Electronic Communications in Probability Short Title: Electron. Commun. Probab. Publisher: University of Washington, Washington ISSN: 1083-589X/e Online: https://projecteuclid.org/all/euclid.ecphttp://ecp.ejpecp.org/http://www.emis.de/journals/EJP-ECP/index-3.html Comments: Indexed cover-to-cover; Published electronic only as of Vol. 1 (1996). This journal is available open access. Documents Indexed: 1,391 Publications (since 1996) References Indexed: 410 Publications with 7,045 References. all top 5 Latest Issues 28 (2023) 27 (2022) 26 (2021) 25 (2020) 24 (2019) 23 (2018) 22 (2017) 21 (2016) 20 (2015) 19 (2014) 18 (2013) 17 (2012) 16 (2011) 15 (2010) 14 (2009) 13 (2008) 12 (2007) 11 (2006) 10 (2005) 9 (2004) 8 (2003) 7 (2002) 6 (2001) 5 (2000) 4 (1999) 3 (1998) 2 (1997) 1 (1996) all top 5 Authors 15 Peres, Yuval 14 Yor, Marc 13 Benjamini, Itai 13 Zeitouni, Ofer 10 Holroyd, Alexander E. 10 Nualart, David 9 Burdzy, Krzysztof 9 Janson, Svante 8 Bertoin, Jean 8 Junge, Matthew 8 Nourdin, Ivan 8 Osękowski, Adam 8 Pitman, Jim William 7 Angel, Omer 7 Dembo, Amir 7 Scheutzow, Michael K. R. 7 Sidoravicius, Vladas 7 van den Berg, Rob 6 Bose, Arup 6 Evans, Steven Neil 6 Gantert, Nina 6 Guillotin-Plantard, Nadine 6 Gurel-Gurevich, Ori 6 Jonasson, Johan 6 Lawler, Gregory Francis 6 Mallein, Bastien 6 Martin, James Benedict 6 Panchenko, Dmitry 6 Peccati, Giovanni 6 Rio, Emmanuel 6 Ruf, Johannes 5 Curien, Nicolas 5 Marcus, Michael B. 5 Möhle, Martin 5 Sapozhnikov, Artëm 5 Yadin, Ariel 4 Aldous, David John 4 Atar, Rami 4 Balan, Raluca M. 4 Bass, Richard F. 4 Borovkov, Konstantin A. 4 Caravenna, Francesco 4 Cerf, Raphaël 4 Deuschel, Jean-Dominique 4 Devroye, Luc P. J. A. 4 Enriquez, Nathanaël 4 Gnedin, Alexander V. 4 Gobet, Emmanuel 4 Guillin, Arnaud 4 Häggström, Olle 4 Hariya, Yuu 4 Hirsch, Christian 4 Hu, Yaozhong 4 Hu, Ying 4 Hu, Yueyun 4 Huang, Jingyu 4 Huang, Ruojun 4 Huss, Wilfried 4 Hutchcroft, Tom 4 Iksanov, Aleksander M. 4 Jahnel, Benedikt 4 Khoshnevisan, Davar 4 Kifer, Yuri 4 Klebaner, Fima C. 4 Lalley, Steven P. 4 Marchal, Philippe 4 Pfaffelhuber, Peter 4 Posta, Gustavo 4 Ráth, Balázs 4 Rosenthal, Jeffrey S. 4 Ruffino, Paulo Régis C. 4 Savov, Mladen Svetoslavov 4 Schapira, Bruno 4 Schramm, Oded 4 Song, Renming 4 Wakolbinger, Anton 4 Werner, Wendelin 4 Yan, Litan 4 Zhou, Xiaowen 3 Adler, Robert Joseph 3 Athreya, Siva R. 3 Aymone, Marco 3 Benaïm, Michel 3 Bercu, Bernard 3 Bobkov, Sergey Germanovich 3 Butez, Raphaël 3 Cancrini, Nicoletta 3 Champagnat, Nicolas 3 Chen, Xinxin 3 Chigansky, Pavel 3 Conijn, René Petrus 3 Da Prato, Giuseppe 3 Damek, Ewa 3 Debussche, Arnaud 3 Deijfen, Maria 3 den Hollander, Frank 3 Ding, Jian 3 Doney, Ronald Arthur 3 D’Ovidio, Mirko 3 Durrett, Richard Timothy ...and 1,544 more Authors all top 5 Fields 1,334 Probability theory and stochastic processes (60-XX) 180 Statistical mechanics, structure of matter (82-XX) 108 Combinatorics (05-XX) 65 Linear and multilinear algebra; matrix theory (15-XX) 59 Statistics (62-XX) 48 Partial differential equations (35-XX) 39 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 36 Functional analysis (46-XX) 33 Numerical analysis (65-XX) 30 Biology and other natural sciences (92-XX) 29 Systems theory; control (93-XX) 22 Measure and integration (28-XX) 21 Real functions (26-XX) 20 Computer science (68-XX) 19 Ordinary differential equations (34-XX) 19 Dynamical systems and ergodic theory (37-XX) 19 Operator theory (47-XX) 17 Calculus of variations and optimal control; optimization (49-XX) 16 Special functions (33-XX) 16 Global analysis, analysis on manifolds (58-XX) 13 Functions of a complex variable (30-XX) 12 Operations research, mathematical programming (90-XX) 11 Number theory (11-XX) 11 Convex and discrete geometry (52-XX) 11 Quantum theory (81-XX) 10 Potential theory (31-XX) 8 Information and communication theory, circuits (94-XX) 7 Group theory and generalizations (20-XX) 6 Difference and functional equations (39-XX) 6 Differential geometry (53-XX) 5 Fluid mechanics (76-XX) 4 Mechanics of particles and systems (70-XX) 3 Abstract harmonic analysis (43-XX) 3 Integral transforms, operational calculus (44-XX) 3 General topology (54-XX) 2 Order, lattices, ordered algebraic structures (06-XX) 2 Algebraic geometry (14-XX) 2 Topological groups, Lie groups (22-XX) 2 Approximations and expansions (41-XX) 2 Integral equations (45-XX) 2 Geometry (51-XX) 2 Manifolds and cell complexes (57-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Sequences, series, summability (40-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Mathematics education (97-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 1,048 Publications have been cited 6,643 times in 5,530 Documents Cited by ▼ Year ▼ Geometric ergodicity and hybrid Markov chains. Zbl 0890.60061Roberts, Gareth O.; Rosenthal, Jeffrey S. 117 1997 Hanson-Wright inequality and sub-Gaussian concentration. Zbl 1329.60056Rudelson, Mark; Vershynin, Roman 105 2013 A converse comparison theorem for BSDEs and related properties of \(g\)-expectation. Zbl 0966.60054Briand, Philippe; Coquet, François; Hu, Ying; Mémin, Jean; Peng, Shige 84 2000 Percolation beyond \(\mathbb{Z}^ d\), many questions and a few answers. Zbl 0890.60091Benjamini, Itai; Schramm, Oded 82 1996 A simple proof of the Poincaré inequality for a large class of probability measures. Zbl 1186.26011Bakry, Dominique; Barthe, Franck; Cattiaux, Patrick; Guillin, Arnaud 79 2008 Concentration of the spectral measure for large matrices. Zbl 0969.15010Guionnet, A.; Zeitouni, O. 75 2000 An elementary approach to Gaussian multiplicative chaos. Zbl 1365.60035Berestycki, Nathanaël 74 2017 A note on tamed Euler approximations. Zbl 1329.60237Sabanis, Sotirios 70 2013 A necessary and sufficient condition for the \(\Lambda\)-coalescent to come down from the infinity. Zbl 0953.60072Schweinsberg, Jason 55 2000 A tail inequality for quadratic forms of subgaussian random vectors. Zbl 1309.60017Hsu, Daniel; Kakade, Sham M.; Zhang, Tong 51 2012 Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems. Zbl 1128.60025Bojdecki, Tomasz; Gorostiza, Luis G.; Talarczyk, Anna 48 2007 Martingale representation and a simple proof of logarithmic Sobolev inequalities on path spaces. Zbl 0890.60045Capitaine, Mireille; Hsu, Elton P.; Ledoux, Michel 48 1997 A percolation formula. Zbl 1008.60100Schramm, Oded 42 2001 Excited random walk. Zbl 1060.60043Benjamini, Itai; Wilson, David B. 42 2003 Donsker-type theorem for BSDEs. Zbl 0977.60067Briand, Philippe; Delyon, Bernard; Mémin, Jean 41 2001 Pathwise construction of stochastic integrals. Zbl 1245.60054Nutz, Marcel 40 2012 Mean field forward-backward stochastic differential equations. Zbl 1297.93182Carmona, René; Delarue, François 40 2013 On subordinators, self-similar Markov processes and some factorizations of the exponential variable. Zbl 1024.60030Bertoin, Jean; Yor, Marc 39 2001 Asymptotics for products of sums and \(U\)-statistics. Zbl 1008.62048Rempala, Grzegorz; Wesolowski, Jacek 38 2002 Eigenvalues of the Laguerre process as non-colliding squared Bessel processes. Zbl 1011.15012König, Wolfgang; O’Connell, Neil 37 2001 A simple construction of the continuum parabolic Anderson model on \(\mathbf{R}^2\). Zbl 1332.60094Hairer, Martin; Labbé, Cyril 36 2015 Sums of random Hermitian matrices and an inequality by Rudelson. Zbl 1228.60017Oliveira, Roberto I. 35 2010 Poisson statistics for the largest eigenvalues of Wigner random matrices with heavy tails. Zbl 1060.60013Soshnikov, Alexander 35 2004 Quantitative ergodicity for some switched dynamical systems. Zbl 1347.60118Benaïm, Michel; Le Borgne, Stéphane; Malrieu, Florent; Zitt, Pierre-André 35 2012 Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion. Zbl 1189.60084Breton, Jean-Christophe; Nourdin, Ivan 33 2008 An isomorphism theorem for random interlacements. Zbl 1247.60135Sznitman, Alain-Sol 33 2012 A representation for non-colliding random walks. Zbl 1037.15019O’Connell, Neil; Yor, Marc 32 2002 A probabilistic proof of a weak limit law for the number of cuts needed to isolate the root of a random recursive tree. Zbl 1133.60012Iksanov, Alex; Möhle, Martin 31 2007 On a strong form of propagation of chaos for McKean-Vlasov equations. Zbl 1396.65013Lacker, Daniel 29 2018 Spherical and hyperbolic fractional Brownian motion. Zbl 1112.60029Istas, Jacques 29 2005 Bounds for distances and geodesic dimension in Liouville first passage percolation. Zbl 