## The Annals of Probability

### An Official Journal of the Institute of Mathematical Statistics

 Short Title: Ann. Probab. Publisher: Institute of Mathematical Statistics (IMS), Beachwood, OH/Bethesda, MD ISSN: 0091-1798; 2168-894X/e Online: http://projecteuclid.org/all/euclid.aop Predecessor: Annals of Mathematical Statistics Comments: Indexed cover-to-cover
 Documents Indexed: 4,541 Publications (since 1973) References Indexed: 2,002 Publications with 53,016 References.
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### Authors

 37 Talagrand, Michel 35 Peres, Yuval 35 Rosen, Jay S. 33 Nualart, David 28 Durrett, Richard Timothy 28 Liggett, Thomas Milton 28 Mason, David M. 27 Burdzy, Krzysztof 27 Klass, Michael J. 24 Hall, Peter Gavin 24 Kuelbs, James D. 24 Zinn, Joel 23 Adler, Robert Joseph 23 Pemantle, Robin 22 Bramson, Maury D. 22 Chen, Zhen-Qing 22 Cox, J. Theodore 22 Giné-Masdéu, Evarist 22 Marcus, Michael B. 22 Pitman, Jim William 22 Samorodnitsky, Gennady Pinkhosovich 21 Griffeath, David 21 Kesten, Harry 21 Zeitouni, Ofer 20 Bass, Richard F. 20 Götze, Friedrich 20 Khoshnevisan, Davar 20 Lai, Tze Leung 20 Le Gall, Jean-François 20 Perkins, Edwin A. 19 Dalang, Robert C. 18 Kurtz, Thomas Gordon 18 Lyons, Russell 18 Müller, Carl E. 18 Pinsky, Ross George 17 Bolthausen, Erwin 17 Chen, Xia 17 Deheuvels, Paul 17 Dembo, Amir 17 Landim, Claudio 16 Benjamini, Itai 16 den Hollander, Frank 16 Deuschel, Jean-Dominique 16 Mytnik, Leonid 16 Röckner, Michael 15 Alexander, Kenneth S. 15 Janson, Svante 15 Lalley, Steven P. 15 Miller, Jason P. 15 Pruitt, William E. 15 Schonmann, Roberto Henrique 15 Seppäläinen, Timo 15 Sheffield, Scott 15 Shi, Zhan 14 Bertoin, Jean 14 Csörgő, Miklós 14 Kallenberg, Olav 14 Mountford, Thomas S. 14 Schramm, Oded 14 Shao, Qi-Man 14 Tindel, Samy 13 Ben Arous, Gérard 13 Berman, Simeon M. 13 Bobkov, Sergey Germanovich 13 Chen, Louis Hsiao-Yun 13 Dawson, Donald Andrew 13 Dupuis, Paul G. 13 Hairer, Martin 13 Lawler, Gregory Francis 13 Nourdin, Ivan 13 Sly, Allan 13 Steif, Jeffrey E. 13 Taqqu, Murad S. 12 Aldous, David John 12 de Acosta, Alejandro D. 12 de Haan, Laurens 12 Fleischmann, Klaus 12 Griffin, Philip S. 12 Jain, Naresh C. 12 Lee, Tzong-Yow 12 Newman, Charles Michael 12 Peccati, Giovanni 12 Protter, Philip Elliott 12 Resnick, Sidney Ira 12 Rosiński, Jan 12 Shepp, Lawrence Alan 12 Sznitman, Alain-Sol 12 Virág, Bálint 12 Yor, Marc 11 Bai, Zhi-Dong 11 Diaconis, Persi Warren 11 Ding, Jian 11 Dudley, Richard Mansfield 11 Dynkin, Evgeniĭ Borisovich 11 Einmahl, Uwe 11 Ferrari, Pablo Augusto 11 Hahn, Marjorie Green 11 Hammond, Alan 11 Kieffer, John Cronan 11 Steele, J. Michael ...and 2,958 more Authors
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### Fields

 4,414 Probability theory and stochastic processes (60-XX) 542 Statistical mechanics, structure of matter (82-XX) 473 Statistics (62-XX) 233 Partial differential equations (35-XX) 211 Measure and integration (28-XX) 187 Combinatorics (05-XX) 102 Dynamical systems and ergodic theory (37-XX) 98 Linear and multilinear algebra; matrix theory (15-XX) 86 Operator theory (47-XX) 85 Functional analysis (46-XX) 83 Potential theory (31-XX) 80 Global analysis, analysis on manifolds (58-XX) 60 Systems theory; control (93-XX) 59 Biology and other natural sciences (92-XX) 57 Real functions (26-XX) 55 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 54 Information and communication theory, circuits (94-XX) 45 Convex and discrete geometry (52-XX) 44 Calculus of variations and optimal control; optimization (49-XX) 40 Harmonic analysis on Euclidean spaces (42-XX) 36 Operations research, mathematical programming (90-XX) 32 Ordinary differential equations (34-XX) 30 Numerical analysis (65-XX) 30 Computer science (68-XX) 29 Functions of a complex variable (30-XX) 29 Special functions (33-XX) 28 Number theory (11-XX) 24 Differential geometry (53-XX) 21 Group theory and generalizations (20-XX) 20 Fluid mechanics (76-XX) 18 Abstract harmonic analysis (43-XX) 16 Quantum theory (81-XX) 15 History and biography (01-XX) 13 Topological groups, Lie groups (22-XX) 13 Approximations and expansions (41-XX) 13 Integral transforms, operational calculus (44-XX) 12 Integral equations (45-XX) 11 Mathematical logic and foundations (03-XX) 9 Order, lattices, ordered algebraic structures (06-XX) 8 General topology (54-XX) 7 Difference and functional equations (39-XX) 7 Sequences, series, summability (40-XX) 5 Geometry (51-XX) 4 Mechanics of deformable solids (74-XX) 4 Relativity and gravitational theory (83-XX) 3 Several complex variables and analytic spaces (32-XX) 2 Algebraic geometry (14-XX) 2 Associative rings and algebras (16-XX) 2 Manifolds and cell complexes (57-XX) 1 Nonassociative rings and algebras (17-XX) 1 Algebraic topology (55-XX) 1 Mechanics of particles and systems (70-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Mathematics education (97-XX)

