Baccelli, F.; Foss, S.; Shneer, S. Migration-contagion processes. (English) Zbl 07807057 Adv. Appl. Probab. 56, No. 1, 71-105 (2024). MSC: 60K35 60K25 60G55 92D30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Gatto, R. Stationary jump and diffusion processes for planar directions obtained by wrapping. (English) Zbl 1537.60106 Markov Process. Relat. Fields 29, No. 3, 403-433 (2023). MSC: 60J60 60G10 60G51 60G55 62H11 × Cite Format Result Cite Review PDF Full Text: Link
Last, Günter; Thorisson, Hermann Transportation of diffuse random measures on \(\mathbb{R}^d\). (English) Zbl 1533.60074 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 577-592 (2023). MSC: 60G57 60G55 60G60 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Wilkens, Amanda Isomorphisms of Poisson systems over locally compact groups. (English) Zbl 1537.37016 Ann. Probab. 51, No. 6, 2158-2191 (2023). Reviewer: Thomas B. Ward (Durham) MSC: 37A50 37A05 37A35 60G10 60G55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Alsmeyer, Gerold; Mukherjee, Chiranjib On null-homology and stationary sequences. (English) Zbl 07768813 J. Theor. Probab. 36, No. 4, 2476-2500 (2023). MSC: 28D05 60G10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Sodin, Mikhail; Wennman, Aron; Yakir, Oren The random Weierstrass zeta function. II: Fluctuations of the electric flux through rectifiable curves. (English) Zbl 1523.60091 J. Stat. Phys. 190, No. 10, Paper No. 164, 29 p. (2023). MSC: 60G55 60K35 30B20 82B05 11M41 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Noda, Kohei; Shirai, Tomoyuki Expected number of zeros of random power series with finitely dependent Gaussian coefficients. (English) Zbl 1521.30005 J. Theor. Probab. 36, No. 3, 1534-1554 (2023). MSC: 30B20 60G15 60G55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Yakubovich, Yu. V.; Rusakov, O. V. On spectral properties of stationary random processes connected by a special random time change. (English. Russian original) Zbl 1515.60085 J. Math. Sci., New York 273, No. 5, 871-883 (2023); translation from Zap. Nauchn. Semin. POMI 501, 315-334 (2021). MSC: 60G10 60G55 60G22 × Cite Format Result Cite Review PDF Full Text: DOI
Eriksen, Rikke; Kiderlen, Markus Mean surface and volume particle tensors under \(L\)-restricted isotropy and associated ellipsoids. (English) Zbl 1518.52002 Adv. Geom. 23, No. 2, 223-245 (2023). MSC: 52A20 52A22 52A38 60D05 60G55 × Cite Format Result Cite Review PDF Full Text: DOI
Cornean, Horia; Herbst, Ira W.; Møller, Jesper; Støttrup, Benjamin B.; Sørensen, Kasper S. Singular distribution functions for random variables with stationary digits. (English) Zbl 1515.60080 Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 31, 26 p. (2023). MSC: 60G10 60G30 60G55 60J10 60K05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Angel, Omer; Ray, Gourab; Spinka, Yinon A tale of two balloons. (English) Zbl 1515.60136 Probab. Theory Relat. Fields 185, No. 3-4, 815-837 (2023). MSC: 60G55 60G10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hamdan, Doureid Ergodic quasi-exchangeable stationary processes are isomorphic to Bernoulli processes. (English) Zbl 1522.37009 Monatsh. Math. 200, No. 1, 93-117 (2023). MSC: 37A50 37A25 37A05 60G09 60G10 60G55 60J10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Fu, Ke-Ang; Liu, Yang Ruin probabilities for a multidimensional risk model with non-stationary arrivals and subexponential claims. (English) Zbl 1505.91328 Probab. Eng. Inf. Sci. 36, No. 3, 799-811 (2022). MSC: 91G05 60G55 × Cite Format Result Cite Review PDF Full Text: DOI