1459.60022Gwynne, Ewain; Pfeffer, Joshua 28 2019 Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient. Zbl 1008.60075Bahlali, Khaled 27 2002 On the spectrum of sum and product of non-Hermitian random matrices. Zbl 1227.60010Bordenave, Charles 27 2011 A note on percolation on \(\mathbb Z^d\): isoperimetric profile via exponential cluster repulsion. Zbl 1191.60116Pete, Gabor 26 2008 Trees and matchings from point processes. Zbl 1060.60048Holroyd, Alexander E.; Peres, Yuval 26 2003 Quantitative convergence rates of Markov chains: A simple account. Zbl 1013.60053Rosenthal, Jeffrey S. 23 2002 A note on existence and uniqueness for solutions of multidimensional reflected BSDEs. Zbl 1232.93095Chassagneux, Jean François; Elie, Romuald; Kharroubi, Idris 23 2011 Parametrix techniques and martingale problems for some degenerate Kolmogorov equations. Zbl 1225.60097Menozzi, Stephane 23 2011 Freedman’s inequality for matrix martingales. Zbl 1225.60017Tropp, Joel A. 23 2011 A note on large deviations for 2D Coulomb gas with weakly confining potential. Zbl 1258.60027Hardy, Adrien 23 2012 Exact simulation of Hawkes process with exponentially decaying intensity. Zbl 1320.60115Dassios, Angelos; Zhao, Hongbiao 23 2013 Weak and strong solutions of general stochastic models. Zbl 1301.60035Kurtz, Thomas G. 23 2014 Recursions and tightness for the maximum of the discrete, two dimensional Gaussian free field. Zbl 1236.60039Bolthausen, Erwin; Deuschel, Jean-Dominique; Zeitouni, Ofer 22 2011 Random walk on a discrete torus and random interlacements. Zbl 1187.60089Windisch, David 22 2008 Weak and strong disorder for the stochastic heat equation and continuous directed polymers in \(d\geq 3\). Zbl 1348.60094Mukherjee, Chiranjib; Shamov, Alexander; Zeitouni, Ofer 21 2016 Moderate deviations for martingales with bounded jumps. Zbl 0854.60027Dembo, Amir 21 1996 Kendall’s identity for the first crossing time revisited. Zbl 1008.60065Borovkov, K.; Burq, Z. 21 2001 Convergence of integral functionals of one-dimensional diffusions. Zbl 1372.60044Mijatović, Aleksander; Urusov, Mikhail 21 2012 A universality property for last-passage percolation paths close to the axis. Zbl 1111.60068Bodineau, Thierry; Martin, James 21 2005 On the relationship between subordinate killed and killed subordinate processes. Zbl 1187.60057Song, Renming; Vondracek, Zoran 20 2008 Sharp estimates for the convergence of the density of the Euler scheme in small time. Zbl 1188.65007Gobet, Emmanuel; Labart, Céline 20 2008 Reflected Brownian motion in a wedge: sum-of-exponential stationary densities. Zbl 1190.60077Dieker, A. B.; Moriarty, J. 20 2009 A note on Ising random currents, Ising-FK, loop-soups and the Gaussian free field. Zbl 1338.60236Lupu, Titus; Werner, Wendelin 20 2016 Mean-square continuity on homogeneous spaces of compact groups. Zbl 1329.60139Marinucci, Domenico; Peccati, Giovanni 20 2013 A note on the Hanson-Wright inequality for random vectors with dependencies. Zbl 1328.60050Adamczak, Radoslaw 20 2015 On the spectral norm of a random Toeplitz matrix. Zbl 1130.15018Meckes, Mark W. 19 2007 The martingale approach to disorder irrelevance for pinning models. Zbl 1221.82058Lacoin, Hubert 19 2010 Fractional Brownian motion and the Markov property. Zbl 0921.60067Carmona, Philippe; Coutin, Laure 19 1998 Harnack inequality for functional SDEs with bounded memory. Zbl 1195.34124Es-Sarhir, Abdelhadi; Von Renesse, Max-K.; Scheutzow, Michael 19 2009 Invariant measures of stochastic \(2D\) Navier-Stokes equation driven by \(\alpha\)-stable processes. Zbl 1243.60052Dong, Zhao; Xu, Lihu; Zhang, Xicheng 19 2011 Strong solutions of jump-type stochastic equations. Zbl 1260.60132Li, Zenghu; Pu, Fei 19 2012 The martingale property in the context of stochastic differential equations. Zbl 1321.60085Ruf, Johannes 19 2015 Survival probabilities for branching Brownian motion with absorption. Zbl 1132.60059Harris, John William; Harris, Simon C. 18 2007 On Strassen’s theorem on stochastic domination. Zbl 0938.60013Lindvall, Torgny 18 1999 A Gaussian correlation inequality and its applications to small ball probabilities. Zbl 0937.60026Li, Wenbo V. 18 1999 Partially ordered secretaries. Zbl 1225.60019Freij, Ragnar; Wästlund, Johan 