Kevei, Péter Branching processes with immigration in a random environment – the Grincevičius-Grey setup. (English) Zbl 07913928 Stat. Probab. Lett. 214, Article ID 110199, 7 p. (2024). MSC: 60J80 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Redig, Frank; van Wiechen, Hidde Stationary fluctuations of run-and-tumble particles. (English) Zbl 07910371 Markov Process. Relat. Fields 30, No. 2, 297-331 (2024). MSC: 60J27 60F10 60K35 82C22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Khatskevich, V. L. On the transformation of a stationary fuzzy random process by a linear dynamic system. (English. Russian original) Zbl 07907348 Autom. Remote Control 85, No. 4, 387-399 (2024); translation from Avtom. Telemekh. 2024, No. 4, 94-111 (2024). MSC: 93E03 93C42 60G10 × Cite Format Result Cite Review PDF Full Text: DOI
Popivoda, Goran; Stamatović, Siniša Sojourn times of Gaussian processes with random parameters. (English) Zbl 07900840 J. Theor. Probab. 37, No. 3, 2023-2053 (2024). MSC: 60G15 60G60 × Cite Format Result Cite Review PDF Full Text: DOI
Prodhomme, Adrien; Strickler, Edouard Large population asymptotics for a multitype stochastic SIS epidemic model in randomly switching environment. (English) Zbl 07900406 Ann. Appl. Probab. 34, No. 3, 3125-3180 (2024). MSC: 92D30 60J25 60J85 37H15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Dello Schiavo, Lorenzo; Portinale, Lorenzo; Sau, Federico Scaling limits of random walks, harmonic profiles, and stationary nonequilibrium states in Lipschitz domains. (English) Zbl 07899434 Ann. Appl. Probab. 34, No. 2, 1789-1845 (2024). MSC: 60K35 60F17 35B30 35K05 35K20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Davydov, Youri; Tempelman, Arkady Randomized limit theorems for stationary ergodic random processes and fields. (English) Zbl 07879394 Stochastic Processes Appl. 174, Article ID 104380, 20 p. (2024). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 60G10 37A30 60F17 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Cao, Zhongwei; Guo, Chenguang; Shi, Zhenfeng; Song, Zhifei; Zu, Li Stochastic virus infection model with Ornstein-Uhlenbeck perturbation: extinction and stationary distribution analysis. (English) Zbl 07869404 Math. Methods Appl. Sci. 47, No. 9, 7156-7164 (2024). MSC: 37A50 37H30 60H30 92B05 × Cite Format Result Cite Review PDF Full Text: DOI
Ivanov, Alexander; Hladun, Viktor Asymptotic normality of the LSE for chirp signal parameters. (English) Zbl 1539.62290 Mod. Stoch., Theory Appl. 11, No. 2, 195-216 (2024). MSC: 62M40 62E20 62F12 94A12 × Cite Format Result Cite Review PDF Full Text: DOI
Aurzada, Frank; Mittenbühler, Pascal Persistence probabilities of a smooth self-similar anomalous diffusion process. (English) Zbl 1533.60037 J. Stat. Phys. 191, No. 3, Paper No. 37, 22 p. (2024). MSC: 60G15 60G22 60K50 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Velleret, Aurélien Adaptation of a population to a changing environment in the light of quasi-stationarity. (English) Zbl 1534.92061 Adv. Appl. Probab. 56, No. 1, 235-286 (2024). MSC: 92D25 92D40 60J25 60G57 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
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 processes for planar directions obtained by wrapping. (English) Zbl 1532.60065 Stat. Probab. Lett. 205, Article ID 109955, 9 p. (2024). MSC: 60G10 62H11 × Cite Format Result Cite Review PDF Full Text: DOI
Lotov, Vladimir Ivanovich; Khodjibaev, Vali Rakhimdjanovich On the distribution of the crossing number of a strip by trajectories of a stochastic process with independent increments. (Russian. English summary) Zbl 07896810 Sib. Èlektron. Mat. Izv. 20, No. 2, 1013-1025 (2023). MSC: 60G50 60G51 × Cite Format Result Cite Review PDF Full Text: DOI MNR
