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: 2,156 Publications (since 1988) References Indexed: 1,766 Publications with 37,026 References. all top 5 Latest Issues 37, No. 3 (2024) 37, No. 2 (2024) 37, No. 1 (2024) 36, No. 4 (2023) 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) ...and 45 more Volumes all top 5 Authors 20 Csáki, Endre 18 Földes, Antónia 17 Nualart, David 14 Mason, David Michael 14 Peligrad, Magda 13 Li, Wenbo V. 13 Mukherjea, Arunava 13 Révész, Pál 12 Xiao, Yimin 11 Kuelbs, James D. 11 Maejima, Makoto 11 Taqqu, Murad S. 10 Götze, Friedrich 10 Letac, Gérard G. 9 Nourdin, Ivan 9 Shi, Zhan 9 Watanabe, Toshiro 8 Alsmeyer, Gerold 8 Chen, Xia 8 Csörgő, Miklós 8 Durrett, Richard Timothy 8 Hahn, Marjorie Green 8 Hu, Yueyun 8 Merlevède, Florence 8 Orsingher, Enzo 8 Ouknine, Youssef 8 Rosiński, Jan 8 Shao, Qi-Man 8 Song, Renming 7 Balan, Raluca M. 7 Bentkus, Vidmants-Kastytis 7 Berkes, István 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 Mountford, Thomas S. 7 Neuenschwander, Daniel 7 Russo, Ralph P. 7 Talagrand, Michel 7 Tudor, Ciprian A. 7 Vondraček, Zoran 6 Arcones, Miguel A. 6 Einmahl, Uwe 6 Fel’dman, Gennadiĭ Mikhaĭlovich 6 Kallenberg, Olav 6 Li, Deli 6 Li, Junping 6 Li, Zenghu 6 Ma, Chunsheng 6 Maller, Ross Arthur 6 Marcus, Michael B. 6 Merzbach, Ely 6 O’Rourke, Sean D. 6 Pap, Gyula 6 Rigo, Pietro 6 Utev, Sergey 6 Voit, Michael 6 Volkov, Stanislav 6 Yang, Xiaochuan 5 Bryc, Włodzimierz 5 Criens, David 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 Jiang, Hui 5 Kevei, Péter 5 Kim, KyeongHun 5 Lalley, Steven P. 5 Lewis, Thomas Michael 5 Löwe, Matthias 5 Mao, Xuerong 5 Qi, Yongcheng 5 Rosalsky, Andrew 5 Rouault, Alain 5 Sato, Ken-iti 5 Scheffler, Hans-Peter 5 Schott, René 5 Spătaru, Aurel 5 Su, Zhonggen 5 Teicher, Henry 5 Tikhomirov, Alexander Nikolaevich 5 Tindel, Samy 5 Tomkins, R. James 5 Uchiyama, Kôhei 5 Vellaisamy, Palaniappan 5 Volný, Dalibor 5 Wang, Jian 5 Wang, Qiying 5 Yan, Litan ...and 2,178 more Authors all top 5 Fields 2,070 Probability theory and stochastic processes (60-XX) 180 Statistics (62-XX) 82 Linear and multilinear algebra; matrix theory (15-XX) 77 Combinatorics (05-XX) 77 Functional analysis (46-XX) 67 Statistical mechanics, structure of matter (82-XX) 66 Measure and integration (28-XX) 65 Partial differential equations (35-XX) 49 Dynamical systems and ergodic theory (37-XX) 46 Operator theory (47-XX) 31 Numerical analysis (65-XX) 28 Potential theory (31-XX) 23 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 22 Abstract harmonic analysis (43-XX) 21 Number theory (11-XX) 21 Global analysis, analysis on manifolds (58-XX) 20 Functions of a complex variable (30-XX) 19 Real functions (26-XX) 19 Ordinary differential equations (34-XX) 15 Group theory and generalizations (20-XX) 15 Quantum theory (81-XX) 14 Harmonic analysis on Euclidean spaces (42-XX) 14 Convex and discrete geometry (52-XX) 14 Biology and other natural sciences (92-XX) 13 Topological groups, Lie groups (22-XX) 13 Systems theory; control (93-XX) 13 Information and communication theory, circuits (94-XX) 12 Approximations and expansions (41-XX) 12 Integral transforms, operational calculus (44-XX) 11 Special functions (33-XX) 9 Calculus of variations and optimal control; optimization (49-XX) 8 Difference and functional equations (39-XX) 8 Differential geometry (53-XX) 7 Computer science (68-XX) 6 General topology (54-XX) 5 Sequences, series, summability (40-XX) 5 Fluid mechanics (76-XX) 5 Operations research, mathematical programming (90-XX) 4 Order, lattices, ordered algebraic structures (06-XX) 4 Integral equations (45-XX) 3 Several complex variables and analytic spaces (32-XX) 2 History and biography (01-XX) 2 Associative rings and algebras (16-XX) 2 Nonassociative rings and algebras (17-XX) 2 Mechanics of particles and systems (70-XX) 1 General and overarching topics; collections (00-XX) 1 Mathematical logic and foundations (03-XX) 1 Category theory; homological algebra (18-XX) 1 Geometry (51-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 1,675 Publications have been cited 13,663 times in 10,620 Documents Cited by ▼ Year ▼ A comparison theorem on moment inequalities between negatively associated and independent random variables. Zbl 0971.60015 Shao, Qi-Man 229 2000 Wishart processes. Zbl 0737.60067 Bru, Marie-France 150 1991 Random walks and the effective resistance of networks. Zbl 0722.60070 Tetali, Prasad 102 1991 A change-of-variable formula with local time on curves. Zbl 1085.60033 Peskir, Goran 102 2005 Maximal inequalities and an invariance principle for a class of weakly dependent random variables. Zbl 1012.60022 Utev, Sergey; Peligrad, Magda 93 2003 Almost-sure results for a class of dependent random variables. Zbl 0928.60025 Peligrad, Magda; Gut, Allan 90 1999 Semigroups, rings, and Markov