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Probability Surveys

Short Title: Probab. Surv.
Publisher: Sponsored by Institute of Mathematical Statistics, Beachwood, OH; Bernoulli Society
ISSN: 1549-5787/e
Online: https://projecteuclid.org/journals/probability-surveys/issues
Comments: Journal; Indexed cover-to-cover; Published electronic only as of Vol. 1 (2004). This journal is available open access.
Documents Indexed: 154 Publications (since 2004)
References Indexed: 92 Publications with 7,523 References.
all top 5

Authors

6 Yor, Marc
5 Janson, Svante
3 Bingham, Nicholas Hugh
3 Ginovyan, Mamikon S.
3 Novak, Serguei Yu.
2 Duminil-Copin, Hugo
2 Gnedin, Alexander V.
2 Grimmett, Geoffrey R.
2 Jerrum, Mark R.
2 Kawai, Reiichiro
2 Lawler, Gregory Francis
2 Lejay, Antoine
2 Ley, Christophe
2 Matsumoto, Hiroyuki
2 Taqqu, Murad S.
2 Virág, Bálint
2 Whitt, Ward
2 Yano, Kouji
1 Aldous, David John
1 Alexanderian, Alen
1 Applebaum, David B.
1 Arratia, Richard Alejandro
1 Astrauskas, Arvydas
1 Austin, Tim D.
1 Babayan, Nikolay M.
1 Barman, Kalyan
1 Bass, Richard F.
1 Bauerschmidt, Roland
1 Beffara, Vincent
1 Beliaev, Dmitri B.
1 Berger, Arno
1 Bertoin, Jean
1 Bignamini, Davide A.
1 Biskup, Marek
1 Bobkov, Sergey Germanovich
1 Bodineau, Thierry
1 Bordenave, Charles
1 Borkar, Vivek Shripad
1 Borodin, Alexei
1 Bouzianis, George
1 Bradley, Richard C. jun.
1 Bramson, Maury D.
1 Brémont, Julien
1 Bruss, Franz Thomas
1 Brydges, David C.
1 Buckley, F. M.
1 Caballero, María Emilia
1 Čekanavičius, Vydas
1 Chafaï, Djalil
1 Chatterjee, Sourav
1 Chen, Louis Hsiao-Yun
1 Chessari, Jared
1 Dagallier, Benoit
1 Darling, Richard W. R.
1 Dauvergne, Duncan
1 de la Peña, Victor H.
1 Deaconu, Madalina
1 Diaconis, Persi Warren
1 Döring, Hanna
1 Dotti, Sylvain
1 Doukhan, Paul
1 Downarowicz, Tomasz
1 Dubédat, Julien
1 Dyer, Martin E.
1 Engländer, János
1 Fakhfakh, Raouf
1 Faris, William G.
1 Ferrari, Pablo Augusto
1 Ferrari, Simone
1 Feyel, Denis
1 Fleermann, Michael
1 Földes, Juraj
1 Fornaro, Simona
1 Forrester, Peter J.
1 Foss, Sergey G.
1 Fredes, Luis
1 Gagnebin, Maxime
1 Goldberg, Leslie Ann
1 Goldenshluger, Alexander
1 Goldstein, Larry
1 Guionnet, Alice
1 Häggström, Olle
1 Hammond, Alan
1 Hansen, Ben
1 Harel, Matan
1 Herzog, David P.
1 Hildebrand, Martin V.
1 Hill, Theodore Preston
1 Hirsch, Francis
1 Holmgren, Cecilia Ingrid
1 Hough, J. Ben
1 Howard, Steven R.
1 Hughston, Lane P.
1 Hwang, Hsien-Kuei
1 Ibragimov, Rustam
1 Imbrie, John Z.
1 Jaimungal, Sebastian
1 James, Lancelot F.
1 Járai, Antal A.
1 Jonasson, Johan
...and 132 more Authors
all top 5

Fields

146 Probability theory and stochastic processes (60-XX)
21 Statistical mechanics, structure of matter (82-XX)
18 Statistics (62-XX)
15 Combinatorics (05-XX)
7 Linear and multilinear algebra; matrix theory (15-XX)
7 Functional analysis (46-XX)
6 Partial differential equations (35-XX)
6 Computer science (68-XX)
6 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
5 Measure and integration (28-XX)
5 Functions of a complex variable (30-XX)
4 Number theory (11-XX)
4 Dynamical systems and ergodic theory (37-XX)
4 Operator theory (47-XX)
4 Numerical analysis (65-XX)
4 Systems theory; control (93-XX)
3 Calculus of variations and optimal control; optimization (49-XX)
3 Fluid mechanics (76-XX)
3 Biology and other natural sciences (92-XX)
2 Ordinary differential equations (34-XX)
2 Difference and functional equations (39-XX)
2 Harmonic analysis on Euclidean spaces (42-XX)
1 General and overarching topics; collections (00-XX)
1 Group theory and generalizations (20-XX)
1 Real functions (26-XX)
1 Special functions (33-XX)
1 Integral transforms, operational calculus (44-XX)
1 Geometry (51-XX)
1 Convex and discrete geometry (52-XX)
1 General topology (54-XX)
1 Mechanics of particles and systems (70-XX)
1 Mechanics of deformable solids (74-XX)
1 Classical thermodynamics, heat transfer (80-XX)
1 Quantum theory (81-XX)
1 Relativity and gravitational theory (83-XX)
1 Operations research, mathematical programming (90-XX)
1 Information and communication theory, circuits (94-XX)

Publications by Year

Citations contained in zbMATH Open

139 Publications have been cited 4,999 times in 4,519 Documents Cited by Year
Basic properties of strong mixing conditions. A survey and some open questions. Zbl 1189.60077
Bradley, Richard C.