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4,206 Publications have been cited 79,591 times in 42,075 Documents Cited by Year
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Discrete analogues of self-decomposability and stability. Zbl 0418.60020
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Distribution function inequalities for martingales. Zbl 0301.60035
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Backward stochastic differential equations and partial differential equations with quadratic growth. Zbl 1044.60045
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2000
Reflected solutions of backward SDE’s, and related obstacle problems for PDE’s. Zbl 0899.60047
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Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices. Zbl 1086.15022
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2005
Weak limit theorems for stochastic integrals and stochastic differential equations. Zbl 0742.60053
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1991
Stochastic calculus with respect to Gaussian processes. Zbl 1015.60047
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2001
The continuum random tree. III. Zbl 0791.60009
Aldous, David
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The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator. Zbl 0880.60076
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1997
Random walks on discrete groups: Boundary and entropy. Zbl 0641.60009
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1983
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1973
Residual life time at great age. Zbl 0295.60014
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1974
Occupation densities. Zbl 0499.60081
Geman, Donald; Horowitz, Joseph
1980
Central limit theorems for sequences of multiple stochastic integrals. Zbl 1097.60007
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2005
Poisson approximation for dependent trials. Zbl 0335.60016
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1975
The continuum random tree. I. Zbl 0722.60013
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Conformal invariance of planar loop-erased random walks and uniform spanning trees. Zbl 1126.82011
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2004
Random walks in a random environment. Zbl 0305.60029
Solomon, Fred
1975
Large deviations of sums of independent random variables. Zbl 0418.60033
Nagaev, S. V.
1979
Dependent central limit theorems and invariance principles. Zbl 0287.60025
McLeish, D. L.
1974
Contact interactions on a lattice. Zbl 0334.60052
Harris, T. E.
1974
Ergodic theorems for weakly interacting infinite systems and the voter model. Zbl 0367.60115
Holley, Richard A.; Liggett, Thomas M.
1975
Stopping times and tightness. Zbl 0391.60007
Aldous, David
1978
Two moments suffice for Poisson approximations: The Chen-Stein method. Zbl 0675.60017
Arratia, R.; Goldstein, L.; Gordon, L.
1989
Inequalities for distributions with given marginals. Zbl 0459.62010
Tchen, Andre H.
1980
Boundary value problems and sharp inequalities for martingale transforms. Zbl 0556.60021
Burkholder, D. L.
1984
CLT for linear spectral statistics of large-dimensional sample covariance matrices. Zbl 1063.60022
Bai, Z. D.; Silverstein, Jack W.
2004
Sharper bounds for Gaussian and empirical processes. Zbl 0798.60051
Talagrand, M.
1994
Coalescents with multiple collisions. Zbl 0963.60079
Pitman, Jim
1999
Strict stationarity of generalized autoregressive processes. Zbl 0763.60015
Bougerol, Philippe; Picard, Nico
1992
Conceptual proofs of $$L\log L$$ criteria for mean behavior of branching processes. Zbl 0840.60077
Lyons, Russell; Pemantle, Robin; Peres, Yuval
1995
Central limit theorems for empirical measures. Zbl 0404.60016
Dudley, R. M.
1978
Approximation theorems for independent and weakly dependent random vectors. Zbl 0392.60024
Berkes, Istvan; Philipp, Walter
1979
The tight constant in the Dvoretzky-Kiefer-Wolfowitz inequality. Zbl 0713.62021
Massart, P.
1990
Some concepts of negative dependence. Zbl 0501.62037
Block, Henry W.; Savits, Thomas H.; Shaked, Moshe
1982
A spectral representation for max-stable processes. Zbl 0597.60050
de Haan, Laurens
1984
Stochastic inequalities on partially ordered spaces. Zbl 0371.60013
Kamae, T.; Krengel, U.; O’Brien, G. L.
1977
Domination by product measures. Zbl 0882.60046
Liggett, T. M.; Schonmann, R. H.; Stacey, A. M.
1997
On tail probabilities for martingales. Zbl 0313.60037
Freedman, David A.
1975
Some limit theorems for empirical processes (with discussion). Zbl 0553.60037
Giné, Evarist; Zinn, Joel
1984
Reflected Brownian motion on an orthant. Zbl 0462.60073
Harrison, J. Michael; Reiman, Martin I.
1981
On the gap between deterministic and stochastic ordinary differential equations. Zbl 0391.60056
Sussmann, Hector J.
1978
Exponential and uniform ergodicity of Markov processes. Zbl 0852.60075
Down, D.; Meyn, S. P.; Tweedie, R. L.