chains. Zbl 0980.60014 Brown, Kenneth S. 83 2000 Weak solutions for SPDE’s and backward doubly stochastic differential equations. Zbl 0982.60057 Bally, V.; Matoussi, A. 83 2001 On the spectral density and asymptotic normality of weakly dependent random fields. Zbl 0787.60059 Bradley, Richard C. 82 1992 Modified logarithmic Sobolev inequalities in discrete settings. Zbl 1113.60072 Bobkov, Sergey G.; Tetali, Prasad 82 2006 An empirical process approach to the uniform consistency of kernel-type function estimators. Zbl 0995.62042 Einmahl, Uwe; Mason, David M. 78 2000 More on a new concept of entropy and information. Zbl 1120.94009 Rao, Murali 78 2005 On exit and ergodicity of the spectrally one-sided Lévy process reflected at its infimum. Zbl 1049.60042 Pistorius, M. R. 73 2004 Asymptotic tail probabilities of sums of dependent subexponential random variables. Zbl 1177.62017 Geluk, Jaap; Tang, Qihe 73 2009 Asymptotics for sums of random variables with local subexponential behaviour. Zbl 1033.60053 Asmussen, Søren; Foss, Serguei; Korshunov, Dmitry 72 2003 Complete convergence and almost sure convergence of weighted sums of random variables. Zbl 0814.60026 Li, Deli; Bhaskara Rao, M.; Jiang, Tiefeng; Wang, Xiangchen 69 1995 The multifractal spectrum of statistically self-similar measures. Zbl 0805.60034 Falconer, K. J. 66 1994 Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences. Zbl 0786.60028 Arcones, M. A.; Yu, B. 61 1994 A strong law for weighted sums of i.i.d. random variables. Zbl 0833.60031 Cuzick, Jack 60 1995 Stochastic calculus for a time-changed semimartingale and the associated stochastic differential equations. Zbl 1252.60054 Kobayashi, Kei 54 2011 Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion. Zbl 1141.60043 Neuenkirch, Andreas; Nourdin, Ivan 53 2007 How close is the sample covariance matrix to the actual covariance matrix? Zbl 1365.62208 Vershynin, Roman 53 2012 Nash inequalities for finite Markov chains. Zbl 0870.60064 Diaconis, P.; Saloff-Coste, L. 53 1996 Comparison results for the lower tail of Gaussian seminorms. Zbl 0743.60009 Li, Wenbo V. 51 1992 A Cramér type large deviation result for Student’s \(t\)-statistic. Zbl 0927.60045 Shao, Qi-Man 48 1999 Convergence in law for the branching random walk seen from its tip. Zbl 1368.60089 Madaule, Thomas 48 2017 An elementary proof of the local central limit theorem. Zbl 0841.60013 Davis, Burgess; McDonald, David 45 1995 Local properties of Lévy processes on a totally disconnected group. Zbl 0683.60010 Evans, Steven N. 44 1989 Existence and uniqueness of invariant measures for stochastic reaction-diffusion equations in unbounded domains. Zbl 1360.60126 Misiats, Oleksandr; Stanzhytskyi, Oleksandr; Yip, Nung Kwan 44 2016 Random flights in higher spaces. Zbl 1138.60014 Orsingher, E.; De Gregorio, A. 42 2007 The Brownian plane. Zbl 1305.05208 Curien, Nicolas; Le Gall, Jean-François 42 2014 Stability and attraction to normality for Lévy processes at zero and at infinity. Zbl 1015.60043 Doney, R. A.; Maller, R. A. 42 2002 Explicit stationary distributions for compositions of random functions and products of random matrices. Zbl 0728.60012 Chamayou, Jean-François; Letac, Gérard 41 1991 Limit theorems for weakly subcritical branching processes in random environment. Zbl 1262.60083 Afanasyev, V. I.; Böinghoff, C.; Kersting, G. 41 2012 Asymptotics for transportation cost in high dimensions. Zbl 0811.60022 Dobrić, V.; Yukich, J. E. 41 1995 The strong law of large numbers for weighted averages under dependence assumptions. Zbl 0857.60021 Chandra, Tapas K.; Ghosal, Subhashis 40 1996 Large deviations for quadratic functionals of Gaussian processes. Zbl 0894.60026 Bryc, Włodzimierz; Dembo, Amir 40 1997 Coupling for \(\tau\)-dependent sequences and applications. Zbl 1067.60008 Dedecker, J.; Prieur, C. 40 2004 On the asymptotic normality of sequences of weak dependent random variables. Zbl 0855.60021 Peligrad, Magda 39 1996 On the cover time of random walks on graphs. Zbl 0681.60064 Kahn, Jeff D.; Linial, Nathan; Nisan, Noam; Saks, Michael E. 39 1989 Precise asymptotics in Spitzer’s law of large numbers. Zbl 0932.60026 Spătaru, Aurel 38 1999 Least absolute deviation estimation for regression with ARMA errors. Zbl 0883.62097 Davis, Richard A.; Dunsmuir, William T. M. 38 1997 On times to quasi-stationarity for birth and death processes. Zbl 1186.60086 Diaconis, Persi; Miclo, Laurent 38 2009 Continuity of the multifractal spectrum of a random statistically self-similar measure. Zbl 0977.37024 Barral, Julien 38 2000 Riesz exponential families on symmetric cones. Zbl 0984.60022 Hassairi, A.; Lajmi, S. 38 2001 Bracketing metric entropy rates and empirical central limit theorems for function classes of Besov- and Sobolev-type. Zbl 1130.46020 Nickl, Richard; Pötscher, Benedikt M. 37 