371
2005
General state space Markov chains and MCMC algorithms. Zbl 1189.60131
Roberts, Gareth O.; Rosenthal, Jeffrey S.
239
2004
Gaussian multiplicative chaos and applications: a review. Zbl 1316.60073
Rhodes, Rémi; Vargas, Vincent
206
2014
A survey of random processes with reinforcement. Zbl 1189.60138
Pemantle, Robin
204
2007
Determinantal processes and independence. Zbl 1189.60101
Ben Hough, J.; Krishnapur, Manjunath; Peres, Yuval; Virág, Bálint
171
2006
Fundamentals of Stein’s method. Zbl 1245.60033
Ross, Nathan
166
2011
Random trees and applications. Zbl 1189.60161
Le Gall, Jean-François
155
2005
The Skorokhod embedding problem and its offspring. Zbl 1189.60088
Obłój, Jan
124
2004
On the Markov chain central limit theorem. Zbl 1189.60129
Jones, Galin L.
123
2004
On the constructions of the skew Brownian motion. Zbl 1189.60145
Lejay, Antoine
117
2006
Simply generated trees, conditioned Galton-Watson trees, random allocations and condensation. Zbl 1244.60013
Janson, Svante
116
2012
Around the circular law. Zbl 1243.15022
Bordenave, Charles; Chafaï, Djalil
115
2012
Exponential functionals of Brownian motion. I: Probability laws at fixed time. Zbl 1189.60150
Matsumoto, Hiroyuki; Yor, Marc
106
2005
Recent progress on the random conductance model. Zbl 1245.60098
Biskup, Marek
106
2011
Quasi-stationary distributions and population processes. Zbl 1261.92056
Méléard, Sylvie; Villemonais, Denis
104
2012
Exponential functionals of Lévy processes. Zbl 1189.60096
Bertoin, Jean; Yor, Marc
96
2005
Martingale proofs of many-server heavy-traffic limits for Markovian queues. Zbl 1189.60067
Pang, Guodong; Talreja, Rishi; Whitt, Ward
94
2007
Differential equation approximations for Markov chains. Zbl 1189.60152
Darling, R. W. R.; Norris, J. R.
88
2008
On the notion(s) of duality for Markov processes. Zbl 1292.60077
Jansen, Sabine; Kurt, Noemi
81
2014
Orthogonal polynomial ensembles in probability theory. Zbl 1189.60024
König, Wolfgang
75
2005
Recent advances in invariance principles for stationary sequences. Zbl 1189.60078
Merlevède, Florence; Peligrad, Magda; Utev, Sergey
70
2006
Notes on the occupancy problem with infinitely many boxes: general asymptotics and power laws. Zbl 1189.60050
Gnedin, Alexander; Hansen, Ben; Pitman, Jim
69
2007
Brownian excursion area, wright’s constants in graph enumeration, and other Brownian areas. Zbl 1189.60147
Janson, Svante
67
2007
Stability of queueing networks. Zbl 1189.60005
Bramson, Maury
65
2008
Integrable probability: from representation theory to MacDonald processes. Zbl 1295.82023
Borodin, Alexei; Petrov, Leonid
64
2014
Localization and delocalization of random interfaces. Zbl 1189.82051
Velenik, Yvan
60
2006
Stein’s method for comparison of univariate distributions. Zbl 1406.60010
Ley, Christophe; Reinert, Gesine; Swan, Yvik
59
2017
Proofs of the martingale FCLT. Zbl 1189.60070
Whitt, Ward
56
2007
Stochastic differential equations with jumps. Zbl 1189.60114
Bass, Richard F.
55
2004
Ruin models with investment income. Zbl 1189.91077
Paulsen, Jostein
55
2008
Exponential functionals of Brownian motion. II: Some related diffusion processes. Zbl 1189.91232
Matsumoto, Hiroyuki; Yor, Marc
53
2005
Regularly varying measures on metric spaces: hidden regular variation and hidden jumps. Zbl 1317.60007
Lindskog, Filip; Resnick, Sidney I.; Roy, Joyjit
53
2014
On exchangeable random variables and the statistics of large graphs and hypergraphs. Zbl 1189.60020
Austin, Tim
52
2008
Exchangeable pairs and Poisson approximation. Zbl 1189.60072
Chatterjee, Sourav; Diaconis, Persi; Meckes, Elizabeth
48
2005
Stochastic analysis of Bernoulli processes. Zbl 1189.60089
Privault, Nicolas
44
2008
Fractional Gaussian fields: a survey. Zbl 1334.60055
Lodhia, Asad; Sheffield, Scott; Sun, Xin; Watson, Samuel S.