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
Araya, Héctor; Garzón, Johanna; Rubilar-Torrealba, Rolando Gamma mixed fractional Lévy Ornstein-Uhlenbeck process. (English) Zbl 07840105 Mod. Stoch., Theory Appl. 11, No. 1, 63-83 (2023). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 60G10 60G17 60H05 60H30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hu, Jun; Wang, Junhan First passage dynamic reliability analysis of non-stationary and non-Gaussian buffeting random dynamic responses of long-span suspension bridge. (English) Zbl 1535.74667 Int. J. Struct. Stab. Dyn. 23, No. 20, Article ID 2350199, 21 p. (2023). MSC: 74S60 × Cite Format Result Cite Review PDF Full Text: DOI
Gerstenberg, Julian; Neininger, Ralph; Spiegel, Denis On solutions of the distributional Bellman equation. (English) Zbl 1534.65020 Electron. Res. Arch. 31, No. 8, 4459-4483 (2023). MSC: 65C30 65Q10 65C40 68Q32 60G10 60H25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Friesen, Martin; Jin, Peng; Kremer, Jonas; Rüdiger, Barbara Exponential ergodicity for stochastic equations of nonnegative processes with jumps. (English) Zbl 1536.60084 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 593-627 (2023). Reviewer: Bastien Mallein (Toulouse) MSC: 60J80 60J25 60G10 60F17 60H20 × Cite Format Result Cite Review PDF Full Text: arXiv 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
Foss, Sergey; Konstantopoulos, Takis; Mallein, Bastien; Ramassamy, Sanjay Estimation of the last passage percolation constant in a charged complete directed acyclic graph via perfect simulation. (English) Zbl 07799661 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 547-560 (2023). MSC: 82M31 60K15 60G10 05C80 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Ladgham, Safa; Lachieze-Rey, Raphaël Local repulsion of planar Gaussian critical points. (English) Zbl 07796469 Stochastic Processes Appl. 166, Article ID 104221, 25 p. (2023). MSC: 60G60 60G15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Ievlev, Pavel; Novikov, Svyatoslav A matrix-valued Schoenberg’s problem and its applications. (English) Zbl 1530.42012 Electron. Commun. Probab. 28, Paper No. 48, 12 p. (2023). MSC: 42A82 47A56 60G15 60G60 × Cite Format Result Cite Review PDF Full Text: DOI
Di Crescenzo, Antonio; Iuliano, Antonella; Mustaro, Verdiana; Verasani, Gabriella On the telegraph process driven by geometric counting process with Poisson-based resetting. (English) Zbl 1527.60082 J. Stat. Phys. 190, No. 12, Paper No. 191, 26 p. (2023). MSC: 60K99 60K50 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
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
Liu, Xijun; Gao, Qingwu Asymptotics for random-time ruin probability of a risk model with diffusion, constant interest force and non-Stationary arrivals. (English) Zbl 07753898 J. Math. Inequal. 17, No. 3, 849-865 (2023). MSC: 62P05 62E20 91B30 × Cite Format Result Cite Review PDF Full Text: DOI
Chatterjee, Sourav Existence of stationary ballistic deposition on the infinite lattice. (English) Zbl 1524.60263 Random Struct. Algorithms 62, No. 3, 600-622 (2023). MSC: 60K35 60H15 82C22 82C24 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zeng, Ziyan; Feng, Minyu; Kurths, Jürgen Temporal network modeling with online and hidden vertices based on the birth and death process. (English) Zbl 1525.05177 Appl. Math. Modelling 122, 151-166 (2023). MSC: 05C82 05C80 90B15 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Yan; Lu, Minmin; Jiang, Daqing Dynamic behavior of a general stochastic HIV model with virus-to-cell infection, cell-to-cell transmission, immune response and distributed delays. (English) Zbl 07741970 J. Nonlinear Sci. 33, No. 5, Paper No. 97, 37 p. (2023). MSC: 92C60 92D30 60H30 37H30 × Cite Format Result Cite Review PDF Full Text: DOI