2007 Mixing limit theorems for ergodic transformations. Zbl 1137.60017 Zweimüller, Roland 37 2007 Moment inequalities for sums of dependent random variables under projective conditions. Zbl 1160.60312 Rio, Emmanuel 37 2009 On Kelvin transformation. Zbl 1105.60057 Bogdan, K.; Żak, T. 37 2006 Lower bounds for covering times for reversible Markov chains and random walks on graphs. Zbl 0684.60055 Aldous, David J. 37 1989 Convergence of discrete snakes. Zbl 1084.60049 Janson, Svante; Marckert, Jean-François 36 2005 Tangent fields and the local structure of random fields. Zbl 1013.60028 Falconer, Kenneth J. 36 2002 Heat kernel estimates for strongly recurrent random walk on random media. Zbl 1159.60029 Kumagai, Takashi; Misumi, Jun 35 2008 Distribution of eigenvalues for the ensemble of real symmetric Toeplitz matrices. Zbl 1086.15024 Hammond, Christopher; Miller, Steven J. 35 2005 Local convergence of large critical multi-type Galton-Watson trees and applications to random maps. Zbl 1393.05244 Stephenson, Robin 35 2018 Central limit theorems for level functionals of stationary Gaussian processes and fields. Zbl 0994.60021 Kratz, Marie F.; León, José R. 34 2001 Strong limit theorems for weighted sums of negatively associated random variables. Zbl 1162.60008 Jing, Bing-Yi; Liang, Han-Ying 34 2008 On distributional properties of perpetuities. Zbl 1173.60309 Alsmeyer, Gerold; Iksanov, Alex; Rösler, Uwe 32 2009 On the link between small ball probabilities and the quantization problem for Gaussian measures on Banach spaces. Zbl 1017.60012 Dereich, S.; Fehringer, F.; Matoussi, A.; Scheutzow, M. 32 2003 Mixing times are hitting times of large sets. Zbl 1323.60094 Peres, Yuval; Sousi, Perla 32 2015 On the law of the iterated logarithm for Gaussian processes. Zbl 0839.60040 Arcones, Miguel A. 31 1995 An exact formula for the move-to-front rule for self-organizing lists. Zbl 0837.60063 Fill, James Allen 31 1996 Stochastic flows acting on Schwartz distributions. Zbl 0818.60044 Kunita, H. 31 1994 Stochastic heat equation with multiplicative fractional-colored noise. Zbl 1203.60078 Balan, Raluca M.; Tudor, Ciprian A. 31 2010 Random walks on graphs with a strong isoperimetric property. Zbl 0639.60072 Gerl, Peter 31 1988 On hitting times and fastest strong stationary times for skip-free and more general chains. Zbl 1173.60337 Fill, James Allen 31 2009 A sharp form of the Cramér-Wold theorem. Zbl 1124.60004 Cuesta-Albertos, Juan Antonio; Fraiman, Ricardo; Ransford, Thomas 30 2007 The equilibrium behavior of reversible coagulation-fragmentation processes. Zbl 0930.60094 Durrett, Richard; Granovsky, Boris L.; Gueron, Shay 30 1999 A note on the almost sure convergence for dependent random variables in a Hilbert space. Zbl 1166.60021 Ko, Mi-Hwa; Kim, Tae-Sung; Han, Kwang-Hee 30 2009 Strong invariance principles with rate for “reverse” martingale differences and applications. Zbl 1353.60031 Cuny, Christophe; Merlevède, Florence 30 2015 Fractional backward stochastic differential equations and fractional backward variational inequalities. Zbl 1319.60133 Maticiuc, Lucian; Nie, Tianyang 30 2015 Estimates of tempered stable densities. Zbl 1393.60050 Sztonyk, Paweł 29 2010 Bounds on the cover time. Zbl 0681.60063 Broder, Andrei Z.; Karlin, Anna R. 29 1989 An extension of the Kolmogorov-Feller weak law of large numbers with an application to the St. Petersburg game. Zbl 1064.60037 Gut, A. 28 2004 On decoupling, series expansions, and tail behavior of chaos processes. Zbl 0785.60023 Arcones, Miguel A.; Giné, Evarist 28 1993 Convexity and smoothness of scale functions and de Finetti’s control problem. Zbl 1188.93115 Kyprianou, Andreas E.; Rivero, Víctor; Song, Renming 28 2010 Discrete and continuous time modulated random walks with heavy-tailed increments. Zbl 1131.60040 Foss, Serguei; Konstantopoulos, Takis; Zachary, Stan 28 2007 The diagonal multivariate natural exponential families and their classification. Zbl 0807.60017 Bar-Lev, Shaul K.; Bshouty, Daoud; Enis, Peter; Letac, Gérard; Lu, I- Li; Richards, Donald 28 1994 Central limit theorems for multiple Skorokhod integrals. Zbl 1202.60038 Nourdin, Ivan; Nualart, David 28 2010 The passage time distribution for a birth-and-death chain: Strong stationary duality gives a first stochastic proof. Zbl 1178.60054 Fill, James Allen 28 2009 Moderate deviations via cumulants. Zbl 1286.60032 Döring, Hanna; Eichelsbacher, Peter 28 2013 A continuous super-Brownian motion in a super-Brownian medium. Zbl 0877.60030 Dawson, Donald A.; Fleischmann, Klaus 27 1997 On the weak invariance principle for non-adapted sequences under projective criteria. Zbl 1137.60016 Dedecker, Jérôme; Merlevède, Florence; Volný, Dalibor 27 2007 Support theorems for the Radon transform and Cramér-Wold theorems. Zbl 1192.44003 Boman, Jan; Lindskog, Filip 