1995
Asymptotic error distributions for the Euler method for stochastic differential equations. Zbl 0937.60060
Jacod, Jean; Protter, Philip
1998
Backward stochastic differential equations with reflection and Dynkin games. Zbl 0876.60031
Cvitanić, Jakša; Karatzas, Ioannis
1996
Oriented percolation in two dimensions. Zbl 0567.60095
Durrett, Richard
1984
Uniqueness and universality of the Brownian map. Zbl 1282.60014
Le Gall, Jean-François
2013
Tightness of probabilities on C([0,1];$$S_ p$$) and D([0,1];$$S_ p$$). Zbl 0527.60004
Mitoma, Itaru
1983
Sample functions of the Gaussian process. Zbl 0261.60033
Dudley, R. M.
1973
Invariant manifolds for stochastic partial differential equations. Zbl 1052.60048
Duan, Jinqiao; Lu, Kening; Schmalfuss, Björn
2003
The law of large numbers and the central limit theorem in Banach spaces. Zbl 0368.60022
Hoffmann-Jørgensen, Jørgen; Pisier, G.
1976
Shock models and wear processes. Zbl 0262.60067
Esary, J. D.; Marshall, A. W.; Proschan, F.
1973
Limit of the smallest eigenvalue of a large dimensional sample covariance matrix. Zbl 0779.60026
Bai, Z. D.; Yin, Y. Q.
1993
Limit theory for moving averages of random variables with regularly varying tail probabilities. Zbl 0562.60026
Davis, Richard; Resnick, Sidney
1985
Random matrices: universality of ESDs and the circular law. Zbl 1203.15025
Tao, Terence; Vu, Van; Krishnapur, Manjunath
2010
No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices. Zbl 0937.60017
Bai, Z. D.; Silverstein, Jack W.
1998
A maximal inequality and dependent strong laws. Zbl 0353.60035
McLeish, D. L.
1975
Stationary max-stable fields associated to negative definite functions. Zbl 1208.60051
Kabluchko, Zakhar; Schlather, Martin; de Haan, Laurens
2009
Bootstrapping general empirical measures. Zbl 0706.62017
Giné, Evarist; Zinn, Joel
1990
Random walks and percolation on trees. Zbl 0714.60089
Lyons, Russell
1990
On the Poisson equation and diffusion approximation. I. Zbl 1029.60053
Pardoux, E.; Veretennikov, A. Yu.
2001
Mean-field backward stochastic differential equations: A limit approach. Zbl 1176.60042
Buckdahn, Rainer; Djehiche, Boualem; Li, Juan; Peng, Shige
2009
Large deviations for infinite dimensional stochastic dynamical systems. Zbl 1155.60024
Budhiraja, Amarjit; Dupuis, Paul; Maroulas, Vasileios
2008
Bakry-Émery curvature-dimension condition and Riemannian Ricci curvature bounds. Zbl 1307.49044
Ambrosio, Luigi; Gigli, Nicola; Savaré, Giuseppe
2015
On skew Brownian motion. Zbl 0462.60076
Harrison, J. M.; Shepp, L. A.
1981
On mixing and stability of limit theorems. Zbl 0376.60026
Aldous, D. J.; Eagleson, G. K.
1978
A limit theorem for the norm of random matrices. Zbl 0428.60039
Geman, Stuart
1980
Finitely additive conditional probabilities, conglomerability and disintegrations. Zbl 0302.60002
Dubins, Lester E.
1975
Transportation cost-information inequalities and applications to random dynamical systems and diffusions. Zbl 1061.60011
Djellout, H.; Guillin, A.; Wu, L.
2004
A variational representation for certain functionals of Brownian motion. Zbl 0936.60059
Boué, Michelle; Dupuis, Paul
1998
Strong stationary times via a new form of duality. Zbl 0723.60083
Diaconis, Persi; Fill, James Allen
1990
The Euler scheme for Lévy driven stochastic differential equations. Zbl 0876.60030
Protter, Philip; Talay, Denis
1997
Anticipated backward stochastic differential equations. Zbl 1186.60053
Peng, Shige; Yang, Zhe
2009
When is the Student $$t$$-statistic asymptotically standard normal? Zbl 0958.60023
Giné, Evarist; Götze, Friedrich; Mason, David M.
1997
The concept of normality for fuzzy random variables. Zbl 0583.60011
Puri, Madan L.; Ralescu, Dan A.
1985
Central limit theorems for additive functionals of Markov chains. Zbl 1044.60014
Maxwell, Michael; Woodroofe, Michael
2000
Limit theorems for $$U$$-processes. Zbl 0789.60031
Arcones, Miguel A.; Giné, Evarist
1993
Fractional Cauchy problems on bounded domains. Zbl 1247.60078
Meerschaert, Mark M.; Nane, Erkan; Vellaisamy, P.
2009
Invariant measures for the zero range process. Zbl 0492.60096
Andjel, Enrique Daniel
1982
Weighted empirical and quantile processes. Zbl 0589.60029
Csörgö, Miklós; Csörgö, Sándor; Horváth, Lajos; Mason, David M.
1986
A strong law of large numbers for random compact sets. Zbl 0313.60012
Artstein, Zvi; Vitale, Richard A.
1975
Strong solutions to the stochastic quantization equations. Zbl 1071.81070
Da Prato, Giuseppe; Debussche, Arnaud
2003
An invariance principle for certain dependent sequences. Zbl 0465.60009
Newman, C. M.; Wright, A. L.
1981
Additive set-valued Markov processes and graphical methods. Zbl 0378.60106
Harris, T. E.
1978
The oscillation behavior of empirical processes. Zbl 0489.60038
Stute, Winfried
1982
Large deviations for a general class of random vectors. Zbl 0534.60026
Ellis, Richard S.
1984
Finite exchangeable sequences. Zbl 0434.60034
Diaconis, P.; Freedman, D.