42
2016
An essay on the general theory of stochastic processes. Zbl 1189.60076
Nikeghbali, Ashkan
40
2006
Generalized gamma convolutions, Dirichlet means, Thorin measures, with explicit examples. Zbl 1189.60035
James, Lancelot F.; Roynette, Bernard; Yor, Marc
39
2008
Uniqueness and non-uniqueness in percolation theory. Zbl 1189.60175
Häggström, Olle; Jonasson, Johan
38
2006
Proof(s) of the Lamperti representation of continuous-state branching processes. Zbl 1194.60053
Caballero, Ma. Emilia; Lambert, Amaury; Uribe Bravo, Gerónimo
36
2009
Opinion exchange dynamics. Zbl 1376.91131
Mossel, Elchanan; Tamuz, Omer
35
2017
Markov chain comparison. Zbl 1189.60135
Dyer, Martin; Goldberg, Leslie Ann; Jerrum, Mark; Martin, Russell
30
2006
Size bias for one and all. Zbl 1427.60002
Arratia, Richard; Goldstein, Larry; Kochman, Fred
30
2019
Level crossings and other level functionals of stationary Gaussian processes. Zbl 1189.60079
Kratz, Marie F.
28
2006
Fringe trees, Crump-Mode-Jagers branching processes and \(m\)-ary search trees. Zbl 1406.60120
Holmgren, Cecilia; Janson, Svante
28
2017
The Bethe ansatz for the six-vertex and XXZ models: an exposition. Zbl 1430.60080
Duminil-Copin, Hugo; Gagnebin, Maxime; Harel, Matan; Manolescu, Ioan; Tassion, Vincent
27
2018
Controlled diffusion processes. Zbl 1189.93143
Borkar, Vivek S.
26
2005
A lecture on the averaging process. Zbl 1245.60088
Aldous, David; Lanoue, Daniel
26
2012
Self-normalized limit theorems: a survey. Zbl 1286.60029
Shao, Qi-Man; Wang, Qiying
25
2013
Szegő’s theorem and its probabilistic descendants. Zbl 1285.60037
Bingham, N. H.
25
2012
Nonclassical stochastic flows and continuous products. Zbl 1189.60082
Tsirelson, Boris
24
2004
Moments of gamma type and the Brownian supremum process area. Zbl 1194.60019
Janson, Svante
24
2010
Limit theorems for discrete-time metapopulation models. Zbl 1194.60024
Buckley, F. M.; Pollett, P. K.
24
2010
Sandpile models. Zbl 1409.60144
Járai, Antal A.
24
2018
Conformal restriction and related questions. Zbl 1189.60032
Werner, Wendelin
23
2005
On some recent aspects of stochastic control and their applications. Zbl 1189.93146
Pham, Huyên
23
2005
A basic theory of Benford’s law. Zbl 1245.60016
Berger, Arno; Hill, Theodore P.
23
2011
Functional integral representations for self-avoiding walk. Zbl 1193.82014
Brydges, David C.; Imbrie, John Z.; Slade, Gordon
22
2009
Limits of random tree-like discrete structures. Zbl 1454.60019
Stufler, Benedikt
22
2020
Metastable Markov chains. Zbl 1491.60131
Landim, Claudio
22
2019
Existence and spatial limit theorems for lattice and continuum particle systems. Zbl 1189.60183
Penrose, Mathew D.
19
2008
Time-uniform Chernoff bounds via nonnegative supermartingales. Zbl 1456.60054
Howard, Steven R.; Ramdas, Aaditya; McAuliffe, Jon; Sekhon, Jasjeet
19
2020
Tail behaviour of multiple random integrals and \(U\)-statistics. Zbl 1189.60061
Major, Péter
18
2005
The notion of \(\psi \)-weak dependence and its applications to bootstrapping time series. Zbl 1189.60043
Doukhan, Paul; Neumann, Michael H.
18
2008
Reciprocal processes. A measure-theoretical point of view. Zbl 1317.60004
Léonard, Christian; Rœlly, Sylvie; Zambrini, Jean-Claude
18
2014
Large deviations and stochastic calculus for large random matrices. Zbl 1189.60059
Guionnet, Alice
17
2004
A survey of results for deletion channels and related synchronization channels. Zbl 1189.94058
Mitzenmacher, Michael
17
2009
Combinatorics and cluster expansions. Zbl 1191.82009
Faris, William G.