27 2009 Composition of stochastic processes governed by higher-order parabolic and hyperbolic equations. Zbl 0878.60050 Hochberg, Kenneth J.; Orsingher, Enzo 27 1996 Stationary symmetric \(\alpha\)-stable discrete parameter random fields. Zbl 1218.60039 Roy, Parthanil; Samorodnitsky, Gennady 27 2008 Occupation times of refracted Lévy processes. Zbl 1306.60049 Kyprianou, A. E.; Pardo, J. C.; Pérez, J. L. 27 2014 Threshold limits for cover times. Zbl 0717.60082 Aldous, David J. 27 1991 Semi-selfsimilar processes. Zbl 0932.60043 Maejima, Makoto; Sato, Ken-iti 26 1999 Generalized solutions of a stochastic partial differential equation. Zbl 0802.60056 Kunita, H. 26 1994 Distributional transformations, orthogonal polynomials, and Stein characterizations. Zbl 1072.62002 Goldstein, Larry; Reinert, Gesine 26 2005 Spectral norm of circulant-type matrices. Zbl 1241.60006 Bose, Arup; Hazra, Rajat Subhra; Saha, Koushik 26 2011 Approximation of rectangular beta-Laguerre ensembles and large deviations. Zbl 1333.15032 Jiang, Tiefeng; Li, Danning 26 2015 Multicolor particle systems with large threshold and range. Zbl 0751.60095 Durrett, R. 25 1992 SDEs driven by a time-changed Lévy process and their associated time-fractional order pseudo-differential equations. Zbl 1255.60064 Hahn, Marjorie; Kobayashi, Kei; Umarov, Sabir 25 2012 Conditional limit theorems for exponential families and finite versions of de Finetti’s theorem. Zbl 0655.60029 Diaconis, P.; Freedman, D. A. 25 1988 Strong approximation for long memory processes with applications. Zbl 1020.60017 Wang, Qiying; Lin, Yan-Xia; Gulati, Chandra M. 25 2003 Multifractional, multistable, and other processes with Prescribed local form. Zbl 1171.60010 Falconer, K. J.; Lévy Véhel, J. 25 2009 Large deviations for empirical measures of Markov chains. Zbl 0711.60023 de Acosta, A. 25 1990 Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and iterated function systems. Zbl 1329.62269 Fernández Sánchez, Juan; Trutschnig, Wolfgang 25 2015 Moderate deviation principle for multiscale systems driven by fractional Brownian motion. Zbl 1536.60029 Bourguin, Solesne; Dang, Thanh; Spiliopoulos, Konstantinos 3 2024 Normal approximation of Kabanov-Skorohod integrals on Poisson spaces. Zbl 07865966 Last, G.; Molchanov, I.; Schulte, M. 1 2024 Reflected and doubly reflected backward stochastic differential equations with irregular obstacles and a large set of stopping strategies. Zbl 07865962 Arharas, Ihsan; Ouknine, Youssef 1 2024 A theory of singular values for finite free probability. Zbl 1541.60004 Gribinski, Aurelien 1 2024 Gradient flows on graphons: existence, convergence, continuity equations. Zbl 07865977 Oh, Sewoong; Pal, Soumik; Somani, Raghav; Tripathi, Raghavendra 1 2024 Limiting distributions for a class of super-Brownian motions with spatially dependent branching mechanisms. Zbl 07900855 Ren, Yan-Xia; Yang, Ting 1 2024 Transcritical bifurcation for the conditional distribution of a diffusion process. Zbl 1521.60040 Benaïm, Michel; Champagnat, Nicolas; Oçafrain, William; Villemonais, Denis 4 2023 The large deviation principle for inhomogeneous Erdős-Rényi random graphs. Zbl 1515.05161 Markering, Maarten 4 2023 Optimal Hardy inequalities for Schrödinger operators based on symmetric stable processes. Zbl 1521.60044 Miura, Yusuke 3 2023 Spectral heat content for time-changed killed Brownian motions. Zbl 1532.60095 Kobayashi, Kei; Park, Hyunchul 3 2023 High-dimensional central limit theorems for homogeneous sums. Zbl 1514.60036 Koike, Yuta 3 2023 A Kolmogorov-Chentsov type theorem on general metric spaces with applications to limit theorems for Banach-valued processes. Zbl 1540.60066 Krätschmer, Volker; Urusov, Mikhail 2 2023 Asymptotic behavior of stochastic complex lattice systems driven by superlinear noise. Zbl 1525.37083 Chen, Zhang; Wang, Bixiang 2 2023 Central limit theorem for kernel estimator of invariant density in bifurcating Markov chains models. Zbl 07722782 Bitseki Penda, S. Valère; Delmas, Jean-François 2 2023 Entropic regularization of Wasserstein distance between infinite-dimensional Gaussian measures and Gaussian processes. Zbl 1514.49024 Minh, Hà Quang 2 2023 Stochastic dynamics of generalized planar random motions with orthogonal directions. Zbl 1540.60230 Cinque, Fabrizio; Orsingher, Enzo 2 2023 A version of the random directed forest and its convergence to the Brownian web. Zbl 1532.60223 Valle, Glauco; Zuaznábar, Leonel 2 2023 Asymptotic properties of extremal Markov processes driven by Kendall convolution. Zbl 1537.60060 Arendarczyk, Marek; Jasiulis-Gołdyn, Barbara; Omey, Edward 2 2023 Asymptotic properties of random contingency tables with uniform margin. Zbl 07768799 Wu, Da 2 2023 A strong version of the Skorohod representation theorem. Zbl 1514.60005 Pratelli, Luca; Rigo, Pietro 2 