1980
Functional Itō calculus and stochastic integral representation of martingales. Zbl 1272.60031
Cont, Rama; Fournié, David-Antoine
2013
Characterization of the law of the iterated logarithm in Banach spaces. Zbl 0662.60008
Ledoux, M.; Talagrand, M.
1988
Stochastic integration in UMD Banach spaces. Zbl 1121.60060
van Neerven, J. M. A. M.; Veraar, M. C.; Weis, L.
2007
An optimal variance estimate in stochastic homogenization of discrete elliptic equations. Zbl 1215.35025
Gloria, Antoine; Otto, Felix
2011
A geometrical characterization of Banach spaces in which martingale difference sequences are unconditional. Zbl 0474.60036
Burkholder, D. L.
1981
Global $$L_2$$-solutions of stochastic Navier-Stokes equations. Zbl 1098.60062
Mikulevicius, R.; Rozovskii, B. L.
2005
Conformal weldings of random surfaces: SLE and the quantum gravity zipper. Zbl 1388.60144
Sheffield, Scott
2016
Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics. Zbl 1322.93103
Carmona, René; Delarue, François
2015
Strong invariance principles for dependent random variables. Zbl 1166.60307
Wu, Wei Biao
2007
Semicircle law on short scales and delocalization of eigenvectors for Wigner random matrices. Zbl 1175.15028
Erdős, László; Schlein, Benjamin; Yau, Horng-Tzer
2009
The stochastic wave equation in two spatial dimensions. Zbl 0938.60046
Dalang, Robert C.; Frangos, N. E.
1998
The intermediate disorder regime for directed polymers in dimension $$1+1$$. Zbl 1292.82014
Alberts, Tom; Khanin, Konstantin; Quastel, Jeremy
2014
Hidden invariance of last passage percolation and directed polymers. Zbl 1499.60328
Dauvergne, Duncan
2022
Almost-sure exponential mixing of passive scalars by the stochastic Navier-Stokes equations. Zbl 07496861
Bedrossian, Jacob; Blumenthal, Alex; Punshon-Smith, Samuel
2022
Universality of cutoff for graphs with an added random matching. Zbl 1486.05278
Hermon, Jonathan; Sly, Allan; Sousi, Perla
2022
McKean-Vlasov optimal control: the dynamic programming principle. Zbl 1491.49018
Djete, Mao Fabrice; Possamaï, Dylan; Tan, Xiaolu
2022
Local limits of bipartite maps with prescribed face degrees in high genus. Zbl 1487.05240
Budzinski, Thomas; Louf, Baptiste
2022
A phase transition for repeated averages. Zbl 1485.60069
Chatterjee, Sourav; Diaconis, Persi; Sly, Allan; Zhang, Lingfu
2022
Universality of the geodesic tree in last passage percolation. Zbl 1499.60325
Busani, Ofer; Ferrari, Patrik L.
2022
Large $$N$$ limit of the $$O(N)$$ linear sigma model via stochastic quantization. Zbl 1490.60192
Shen, Hao; Smith, Scott A.; Zhu, Rongchan; Zhu, Xiangchan
2022
Cutoff for random lifts of weighted graphs. Zbl 1486.05284
Conchon-Kerjan, Guillaume
2022
Precise local estimates for differential equations driven by fractional Brownian motion: hypoelliptic case. Zbl 07512873
Geng, Xi; Ouyang, Cheng; Tindel, Samy
2022
On multiple SLE for the FK-Ising model. Zbl 1486.60106
Izyurov, Konstantin
2022
An elliptic Harnack inequality for difference equations with random balanced coefficients. Zbl 1494.39011
Berger, Noam; Cohen, Moran; Deuschel, Jean-Dominique; Guo, Xiaoqin
2022
A forward-backward SDE from the 2D nonlinear stochastic heat equation. Zbl 1487.35463
Dunlap, Alexander; Gu, Yu
2022
Multipoint distribution of TASEP. Zbl 1490.60279
Liu, Zhipeng
2022
Scaling and local limits of Baxter permutations and bipolar orientations through coalescent-walk processes. Zbl 07527828
Borga, Jacopo; Maazoun, Mickaël
2022
Forests, cumulants, martingales. Zbl 07527829
2022
Hidden symmetries and limit laws in the extreme order statistics of the Laplace random walk. Zbl 07527835
Pitman, Jim; Tang, Wenpin
2022
Three-halves variation of geodesics in the directed landscape. Zbl 07603477
Dauvergne, Duncan; Sarkar, Sourav; Virág, Bálint
2022
Mean field games master equations with nonseparable Hamiltonians and displacement monotonicity. Zbl 07608249
Gangbo, Wilfrid; Mészáros, Alpár R.; Mou, Chenchen; Zhang, Jianfeng
2022
Color-position symmetry in interacting particle systems. Zbl 1484.60106
Borodin, Alexei; Bufetov, Alexey
2021
The smallest singular value of inhomogeneous square random matrices. Zbl 1467.60010
Livshyts, Galyna V.; Tikhomirov, Konstantin; Vershynin, Roman
2021
Fractal geometry of $$\text{Airy}_2$$ processes coupled via the Airy sheet. Zbl 1457.82165
Basu, Riddhipratim; Ganguly, Shirshendu; Hammond, Alan
2021
Liouville quantum gravity and the Brownian map II: geodesics and continuity of the embedding. Zbl 1478.60045
Miller, Jason; Sheffield, Scott
2021
Local laws and rigidity for Coulomb gases at any temperature. Zbl 1457.82004
Armstrong, Scott; Serfaty, Sylvia
2021
The overlap gap property and approximate message passing algorithms for $$p$$-spin models. Zbl 1470.60277
Gamarnik, David; Jagannath, Aukosh
2021
Survival and extinction of epidemics on random graphs with general degree. Zbl 1478.60254
Bhamidi, Shankar; Nam, Danny; Nguyen, Oanh; Sly, Allan
2021
On stochastic equations with drift in $${L_d}$$. Zbl 1489.60102
Krylov, N. V.
