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Annales de l’Institut Henri Poincaré. Probabilités et Statistiques

Short Title: Ann. Inst. Henri Poincaré, Probab. Stat.
Publisher: Association des Publications de l’Institut Henri Poincaré, Paris; Institut of Mathematical Statistics (IMS), Bethesda MD
ISSN: 0246-0203
Online: http://projecteuclid.org/aihp
http://www.imstat.org/aihp
http://www.sciencedirect.com/science/journal/02460203
http://www.numdam.org/journals/AIHPB
Predecessor: Annales de l’Institut Henri Poincaré. Nouvelle Série. Section B. Calcul des Probabilités et Statistique
Comments: Indexed cover-to-cover
Documents Indexed: 1,800 Publications (since 1984)
References Indexed: 957 Publications with 26,047 References.
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Latest Issues

59, No. 1 (2023)
58, No. 4 (2022)
58, No. 3 (2022)
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...and 70 more Volumes
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Authors

23 Peres, Yuval
16 Zeitouni, Ofer
14 Landim, Claudio
13 Nualart, David
13 Yor, Marc
12 Rosen, Jay S.
11 Bertoin, Jean
11 Kyprianou, Andreas E.
10 Dembo, Amir
10 Gantert, Nina
10 Kozma, Gady
9 Benjamini, Itai
9 Engländer, János
9 Ferrari, Pablo Augusto
9 Jara, Milton D.
9 Löcherbach, Eva
8 Asselah, Amine
8 Evans, Steven Neil
8 Gonçalves, Patrícia C.
8 Hu, Yueyun
8 Rio, Emmanuel
8 van der Hofstad, Remco W.
7 Berestycki, Nathanaël
7 Chen, Xia
7 Chen, Zhen-Qing
7 Dedecker, Jérôme
7 Friz, Peter Karl
7 Khoshnevisan, Davar
7 Pardoux, Etienne
7 Röckner, Michael
7 Seppäläinen, Timo
7 Wu, Liming
6 Angel, Omer
6 Bass, Richard F.
6 Ben Arous, Gérard
6 de la Rue, Thierry
6 Deuschel, Jean-Dominique
6 Doney, Ronald Arthur
6 Eichelsbacher, Peter
6 Faggionato, Alessandra
6 Fournier, Nicolas
6 Gradinaru, Mihai
6 Guillin, Arnaud
6 Harris, Simon C.
6 Holroyd, Alexander E.
6 Jacod, Jean
6 Lacoin, Hubert
6 Le Gall, Jean-François
6 Léonard, Christian
6 Mountford, Thomas S.
6 Nourdin, Ivan
6 Pène, Françoise
6 Perkins, Edwin A.
6 Roynette, Bernard
6 Saada, Ellen
6 Tindel, Samy
6 Weiss, Benjamin
5 Amir, Gideon
5 Benaïm, Michel
5 Berestycki, Julien
5 Buraczewski, Dariusz
5 Burdzy, Krzysztof
5 Carmona, Philippe
5 Catoni, Olivier
5 Cattiaux, Patrick
5 den Hollander, Frank
5 Duminil-Copin, Hugo
5 Fleischmann, Klaus
5 Fontes, Luiz Renato G.
5 Guionnet, Alice
5 Gwynne, Ewain
5 Hairer, Martin
5 Hermon, Jonathan
5 Hervé, Loïc
5 Holden, Nina
5 Le Jan, Yves
5 Le Page, Emile
5 Lin, Michael
5 Massart, Pascal
5 Melbourne, Ian
5 Miclo, Laurent
5 Miller, Jason P.
5 Newman, Charles Michael
5 Peterson, Jonathon
5 Pinsky, Ross George
5 Rhodes, Rémi
5 Rivero, Víctor Manuel
5 Shi, Zhan
5 Shkolnikov, Mykhaylo
5 Sidoravicius, Vladas
5 Steif, Jeffrey E.
5 Sun, Xin
5 Talagrand, Michel
5 Vallois, Pierre
5 Virág, Bálint
4 Ankirchner, Stefan
4 Arnaudon, Marc
4 Attal, Stéphane
4 Azaïs, Jean-Marc
4 Balazs, Marton
...and 1,908 more Authors
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Fields

1,627 Probability theory and stochastic processes (60-XX)
272 Statistical mechanics, structure of matter (82-XX)
195 Statistics (62-XX)
110 Partial differential equations (35-XX)
101 Dynamical systems and ergodic theory (37-XX)
99 Combinatorics (05-XX)
85 Measure and integration (28-XX)
59 Operator theory (47-XX)
57 Linear and multilinear algebra; matrix theory (15-XX)
48 Functional analysis (46-XX)
33 Quantum theory (81-XX)
32 Global analysis, analysis on manifolds (58-XX)
32 Numerical analysis (65-XX)
30 Potential theory (31-XX)
22 Biology and other natural sciences (92-XX)
22 Systems theory; control (93-XX)
17 Real functions (26-XX)
17 Functions of a complex variable (30-XX)
17 Abstract harmonic analysis (43-XX)
16 Ordinary differential equations (34-XX)
16 Convex and discrete geometry (52-XX)
16 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
16 Information and communication theory, circuits (94-XX)
15 Differential geometry (53-XX)
14 Calculus of variations and optimal control; optimization (49-XX)
12 Special functions (33-XX)
12 Computer science (68-XX)
10 Group theory and generalizations (20-XX)
10 Integral equations (45-XX)
9 Topological groups, Lie groups (22-XX)
9 Fluid mechanics (76-XX)
8 Difference and functional equations (39-XX)
8 Harmonic analysis on Euclidean spaces (42-XX)
6 Number theory (11-XX)
6 Mechanics of particles and systems (70-XX)
6 Operations research, mathematical programming (90-XX)
5 Associative rings and algebras (16-XX)
5 General topology (54-XX)
4 Manifolds and cell complexes (57-XX)
4 Relativity and gravitational theory (83-XX)
3 Nonassociative rings and algebras (17-XX)
3 Approximations and expansions (41-XX)
3 Mechanics of deformable solids (74-XX)
2 Sequences, series, summability (40-XX)
2 Integral transforms, operational calculus (44-XX)
1 General and overarching topics; collections (00-XX)
1 History and biography (01-XX)
1 Algebraic geometry (14-XX)
1 Several complex variables and analytic spaces (32-XX)
1 Geometry (51-XX)
1 Classical thermodynamics, heat transfer (80-XX)
1 Astronomy and astrophysics (85-XX)
1 Geophysics (86-XX)
1 Mathematics education (97-XX)

Publications by Year

Citations contained in zbMATH Open

1,535 Publications have been cited 16,064 times in 11,931 Documents Cited by Year
Upper bounds for symmetric Markov transition functions. Zbl 0634.60066
Carlen, E. A.; Kusuoka, S.; Stroock, D. W.