2023 Backward Euler-Maruyama method for the random periodic solution of a stochastic differential equation with a monotone drift. Zbl 1518.37009 Wu, Yue 2 2023 Equivalence-singularity dichotomy in Markov measures. Zbl 1523.60122 Avraham-Re’em, Nachi 1 2023 Using Stein’s method to analyze Euler-Maruyama approximations of regime-switching jump diffusion processes. Zbl 1519.60103 Jin, Xinghu; Shen, Tian; Su, Zhonggen 1 2023 Error distribution of the Euler approximation scheme for stochastic Volterra equations. Zbl 07722790 Nualart, David; Saikia, Bhargobjyoti 1 2023 Log-Harnack inequality and exponential ergodicity for distribution dependent Chan-Karolyi-Longstaff-Sanders and Vasicek models. Zbl 1517.60058 Bai, Yifan; Huang, Xing 1 2023 Vector random fields on the probability simplex with metric-dependent covariance matrix functions. Zbl 1517.60055 Ma, Chunsheng 1 2023 Limit theorems for deviation means of independent and identically distributed random variables. Zbl 1523.60048 Barczy, Mátyás; Páles, Zsolt 1 2023 On conditioning Brownian particles to coalesce. Zbl 1529.60061 Konarovskyi, Vitalii; Marx, Victor 1 2023 Strong local nondeterminism and exact modulus of continuity for isotropic Gaussian random fields on compact two-point homogeneous spaces. Zbl 07768810 Lu, Tianshi; Ma, Chunsheng; Xiao, Yimin 1 2023 The oscillating random walk on \(\mathbb{Z}\). Zbl 07768811 Tran Duy Vo 1 2023 A central limit theorem for the mean starting hitting time for a random walk on a random graph. Zbl 1516.60017 Löwe, Matthias; Terveer, Sara 1 2023 Lower deviation probabilities for level sets of the branching random walk. Zbl 1515.60074 Zhang, Shuxiong 1 2023 From irrevocably modulated filtrations to dynamical equations over random networks. Zbl 1532.60150 Mengütürk, Levent Ali 1 2023 Almost sure behavior for the local time of a diffusion in a spectrally negative Lévy environment. Zbl 1528.60107 Véchambre, Grégoire 1 2023 Commutative monoid duality. Zbl 1517.82030 Latz, Jan Niklas; Swart, Jan M. 1 2023 The limiting spectral distribution of large-dimensional general information-plus-noise-type matrices. Zbl 1515.60034 Zhou, Huanchao; Bai, Zhidong; Hu, Jiang 1 2023 Entropies of sums of independent gamma random variables. Zbl 1516.60012 Chasapis, Giorgos; Singh, Salil; Tkocz, Tomasz 1 2023 Wasserstein convergence rates for empirical measures of subordinated processes on noncompact manifolds. Zbl 1516.58014 Li, Huaiqian; Wu, Bingyao 1 2023 On the second eigenvalue of random bipartite biregular graphs. Zbl 1532.60016 Zhu, Yizhe 1 2023 Integral functionals for spectrally positive Lévy processes. Zbl 1537.60056 Li, Pei-Sen; Zhou, Xiaowen 1 2023 Hydrodynamic limit for the \(d\)-facilitated exclusion process. Zbl 1532.60220 Lei, Yuhuan; Su, Zhonggen 1 2023 The Heyde theorem on a group \(\mathbb{R}^n \times D\), where \(D\) is a discrete Abelian group. Zbl 1514.60006 Myronyuk, Margaryta 1 2023 Approximations of McKean-Vlasov stochastic differential equations with irregular coefficients. Zbl 1493.65018 Bao, Jianhai; Huang, Xing 19 2022 Multivariate normal approximation on the Wiener space: new bounds in the convex distance. Zbl 1497.60027 Nourdin, Ivan; Peccati, Giovanni; Yang, Xiaochuan 7 2022 Dimensions of fractional Brownian images. Zbl 1526.28003 Burrell, Stuart A. 7 2022 Path properties of a generalized fractional Brownian motion. Zbl 1495.60023 Ichiba, Tomoyuki; Pang, Guodong; Taqqu, Murad S. 7 2022 Probabilistic Stirling numbers of the second kind and applications. Zbl 1484.60009 Adell, José A. 7 2022 Strong solutions of stochastic differential equations with generalized drift and multidimensional fractional Brownian initial noise. Zbl 1502.60088 Baños, David; Ortiz-Latorre, Salvador; Pilipenko, Andrey; Proske, Frank 7 2022 Non-integrable stable approximation by Stein’s method. Zbl 1487.60032 Chen, Peng; Nourdin, Ivan; Xu, Lihu; Yang, Xiaochuan; Zhang, Rui 7 2022 Regularity of local times associated with Volterra-Lévy processes and path-wise regularization of stochastic differential equations. Zbl 1507.60075 Harang, Fabian A.; Ling, Chengcheng 6 2022 On a weak law of large numbers with regularly varying normalizing sequences. Zbl 1497.60033 Boukhari, Fakhreddine 6 2022 Empirical measure and small noise asymptotics under large deviation scaling for interacting diffusions. Zbl 1484.60028 Budhiraja, Amarjit; Conroy, Michael 5 2022 Estimates of certain exit probabilities for \(p\)-adic Brownian bridges. Zbl 1507.60051 Weisbart, David 4 2022 On a theorem by A.S. Cherny for semilinear stochastic partial differential equations. Zbl 1498.35637 Criens, David; Ritter, Moritz 4 2022 Asymptotic behavior of large Gaussian correlated Wishart matrices. Zbl 1502.60008 Nourdin, Ivan; Zheng, Guangqu 4 2022 Large deviation principle for the maximal eigenvalue of inhomogeneous