2021
Bulk properties of the Airy line ensemble. Zbl 1484.60107
Dauvergne, Duncan; Virág, Bálint
2021
Freeness over the diagonal for large random matrices. Zbl 1480.15040
Au, Benson; Cébron, Guillaume; Dahlqvist, Antoine; Gabriel, Franck; Male, Camille
2021
On the uniqueness of global multiple SLEs. Zbl 1478.60225
Beffara, Vincent; Peltola, Eveliina; Wu, Hao
2021
Diffusions on a space of interval partitions: Poisson-Dirichlet stationary distributions. Zbl 1486.60100
Forman, Noah; Pal, Soumik; Rizzolo, Douglas; Winkel, Matthias
2021
Random walk on random planar maps: spectral dimension, resistance and displacement. Zbl 1483.60069
Gwynne, Ewain; Miller, Jason
2021
On the derivative martingale in a branching random walk. Zbl 07367505
Buraczewski, Dariusz; Iksanov, Alexander; Mallein, Bastien
2021
Diffusion approximation for fully coupled stochastic differential equations. Zbl 1487.60117
Röckner, Michael; Xie, Longjie
2021
Extremal eigenvalues of critical Erdős-Rényi graphs. Zbl 1467.05236
Alt, Johannes; Ducatez, Raphaël; Knowles, Antti
2021
Eigenvector statistics of Lévy matrices. Zbl 1467.60003
Aggarwal, Amol; Lopatto, Patrick; Marcinek, Jake
2021
Symmetries of stochastic colored vertex models. Zbl 1479.82046
Galashin, Pavel
2021
The Derrida-Retaux conjecture on recursive models. Zbl 1484.60096
Chen, Xinxing; Dagard, Victor; Derrida, Bernard; Hu, Yueyun; Lifshits, Mikhail; Shi, Zhan
2021
The Tutte embedding of the mated-CRT map converges to Liouville quantum gravity. Zbl 1484.60007
Gwynne, Ewain; Miller, Jason; Sheffield, Scott
2021
Asymptotics of the eigenvalues of the Anderson Hamiltonian with white noise potential in two dimensions. Zbl 1468.35041
Chouk, Khalil; van Zuijlen, Willem
2021
Modified log-Sobolev inequalities for strongly log-concave distributions. Zbl 1478.60200
Cryan, Mary; Guo, Heng; Mousa, Giorgos
2021
Optimization of mean-field spin glasses. Zbl 07467487
El Alaoui, Ahmed; Montanari, Andrea; Sellke, Mark
2021
On strong solutions of Itô’s equations with $$\sigma\in W_{\mathtt{d}}^1$$ and $$\mathtt{b}\in{L_{\mathtt{d}}}$$. Zbl 1497.60076
Krylov, N. V.
2021
Universality for critical KCM: finite number of stable directions. Zbl 1490.60272
Hartarsky, Ivailo; Martinelli, Fabio; Toninelli, Cristina
2021
Moment estimates for some renormalized parabolic Anderson models. Zbl 1478.60098
Chen, Xia; Deya, Aurélien; Ouyang, Cheng; Tindel, Samy
2021
Quantitative homogenization of the parabolic and elliptic Green’s functions on percolation clusters. Zbl 1467.35033
Dario, Paul; Gu, Chenlin
2021
KPZ equation correlations in time. Zbl 1467.60045
Corwin, Ivan; Ghosal, Promit; Hammond, Alan
2021
Global well posedness of the two-dimensional stochastic nonlinear wave equation on an unbounded domain. Zbl 1467.35221
Tolomeo, Leonardo
2021
Brownian absolute continuity of the KPZ fixed point with arbitrary initial condition. Zbl 1473.60150
Sarkar, Sourav; Virág, Bálint
2021
2D anisotropic KPZ at stationarity: scaling, tightness and nontriviality. Zbl 1457.60112
Cannizzaro, Giuseppe; Erhard, Dirk; Schönbauer, Philipp
2021
Conformal growth rates and spectral geometry on distributional limits of graphs. Zbl 1482.05319
Lee, James R.
2021
Scaling limits of the three-dimensional uniform spanning tree and associated random walk. Zbl 1486.60019
Angel, O.; Croydon, D. A.; Hernandez-Torres, S.; Shiraishi, D.
