOI
Gantert, Nina; Nestoridi, Evita; Schmid, Dominik Mixing times for the simple exclusion process with open boundaries. (English) Zbl 07692287 Ann. Appl. Probab. 33, No. 2, 1172-1212 (2023). MSC: 60K35 60J27 82C22 PDF BibTeX XML Cite \textit{N. Gantert} et al., Ann. Appl. Probab. 33, No. 2, 1172--1212 (2023; Zbl 07692287) Full Text: DOI arXiv
Bär, Michael; Duraj, Jetlir; Wachtel, Vitali Invariance principles for integrated random walks conditioned to stay positive. (English) Zbl 1515.60124 Ann. Appl. Probab. 33, No. 1, 127-160 (2023). MSC: 60G50 60G40 60F17 PDF BibTeX XML Cite \textit{M. Bär} et al., Ann. Appl. Probab. 33, No. 1, 127--160 (2023; Zbl 1515.60124) Full Text: DOI arXiv
Araya, Héctor; Bahamonde, Natalia; Fermín, Lisandro; Roa, Tania; Torres, Soledad On the consistency of least squares estimator in models sampled at random times driven by long memory noise: the jittered case. (English) Zbl 07688213 Stat. Sin. 33, No. 1, 331-351 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{H. Araya} et al., Stat. Sin. 33, No. 1, 331--351 (2023; Zbl 07688213) Full Text: DOI
Araya, Héctor; Bahamonde, Natalia; Fermín, Lisandro; Roa, Tania; Torres, Soledad On the consistency of the least squares estimator in models sampled at random times driven by long memory noise: the renewal case. (English) Zbl 07688199 Stat. Sin. 33, No. 1, 1-26 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{H. Araya} et al., Stat. Sin. 33, No. 1, 1--26 (2023; Zbl 07688199) Full Text: DOI
Münch, Florentin; Salez, Justin Mixing time and expansion of non-negatively curved Markov chains. (Temps de mélange et expansion des chaînes de Markov en courbure positive.) (English. French summary) Zbl 1518.60067 J. Éc. Polytech., Math. 10, 575-590 (2023). Reviewer: Sam Olesker-Taylor (Coventry) MSC: 60J10 60G50 PDF BibTeX XML Cite \textit{F. Münch} and \textit{J. Salez}, J. Éc. Polytech., Math. 10, 575--590 (2023; Zbl 1518.60067) Full Text: DOI arXiv
Kahn, Jeff Asymptotics for Shamir’s problem. (English) Zbl 1512.05311 Adv. Math. 422, Article ID 109019, 39 p. (2023). MSC: 05C65 05C80 05D15 05D40 05C70 05A05 PDF BibTeX XML Cite \textit{J. Kahn}, Adv. Math. 422, Article ID 109019, 39 p. (2023; Zbl 1512.05311) Full Text: DOI arXiv
Nguyen, Duy Phat; Borovkov, Konstantin Parisian ruin with random deficit-dependent delays for spectrally negative Lévy processes. (English) Zbl 1519.91219 Insur. Math. Econ. 110, 72-81 (2023). Reviewer: Tamás Mátrai (Edinburgh) MSC: 91G05 44A10 60G40 60G51 PDF BibTeX XML Cite \textit{D. P. Nguyen} and \textit{K. Borovkov}, Insur. Math. Econ. 110, 72--81 (2023; Zbl 1519.91219) Full Text: DOI arXiv
Guan, Shunjie; Zhao, Mingtao; Cui, Yuehua Variable selection for single-index varying-coefficients models with applications to synergistic \(\mathrm{G} \times \mathrm{E}\) interactions. (English) Zbl 07662463 Electron. J. Stat. 17, No. 1, 823-857 (2023). MSC: 62J99 60K35 62P10 PDF BibTeX XML Cite \textit{S. Guan} et al., Electron. J. Stat. 17, No. 1, 823--857 (2023; Zbl 07662463) Full Text: DOI arXiv Link
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng; Michna, Zbigniew Sojourn times of Gaussian and related random fields. (English) Zbl 1515.60152 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 249-289 (2023). MSC: 60G60 60G15 60G70 PDF BibTeX XML Cite \textit{K. Dȩbicki} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 249--289 (2023; Zbl 1515.60152) Full Text: arXiv Link
Ben-Hamou, Anna; Peres, Yuval Cutoff for permuted Markov chains. (English. French summary) Zbl 1508.60073 Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 1, 230-243 (2023). MSC: 60J10 PDF BibTeX XML Cite \textit{A. Ben-Hamou} and \textit{Y. Peres}, Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 1, 230--243 (2023; Zbl 1508.60073) Full Text: DOI arXiv
Chen, Yu-Ting The replicator equation in stochastic spatial evolutionary games. (English) Zbl 1509.60167 Stochastic Processes Appl. 157, 94-139 (2023). MSC: 60K35 91A22 91A40 PDF BibTeX XML Cite \textit{Y.-T. Chen}, Stochastic Processes Appl. 157, 94--139 (2023; Zbl 1509.60167) Full Text: DOI arXiv