Erdős-Rényi random graphs. Zbl 1504.05261 Chakrabarty, Arijit; Hazra, Rajat Subhra; den Hollander, Frank; Sfragara, Matteo 4 2022 Generalized fractional counting process. Zbl 1509.60107 Kataria, K. K.; Khandakar, M. 4 2022 Functional limit theorems for the fractional Ornstein-Uhlenbeck process. Zbl 1486.60062 Gehringer, Johann; Li, Xue-Mei 4 2022 How does tempering affect the local and global properties of fractional Brownian motion? Zbl 1484.60046 Azmoodeh, Ehsan; Mishura, Yuliya; Sabzikar, Farzad 4 2022 Distances between distributions via Stein’s method. Zbl 07517666 Ernst, Marie; Swan, Yvik 4 2022 Large and moderate deviations principles and central limit theorem for the stochastic 3D primitive equations with gradient-dependent noise. Zbl 1525.60038 Slavík, Jakub 3 2022 Local central limit theorem for multi-group Curie-Weiss models. Zbl 1523.60052 Fleermann, Michael; Kirsch, Werner; Toth, Gabor 3 2022 Amalgamated free Lévy processes as limits of sample covariance matrices. Zbl 1502.60067 Zitelli, G. L. 3 2022 Rerooting multi-type branching trees: the infinite spine case. Zbl 1508.60093 Stufler, Benedikt 3 2022 Quenched local convergence of Boltzmann planar maps. Zbl 1502.60012 Stufler, Benedikt 3 2022 Evolving systems of stochastic differential equations. Zbl 1497.60102 Videla, Leonardo; Rebolledo, Rolando 2 2022 The laws of large numbers associated with the linear self-attracting diffusion driven by fractional Brownian motion and applications. Zbl 1507.60050 Sun, Xichao; Yan, Litan; Ge, Yong 2 2022 Mild solutions for the stochastic generalized Burgers-Huxley equation. Zbl 1497.60089 Mohan, Manil T. 2 2022 Spatially inhomogeneous populations with seed-banks. I: Duality, existence and clustering. Zbl 1498.92155 den Hollander, Frank; Nandan, Shubhamoy 2 2022 Strong approximation of the anisotropic random walk revisited. Zbl 07621032 Csáki, Endre; Földes, Antónia 2 2022 On the correlation of critical points and angular trispectrum for random spherical harmonics. Zbl 1515.60151 Cammarota, Valentina; Marinucci, Domenico 2 2022 Exact uniform modulus of continuity and Chung’s LIL for the generalized fractional Brownian motion. Zbl 1515.60101 Wang, Ran; Xiao, Yimin 2 2022 mu-Brownian motion, dualities, diffusions, transforms, and reproducing kernel Hilbert spaces. Zbl 1502.60113 Alpay, Daniel; Jorgensen, Palle 2 2022 Functional central limit theorems for occupancies and missing mass process in infinite urn models. Zbl 1484.60039 Chebunin, Mikhail; Zuyev, Sergei 2 2022 On asymptotic properties of Bell polynomials and concentration of vertex degree of large random graphs. Zbl 1484.05187 Khorunzhiy, O. 2 2022 Doubly reflected backward stochastic differential equations in the predictable setting. Zbl 1498.60193 Arharas, Ihsan; Bouhadou, Siham; Ouknine, Youssef 2 2022 Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous coefficients in \((y, z)\). Zbl 1498.60239 Sun, Shengqiu 2 2022 Set-valued functions of bounded generalized variation and set-valued Young integrals. Zbl 1527.26017 Michta, Mariusz; Motyl, Jerzy 2 2022 Large deviation properties of the empirical measure of a metastable small noise diffusion. Zbl 1487.60058 Dupuis, Paul; Wu, Guo-Jhen 2 2022 Moderate deviations for drift parameter estimations in reflected Ornstein-Uhlenbeck process. Zbl 1492.60065 Jiang, Hui; Yang, Qingshan 2 2022 Non-local solvable birth-death processes. Zbl 1498.60336 Ascione, Giacomo; Leonenko, Nikolai; Pirozzi, Enrica 2 2022 Positivity of the density for rough differential equations. Zbl 1507.60145 Inahama, Yuzuru; Pei, Bin 1 2022 Functional limit theorems for the Pólya urn. Zbl 1498.60130 Cheliotis, Dimitris; Kouloumpou, Dimitra 1 2022 The generalized entropy ergodic theorem for nonhomogeneous bifurcating Markov chains indexed by a binary tree. Zbl 1497.60042 Shi, Zhiyan; Wang, Zhongzhi; Zhong, Pingping; Fan, Yan 1 2022 On a certain operator related to Blackwell’s Markov chain. Zbl 07594388 Nieznaj, Ernest 1 2022 Generating M-indeterminate probability densities by way of quantum mechanics. Zbl 1503.60018 Mayato, Rafael Sala; Loughlin, Patrick; Cohen, Leon 1 2022 Universality for persistence exponents of local times of self-similar processes with stationary increments. Zbl 1507.60049 Mönch, Christian 1 2022 Local times for continuous paths of arbitrary regularity. Zbl 1515.60267 Kim, Donghan 1 2022 A simple method to find all solutions to the functional equation of the smoothing transform. Zbl 1502.39012 Alsmeyer, Gerold; Mallein, Bastien 1 2022 Stratonovich solution for the wave equation. Zbl 1502.60101 Balan, Raluca M. 1 2022 Non-Hermitian random matrices with a variance profile. II: properties and examples. Zbl 1502.60005 Cook, Nicholas; Hachem, Walid; Najim, Jamal; Renfrew, David 1 2022 On Stein’s factors for Poisson approximation in Wasserstein distance