18 2010 A non-commutative sewing lemma. Zbl 1186.26009Feyel, Denis; De La Pradelle, Arnaud; Mokobodzki, Gabriel 18 2008 On differentiability of the Parisi formula. Zbl 1205.82092Panchenko, Dmitry 18 2008 Moment estimates for Lévy processes. Zbl 1189.60098Luschgy, Harald; Pagès, Gilles 18 2008 Computation of Greeks for barrier and look-back options using Malliavin calculus. Zbl 1061.60054Gobet, Emmanuel; Kohatsu-Higa, Arturo 18 2003 Heat kernel asymptotics on the lamplighter group. Zbl 1061.60112Revelle, David 18 2003 Path transformations of first passage bridges. Zbl 1061.60083Bertoin, Jean; Chaumont, Loïc; Pitman, Jim 18 2003 A generalization of the space-fractional Poisson process and its connection to some Lévy processes. Zbl 1338.60129Polito, Federico; Scalas, Enrico 18 2016 Multiple geodesics with the same direction. Zbl 1244.60093Coupier, David 18 2011 The mean spectral measures of random Jacobi matrices related to Gaussian beta ensembles. Zbl 1329.47038Trinh Khanh Duy; Shirai, Tomoyuki 18 2015 Critical Liouville measure as a limit of subcritical measures. Zbl 1488.60080Aru, Juhan; Powell, Ellen; Sepúlveda, Avelio 18 2019 On time-changed Gaussian processes and their associated Fokker-Planck-Kolmogorov equations. Zbl 1231.60029Hahn, Marjorie G.; Ryvkina, Jelena; Kobayashi, Kei; Umarov, Sabir 17 2011 A condition for weak disorder for directed polymers in random environment. Zbl 1067.82030Birkner, Matthias 17 2004 On the robust superhedging of measurable claims. Zbl 1297.93188Possamaï, Dylan; Royer, Guillaume; Touzi, Nizar 17 2013 Protected nodes and fringe subtrees in some random trees. Zbl 1355.60015Devroye, Luc; Janson, Svante 17 2014 Option price when the stock is a semimartingale. Zbl 1008.60057Klebaner, Fima 16 2002 On the sphericity of scaling limits of random planar quadrangulations. Zbl 1193.60016Miermont, Grégory 16 2008 Tree and grid factors for general point processes. Zbl 1060.60050Timár, Ádám 16 2004 Recurrent graphs where two independent random walks collide finitely often. Zbl 1060.60044Krishnapur, Manjunath; Peres, Yuval 16 2004 Spectral measures of powers of random matrices. Zbl 1310.60003Meckes, Elizabeth S.; Meckes, Mark W. 16 2013 Large deviations for weighted sums of stretched exponential random variables. Zbl 1314.60076Gantert, Nina; Ramanan, Kavita; Rembart, Franz 16 2014 On the existence of recurrent extensions of self-similar Markov processes. Zbl 1110.60036Fitzsimmons, Patrick J. 16 2006 Uniform convergence to the \(Q\)-process. Zbl 1368.60079Champagnat, Nicolas; Villemonais, Denis 16 2017 A note on the invariance principle of the product of sums of random variables. Zbl 1130.60027Huang, Wei; Zhang, Li-Xin 15 2007 On the Dovbysh-Sudakov representation result. Zbl 1226.60050Panchenko, Dmitry 15 2010 A new proof of an old result by Pickands. Zbl 1227.60068Albin, J. M. P.; Choi, Hyemi 15 2010 Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift. Zbl 1189.60058Gao, Fuqing; Jiang, Hui 15 2009 The center of mass of the ISE and the Wiener index of trees. Zbl 1060.60095Janson, Svante; Chassaing, Philippe 15 2004 The law of large numbers for \(U\)-statistics under absolute regularity. Zbl 0901.60015Arcones, Miguel A. 15 1998 Existence and uniqueness for backward stochastic differential equations driven by a random measure, possibly non quasi-left continuous. Zbl 1329.60172Bandini, Elena 15 2015 Multidimensional quadratic BSDEs with separated generators. Zbl 1386.60201Jamneshan, Asgar; Kupper, Michael; Luo, Peng 15 2017 Multiplication of free random variables and the \(S\)-transform: the case of vanishing mean. Zbl 1133.46038Rao, N. Raj; Speicher, Roland 14 2007 A note on the Kesten-Grincevičius-Goldie theorem. Zbl 1345.60021Kevei, Péter 14 2016 Loop-erased random walks, spanning trees and Hamiltonian cycles. Zbl 0954.60055Marchal, Philippe 14 2000 A characterization of the set of fixed points of the quicksort transformation. Zbl 0943.68192Fill, James Allen; Janson, Svante 14 2000 The wired arboreal gas on regular trees. Zbl 1491.60174Easo, Philip 2 2022 Overdamped limit at stationarity for non-equilibrium Langevin diffusions. Zbl 1487.60146Monmarché, Pierre; Ramil, Mouad 1 2022 Chase-escape on the