2021
A solution to the Monge transport problem for Brownian martingales. Zbl 1475.49056
Ghoussoub, Nassif; Kim, Young-Heon; Palmer, Aaron Zeff
2021
A generalisation of the honeycomb dimer model to higher dimensions. Zbl 1486.60122
Lammers, Piet
2021
Persistence of Gaussian stationary processes: a spectral perspective. Zbl 1487.60077
Feldheim, Naomi; Feldheim, Ohad; Nitzan, Shahaf
2021
Additive functionals as rough paths. Zbl 1487.60143
Deuschel, Jean-Dominique; Orenshtein, Tal; Perkowski, Nicolas
2021
Anti-concentration for subgraph counts in random graphs. Zbl 1467.05242
Fox, Jacob; Kwan, Matthew; Sauermann, Lisa
2021
The annealed spectral sample of Voronoi percolation. Zbl 1498.60393
Vanneuville, Hugo
2021
On words of non-Hermitian random matrices. Zbl 1467.60007
Dubach, Guillaume; Peled, Yuval
2021
Emergence of extended states at zero in the spectrum of sparse random graphs. Zbl 1467.05240
Coste, Simon; Salez, Justin
2021
Local and global geometry of the 2D Ising interface in critical prewetting. Zbl 1484.60109
Ganguly, Shirshendu; Gheissari, Reza
2021
TAP free energy, spin glasses and variational inference. Zbl 1467.60025
Fan, Zhou; Mei, Song; Montanari, Andrea
2021
The 2D-directed spanning forest converges to the Brownian web. Zbl 1476.60021
Coupier, David; Saha, Kumarjit; Sarkar, Anish; Tran, Viet Chi
2021
Limits of sparse configuration models and beyond: graphexes and multigraphexes. Zbl 1481.05138
Borgs, Christian; Chayes, Jennifer T.; Dhara, Souvik; Sen, Subhabrata
2021
On the real Davies’ conjecture. Zbl 1486.15013
Jain, Vishesh; Sah, Ashwin; Sawhney, Mehtaab
2021
Moments of the Riemann zeta function on short intervals of the critical line. Zbl 1497.11194
Arguin, Louis-Pierre; Ouimet, Frédéric; Radziwiłł, Maksym
2021
Convergence of the random abelian sandpile. Zbl 1482.35030
Bou-Rabee, Ahmed
2021
A geometric representation of fragmentation processes on stable trees. Zbl 1494.60015
Thévenin, Paul
2021
Characterization of Brownian Gibbsian line ensembles. Zbl 1479.82045
Dimitrov, Evgeni; Matetski, Konstantin
2021
Chase-escape with death on trees. Zbl 1489.60011
Beckman, Erin; Cook, Keisha; Eikmeier, Nicole; Hernandez-Torres, Sarai; Junge, Matthew
2021
Polarity of almost all points for systems of nonlinear stochastic heat equations in the critical dimension. Zbl 1489.60110
Dalang, Robert C.; Mueller, Carl; Xiao, Yimin
2021
Weak existence and uniqueness for McKean-Vlasov SDEs with common noise. Zbl 07367490
Hammersley, William R. P.; Šiška, David; Szpruch, Łukasz
2021
Cut-off for sandpiles on tiling graphs. Zbl 1467.82045
Hough, Robert; Son, Hyojeong
2021
A rough super-Brownian motion. Zbl 1486.60087
Perkowski, Nicolas; Rosati, Tommaso
2021
Propagation of chaos for mean field rough differential equations. Zbl 1497.60073
Bailleul, Ismaël; Catellier, Rémi; Delarue, François
2021
Small gaps of circular $$\beta$$-ensemble. Zbl 1467.60008
Feng, Renjie; Wei, Dongyi
2021
Rates of convergence to equilibrium for potlatch and smoothing processes. Zbl 1487.60175
Banerjee, Sayan; Burdzy, Krzysztof
2021
A shape theorem for the Orthant model. Zbl 1487.60183
Holmes, Mark; Salisbury, Thomas S.
2021
A nonamenable “factor” of a Euclidean space. Zbl 1483.60017
Timár, Ádám
2021
External diffusion-limited aggregation on a spanning-tree-weighted random planar map. Zbl 1484.60092
Gwynne, Ewain; Pfeffer, Joshua
2021
Spectral edge in sparse random graphs: upper and lower tail large deviations. Zbl 1467.05237
Bhattacharya, Bhaswar B.; Bhattacharya, Sohom; Ganguly, Shirshendu
2021
Domino tilings of the aztec diamond with doubly periodic weightings. Zbl 1491.60066
Berggren, Tomas
2021
Age evolution in the mean field forest fire model via multitype branching processes. Zbl 1491.60173
Crane, Edward; Ráth, Balázs; Yeo, Dominic
2021
From nonlinear Fokker-Planck equations to solutions of distribution dependent SDE. Zbl 1469.60216
Barbu, Viorel; Röckner, Michael
2020
On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients. Zbl 07206753
Hutzenthaler, Martin; Jentzen, Arnulf
2020
The two-dimensional KPZ equation in the entire subcritical regime. Zbl 1444.60061
Caravenna, Francesco; Sun, Rongfeng; Zygouras, Nikos
2020
Averaging dynamics driven by fractional Brownian motion. Zbl 1453.60087
Hairer, Martin; Li, Xue-Mei
2020
The endpoint distribution of directed polymers. Zbl 1444.60087
Bates, Erik; Chatterjee, Sourav
2020
Quenched invariance principle for random walks among random degenerate conductances. Zbl 1450.60064
Bella, Peter; Schäffner, Mathias
2020
Correlated random matrices: band rigidity and edge universality. Zbl 1434.60017
Alt, Johannes; Erdős, László; Krüger, Torben; Schröder, Dominik
2020
Constructing a solution of the $$(2+1)$$-dimensional KPZ equation. Zbl 1434.60148
Chatterjee, Sourav; Dunlap, Alexander
2020
Convergence of transport noise to Ornstein-Uhlenbeck for 2D Euler equations under the enstrophy measure. Zbl 1440.35234
Flandoli, Franco; Luo, Dejun
2020
Confluence of geodesics in Liouville quantum gravity for $$\gamma \in (0,2)$$. Zbl 1453.60141