with nonlinear transportation costs. Zbl 1502.60032 Liao, Zhong-Wei; Ma, Yutao; Xia, Aihua 1 2022 Convex order, quantization and monotone approximations of ARCH models. Zbl 1515.60116 Jourdain, Benjamin; Pagès, Gilles 1 2022 Convergence rates in uniform ergodicity by hitting times and \(L^2\)-exponential convergence rates. Zbl 1502.60114 Mao, Yong-Hua; Wang, Tao 1 2022 Concentration inequalities on the multislice and for sampling without replacement. Zbl 1502.60026 Sambale, Holger; Sinulis, Arthur 1 2022 A limit theorem for Bernoulli convolutions and the \(\Phi \)-variation of functions in the Takagi class. Zbl 1502.60036 Han, Xiyue; Schied, Alexander; Zhang, Zhenyuan 1 2022 Stochastic two-dimensional Navier-Stokes equations on time-dependent domains. Zbl 1502.35088 Wang, Wei; Zhai, Jianliang; Zhang, Tusheng 1 2022 Necessary and sufficient conditions for the uniform integrability of the stochastic exponential. Zbl 1498.60163 Chikvinidze, B. 1 2022 Random perturbations of matrix polynomials. Zbl 1491.15042 Pagacz, Patryk; Wojtylak, Michał 1 2022 Wong-Zakai approximation for stochastic differential equations driven by \(G\)-Brownian motion. Zbl 1498.60234 Peng, Shige; Zhang, Huilin 1 2022 ...and 1450 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 9,154 Authors 62 Wang, Xuejun 47 Xiao, Yimin 44 Hu, Shuhe 44 Yan, Litan 41 Song, Renming 41 Sung, Soohak 39 Nualart, David 39 Wu, Qunying 39 Zhang, Li-Xin 38 Miao, Yu 38 Peligrad, Magda 37 Chen, Pingyan 35 Lin, Zhengyan 34 Kyprianou, Andreas E. 33 Orsingher, Enzo 32 Diaconis, Persi Warren 32 Hashorva, Enkelejd 32 Merlevède, Florence 32 Nourdin, Ivan 31 Bouzebda, Salim 31 Chen, Zhen-Qing 31 Fel’dman, Gennadiĭ Mikhaĭlovich 31 Shao, Qi-Man 31 Wang, Yuebao 30 Dedecker, Jérôme 30 Peres, Yuval 29 Peccati, Giovanni 29 Shen, Guangjun 28 Shen, Aiting 27 Csáki, Endre 27 Götze, Friedrich 27 Thäle, Christoph 26 Voit, Michael 25 Barral, Julien 25 Jørgensen, Palle E. T. 25 Li, Deli 25 Saloff-Coste, Laurent 25 Wang, Feng-Yu 25 Wang, Jian 25 Yang, Yang 24 Mason, David Michael 24 Taqqu, Murad S. 24 Tudor, Ciprian A. 23 Hu, Yaozhong 23 Kabluchko, Zakhar A. 23 Ko, Mi-Hwa 23 Lifshits, Mikhail A. 23 Liu, Quansheng 23 Maller, Ross Arthur 23 Nane, Erkan 23 Tindel, Samy 23 Volodin, Andrei I. 23 Wu, Yi 23 Yang, Wenzhi 22 Zhang, Tusheng S. 21 Fan, Xiequan 21 Huang, Xing 21 Račkauskas, Alfredas Yurgevich 20 Balan, Raluca M. 20 Bose, Arup 20 Curien, Nicolas 20 Kevei, Péter 20 Nazarov, Alexander I. 20 Ren, Yanxia 20 Rosalsky, Andrew 20 Vatutin, Vladimir Alekseevich 20 Woess, Wolfgang 19 Adamczak, Radosław 19 Fu, Ke’ang 19 Hong, Wenming 19 Le Gall, Jean-François 19 Letac, Gérard G. 19 Li, Wenbo V. 19 Miclo, Laurent 19 Wesołowski, Jacek 18 Caputo, Pietro 18 Csörgő, Miklós 18 Földes, Antónia 18 Hassairi, Abdelhamid 18 Kim, Panki 18 Maejima, Makoto 18 Pardo, Juan Carlos 18 Qi, Yongcheng 18 Steinberg, Benjamin 18 Wang, Kaiyong 17 Aurzada, Frank 17 Dębicki, Krzysztof 17 Gaunt, Robert Edward 17 Gut, Allan 17 Liu, Junfeng 17 Meerschaert, Mark Marvin 17 Shi, Zhan 17 Simon, Thomas 17 Wu, Jianglun 17 Zhou, Xiaowen 16 Albeverio, Sergio A. 16 Berkes, István 16 Bobkov, Sergey Germanovich 16 Cai, Guanghui 16 Gorostiza, Luis G. ...and 9,054 more Authors all top 5 Cited in 687 Journals 645 Journal of Theoretical Probability 643 Stochastic Processes and their Applications 524 Statistics & Probability Letters 357 The Annals of Probability 241 Probability Theory and Related Fields 232 Bernoulli 226 The Annals of Applied Probability 219 Electronic Journal of Probability 213 Journal of Mathematical Analysis and Applications 201 Communications in Statistics. Theory and Methods 178 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 152 Journal of Applied Probability 143 Journal of Statistical Physics 125 Stochastic Analysis and Applications 119 Journal of Multivariate Analysis 104 Stochastics 102 Transactions of the American Mathematical Society 101 Journal of Statistical Planning and Inference 99 ALEA. Latin American Journal of Probability and Mathematical Statistics 91 Journal of Functional Analysis 90 Advances in Applied Probability 89 Potential Analysis 86 Lithuanian Mathematical Journal 81 The Annals of Statistics 80 Journal of Inequalities and Applications 79 Communications in Mathematical Physics 77 Stochastics and Dynamics 72 Journal of Mathematical Physics 72 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 71 Electronic Journal of Statistics 70 Proceedings of the American Mathematical Society 70 Acta Mathematica Sinica. English Series 64 Journal of Mathematical Sciences (New York) 57 Theory of Probability and its Applications 57 Electronic Communications in Probability 56 Comptes Rendus. Mathématique. Académie des Sciences, Paris 56 Random Matrices: Theory and Applications 53 Methodology and Computing in Applied