197
1987
Quadratic variations and estimation of the local Hölder index of a Gaussian process. Zbl 0882.60032
Istas, Jacques; Lang, Gabriel
121
1997
Subdiffusive behavior of random walk on a random cluster. Zbl 0632.60106
Kesten, H.
115
1986
On the estimation of the diffusion coefficient for multi-dimensional diffusion processes. Zbl 0770.62070
Genon-Catalot, Valentine; Jacod, Jean
101
1993
Rates of strong uniform consistency for multivariate kernel density estimators. (Vitesse de convergence uniforme presque sûre pour des estimateurs à noyaux de densités multivariées). Zbl 1011.62034
Giné, Evarist; Guillou, Armelle
93
2002
The construction of Brownian motion on the Sierpinski carpet. Zbl 0691.60070
Barlow, Martin T.; Bass, Richard F.
88
1989
A dozen de Finetti-style results in search of a theory. Zbl 0619.60039
Diaconis, Persi; Freedman, David
86
1987
Invariant measures for Markov processes arising from iterated function systems with place-dependent probabilities. Zbl 0653.60057
Barnsley, M. F; Demko, S. G.; Elton, J. H.; Geronimo, J. S.
84
1988
Invariance principles for absolutely regular empirical processes. Zbl 0817.60028
Doukhan, Paul; Massart, Pascal; Rio, Emmanuel
82
1995
On the stability of interacting processes with applications to filtering and genetic algorithms. Zbl 0990.60005
Del Moral, Pierre; Guionnet, Alice
78
2001
Approximations of effective coefficients in stochastic homogenization. Zbl 1058.35023
Bourgeat, Alain; Piatnitski, Andrey
78
2004
Tightness criteria for laws of semimartingales. Zbl 0551.60046
Meyer, P. A.; Zheng, W. A.
76
1984
Arbres et processus de Galton-Watson. (Trees and Galton-Watson processes). Zbl 0601.60082
Neveu, J.
72
1986
Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter \(H \in (0,\frac {1}{2})\). Zbl 1083.60027
Cheridito, Patrick; Nualart, David
71
2005
Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models. Zbl 1206.62044
Genest, Christian; Rémillard, Bruno
70
2008
Local statistics of lattice dimers. Zbl 0893.60047
Kenyon, Richard
69
1997
Challenging the empirical mean and empirical variance: a deviation study. Zbl 1282.62070
Catoni, Olivier
68
2012
The functional central limit theorem for strongly mixing processes. Zbl 0790.60037
Doukhan, Paul; Massart, Pascal; Rio, Emmanuel
66
1994
Central limit theorems for eigenvalues in a spiked population model. Zbl 1274.62129
Bai, Zhidong; Yao, Jian-Feng
65
2008
Variational representations for continuous time processes. Zbl 1231.60018
Budhiraja, Amarjit; Dupuis, Paul; Maroulas, Vasileios
64
2011
On the Skorokhod topology. Zbl 0609.60005
Jakubowski, Adam
64
1986
Théorèmes limites pour une classe de chaînes de Markov et applications aux difféomorphismes d’Anosov. (Limit theorems for a class of Markov chains and applications to Anosov diffeomorphisms). Zbl 0649.60041
Guivarc’h, Yves; Hardy, J.
63
1988
Gaussian fluctuations of eigenvalues in the GUE. Zbl 1073.60020
Gustavsson, Jonas
62
2005
The smallest \(g\)-supermartingale and reflected BSDE with single and double \(L^2\) obstacles. Zbl 1071.60049
Peng, Shige; Xu, Mingyu
62
2005
Differential equations driven by Gaussian signals. Zbl 1202.60058
Friz, Peter; Victoir, Nicolas
59
2010
Central and non-central limit theorems for weighted power variations of fractional Brownian motion. Zbl 1221.60031
Nourdin, Ivan; Nualart, David; Tudor, Ciprian A.
58
2010
Self-similar fragmentations. Zbl 1002.60072
Bertoin, Jean
58
2002
The local relaxation flow approach to universality of the local statistics for random matrices. Zbl 1285.82029
Erdős, László; Schlein, Benjamin; Yau, Horng-Tzer; Yin, Jun
57
2012
\(m\)-order integrals and generalized Itô’s formula; the case of a fractional Brownian motion with any Hurst index. Zbl 1083.60045
Gradinaru, Mihai; Nourdin, Ivan; Russo, Francesco; Vallois, Pierre
56
2005
LAN property for ergodic diffusions with discrete observations. Zbl 1018.60076
Gobet, Emmanuel
56
2002
Projecting the surface measure of the sphere of \({\ell}_p^n\). Zbl 1012.60025
Naor, Assaf; Romik, Dan
55
2003
On the multiplicative ergodic theorem for uniquely ergodic systems. Zbl 0892.60011
Furman, Alex
55
1997
Values of Brownian intersection exponents. III: Two-sided exponents. Zbl 1006.60075
Lawler, Gregory F.; Schramm, Oded; Werner, Wendelin
54
2002
Brownian motion in a Weyl chamber, non-colliding particles, and random matrices. Zbl 0937.60075
Grabiner, David J.