16
2010
Characterizations of GIG laws: a survey. Zbl 1296.60027
Efoévi Koudou, Angelo; Ley, Christophe
15
2014
Poisson approximation. Zbl 1422.60028
Novak, S. Y.
15
2019
Activated Random Walks on \(\mathbb{Z}^d\). Zbl 1454.60144
Rolla, Leonardo T.
15
2020
Quantile coupling inequalities and their applications. Zbl 1307.62036
Mason, David M.; Zhou, Harrison H.
15
2012
Probability & incompressible Navier-Stokes equations: an overview of some recent developments. Zbl 1189.76424
Waymire, Edward C.
14
2005
Infinite dimensional Ornstein-Uhlenbeck processes driven by Lévy processes. Zbl 1323.60104
Applebaum, David
14
2015
A survey of results on random random walks on finite groups. Zbl 1189.60016
Hildebrand, Martin
13
2005
Regeneration in random combinatorial structures. Zbl 1204.60028
Gnedin, Alexander V.
12
2010
Distribution of the sum-of-digits function of random integers: a survey. Zbl 1327.60029
Chen, Louis H. Y.; Hwang, Hsien-Kuei; Zacharovas, Vytas
12
2014
Conformally invariant scaling limits in planar critical percolation. Zbl 1245.60096
Sun, Nike
12
2011
Multivariate prediction and matrix Szegő theory. Zbl 1285.60038
Bingham, N. H.
12
2012
Branching diffusions, superdiffusions and random media. Zbl 1189.60143
Engländer, János
11
2007
Topics in loop measures and the loop-erased walk. Zbl 1390.60301
Lawler, Gregory F.
11
2018
Planar percolation with a glimpse of Schramm-Loewner evolution. Zbl 1283.60118
Beffara, Vincent; Duminil-Copin, Hugo
11
2013
Bougerol’s identity in law and extensions. Zbl 1278.60125
Vakeroudis, Stavros
11
2012
Pseudo-maximization and self-normalized processes. Zbl 1189.60057
De La Peña, Victor H.; Klass, Michael J.; Lai, Tze Leung
10
2007
Topics on abelian spin models and related problems. Zbl 1243.82020
Dubédat, Julien
10
2011
Equivalences and counterexamples between several definitions of the uniform large deviations principle. Zbl 1481.60068
Salins, Michael
10
2019
The trace problem for Toeplitz matrices and operators and its impact in probability. Zbl 1348.60054
Ginovyan, Mamikon S.; Sahakyan, Artur A.; Taqqu, Murad S.
9
2014
Large deviations of Schramm-Loewner evolutions: a survey. Zbl 1504.60044
Wang, Yilin
9
2022
The realization of positive random variables via absolutely continuous transformations of measure on Wiener space. Zbl 1189.60110
Feyel, D.; Üstünel, A. S.; Zakai, M.
8
2006
On moment sequences and mixed Poisson distributions. Zbl 1377.60021
Kuba, Markus; Panholzer, Alois
8
2016
From extreme values of i.i.d. random fields to extreme eigenvalues of finite-volume Anderson Hamiltonian. Zbl 1350.60046
Astrauskas, Arvydas
8
2016
TASEP hydrodynamics using microscopic characteristics. Zbl 1434.60288
Ferrari, Pablo A.
8
2018
Scaling limits and the Schramm-Loewner evolution. Zbl 1245.60078
Lawler, Gregory F.
7
2011
Some algebraic structures in KPZ universality. Zbl 1506.05217
Zygouras, Nikos
7
2022
Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences. Zbl 1451.60039
Viitasaari, Lauri
7
2019
Recent progress in combinatorial random matrix theory. Zbl 1531.60012
Vu, Van H.
7
2021
Three theorems in discrete random geometry. Zbl 1245.60093
Grimmett, Geoffrey
6
2011
Copulas and long memory. Zbl 1386.60250
Ibragimov, Rustam; Lentzas, George
6
2017
Around Tsirelson’s equation, or: the evolution process may not explain everything. Zbl 1328.60170
Yano, Kouji; Yor, Marc
6
2015
On spectral methods for variance based sensitivity analysis. Zbl 1279.62194
Alexanderian, Alen
6
2013
Numerical methods for backward stochastic differential equations: a survey. Zbl 1515.65023
Chessari, Jared; Kawai, Reiichiro; Shinozaki, Yuji; Yamada, Toshihiro
6
2023
Maximal inequalities and some applications. Zbl 1515.60064
Kühn, Franziska; Schilling, René L.
3
2023
Tensor- and spinor-valued random fields with applications to continuum physics and cosmology. Zbl 1502.60078
Malyarenko, Anatoliy; Ostoja-Starzewski, Martin
3
2023
Proof methods in random matrix theory. Zbl 1522.60017
Fleermann, Michael; Kirsch, Werner
2
2023
\( L_2\)-small ball asymptotics for Gaussian random functions: a survey. Zbl 1517.60041
Nazarov, Alexander; Petrova, Yulia
2
2023
A review of exact results for fluctuation formulas in random matrix theory. Zbl 07665513
Forrester, Peter J.