configuration model. Zbl 1496.60116Bernstein, Emma; Hamblen, Clare; Junge, Matthew; Reeves, Lily 1 2022 Central limit theorem for \(C\beta E\) pair dependent statistics in mesoscopic regime. Zbl 07592528Aguirre, Ander; Soshnikov, Alexander 1 2022 Maximum likelihood estimation of potential energy in interacting particle systems from single-trajectory data. Zbl 1479.60125Chen, Xiaohui 3 2021 Realized cumulants for martingales. Zbl 1485.60047Fukasawa, Masaaki; Matsushita, Kazuki 2 2021 Weakly reinforced Pólya urns on countable networks. Zbl 1490.60266Couzinié, Yannick; Hirsch, Christian 2 2021 Large deviations, a phase transition, and logarithmic Sobolev inequalities in the block spin Potts model. Zbl 1479.60060Knöpfel, Holger; Löwe, Matthias; Sambale, Holger 2 2021 A convergence criterion for systems of point processes from the convergence of their stochastic intensities. Zbl 1479.60006Erny, Xavier 1 2021 A dual Yamada-Watanabe theorem for Lévy driven stochastic differential equations. Zbl 1496.60047Criens, David 1 2021 The spectral norm of random lifts of matrices. Zbl 1490.60018Bandeira, Afonso S.; Ding, Yunzi 1 2021 Boundary behaviors for a class of continuous-state nonlinear branching processes in critical cases. Zbl 1493.60127Ma, Shaojuan; Yang, Xu; Zhou, Xiaowen 1 2021 When is the rate function of a random vector strictly convex? Zbl 1493.60042Vysotsky, Vladislav 1 2021 Optimal long-term investment in illiquid markets when prices have negative memory. Zbl 1480.91280Nagy, Lóránt; Rásonyi, Miklós 1 2021 On general subtrees of a conditioned Galton-Watson tree. Zbl 1479.05055Janson, Svante 1 2021 Upper tail decay of KPZ models with Brownian initial conditions. Zbl 1484.60032Ferrari, Patrik L.; Vető, Bálint 1 2021 Quasi-stationary distribution and metastability for the stochastic Becker-Döring model. Zbl 1479.60156Hingant, Erwan; Yvinec, Romain 1 2021 Sharp asymptotics of correlation functions in the subcritical long-range random-cluster and Potts models. Zbl 1482.82007Aoun, Yacine 1 2021 A new proof of Liggett’s theorem for non-interacting Brownian motions. Zbl 1487.60095Chen, Xinxin; Garban, Christophe; Shekhar, Atul 1 2021 Metrics on sets of interval partitions with diversity. Zbl 1453.60133Forman, Noah; Pal, Soumik; Rizzolo, Douglas; Winkel, Matthias 11 2020 Weak monotone rearrangement on the line. Zbl 1447.60047Backhoff-Veraguas, Julio; Beiglböck, Mathias; Pammer, Gudmund 6 2020 Green kernel asymptotics for two-dimensional random walks under random conductances. Zbl 1471.60159Andres, Sebastian; Deuschel, Jean-Dominique; Slowik, Martin 5 2020 Remarks on Gross’ technique for obtaining a conformal Skorohod embedding of planar Brownian motion. Zbl 1434.60224Boudabra, Maher; Markowsky, Greg 4 2020 Erratum: “Practical criteria for \(R\)-positive recurrence of unbounded semigroups”. Zbl 1441.60055Champagnat, Nicolas; Villemonais, Denis 4 2020 Stability for Hawkes processes with inhibition. Zbl 1439.60048Raad, Mads Bonde; Löcherbach, Eva 4 2020 Optimal exponent for coalescence of finite geodesics in exponential last passage percolation. Zbl 1469.60352Zhang, Lingfu 4 2020 Coexistence in chase-escape. Zbl 1434.60285Durrett, Rick; Junge, Matthew; Tang, Si 3 2020 Extensions of Brownian motion to a family of Grushin-type singularities. Zbl 1439.58020Boscain, Ugo; Neel, Robert W. 3 2020 Practical criteria for \(R\)-positive recurrence of unbounded semigroups. Zbl 1434.60173Champagnat, Nicolas; Villemonais, Denis 3 2020 Conformal Skorokhod embeddings and related extremal problems. Zbl 1453.60093Mariano, Phanuel; Panzo, Hugo 3 2020 Spatial ergodicity of stochastic wave equations in dimensions 1, 2 and 3. Zbl 1484.60069Nualart, David; Zheng, Guangqu 3 2020 Exponential filter stability via Dobrushin’s coefficient. Zbl 1468.60051McDonald, Curtis; Yüksel, Serdar 2 2020 Internal DLA on cylinder graphs: fluctuations and mixing. Zbl 1469.60223Silvestri, Vittoria 2 2020 Bounds on the probability of radically different opinions. Zbl 1456.60052Burdzy, Krzysztof; Pitman, Jim 2 2020 A quantitative McDiarmid’s inequality for geometrically ergodic Markov chains. Zbl 1434.60174Havet, Antoine; Lerasle, Matthieu; Moulines, Eric; Vernet, Elodie 2 2020 Pivotality