Basrak, Bojan; Kevei, Péter Limit theorems for branching processes with immigration in a random environment. (English) Zbl 1501.60052 Extremes 25, No. 4, 623-654 (2022). MSC: 60J80 60F05 60G55 60G50 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hannebicque, Brice; Herbin, Érick Regularity of an abstract Wiener integral. (English) Zbl 1510.60042 Stochastic Processes Appl. 154, 154-196 (2022). MSC: 60H05 60G10 60G17 60G20 60G51 60G55 60G57 × Cite Format Result Cite Review PDF Full Text: DOI
Holroyd, Alexander E.; Janson, Svante; Wästlund, Johan Minimal matchings of point processes. (English) Zbl 1500.60006 Probab. Theory Relat. Fields 184, No. 1-2, 571-611 (2022). MSC: 60D05 60G55 05C70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Asanjarani, Azam; Nazarathy, Yoni Stationary Markovian arrival processes: results and open problems. (English) Zbl 1490.60245 ANZIAM J. 64, No. 1, 54-68 (2022). MSC: 60K25 60G55 60K30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Azmoodeh, Ehsan; Ljungdahl, Mathias Mørck; Thäle, Christoph Multi-dimensional normal approximation of heavy-tailed moving averages. (English) Zbl 1482.60032 Stochastic Processes Appl. 145, 308-334 (2022). MSC: 60F05 60G10 60G15 60G51 60G55 60H07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Baccelli, François; Ramesan, Nithin A computational framework for evaluating the role of mobility on the propagation of epidemics on point processes. (English) Zbl 1478.92176 J. Math. Biol. 84, No. 1-2, Paper No. 4, 40 p. (2022). MSC: 92D30 60G55 60K35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Basrak, Bojan; Cho, Yeonok; Heiny, Johannes; Jung, Paul Extreme eigenvalue statistics of \(m\)-dependent heavy-tailed matrices. (English) Zbl 1491.60008 Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 4, 2100-2127 (2021). Reviewer: Dmitry Zaporozhets (Sankt-Peterburg) MSC: 60B20 60G10 60G55 60G70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Baccelli, François; Haji-Mirsadeghi, Mir-Omid; Khezeli, Ali Unimodular Hausdorff and Minkowski dimensions. (English) Zbl 1483.60016 Electron. J. Probab. 26, Paper No. 155, 64 p. (2021). MSC: 60D05 05C63 05C80 60G50 28A78 60G55 60J80 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Rao, M. M.; Swift, R. J. From additive to second-order processes. (English) Zbl 1489.60088 Swift, Randall J. (ed.) et al., Stochastic processes and functional analysis. New perspectives. AMS special session celebrating M. M. Rao’s many mathematical contributions as he turns 90 years old. University of California, Riverside, California, November 9–10, 2019. Providence, RI: American Mathematical Society (AMS). Contemp. Math. 774, 205-215 (2021). MSC: 60G55 60G52 × Cite Format Result Cite Review PDF Full Text: DOI
Gaitan, Rodrigo Saul; Lii, Keh-Shin On the estimation of periodicity or almost periodicity in inhomogeneous gamma point-process data. (English) Zbl 1493.62507 J. Time Ser. Anal. 42, No. 5-6, 711-736 (2021). MSC: 62M09 60G55 × Cite Format Result Cite Review PDF Full Text: DOI
Heiny, Johannes; Mikosch, Thomas Large sample autocovariance matrices of linear processes with heavy tails. (English) Zbl 1476.60014 Stochastic Processes Appl. 141, 344-375 (2021). MSC: 60B20 60F05 60F10 60G10 60G55 60G70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dereudre, David; Houdebert, Pierre Sharp phase transition for the continuum Widom-Rowlinson model. (English. French summary) Zbl 1472.60019 Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 1, 387-407 (2021). MSC: 60D05 60G10 60G55 60G57 60G60 60K35 82B21 82B26 82B43 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Møller, Jesper; O’Reilly, Eliza Couplings for determinantal point processes and their reduced palm distributions with a view to quantifying repulsiveness. (English) Zbl 1476.60087 J. Appl. Probab. 