Corwin, Ivan; Hammond, Alan; Hegde, Milind; Matetski, Konstantin Exceptional times when the KPZ fixed point violates Johansson’s conjecture on maximizer uniqueness. (English) Zbl 1509.82086 Electron. J. Probab. 28, Paper No. 11, 81 p. (2023). MSC: 82C21 82C43 82D60 82C22 60J25 60J65 60G55 33C10 28A80 15B52 60B20 PDF BibTeX XML Cite \textit{I. Corwin} et al., Electron. J. Probab. 28, Paper No. 11, 81 p. (2023; Zbl 1509.82086) Full Text: DOI arXiv Link
Ding, Yujia; Peng, Qidi; Xiao, Yimin Linear multifractional stable sheets in the broad sense: existence and joint continuity of local times. (English) Zbl 1516.60022 Bernoulli 29, No. 1, 785-814 (2023). MSC: 60G17 60G15 60G60 60J55 PDF BibTeX XML Cite \textit{Y. Ding} et al., Bernoulli 29, No. 1, 785--814 (2023; Zbl 1516.60022) Full Text: DOI arXiv Link
Blanca, Antonio; Sinclair, Alistair; Zhang, Xusheng The critical mean-field Chayes-Machta dynamics. (English) Zbl 1511.60103 Comb. Probab. Comput. 31, No. 6, 924-975 (2022). MSC: 60J10 82M31 68W20 05C80 60F05 68R10 PDF BibTeX XML Cite \textit{A. Blanca} et al., Comb. Probab. Comput. 31, No. 6, 924--975 (2022; Zbl 1511.60103) Full Text: DOI arXiv
Artime, Oriol Stochastic resetting in a networked multiparticle system with correlated transitions. (English) Zbl 1520.60061 J. Phys. A, Math. Theor. 55, No. 48, Article ID 484004, 13 p. (2022). MSC: 60K35 82B43 82B44 PDF BibTeX XML Cite \textit{O. Artime}, J. Phys. A, Math. Theor. 55, No. 48, Article ID 484004, 13 p. (2022; Zbl 1520.60061) Full Text: DOI arXiv
Chen, Hanshuang; Li, Guofeng; Huang, Feng First passage in discrete-time absorbing Markov chains under stochastic resetting. (English) Zbl 1519.82087 J. Phys. A, Math. Theor. 55, No. 38, Article ID 384005, 17 p. (2022). MSC: 82C31 60G40 60J10 PDF BibTeX XML Cite \textit{H. Chen} et al., J. Phys. A, Math. Theor. 55, No. 38, Article ID 384005, 17 p. (2022; Zbl 1519.82087) Full Text: DOI arXiv
Denisov, Denis; Hinrichs, Günter; Kolb, Martin; Wachtel, Vitali Persistence of autoregressive sequences with logarithmic tails. (English) Zbl 1515.60128 Electron. J. Probab. 27, Paper No. 154, 43 p. (2022). MSC: 60G50 60G40 60F17 PDF BibTeX XML Cite \textit{D. Denisov} et al., Electron. J. Probab. 27, Paper No. 154, 43 p. (2022; Zbl 1515.60128) Full Text: DOI arXiv
Christophorov, L. N. Resetting random walks in one-dimensional lattices with sinks. (English) Zbl 1505.82029 J. Phys. A, Math. Theor. 55, No. 15, Article ID 155006, 16 p. (2022). MSC: 82B41 82B20 PDF BibTeX XML Cite \textit{L. N. Christophorov}, J. Phys. A, Math. Theor. 55, No. 15, Article ID 155006, 16 p. (2022; Zbl 1505.82029) Full Text: DOI
Bhamidi, Shankar [Aldous, D. J.] A conversation with David J. Aldous. (English) Zbl 07612075 Stat. Sci. 37, No. 4, 607-624 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{S. Bhamidi}, Stat. Sci. 37, No. 4, 607--624 (2022; Zbl 07612075) Full Text: DOI Link
He, Jimmy; Pham, Huy Tuan; Xu, Max Wenqiang Mixing time of fractional random walk on finite fields. (English) Zbl 1498.60305 Electron. J. Probab. 27, Paper No. 133, 15 p. (2022). MSC: 60J10 05C81 05C25 11T23 60G50 PDF BibTeX XML Cite \textit{J. He} et al., Electron. J. Probab. 27, Paper No. 133, 15 p. (2022; Zbl 1498.60305) Full Text: DOI arXiv
Mulherkar, Jaideep; Rajdeepak, Rishikant; Sunitha, V. Implementation of quantum hitting times of cubelike graphs on IBM’s qiskit platform. (English) Zbl 1510.81049 Int. J. Quantum Inf. 20, No. 7, Article ID 2250020, 21 p. (2022). MSC: 81P68 81Q35 68Q12 68Q06 05C81 60J05 PDF BibTeX XML Cite \textit{J. Mulherkar} et al., Int. J. Quantum Inf. 20, No. 7, Article ID 2250020, 21 p. (2022; Zbl 1510.81049) Full Text: DOI
Gapeev, Pavel V.; Al Motairi, Hessah Discounted optimal stopping problems in first-passage time models with random thresholds. (English) Zbl 1517.60046 J. Appl. Probab. 59, No. 3, 714-733 (2022). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 60G44 60J65 60J60 35R35 91G20 PDF BibTeX XML Cite \textit{P. V. Gapeev} and \textit{H. Al Motairi}, J. Appl. Probab. 59, No. 3, 714--733 (2022; Zbl 1517.60046) Full Text: DOI