versus noise stability for monotone transitive functions. Zbl 1434.60042Galicza, Pál 2 2020 Phase transitions for chase-escape models on Poisson-Gilbert graphs. Zbl 1434.60194Hinsen, Alexander; Jahnel, Benedikt; Cali, Elie; Wary, Jean-Philippe 2 2020 On the central limit theorem for the two-sided descent statistics in Coxeter groups. Zbl 1434.60041Féray, Valentin 2 2020 The remainder in the renewal theorem. Zbl 1434.60251Doney, Ron 2 2020 Vanishing of the anchored isoperimetric profile in bond percolation at \(p_c\). Zbl 1428.60135Cerf, Raphaël; Dembin, Barbara 2 2020 Strong Feller property and continuous dependence on initial data for one-dimensional stochastic differential equations with Hölder continuous coefficients. Zbl 1428.60085Zhang, Hua 2 2020 No repulsion between critical points for planar Gaussian random fields. Zbl 1477.60077Beliaev, Dmitry; Cammarota, Valentina; Wigman, Igor 2 2020 Large deviations for the largest eigenvalues and eigenvectors of spiked Gaussian random matrices. Zbl 1462.60005Biroli, Giulio; Guionnet, Alice 2 2020 Large deviations for the maximum of a branching random walk with stretched exponential tails. Zbl 1470.60084Dyszewski, Piotr; Gantert, Nina; Höfelsauer, Thomas 2 2020 On the strict value of the non-linear optimal stopping problem. Zbl 1471.60056Grigorova, Miryana; Imkeller, Peter; Ouknine, Youssef; Quenez, Marie-Claire 1 2020 The initial set in the frog model is irrelevant. Zbl 1469.60321Deijfen, Maria; Rosengrenï, Sebastian 1 2020 Asymptotics of Schur functions on almost staircase partitions. Zbl 1453.82013Li, Zhongyang 1 2020 On the long-time behaviour of McKean-Vlasov paths. Zbl 1448.35040Bashiri, K. 1 2020 Law of the iterated logarithm for a random Dirichlet series. Zbl 1469.60088Aymone, Marco; Frómeta, Susana; Misturini, Ricardo 1 2020 Note on the (non-)smoothness of discrete time value functions in optimal stopping. Zbl 1471.60054Christensen, Sören; Fischer, Simon 1 2020 Mixing time for the repeated balls into bins dynamics. Zbl 1469.60313Cancrini, Nicoletta; Posta, Gustavo 1 2020 Stability of doubly-intractable distributions. Zbl 1448.60009Habeck, Michael; Rudolf, Daniel; Sprungk, Björn 1 2020 A remark on the smallest singular value of powers of Gaussian matrices. Zbl 1434.60029Huang, Han; Tikhomirov, Konstantin 1 2020 A note on costs minimization with stochastic target constraints. Zbl 1440.49023Dolinsky, Yan; Gottesman, Benjamin; Gurel-Gurevich, Ori 1 2020 A rotor configuration with maximum escape rate. Zbl 1440.05183Chan, Swee Hong 1 2020 The contact process on periodic trees. Zbl 1434.60295Huang, Xiangying; Durrett, Rick 1 2020 Donsker’s theorem in Wasserstein-1 distance. Zbl 1434.60100Coutin, Laure; Decreusefond, Laurent 1 2020 Probabilistic interpretation of HJB equations by the representation theorem for generators of BSDEs. Zbl 1461.60043Xiao, Lishun; Fan, Shengjun; Tian, Dejian 1 2020 Polynomial rate of convergence to the Yaglom limit for Brownian motion with drift. Zbl 1434.60012Oçafrain, William 1 2020 New asymptotics for the mean number of zeros of random trigonometric polynomials with strongly dependent Gaussian coefficients. Zbl 1445.60052Thibault, Pautrel 1 2020 On the volume of the shrinking branching Brownian sausage. Zbl 1434.60249Öz, Mehmet 1 2020 Characterising random partitions by random colouring. Zbl 1439.60047Björnberg, Jakob E.; Mailler, Cécile; Mörters, Peter; Ueltschi, Daniel 1 2020 Small deviations in lognormal Mandelbrot cascades. Zbl 1439.60049Nikula, Miika 1 2020 Generalized scale functions of standard processes with no positive jumps. Zbl 1445.60065Noba, Kei 1 2020 A martingale approach for Pólya urn processes. Zbl 1453.60012Laulin, Lucile 1 2020 Killed rough super-Brownian motion. Zbl 1446.60083Rosati, Tommaso Cornelis 1 2020 A lower bound for point-to-point connection probabilities in critical percolation. Zbl 1456.60266van den Berg, J.; Don, H. 1 2020 Probability of consensus in the multivariate Deffuant model on finite connected graphs. Zbl 1477.60140Lanchier, Nicolas; Li, Hsin-Lun 1 2020 A tame sequence of transitive Boolean functions. Zbl 1477.60147Forsström, Malin Palö 1 2020 A solvable class of renewal processes. Zbl 1477.60131Enriquez, Nathanaël; Noiry, Nathan 