58, No. 2, 469-483 (2021). MSC: 60G55 60J20 60D05 62M30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Błaszczyszyn, Bartłomiej; Hirsch, Christian Optimal stationary markings. (English) Zbl 1469.60153 Stochastic Processes Appl. 138, 153-185 (2021). MSC: 60G55 60D05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Stehr, Mads; Kiderlen, Markus Asymptotic variance of Newton-Cotes quadratures based on randomized sampling points. (English) Zbl 07378199 Adv. Appl. Probab. 52, No. 4, 1284-1307 (2020). MSC: 65D32 60G55 60G10 60K05 65D30 × Cite Format Result Cite Review PDF Full Text: DOI
Jahnel, Benedikt; Tóbiás, András Exponential moments for planar tessellations. (English) Zbl 1437.60009 J. Stat. Phys. 179, No. 1, 90-109 (2020). MSC: 60D05 52A38 60G55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
White, Ryan T.; Dshalalow, Jewgeni H. Characterizations of random walks on random lattices and their ramifications. (English) Zbl 1444.60036 Stochastic Anal. Appl. 38, No. 2, 307-342 (2020). MSC: 60G50 60G51 60G52 60K25 × Cite Format Result Cite Review PDF Full Text: DOI
Bufetov, Alexander I.; Nikitin, Pavel P.; Qiu, Yanqi On number rigidity for Pfaffian point processes. (English) Zbl 1457.60068 Mosc. Math. J. 19, No. 2, 217-274 (2019). MSC: 60G55 60G10 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Soo, Terry; Wilkens, Amanda Finitary isomorphisms of Poisson point processes. (English) Zbl 1447.37015 Ann. Probab. 47, No. 5, 3055-3081 (2019). MSC: 37A50 37A15 60G10 60G55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Hug, Daniel; Weil, Wolfgang Determination of Boolean models by densities of mixed volumes. (English) Zbl 1427.60023 Adv. Appl. Probab. 51, No. 1, 116-135 (2019). MSC: 60D05 52A22 52A39 60G55 62M30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Pitman, Jim; Yakubovich, Yuri Gaps and interleaving of point processes in sampling from a residual allocation model. (English) Zbl 1428.62190 Bernoulli 25, No. 4B, 3623-3651 (2019). MSC: 60G55 60F05 60K05 60J80 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Bufetov, Alexander I.; Dymov, Andrey V. A functional limit theorem for the sine-process. (English) Zbl 1479.60068 Int. Math. Res. Not. 2019, No. 1, 249-319 (2019). MSC: 60F17 60B20 60G10 60G15 60G55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Peng, Zuoxiang; Tong, Jinjun; Weng, Zhichao Exceedances point processes in the plane of stationary Gaussian sequences with data missing. (English) Zbl 1427.60089 Stat. Probab. Lett. 149, 73-79 (2019). MSC: 60G55 60G70 62E20 60F15 60F05 × Cite Format Result Cite Review PDF Full Text: DOI
Janßen, Anja Spectral tail processes and max-stable approximations of multivariate regularly varying time series. (English) Zbl 1488.60134 Stochastic Processes Appl. 129, No. 6, 1993-2009 (2019). MSC: 60G70 60G10 60G55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Houdebert, Pierre Percolation results for the continuum random cluster model. (English) Zbl 1431.60013 Adv. Appl. Probab. 