53
1999
Refracted Lévy processes. Zbl 1201.60042
Kyprianou, A. E.; Loeffen, R. L.
52
2010
Hedging of contingent claims and maximum price. (Couverture des actifs contingents et prix maximum.) Zbl 0796.60056
Ansel, Jean-Pascal; Stricker, Christophe
52
1994
On the functional central limit theorem for stationary processes. Zbl 0949.60049
Dedecker, Jérôme; Rio, Emmanuel
50
2000
Qualitative properties of certain piecewise deterministic Markov processes. Zbl 1325.60123
Benaïm, Michel; Le Borgne, Stéphane; Malrieu, Florent; Zitt, Pierre-André
49
2015
Model selection via testing: an alternative to (penalized) maximum likelihood estimators. Zbl 1333.62094
Birgé, Lucien
48
2006
On consistency of kernel density estimators for randomly censored data: Rates holding uniformly over adaptive intervals. Zbl 0974.62030
Giné, Evarist; Guillou, Armelle
48
2001
The approximate Euler method for Lévy driven stochastic differential equations. Zbl 1071.60046
Jacod, Jean; Kurtz, Thomas G.; Méléard, Sylvie; Protter, Philip
47
2005
A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations. Zbl 0674.60057
Ocone, Daniel L.; Pardoux, Etienne
47
1989
Stochastic integration with respect to fractional Brownian motion. Zbl 1016.60043
Carmona, Philippe; Coutin, Laure; Montseny, Gérard
47
2003
The fish has no bones. (Le poisson n’a pas d’arêtes.) Zbl 0971.37001
Bousch, Thierry
46
2000
The weakly asymmetric simple exclusion process. Zbl 0664.60110
de Masi, A.; Presutti, E.; Scacciatelli, E.
45
1989
Universality of slow decorrelation in KPZ growth. Zbl 1247.82041
Corwin, Ivan; Ferrari, Patrik L.; Péché, Sandrine
45
2012
Universality for random tensors. Zbl 1318.60010
Gurau, Razvan
45
2014
Berry–Esseen theorem and local limit theorem for non uniformly expanding maps. Zbl 1134.60323
Gouëzel, Sébastien
45
2005
On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions. Zbl 1225.60093
Delbaen, Freddy; Hu, Ying; Richou, Adrien
45
2011
Multivariate normal approximation using Stein’s method and Malliavin calculus. Zbl 1196.60035
Nourdin, Ivan; Peccati, Giovanni; Réveillac, Anthony
44
2010
Exponential stability for nonlinear filtering. Zbl 0888.93057
Atar, Rami; Zeitouni, Ofer
44
1997
Anisotropic adaptive kernel deconvolution. Zbl 1348.62121
Comte, F.; Lacour, C.
44
2013
Constructive quantization: approximation by empirical measures. Zbl 1283.60063
Dereich, Steffen; Scheutzow, Michael; Schottstedt, Reik
44
2013
Anomalous heat-kernel decay for random walk among bounded random conductances. Zbl 1187.60034
Berger, N.; Biskup, M.; Hoffman, C. E.; Kozma, G.
43
2008
Covariance inequalities for strongly mixing processes. Zbl 0798.60027
Rio, Emmanuel
43
1993
Sparsity in penalized empirical risk minimization. Zbl 1168.62044
Koltchinskii, Vladimir
43
2009
Tree-valued Markov chains derived from Galton-Watson processes. Zbl 0917.60082
Aldous, David; Pitman, Jim
42
1998
Stratonovich stochastic differential equations driven by general semimartingales. Zbl 0823.60046
Kurtz, Thomas G.; Pardoux, Étienne; Protter, Philip
41
1995
A nonasymptotic theorem for unnormalized Feynman-Kac particle models. Zbl 1233.60047
Cérou, F.; Del Moral, P.; Guyader, A.
41
2011
Slow entropy type invariants and smooth realization of commuting measure-preserving transformations. Zbl 0884.60009
Katok, Anatole; Thouvenot, Jean-Paul
41
1997
Poisson convergence for the largest eigenvalues of heavy tailed random matrices. Zbl 1177.15037
Auffinger, Antonio; Ben Arous, Gérard; Péché, Sandrine
40
2009
Sur les déviations modérées des sommes de variables aléatoires vectorielles indépendantes de même loi. (On moderate deviations of sums of independent and identically distributed vector valued random variables). Zbl 0751.60009
Ledoux, Michel
39
1992
Derrida’s generalised random energy models. I: Models with finitely many hierarchies. Zbl 1121.82020
Bovier, Anton; Kurkova, Irina
39
2004
Large deviations upper bounds and central limit theorems for non-commutative functionals of Gaussian large random matrices. Zbl 0995.60028
Guionnet, Alice
38
2002
Fluctations of the empirical law of large random matrices. (Fluctations de la loi empirique de grandes matrices aléatoires.) Zbl 1016.15020
Cabanal-Duvillard, Thierry
37
2001
The heat equation on manifolds as a gradient flow in the Wasserstein space. Zbl 1215.35016
Erbar, Matthias
37
2010
Markov chain approximations to symmetric diffusions. Zbl 0885.60065
Stroock, Daniel W.; Zheng, Weian
37
1997
Free diffusions, free entropy and free Fisher information. Zbl 1020.46018
Biane, Philippe; Speicher, Roland
37
2001
Propagation of chaos and fluctuations for a moderate model with smooth initial data. Zbl 0921.60053
Jourdain, B.; Méléard, S.