Gwynne, Ewain; Miller, Jason
2020
From the master equation to mean field game limit theory: large deviations and concentration of measure. Zbl 1445.60025
Delarue, François; Lacker, Daniel; Ramanan, Kavita
2020
Mean field systems on networks, with singular interaction through hitting times. Zbl 1448.82032
2020
The Riemann zeta function and Gaussian multiplicative chaos: statistics on the critical line. Zbl 1469.60162
Saksman, Eero; Webb, Christian
2020
Continuous Breuer-Major theorem: tightness and nonstationarity. Zbl 1468.60043
Campese, Simon; Nourdin, Ivan; Nualart, David
2020
Large deviations for the largest eigenvalue of Rademacher matrices. Zbl 1444.60021
Guionnet, Alice; Husson, Jonathan
2020
An almost sure KPZ relation for SLE and Brownian motion. Zbl 1455.60111
Gwynne, Ewain; Holden, Nina; Miller, Jason
2020
Martingale Benamou-Brenier: a probabilistic perspective. Zbl 1473.60071
Backhoff-Veraguas, Julio; Beiglböck, Mathias; Huesmann, Martin; Källblad, Sigrid
2020
...and 1766 more Documents
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### Cited by 26,101 Authors

 140 Nualart, David 124 Röckner, Michael 121 Peres, Yuval 100 Horváth, Lajos 97 Chen, Zhen-Qing 93 Osękowski, Adam 83 Xiao, Yimin 78 Durrett, Richard Timothy 78 Zhang, Tusheng S. 76 Wang, Feng-Yu 74 Götze, Friedrich 74 van der Hofstad, Remco W. 74 Zeitouni, Ofer 73 Lin, Zhengyan 73 Song, Renming 72 Hashorva, Enkelejd 71 Mikosch, Thomas 70 Peccati, Giovanni 68 Shao, Qi-Man 67 Csörgő, Miklós 67 Khoshnevisan, Davar 64 Russo, Francesco 64 Tudor, Ciprian A. 63 Bai, Zhi-Dong 63 Berkes, István 63 Nourdin, Ivan 63 Taqqu, Murad S. 62 Samorodnitsky, Gennady Pinkhosovich 61 Janson, Svante 61 Yor, Marc 60 Peligrad, Magda 60 Pitman, Jim William 60 Tindel, Samy 59 Benjamini, Itai 59 Diaconis, Persi Warren 59 Mason, David M. 59 Yan, Litan 59 Zhang, Li-Xin 58 Kyprianou, Andreas E. 57 Albeverio, Sergio A. 57 Hall, Peter Gavin 57 Rosalsky, Andrew 57 Wang, Jian 56 Borodin, Alexei 56 den Hollander, Frank 56 Kabluchko, Zakhar A. 55 Bobkov, Sergey Germanovich 55 Landim, Claudio 55 Ouknine, Youssef 54 Bertoin, Jean 54 Brzeźniak, Zdzisław 54 Budhiraja, Amarjit S. 54 Burdzy, Krzysztof 54 Flandoli, Franco 54 Kim, Panki 54 Mountford, Thomas S. 54 Zhang, Xicheng 52 Thäle, Christoph 51 Li, Deli 51 Sidoravicius, Vladas 50 Ferrari, Pablo Augusto 50 Iksanov, Aleksander M. 50 Pardoux, Etienne 49 Erdős, László 49 Shi, Zhan 48 Devroye, Luc P. J. A. 48 Leonenko, Nikolai N. 48 Merlevède, Florence 48 Resnick, Sidney Ira 48 Seppäläinen, Timo 47 Friz, Peter Karl 47 Hairer, Martin 47 Le Gall, Jean-François 47 Meerschaert, Mark Marvin 47 Xiong, Jie 46 Bouzebda, Salim 46 Deheuvels, Paul 46 Dembo, Amir 45 Aldous, David John 45 Csáki, Endre 45 Hu, Yaozhong 45 Maller, Ross Arthur 45 Ren, Yanxia 44 Corwin, Ivan Z. 44 Duan, Jinqiao 44 Guillin, Arnaud 44 Miller, Jason P. 44 Yang, Weiguo 43 Dedecker, Jérôme 43 Surgailis, Donatas 43 Wang, Yuebao 43 Weiß, Christian H. 42 Curien, Nicolas 42 Dalang, Robert C. 42 Ding, Jian 42 Duminil-Copin, Hugo 42 Falk, Michael 42 Révész, Pál 42 Sheffield, Scott 41 Bollobás, Béla ...and 26,001 more Authors
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### Cited in 1,008 Journals

 2,734 Stochastic Processes and their Applications 1,762 Statistics & Probability Letters 1,689 The Annals of Probability 1,483 Probability Theory and Related Fields 1,099 Journal of Statistical Physics 1,098 The Annals of Applied Probability 974 Journal of Theoretical Probability 750 Journal of Multivariate Analysis 712 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 654 Bernoulli 651 Communications in Mathematical Physics 605 Journal of Mathematical Analysis and Applications 600 The Annals of Statistics 573 Journal of Functional Analysis 565 Journal of Statistical Planning and Inference 543 Communications in Statistics. Theory and Methods 527 Journal of Applied Probability 524 Electronic Journal of Probability 498 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 463 Stochastic Analysis and Applications 451 Transactions of the American Mathematical Society 411 Advances in Applied Probability 337 Journal of Econometrics 320 Proceedings of the American Mathematical Society 284 Potential Analysis 282 Lithuanian Mathematical Journal 276 Electronic Journal of Statistics 269 Stochastics 263 Journal of Differential Equations 257 Journal of Mathematical Physics 253 Stochastics and Dynamics 242 Advances in Mathematics 226 Electronic Communications in Probability 213 Annals of the Institute of Statistical Mathematics 206 Journal of Mathematical Sciences (New York) 202 Comptes Rendus. Mathématique. Académie des Sciences, Paris 196 Extremes 194 ALEA. Latin American Journal of Probability and Mathematical Statistics 186 Insurance Mathematics & Economics 182 Israel Journal of Mathematics 173 Applied Mathematics and Optimization 172 Econometric Theory 166 Queueing Systems 166 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 