2
2023
From Markov processes to semimartingales. Zbl 1525.60102
Schnurr, Alexander; Rickelhoff, Sebastian
1
2023
On homogeneous and oscillating random walks on the integers. Zbl 1515.60092
Brémont, Julien
1
2023
The method of stochastic characteristics for linear second-order hypoelliptic equations. Zbl 1515.60247
Földes, Juraj; Herzog, David P.
1
2023
Large deviations of Schramm-Loewner evolutions: a survey. Zbl 1504.60044
Wang, Yilin
9
2022
Some algebraic structures in KPZ universality. Zbl 1506.05217
Zygouras, Nikos
7
2022
Geometry of information structures, strategic measures and associated stochastic control topologies. Zbl 1498.93785
Saldi, Naci; Yüksel, Serdar
5
2022
A unified approach to Stein’s method for stable distributions. Zbl 1504.60025
Upadhye, Neelesh S.; Barman, Kalyan
3
2022
RSK in last passage percolation: a unified approach. Zbl 1487.05272
Dauvergne, Duncan; Nica, Mihai; Virág, Bálint
3
2022
The method of cumulants for the normal approximation. Zbl 1493.60047
Döring, Hanna; Jansen, Sabine; Schubert, Kristina
3
2022
A survey on the effects of free and Boolean convolutions on Cauchy-Stieltjes kernel families. Zbl 1494.60020
Fakhfakh, Raouf
2
2022
Floating bodies and approximation of convex bodies by polytopes. Zbl 1489.52008
Werner, Elisabeth M.
1
2022
Infinite convolutions of probability measures on Polish semigroups. Zbl 1497.60007
Yano, Kouji
1
2022
Compound Poisson approximation. Zbl 1489.60029
Čekanavičius, V.; Novak, S. Y.
1
2022
Recent progress in combinatorial random matrix theory. Zbl 1531.60012
Vu, Van H.
7
2021
Numerical aspects of shot noise representation of infinitely divisible laws and related processes. Zbl 1469.60063
Yuan, Sida; Kawai, Reiichiro
5
2021
On universal algorithms for classifying and predicting stationary processes. Zbl 1479.60080
Morvai, Gusztáv; Weiss, Benjamin
4
2021
The BRS-inequality and its applications. Zbl 1475.60043
Bruss, F. Thomas
2
2021
Lévy-Ito models in finance. Zbl 1480.91286
Bouzianis, George; Hughston, Lane P.; Jaimungal, Sebastian; Sánchez-Betancourt, Leandro
2
2021
Poisson approximation. Addendum. Zbl 1487.60055
Novak, S. Y.
1
2021
Limits of random tree-like discrete structures. Zbl 1454.60019
Stufler, Benedikt
22
2020
Time-uniform Chernoff bounds via nonnegative supermartingales. Zbl 1456.60054
Howard, Steven R.; Ramdas, Aaditya; McAuliffe, Jon; Sekhon, Jasjeet
19
2020
Activated Random Walks on \(\mathbb{Z}^d\). Zbl 1454.60144
Rolla, Leonardo T.
15
2020
Random self-similar trees: a mathematical theory of Horton laws. Zbl 1434.05037
Kovchegov, Yevgeniy; Zaliapin, Ilya
5
2020
A unified approach for solving sequential selection problems. Zbl 1446.60036
Goldenshluger, Alexander; Malinovsky, Yaakov; Zeevi, Assaf
4
2020
The infinite extendibility problem for exchangeable real-valued random vectors. Zbl 1459.60078
Mai, Jan-Frederik
3
2020
Local characteristics and tangency of vector-valued martingales. Zbl 1459.60091
Yaroslavtsev, Ivan S.
2
2020
Size bias for one and all. Zbl 1427.60002
Arratia, Richard; Goldstein, Larry; Kochman, Fred
30
2019
Metastable Markov chains. Zbl 1491.60131
Landim, Claudio
22
2019
Poisson approximation. Zbl 1422.60028
Novak, S. Y.
15
2019
Equivalences and counterexamples between several definitions of the uniform large deviations principle. Zbl 1481.60068
Salins, Michael
10
2019
Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences. Zbl 1451.60039
Viitasaari, Lauri
7
2019
Mathematical models of gene expression. Zbl 1448.92080
Robert, Philippe
2
2019
The Bethe ansatz for the six-vertex and XXZ models: an exposition. Zbl 1430.60080
Duminil-Copin, Hugo; Gagnebin, Maxime; Harel, Matan; Manolescu, Ioan; Tassion, Vincent
27
2018
Sandpile models. Zbl 1409.60144
Járai, Antal A.
24
2018
Topics in loop measures and the loop-erased walk. Zbl 1390.60301
Lawler, Gregory F.
11
2018
TASEP hydrodynamics using microscopic characteristics. Zbl 1434.60288
Ferrari, Pablo A.