37
1998
Approximations of the Brownian rough path with applications to stochastic analysis. Zbl 1080.60021
Friz, Peter; Victoir, Nicolas
36
2005
Nonparametric adaptive estimation for pure jump Lévy processes. Zbl 1201.62042
Comte, F.; Genon-Catalot, V.
36
2010
Limit theorems for subcritical branching processes in random environment. Zbl 1038.60083
Geiger, Jochen; Kersting, Götz; Vatutin, Vladimir A.
36
2003
Ergodicity of hypoelliptic SDEs driven by fractional Brownian motion. Zbl 1221.60083
Hairer, M.; Pillai, N. S.
36
2011
Derrida’s generalized random energy models. II: Models with continuous hierarchies. Zbl 1121.82021
Bovier, Anton; Kurkova, Irina
36
2004
Convergence en loi des H-variations d’un processus gaussien stationnaire sur \({\mathbb{R}}\). (Convergence in law of H-variations of a stationary Gaussian process). Zbl 0691.60017
Guyon, Xavier; Leon, José
35
1989
Upper bounds for minimal distances in the central limit theorem. Zbl 1175.60020
Rio, Emmanuel
35
2009
Remarks on \(t\)-transformations of measures and convolutions. Zbl 0995.60004
Bożejko, Marek; Wysoczański, Janusz
35
2001
Estimates for the lower and the upper dimension of a measure. (Estimations de la dimension inférieure et de la dimension supérieure des mesures.) Zbl 0903.28005
Heurteaux, Yanick
35
1998
Capacity and energy for multiparameter Markov processes. Zbl 0689.60071
Fitzsimmons, P. J.; Salisbury, Thomas S.
34
1989
Strong law of large numbers for branching diffusions. Zbl 1196.60139
Engländer, János; Harris, Simon C.; Kyprianou, Andreas E.
34
2010
A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion. Zbl 1260.60135
Deya, A.; Neuenkirch, A.; Tindel, S.
34
2012
Large deviations of the empirical flow for continuous time Markov chains. Zbl 1323.60045
Bertini, Lorenzo; Faggionato, Alessandra; Gabrielli, Davide
34
2015
Maximum of a log-correlated Gaussian field. Zbl 1329.60138
Madaule, Thomas
34
2015
Propriétés de mélange des processus autorégressifs polynomiaux. (Mixing properties of polynomial autoregressive processes). Zbl 0706.60040
Mokkadem, Abdelkader
33
1990
The bootstrap of the mean with arbitrary bootstrap sample size. Zbl 0712.62015
Arcones, Miguel A.; Giné, Evarist
33
1989
Symmetric jump processes: localization, heat kernels and convergence. Zbl 1201.60078
Bass, Richard F.; Kassmann, Moritz; Kumagai, Takashi
33
2010
Martingale laws, densities and decomposition of Föllmer-Schweizer. (Lois de martingale, densités et décomposition de Föllmer-Schweizer.) Zbl 0772.60033
Ansel, Jean-Pascal; Stricker, Christophe
33
1992
On a toy model of interacting neurons. Zbl 1355.92014
Fournier, Nicolas; Löcherbach, Eva
33
2016
Poisson matching. Zbl 1175.60012
Holroyd, Alexander E.; Pemantle, Robin; Peres, Yuval; Schramm, Oded
33
2009
Central limit theorems for linear spectral statistics of large dimensional \(F\)-matrices. Zbl 1251.15039
Zheng, Shurong
32
2012
Travelling wave solutions to the K-P-P equation: alternatives to Simon Harris’ probabilistic analysis. Zbl 1042.60057
Kyprianou, A. E.
32
2004
The many-to-few lemma and multiple spines. Zbl 1361.60076
Harris, Simon C.; Roberts, Matthew I.
32
2017
Arbitrage et lois de martingale. (Arbitrage and martingale laws). Zbl 0704.60045
Stricker, Christophe
31
1990
Set estimation under convexity type assumptions. Zbl 1169.62317
Casal, Alberto Rodríguez
31
2007
Convex entropy decay via the Bochner-Bakry-Emery approach. Zbl 1181.60142
Caputo, Pietro; Pra, Paolo Dai; Posta, Gustavo
30
2009
Analytic and sequential Feynman integrals on abstract Wiener and Hilbert spaces, and a Cameron-Martin formula. Zbl 0583.60049
Kallianpur, Gopinath; Kannan, D.; Karandikar, R. L.
30
1985
Dynamical percolation. Zbl 0894.60098
Häggström, Olle; Peres, Yuval; Steif, Jeffrey E.
30
1997
The strong Feller property for singular stochastic PDEs. Zbl 1426.60088
Hairer, M.; Mattingly, J.
29
2018
Lasota-Yorke maps with holes: Conditionally invariant probability measures and invariant probability measures on the survivor set. Zbl 1021.37002
Liverani, Carlangelo; Maume-Deschamps, Véronique
29
2003
Small-time behavior of beta coalescents. Zbl 1214.60034
Berestycki, Julien; Berestycki, Nathanaël; Schweinsberg, Jason
29
2008
Lyapunov exponents of the SHE under general initial data. Zbl 07657660
Ghosal, Promit; Lin, Yier
1
2023
Edwards-Wilkinson fluctuations for the directed polymer in the full \(L^2\)-regime for dimensions \(d\ge 3\). Zbl 1484.82076
Lygkonis, Dimitris; Zygouras, Nikos
6
2022
Excursions away from the Lipschitz minorant of a Lévy process. Zbl 1492.60129
Evans, Steven N.; Ouaki, Mehdi
4
2022
Metastability for systems of interacting neurons. Zbl 1492.60282
Löcherbach, Eva; Monmarché, Pierre
3
2022
Central limit theorems for parabolic stochastic partial differential equations. Zbl 1492.60076
Chen, Le; Khoshnevisan, Davar; Nualart, David; Pu, Fei
3
2022
Short cycles in high genus unicellular maps. Zbl 1493.05085
Janson, Svante; Louf, Baptiste
3
2022
Asymptotics of the density of parabolic Anderson random fields. Zbl 1484.60068
Hu, Yaozhong; Lê, Khoa
2
2022
Limiting one-point distribution of periodic TASEP. Zbl 07481302
Baik, Jinho; Liu, Zhipeng; Silva, Guilherme L. F.