Avraham-Re’em, Nachi Symmetric stable processes on amenable groups. (English) Zbl 1533.60035 Stud. Math. 271, No. 2, 187-224 (2023). MSC: 60G10 37A40 60G60 60E07 60G52 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
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
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
Tempelman, Arkady Generalization of the Glivenko-Cantelli theorem to finite-dimensional distributions of ergodic homogeneous random fields. (English) Zbl 1516.60010 Stat. Probab. Lett. 195, Article ID 109767, 6 p. (2023). MSC: 60E10 37A50 60G10 × Cite Format Result Cite Review PDF Full Text: DOI
Pentón Machado, Mariela Convergence of the one-dimensional contact process with two types of particles and priority. (English) Zbl 1515.60326 Bernoulli 29, No. 2, 1343-1367 (2023). Reviewer: Janosch Ortmann (Montréal) MSC: 60K35 60G10 60J90 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Bakhtin, Yuri; Li, Liying Strongly mixing smooth planar vector field without asymptotic directions. (English) Zbl 1514.37063 Nonlinearity 36, No. 3, 1789-1798 (2023). Reviewer: Ivan Podvigin (Novosibirsk) MSC: 37H10 37A25 37A50 60K37 34F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Tegza, A. M.; Slyvka-Tylyshchak, G. I.; Gerych, M. S.; Pogorilyak, O. O.; Boyaryshcheva, T. V. Modeling of Gaussian stationary random process with unbounded spectrum using the theory of \(L_2(\Omega)\)-processes. (Ukrainian. English summary) Zbl 07909362 Nauk. Visn. Uzhgorod. Univ., Ser. Mat. Inform. 40, No. 1, 75-81 (2022). Reviewer: Oleksandr Mokliachuk (Princeton) MSC: 60G15 60G10 60K30 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Li-Chun Graph sampling by lagged random walk. (English) Zbl 07853582 Stat 11, No. 1, Paper No. e444, 9 p. (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lykov, A. A.; Melikian, M. V. Infinite chain of harmonic oscillators under the action of the stationary stochastic force. (English) Zbl 1539.70032 Markov Process. Relat. Fields 28, No. 3, 451-475 (2022). MSC: 70L05 70F45 × Cite Format Result Cite Review PDF Full Text: arXiv Link
van Ginkel, Bart; Redig, Frank Equilibrium fluctuations for the symmetric exclusion process on a compact Riemannian manifold. (English) Zbl 07849093 Markov Process. Relat. Fields 28, No. 1, 29-51 (2022). MSC: 82C22 82C41 58J65 58J60 60G10 35K05 35Q82 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Rozora, Iryna; Ianevych, Tetiana; Pashko, Anatoliy; Zatula, Dmytro Simulation of stochastic processes with given reliability and accuracy. (English) Zbl 1515.60084 Moklyachuk, Mikhail (ed.), Stochastic processes. Fundamentals and emerging applications. New York, NY: Nova Science Publishers. Math. Res. Dev., 415-452 (2022). MSC: 60G10 62M15 62M10 60K10 60G35 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Houle; Wu, Yongxin; Wang, Juncheng Analysis of stochastic errors and Gaussianity of random vector process simulated by dimension-reduction representation method. (English) Zbl 1505.60085 Appl. Math. Modelling 109, 283-303 (2022). MSC: 60K20 60G10 74S60 × Cite Format Result Cite Review PDF Full Text: DOI
Moklyachuk, Mikhail (ed.) Stochastic processes. Fundamentals and emerging applications. (English) Zbl 1504.60003 Mathematics Research Developments. New York, NY: Nova Science Publishers (ISBN 978-1-68507-982-6/hbk; 979-8-88697-475-1/ebook). 530 p. (2022). MSC: 60-01 60Gxx 60Jxx 60H30 60Kxx 92D25 × Cite Format Result Cite Review PDF Full Text: DOI