8
2018
On the scaling limits of weakly asymmetric bridges. Zbl 1409.60145
Labbé, Cyril
3
2018
Equidistribution, uniform distribution: a probabilist’s perspective. Zbl 1395.60001
Limic, Vlada; Limić, Nedžad
2
2018
Stein’s method for comparison of univariate distributions. Zbl 1406.60010
Ley, Christophe; Reinert, Gesine; Swan, Yvik
59
2017
Opinion exchange dynamics. Zbl 1376.91131
Mossel, Elchanan; Tamuz, Omer
35
2017
Fringe trees, Crump-Mode-Jagers branching processes and \(m\)-ary search trees. Zbl 1406.60120
Holmgren, Cecilia; Janson, Svante
28
2017
Copulas and long memory. Zbl 1386.60250
Ibragimov, Rustam; Lentzas, George
6
2017
Coagulation and diffusion: a probabilistic perspective on the Smoluchowski PDE. Zbl 1384.82010
Hammond, Alan
1
2017
Fractional Gaussian fields: a survey. Zbl 1334.60055
Lodhia, Asad; Sheffield, Scott; Sun, Xin; Watson, Samuel S.
42
2016
On moment sequences and mixed Poisson distributions. Zbl 1377.60021
Kuba, Markus; Panholzer, Alois
8
2016
From extreme values of i.i.d. random fields to extreme eigenvalues of finite-volume Anderson Hamiltonian. Zbl 1350.60046
Astrauskas, Arvydas
8
2016
Hyperbolic measures on infinite dimensional spaces. Zbl 1342.60006
Bobkov, Sergey G.; Melbourne, James
4
2016
Infinite dimensional Ornstein-Uhlenbeck processes driven by Lévy processes. Zbl 1323.60104
Applebaum, David
14
2015
Around Tsirelson’s equation, or: the evolution process may not explain everything. Zbl 1328.60170
Yano, Kouji; Yor, Marc
6
2015
Current open questions in complete mixability. Zbl 1328.60023
Wang, Ruodu
3
2015
Conformal restriction and Brownian motion. Zbl 1339.60141
Wu, Hao
1
2015
Gaussian multiplicative chaos and applications: a review. Zbl 1316.60073
Rhodes, Rémi; Vargas, Vincent
206
2014
On the notion(s) of duality for Markov processes. Zbl 1292.60077
Jansen, Sabine; Kurt, Noemi
81
2014
Integrable probability: from representation theory to MacDonald processes. Zbl 1295.82023
Borodin, Alexei; Petrov, Leonid
64
2014
Regularly varying measures on metric spaces: hidden regular variation and hidden jumps. Zbl 1317.60007
Lindskog, Filip; Resnick, Sidney I.; Roy, Joyjit
53
2014
Reciprocal processes. A measure-theoretical point of view. Zbl 1317.60004
Léonard, Christian; Rœlly, Sylvie; Zambrini, Jean-Claude
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2014
Characterizations of GIG laws: a survey. Zbl 1296.60027
Efoévi Koudou, Angelo; Ley, Christophe
15
2014
Distribution of the sum-of-digits function of random integers: a survey. Zbl 1327.60029
Chen, Louis H. Y.; Hwang, Hsien-Kuei; Zacharovas, Vytas
12
2014
The trace problem for Toeplitz matrices and operators and its impact in probability. Zbl 1348.60054
Ginovyan, Mamikon S.; Sahakyan, Artur A.; Taqqu, Murad S.
9
2014
Statistical properties of zeta functions’ zeros. Zbl 1301.11063
Kargin, Vladislav
1
2014
Self-normalized limit theorems: a survey. Zbl 1286.60029
Shao, Qi-Man; Wang, Qiying
25
2013
Planar percolation with a glimpse of Schramm-Loewner evolution. Zbl 1283.60118
Beffara, Vincent; Duminil-Copin, Hugo
11
2013
On spectral methods for variance based sensitivity analysis. Zbl 1279.62194
Alexanderian, Alen
6
2013
Simply generated trees, conditioned Galton-Watson trees, random allocations and condensation. Zbl 1244.60013
Janson, Svante
116
2012
Around the circular law. Zbl 1243.15022
Bordenave, Charles; Chafaï, Djalil
115
2012
Quasi-stationary distributions and population processes. Zbl 1261.92056
Méléard, Sylvie; Villemonais, Denis
104
2012
A lecture on the averaging process. Zbl 1245.60088
Aldous, David; Lanoue, Daniel
26
2012
Szegő’s theorem and its probabilistic descendants. Zbl 1285.60037
Bingham, N. H.
25
2012
Quantile coupling inequalities and their applications. Zbl 1307.62036
Mason, David M.; Zhou, Harrison H.
15
2012
Multivariate prediction and matrix Szegő theory. Zbl 1285.60038
Bingham, N. H.