2
2022
Fluctuations of Brownian motions on \(\mathbb{GL}_N\). Zbl 1493.46083
Cébron, Guillaume; Kemp, Todd
2
2022
Path dependent Feynman-Kac formula for forward backward stochastic Volterra integral equations. Zbl 1494.35071
Wang, Hanxiao; Yong, Jiongmin; Zhang, Jianfeng
2
2022
Geometric convergence bounds for Markov chains in Wasserstein distance based on generalized drift and contraction conditions. Zbl 1494.60077
Qin, Qian; Hobert, James P.
2
2022
A zero-one law for invariant measures and a local limit theorem for coefficients of random walks on the general linear group. Zbl 07599779
Grama, Ion; Quint, Jean-François; Xiao, Hui
2
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Concentration for integrable directed polymer models. Zbl 1492.60285
Noack, Christian; Sosoe, Philippe
1
2022
Orthogonal polynomial duality of boundary driven particle systems and non-equilibrium correlations. Zbl 1491.60176
Floreani, Simone; Redig, Frank; Sau, Federico
1
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Equilibrium fluctuations for diffusive symmetric exclusion with long jumps and infinitely extended reservoirs. Zbl 1492.60265
Bernardin, C.; Gonçalves, P.; Jara, M.; Scotta, S.
1
2022
Stochastic heat equation with general rough noise. Zbl 1483.60094
Hu, Yaozhong; Wang, Xiong
1
2022
Local limit theorem in deterministic systems. Zbl 1500.37008
Kosloff, Zemer; Volny, Dalibor
1
2022
Spectral analysis of the zigzag process. Zbl 07557523
Bierkens, Joris; Lunel, Sjoerd M. Verduyn
1
2022
Zero kinetic undercooling limit in the supercooled Stefan problem. Zbl 1494.35197
Baker, Graeme; Shkolnikov, Mykhaylo
1
2022
Transience and recurrence of sets for branching random walk via non-standard stochastic orders. Zbl 1492.60217
Hutchcroft, Tom
1
2022
The density of the \((\alpha ,d,\beta)\)-superprocess and singular solutions to a fractional non-linear PDE. Zbl 1494.35159
Hughes, Thomas
1
2022
Asymptotic expansion of correlation functions for \({\mathbb{Z}^d}\) covers of hyperbolic flows. Zbl 07557540
Dolgopyat, Dmitry; Nándori, Péter; Pène, Françoise
1
2022
Deterministic homogenization under optimal moment assumptions for fast-slow systems. II. Zbl 1502.37040
Chevyrev, Ilya; Friz, Peter; Korepanov, Alexey; Melbourne, Ian; Zhang, Huilin
1
2022
Momenta spacing distributions in anharmonic oscillators and the higher order finite temperature Airy kernel. Zbl 1494.30074
Bothner, Thomas; Cafasso, Mattia; Tarricone, Sofia
1
2022
Pathwise vs. path-by-path uniqueness. Zbl 07561797
Shaposhnikov, Alexander; Wresch, Lukas
1
2022
Some inequalities for reversible Markov chains and branching random walks via spectral optimization. Zbl 1493.60112
Hermon, Jonathan
1
2022
Precise large deviation estimates for branching process in random environment. Zbl 1494.60029
Buraczewski, Dariusz; Dyszewski, Piotr
1
2022
Crossing estimates from metric graph and discrete GFF. Zbl 1492.60271
Ding, Jian; Wirth, Mateo; Wu, Hao
1
2022
McKean-Vlasov SDEs under measure dependent Lyapunov conditions. Zbl 1489.60099
Hammersley, William R. P.; Šiška, David; Szpruch, Łukasz
17
2021
The geometry of random walk isomorphism theorems. Zbl 1484.60105
Bauerschmidt, Roland; Helmuth, Tyler; Swan, Andrew
9
2021
Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations. Zbl 1491.60088
Röckner, Michael; Sun, Xiaobin; Xie, Yingchao
6
2021
Fractional moments of the stochastic heat equation. Zbl 1472.60051
Das, Sayan; Tsai, Li-Cheng
5
2021
Gaussian fluctuations for the directed polymer partition function in dimension \(d\ge 3\) and in the whole \(L^2\)-region. Zbl 1484.60112
Cosco, Clément; Nakajima, Shuta
5
2021
Edgeworth expansions for weakly dependent random variables. Zbl 1480.37016
Fernando, Kasun; Liverani, Carlangelo
4
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Stochastic approximation of quasi-stationary distributions for diffusion processes in a bounded domain. Zbl 1472.60136
Benaïm, Michel; Champagnat, Nicolas; Villemonais, Denis
4
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Liouville quantum gravity surfaces with boundary as matings of trees. Zbl 1472.60017
Ang, Morris; Gwynne, Ewain
3
2021
Phase transition for the interchange and quantum Heisenberg models on the Hamming graph. Zbl 1472.82021
Adamczak, Radosław; Kotowski, Michał; Miłoś, Piotr
3
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Efficient estimation of smooth functionals in Gaussian shift models. Zbl 1469.62430
Koltchinskii, Vladimir; Zhilova, Mayya
3