1 2020 Krein condition and the Hilbert transform. Zbl 1470.60060López-García, Marcos 1 2020 Feller coupling of cycles of permutations and Poisson spacings in inhomogeneous Bernoulli trials. Zbl 1469.60047Najnudel, Joseph; Pitman, Jim 1 2020 Hydrodynamic limit for a \(d\)-dimensional open symmetric exclusion process. Zbl 1470.60283Zhou, Zhengye 1 2020 An entropic proof of cutoff on Ramanujan graphs. Zbl 1462.05329Ozawa, Narutaka 1 2020 A universal approach to matching marginals and sums. Zbl 1477.60034Griffiths, Robert; Hamza, Kais 1 2020 Bounds for distances and geodesic dimension in Liouville first passage percolation. Zbl 1459.60022Gwynne, Ewain; Pfeffer, Joshua 28 2019 Critical Liouville measure as a limit of subcritical measures. Zbl 1488.60080Aru, Juhan; Powell, Ellen; Sepúlveda, Avelio 18 2019 Comparison of discrete and continuum Liouville first passage percolation. Zbl 1423.60150Ang, Morris 10 2019 Heat kernel estimates and intrinsic metric for random walks with general speed measure under degenerate conductances. Zbl 1410.82020Andres, Sebastian; Deuschel, Jean-Dominique; Slowik, Martin 9 2019 On the martingale property in the rough Bergomi model. Zbl 1488.60109Gassiat, Paul 8 2019 Berry-Esseen bounds in the Breuer-major CLT and Gebelein’s inequality. Zbl 07088975Nourdin, Ivan; Peccati, Giovanni; Yang, Xiaochuan 8 2019 One-ended spanning trees in amenable unimodular graphs. Zbl 1457.60020Timár, Ádám 7 2019 The bullet problem with discrete speeds. Zbl 1488.60230Dygert, Brittany; Kinzel, Christoph; Junge, Matthew; Raymond, Annie; Slivken, Erik; Zhu, Jennifer 7 2019 Concentration for Coulomb gases on compact manifolds. Zbl 1412.60011García-Zelada, David 7 2019 Dean-Kawasaki dynamics: ill-posedness vs. triviality. Zbl 1406.60095Konarovskyi, Vitalii; Lehmann, Tobias; von Renesse, Max-K. 5 2019 Optimal stopping of oscillating Brownian motion. Zbl 1422.60134Mordecki, Ernesto; Salminen, Paavo 5 2019 Markov duality for stochastic six vertex model. 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Zbl 1481.60177Damek, Ewa; Gantert, Nina; Kolesko, Konrad 3 2019 ...and 948 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 5,471 Authors 26 Peres, Yuval 25 Gwynne, Ewain 25 Iksanov, Aleksander M. 22 Hutchcroft, Tom 22 Möhle, Martin 22 Nualart, David 21 Nourdin, Ivan 21 Rosenthal, Jeffrey S. 21 Wang, Feng-Yu 21 Yan, Litan 21 Zeitouni, Ofer 20 Guillin, Arnaud 19 Jiang, Long 19 Kyprianou, Andreas E. 18 Chafaï, Djalil 18 Forrester, Peter J. 18 Janson, Svante 18 Peccati, Giovanni 18 Roberts, Gareth O. 18 Shen, Guangjun 18 Sidoravicius, Vladas 18 Song, Renming 17 Berestycki, Julien 17 Burdzy, Krzysztof 17 Ding, Jian 17 Hashorva, Enkelejd 17 Lacoin, Hubert 16 Hobert, James P. 16 Holroyd, Alexander E. 16 Junge, Matthew 16 Simon, Thomas 15 Benjamini, Itai 15 Bose, Arup 15 Hasebe, Takahiro 15 Kabluchko, Zakhar A. 15 Katori, Makoto 15 Miller, Jason P. 15 Mishura, Yuliya Stepanivna 15 Pal, Soumik 15 Pardo, Juan Carlos 15 Possamaï, Dylan 15 Rolla, Leonardo T. 15 Xiong, Jie 14 Basu, Riddhipratim 14 Bertoin, Jean 14 Chatterjee, Sourav 14 Jiang, Hui 14 Lawler, Gregory Francis 14 Mallein, Bastien 14 Patie, Pierre 14 Privault, Nicolas 14 Schramm, Oded 14 Sznitman, Alain-Sol 13 Adamczak, Radosław 13 Berestycki, Nathanaël 13 Cattiaux, Patrick 13 Fan, Shengjun 13 Hermon, Jonathan 13 Kim, Panki 13 Kozma, Gady 13 Leonenko, Nikolai N. 13 Li, Zenghu 13 O’Connell, Neil 13 Panchenko, Dmitry 13 Raschel, Kilian 13 Schapira, Bruno 13 Scheutzow, Michael K. R. 13 Sheffield, Scott 13 Teixeira, Augusto Quadros 13 Thäle, Christoph 13 Tudor, Ciprian A. 12 Corwin, Ivan Z. 12 Diaconis, Persi Warren 12 Duminil-Copin, Hugo 12 Götze, Friedrich 12 Hazra, Rajat Subhra 12 Huillet, Thierry E. 12 Jentzen, Arnulf 12 Pitman, Jim William 12 Tan, Zhongquan 12 Touzi, Nizar 11 Arguin, Louis-Pierre 11 Bayraktar, Erhan 11 den Hollander, Frank 11 Lejay, Antoine 11 Marinucci, Domenico 11 Sarantsev, Andrey 11 van der Hofstad, Remco W. 11 Vondraček, Zoran 11 Vũ Hà Văn 11 Werner, Wendelin 11 Yor, Marc 11 Yuan, Chenggui 10 Aurzada, Frank 10 Azmoodeh, Ehsan 10 Berger, Quentin 10 Bobkov, Sergey Germanovich 10 Chassagneux, Jean-François 10 Chen, Zhen-Qing 10 Curien, Nicolas ...and 5,371 more