50, No. 1, 231-244 (2018). MSC: 60D05 60G10 60G55 60G57 60G60 60K35 82B21 82B26 82B43 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Last, Günter; Tang, Wenpin; Thorisson, Hermann Transporting random measures on the line and embedding excursions into Brownian motion. (English. French summary) Zbl 1417.60038 Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 4, 2286-2303 (2018). MSC: 60G57 60G55 60G60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Flimmel, Daniela; Beneš, Viktor Gaussian approximation for functionals of Gibbs particle processes. (English) Zbl 1449.60012 Kybernetika 54, No. 4, 765-777 (2018). MSC: 60D05 60G55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hiraoka, Yasuaki; Shirai, Tomoyuki; Trinh, Khanh Duy Limit theorems for persistence diagrams. (English) Zbl 1402.60059 Ann. Appl. Probab. 28, No. 5, 2740-2780 (2018). MSC: 60G55 60B10 55N20 60G10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Bufetov, Alexander I.; Dabrowski, Yoann; Qiu, Yanqi Linear rigidity of stationary stochastic processes. (English) Zbl 1400.37010 Ergodic Theory Dyn. Syst. 38, No. 7, 2493-2507 (2018). Reviewer: Utkir A. Rozikov (Tashkent) MSC: 37A50 60G10 60G55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Freitas, Ana Cristina Moreira; Freitas, Jorge Milhazes; Magalhães, Mário Convergence of marked point processes of excesses for dynamical systems. (English) Zbl 1404.37009 J. Eur. Math. Soc. (JEMS) 20, No. 9, 2131-2179 (2018). Reviewer: Jacques Franchi (Strasbourg) MSC: 37A50 37A25 37B20 60G10 60G55 60G70 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Baccelli, Francois; Haji-Mirsadeghi, Mir-Omid Point-shift foliation of a point process. (English) Zbl 1454.60061 Electron. J. Probab. 23, Paper No. 19, 25 p. (2018). MSC: 60G55 37C85 60G10 60G57 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Last, Günter; Penrose, Mathew Lectures on the Poisson process. (English) Zbl 1392.60004 Institute of Mathematical Statistics Textbooks 7. Cambridge: Cambridge University Press (ISBN 978-1-107-45843-7/pbk; 978-1-107-08801-6/hbk; 978-1-316-10447-7/ebook). xx, 293 p. (2018). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60-02 60G55 60G10 60D05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Baccelli, François; Haji-Mirsadeghi, Mir-Omid Point-map-probabilities of a point process and Mecke’s invariant measure equation. (English) Zbl 1375.60091 Ann. Probab. 45, No. 3, 1723-1751 (2017). Reviewer: Ilya S. Molchanov (Bern) MSC: 60G55 60G10 60G57 60G30 60F17 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kousholt, Astrid; Ziegel, Johanna F.; Kiderlen, Markus; Vedel Jensen, Eva B. Stereological estimation of mean particle volume tensors in \(\mathbb R^3\) from vertical sections. (English) Zbl 1373.60024 Vedel Jensen, Eva B. (ed.) et al., Tensor valuations and their applications in stochastic geometry and imaging. Based on the presentations at the workshop, Sandbjerg Manor, Denmark, September 21–26, 2014. Cham: Springer (ISBN 978-3-319-51950-0/pbk; 978-3-319-51951-7/ebook). Lecture Notes in Mathematics 2177, 423-434 (2017). MSC: 60D05 60G55 60G51 × Cite Format Result Cite Review PDF Full Text: DOI
Deshayes, Aurelia; Rolla, Leonardo T. Scaling limit of subcritical contact process. (English) Zbl 1373.60155 Stochastic Processes Appl. 127, No. 8, 2630-2649 (2017). MSC: 60K35 82C22 92D30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Heiny, Johannes; Mikosch, Thomas Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case. (English) Zbl 1378.60024 Stochastic Processes Appl. 127, No. 7, 2179-2207 (2017). MSC: 60B20 60F05 60F10 60G10 60G55 60G70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Dombry, Clément; Kabluchko, Zakhar Ergodic decompositions of stationary max-stable processes in terms of their spectral functions. (English) Zbl 1367.60056 Stochastic Processes Appl. 127, No. 6, 1763-1784 (2017). MSC: 60G52 60G70 60G60 60G55 60G10 37A10 37A25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Vidybida, Alexander K. Output stream of leaky integrate-and-fire neuron without diffusion approximation. (English) Zbl 1364.82046 J. Stat. Phys. 166, No. 2, 267-281 (2017). MSC: 82C32 60G55 60G10 60K15 60K40 92B20 × Cite Format Result Cite Review PDF Full Text: DOI