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New lower bounds for trace reconstruction. Zbl 1469.62189
Chase, Zachary
3
2021
The spectral gap of sparse random digraphs. Zbl 1468.05093
Coste, Simon
3
2021
Total variation estimates in the Breuer-Major theorem. Zbl 1472.60049
Nualart, David; Zhou, Hongjuan
3
2021
Total variation distance for discretely observed Lévy processes: a Gaussian approximation of the small jumps. Zbl 1491.60063
Carpentier, Alexandra; Duval, Céline; Mariucci, Ester
3
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Conformal covariance of the Liouville quantum gravity metric for \(\gamma\in (0,2)\). Zbl 1472.60020
Gwynne, Ewain; Miller, Jason
3
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Exponential ergodicity for SDEs and McKean-Vlasov processes with Lévy noise. Zbl 1480.60163
Liang, Mingjie; Majka, Mateusz B.; Wang, Jian
3
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Global observables for RW: law of large numbers. Zbl 1472.60079
Dolgopyat, Dmitry; Lenci, Marco; Nándori, Péter
2
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Existence of densities for stochastic differential equations driven by Lévy processes with anisotropic jumps. Zbl 1472.60083
Friesen, Martin; Jin, Peng; Rüdiger, Barbara
2
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Poisson statistics for Gibbs measures at high temperature. Zbl 1473.60019
Lambert, Gaultier
2
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Sharp phase transition for the continuum Widom-Rowlinson model. Zbl 1472.60019
Dereudre, David; Houdebert, Pierre
2
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Continuity in \(\kappa\) in \(\mathrm{SLE}_\kappa\) theory using a constructive method and rough path theory. Zbl 1491.60146
Beliaev, Dmitry; Lyons, Terry J.; Margarint, Vlad
2
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Central limit theorem for mesoscopic eigenvalue statistics of deformed Wigner matrices and sample covariance matrices. Zbl 1470.60014
Li, Yiting; Schnelli, Kevin; Xu, Yuanyuan
2
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A stochastic Gronwall inequality and applications to moments, strong completeness, strong local Lipschitz continuity, and perturbations. Zbl 1491.60082
Hudde, Anselm; Hutzenthaler, Martin; Mazzonetto, Sara
2
2021
Limit law for the cover time of a random walk on a binary tree. Zbl 1491.60059
Dembo, Amir; Rosen, Jay; Zeitouni, Ofer
2
2021
Brownian motion on stable looptrees. Zbl 1469.60353
Archer, Eleanor
2
2021
Directed polymer in \(\gamma\)-stable random environments. Zbl 1469.82042
Viveros, Roberto
2
2021
On conditioning a self-similar growth-fragmentation by its intrinsic area. Zbl 1484.60045
Bertoin, Jean; Curien, Nicolas; Kortchemski, Igor
2
2021
\(\mathcal{U}\)-bootstrap percolation: critical probability, exponential decay and applications. Zbl 1480.60292
Hartarsky, Ivailo
2
2021
Persistence exponents in Markov chains. Zbl 1483.60041
Aurzada, Frank; Mukherjee, Sumit; Zeitouni, Ofer
2
2021
Piecewise deterministic Markov processes and their invariant measures. Zbl 1484.60083
Durmus, Alain; Guillin, Arnaud; Monmarché, Pierre
2
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Spike and slab Pólya tree posterior densities: adaptive inference. Zbl 1493.62240
Castillo, Ismaël; Mismer, Romain
2
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Almost square permutations are typically square. Zbl 1483.05002
Borga, Jacopo; Duchi, Enrica; Slivken, Erik
2
2021
Mean-field Langevin dynamics and energy landscape of neural networks. Zbl 1492.65023
Hu, Kaitong; Ren, Zhenjie; Šiška, David; Szpruch, Łukasz
2
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Extreme eigenvalue statistics of \(m\)-dependent heavy-tailed matrices. Zbl 1491.60008
Basrak, Bojan; Cho, Yeonok; Heiny, Johannes; Jung, Paul
2
2021
Coexistence of competing first passage percolation on hyperbolic graphs. Zbl 1492.60268
Candellero, Elisabetta; Stauffer, Alexandre
2
2021
The elliptic stochastic quantization of some two dimensional Euclidean QFTs. Zbl 1483.60086
Albeverio, Sergio; De Vecchi, Francesco C.; Gubinelli, Massimiliano
2
2021
Equidistribution of random walks on compact groups. Zbl 1468.60054
Borda, Bence
1
2021
On the critical branching random walk. III: the critical dimension. Zbl 1491.60061
Zhu, Qingsan
1
2021
Global martingale solutions for quasilinear SPDEs via the boundedness-by-entropy method. Zbl 1478.35173
Dhariwal, Gaurav; Huber, Florian; Jüngel, Ansgar; Kuehn, Christian; Neamţu, Alexandra
1
2021
Two-temperatures overlap distribution for the 2D discrete Gaussian free field. Zbl 1491.60053
Pain, Michel; Zindy, Olivier
1
2021
Scaling limits and fluctuations for random growth under capacity rescaling. Zbl 1472.60045
Liddle, George; Turner, Amanda
1
2021
Rare event process and entry times distribution for arbitrary null sets on compact manifolds. Zbl 1477.37009
Yang, Fan
1
2021
Quantitative homogenization of differential forms. Zbl 1469.35021
Dario, Paul
1
2021
Stochastic processes on surfaces in three-dimensional contact sub-Riemannian manifolds. Zbl 1494.53036
Barilari, Davide; Boscain, Ugo; Cannarsa, Daniele; Habermann, Karen
1
2021
Strongly vertex-reinforced jump process on a complete graph. Zbl 1484.60085
Raimond, Olivier; Nguyen, Tuan-Minh
1
2021
Uniform spanning forests on biased Euclidean lattices. Zbl 1483.05165
Shi, Zhan; Sidoravicius, Vladas; Song, He; Wang, Longmin; Xiang, Kainan
1
2021
Asymptotics of PDE in random environment by paracontrolled calculus. Zbl 1484.60066
Funaki, Tadahisa; Hoshino, Masato; Sethuraman, Sunder; Xie, Bin
1
2021
Probabilistic potential theory and induction of dynamical systems. Zbl 1492.37012
Pène, Françoise; Thomine, Damien
1
2021
Derivative martingale of the branching Brownian motion in dimension \(d\ge 1\). Zbl 1497.60122
Stasiński, Roman; Berestycki, Julien; Mallein, Bastien
1
2021
Concentration of scalar ergodic diffusions and some statistical implications. Zbl 1483.60111
Aeckerle-Willems, Cathrine; Strauch, Claudia
1
2021
Barak-Erdős graphs and the infinite-bin model. Zbl 1483.05162
Mallein, Bastien; Ramassamy, Sanjay
1
2021
Ergodicity of stochastic differential equations with jumps and singular coefficients. Zbl 1456.60154
Xie, Longjie; Zhang, Xicheng
26
2020
The asymptotic equivalence of the sample trispectrum and the nodal length for random spherical harmonics. Zbl 1465.60044
Marinucci, Domenico; Rossi, Maurizia; Wigman, Igor
17
2020
On the performance of the Euler-Maruyama scheme for SDEs with discontinuous drift coefficient. Zbl 1494.65006
Müller-Gronbach, Thomas; Yaroslavtseva, Larisa
15
2020
Sanov-type large deviations in Schatten classes. Zbl 1445.60012
Kabluchko, Zakhar; Prochno, Joscha; Thäle, Christoph
14
2020
The sharp phase transition for level set percolation of smooth planar Gaussian fields. Zbl 1462.60065
Muirhead, Stephen; Vanneuville, Hugo
14
2020
A central limit theorem for the stochastic wave equation with fractional noise. Zbl 1466.60127
Delgado-Vences, Francisco; Nualart, David; Zheng, Guangqu
13
2020
Spectral radii of sparse random matrices. Zbl 1459.15036
Benaych-Georges, Florent; Bordenave, Charles; Knowles, Antti
11
2020
Statistical limits of spiked tensor models. Zbl 1439.62073
Perry, Amelia; Wein, Alexander S.; Bandeira, Afonso S.
10
2020
Eigenvectors distribution and quantum unique ergodicity for deformed Wigner matrices. Zbl 1465.60005
Benigni, L.
9
2020
Free energy of bipartite spherical Sherrington-Kirkpatrick model. Zbl 1467.82036
Baik, Jinho; Lee, Ji Oon
9
2020
A central limit theorem for Fleming-Viot particle systems. Zbl 1447.82021
Cérou, Frédéric; Delyon, Bernard; Guyader, Arnaud; Rousset, Mathias
8
2020
Sampling of probability measures in the convex order by Wasserstein projection. Zbl 1469.60065
Alfonsi, Aurélien; Corbetta, Jacopo; Jourdain, Benjamin
8
2020
Hua-Pickrell diffusions and Feller processes on the boundary of the graph of spectra. Zbl 1434.60212
Assiotis, Theodoros
7
2020
On the thin-shell conjecture for the Schatten classes. Zbl 1462.52004
Radke, Jordan; Vritsiou, Beatrice-Helen
6
2020
Nonconventional moderate deviations theorems and exponential concentration inequalities. Zbl 1434.60090
Hafouta, Yeor
6
2020
Renewal theorems and mixing for non Markov flows with infinite measure. Zbl 1442.37010
Melbourne, Ian; Terhesiu, Dalia
6
2020
On a non-linear 2D fractional wave equation. Zbl 1434.60152
Deya, Aurélien
6
2020
A perturbation analysis of stochastic matrix Riccati diffusions. Zbl 1434.60020
Bishop, Adrian N.; Del Moral, Pierre; Niclas, Angèle
6
2020
Sparse random matrices have simple spectrum. Zbl 1465.60011
Luh, Kyle; Vu, Van
6
2020
Comparing with octopi. Zbl 1471.60063
Alon, Gil; Kozma, Gady
6
2020
Asymptotics of free fermions in a quadratic well at finite temperature and the Moshe-Neuberger-Shapiro random matrix model. Zbl 1447.82014
Liechty, Karl; Wang, Dong
5
2020
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Cited by 9,439 Authors