Ozawa, Toshihisa Tail asymptotics in any direction of the stationary distribution in a two-dimensional discrete-time QBD process. (English) Zbl 1501.60037 Queueing Syst. 102, No. 1-2, 227-267 (2022). MSC: 60J10 60K25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
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
Khezeli, Ali Counter examples to invariant circle packing. (English. French summary) Zbl 1498.52036 Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 4, 1981-1997 (2022). MSC: 52C26 60D05 60K99 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Burdzy, Krzysztof; Kołodziejek, Bartosz; Tadić, Tvrtko Stochastic fixed-point equation and local dependence measure. (English) Zbl 1499.60241 Ann. Appl. Probab. 32, No. 4, 2811-2840 (2022). MSC: 60H25 60G10 60J05 37H12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Iksanov, Alexander; Kotelnikova, Valeriya Small counts in nested Karlin’s occupancy scheme generated by discrete Weibull-like distributions. (English) Zbl 1498.60132 Stochastic Processes Appl. 153, 283-320 (2022). MSC: 60F17 60J80 60G15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Kargapolova, Nina; Ogorodnikov, Vasily Stochastic model of conditional non-stationary time series of the wind chill index in West Siberia. (English) Zbl 1491.86002 Methodol. Comput. Appl. Probab. 24, No. 3, 1467-1483 (2022). MSC: 86-10 62M10 62P12 86A10 × Cite Format Result Cite Review PDF Full Text: DOI
Pogorui, Anatoliy A.; Rodríguez-Dagnino, Ramón M. Stationary density function for a random evolution driven by a Markov-switching Ornstein-Uhlenbeck process with finite velocity. (English) Zbl 1492.60253 Random Oper. Stoch. Equ. 30, No. 2, 113-120 (2022). MSC: 60K15 93E20 × Cite Format Result Cite Review PDF Full Text: DOI
Behme, Anita; Sideris, Apostolos Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory. (English) Zbl 1489.60129 Bernoulli 28, No. 2, 1309-1339 (2022). MSC: 60J25 60H25 60G51 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Arkashov, N. S.; Seleznev, V. A. Geometric model of the formation of superdiffusion processes. (English. Russian original) Zbl 1515.37007 Theor. Math. Phys. 210, No. 3, 376-385 (2022); translation from Teor. Mat. Fiz. 210, No. 3, 430-441 (2022). MSC: 37A50 60J60 60K50 47D07 82B24 × Cite Format Result Cite Review PDF Full Text: DOI
Komorowski, Tomasz; Talarczyk, Anna Non-Gaussian limit of a tracer motion in an incompressible flow. (English) Zbl 1498.60278 Stud. Math. 264, No. 1, 27-69 (2022). MSC: 60H25 60F17 60G18 76F25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Floreani, Simone; Redig, Frank; Sau, Federico Orthogonal polynomial duality of boundary driven particle systems and non-equilibrium correlations. (English) Zbl 1491.60176 Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 1, 220-247 (2022). MSC: 60K35 60K37 82C22 82C23 × 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
Petrov, Leonid; Saenz, Axel Mapping TASEP Back in time. (English) Zbl 1490.60281 Probab. Theory Relat. Fields 182, No. 1-2, 481-530 (2022). MSC: 60K35 05E05 60J60 82C22 82B23 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
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
Tempelman, Arkady Randomized multivariate central limit theorems for ergodic homogeneous random fields. (English) Zbl 1479.60052 Stochastic Processes Appl. 143, 89-105 (2022). MSC: 60F05 60G10 37A30 × Cite Format Result Cite Review PDF Full Text: DOI
Durieu, Olivier; Wang, Yizao Phase transition for extremes of a stochastic model with long-range dependence and multiplicative noise. (English) Zbl 1489.60092 Stochastic Processes Appl. 143, 55-88 (2022). Reviewer: Fabrizio Durante (Lecce) MSC: 60G70 60F17 60G57 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Iksanov, Alexander; Kabluchko, Zakhar; Kotelnikova, Valeriya A functional limit theorem for nested Karlin’s occupancy scheme generated by discrete Weibull-like distributions. (English) Zbl 1479.60028 J. Math. Anal. Appl. 507, No. 2, Article ID 125798, 24 p. (2022). MSC: 60E05 60F17 60G15 60J80 60B12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Tegza, A. M. Simulation of Gaussian stationary random process with bounded spectrum with a given accuracy and reliability in the uniform metric. (Ukrainian. English summary) Zbl 07909352 Nauk. Visn. Uzhgorod. Univ., Ser. Mat. Inform. 39, No. 2, 91-99 (2021). Reviewer: Oleksandr Mokliachuk (Princeton) MSC: 60G15 60G10 60K30 × Cite Format Result Cite Review PDF Full Text: DOI
Kargapolova, N. A.; Khlebnikova, E. I.; Ogorodnikov, V. A. Stochastic models of joint non-stationary time-series of air temperature, relative humidity and atmospheric pressure. (English) Zbl 07553321 Commun. Stat., Simulation Comput. 50, No. 12, 3972-3983 (2021). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Malinkovsky, Y. V. Equilibrium asymptotic Markov random processes. (Russian. English summary) Zbl 1492.60259 Izv. Gomel. Gos. Univ. Im. F. Skoriny 2021, No. 6(129), 100-103 (2021). MSC: 60K25 90B22 × Cite Format Result Cite Review PDF
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
Carinci, Gioia; Giardinà, Cristian; Redig, Frank Consistent particle systems and duality. (English) Zbl 1491.60172 Electron. J. Probab. 26, Paper No. 125, 31 p. (2021). MSC: 60K35 60J25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Nieto-Barajas, Luis E. A class of dependent Dirichlet processes via latent multinomial processes. (English) Zbl 1536.62046 Statistics 55, No. 5, 1169-1179 (2021). MSC: 62G05 60G57 62F15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chan, Ngai Hang; Ng, Wai Leong; Yau, Chun Yip; Yu, Haihan Optimal change-point estimation in time series. (English) Zbl 1480.62172 Ann. Stat. 49, No. 4, 2336-2355 (2021). MSC: 62M10 62G10 60F25 × Cite Format Result Cite Review PDF Full Text: DOI Link
Lifshits, Mikhail A.; Siuniaev, Anatoly A. Energy of taut strings accompanying random walk. (English) Zbl 1475.60073 Probab. Math. Stat. 41, No. 1, 9-23 (2021). MSC: 60G15 60G10 60F15 × Cite Format Result Cite Review PDF Full Text: DOI
Pakkanen, Mikko S.; Passeggeri, Riccardo; Sauri, Orimar; Veraart, Almut E. D. Limit theorems for trawl processes. (English) Zbl 1477.60057 Electron. J. Probab. 26, Paper No. 116, 36 p. (2021). Reviewer: Ivan Podvigin (Novosibirsk) MSC: 60F17 60G10 60G57 60J65 60G22 60G51 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Azrak, Rajae; Mélard, Guy Asymptotic properties of conditional least-squares estimators for array time series. (English) Zbl 1477.62233 Stat. Inference Stoch. Process. 24, No. 3, 525-547 (2021). MSC: 62M10 62H12 62B10 60K35 60G12 × Cite Format Result Cite Review PDF Full Text: DOI Link
Kargapolova, Nina Numerical stochastic model of non-stationary time series of the wind chill index. (English) Zbl 1473.86016 Methodol. Comput. Appl. Probab. 23, No. 1, 257-271 (2021). MSC: 86-10 86A10 62P12 × 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
Kulik, Rafal; Spodarev, Evgeny Long range dependence of heavy-tailed random functions. (English) Zbl 1477.60061 J. Appl. Probab. 58, No. 3, 569-593 (2021). MSC: 60G10 60G60 60G15 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Shu, Felix Che On an autoregressive process driven by a sequence of Gaussian cylindrical random variables. (English) Zbl 1469.60114 Note Mat. 41, No. 1, 111-130 (2021). MSC: 60G20 60F15 60G15 × Cite Format Result Cite Review PDF Full Text: DOI
Hwang, Eunju Weak convergence for stationary bootstrap empirical processes of associated sequences. (English) Zbl 1469.62244 J. Korean Math. Soc. 58, No. 1, 237-264 (2021). MSC: 62G09 62G20 60F15 60G15 × Cite Format Result Cite Review PDF Full Text: DOI
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
Hoessly, Linard Stationary distributions via decomposition of stochastic reaction networks. (English) Zbl 1478.92265 J. Math. Biol. 82, No. 7, Paper No. 67, 25 p. (2021). MSC: 92E20 60J28 60K35 80A30 82C20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Lotov, V. I.; Khodjibayev, V. R. Inequalities in a two-sided boundary crossing problem for stochastic processes. (English. Russian original) Zbl 1470.60124 Sib. Math. J. 62, No. 3, 455-461 (2021); translation from Sib. Mat. Zh. 62, No. 3, 567-575 (2021). MSC: 60G50 60E15 × Cite Format Result Cite Review PDF Full Text: DOI
Cappelletti, Daniele; Pal Majumder, Abhishek; Wiuf, Carsten The dynamics of stochastic mono-molecular reaction systems in stochastic environments. (English) Zbl 1469.60354 Stochastic Processes Appl. 137, 106-148 (2021). MSC: 60K37 60J27 92E20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Huang, Chunfeng; Li, Ao On Lévy’s Brownian motion and white noise space on the circle. (English) Zbl 1477.60060 Stat. Probab. Lett. 171, Article ID 109041, 6 p. (2021). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 60G10 60J65 60G65 × Cite Format Result Cite Review PDF Full Text: DOI
Dedecker, Jérôme; Merlevède, Florence Almost sure invariance principle for the Kantorovich distance between the empirical and the marginal distributions of strong mixing sequences. (English) Zbl 1457.60051 Stat. Probab. Lett. 171, Article ID 108991, 9 p. (2021). MSC: 60F17 60F15 60G10 60B12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Nandi, Riya; Priyanka One dimensional exclusion process with dynein inspired hops: simulation and mean field analysis. (English) Zbl 1469.60339 J. Stat. Phys. 182, No. 2, Paper No. 29, 20 p. (2021). MSC: 60K35 82C26 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Popivoda, Goran; Stamatović, Siniša On the tail asymptotics of supremum of stationary \(\chi\)-processes with random trend. (English) Zbl 1499.60109 Filomat 34, No. 14, 4747-4756 (2020). MSC: 60G10 60G15 60G70 × Cite Format Result Cite Review PDF Full Text: DOI
Koverda, V. P.; Skokov, V. N. Establishment of a stationary stochastic process with a \(1/f\) Spectrum. (English) Zbl 07529259 Physica A 555, Article ID 124581, 7 p. (2020). MSC: 82-XX × Cite Format Result Cite Review PDF Full Text: DOI
Deregnaucourt, Thomas; Samir, Chafik; Elkhoumri, Abdelmoujib; Laassiri, Jalal; Fakhri, Youssef A geometrically constrained manifold embedding for an extrinsic Gaussian process. (English) Zbl 1480.62193 Dos Santos, Serge (ed.) et al., Recent advances in mathematics and technology. Proceedings of the first international conference on technology, engineering, and mathematics, TEM18, Kenitra, Morocco, March 26–27, 2018. Cham: Birkhäuser. Appl. Numer. Harmon. Anal., 89-103 (2020). MSC: 62M40 60G10 60G60 × Cite Format Result Cite Review PDF Full Text: DOI
Chulaevsky, Victor; Sodin, Sasha Anderson localisation in stationary ensembles of quasiperiodic operators. (English) Zbl 07356201 Pure Appl. Funct. Anal. 5, No. 6, 1279-1296 (2020). MSC: 47B80 60H25 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Zatula, D. V. Estimates for the distribution of Hölder semi-norms of real stationary Gaussian processes with a stable correlation function. (Ukrainian. English summary) Zbl 1474.60105 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2020, No. 1-2, 25-30 (2020). MSC: 60G15 60G10 46E30 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Barraquand, Guillaume; Krajenbrink, Alexandre; Le Doussal, Pierre Half-space stationary Kardar-Parisi-Zhang equation. (English) Zbl 1462.82045 J. Stat. Phys. 181, No. 4, 1149-1203 (2020). MSC: 82C28 82D60 82C31 60H15 60J65 15B52 35Q82 35R60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Ünözkan, Hüseyin; Yilmaz, Mehmet; Dere, Ahmet Murat A stochastic approach to number of corona virus cases. (English) Zbl 1538.92058 J. Appl. Math. Stat. Inform. 16, No. 2, 67-83 (2020). MSC: 92D30 60G50 60J20 × Cite Format Result Cite Review PDF Full Text: DOI
Zhao, Wenqiang; Zhang, Yijin; Chen, Shangjie Higher-order Wong-Zakai approximations of stochastic reaction-diffusion equations on \(\mathbb{R}^N\). (English) Zbl 1453.35008 Physica D 401, Article ID 132147, 15 p. (2020). MSC: 35A35 35R60 35K57 37H10 60H15 × Cite Format Result Cite Review PDF Full Text: DOI
Stehr, Mads; Kiderlen, Markus Improving the Cavalieri estimator under non-equidistant sampling and dropouts. (English) Zbl 1456.62130 Image Anal. Stereol. 39, No. 3, 197-212 (2020). MSC: 62H35 65D32 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Giuliano, R.; Cabrera, M. Ordóñez; Volodin, A. On the sub-gaussianity of the \(r\)-correlograms. (English) Zbl 1456.60080 Theory Probab. Appl. 65, No. 3, 470-481 (2020) and Teor. Veroyatn. Primen. 65, No. 3, 602-616 (2020). MSC: 60G10 60G15 62M09 × Cite Format Result Cite Review PDF Full Text: DOI
Chazottes, Jean-René; Collet, Pierre; Martínez, Servet; Méléard, Sylvie Quasi-stationary distributions and resilience: what to get from a sample? (Distributions quasi-stationnaires et résilience : que peut-on obtenir des données ?) (English. French summary) Zbl 1459.60151 J. Éc. Polytech., Math. 7, 943-980 (2020). MSC: 60J28 60K35 92D25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Kuksin, Sergei; Nersesyan, Vahagn; Shirikyan, Armen Mixing via controllability for randomly forced nonlinear dissipative PDEs. (Mélange via la contrôlabilité pour des EDP non linéaires dissipatives bruitées.) (English) Zbl 1451.35071 J. Éc. Polytech., Math. 7, 871-896 (2020). MSC: 35K58 35R60 37A25 37L55 60G50 60H15 76M35 93B18 93C20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Schenker, Jeffrey; Tilocco, F. Zak; Zhang, Shiwen Diffusion in the mean for a periodic Schrödinger equation perturbed by a fluctuating potential. (English) Zbl 1441.82024 Commun. Math. Phys. 377, No. 2, 1597-1635 (2020). MSC: 82C41 82C44 82C70 60K37 35Q55 81S22 60F05 35K05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kuksin, Sergei; Nersesyan, Vahagn; Shirikyan, Armen Exponential mixing for a class of dissipative PDEs with bounded degenerate noise. (English) Zbl 1442.35437 Geom. Funct. Anal. 30, No. 1, 126-187 (2020). MSC: 35Q56 35Q30 35R60 37A25 37L55 60H15 76M35 93C20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Pang, Guodong; Sarantsev, Andrey; Belopolskaya, Yana; Suhov, Yuri Stationary distributions and convergence for \(M/M/1\) queues in interactive random environment. (English) Zbl 1439.60088 Queueing Syst. 94, No. 3-4, 357-392 (2020). Reviewer: Hans Daduna (Hamburg) MSC: 60K25 60K30 60K35 60K37 90B22 60J60 60J65 37A25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv