Journal of Theoretical Probability Short Title: J. Theor. Probab. Publisher: Springer US, New York, NY ISSN: 0894-9840; 1572-9230/e Online: https://link.springer.com/journal/10959/volumes-and-issues Comments: Journal; Indexed cover-to-cover Documents Indexed: 2,046 Publications (since 1988) References Indexed: 1,656 Publications with 33,806 References. all top 5 Latest Issues 36, No. 3 (2023) 36, No. 2 (2023) 36, No. 1 (2023) 35, No. 4 (2022) 35, No. 3 (2022) 35, No. 2 (2022) 35, No. 1 (2022) 34, No. 4 (2021) 34, No. 3 (2021) 34, No. 2 (2021) 34, No. 1 (2021) 33, No. 4 (2020) 33, No. 3 (2020) 33, No. 2 (2020) 33, No. 1 (2020) 32, No. 4 (2019) 32, No. 3 (2019) 32, No. 2 (2019) 32, No. 1 (2019) 31, No. 4 (2018) 31, No. 3 (2018) 31, No. 2 (2018) 31, No. 1 (2018) 30, No. 4 (2017) 30, No. 3 (2017) 30, No. 2 (2017) 30, No. 1 (2017) 29, No. 4 (2016) 29, No. 3 (2016) 29, No. 2 (2016) 29, No. 1 (2016) 28, No. 4 (2015) 28, No. 3 (2015) 28, No. 2 (2015) 28, No. 1 (2015) 27, No. 4 (2014) 27, No. 3 (2014) 27, No. 2 (2014) 27, No. 1 (2014) 26, No. 4 (2013) 26, No. 3 (2013) 26, No. 2 (2013) 26, No. 1 (2013) 25, No. 4 (2012) 25, No. 3 (2012) 25, No. 2 (2012) 25, No. 1 (2012) 24, No. 4 (2011) 24, No. 3 (2011) 24, No. 2 (2011) 24, No. 1 (2011) 23, No. 4 (2010) 23, No. 3 (2010) 23, No. 2 (2010) 23, No. 1 (2010) 22, No. 4 (2009) 22, No. 3 (2009) 22, No. 2 (2009) 22, No. 1 (2009) 21, No. 4 (2008) 21, No. 3 (2008) 21, No. 2 (2008) 21, No. 1 (2008) 20, No. 4 (2007) 20, No. 3 (2007) 20, No. 2 (2007) 20, No. 1 (2007) 19, No. 4 (2006) 19, No. 3 (2006) 19, No. 2 (2006) 19, No. 1 (2006) 18, No. 4 (2005) 18, No. 3 (2005) 18, No. 2 (2005) 18, No. 1 (2005) 17, No. 4 (2004) 17, No. 3 (2004) 17, No. 2 (2004) 17, No. 1 (2004) 16, No. 4 (2003) 16, No. 3 (2003) 16, No. 2 (2003) 16, No. 1 (2003) 15, No. 4 (2002) 15, No. 3 (2002) 15, No. 2 (2002) 15, No. 1 (2002) 14, No. 4 (2001) 14, No. 3 (2001) 14, No. 2 (2001) 14, No. 1 (2001) 13, No. 4 (2000) 13, No. 3 (2000) 13, No. 2 (2000) 13, No. 1 (2000) 12, No. 4 (1999) 12, No. 3 (1999) 12, No. 2 (1999) 12, No. 1 (1999) 11, No. 4 (1998) ...and 41 more Volumes all top 5 Authors 19 Csáki, Endre 17 Földes, Antónia 17 Nualart, David 14 Mason, David M. 13 Li, Wenbo V. 13 Mukherjea, Arunava 13 Peligrad, Magda 13 Révész, Pál 11 Kuelbs, James D. 11 Maejima, Makoto 11 Taqqu, Murad S. 11 Xiao, Yimin 10 Götze, Friedrich 10 Letac, Gérard G. 9 Shi, Zhan 9 Watanabe, Toshiro 8 Chen, Xia 8 Csörgő, Miklós 8 Durrett, Richard Timothy 8 Hahn, Marjorie Green 8 Hu, Yueyun 8 Nourdin, Ivan 8 Rosiński, Jan 8 Shao, Qi-Man 7 Alsmeyer, Gerold 7 Balan, Raluca M. 7 Bentkus, Vidmants-Kastytis 7 Bobkov, Sergey Germanovich 7 Bose, Arup 7 Bradley, Richard C. jun. 7 Falconer, Kenneth J. 7 Fill, James Allen 7 Jiang, Tiefeng 7 Klass, Michael J. 7 Meerschaert, Mark Marvin 7 Merlevède, Florence 7 Mountford, Thomas S. 7 Neuenschwander, Daniel 7 Orsingher, Enzo 7 Ouknine, Youssef 7 Russo, Ralph P. 7 Song, Renming 7 Talagrand, Michel 7 Vondraček, Zoran 6 Arcones, Miguel A. 6 Berkes, István 6 Einmahl, Uwe 6 Fel’dman, Gennadiĭ Mikhaĭlovich 6 Kallenberg, Olav 6 Li, Deli 6 Li, Zenghu 6 Maller, Ross Arthur 6 Marcus, Michael B. 6 Merzbach, Ely 6 Pap, Gyula 6 Rigo, Pietro 6 Tudor, Ciprian A. 6 Utev, Sergey 6 Volkov, Stanislav 5 Bryc, Włodzimierz 5 Dawson, Donald Andrew 5 Evans, Steven Neil 5 Farahmand, Kambiz 5 Fleischmann, Klaus 5 Giné-Masdéu, Evarist 5 Gorostiza, Luis G. 5 Gut, Allan 5 Hu, Yaozhong 5 Huang, Xing 5 Kevei, Péter 5 Lalley, Steven P. 5 Lewis, Thomas Michael 5 Löwe, Matthias 5 O’Rourke, Sean D. 5 Qi, Yongcheng 5 Rosalsky, Andrew 5 Rouault, Alain 5 Sato, Ken-iti 5 Scheffler, Hans-Peter 5 Schott, René 5 Spătaru, Aurel 5 Teicher, Henry 5 Tikhomirov, Alexander Nikolaevich 5 Tomkins, R. James 5 Uchiyama, Kôhei 5 Vellaisamy, Palaniappan 5 Voit, Michael 5 Volný, Dalibor 5 Wang, Jian 5 Wang, Qiying 5 Yan, Litan 5 Yang, Xiaochuan 5 Żak, Tomasz 5 Zhang, Tusheng S. 4 Aldous, David John 4 Applebaum, David B. 4 Becker-Kern, Peter 4 Byczkowski, Tomasz 4 Chandra, Tapas Kumar 4 Criens, David ...and 2,040 more Authors all top 5 Fields 1,965 Probability theory and stochastic processes (60-XX) 171 Statistics (62-XX) 75 Linear and multilinear algebra; matrix theory (15-XX) 72 Functional analysis (46-XX) 70 Combinatorics (05-XX) 65 Measure and integration (28-XX) 62 Statistical mechanics, structure of matter (82-XX) 59 Partial differential equations (35-XX) 45 Dynamical systems and ergodic theory (37-XX) 44 Operator theory (47-XX) 28 Potential theory (31-XX) 22 Abstract harmonic analysis (43-XX) 21 Global analysis, analysis on manifolds (58-XX) 21 Numerical analysis (65-XX) 20 Number theory (11-XX) 20 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 18 Real functions (26-XX) 17 Functions of a complex variable (30-XX) 17 Ordinary differential equations (34-XX) 15 Quantum theory (81-XX) 14 Convex and discrete geometry (52-XX) 13 Harmonic analysis on Euclidean spaces (42-XX) 13 Biology and other natural sciences (92-XX) 12 Group theory and generalizations (20-XX) 12 Topological groups, Lie groups (22-XX) 12 Integral transforms, operational calculus (44-XX) 12 Systems theory; control (93-XX) 12 Information and communication theory, circuits (94-XX) 11 Approximations and expansions (41-XX) 10 Special functions (33-XX) 8 Difference and functional equations (39-XX) 8 Differential geometry (53-XX) 7 Calculus of variations and optimal control; optimization (49-XX) 6 Computer science (68-XX) 5 Sequences, series, summability (40-XX) 5 General topology (54-XX) 5 Fluid mechanics (76-XX) 4 Order, lattices, ordered algebraic structures (06-XX) 3 Several complex variables and analytic spaces (32-XX) 3 Operations research, mathematical programming (90-XX) 2 History and biography (01-XX) 2 Associative rings and algebras (16-XX) 2 Nonassociative rings and algebras (17-XX) 2 Integral equations (45-XX) 1 General and overarching topics; collections (00-XX) 1 Mathematical logic and foundations (03-XX) 1 Mechanics of deformable solids (74-XX) 1 Classical thermodynamics, heat transfer (80-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 1,589 Publications have been cited 12,096 times in 9,445 Documents Cited by ▼ Year ▼ A comparison theorem on moment inequalities between negatively associated and independent random variables. Zbl 0971.60015Shao, Qi-Man 210 2000 Wishart processes. Zbl 0737.60067Bru, Marie-France 137 1991 A change-of-variable formula with local time on curves. Zbl 1085.60033Peskir, Goran 90 2005 Random walks and the effective resistance of networks. Zbl 0722.60070Tetali, Prasad 89 1991 Maximal inequalities and an invariance principle for a class of weakly dependent random variables. Zbl 1012.60022Utev, Sergey; Peligrad, Magda 83 2003 Almost-sure results for a class of dependent random variables. Zbl 0928.60025Peligrad, Magda; Gut, Allan 83 1999 Weak solutions for SPDE’s and backward doubly stochastic differential equations. Zbl 0982.60057Bally, V.; Matoussi, A. 78 2001 On the spectral density and asymptotic normality of weakly dependent random fields. Zbl 0787.60059Bradley, Richard C. 76 1992 An empirical process approach to the uniform consistency of kernel-type function estimators. Zbl 0995.62042Einmahl, Uwe; Mason, David M. 76 2000 Semigroups, rings, and Markov chains. Zbl 0980.60014Brown, Kenneth S. 76 2000 On exit and ergodicity of the spectrally one-sided Lévy process reflected at its infimum. Zbl 1049.60042Pistorius, M. R. 71 2004 Asymptotics for sums of random variables with local subexponential behaviour. Zbl 1033.60053Asmussen, Søren; Foss, Serguei; Korshunov, Dmitry 69 2003 More on a new concept of entropy and information. Zbl 1120.94009Rao, Murali 68 2005 The multifractal spectrum of statistically self-similar measures. Zbl 0805.60034Falconer, K. J. 63 1994 Complete convergence and almost sure convergence of weighted sums of random variables. Zbl 0814.60026Li, Deli; Bhaskara Rao, M.; Jiang, Tiefeng; Wang, Xiangchen 63 1995 Asymptotic tail probabilities of sums of dependent subexponential random variables. Zbl 1177.62017Geluk, Jaap; Tang, Qihe 63 2009 Modified logarithmic Sobolev inequalities in discrete settings. Zbl 1113.60072Bobkov, Sergey G.; Tetali, Prasad 61 2006 A strong law for weighted sums of i.i.d. random variables. Zbl 0833.60031Cuzick, Jack 58 1995 Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences. Zbl 0786.60028Arcones, M. A.; Yu, B. 54 1994 Nash inequalities for finite Markov chains. Zbl 0870.60064Diaconis, P.; Saloff-Coste, L. 51 1996 Comparison results for the lower tail of Gaussian seminorms. Zbl 0743.60009Li, Wenbo V. 50 1992 Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion. Zbl 1141.60043Neuenkirch, Andreas; Nourdin, Ivan 49 2007 A Cramér type large deviation result for Student’s \(t\)-statistic. Zbl 0927.60045Shao, Qi-Man 46 1999 How close is the sample covariance matrix to the actual covariance matrix? Zbl 1365.62208Vershynin, Roman 44 2012 Stability and attraction to normality for Lévy processes at zero and at infinity. Zbl 1015.60043Doney, R. A.; Maller, R. A. 42 2002 Stochastic calculus for a time-changed semimartingale and the associated stochastic differential equations. Zbl 1252.60054Kobayashi, Kei 42 2011 Convergence in law for the branching random walk seen from its tip. Zbl 1368.60089Madaule, Thomas 42 2017 Local properties of Lévy processes on a totally disconnected group. Zbl 0683.60010Evans, Steven N. 42 1989 Explicit stationary distributions for compositions of random functions and products of random matrices. Zbl 0728.60012Chamayou, Jean-François; Letac, Gérard 40 1991 The Brownian plane. Zbl 1305.05208Curien, Nicolas; Le Gall, Jean-François 39 2014 Large deviations for quadratic functionals of Gaussian processes. Zbl 0894.60026Bryc, Włodzimierz; Dembo, Amir 39 1997 Continuity of the multifractal spectrum of a random statistically self-similar measure. Zbl 0977.37024Barral, Julien 38 2000 Random flights in higher spaces. Zbl 1138.60014Orsingher, E.; De Gregorio, A. 38 2007 The strong law of large numbers for weighted averages under dependence assumptions. Zbl 0857.60021Chandra, Tapas K.; Ghosal, Subhashis 37 1996 An elementary proof of the local central limit theorem. Zbl 0841.60013Davis, Burgess; McDonald, David 37 1995 Riesz exponential families on symmetric cones. Zbl 0984.60022Hassairi, A.; Lajmi, S. 37 2001 Tangent fields and the local structure of random fields. Zbl 1013.60028Falconer, Kenneth J. 35 2002 On the asymptotic normality of sequences of weak dependent random variables. Zbl 0855.60021Peligrad, Magda 35 1996 Coupling for \(\tau\)-dependent sequences and applications. Zbl 1067.60008Dedecker, J.; Prieur, C. 35 2004 Precise asymptotics in Spitzer’s law of large numbers. Zbl 0932.60026Spătaru, Aurel 34 1999 Mixing limit theorems for ergodic transformations. Zbl 1137.60017Zweimüller, Roland 34 2007 Least absolute deviation estimation for regression with ARMA errors. Zbl 0883.62097Davis, Richard A.; Dunsmuir, William T. M. 34 1997 On Kelvin transformation. Zbl 1105.60057Bogdan, K.; Żak, T. 34 2006 Distribution of eigenvalues for the ensemble of real symmetric Toeplitz matrices. Zbl 1086.15024Hammond, Christopher; Miller, Steven J. 34 2005 Existence and uniqueness of invariant measures for stochastic reaction-diffusion equations in unbounded domains. Zbl 1360.60126Misiats, Oleksandr; Stanzhytskyi, Oleksandr; Yip, Nung Kwan 33 2016 Lower bounds for covering times for reversible Markov chains and random walks on graphs. Zbl 0684.60055Aldous, David J. 33 1989 Asymptotics for transportation cost in high dimensions. Zbl 0811.60022Dobrić, V.; Yukich, J. E. 32 1995 Bracketing metric entropy rates and empirical central limit theorems for function classes of Besov- and Sobolev-type. Zbl 1130.46020Nickl, Richard; Pötscher, Benedikt M. 32 2007 On distributional properties of perpetuities. Zbl 1173.60309Alsmeyer, Gerold; Iksanov, Alex; Rösler, Uwe 31 2009 On the link between small ball probabilities and the quantization problem for Gaussian measures on Banach spaces. Zbl 1017.60012Dereich, S.; Fehringer, F.; Matoussi, A.; Scheutzow, M. 31 2003 Stochastic heat equation with multiplicative fractional-colored noise. Zbl 1203.60078Balan, Raluca M.; Tudor, Ciprian A. 31 2010 Random walks on graphs with a strong isoperimetric property. Zbl 0639.60072Gerl, Peter 31 1988 Convergence of discrete snakes. Zbl 1084.60049Janson, Svante; Marckert, Jean-François 31 2005 Limit theorems for weakly subcritical branching processes in random environment. Zbl 1262.60083Afanasyev, V. I.; Böinghoff, C.; Kersting, G. 31 2012 Strong limit theorems for weighted sums of negatively associated random variables. Zbl 1162.60008Jing, Bing-Yi; Liang, Han-Ying 31 2008 Moment inequalities for sums of dependent random variables under projective conditions. Zbl 1160.60312Rio, Emmanuel 30 2009 On times to quasi-stationarity for birth and death processes. Zbl 1186.60086Diaconis, Persi; Miclo, Laurent 30 2009 Stochastic flows acting on Schwartz distributions. Zbl 0818.60044Kunita, H. 30 1994 Local convergence of large critical multi-type Galton-Watson trees and applications to random maps. Zbl 1393.05244Stephenson, Robin 30 2018 On the cover time of random walks on graphs. Zbl 0681.60064Kahn, Jeff D.; Linial, Nathan; Nisan, Noam; Saks, Michael E. 30 1989 An exact formula for the move-to-front rule for self-organizing lists. Zbl 0837.60063Fill, James Allen 29 1996 Mixing times are hitting times of large sets. Zbl 1323.60094Peres, Yuval; Sousi, Perla 28 2015 The equilibrium behavior of reversible coagulation-fragmentation processes. Zbl 0930.60094Durrett, Richard; Granovsky, Boris L.; Gueron, Shay 28 1999 The diagonal multivariate natural exponential families and their classification. Zbl 0807.60017Bar-Lev, Shaul K.; Bshouty, Daoud; Enis, Peter; Letac, Gérard; Lu, I- Li; Richards, Donald 28 1994 On the law of the iterated logarithm for Gaussian processes. Zbl 0839.60040Arcones, Miguel A. 28 1995 Occupation times of refracted Lévy processes. Zbl 1306.60049Kyprianou, A. E.; Pardo, J. C.; Pérez, J. L. 27 2014 A note on the almost sure convergence for dependent random variables in a Hilbert space. Zbl 1166.60021Ko, Mi-Hwa; Kim, Tae-Sung; Han, Kwang-Hee 27 2009 On hitting times and fastest strong stationary times for skip-free and more general chains. Zbl 1173.60337Fill, James Allen 27 2009 Central limit theorems for multiple Skorokhod integrals. Zbl 1202.60038Nourdin, Ivan; Nualart, David 27 2010 Stationary symmetric \(\alpha\)-stable discrete parameter random fields. Zbl 1218.60039Roy, Parthanil; Samorodnitsky, Gennady 27 2008 Composition of stochastic processes governed by higher-order parabolic and hyperbolic equations. Zbl 0878.60050Hochberg, Kenneth J.; Orsingher, Enzo 27 1996 Central limit theorems for level functionals of stationary Gaussian processes and fields. Zbl 0994.60021Kratz, Marie F.; León, José R. 27 2001 Estimates of tempered stable densities. Zbl 1393.60050Sztonyk, Paweł 26 2010 Fractional backward stochastic differential equations and fractional backward variational inequalities. Zbl 1319.60133Maticiuc, Lucian; Nie, Tianyang 26 2015 On the weak invariance principle for non-adapted sequences under projective criteria. Zbl 1137.60016Dedecker, Jérôme; Merlevède, Florence; Volný, Dalibor 26 2007 A continuous super-Brownian motion in a super-Brownian medium. Zbl 0877.60030Dawson, Donald A.; Fleischmann, Klaus 26 1997 A sharp form of the Cramér-Wold theorem. Zbl 1124.60004Cuesta-Albertos, Juan Antonio; Fraiman, Ricardo; Ransford, Thomas 26 2007 Convexity and smoothness of scale functions and de Finetti’s control problem. Zbl 1188.93115Kyprianou, Andreas E.; Rivero, Víctor; Song, Renming 26 2010 Spectral norm of circulant-type matrices. Zbl 1241.60006Bose, Arup; Hazra, Rajat Subhra; Saha, Koushik 26 2011 Heat kernel estimates for strongly recurrent random walk on random media. Zbl 1159.60029Kumagai, Takashi; Misumi, Jun 26 2008 Multifractional, multistable, and other processes with Prescribed local form. Zbl 1171.60010Falconer, K. J.; Lévy Véhel, J. 25 2009 Support theorems for the Radon transform and Cramér-Wold theorems. Zbl 1192.44003Boman, Jan; Lindskog, Filip 25 2009 Semi-selfsimilar processes. Zbl 0932.60043Maejima, Makoto; Sato, Ken-iti 25 1999 Generalized solutions of a stochastic partial differential equation. Zbl 0802.60056Kunita, H. 25 1994 Discrete and continuous time modulated random walks with heavy-tailed increments. Zbl 1131.60040Foss, Serguei; Konstantopoulos, Takis; Zachary, Stan 25 2007 Threshold limits for cover times. Zbl 0717.60082Aldous, David J. 25 1991 Distributional transformations, orthogonal polynomials, and Stein characterizations. Zbl 1072.62002Goldstein, Larry; Reinert, Gesine 25 2005 SDEs driven by a time-changed Lévy process and their associated time-fractional order pseudo-differential equations. Zbl 1255.60064Hahn, Marjorie; Kobayashi, Kei; Umarov, Sabir 25 2012 Fractional Brownian density process and its self-intersection local time of order \(k\). Zbl 1074.60047Bojdecki, T.; Gorostiza, L. G.; Talarczyk, A. 24 2004 An extension of the Kolmogorov-Feller weak law of large numbers with an application to the St. Petersburg game. Zbl 1064.60037Gut, A. 24 2004 Strong invariance principles with rate for “reverse” martingale differences and applications. Zbl 1353.60031Cuny, Christophe; Merlevède, Florence 24 2015 On decoupling, series expansions, and tail behavior of chaos processes. Zbl 0785.60023Arcones, Miguel A.; Giné, Evarist 24 1993 Strong approximation for long memory processes with applications. Zbl 1020.60017Wang, Qiying; Lin, Yan-Xia; Gulati, Chandra M. 24 2003 Large deviations for empirical measures of Markov chains. Zbl 0711.60023de Acosta, A. 24 1990 The central limit theorem for Chébli-Trimèche hypergroups. Zbl 0679.60012Zeuner, Hansmartin 24 1989 The passage time distribution for a birth-and-death chain: Strong stationary duality gives a first stochastic proof. Zbl 1178.60054Fill, James Allen 23 2009 Multicolor particle systems with large threshold and range. Zbl 0751.60095Durrett, R. 23 1992 On transformations and determinants of Wishart variables on symmetric cones. Zbl 0890.60016Massam, Hélène; Neher, Erhard 23 1997 Self-similar random fields and rescaled random balls models. Zbl 1213.60096Biermé, Hermine; Estrade, Anne; Kaj, Ingemar 23 2010 Moderate deviations via cumulants. Zbl 1286.60032Döring, Hanna; Eichelsbacher, Peter 23 2013 High-dimensional central limit theorems for homogeneous sums. Zbl 1514.60036Koike, Yuta 2 2023 The large deviation principle for inhomogeneous Erdős-Rényi random graphs. Zbl 1515.05161Markering, Maarten 2 2023 Transcritical bifurcation for the conditional distribution of a diffusion process. Zbl 07722780Benaïm, Michel; Champagnat, Nicolas; Oçafrain, William; Villemonais, Denis 2 2023 Moderate deviation principle for multiscale systems driven by fractional Brownian motion. Zbl 07647028Bourguin, Solesne; Dang, Thanh; Spiliopoulos, Konstantinos 1 2023 Entropic regularization of Wasserstein distance between infinite-dimensional Gaussian measures and Gaussian processes. Zbl 1514.49024Minh, Hà Quang 1 2023 Almost sure behavior for the local time of a diffusion in a spectrally negative Lévy environment. Zbl 07692065Véchambre, Grégoire 1 2023 A version of the random directed forest and its convergence to the Brownian web. Zbl 07692067Valle, Glauco; Zuaznábar, Leonel 1 2023 Commutative monoid duality. Zbl 1517.82030Latz, Jan Niklas; Swart, Jan M. 1 2023 Equivalence-singularity dichotomy in Markov measures. Zbl 07722775Avraham-Re’em, Nachi 1 2023 Central limit theorem for kernel estimator of invariant density in bifurcating Markov chains models. Zbl 07722782Bitseki Penda, S. Valère; Delmas, Jean-François 1 2023 Limit theorems for deviation means of independent and identically distributed random variables. Zbl 07722783Barczy, Mátyás; Páles, Zsolt 1 2023 Approximations of McKean-Vlasov stochastic differential equations with irregular coefficients. Zbl 1493.65018Bao, Jianhai; Huang, Xing 11 2022 Strong solutions of stochastic differential equations with generalized drift and multidimensional fractional Brownian initial noise. Zbl 1502.60088Baños, David; Ortiz-Latorre, Salvador; Pilipenko, Andrey; Proske, Frank 4 2022 Non-integrable stable approximation by Stein’s method. Zbl 1487.60032Chen, Peng; Nourdin, Ivan; Xu, Lihu; Yang, Xiaochuan; Zhang, Rui 4 2022 Multivariate normal approximation on the Wiener space: new bounds in the convex distance. Zbl 1497.60027Nourdin, Ivan; Peccati, Giovanni; Yang, Xiaochuan 4 2022 Functional limit theorems for the fractional Ornstein-Uhlenbeck process. Zbl 1486.60062Gehringer, Johann; Li, Xue-Mei 3 2022 Path properties of a generalized fractional Brownian motion. Zbl 1495.60023Ichiba, Tomoyuki; Pang, Guodong; Taqqu, Murad S. 3 2022 Distances between distributions via Stein’s method. Zbl 07517666Ernst, Marie; Swan, Yvik 3 2022 Quenched local convergence of Boltzmann planar maps. Zbl 1502.60012Stufler, Benedikt 3 2022 Regularity of local times associated with Volterra-Lévy processes and path-wise regularization of stochastic differential equations. Zbl 1507.60075Harang, Fabian A.; Ling, Chengcheng 3 2022 Empirical measure and small noise asymptotics under large deviation scaling for interacting diffusions. Zbl 1484.60028Budhiraja, Amarjit; Conroy, Michael 2 2022 Moderate deviations for drift parameter estimations in reflected Ornstein-Uhlenbeck process. Zbl 1492.60065Jiang, Hui; Yang, Qingshan 2 2022 Estimates of certain exit probabilities for \(p\)-adic Brownian bridges. Zbl 1507.60051Weisbart, David 2 2022 Local central limit theorem for multi-group Curie-Weiss models. Zbl 07594408Fleermann, Michael; Kirsch, Werner; Toth, Gabor 2 2022 On a theorem by A.S. Cherny for semilinear stochastic partial differential equations. Zbl 1498.35637Criens, David; Ritter, Moritz 2 2022 Functional central limit theorems for occupancies and missing mass process in infinite urn models. Zbl 1484.60039Chebunin, Mikhail; Zuyev, Sergei 1 2022 On asymptotic properties of Bell polynomials and concentration of vertex degree of large random graphs. Zbl 1484.05187Khorunzhiy, O. 1 2022 Random perturbations of matrix polynomials. Zbl 1491.15042Pagacz, Patryk; Wojtylak, Michał 1 2022 Necessary and sufficient conditions for the uniform integrability of the stochastic exponential. Zbl 1498.60163Chikvinidze, B. 1 2022 Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous coefficients in \((y, z)\). Zbl 1498.60239Sun, Shengqiu 1 2022 Set-valued functions of bounded generalized variation and set-valued Young integrals. Zbl 07491645Michta, Mariusz; Motyl, Jerzy 1 2022 Rerooting multi-type branching trees: the infinite spine case. Zbl 1508.60093Stufler, Benedikt 1 2022 Central limit theorems for weighted sums of dependent random vectors in Hilbert spaces via the theory of the regular variation. Zbl 1487.60057Ta Cong Son; Le Van Dung 1 2022 A multiplicatively symmetrized version of the Chung-Diaconis-Graham random process. Zbl 1487.60009Hildebrand, Martin 1 2022 Non-local solvable birth-death processes. Zbl 1498.60336Ascione, Giacomo; Leonenko, Nikolai; Pirozzi, Enrica 1 2022 On a certain operator related to Blackwell’s Markov chain. Zbl 07594388Nieznaj, Ernest 1 2022 Mild solutions for the stochastic generalized Burgers-Huxley equation. Zbl 1497.60089Mohan, Manil T. 1 2022 Generating M-indeterminate probability densities by way of quantum mechanics. Zbl 1503.60018Mayato, Rafael Sala; Loughlin, Patrick; Cohen, Leon 1 2022 Evolving systems of stochastic differential equations. Zbl 1497.60102Videla, Leonardo; Rebolledo, Rolando 1 2022 Large and moderate deviations principles and central limit theorem for the stochastic 3D primitive equations with gradient-dependent noise. Zbl 07594397Slavík, Jakub 1 2022 Spatially inhomogeneous populations with seed-banks. I: Duality, existence and clustering. Zbl 1498.92155den Hollander, Frank; Nandan, Shubhamoy 1 2022 On a weak law of large numbers with regularly varying normalizing sequences. Zbl 1497.60033Boukhari, Fakhreddine 1 2022 Dimensions of fractional Brownian images. Zbl 07621010Burrell, Stuart A. 1 2022 Asymptotic behavior of large Gaussian correlated Wishart matrices. Zbl 1502.60008Nourdin, Ivan; Zheng, Guangqu 1 2022 On the correlation of critical points and angular trispectrum for random spherical harmonics. Zbl 1515.60151Cammarota, Valentina; Marinucci, Domenico 1 2022 On Stein’s factors for Poisson approximation in Wasserstein distance with nonlinear transportation costs. Zbl 1502.60032Liao, Zhong-Wei; Ma, Yutao; Xia, Aihua 1 2022 Exact uniform modulus of continuity and Chung’s LIL for the generalized fractional Brownian motion. Zbl 1515.60101Wang, Ran; Xiao, Yimin 1 2022 A simple method to find all solutions to the functional equation of the smoothing transform. Zbl 1502.39012Alsmeyer, Gerold; Mallein, Bastien 1 2022 Convergence rates in uniform ergodicity by hitting times and \(L^2\)-exponential convergence rates. Zbl 1502.60114Mao, Yong-Hua; Wang, Tao 1 2022 Generalized fractional counting process. Zbl 1509.60107Kataria, K. K.; Khandakar, M. 1 2022 Stochastic two-dimensional Navier-Stokes equations on time-dependent domains. Zbl 1502.35088Wang, Wei; Zhai, Jianliang; Zhang, Tusheng 1 2022 Euler-Maruyama approximations for stochastic McKean-Vlasov equations with non-Lipschitz coefficients. Zbl 1476.60097Ding, Xiaojie; Qiao, Huijie 11 2021 A drawdown reflected spectrally negative Lévy process. Zbl 1469.60151Wang, Wenyuan; Zhou, Xiaowen 7 2021 Stein’s method for asymmetric \(\alpha \)-stable distributions, with application to the stable CLT. Zbl 1472.60029Chen, Peng; Nourdin, Ivan; Xu, Lihu 6 2021 General Bernstein-like inequality for additive functionals of Markov chains. Zbl 1475.60134Lemańczyk, Michał 6 2021 Maximum of catalytic branching random walk with regularly varying tails. Zbl 1466.60173Bulinskaya, Ekaterina Vl. 6 2021 Polynomial ensembles and Pólya frequency functions. Zbl 1477.60018Förster, Yanik-Pascal; Kieburg, Mario; Kösters, Holger 5 2021 Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous generators. Zbl 1483.60085Wang, Falei; Zheng, Guoqiang 4 2021 Pathwise asymptotics for Volterra type stochastic volatility models. Zbl 1483.60042Cellupica, Miriana; Pacchiarotti, Barbara 4 2021 A general version of Price’s theorem. A tool for bounding the expectation of nonlinear functions of Gaussian random vectors. Zbl 1469.60109Voigtlaender, Felix 4 2021 On exact laws of large numbers for Oppenheim expansions with infinite mean. Zbl 1472.60056Giuliano, Rita; Hadjikyriakou, Milto 4 2021 On the long-range dependence of mixed fractional Poisson process. Zbl 1469.60115Kataria, K. K.; Khandakar, M. 4 2021 Concentration inequalities for bounded functionals via log-Sobolev-type inequalities. 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Zbl 1482.60056Yu, Qian 1 2021 ...and 1450 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 8,171 Authors 56 Wang, Xuejun 43 Xiao, Yimin 42 Hu, Shuhe 41 Yan, Litan 40 Sung, Soohak 38 Nualart, David 37 Song, Renming 36 Wu, Qunying 35 Chen, Pingyan 35 Zhang, Li-Xin 34 Lin, Zhengyan 33 Kyprianou, Andreas E. 33 Peligrad, Magda 31 Diaconis, Persi Warren 31 Wang, Yuebao 30 Chen, Zhen-Qing 30 Nourdin, Ivan 30 Shao, Qi-Man 29 Miao, Yu 29 Orsingher, Enzo 29 Peres, Yuval 28 Dedecker, Jérôme 28 Hashorva, Enkelejd 28 Merlevède, Florence 27 Fel’dman, Gennadiĭ Mikhaĭlovich 27 Shen, Aiting 26 Götze, Friedrich 26 Peccati, Giovanni 26 Shen, Guangjun 25 Barral, Julien 25 Csáki, Endre 24 Taqqu, Murad S. 23 Bouzebda, Salim 23 Li, Deli 23 Mason, David M. 23 Nane, Erkan 23 Voit, Michael 23 Volodin, Andrei I. 22 Ko, Mi-Hwa 22 Maller, Ross Arthur 22 Saloff-Coste, Laurent 22 Tudor, Ciprian A. 21 Kabluchko, Zakhar A. 21 Lifshits, Mikhail A. 21 Thäle, Christoph 21 Tindel, Samy 21 Yang, Yang 20 Hu, Yaozhong 20 Kevei, Péter 20 Liu, Quansheng 20 Račkauskas, Alfredas Yurgevich 20 Rosalsky, Andrew 20 Woess, Wolfgang 20 Wu, Yi 19 Fu, Ke’ang 19 Huang, Xing 19 Le Gall, Jean-François 19 Letac, Gérard G. 19 Li, Wenbo V. 19 Nazarov, Alexander I. 19 Wesołowski, Jacek 19 Yang, Wenzhi 19 Zhang, Tusheng S. 18 Adamczak, Radosław 18 Bose, Arup 18 Csörgő, Miklós 18 Curien, Nicolas 18 Fan, Xiequan 18 Kim, Panki 18 Maejima, Makoto 18 Qi, Yongcheng 18 Steinberg, Benjamin 18 Wang, Jian 17 Gut, Allan 17 Hassairi, Abdelhamid 17 Meerschaert, Mark Marvin 17 Pardo, Juan Carlos 17 Shi, Zhan 17 Vatutin, Vladimir Alekseevich 17 Wang, Kaiyong 16 Albeverio, Sergio A. 16 Aurzada, Frank 16 Balan, Raluca M. 16 Bobkov, Sergey Germanovich 16 Cai, Guanghui 16 Földes, Antónia 16 Hong, Wenming 16 Jørgensen, Palle E. T. 16 Li, Zenghu 16 Miclo, Laurent 16 Ren, Yanxia 16 Révész, Pál 16 Simon, Thomas 16 Vondraček, Zoran 16 Wang, Feng-Yu 16 Wang, Yizao 15 Applebaum, David B. 15 Becker-Kern, Peter 15 Berkes, István 15 Caputo, Pietro ...and 8,071 more Authors all top 5 Cited in 648 Journals 604 Stochastic Processes and their Applications 577 Journal of Theoretical Probability 497 Statistics & Probability Letters 346 The Annals of Probability 218 Probability Theory and Related Fields 207 Bernoulli 204 Journal of Mathematical Analysis and Applications 204 The Annals of Applied Probability 186 Electronic Journal of Probability 177 Communications in Statistics. Theory and Methods 150 Annales de l’Institut Henri Poincaré. 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