59 Nualart, David
58 Chen, Zhen-Qing
47 Kyprianou, Andreas E.
40 Nourdin, Ivan
40 Wang, Jian
38 Erdős, László
38 Kumagai, Takashi
35 Dedecker, Jérôme
35 Merlevède, Florence
34 Tindel, Samy
34 Zeitouni, Ofer
33 Friz, Peter Karl
32 Kondrat’yev, Yuriĭ Grygorovych
32 Landim, Claudio
32 Peres, Yuval
30 Peccati, Giovanni
30 Zhang, Tusheng S.
29 Liu, Quansheng
29 Miller, Jason P.
29 Peligrad, Magda
29 Röckner, Michael
29 Tudor, Ciprian A.
28 Gonçalves, Patrícia C.
28 Khoshnevisan, Davar
28 Pène, Françoise
27 Bertoin, Jean
27 Curien, Nicolas
27 Ren, Yanxia
27 Song, Renming
26 Chen, Xia
26 Hairer, Martin
26 Seppäläinen, Timo
25 Albeverio, Sergio A.
25 Guillin, Arnaud
25 Gwynne, Ewain
25 Jara, Milton D.
25 Le Gall, Jean-François
25 Melbourne, Ian
25 Pitman, Jim William
24 Bass, Richard F.
24 Cattiaux, Patrick
24 Corwin, Ivan Z.
24 Gloter, Arnaud
24 Privault, Nicolas
24 Xiao, Yimin
24 Yan, Litan
23 Ferrari, Patrik Lino
23 Mörters, Peter
23 Russo, Francesco
23 Yau, Horng-Tzer
22 Berestycki, Julien
22 Borodin, Alexei
22 Del Moral, Pierre
22 Delmas, Jean-François
22 den Hollander, Frank
22 Hu, Yaozhong
22 Sheffield, Scott
22 Xiong, Jie
21 Buraczewski, Dariusz
21 Comte, Fabienne
21 Deuschel, Jean-Dominique
21 Doukhan, Paul
21 Prochno, Joscha
21 Rivasseau, Vincent
21 Wachtel, Vitali I.
21 Wu, Liming
20 Aurzada, Frank
20 Barral, Julien
20 Burdzy, Krzysztof
20 Croydon, David A.
20 Dolgopyat, Dmitry
20 Flandoli, Franco
20 Jasra, Ajay
20 Johansson, Kurt
20 Mallein, Bastien
20 Marinucci, Domenico
20 Olla, Stefano
20 Shi, Zhan
19 Berestycki, Nathanaël
19 Comets, Francis M.
19 Duminil-Copin, Hugo
19 Gao, Fuqing
19 Grama, Ion G.
19 Hu, Yueyun
19 Hutchcroft, Tom
19 Löcherbach, Eva
19 Mourrat, Jean-Christophe
19 Ouknine, Youssef
19 Pardo, Juan Carlos
19 Quastel, Jeremy
19 Ramírez, Alejandro F.
19 Scheutzow, Michael K. R.
19 Sethuraman, Sunder
19 Sznitman, Alain-Sol
19 Wang, Feng-Yu
19 Zhang, Xicheng
18 Barlow, Martin T.
18 Budhiraja, Amarjit S.
18 Fan, Jianqing
18 Forrester, Peter J.
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Cited in 644 Journals

922 Stochastic Processes and their Applications
644 The Annals of Probability
570 Probability Theory and Related Fields
440 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
393 Journal of Statistical Physics
361 The Annals of Applied Probability
323 Journal of Theoretical Probability
322 Communications in Mathematical Physics
298 Electronic Journal of Probability
278 Bernoulli
247 Statistics & Probability Letters
242 Journal of Functional Analysis
199 The Annals of Statistics
167 Electronic Journal of Statistics
162 Transactions of the American Mathematical Society
136 Journal of Mathematical Analysis and Applications
121 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
120 Journal of Mathematical Physics
107 Journal of Multivariate Analysis
107 Journal of Statistical Planning and Inference
104 Advances in Applied Probability
99 Journal of Applied Probability
99 Electronic Communications in Probability
96 Potential Analysis
92 Stochastics and Dynamics
87 ALEA. Latin American Journal of Probability and Mathematical Statistics
84 Advances in Mathematics
81 Stochastic Analysis and Applications
78 Journal of Differential Equations
75 Comptes Rendus. Mathématique. Académie des Sciences, Paris
73 Israel Journal of Mathematics
73 Stochastics
68 Proceedings of the American Mathematical Society
66 Statistical Inference for Stochastic Processes
65 Ergodic Theory and Dynamical Systems
60 Annales Henri Poincaré
59 Infinite Dimensional Analysis, Quantum Probability and Related Topics
58 Discrete and Continuous Dynamical Systems
55 Journal of Mathematical Sciences (New York)
54 Finance and Stochastics
49 Stochastic and Partial Differential Equations. Analysis and Computations
46 Random Matrices: Theory and Applications
45 Journal of Econometrics
45 Science China. Mathematics
44 Communications on Pure and Applied Mathematics
43 Inventiones Mathematicae
42 Duke Mathematical Journal
42 Acta Applicandae Mathematicae
41 Acta Mathematica Sinica. English Series
35 Journal d’Analyse Mathématique
35 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI
35 Discrete and Continuous Dynamical Systems. Series B
34 Nonlinearity
34 Communications in Statistics. Theory and Methods
33 Applied Mathematics and Optimization
33 Journal of the European Mathematical Society (JEMS)
33 Econometric Theory
33 Frontiers of Mathematics in China
32 Bulletin des Sciences Mathématiques
31 Journal de Mathématiques Pures et Appliquées. Neuvième Série
31 SIAM Journal on Mathematical Analysis
30 Theory of Probability and its Applications
30 Journal of Computational and Applied Mathematics
30 Mathematical Methods of Statistics
29 Archive for Rational Mechanics and Analysis
29 Insurance Mathematics & Economics
28 Statistics
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28 Annales Henri Lebesgue
27 Lithuanian Mathematical Journal
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24 Annales de l’Institut Fourier
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24 Brazilian Journal of Probability and Statistics
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22 Physica A
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22 Methodology and Computing in Applied Probability
21 Theoretical Computer Science
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21 Calculus of Variations and Partial Differential Equations
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20 Revista Matemática Iberoamericana
20 Theory of Probability and Mathematical Statistics
20 SIGMA. Symmetry, Integrability and Geometry: Methods and Applications
20 Proceedings of the Steklov Institute of Mathematics
19 Journal of the American Statistical Association
19 Memoirs of the American Mathematical Society
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19 Geometric and Functional Analysis. GAFA
19 Annales Mathématiques Blaise Pascal
18 Mathematische Annalen
18 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
18 Random Structures & Algorithms
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