Authors all top 5 Cited in 504 Journals 362 Stochastic Processes and their Applications 284 The Annals of Probability 224 Probability Theory and Related Fields 222 The Annals of Applied Probability 204 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 192 Statistics & Probability Letters 189 Electronic Journal of Probability 172 Journal of Statistical Physics 167 Journal of Theoretical Probability 143 Bernoulli 110 Communications in Mathematical Physics 110 Electronic Communications in Probability 97 Journal of Applied Probability 88 Journal of Mathematical Analysis and Applications 77 Advances in Applied Probability 66 Journal of Functional Analysis 64 ALEA. Latin American Journal of Probability and Mathematical Statistics 52 Stochastics 52 Electronic Journal of Statistics 47 Journal of Mathematical Physics 44 Transactions of the American Mathematical Society 42 Stochastic Analysis and Applications 41 The Annals of Statistics 40 Proceedings of the American Mathematical Society 38 Stochastics and Dynamics 35 Potential Analysis 34 Journal of Multivariate Analysis 33 Random Matrices: Theory and Applications 32 SIAM Journal on Control and Optimization 31 Communications in Statistics. 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Series B 11 Statistics and Computing 10 Journal of the Mathematical Society of Japan 10 Insurance Mathematics & Economics 10 Journal of Complexity 10 SIAM Journal on Discrete Mathematics 10 Mathematical Physics, Analysis and Geometry 10 Stochastic Models 10 Journal of the Korean Statistical Society 10 Probability and Mathematical Physics 9 Archive for Rational Mechanics and Analysis 9 Mathematics of Operations Research 9 Probability and Mathematical Statistics ...and 404 more Journals all top 5 Cited in 60 Fields 4,620 Probability theory and stochastic processes (60-XX) 832 Statistical mechanics, structure of matter (82-XX) 610 Statistics (62-XX) 466 Combinatorics (05-XX) 408 Partial differential equations (35-XX) 355 Numerical analysis (65-XX) 353 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 312 Linear and multilinear algebra; matrix theory (15-XX) 194 Biology and other natural sciences (92-XX) 190 Systems theory; control (93-XX) 169 Dynamical systems and ergodic theory (37-XX) 153 Operator theory (47-XX) 146 Computer science (68-XX) 140 Functional analysis (46-XX) 112 Calculus of variations and optimal control; optimization (49-XX) 111 Operations research, mathematical programming (90-XX) 101 Ordinary differential equations (34-XX) 95 Quantum theory (81-XX) 83 Functions of a complex variable (30-XX) 81 Measure and integration (28-XX) 77 Special functions (33-XX) 77 Global analysis, analysis on manifolds (58-XX) 74 Real functions (26-XX) 60 Number theory (11-XX) 59 Group theory and generalizations (20-XX) 59 Convex and discrete geometry (52-XX) 55 Information and communication theory, circuits (94-XX) 52 Harmonic analysis on Euclidean spaces (42-XX) 49 Potential theory (31-XX) 35 Fluid mechanics (76-XX) 33 Differential geometry (53-XX) 26 Approximations and expansions (41-XX) 25 Difference and functional equations (39-XX) 24 Integral equations (45-XX) 24 Relativity and gravitational theory (83-XX) 22 Integral transforms, operational calculus (44-XX) 19 Abstract harmonic analysis (43-XX) 13 Mechanics of deformable solids (74-XX) 11 Topological groups, Lie groups (22-XX) 11 General topology (54-XX) 10 General and overarching topics; collections (00-XX) 10 Order, lattices, ordered algebraic structures (06-XX) 10 Nonassociative rings and algebras (17-XX) 9 Mechanics of particles and systems (70-XX) 8 Algebraic geometry (14-XX) 8 Associative rings and algebras (16-XX) 8 Geometry (51-XX) 8 Manifolds and cell complexes (57-XX) 7 History and biography (01-XX) 7 Several complex variables and analytic spaces (32-XX) 7 Geophysics (86-XX) 6 Mathematical logic and foundations (03-XX) 6 Classical thermodynamics, heat transfer (80-XX) 5 Astronomy and astrophysics (85-XX) 4 Field theory and polynomials (12-XX) 4 Commutative algebra (13-XX) 3 Sequences, series, summability (40-XX) 3 Algebraic topology (55-XX) 2 Category theory; homological algebra (18-XX) 2 Optics, electromagnetic theory (78-XX) Citations by Year