Stolyar, Alexander L.; Wang, Qiong Exploiting random lead times for significant inventory cost savings. (English) Zbl 1497.90024 Oper. Res. 70, No. 4, 2496-2516 (2022). MSC: 90B05 90B06 PDF BibTeX XML Cite \textit{A. L. Stolyar} and \textit{Q. Wang}, Oper. Res. 70, No. 4, 2496--2516 (2022; Zbl 1497.90024) Full Text: DOI arXiv
Källblad, Sigrid A dynamic programming approach to distribution-constrained optimal stopping. (English) Zbl 1503.60050 Ann. Appl. Probab. 32, No. 3, 1902-1928 (2022). MSC: 60G40 49L20 58E25 60G57 62L15 93E20 PDF BibTeX XML Cite \textit{S. Källblad}, Ann. Appl. Probab. 32, No. 3, 1902--1928 (2022; Zbl 1503.60050) Full Text: DOI
Foss, Sergey; Prasolov, Timofei Moments of the first descending epoch for a random walk with negative drift. (English) Zbl 1498.60167 Stat. Probab. Lett. 189, Article ID 109547, 5 p. (2022). MSC: 60G50 60G40 60K25 PDF BibTeX XML Cite \textit{S. Foss} and \textit{T. Prasolov}, Stat. Probab. Lett. 189, Article ID 109547, 5 p. (2022; Zbl 1498.60167) Full Text: DOI arXiv
Lo, Chak Hei; Menshikov, Mikhail V.; Wade, Andrew R. Cutpoints of non-homogeneous random walks. (English) Zbl 1497.60095 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 493-510 (2022). Reviewer: Ivan Podvigin (Novosibirsk) MSC: 60J05 60J10 60G50 PDF BibTeX XML Cite \textit{C. H. Lo} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 493--510 (2022; Zbl 1497.60095) Full Text: arXiv
Nunes, Cláudia; Pimentel, Rita; Prior, Ana The solution to a differential-difference equation arising in optimal stopping of a jump-diffusion process. (English) Zbl 1502.37101 REVSTAT 20, No. 1, 85-100 (2022). MSC: 37N35 37H10 60G40 60J65 PDF BibTeX XML Cite \textit{C. Nunes} et al., REVSTAT 20, No. 1, 85--100 (2022; Zbl 1502.37101)
Hermon, Jonathan Some inequalities for reversible Markov chains and branching random walks via spectral optimization. (English) Zbl 1493.60112 Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 3, 1650-1668 (2022). MSC: 60J10 60J80 60G50 PDF BibTeX XML Cite \textit{J. Hermon}, Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 3, 1650--1668 (2022; Zbl 1493.60112) Full Text: DOI arXiv
Lardizabal, C. F.; Velázquez, L. Mean hitting time formula for positive maps. (English) Zbl 1502.15024 Linear Algebra Appl. 650, 169-189 (2022). MSC: 15B48 60J10 81S25 82B41 PDF BibTeX XML Cite \textit{C. F. Lardizabal} and \textit{L. Velázquez}, Linear Algebra Appl. 650, 169--189 (2022; Zbl 1502.15024) Full Text: DOI arXiv
Gantert, Nina; Klenke, Achim The tail of the length of an excursion in a trap of random size. (English) Zbl 1493.60143 J. Stat. Phys. 188, No. 3, Paper No. 27, 20 p. (2022). MSC: 60K35 60J05 60J80 60G50 PDF BibTeX XML Cite \textit{N. Gantert} and \textit{A. Klenke}, J. Stat. Phys. 188, No. 3, Paper No. 27, 20 p. (2022; Zbl 1493.60143) Full Text: DOI arXiv
Avena, Luca; Chino, Yuki; Da Costa, Conrado; Den Hollander, Frank Random walk in cooling random environment: Recurrence versus transience and mixed fluctuations. (English. French summary) Zbl 1492.60051 Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 2, 967-1009 (2022). MSC: 60F05 60G50 60K37 PDF BibTeX XML Cite \textit{L. Avena} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 2, 967--1009 (2022; Zbl 1492.60051) Full Text: DOI arXiv
Christensen, Sören; Fischer, Simon On the \(\frac{S_n}{n}\) problem. (English) Zbl 1496.60036 J. Appl. Probab. 59, No. 2, 571-583 (2022). MSC: 60G40 60G50 PDF BibTeX XML Cite \textit{S. Christensen} and \textit{S. Fischer}, J. Appl. Probab. 59, No. 2, 571--583 (2022; Zbl 1496.60036) Full Text: DOI arXiv
Noyan, Nilay; Rudolf, Gábor; Lejeune, Miguel Distributionally robust optimization under a decision-dependent ambiguity set with applications to machine scheduling and Humanitarian logistics. (English) Zbl 07551207 INFORMS J. Comput. 34, No. 2, 729-751 (2022). MSC: 90-XX PDF BibTeX XML Cite \textit{N. Noyan} et al., INFORMS J. Comput. 34, No. 2, 729--751 (2022; Zbl 07551207) Full Text: DOI
Peköz, Erol A.; Ross, Sheldon M. Fair gambler’s ruin stochastically maximizes playing time. (English) Zbl 1490.60110 Adv. Appl. Probab. 54, No. 2, 656-659 (2022). MSC: 60G50 60G40 PDF BibTeX XML Cite \textit{E. A. Peköz} and \textit{S. M. Ross}, Adv. Appl. Probab. 54, No. 2, 656--659 (2022; Zbl 1490.60110) Full Text: DOI