Iksanov, Alexander; Marynych, Alexander; Meiners, Matthias Asymptotics of random processes with immigration. II: Convergence to stationarity. (English) Zbl 1377.60046 Bernoulli 23, No. 2, 1279-1298 (2017). Reviewer: Martin Wendler (Greifswald) MSC: 60F17 60G17 60G55 60J80 60K05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Basrak, Bojan; Tafro, Azra A complete convergence theorem for stationary regularly varying multivariate time series. (English) Zbl 1357.60034 Extremes 19, No. 3, 549-560 (2016). MSC: 60F15 60F17 62M10 60G70 60G55 60G10 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Davis, Richard A.; Heiny, Johannes; Mikosch, Thomas; Xie, Xiaolei Extreme value analysis for the sample autocovariance matrices of heavy-tailed multivariate time series. (English) Zbl 1384.60023 Extremes 19, No. 3, 517-547 (2016). MSC: 60B20 60F05 60F10 60G10 60G55 60G70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Blankenburg, Sven; Lindner, Benjamin The effect of positive interspike interval correlations on neuronal information transmission. (English) Zbl 1348.93241 Math. Biosci. Eng. 13, No. 3, 461-481 (2016). MSC: 93E03 93E11 94A12 94A15 94A24 60G10 60G15 60G35 60G50 60G55 × Cite Format Result Cite Review PDF Full Text: DOI
Bi, Hongwei; Delmas, Jean-François Total length of the genealogical tree for quadratic stationary continuous-state branching processes. (English. French summary) Zbl 1350.60090 Ann. Inst. Henri Poincaré, Probab. Stat. 52, No. 3, 1321-1350 (2016). MSC: 60J80 60J85 60G10 60G55 92D15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Dziwisz, A.; Szczotka, W. Functional central limit theorems for seeds in a linear birth and growth model. (English) Zbl 1343.60031 Appl. Math. 43, No. 1, 1-24 (2016). MSC: 60F17 60F05 60G55 60G10 × Cite Format Result Cite Review PDF Full Text: DOI
Hahn, Ute; Jensen, Eva B. Vedel Hidden second-order stationary spatial point processes. (English) Zbl 1419.62267 Scand. J. Stat. 43, No. 2, 455-475 (2016). MSC: 62M30 60G55 60G10 62G10 × Cite Format Result Cite Review PDF Full Text: DOI
Biermé, Hermine; Desolneux, Agnès On the perimeter of excursion sets of shot noise random fields. (English) Zbl 1343.60060 Ann. Probab. 44, No. 1, 521-543 (2016). Reviewer: Zdzisław Rychlik (Lublin) MSC: 60G60 60G55 60G10 60F15 60E07 26B30 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Davis, Richard A.; Mikosch, Thomas; Pfaffel, Oliver Asymptotic theory for the sample covariance matrix of a heavy-tailed multivariate time series. (English) Zbl 1331.60017 Stochastic Processes Appl. 126, No. 3, 767-799 (2016). MSC: 60B20 60F05 60F10 60G10 60G55 60G70 × Cite Format Result Cite Review PDF Full Text: DOI
Rezapour, M.; Balakrishnan, N. Some properties of stochastic volatility model that are induced by its volatility sequence. (English) Zbl 1486.62274 Stat. Methodol. 24, 28-36 (2015). MSC: 62P05 60G55 62G32 91B70 91G30 × Cite Format Result Cite Review PDF Full Text: DOI
da Graça Temido, Maria On the extremes of stationary Gaussian random fields under strong dependence. (English) Zbl 1344.60055 Gonçalves, Esmeralda (ed.) et al., Contributions in statistics and inference. Celebrating Nazaré Mendes Lopes’ 60th birthday. Extended papers of talks presented at the workshop on statistics and inference, Coimbra, Portugal, February 18, 2015. Coimbra: Universidade de Coimbra, Departamento de Matemática (ISBN 978-972-8564-51-3/pbk). Textos de Matemática 47, 123-133 (2015). MSC: 60G70 60F05 60G15 60G60 60G55 60G10 × Cite Format Result Cite Review PDF