Probability 50 Journal of Differential Equations 49 Insurance Mathematics & Economics 49 Infinite Dimensional Analysis, Quantum Probability and Related Topics 42 Mathematische Nachrichten 41 Acta Mathematica Hungarica 40 Israel Journal of Mathematics 40 Random Structures & Algorithms 39 Advances in Mathematics 39 Science China. Mathematics 38 Journal of Econometrics 37 Statistics 36 Journal of Computational and Applied Mathematics 36 Linear Algebra and its Applications 36 Frontiers of Mathematics in China 35 Extremes 35 Stochastic Models 34 Journal of Physics A: Mathematical and Theoretical 33 Acta Applicandae Mathematicae 33 Abstract and Applied Analysis 32 Ergodic Theory and Dynamical Systems 32 Statistical Papers 31 Annals of the Institute of Statistical Mathematics 31 Acta Mathematicae Applicatae Sinica. English Series 31 Queueing Systems 31 Journal of Nonparametric Statistics 30 Brazilian Journal of Probability and Statistics 29 Advances in Applied Mathematics 29 Test 29 Random Operators and Stochastic Equations 28 Probability in the Engineering and Informational Sciences 28 Journal of Statistical Mechanics: Theory and Experiment 28 Probability Surveys 27 Applied Mathematics and Optimization 27 Stochastic and Partial Differential Equations. Analysis and Computations 26 Physica A 26 Probability and Mathematical Statistics 25 Combinatorics, Probability and Computing 24 Fuzzy Sets and Systems 24 Journal of the Korean Statistical Society 24 Annales Henri Lebesgue 23 Nonlinearity 23 Journal of Time Series Analysis 23 Applied Mathematics. Series B (English Edition) 23 Statistical Inference for Stochastic Processes 22 Chaos, Solitons and Fractals 22 Theory of Probability and Mathematical Statistics 22 Finance and Stochastics 21 Doklady Mathematics 21 Econometric Theory 21 Scandinavian Actuarial Journal 21 Journal of Evolution Equations 21 Acta Mathematica Scientia. Series B. (English Edition) 21 Sankhyā. Series A 21 Modern Stochastics. Theory and Applications 20 Metrika 20 Scandinavian Journal of Statistics 20 Applied Mathematics and Computation 20 SIAM Journal on Mathematical Analysis 20 Discrete Dynamics in Nature and Society 19 Journal of Algebra 19 Mathematische Zeitschrift 19 Monatshefte für Mathematik ...and 587 more Journals all top 5 Cited in 62 Fields 8,567 Probability theory and stochastic processes (60-XX) 1,991 Statistics (62-XX) 658 Partial differential equations (35-XX) 635 Combinatorics (05-XX) 633 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 582 Statistical mechanics, structure of matter (82-XX) 464 Dynamical systems and ergodic theory (37-XX) 408 Linear and multilinear algebra; matrix theory (15-XX) 357 Operator theory (47-XX) 354 Measure and integration (28-XX) 349 Functional analysis (46-XX) 327 Numerical analysis (65-XX) 197 Systems theory; control (93-XX) 181 Computer science (68-XX) 180 Ordinary differential equations (34-XX) 174 Real functions (26-XX) 173 Information and communication theory, circuits (94-XX) 162 Biology and other natural sciences (92-XX) 152 Group theory and generalizations (20-XX) 147 Harmonic analysis on Euclidean spaces (42-XX) 146 Number theory (11-XX) 141 Potential theory (31-XX) 134 Operations research, mathematical programming (90-XX) 133 Special functions (33-XX) 129 Abstract harmonic analysis (43-XX) 125 Quantum theory (81-XX) 124 Calculus of variations and optimal control; optimization (49-XX) 123 Global analysis, analysis on manifolds (58-XX) 90 Convex and discrete geometry (52-XX) 73 Approximations and expansions (41-XX) 70 Topological groups, Lie groups (22-XX) 68 Integral transforms, operational calculus (44-XX) 66 Differential geometry (53-XX) 62 Difference and functional equations (39-XX) 60 Functions of a complex variable (30-XX) 47 Integral equations (45-XX) 44 Fluid mechanics (76-XX) 37 Associative rings and algebras (16-XX) 29 General topology (54-XX) 28 Order, lattices, ordered algebraic structures (06-XX) 26 Sequences, series, summability (40-XX) 24 Mathematical logic and foundations (03-XX) 21 Nonassociative rings and algebras (17-XX) 19 Relativity and gravitational theory (83-XX) 17 History and biography (01-XX) 15 General and overarching topics; collections (00-XX) 15 Mechanics of particles and systems (70-XX) 13 Algebraic geometry (14-XX) 12 Geometry (51-XX) 10 Several complex variables and analytic spaces (32-XX) 10 Classical thermodynamics, heat transfer (80-XX) 8 Geophysics (86-XX) 7 Mechanics of deformable solids (74-XX) 6 Manifolds and cell complexes (57-XX) 5 Commutative algebra (13-XX) 5 Optics, electromagnetic theory (78-XX) 4 Field theory and polynomials (12-XX) 4 Category theory; homological algebra (18-XX) 3 Algebraic topology (55-XX) 3 Astronomy and astrophysics (85-XX) 1 General algebraic systems (08-XX) 1 Mathematics education (97-XX) Citations by Year