Duc, Luu Hoang Exponential stability of stochastic systems: a pathwise approach. (English) Zbl 07544515 Stoch. Dyn. 22, No. 3, Article ID 2240012, 21 p. (2022). MSC: 37H30 60G22 60G40 60H10 PDF BibTeX XML Cite \textit{L. H. Duc}, Stoch. Dyn. 22, No. 3, Article ID 2240012, 21 p. (2022; Zbl 07544515) Full Text: DOI
Johnson, P.; Pedersen, J. L.; Peskir, G.; Zucca, C. Detecting the presence of a random drift in Brownian motion. (English) Zbl 1494.60044 Stochastic Processes Appl. 150, 1068-1090 (2022). MSC: 60G40 62L10 62L15 60J65 PDF BibTeX XML Cite \textit{P. Johnson} et al., Stochastic Processes Appl. 150, 1068--1090 (2022; Zbl 1494.60044) Full Text: DOI
Bruss, F. Thomas; Ernst, Philip A.; Huang, Dongzhou The rencontre problem. (English) Zbl 1494.60048 Stochastic Processes Appl. 150, 938-971 (2022). MSC: 60G50 60G40 PDF BibTeX XML Cite \textit{F. T. Bruss} et al., Stochastic Processes Appl. 150, 938--971 (2022; Zbl 1494.60048) Full Text: DOI arXiv
Glover, Kristoffer Optimally stopping a Brownian bridge with an unknown pinning time: a Bayesian approach. (English) Zbl 1494.60042 Stochastic Processes Appl. 150, 919-937 (2022). MSC: 60G40 62F15 PDF BibTeX XML Cite \textit{K. Glover}, Stochastic Processes Appl. 150, 919--937 (2022; Zbl 1494.60042) Full Text: DOI arXiv
Crimmins, Harry; Saussol, Benoît Quenched Poisson processes for random subshifts of finite type. (English) Zbl 1510.37015 Nonlinearity 35, No. 6, 3036-3058 (2022). Reviewer: Chryssoula Ganatsiou (Larissa) MSC: 37A50 37H12 37B51 60G55 PDF BibTeX XML Cite \textit{H. Crimmins} and \textit{B. Saussol}, Nonlinearity 35, No. 6, 3036--3058 (2022; Zbl 1510.37015) Full Text: DOI arXiv
Feng, Lihua; Liu, Weijun; Lu, Lu; Wang, Wei; Yu, Guihai The access time of random walks on trees with given partition. (English) Zbl 1510.60031 Appl. Math. Comput. 427, Article ID 127173, 17 p. (2022). MSC: 60G50 60G40 PDF BibTeX XML Cite \textit{L. Feng} et al., Appl. Math. Comput. 427, Article ID 127173, 17 p. (2022; Zbl 1510.60031) Full Text: DOI
Duraj, Jetlir; Raschel, Kilian; Tarrago, Pierre; Wachtel, Vitali Martin boundary of random walks in convex cones. (Frontière de Martin de marches aléatoires dans des cônes convexes.) (English. French summary) Zbl 1492.60123 Ann. Henri Lebesgue 5, 559-609 (2022). MSC: 60G50 60G40 60F17 PDF BibTeX XML Cite \textit{J. Duraj} et al., Ann. Henri Lebesgue 5, 559--609 (2022; Zbl 1492.60123) Full Text: DOI arXiv
Bruss, F. Thomas Galton-Watson processes and their role as building blocks for branching processes. (English) Zbl 1492.60236 Theory Probab. Appl. 67, No. 1, 141-153 (2022) and Teor. Veroyatn. Primen. 67, No. 1, 177-192 (2022). MSC: 60J80 60J85 60K35 60K37 PDF BibTeX XML Cite \textit{F. T. Bruss}, Theory Probab. Appl. 67, No. 1, 141--153 (2022; Zbl 1492.60236) Full Text: DOI arXiv
Li, Qi; Dong, Wenjie; Liu, Sifeng; Fang, Zhigeng Generalized periodic replacement policies for repairable systems subject to two types of failures. (English) Zbl 1493.90059 RAIRO, Oper. Res. 56, No. 2, 703-720 (2022). MSC: 90B25 90B35 PDF BibTeX XML Cite \textit{Q. Li} et al., RAIRO, Oper. Res. 56, No. 2, 703--720 (2022; Zbl 1493.90059) Full Text: DOI
Brody, Dorje C.; Hughston, Lane P.; Macrina, Andrea Credit risk, market sentiment and randomly-timed default. (English) Zbl 1489.91294 Brody, Dorje (ed.) et al., Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 113-126 (2022). MSC: 91G40 91G20 PDF BibTeX XML Cite \textit{D. C. Brody} et al., in: Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 113--126 (2022; Zbl 1489.91294) Full Text: DOI arXiv
Zonca, Lou; Holcman, David Exit versus escape for stochastic dynamical systems and application to the computation of the bursting time duration in neuronal networks. (English) Zbl 1496.37082 J. Nonlinear Sci. 32, No. 3, Paper No. 33, 28 p. (2022). MSC: 37L55 37L30 60G40 92B25 92B20 41A60 PDF BibTeX XML Cite \textit{L. Zonca} and \textit{D. Holcman}, J. Nonlinear Sci. 32, No. 3, Paper No. 33, 28 p. (2022; Zbl 1496.37082) Full Text: DOI arXiv