Hirsch, Christian; Gaiselmann, Gerd; Schmidt, Volker Asymptotic properties of collective-rearrangement algorithms. (English) Zbl 1348.60028 ESAIM, Probab. Stat. 19, 236-250 (2015). MSC: 60F05 60K35 60G55 60G10 65C35 60D05 82C22 × Cite Format Result Cite Review PDF Full Text: DOI
Dereudre, David; Houdebert, Pierre Infinite volume continuum random cluster model. (English) Zbl 1330.60021 Electron. J. Probab. 20, Paper No. 125, 24 p. (2015). MSC: 60D05 60G10 60G55 60G57 60G60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
De, Shyamal K.; Zacks, Shelemyahu Exact calculation of the distributions of the stopping times of two types of truncated SPRT for the mean of the exponential distribution. (English) Zbl 1337.60071 Methodol. Comput. Appl. Probab. 17, No. 4, 915-927 (2015). MSC: 60G40 60G55 62L10 62M02 60G10 60G51 × Cite Format Result Cite Review PDF Full Text: DOI
Holroyd, Alexander E.; Martin, James B. Poisson allocations with bounded connected cells. (English) Zbl 1328.60026 Electron. Commun. Probab. 20, Paper No. 69, 8 p. (2015). MSC: 60D05 60G55 60G10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kousholt, Astrid; Kiderlen, Markus; Hug, Daniel Surface tensor estimation from linear sections. (English) Zbl 1331.52008 Math. Nachr. 288, No. 14-15, 1647-1672 (2015). Reviewer: Florian Pausinger (Garching) MSC: 52A22 53C65 60D05 62G05 60G55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Vidybida, Alexander K. Activity of excitatory neuron with delayed feedback stimulated with Poisson stream is non-Markov. (English) Zbl 1339.60053 J. Stat. Phys. 160, No. 6, 1507-1518 (2015). MSC: 60G55 60K99 60G10 92C20 92B20 82C32 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Mohd Ramli, Siti Norafidah; Jang, Jiwook A multivariate jump diffusion process for counterparty risk in CDS rates. (English) Zbl 1322.91059 J. Korean Soc. Ind. Appl. Math. 19, No. 1, 23-45 (2015). MSC: 91G70 91G20 91G40 60G55 60J75 60G10 60G44 91B30 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Last, Günter; Thorisson, Hermann Construction and characterization of stationary and mass-stationary random measures on \(\mathbb{R}^d\). (English) Zbl 1325.60074 Stochastic Processes Appl. 125, No. 12, 4473-4488 (2015). MSC: 60G57 60G55 60G60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Cheliotis, Dimitris Metastable states in Brownian energy landscape. (English. French summary) Zbl 1323.60133 Ann. Inst. Henri Poincaré, Probab. Stat. 51, No. 3, 917-934 (2015). MSC: 60K37 60J60 60J65 60G50 60G55 60K05 60G10 60F15 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Ferrari, Patrik Lino; Spohn, Herbert; Weiss, Thomas Brownian motions with one-sided collisions: the stationary case. (English) Zbl 1327.60188 Electron. J. Probab. 20, Paper No. 69, 41 p. (2015). MSC: 60K35 60J65 60G55 60G10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Adler, Mark; Chhita, Sunil; Johansson, Kurt; van Moerbeke, Pierre Tacnode GUE-minor processes and double Aztec diamonds. (English) Zbl 1321.60103 Probab. Theory Relat. Fields 162, No. 1-2, 275-325 (2015). MSC: 60G55 60G60 60G10 60D05 05B45 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Dalmao, Federico; Mordecki, Ernesto Rice formula for processes with jumps and applications. (English) Zbl 1317.60109 Extremes 18, No. 1, 15-35 (2015). Reviewer: Nikola Sandrić (Zagreb) MSC: 60J75 60G10 60G15 60G55 60G17 60G70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hug, Daniel; Thäle, Christoph; Weil, Wolfgang Intersection and proximity of processes of flats. (English) Zbl 1325.60048 J. Math. Anal. Appl. 426, No. 1, 1-42 (2015). MSC: 60G10 60D05 60G55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zou, Xiaoling; Wang, Ke Numerical simulations and modeling for stochastic biological systems with jumps. (English) Zbl 1457.65007 Commun. Nonlinear Sci. Numer. Simul. 19, No. 5, 1557-1568 (2014). MSC: 65C30 60J76 92B05 × Cite Format Result Cite Review PDF Full Text: DOI