12
2012
Bougerol’s identity in law and extensions. Zbl 1278.60125
Vakeroudis, Stavros
11
2012
On temporally completely monotone functions for Markov processes. Zbl 1245.60071
Hirsch, Francis; Yor, Marc
5
2012
Fundamentals of Stein’s method. Zbl 1245.60033
Ross, Nathan
166
2011
Recent progress on the random conductance model. Zbl 1245.60098
Biskup, Marek
106
2011
A basic theory of Benford’s law. Zbl 1245.60016
Berger, Arno; Hill, Theodore P.
23
2011
Conformally invariant scaling limits in planar critical percolation. Zbl 1245.60096
Sun, Nike
12
2011
Topics on abelian spin models and related problems. Zbl 1243.82020
Dubédat, Julien
10
2011
Scaling limits and the Schramm-Loewner evolution. Zbl 1245.60078
Lawler, Gregory F.
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2011
Three theorems in discrete random geometry. Zbl 1245.60093
Grimmett, Geoffrey
6
2011
Reviewing alternative characterizations of Meixner process. Zbl 1244.60036
Mazzola, E.; Muliere, P.
3
2011
Moments of gamma type and the Brownian supremum process area. Zbl 1194.60019
Janson, Svante
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2010
Limit theorems for discrete-time metapopulation models. Zbl 1194.60024
Buckley, F. M.; Pollett, P. K.
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2010
Combinatorics and cluster expansions. Zbl 1191.82009
Faris, William G.
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2010
Regeneration in random combinatorial structures. Zbl 1204.60028
Gnedin, Alexander V.
12
2010
Addendum to “Moments of gamma type and the Brownian supremum process area”. Zbl 1242.60017
Janson, Svante
3
2010
Symbolic extensions of smooth interval maps. Zbl 1193.37050
Downarowicz, Tomasz
1
2010
Proof(s) of the Lamperti representation of continuous-state branching processes. Zbl 1194.60053
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2009
Functional integral representations for self-avoiding walk. Zbl 1193.82014
Brydges, David C.; Imbrie, John Z.; Slade, Gordon
22
2009
A survey of results for deletion channels and related synchronization channels. Zbl 1189.94058
Mitzenmacher, Michael
17
2009
Differential equation approximations for Markov chains. Zbl 1189.60152
Darling, R. W. R.; Norris, J. R.
88
2008
Stability of queueing networks. Zbl 1189.60005
Bramson, Maury
65
2008
Ruin models with investment income. Zbl 1189.91077
Paulsen, Jostein
55
2008
On exchangeable random variables and the statistics of large graphs and hypergraphs. Zbl 1189.60020
Austin, Tim
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2008
Stochastic analysis of Bernoulli processes. Zbl 1189.60089
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2008
...and 39 more Documents
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Cited by 5,162 Authors

36 Janson, Svante
32 Gwynne, Ewain
26 Rosenthal, Jeffrey S.
22 Borodin, Alexei
22 Stufler, Benedikt
21 Gaunt, Robert Edward
21 Sun, Xin
21 Wang, Caishi
20 Holden, Nina
19 Miller, Jason P.
19 Pang, Guodong
19 Rhodes, Rémi
19 Vargas, Vincent
19 Whitt, Ward
18 Diaconis, Persi Warren
18 Iksanov, Aleksander M.
17 Kortchemski, Igor
17 Petrov, Leonid
17 Roberts, Gareth O.
16 Bertoin, Jean
16 Corwin, Ivan Z.
16 Jones, Galin L.
16 Patie, Pierre
16 Ross, Nathan
15 Obloj, Jan K.
15 Pardo, Juan Carlos
14 Chafaï, Djalil
14 Crimaldi, Irene
14 Duminil-Copin, Hugo
14 Gorin, Vadim
14 Kyprianou, Andreas E.
14 Le Gall, Jean-François
14 Röllin, Adrian
14 Sheffield, Scott
13 Addario-Berry, Louigi
13 Cox, Alexander Matthew Gordon
13 Curien, Nicolas
13 Lacoin, Hubert
13 Pollett, Philip K.
13 Privault, Nicolas
13 Shao, Qi-Man
12 Andres, Sebastian
12 Beiglböck, Mathias
12 Bingham, Nicholas Hugh
12 Caputo, Pietro
12 Chatterjee, Sourav
12 Duits, Maurice
12 Hobert, James P.
12 Lambert, Amaury
12 Lambert, Gaultier
12 Lejay, Antoine
12 Ramdas, Aaditya K.
12 Swan, Yvik C.
12 van Leeuwaarden, Johan S. H.