Başoğlu Kabran, Fatma; Sezer, Ali Devin Approximation of the exit probability of a stable Markov modulated constrained random walk. (English) Zbl 1492.60120 Ann. Oper. Res. 310, No. 2, 431-475 (2022). MSC: 60G50 60G40 60F10 60J45 PDF BibTeX XML Cite \textit{F. Başoğlu Kabran} and \textit{A. D. Sezer}, Ann. Oper. Res. 310, No. 2, 431--475 (2022; Zbl 1492.60120) Full Text: DOI arXiv
Soares, Leonardo C. R.; Carvalho, Marco A. M. Application of a hybrid evolutionary algorithm to resource-constrained parallel machine scheduling with setup times. (English) Zbl 1511.90215 Comput. Oper. Res. 139, Article ID 105637, 12 p. (2022). MSC: 90B35 90C27 90C59 PDF BibTeX XML Cite \textit{L. C. R. Soares} and \textit{M. A. M. Carvalho}, Comput. Oper. Res. 139, Article ID 105637, 12 p. (2022; Zbl 1511.90215) Full Text: DOI
Yamín, Daniel; Medaglia, Andrés L.; Prakash, A. Arun Exact bidirectional algorithm for the least expected travel-time path problem on stochastic and time-dependent networks. (English) Zbl 1511.90109 Comput. Oper. Res. 141, Article ID 105671, 15 p. (2022). MSC: 90B15 90B06 90C35 PDF BibTeX XML Cite \textit{D. Yamín} et al., Comput. Oper. Res. 141, Article ID 105671, 15 p. (2022; Zbl 1511.90109) Full Text: DOI
Duc, Luu Hoang Random attractors for dissipative systems with rough noises. (English) Zbl 1496.37051 Discrete Contin. Dyn. Syst. 42, No. 4, 1873-1902 (2022). Reviewer: Marks Ruziboev (Wien) MSC: 37H10 37H30 60G22 60G40 60H10 PDF BibTeX XML Cite \textit{L. H. Duc}, Discrete Contin. Dyn. Syst. 42, No. 4, 1873--1902 (2022; Zbl 1496.37051) Full Text: DOI
Constantinescu, C.; Loeffen, R.; Patie, P. First passage times over stochastic boundaries for subdiffusive processes. (English) Zbl 1490.60286 Trans. Am. Math. Soc. 375, No. 3, 1629-1652 (2022). MSC: 60K50 60G40 60G51 60G52 60G18 PDF BibTeX XML Cite \textit{C. Constantinescu} et al., Trans. Am. Math. Soc. 375, No. 3, 1629--1652 (2022; Zbl 1490.60286) Full Text: DOI arXiv
Gnedin, Alexander The best choice problem with random arrivals: how to beat the \(1 / e\)-strategy. (English) Zbl 1480.60104 Stochastic Processes Appl. 145, 226-240 (2022). MSC: 60G40 91A60 PDF BibTeX XML Cite \textit{A. Gnedin}, Stochastic Processes Appl. 145, 226--240 (2022; Zbl 1480.60104) Full Text: DOI
Qiu, Qinjing; Kawai, Reiichiro A decoupling principle for Markov-modulated chains. (English) Zbl 1481.60139 Stat. Probab. Lett. 182, Article ID 109301, 8 p. (2022). MSC: 60J22 65C40 60J28 60G40 PDF BibTeX XML Cite \textit{Q. Qiu} and \textit{R. Kawai}, Stat. Probab. Lett. 182, Article ID 109301, 8 p. (2022; Zbl 1481.60139) Full Text: DOI
Kahn, Jeff Hitting times for Shamir’s problem. (English) Zbl 1479.05326 Trans. Am. Math. Soc. 375, No. 1, 627-668 (2022). MSC: 05C80 05C65 60C05 60G40 60G42 PDF BibTeX XML Cite \textit{J. Kahn}, Trans. Am. Math. Soc. 375, No. 1, 627--668 (2022; Zbl 1479.05326) Full Text: DOI arXiv
Benevides, Fabrício Siqueira; Sulkowska, Małgorzata Maximizing the expected number of components in an online search of a graph. (English) Zbl 1481.60081 Discrete Math. 345, No. 1, Article ID 112668, 13 p. (2022). MSC: 60G40 60C05 05C80 68R10 PDF BibTeX XML Cite \textit{F. S. Benevides} and \textit{M. Sulkowska}, Discrete Math. 345, No. 1, Article ID 112668, 13 p. (2022; Zbl 1481.60081) Full Text: DOI arXiv
Blanca, Antonio; Sinclair, Alistair; Zhang, Xusheng The critical mean-field Chayes-Machta dynamics. (English) Zbl 07768392 Wootters, Mary (ed.) et al., Approximation, randomization, and combinatorial optimization. Algorithms and techniques. 24th international conference, APPROX 2021, and 25th international conference, RANDOM 2021, University of Washington, Seattle, Washington, US (virtual conference), August 16–18, 2021. Wadern: Schloss Dagstuhl – Leibniz-Zentrum für Informatik. LIPIcs – Leibniz Int. Proc. Inform. 207, Article 47, 15 p. (2021). MSC: 68W20 68W25 90C27 PDF BibTeX XML Cite \textit{A. Blanca} et al., LIPIcs -- Leibniz Int. Proc. Inform. 207, Article 47, 15 p. (2021; Zbl 07768392) Full Text: DOI
Eliazar, Iddo; Reuveni, Shlomi Mean-performance of sharp restart. II: Inequality roadmap. (English) Zbl 1505.82030 J. Phys. A, Math. Theor. 54, No. 35, Article ID 355001, 30 p. (2021). MSC: 82B41 PDF BibTeX XML Cite \textit{I. Eliazar} and \textit{S. Reuveni}, J. Phys. A, Math. Theor. 54, No. 35, Article ID 355001, 30 p. (2021; Zbl 1505.82030) Full Text: DOI arXiv
Privault, Nicolas Invariance of Poisson point processes by moment identities with statistical applications. (English) Zbl 1499.60157 Ugolini, Stefania (ed.) et al., Geometry and invariance in stochastic dynamics. Selected papers based on the presentations at the the conference on random transformations and invariance in stochastic dynamics, Verona, Italy, March 25–29, 2019. Cham: Springer. Springer Proc. Math. Stat. 378, 247-265 (2021). MSC: 60G57 60G55 60D05 60G40 60G48 60H07 PDF BibTeX XML Cite \textit{N. Privault}, Springer Proc. Math. Stat. 378, 247--265 (2021; Zbl 1499.60157) Full Text: DOI
Denisov, Denis; Sakhanenko, Alexander; Wachtel, Vitali First-passage times for random walks in the triangular array setting. (English) Zbl 1496.60041 Chaumont, Loïc (ed.) et al., A lifetime of excursions through random walks and Lévy processes. A volume in honour of Ron Doney’s 80th birthday. Cham: Birkhäuser. Prog. Probab. 78, 181-203 (2021). MSC: 60G50 60F17 60G40 PDF BibTeX XML Cite \textit{D. Denisov} et al., Prog. Probab. 78, 181--203 (2021; Zbl 1496.60041) Full Text: DOI arXiv
Agarwal, R.; Hristova, S.; O’Regan, D.; Kopanov, P. Mean-square stability of Riemann-Liouville fractional Hopfield’s graded response neural networks with random impulses. (English) Zbl 1494.34074 Adv. Difference Equ. 2021, Paper No. 98, 20 p. (2021). MSC: 34A37 34D20 92B20 PDF BibTeX XML Cite \textit{R. Agarwal} et al., Adv. Difference Equ. 2021, Paper No. 98, 20 p. (2021; Zbl 1494.34074) Full Text: DOI
Shelepova, Anastasiya D.; Sakhanenko, Alexander I. On the asymptotics of the probability to stay above a non-increasing boundary for a non-homogeneous compound renewal process. (Russian. English summary) Zbl 1491.60050 Sib. Èlektron. Mat. Izv. 18, No. 2, 1667-1688 (2021). MSC: 60F17 60G50 PDF BibTeX XML Cite \textit{A. D. Shelepova} and \textit{A. I. Sakhanenko}, Sib. Èlektron. Mat. Izv. 18, No. 2, 1667--1688 (2021; Zbl 1491.60050) Full Text: DOI
Sakhanenko, Alexander; Foss, Sergey On representations and simulation of conditioned random walks on integer lattices. (English) Zbl 1493.60079 Sib. Èlektron. Mat. Izv. 18, No. 2, 1556-1571 (2021). MSC: 60G50 60K37 PDF BibTeX XML Cite \textit{A. Sakhanenko} and \textit{S. Foss}, Sib. Èlektron. Mat. Izv. 18, No. 2, 1556--1571 (2021; Zbl 1493.60079) Full Text: DOI
Paige, Robert L.; Randrianampy, Noroharivelo V. Small sample inference for exponential survival times with heavy right-censoring. (English) Zbl 07532136 Commun. Stat., Theory Methods 50, No. 3, 521-539 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{R. L. Paige} and \textit{N. V. Randrianampy}, Commun. Stat., Theory Methods 50, No. 3, 521--539 (2021; Zbl 07532136) Full Text: DOI
Lo, Gane Samb; Ahsanullah, Mohammad; Niang, Aladji Babacar Simultaneous joint lower and upper record values probability laws for absolutely continuous or discrete data. (English. French summary) Zbl 1487.60041 Afr. Stat. 16, No. 4, 2923-2978 (2021). MSC: 60E15 62G30 PDF BibTeX XML Cite \textit{G. S. Lo} et al., Afr. Stat. 16, No. 4, 2923--2978 (2021; Zbl 1487.60041) Full Text: arXiv Link
Kassel, Adrien; Lévy, Thierry Covariant Symanzik identities. (English) Zbl 1483.60112 Probab. Math. Phys. 2, No. 3, 419-475 (2021). MSC: 60J55 60J57 81T25 82B20 PDF BibTeX XML Cite \textit{A. Kassel} and \textit{T. Lévy}, Probab. Math. Phys. 2, No. 3, 419--475 (2021; Zbl 1483.60112) Full Text: DOI arXiv
Peigné, Marc; Woess, Wolfgang Recurrence of two-dimensional queueing processes, and random walk exit times from the quadrant. (English) Zbl 1484.60054 Ann. Appl. Probab. 31, No. 6, 2519-2537 (2021). MSC: 60G50 60K25 PDF BibTeX XML Cite \textit{M. Peigné} and \textit{W. Woess}, Ann. Appl. Probab. 31, No. 6, 2519--2537 (2021; Zbl 1484.60054) Full Text: DOI arXiv
Bertin, Karine; Torres, Soledad; Viitasaari, Lauri Least-square estimators in linear regression models under negatively superadditive dependent random observations. (English) Zbl 07464112 Statistics 55, No. 5, 1018-1034 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{K. Bertin} et al., Statistics 55, No. 5, 1018--1034 (2021; Zbl 07464112) Full Text: DOI arXiv
Mukhopadhyay, Nitis; Bishnoi, Srawan Kumar An unusual application of Cramér-Rao inequality to prove the attainable lower bound for a ratio of complicated gamma functions. (English) Zbl 1498.60079 Methodol. Comput. Appl. Probab. 23, No. 4, 1507-1517 (2021). MSC: 60E15 33B15 60F05 60G40 PDF BibTeX XML Cite \textit{N. Mukhopadhyay} and \textit{S. K. Bishnoi}, Methodol. Comput. Appl. Probab. 23, No. 4, 1507--1517 (2021; Zbl 1498.60079) Full Text: DOI
Eisenbaum, Nathalie Some percolations involving the Gaussian free fields. (English) Zbl 1478.60260 Electron. Commun. Probab. 26, Paper No. 11, 8 p. (2021). MSC: 60K35 82B43 60J55 60G15 60J10 PDF BibTeX XML Cite \textit{N. Eisenbaum}, Electron. Commun. Probab. 26, Paper No. 11, 8 p. (2021; Zbl 1478.60260) Full Text: DOI
Essifi, Rim; Mustapha, Sami Upper estimates for inhomogeneous random walks confined to the positive orthant. (English) Zbl 1493.60076 Electron. Commun. Probab. 26, Paper No. 49, 14 p. (2021). MSC: 60G50 31C35 30F10 60G40 PDF BibTeX XML Cite \textit{R. Essifi} and \textit{S. Mustapha}, Electron. Commun. Probab. 26, Paper No. 49, 14 p. (2021; Zbl 1493.60076) Full Text: DOI
Chen, Yu-Ting Precise asymptotics of some meeting times arising from the voter model on large random regular graphs. (English) Zbl 1479.05323 Electron. Commun. Probab. 26, Paper No. 5, 13 p. (2021). MSC: 05C80 05C81 05C50 91B12 PDF BibTeX XML Cite \textit{Y.-T. Chen}, Electron. Commun. Probab. 26, Paper No. 5, 13 p. (2021; Zbl 1479.05323) Full Text: DOI arXiv
Silvestrov, D. Convergence in distribution for randomly stopped random fields. (English) Zbl 1493.60085 Theory Probab. Math. Stat. 105, 137-149 (2021). MSC: 60G60 60F05 60G40 PDF BibTeX XML Cite \textit{D. Silvestrov}, Theory Probab. Math. Stat. 105, 137--149 (2021; Zbl 1493.60085) Full Text: DOI
Lovas, Attila; Rásonyi, Miklós Ergodic theorems for queuing systems with dependent inter-arrival times. (English) Zbl 07442911 Oper. Res. Lett. 49, No. 5, 682-687 (2021). MSC: 90-XX PDF BibTeX XML Cite \textit{A. Lovas} and \textit{M. Rásonyi}, Oper. Res. Lett. 49, No. 5, 682--687 (2021; Zbl 07442911) Full Text: DOI arXiv
Lubetzky, Eyal; Sly, Allan Fast initial conditions for Glauber dynamics. (English) Zbl 1477.60112 Probab. Theory Relat. Fields 181, No. 1-3, 647-667 (2021). MSC: 60J10 60K35 PDF BibTeX XML Cite \textit{E. Lubetzky} and \textit{A. Sly}, Probab. Theory Relat. Fields 181, No. 1--3, 647--667 (2021; Zbl 1477.60112) Full Text: DOI arXiv
Inoue, Kiyoshi On homogeneous multivariate distributions in random occupancy models and their applications. (English) Zbl 1473.62056 Methodol. Comput. Appl. Probab. 23, No. 3, 1129-1153 (2021). MSC: 62E15 60E05 PDF BibTeX XML Cite \textit{K. Inoue}, Methodol. Comput. Appl. Probab. 23, No. 3, 1129--1153 (2021; Zbl 1473.62056) Full Text: DOI
Kamalakis, Thomas; Vamvakari, Malvina \(q\)-random walks on \(\mathbb Z^d\), \(d = 1, 2, 3\). (English) Zbl 1480.60207 Methodol. Comput. Appl. Probab. 23, No. 3, 947-969 (2021). MSC: 60J10 60G50 PDF BibTeX XML Cite \textit{T. Kamalakis} and \textit{M. Vamvakari}, Methodol. Comput. Appl. Probab. 23, No. 3, 947--969 (2021; Zbl 1480.60207) Full Text: DOI
Nejjar, Peter \( \text{GUE}\times \text{GUE}\) limit law at hard shocks in ASEP. (English) Zbl 1479.60201 Ann. Appl. Probab. 31, No. 1, 321-350 (2021). MSC: 60K35 60B20 PDF BibTeX XML Cite \textit{P. Nejjar}, Ann. Appl. Probab. 31, No. 1, 321--350 (2021; Zbl 1479.60201) Full Text: DOI arXiv Link
Hermon, Jonathan; Salez, Justin The interchange process on high-dimensional products. (English) Zbl 1476.60117 Ann. Appl. Probab. 31, No. 1, 84-98 (2021). MSC: 60J10 60J27 60K35 60B15 PDF BibTeX XML Cite \textit{J. Hermon} and \textit{J. Salez}, Ann. Appl. Probab. 31, No. 1, 84--98 (2021; Zbl 1476.60117) Full Text: DOI arXiv Link
Foss, Sergey; Sakhanenko, Alexander Structural properties of conditioned random walks on integer lattices with random local constraints. (English) Zbl 1469.60359 Vares, Maria Eulália (ed.) et al., In and out of equilibrium 3: celebrating Vladas Sidoravicius. Cham: Birkhäuser. Prog. Probab. 77, 407-438 (2021). MSC: 60K37 60K15 60J55 PDF BibTeX XML Cite \textit{S. Foss} and \textit{A. Sakhanenko}, Prog. Probab. 77, 407--438 (2021; Zbl 1469.60359) Full Text: DOI arXiv
Zorine, Andrei V.; Sizova, Kseniya O. A method for solving stationary equations for priority time-sharing service process in random environment. (English) Zbl 1470.60267 Dudin, Alexander (ed.) et al., Information technologies and mathematical modelling. Queueing theory and applications. 19th international conference, ITMM 2020, named after A. F. Terpugov, Tomsk, Russia, December 2–5, 2020. Revised selected papers. Cham: Springer. Commun. Comput. Inf. Sci. 1391, 304-318 (2021). MSC: 60K25 90B22 PDF BibTeX XML Cite \textit{A. V. Zorine} and \textit{K. O. Sizova}, Commun. Comput. Inf. Sci. 1391, 304--318 (2021; Zbl 1470.60267) Full Text: DOI
Bet, Gianmarco; Jacquier, Vanessa; Nardi, Francesca R. Effect of energy degeneracy on the transition time for a series of metastable states. Application to probabilistic cellular automata. (English) Zbl 1470.60272 J. Stat. Phys. 184, No. 1, Paper No. 8, 42 p. (2021). MSC: 60K35 82C20 60J45 82C22 82C26 PDF BibTeX XML Cite \textit{G. Bet} et al., J. Stat. Phys. 184, No. 1, Paper No. 8, 42 p. (2021; Zbl 1470.60272) Full Text: DOI arXiv
Palacios, José Luis; Markowsky, Greg Kemeny’s constant and Kirchhoffian indices for conjoined highly symmetric graphs. (English) Zbl 1469.05046 Discrete Appl. Math. 302, 215-220 (2021). MSC: 05C10 05C09 05C81 PDF BibTeX XML Cite \textit{J. L. Palacios} and \textit{G. Markowsky}, Discrete Appl. Math. 302, 215--220 (2021; Zbl 1469.05046) Full Text: DOI Backlinks: MO
Aksamit, Anna; Choulli, Tahir; Jeanblanc, Monique Thin times and random times’ decomposition. (English) Zbl 1480.60078 Electron. J. Probab. 26, Paper No. 31, 22 p. (2021). MSC: 60G07 60G40 60G44 PDF BibTeX XML Cite \textit{A. Aksamit} et al., Electron. J. Probab. 26, Paper No. 31, 22 p. (2021; Zbl 1480.60078) Full Text: DOI arXiv
Peretz, Tal Moderate deviations for the self-normalized random walk in random scenery. (English) Zbl 1478.60101 Electron. J. Probab. 26, Paper No. 42, 16 p. (2021). MSC: 60F10 60G50 60K37 05C81 PDF BibTeX XML Cite \textit{T. Peretz}, Electron. J. Probab. 26, Paper No. 42, 16 p. (2021; Zbl 1478.60101) Full Text: DOI arXiv
Vanneuville, Hugo The annealed spectral sample of Voronoi percolation. (English) Zbl 1498.60393 Ann. Probab. 49, No. 3, 1554-1606 (2021). Reviewer: A. C. D. van Enter (Groningen) MSC: 60K35 82C43 PDF BibTeX XML Cite \textit{H. Vanneuville}, Ann. Probab. 49, No. 3, 1554--1606 (2021; Zbl 1498.60393) Full Text: DOI arXiv
Ramasubramanian, S. Correction note to: “A multidimensional ruin problem and an associated notion of duality”. (English) Zbl 1464.91069 Stoch. Models 37, No. 2, 300-316 (2021). MSC: 91G05 60G50 90B15 PDF BibTeX XML Cite \textit{S. Ramasubramanian}, Stoch. Models 37, No. 2, 300--316 (2021; Zbl 1464.91069) Full Text: DOI
Privault, Nicolas Cardinality estimation for random stopping sets based on Poisson point processes. (English) Zbl 1487.60096 ESAIM, Probab. Stat. 25, 87-108 (2021). Reviewer: Viktor Ohanyan (Erevan) MSC: 60G55 60D05 60G40 60G57 PDF BibTeX XML Cite \textit{N. Privault}, ESAIM, Probab. Stat. 25, 87--108 (2021; Zbl 1487.60096) Full Text: DOI
Chen, Xiaohui; Yang, Yun Diffusion \(K\)-means clustering on manifolds: provable exact recovery via semidefinite relaxations. (English) Zbl 1461.62244 Appl. Comput. Harmon. Anal. 52, 303-347 (2021). MSC: 62R30 62H30 60J60 90C22 PDF BibTeX XML Cite \textit{X. Chen} and \textit{Y. Yang}, Appl. Comput. Harmon. Anal. 52, 303--347 (2021; Zbl 1461.62244) Full Text: DOI arXiv
Albers, Susanne; Ladewig, Leon New results for the \(k\)-secretary problem. (English) Zbl 1497.68576 Theor. Comput. Sci. 863, 102-119 (2021). MSC: 68W27 60G40 PDF BibTeX XML Cite \textit{S. Albers} and \textit{L. Ladewig}, Theor. Comput. Sci. 863, 102--119 (2021; Zbl 1497.68576) Full Text: DOI arXiv