Jacquot, Stéphanie S. M. Large gaps asymptotics for the 1-dimensional random Schrödinger operator. (English) Zbl 1334.60084 Electron. Commun. Probab. 19, Paper No. 82, 12 p. (2014). MSC: 60G55 60G10 60J60 60H20 60H30 × Cite Format Result Cite Review PDF Full Text: DOI
Lindgren, Georg; Rootzén, Holger; Sandsten, Maria Stationary stochastic processes for scientists and engineers. (English) Zbl 1312.60001 Boca Raton, FL: CRC Press (ISBN 978-1-4665-8618-5/hbk). xvi, 314 p. (2014). Reviewer: Miroslav M. Ristić (Niš) MSC: 60-01 60G10 62M10 60G15 60G55 60G51 62M15 62M20 60G35 × Cite Format Result Cite Review PDF
Popovic, Lea; Rivas, Mariolys The coalescent point process of multi-type branching trees. (English) Zbl 1311.60097 Stochastic Processes Appl. 124, No. 12, 4120-4148 (2014). Reviewer: P. R. Parthasarathy (Chennai) MSC: 60J80 60G55 60J85 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Borovkov, K. On the asymptotic behavior of a dynamic version of the Neyman contagious point process. (English) Zbl 1307.60062 Stoch. Models 30, No. 3, 344-364 (2014). MSC: 60G55 60F05 60K37 92D25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Deng, C.; Waagepetersen, R. P.; Guan, Yongtao A combined estimating function approach for fitting stationary point process models. (English) Zbl 1400.62210 Biometrika 101, No. 2, 393-408 (2014). MSC: 62M30 60G55 60G10 62M09 × Cite Format Result Cite Review PDF Full Text: DOI
Adler, Mark; Johansson, Kurt; van Moerbeke, Pierre Double Aztec diamonds and the tacnode process. (English) Zbl 1335.60177 Adv. Math. 252, 518-571 (2014). MSC: 60K35 60G50 60G55 60J60 60J65 60G10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Molchanov, Ilya; Stucki, Kaspar Corrigendum to “Stationarity of multivariate particle systems”. (English) Zbl 1398.60055 Stochastic Processes Appl. 124, No. 4, 1740 (2014). MSC: 60G10 60G55 60G15 45E10 × Cite Format Result Cite Review PDF Full Text: DOI
Molchanov, Ilya; Stucki, Kaspar Stationarity of multivariate particle systems. (English) Zbl 1321.60072 Stochastic Processes Appl. 123, No. 6, 2272-2285 (2013); corrigendum ibid. 124, No. 4, 1740 (2014). MSC: 60G10 60G55 60G15 45E10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Mikosch, Thomas; Rezapour, Mohsen Stochastic volatility models with possible extremal clustering. (English) Zbl 1286.91144 Bernoulli 19, No. 5A, 1688-1713 (2013). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G30 60G55 91B70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chukova, Stefanka; Minkova, Leda D. Characterization of the Pólya-Aeppli process. (English) Zbl 1285.60043 Stochastic Anal. Appl. 31, No. 4, 590-599 (2013). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60G51 60G55 60G10 × Cite Format Result Cite Review PDF Full Text: DOI
Lambert, Amaury; Popovic, Lea The coalescent point process of branching trees. (English) Zbl 1268.60107 Ann. Appl. Probab. 23, No. 1, 99-144 (2013). Reviewer: Valentin Topchii (Omsk) MSC: 60J80 60G55 60G57 60J10 60J85 60J27 92D10 92D25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Vodinchar, G. M. Characteristics of an algorithm for non-stationary Poisson process estimation. (Russian. English summary) Zbl 1413.62145 Vestn. KRAUNTS, Fiz.-Mat. Nauki 2012, No. 1(4), 11-17 (2012). MSC: 62M10 60G55 85A25 × Cite Format Result Cite Review PDF