12 Volkov, Stanislav
12 Wang, Yizao
12 Zeitouni, Ofer
11 Berestycki, Nathanaël
11 Biskup, Marek
11 Casanova, Adrián González
11 Chen, Jinshu
11 Deuschel, Jean-Dominique
11 Ding, Jian
11 Erdős, László
11 Féray, Valentin
11 Ginovyan, Mamikon S.
11 Hutchcroft, Tom
11 Touzi, Nizar
11 Villemonais, Denis
11 Yor, Marc
10 Bauerschmidt, Roland
10 Bufetov, Aleksandr Igorevich
10 Champagnat, Nicolas
10 Delmas, Jean-François
10 Flegal, James M.
10 Giardinà, Cristian
10 Jara, Milton D.
10 Leonenko, Nikolai N.
10 Mailler, Cécile
10 Majumdar, Satya N.
10 Mandjes, Michel Robertus Hendrikus
10 O’Rourke, Sean D.
10 Peligrad, Magda
10 Redig, Frank
10 Resnick, Sidney Ira
10 Simon, Thomas
10 Slade, Gordon
10 Tikhomirov, Konstantin E.
10 Webb, Christian
9 Abraham, Romain
9 Benaïm, Michel
9 Bhamidi, Shankar
9 Bordenave, Charles
9 Bortolussi, Luca
9 Chaumont, Loïc
9 Chebunin, Mikhail Georgievich
9 Fan, Xiequan
9 Fathi, Max
9 Favaro, Stefano
9 Garban, Christophe
...and 5,062 more Authors
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Cited in 519 Journals

252 Stochastic Processes and their Applications
182 The Annals of Probability
176 The Annals of Applied Probability
167 Probability Theory and Related Fields
165 Electronic Journal of Probability
134 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
130 Journal of Statistical Physics
125 Bernoulli
116 Statistics & Probability Letters
103 Journal of Theoretical Probability
97 Communications in Mathematical Physics
93 Journal of Applied Probability
69 Advances in Applied Probability
68 ALEA. Latin American Journal of Probability and Mathematical Statistics
57 Random Structures & Algorithms
56 Electronic Communications in Probability
52 Electronic Journal of Statistics
49 Queueing Systems
38 Journal of Mathematical Physics
38 The Annals of Statistics
38 Journal of Physics A: Mathematical and Theoretical
37 Journal of Multivariate Analysis
37 Probability Surveys
35 Communications in Statistics. Theory and Methods
34 Journal of Mathematical Analysis and Applications
31 Methodology and Computing in Applied Probability
30 Journal of Functional Analysis
27 Journal of Mathematical Biology
27 Stochastics
26 Combinatorics, Probability and Computing
26 Journal of Statistical Mechanics: Theory and Experiment
25 Advances in Mathematics
25 Transactions of the American Mathematical Society
24 Random Matrices: Theory and Applications
24 Stochastic Systems
23 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
23 Extremes
23 Stochastics and Dynamics
22 Statistics and Computing
20 Finance and Stochastics
19 Communications on Pure and Applied Mathematics
19 Journal of Econometrics
19 Insurance Mathematics & Economics
17 Mathematics of Operations Research
16 Lithuanian Mathematical Journal
16 Theory of Probability and its Applications
16 Journal of the European Mathematical Society (JEMS)
15 Scandinavian Journal of Statistics
15 Stochastic Analysis and Applications
15 Statistical Science
15 Potential Analysis
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15 Probability and Mathematical Physics
14 Applied Mathematics and Computation
14 Journal of the American Statistical Association
14 Journal of Computational and Applied Mathematics
14 Statistics
14 Stochastic Models
14 Journal of Machine Learning Research (JMLR)
13 Journal of Statistical Planning and Inference
13 Operations Research
13 The Review of Economic Studies
13 Journal of Time Series Analysis
13 The Electronic Journal of Combinatorics
13 Annales Henri Poincaré
13 Annales Henri Lebesgue
12 SIAM Journal on Control and Optimization
12 Probability in the Engineering and Informational Sciences
12 Quantitative Finance
11 Journal of Computational Physics
11 Physica A
11 Operations Research Letters
11 SIAM Journal on Mathematical Analysis
11 Econometric Theory
11 Science China. Mathematics
10 Duke Mathematical Journal
10 Proceedings of the American Mathematical Society
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10 Statistical Inference for Stochastic Processes
10 SIAM/ASA Journal on Uncertainty Quantification
9 Mathematical Biosciences
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9 Advances in Applied Mathematics
9 European Journal of Operational Research
9 Statistical Papers
9 International Journal of Theoretical and Applied Finance
9 Brazilian Journal of Probability and Statistics
9 Comptes Rendus. Mathématique. Académie des Sciences, Paris
8 Discrete Mathematics
8 Metrika
8 Nonlinearity
8 Theoretical Computer Science
8 European Journal of Combinatorics
8 SIAM Journal on Scientific Computing
8 Scandinavian Actuarial Journal
8 Stochastic and Partial Differential Equations. Analysis and Computations
8 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
7 Automatica
7 Journal of Differential Equations
7 Journal of the London Mathematical Society. Second Series
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Cited in 61 Fields

3,510 Probability theory and stochastic processes (60-XX)
861 Statistics (62-XX)
611 Statistical mechanics, structure of matter (82-XX)
528 Combinatorics (05-XX)
369 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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69 Special functions (33-XX)
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