163 Methodology and Computing in Applied Probability 157 Statistics 157 Acta Mathematica Sinica. English Series 148 Random Structures & Algorithms 144 SIAM Journal on Control and Optimization 140 Computational Statistics and Data Analysis 139 Journal of Nonparametric Statistics 130 Journal of Computational and Applied Mathematics 130 Science China. Mathematics 125 Ergodic Theory and Dynamical Systems 123 Stochastic and Partial Differential Equations. Analysis and Computations 120 Metrika 119 Journal of Statistical Mechanics: Theory and Experiment 118 Journal of Mathematical Biology 118 Theoretical Population Biology 118 Finance and Stochastics 117 Probability in the Engineering and Informational Sciences 116 Infinite Dimensional Analysis, Quantum Probability and Related Topics 113 Sequential Analysis 113 Random Matrices: Theory and Applications 112 Combinatorics, Probability and Computing 108 Acta Mathematicae Applicatae Sinica. English Series 108 Journal of Inequalities and Applications 106 Theory of Probability and its Applications 106 Applied Mathematics and Computation 106 Stochastic Models 98 Acta Applicandae Mathematicae 97 The Canadian Journal of Statistics 97 Linear Algebra and its Applications 96 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 95 SIAM Journal on Mathematical Analysis 94 Journal of the Korean Statistical Society 93 Test 93 International Journal of Theoretical and Applied Finance 91 Advances in Applied Mathematics 91 Journal of Time Series Analysis 91 Statistical Papers 88 Physica A 88 International Journal of Approximate Reasoning 88 Statistical Inference for Stochastic Processes 85 Duke Mathematical Journal 85 European Journal of Operational Research 85 Journal of Statistical Computation and Simulation 85 Discrete and Continuous Dynamical Systems 85 Annales Henri Poincaré 85 Frontiers of Mathematics in China 84 Stochastics 84 Communications in Statistics. Simulation and Computation 82 Communications on Pure and Applied Mathematics 82 Inventiones Mathematicae 82 Bulletin des Sciences Mathématiques 81 Acta Mathematica Hungarica 80 Brazilian Journal of Probability and Statistics 79 Mathematical Proceedings of the Cambridge Philosophical Society 78 Mathematics of Operations Research 78 Journal de Mathématiques Pures et Appliquées. Neuvième Série ...and 908 more Journals
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### Cited in 63 Fields

 30,168 Probability theory and stochastic processes (60-XX) 9,195 Statistics (62-XX) 4,092 Statistical mechanics, structure of matter (82-XX) 3,389 Partial differential equations (35-XX) 2,969 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2,274 Combinatorics (05-XX) 1,822 Numerical analysis (65-XX) 1,701 Dynamical systems and ergodic theory (37-XX) 1,319 Systems theory; control (93-XX) 1,314 Operations research, mathematical programming (90-XX) 1,277 Biology and other natural sciences (92-XX) 1,211 Functional analysis (46-XX) 1,154 Linear and multilinear algebra; matrix theory (15-XX) 1,150 Computer science (68-XX) 1,055 Measure and integration (28-XX) 1,019 Operator theory (47-XX) 913 Calculus of variations and optimal control; optimization (49-XX) 696 Ordinary differential equations (34-XX) 628 Quantum theory (81-XX) 596 Global analysis, analysis on manifolds (58-XX) 565 Harmonic analysis on Euclidean spaces (42-XX) 519 Real functions (26-XX) 514 Convex and discrete geometry (52-XX) 493 Potential theory (31-XX) 485 Information and communication theory, circuits (94-XX) 442 Fluid mechanics (76-XX) 402 Differential geometry (53-XX) 377 Number theory (11-XX) 341 Group theory and generalizations (20-XX) 324 Functions of a complex variable (30-XX) 314 Special functions (33-XX) 215 Approximations and expansions (41-XX) 198 Abstract harmonic analysis (43-XX) 186 Integral equations (45-XX) 183 Mathematical logic and foundations (03-XX) 180 Topological groups, Lie groups (22-XX) 164 Integral transforms, operational calculus (44-XX) 159 Difference and functional equations (39-XX) 109 General topology (54-XX) 93 Mechanics of particles and systems (70-XX) 93 Geophysics (86-XX) 83 History and biography (01-XX) 78 Order, lattices, ordered algebraic structures (06-XX) 70 Mechanics of deformable solids (74-XX) 67 Relativity and gravitational theory (83-XX) 62 Classical thermodynamics, heat transfer (80-XX) 60 Manifolds and cell complexes (57-XX) 55 Algebraic geometry (14-XX) 53 Geometry (51-XX) 52 Sequences, series, summability (40-XX) 50 General and overarching topics; collections (00-XX) 48 Associative rings and algebras (16-XX) 44 Several complex variables and analytic spaces (32-XX) 43 Nonassociative rings and algebras (17-XX) 41 Algebraic topology (55-XX) 32 Optics, electromagnetic theory (78-XX) 17 Astronomy and astrophysics (85-XX) 15 Commutative algebra (13-XX) 13 Category theory; homological algebra (18-XX) 9 Field theory and polynomials (12-XX) 7 Mathematics education (97-XX) 2 General algebraic systems (08-XX) 2 $$K$$-theory (19-XX)