Estrade, Anne; Iribarren, Ileana; Kratz, Marie Chord-length distribution functions and Rice formulae. Application to random media. (English) Zbl 1329.60311 Extremes 15, No. 3, 333-352 (2012). MSC: 60K05 60D05 60G10 60G55 60G70 × Cite Format Result Cite Review PDF Full Text: DOI
Oesting, Marco; Kabluchko, Zakhar; Schlather, Martin Simulation of Brown-Resnick processes. (English) Zbl 1329.60157 Extremes 15, No. 1, 89-107 (2012). MSC: 60G70 60G10 60G52 60G60 68U20 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Biermé, Hermine; Estrade, Anne Covering the whole space with Poisson random balls. (English) Zbl 1277.60094 ALEA, Lat. Am. J. Probab. Math. Stat. 9, No. 1, 213-229 (2012). MSC: 60G60 60G20 60D05 60G55 60G10 60F05 × Cite Format Result Cite Review PDF Full Text: Link
Mrkvička, Tomáš; Soubeyrand, Samuel; Chadœuf, Joël Goodness-of-fit test of the mark distribution in a point process with non-stationary marks. (English) Zbl 1252.62087 Stat. Comput. 22, No. 4, 931-943 (2012). MSC: 62M07 60G55 62E20 62G07 × Cite Format Result Cite Review PDF Full Text: DOI
Faggionato, Alessandra; Martinelli, Fabio; Roberto, Cyril; Toninelli, Cristina Universality in one-dimensional hierarchical coalescence processes. (English) Zbl 1264.60033 Ann. Probab. 40, No. 4, 1377-1435 (2012). Reviewer: Wolfgang Freudenberg (Cottbus) MSC: 60G55 60B10 82C24 60G10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Biermé, Hermine; Desolneux, Agnès A Fourier approach for the level crossings of shot noise processes with jumps. (English) Zbl 1253.60052 J. Appl. Probab. 49, No. 1, 100-113 (2012). Reviewer: Nijole Kalinauskaitė (Vilnius) MSC: 60G17 60E10 26A45 60G10 60F05 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Tan, Zhongquan; Peng, Zuoxiang Joint asymptotic distribution of exceedances point processes and partial sums of strong dependent non-stationary Gaussian sequences. (Chinese. English summary) Zbl 1240.60135 Acta Math. Appl. Sin. 34, No. 1, 24-32 (2011). MSC: 60G55 60G70 60G15 × Cite Format Result Cite Review PDF
Neumann, Michael H. Absolute regularity and ergodicity of Poisson count processes. (English) Zbl 1277.60089 Bernoulli 17, No. 4, 1268-1284 (2011). MSC: 60G55 62M02 60G10 60J10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Tan, Zhongquan; Peng, Zuoxiang Joint asymptotic distributions of exceedances point process and partial sum of non-stationary Gaussian sequence. (Chinese. English summary) Zbl 1240.60017 Chin. J. Appl. Probab. Stat. 26, No. 5, 523-529 (2010). MSC: 60E05 60G55 × Cite Format Result Cite Review PDF
Tong, Jinjun; Peng, Zuoxiang Asymptotic distributions of the exceedances point processes for a dependent normal sequence. (Chinese. English summary) Zbl 1240.60136 Acta Math. Appl. Sin. 33, No. 6, 1078-1086 (2010). MSC: 60G55 60G70 62E20 × Cite Format Result Cite Review PDF
Balan, Raluca M.; Louhichi, Sana Explicit conditions for the convergence of point processes associated to stationary arrays. (English) Zbl 1225.60081 Electron. Commun. Probab. 15, 428-441 (2010). MSC: 60G55 60E07 60G10 60G57 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv EMIS
Kabluchko, Zakhar Stationary systems of Gaussian processes. (English) Zbl 1230.60054 Ann. Appl. Probab. 20, No. 6, 2295-2317 (2010). Reviewer: B. P. Harlamov (St. Peterburg) MSC: 60G55 60G15 60G60 60G22 60G10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv