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Probability and Mathematical Statistics

Short Title: Probab. Math. Stat.
Parallel Title: Main series: Acta Universitatis Wratislaviensis
Publisher: University of Wrocław (Uniwersitet Wrocławski), Wrocław
ISSN: 0208-4147
Online: https://www.math.uni.wroc.pl/~pms/publications.php
Comments: Journal; Indexed cover-to-cover; This journal is available open access.
Documents Indexed: 975 Publications (since 1980)
References Indexed: 131 Publications with 2,716 References.
all top 5

Authors

18 Szynal, Dominik
12 Rychlik, Zdzisław
11 Jajte, Ryszard
11 Szczotka, Władysław
11 Woyczynski, Wojbor A.
10 Jurek, Zbigniew J.
10 Urbanik, Kazimierz
9 Inglot, Tadeusz
9 Paszkiewicz, Adam
9 Rachev, Svetlozar T.
8 Byczkowski, Tomasz
8 Klotz, Lutz Peter
8 Palmowski, Zbigniew
7 Adler, André Bruce
7 Żak, Tomasz
6 Graczyk, Piotr
6 Matuła, Przemysław
6 Osękowski, Adam
6 Rolski, Tomasz
6 Różański, Roman
6 Stettner, Łukasz
6 Zontek, Stefan
5 Accardi, Luigi
5 Bieniek, Mariusz
5 Csörgő, Sándor
5 Doukhan, Paul
5 Maejima, Makoto
5 Makagon, Andrzej
5 Michna, Zbigniew
5 Misiewicz, Jolanta K.
5 Nadarajah, Saralees
5 Ouknine, Youssef
5 Rosiński, Jan
5 Schreiber, Tomasz
5 Szubarga, Antoni
5 Víšek, Jan Ámos
5 Weron, Aleksander
5 Wesołowski, Jacek
5 Yor, Marc
4 Abundo, Mario
4 Alsmeyer, Gerold
4 Ciesielski, Zbigniew
4 de Haan, Laurens
4 Dębicki, Krzysztof
4 Denker, Manfred
4 Hebda-Grabowska, Halina
4 Kaniowski, Krzysztof
4 Lepeltier, Jean-Pierre
4 Lifshits, Mikhail A.
4 Linde, Werner
4 Łuczak, Andrzej
4 Neuenschwander, Daniel
4 Nguyen Nam Hong
4 Nguyen Van Thu
4 Peng, Liang
4 Pietruska-Pałuba, Katarzyna
4 Rüschendorf, Ludger
4 Samorodnitsky, Gennady Pinkhosovich
4 Slaby, Marek
4 Téchené, Jean-Jacques
4 Urban, Roman
4 Vellaisamy, Palaniappan
4 Zabczyk, Jerzy
3 Aurzada, Frank
3 Becker-Kern, Peter
3 Bednarski, Tadeusz
3 Boufoussi, Brahim
3 Boukas, Andreas
3 Bouzar, Nadjib
3 Braverman, Michael Sh.
3 Bryc, Włodzimierz
3 Burdzy, Krzysztof
3 Burnecki, Krzysztof
3 Byczkowska, Halina
3 Csörgő, Miklós
3 Daley, Daryl John
3 Eddahbi, M’hamed
3 Fernique, Xavier
3 Fujita, Takahiko
3 Furmańczyk, Konrad
3 Gradinaru, Mihai
3 Hashorva, Enkelejd
3 Hazod, Wilfried
3 Heinkel, Bernard
3 Hensz-Chądzyńska, Ewa
3 Heyer, Herbert
3 Jakubowski, Tomasz
3 Ji, Un Cig
3 Klonecki, Witold
3 Kokoszka, Piotr S.
3 Kozek, Andrzej S.
3 Krajka, Andrzej
3 Krajka, Tomasz K.
3 Krupa, Grzegorz
3 Kubacki, Krzysztof S.
3 Ledwina, Teresa
3 León, José Rafael R.
3 Lewandowski, Maciej
3 Mielniczuk, Jan
3 Młotkowski, Wojciech
...and 916 more Authors
all top 5

Fields

768 Probability theory and stochastic processes (60-XX)
260 Statistics (62-XX)
65 Functional analysis (46-XX)
36 Operator theory (47-XX)
36 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
24 Numerical analysis (65-XX)
21 Measure and integration (28-XX)
19 Partial differential equations (35-XX)
18 Harmonic analysis on Euclidean spaces (42-XX)
17 Quantum theory (81-XX)
16 Potential theory (31-XX)
15 Combinatorics (05-XX)
14 Operations research, mathematical programming (90-XX)
12 Abstract harmonic analysis (43-XX)
12 Integral transforms, operational calculus (44-XX)
11 Linear and multilinear algebra; matrix theory (15-XX)
10 Special functions (33-XX)
10 Systems theory; control (93-XX)
8 Real functions (26-XX)
8 Information and communication theory, circuits (94-XX)
7 Group theory and generalizations (20-XX)
7 Topological groups, Lie groups (22-XX)
6 Number theory (11-XX)
6 Calculus of variations and optimal control; optimization (49-XX)
5 Order, lattices, ordered algebraic structures (06-XX)
5 Functions of a complex variable (30-XX)
5 Dynamical systems and ergodic theory (37-XX)
4 Ordinary differential equations (34-XX)
4 Computer science (68-XX)
4 Statistical mechanics, structure of matter (82-XX)
3 History and biography (01-XX)
3 Approximations and expansions (41-XX)
3 Convex and discrete geometry (52-XX)
3 Differential geometry (53-XX)
3 Global analysis, analysis on manifolds (58-XX)
2 Mathematical logic and foundations (03-XX)
2 Associative rings and algebras (16-XX)
2 Several complex variables and analytic spaces (32-XX)
2 Sequences, series, summability (40-XX)
2 Biology and other natural sciences (92-XX)
1 General and overarching topics; collections (00-XX)
1 Nonassociative rings and algebras (17-XX)
1 Geometry (51-XX)
1 General topology (54-XX)
1 Fluid mechanics (76-XX)
1 Classical thermodynamics, heat transfer (80-XX)
1 Geophysics (86-XX)

Publications by Year

Citations contained in zbMATH Open

619 Publications have been cited 3,446 times in 3,088 Documents Cited by Year
A variational representation for positive functionals of infinite dimensional Brownian motion. Zbl 0994.60028
Budhiraja, Amarjit; Dupuis, Paul
169
2000
Properties of Green function of symmetric stable processes. Zbl 0903.60063
Kulczycki, Tadeusz
104
1997
Potential theory of Schrödinger operator based on fractional Laplacian. Zbl 0996.31003
Bogdan, Krzysztof; Byczkowski, Tomasz
67
2000
Improved bounds on Bell numbers and on moments of sums of random variables. Zbl 1230.60014
Berend, Daniel; Tassa, Tamir
61
2010
On multiple Poisson stochastic integrals and associated Markov semigroups. Zbl 0548.60058
Surgailis, D.
56
1982
On the fractional anisotropic Wiener field. Zbl 0857.60046
Kamont, Anna
52
1996
The infinite divisibility and orthogonal polynomials with a constant recursion formula in free probability theory. Zbl 1020.46019
Saitoh, Naoko; Yoshida, Hiroaki
38
2001
The estimates for the Green function in Lipschitz domains for the symmetric stable processes. Zbl 1035.60046
Jakubowski, Tomasz
37
2002
Comparison of sums of independent identically distributed random vectors. Zbl 0827.60005
Montgomery-Smith, S. J.
37
1993
Selfsimilar processes with stationary increments in the second Wiener chaos. Zbl 1261.60041
Maejima, M.; Tudor, C. A.
33
2012
On a Taylor formula for a class of Ito processes. Zbl 0528.60053
Platen, Eckhard; Wagner, Wolfgang
30
1982
Reflected BSDE with superlinear quadratic coefficient. Zbl 1013.60036
Kobylanski, M.; Lepeltier, J. P.; Quenez, M. C.; Torres, S.
29
2002
Positive-definite matrix processes of finite variation. Zbl 1128.60053
Barndorff-Nielsen, Ole Eiler; Stelzer, Robert
28
2007
On harmonic measure for Lévy processes. Zbl 0991.60067
Sztonyk, Paweł
27
2000
On Marcinkiewicz-Zygmund laws of large numbers in Banach spaces and related rates of convergence. Zbl 0502.60006
Woyczynski, Wojbor A.
27
1980
On Lamperti stable processes. Zbl 1198.60022
Caballero, M. E.; Pardo, J. C.; Pérez, J. L.
27
2010
The modified tempered stable distribution, GARCH models and option pricing. Zbl 1166.60013
Kim, Yong Shin; Rachev, Svetlozar T.; Chung, Dong Myung; Bianchi, Michele Leonardo
25
2009
On zero-sum stochastic games with general state space. I. Zbl 0561.60048
Nowak, Andrzej S.
24
1984
Sur un théorème de minimax et son application aux tests. Zbl 0571.62036
Birgé, Lucien
24
1982
An invariance principle for weakly dependent stationary general models. Zbl 1124.60031
Doukhan, Paul; Wintenberger, Olivier
23
2007
Weak martingale Hardy spaces. Zbl 0985.60041
Weisz, Ferenc
23
1998
Distributional properties of the negative binomial Lévy process. Zbl 1170.60021
Kozubowski, Tomasz J.; Podgórski, Krzystof
23
2009
On the central limit theorem with almost sure convergence. Zbl 0741.60019
Schatte, Peter
22
1991
Infinite horizon reflected backward stochastic differential equations and applications in mixed control and game problems. Zbl 0985.60063
Hamadène, S.; Lepeltier, J.-P.; Wu, Zhen
22
1999
Decoupling and stochastic integration in UMD Banach spaces. Zbl 0718.60050
McConnell, Terry R.
22
1989
Computing VaR and AVaR in infinitely divisible distributions. Zbl 1222.60018
Kim, Young Shin S.; Rachev, Svetlozar T.; Bianchi, Michele Leonardo; Fabozzi, Frank J.
20
2010
An interacting free Fock space and the arcsine law. Zbl 0880.60065
Lu, Y. G.
19
1997
On polynomial chaos and integrability. Zbl 0555.60008
Borell, Christer
18
1982
On capacities of quantum channels. Zbl 0880.60102
Ohya, Masanori; Petz, Dénes; Watanabe, Noboru
18
1997
Principe d’invariance faible pour la fonction de repartition empirique dans un cadre multidimensionnel et melangeant. (Weak invariance principle for multivariate and mixing empirical distributions). Zbl 0651.60042
Doukhan, Paul; Portal, Frederic
18
1987
On extremal index of max-stable stationary processes. Zbl 1393.60055
Dębicki, Krzysztof; Hashorva, Enkelejd
18
2017
Intrinsic compound kernel estimates for the transition probability density of Lévy-type processes and their applications. Zbl 1367.60054
Knopova, Victoria; Kulik, Aleksei
18
2017
Optimality of the auxiliary particle filter. Zbl 1176.62092
Douc, Randal; Moulines, Éric; Olsson, Jimmy
18
2009
Test for association of random variables in the domain of attraction of multivariate stable law. Zbl 0807.62047
Rachev, Svetlozar T.; Xin, Huang
17
1993
Empirical processes, Vapnik-Chervonenkis classes and Poisson processes. Zbl 0502.60019
Durst, Mark; Dudley, Richard M.
17
1980
On Besov regularity of Brownian motions in infinite dimensions. Zbl 1136.60358
Hytönen, Tuomas P.; Veraar, Mark C.
17
2008
Lévy processes and stochastic integrals in Banach spaces. Zbl 1124.60044
Applebaum, David
16
2007
Interacting particle approximation for nonlocal quadratic evolution problems. Zbl 0985.60091
Biler, Piotr; Funaki, Tadahisa; Woyczynski, Wojbor A.
16
1999
Tractability of multiparametric Euler and Wiener integrated processes. Zbl 1254.65016
Lifshits, M.; Papageorgiou, A.; Woźniakowski, H.
16
2012
Invariant measures for stochastic heat equations. Zbl 0986.60057
Tessitore, Gianmario; Zabczyk, Jerzy
15
1998
Stochastic processes with linear conditional expectation and quadratic conditional variance. Zbl 0803.60073
Wesołowski, Jacek
15
1993
Random iteration with place dependent probabilities. Zbl 1453.60130
Kapica, R.; Ślęczka
15
2020
Remarks on Pickands’ theorem. Zbl 1393.60035
Michna, Zbigniew
15
2017
Intrinsic ultracontractivity for Lévy processes. Zbl 1146.60043
Grzywny, Tomasz
15
2008
Tightness criteria for random measures with application to the principle of conditioning in Hilbert spaces. Zbl 0669.60010
Jakubowski, Adam
15
1988
Curse of dimensionality in approximation of random fields. Zbl 1113.41038
Lifshits, M. A.; Tulyakova, E. V.
15
2006
The ladder variables of a Markov random walk. Zbl 0988.60069
Alsmeyer, Gerold
14
2000
On the approximation theorem of the Wong-Zakai type for the functional stochastic differential equations. Zbl 0774.60056
Twardowska, Krystyna
14
1991
Remarks on Banach spaces of stable type. Zbl 0511.60005
Rosinski, Jan
14
1980
On a particular class of self-decomposable random variables: the durations of Bessel excursions straddling independent exponential times. Zbl 1123.60063
Bertoin, J.; Fujita, T.; Roynette, B.; Yor, M.
14
2006
A strong and weak approximation scheme for stochastic differential equations driven by a time-changed Brownian motion. Zbl 1357.60070
Jum, Ernest; Kobayashi, Kei
14
2016
On exact strong laws of large numbers under general dependence conditions. Zbl 1410.60035
Adler, André; Matuła, Przemysław
14
2018
Moments of Poisson stochastic integrals with random integrands. Zbl 1268.60069
Privault, Nicolas
14
2012
Eigenvalue distribution of large sample covariance matrices of linear processes. Zbl 1260.62072
Pfaffel, Oliver; Schlemm, Eckhard
14
2011
A probabilistic approach to the reduite in optimal stopping. Zbl 0777.60034
El Karoui, N.; Lepeltier, J.-P.; Millet, A.
13
1992
Differential metrics in probability spaces. Zbl 0562.62003
Burbea, Jacob; Rao, C. Radhakrishna
13
1982
Law of the iterated logarithm for subsequences. Zbl 0613.60022
Gut, Allan
13
1986
An Erdős-Rényi law for mixing processes. Zbl 1125.60023
Denker, Manfred; Kabluchko, Zakhar
13
2007
Prediction of infinite variance fractional ARIMA. Zbl 0857.60032
Kokoszka, Piotr S.
13
1996
Fractional negative binomial and Pólya processes. Zbl 1410.60043
Vellaisamy, Palaniappan; Maheshwari, Aditya
13
2018
On a new affine invariant and consistent test for multivariate normality. Zbl 1087.62069
Pudełko, Jan (Kraków)
13
2005
Computing the portfolio conditional value-at-risk in the \(\alpha\)-stable case. Zbl 1255.91395
Stoyanov, Stoyan; Samorodnitsky, Gennady; Rachev, Svetlozar T.; Ortobelli, Sergio
13
2006
Minimal integral representations of stable processes. Zbl 1121.60032
Rosiński, Jan
13
2006
Stable probability distributions and their domains of attraction: A direct approach. Zbl 0994.60011
Geluk, J. L.; de Haan, L.
12
2000
On first-passage times for one-dimensional jump-diffusion processes. Zbl 0988.60073
Abundo, Mario
12
2000
Diagonalizability of non-homogeneous quantum Markov states and associated von Neumann algebras. Zbl 1088.46038
Fidaleo, Francesco; Mukhamedov, Farruh
12
2004
Simulation of Pickands constants. Zbl 1013.60030
Burnecki, K.; Michna, Z.
12
2002
Asymptotic distribution of unibiased linear estimators in the presence of heavy-tailed stochastic regressors and residuals. Zbl 1131.62013
Samorodnitsky, Gennady; Rachev, Svetlozar T.; Kurz-Kim, Jeong-Ryeol; Stoyanov, Stoyan V.
12
2007
Stochastic differential equations with constraints driven by processes with bounded \(p\)-variation. Zbl 1333.60119
Falkowski, Adrian; Słomiński, Leszek
12
2015
On the almost sure central limit theorem for associated random variables. Zbl 0985.60033
Matuła, Przemysław
11
1998
Cumulants for stationary mixing random sequences and applications to empirical spectral density. Zbl 0684.60027
Doukhan, P.; León, J. R.
11
1989
Two-dimensional ruin probability for subexponential claim size. Zbl 1393.60100
Foss, Sergey; Korshunov, Dmitry; Palmowski, Zbigniew; Rolski, Tomasz
11
2017
Backward stochastic nonlinear Volterra integral equations with local Lipschitz drift. Zbl 1089.60514
Aman, Auguste; N’Zi, Modeste
11
2005
Second-order theory for iteration stable tessellations. Zbl 1270.60019
Schreiber, Tomasz; Thäle, Christoph
11
2012
Discrete time periodically correlated Markov processes. Zbl 0991.60057
Nematollahi, A. R.; Soltani, A. R.
10
2000
Convergence rates in the strong law for associated random variables. Zbl 0987.60044
Louhichi, Sana
10
2000
Inequalities for quantiles of the chi-square distribution. Zbl 1231.62092
Inglot, Tadeusz
10
2010
Two approaches to constructing simultaneous confidence bounds for quantiles. Zbl 0591.62039
Csörgö, M.; Révész, P.
10
1984
Exit time and Green function of cone for symmetric stable processes. Zbl 0986.60071
Kulczycki, Tadeusz
10
1999
On estimates for an averaged square risk. Zbl 0507.62024
Borovkov, A. A.; Sakhanenko, A. I.
10
1980
Almost sure convergence of the distributional limit theorem for order statistics. Zbl 1050.62023
Peng, Liang; Qi, Yongcheng
10
2003
Rosiński measures for tempered stable and related Ornstein-Uhlenbeck processes. Zbl 1134.60014
Terdik, György; Woyczyński, Wojbor A.
10
2006
Laws of large numbers for two tailed Pareto random variables. Zbl 1137.60014
Adler, André
10
2008
Asymptotic representations of self-normalized sums. Zbl 0694.60016
Csörgö, Miklós; Horváth, Lajos
10
1988
Data-driven score tests for homoscedastic linear regression model: asymptotic results. Zbl 1104.62051
Inglot, Tadeusz; Ledwina, Teresa
10
2006
Multivariate Liouville distributions. II. Zbl 0771.62041
Gupta, Rameshwar D.; Richards, Donald St. P.
9
1991
Large deviation approximations for maximum likelihood estimators. Zbl 0615.62032
Skovgaard, I. M.
9
1985
On some representations concerning the stochastic integrals. Zbl 0565.60049
Yamada, Toshio
9
1984
Selfdecomposable laws associated with hyperbolic functions. Zbl 1066.60019
Jurek, Zbigniew J.; Yor, Marc
9
2004
On data driven Neyman’s tests. Zbl 0847.62034
Kallenberg, Wilbert C. M.; Ledwina, Teresa
9
1995
On some stopping and impulsive control problems with a general discount rate criteria. Zbl 0721.60050
Stettner, Łukasz
9
1989
On the strong law of large numbers for sequences of blockwise independent and blockwise \(p\)-orthogonal random elements in Rademacher type \(p\) Banach spaces. Zbl 1148.60018
Rosalsky, Andrew; Le Van Thanh
9
2007
Existence of a persistent hub in the convex preferential attachment model. Zbl 1341.05229
Galashin, Pavel
9
2016
Kendall random walks. Zbl 1343.60052
Jasiulis-Gołdyn, Barbara H.
9
2016
Compound negative binomial approximations for sums of random variables. Zbl 1202.62029
Vellaisamy, P.; Upadhye, N. S.
9
2009
Dynamic reliability estimation in a rank-based design. Zbl 1422.62169
Mahdizadeh, M.; Zamanzade, Ehsan
9
2019
Mathematical expectation and strong law of large numbers for random variables with values in a metric space of negative curvature. Zbl 0766.60009
Herer, Wojciech
8
1992
Bellman’s inclusions and excessive measures. Zbl 0992.60077
Zabczyk, J.
8
2001
Linear estimators of the mean vector in linear models: Problem of admissibility. Zbl 0527.62005
Klonecki, Witold
8
1982
On the supremum from Gaussian processes over infinite horizon. Zbl 0985.60034
Dȩbicki, Krzysztof; Michna, Zbigniew; Rolski, Tomasz
8
1998
Ground-state representation for the fractional Laplacian on the half-line. Zbl 1532.60162
Jakubowski, Tomasz; Maciocha, Paweł
1
2023
Lévy processes, generalized moments and uniform integrability. Zbl 1520.60027
Berger, D.; Kühn, F.; Schilling, R. L.
3
2022
Continuous-state branching processes with spectrally positive migration. Zbl 1505.60083
Vidmar, Matija
2
2022
Poisson approximation to the convolution of power series distributions. Zbl 07596636
Kumar, A. N.; Vellaisamy, P.; Viens, F.
1
2022
A limit theorem for the last exit time over a moving nonlinear boundary for a Gaussian process. Zbl 1521.60019
Karagodin, Nikita
1
2022
On optimal matching of Gaussian samples. III. Zbl 1482.60013
Ledoux, Michel; Zhu, Jie-Xiang
4
2021
Complete \(f\)-moment convergence of moving average processes and its application to nonparametric regression models. Zbl 1493.62247
Yao, Chi; Wang, Rui; Chen, Ling; Wang, Xuejun
3
2021
Weighted maximal inequalities for martingale transforms. Zbl 1495.60031
Brzozowski, Michał; Osękowski, Adam
2
2021
Energy of taut strings accompanying random walk. Zbl 1475.60073
Lifshits, Mikhail A.; Siuniaev, Anatoly A.
2
2021
A time-changed stochastic control problem and its maximum principle maximum principle. Zbl 1485.93637
Nane, Erkan; Ni, Yinan
2
2021
On the Besov regularity of the bifractional Brownian motion. Zbl 1485.60041
Boufoussi, Brahim; Nachit, Yassine
2
2021
Borell and Landau-Shepp inequalities for Cauchy-type measures. Zbl 1478.60074
Byczkowski, Tomasz; Żak, Tomasz
1
2021
Unusual limit theorems for the two-tailed Pareto distribution. Zbl 1484.60035
Adler, André; Matuła, Przemysław
1
2021
On tails of symmetric and totally asymmetric \(\alpha\)-stable distributions. Zbl 1484.60018
Bednorz, Witold M.; Łochowski, Rafał M.; Martynek, Rafał
1
2021
Random iteration with place dependent probabilities. Zbl 1453.60130
Kapica, R.; Ślęczka
15
2020
A note on existence of global solutions and invariant measures for jump SDEs with locally one-sided Lipschitz drift. Zbl 1459.60129
Majka, Mateusz B.
6
2020
Regularly log-periodic functions and some applications. Zbl 1460.44001
Kevei, Péter
6
2020
Lower bounds for discrete approximations to sums of \(m\)-dependent random variables. Zbl 1453.60069
Cekanavicius, Vydas; Vellaisamy, Palaniappan
3
2020
Pickands-Piterbarg constants for self-similar Gaussian processes. Zbl 1472.60063
Dębicki, Krzysztof; Tabiś, Kamil
3
2020
Optimal Parisian-type dividend payments penalized by the number of claims for the classical and perturbed classical risk process. Zbl 1453.60149
Czarna, Irmina; Palmowski, Zbigniew; Li, Yanhong; Zhao, Chunming
2
2020
Free infinite divisibility for generalized power distributions with free Poisson term. Zbl 1479.46076
Morishita, Junki; Ueda, Yuki
2
2020
Intermediate efficiency of tests under heavy-tailed alternatives. Zbl 1468.62279
Inglot, Tadeusz
2
2020
Ruin probabilities for two collaborating insurance companies. Zbl 1473.60077
Michna, Zbigniew
2
2020
On a relation between classical and free infinitely divisible transforms. Zbl 1472.60031
Jurek, Zbigniew J.
1
2020
On potential theory of hyperbolic Brownian motion with drift. Zbl 1453.60140
Serafin, Grzegorz
1
2020
An explicit characterization of admissible linear estimators of fixed and random effects in balanced random models. Zbl 1450.62025
Synówka-Bejenka, Ewa; Zontek, Stefan
1
2020
Transition density estimates for relativistic \(\alpha\)-stable processes on metric spaces. Zbl 1470.60218
Balsam, Hubert; Pietruska-Pałuba, Katarzyna
1
2020
On adjoint additive processes. Zbl 1470.60219
Evans, Kristian P.; Jacob, Niels
1
2020
Wiener-Hopf factorization for time-inhomogeneous Markov chains and its application. Zbl 1470.60214
Bielecki, T. R.; Cialenco, Igor; Gong, Ruoting; Huang, Yicong
1
2020
Weyl multifractional Ornstein-Uhlenbeck processes mixed with a gamma distribution. Zbl 1472.60069
Es-Sebaiy, Khalifa; Farah, Fatima-Ezzahra; Hilbert, Astrid
1
2020
Distribution tails for solutions of SDE driven by an asymmetric stable Lévy process. Zbl 1472.60095
Eon, Richard; Gradinaru, Mihai
1
2020
Dynamic reliability estimation in a rank-based design. Zbl 1422.62169
Mahdizadeh, M.; Zamanzade, Ehsan
9
2019
Cauchy-Stieltjes families with polynomial variance functions and generalized orthogonality. Zbl 1447.60045
Bryc, Włodzimierz; Fakhfakh, Raouf; Młotkowski, Wojciech
7
2019
On the distribution and \(q\)-variation of the solution to the heat equation with fractional Laplacian. Zbl 1447.60065
Khalil, Z. Mahdi; Tudor, C. A.
6
2019
Wishart laws and variance function on homogeneous cones. Zbl 1440.62228
Graczyk, Piotr; Ishi, Hideyuki; Kołodziejek, Bartosz
6
2019
Reflected BSDEs with general filtration and two completely separated barriers. Zbl 1482.60083
Topolewski, Mateusz
6
2019
On a limit structure of the Galton-Watson branching processes with regularly varying generating functions. Zbl 1486.60111
Imomov, Azam A.
4
2019
On the exact dimension of Mandelbrot measure. Zbl 1445.11082
Attia, Najmeddine
3
2019
Averaging for some simple constrained Markov processes. Zbl 1491.60118
Genadot, Alexandre
3
2019
Embedded Markov chain approximations in Skorokhod topologies. Zbl 1434.60010
Böttcher, Björn
2
2019
Estimates of the transition densities for the reflected Brownian motion on simple nested fractals. Zbl 1434.60208
Olszewski, Mariusz
2
2019
Tanaka formula for strictly stable processes. Zbl 1479.60160
Tsukada, Hiroshi
2
2019
Large deviations for generalized conditioned Gaussian processes and their bridges. Zbl 1484.60034
Pacchiarotti, Barbara
2
2019
bm-Central limit theorems associated with non-symmetric positive cones. Zbl 1512.60017
Oussi, Lahcen; Wysoczański, Janusz
2
2019
Stochastic complex integrals associated with homogeneous independently scattered random measures on the line. Zbl 1481.60034
Yamamuro, Kouji
2
2019
Karhunen-Loève decomposition of Gaussian measures on Banach spaces. Zbl 1434.60013
Bay, Xavier; Croix, Jean-Charles
1
2019
Admissible and minimax estimation of the parameters of the selected normal population in two-stage adaptive under reflected normal loss function. Zbl 1439.62077
Mazarei, Hasan; Nematollahi, Nader
1
2019
A two-parameter extension of Urbanik’s product convolution semigroup. Zbl 1447.60044
Berg, Christian
1
2019
Asymmetrically tempered stable distributions with applications to finance. Zbl 1448.60042
Arefi, A.; Pourtaheri, R.
1
2019
Data driven efficient score tests for Poissonity. Zbl 1422.62162
Inglot, Tadeusz
1
2019
On exact strong laws of large numbers under general dependence conditions. Zbl 1410.60035
Adler, André; Matuła, Przemysław
14
2018
Fractional negative binomial and Pólya processes. Zbl 1410.60043
Vellaisamy, Palaniappan; Maheshwari, Aditya
13
2018
Series representation of time-stable stochastic processes. Zbl 1411.60073
Kopp, Christoph; Molchanov, Ilya
5
2018
The area of a spectrally positive stable process stopped at zero. Zbl 1410.60047
Letemplier, Julien; Simon, Thomas
5
2018
Convergence of random oscillatory integrals in the presence of long-range dependence and application to homogenization. Zbl 1411.60039
Lechiheb, Atef; Nourdin, Ivan; Zheng, Guangqu; Haouala, Ezzedine
3
2018
Limiting spectral distributions of sums of products ofnon-Hermitian random matrices. Zbl 1411.60013
Kösters, Holger; Tikhomirov, Alexander
3
2018
On the longest runs in Markov chains. Zbl 1411.60044
Liu, Zhenxia; Yang, Xiangfeng
3
2018
Bellman functions and \(L^p\) estimates for paraproducts. Zbl 1411.60065
Kovač, Vjekoslav; Škreb, Kristina Ana
3
2018
Sharp bounds on the expectations of linear combinations of \(k\)th records expressed in the Gini mean difference units. Zbl 1410.60028
Kozyra, Paweł Marcin; Rychlik, Tomasz
2
2018
Extremes of order statistics of stationary Gaussian processes. Zbl 1410.60041
Zhao, Chunming
2
2018
On joint sum/max stability and sum/max domains of attraction. Zbl 1410.60026
Hees, Katharina; Scheffler, Hans-Peter
2
2018
A consistent estimator for spectral density matrix of a discrete time periodically correlated process. Zbl 1410.62161
Azimmohseni, Majid; Soltani, Ahmad Reza; Khalafi, Mahnaz; Ghalesary, Naeemeh Akbari
2
2018
Boundary value problems for the Dunkl Laplacian. Zbl 1414.35068
Chrouda, Mohamed Ben; El Mabrouk, Khalifa; Hassine, Kods
1
2018
On the number of reflexive and shared nearest neighbor pairs in one-dimensional uniform data. Zbl 1393.05005
Bahadir, Selim; Ceyhan, Elvan
1
2018
Extremes of multidimensional stationary Gaussian random fields. Zbl 1410.60040
Soja-Kukieła, Natalia
1
2018
On extremal index of max-stable stationary processes. Zbl 1393.60055
Dębicki, Krzysztof; Hashorva, Enkelejd
18
2017
Intrinsic compound kernel estimates for the transition probability density of Lévy-type processes and their applications. Zbl 1367.60054
Knopova, Victoria; Kulik, Aleksei
18
2017
Remarks on Pickands’ theorem. Zbl 1393.60035
Michna, Zbigniew
15
2017
Two-dimensional ruin probability for subexponential claim size. Zbl 1393.60100
Foss, Sergey; Korshunov, Dmitry; Palmowski, Zbigniew; Rolski, Tomasz
11
2017
Tail asymptotics of light-tailed Weibull-like sums. Zbl 1395.62031
Asmussen, Søren; Hashorva, Enkelejd; Laub, Patrick J.; Taimre, Thomas
7
2017
Two queues with random time-limited polling. Zbl 1403.90251
Saxena, Mayank; Boxma, Onno; Kapodistria, Stella; Queija, Rudesindo Núńez
5
2017
Distance covariance for stochastic processes. Zbl 1396.62115
Matsui, Muneya; Mikosch, Thomas; Samorodnitsky, Gennady
5
2017
Tangential existence and comparison, with applications to single and multiple integration. Zbl 1367.60045
Kallenberg, Olav
4
2017
Martingale approach for tail asymptotic problems in the generalized Jackson network. Zbl 1393.60109
Miyazawa, Masakiyo
3
2017
Cramér type large deviations for trimmed \(L\)-statistics. Zbl 1365.62168
Gribkova, Nadezhda
3
2017
Heavy-traffic approximations for a layered network with limited resources. Zbl 1393.60105
Aveklouris, Angelos; Vlasiou, Maria; Zhang, Jiheng; Zwart, Bert
2
2017
On the joint distribution of tax payments and capitalinjections for a Lévy risk model. Zbl 1393.60048
Albrecher, Hansjörg; Ivanovs, Jevgenijs
2
2017
Exponential rate of convergence independent of the dimension in a mean-field system of particles. Zbl 1367.60120
Dyda, Bartłomiej; Tugaut, Julian
2
2017
A note on first passage probabilities of a Lévy process reflected at a general barrier. Zbl 1393.60049
Palmowski, Zbigniew; Świątek, Przemysław
1
2017
Renewal function asymptotics refined á la Feller. Zbl 1393.60098
Daley, Daryl
1
2017
Recurrence classification for a family of non-linear storage models. Zbl 1393.60076
Glynn, Peter W.; Glynn, John E.; Rai, Sanatan
1
2017
Tail asymptotics of signal-to-interference ratio distribution in spatial cellular network models. Zbl 1393.60052
Miyoshi, Naoto; Shirai, Tomoyuki
1
2017
Green function for gradient perturbation of unimodal Lévy processes. Zbl 1370.60089
Grzywny, Tomasz; Jakubowski, Tomasz; Żurek, Grzegorz
1
2017
Functional limit theorems in Hölder space for residuals of nearly nonstationary AR(1) process. Zbl 1367.60029
Markevičiūtė, Jurgita
1
2017
A strong and weak approximation scheme for stochastic differential equations driven by a time-changed Brownian motion. Zbl 1357.60070
Jum, Ernest; Kobayashi, Kei
14
2016
Existence of a persistent hub in the convex preferential attachment model. Zbl 1341.05229
Galashin, Pavel
9
2016
Kendall random walks. Zbl 1343.60052
Jasiulis-Gołdyn, Barbara H.
9
2016
On the structure of a class of distributions obeying the principle of a single big jump. Zbl 1342.60016
Xu, Hui; Scheutzow, Michael; Wang, Yuebao; Cui, Zhaolei
8
2016
The local structure of \(q\)-Gaussian processes. Zbl 1357.60081
Bryc, W.; Wang, Y.
7
2016
Extremes of chi-square processes with trend. Zbl 1343.60064
Liu, Peng; Ji, Lanpeng
6
2016
Two lilypond systems of finite line-segments. Zbl 1356.60017
Daley, D. J.; Ebert, S.; Last, G.
6
2016
On the order of approximation in the random central limit theorem for \(m\)-dependent random variables. Zbl 1343.60018
Prakasa Rao, B. L. S.; Sreehari, M.
5
2016
A functional limit theorem for locally perturbed random walks. Zbl 1357.60035
Iksanov, A.; Pilipenko, A.
5
2016
On the moment determinacy of products of non-identically distributed random variables. Zbl 1342.60014
Lin, Gwo Dong; Stoyanov, Jordan
3
2016
A limit process for a sequence of partial sums of residuals of a simple regression on order statistics with Markov-modulated noise. Zbl 1343.60032
Kovalevskii, Artyom; Shatalin, Evgeny
3
2016
A constant regression characterization of the Marchenko-Pastur law. Zbl 1359.46056
Szpojankowski, Kamil
3
2016
Asymptotic properties of GPH estimators of the memory parameters of the fractionally integrated separable spatial ARMA (FISSARMA) models. Zbl 1359.62398
Ghodsi, Alireza; Shitan, Mahendran
3
2016
Cross-variation of Young integral with respect to long-memory fractional Brownian motions. Zbl 1343.60067
Nourdin, Ivan; Zintout, Rola
2
2016
Strong stationary duality for Möbius monotone Markov chains: examples. Zbl 1343.60106
Lorek, Pawelł; Szekli, Ryszard
2
2016
Efficient classes of ratio-cum-product estimators of population mean in stratified random sampling. Zbl 1358.62020
Vishwakarma, Gajendra K.; Kumar, Manish
2
2016
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Cited by 3,445 Authors

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23 Dębicki, Krzysztof
23 Kim, Panki
23 Song, Renming
19 Bryc, Włodzimierz
17 Klimsiak, Tomasz
16 Chen, Zhen-Qing
16 Hashorva, Enkelejd
15 Kulczycki, Tadeusz
15 Nadarajah, Saralees
15 Privault, Nicolas
15 Wesołowski, Jacek
15 Zhai, Jianliang
14 Budhiraja, Amarjit S.
14 Rachev, Svetlozar T.
14 Ryznar, Michał
13 Grzywny, Tomasz
13 Jakubowski, Tomasz
13 Matuła, Przemysław
13 Misiewicz, Jolanta K.
13 Xiao, Yimin
12 Liu, Wei
12 Pardo, Juan Carlos
12 Stelzer, Robert
12 Veraar, Mark C.
12 Zhang, Tusheng S.
11 Berkes, István
11 Doukhan, Paul
11 Fabozzi, Frank J.
11 Jarohs, Sven
11 Mukhamedov, Farruh Maksutovich
11 Peccati, Giovanni
11 Suvinthra, Murugan
11 Taqqu, Murad S.
11 Wang, Yizao
11 Zhang, Xicheng
10 Harel, Michel
10 Jurek, Zbigniew J.
10 Kaleta, Kamil
10 Klotz, Lutz Peter
10 Kuznetsov, Dmitriĭ Feliksovich
10 Lifshits, Mikhail A.
10 Maejima, Makoto
10 Simon, Thomas
10 Sztonyk, Paweł
10 Thäle, Christoph
10 Vondraček, Zoran
9 Giné-Masdéu, Evarist
9 Hasebe, Takahiro
9 Horbacz, Katarzyna
9 Kondrat’yev, Yuriĭ Grygorovych
9 Kyprianou, Andreas E.
9 Leonenko, Nikolai N.
9 Lytvynov, Yevgen Vil’yamovych
9 Mohan, Manil Thankamani
9 Serafin, Grzegorz
9 Tan, Zhongquan
9 Tudor, Ciprian A.
8 Balachandran, Krishnan
8 Bozejko, Marek
8 Dupuis, Paul G.
8 Fakhfakh, Raouf
8 Gamboa, Fabrice
8 Jakubowski, Adam
8 Jasiulis-Gołdyn, Barbara Helena
8 Ji, Lanpeng
8 Knopova, Victoria Pavlovna
8 Palmowski, Zbigniew
8 Paulauskas, Vygantas Ionovič
8 Peng, Zuoxiang
8 Puri, Madan Lal
8 Rosalsky, Andrew
8 Salins, Michael
8 Schilling, René Leander
8 Schulte, Matthias
8 Szewczak, Zbigniew Stanisław
8 Wang, Jian
8 Withers, Christopher Stroude
7 Abundo, Mario
7 Adler, André Bruce
7 Alsmeyer, Gerold
7 Aurzada, Frank
7 Becker-Kern, Peter
7 Czapla, Dawid
7 Dai, Wei
7 Fall, Mouhamed Moustapha
7 Grabchak, Michael
7 Graczyk, Piotr
7 Heyer, Herbert
7 Horváth, Lajos
7 Jiao, Yong
7 Khartov, Alekseĭ Andreevich
7 Kruk, Łukasz
7 Kwaśnicki, Mateusz
7 Last, Günter
7 Lê Vǎn Thành
7 Ledwina, Teresa
7 Liu, Peng
7 Meerschaert, Mark Marvin
7 Mikosch, Thomas
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Cited in 473 Journals

207 Stochastic Processes and their Applications
152 Statistics & Probability Letters
106 Journal of Theoretical Probability
64 Journal of Mathematical Analysis and Applications
62 Bernoulli
57 Potential Analysis
56 Journal of Statistical Planning and Inference
55 Journal of Multivariate Analysis
51 Probability Theory and Related Fields
48 Journal of Functional Analysis
47 The Annals of Probability
43 Lithuanian Mathematical Journal
42 The Annals of Applied Probability
38 Journal of Applied Probability
38 Probability and Mathematical Statistics
37 The Annals of Statistics
33 Stochastic Analysis and Applications
33 Journal of Mathematical Sciences (New York)
32 Electronic Journal of Probability
31 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
30 Journal of Differential Equations
29 Advances in Applied Probability
28 Communications in Statistics. Theory and Methods
25 Applied Mathematics and Optimization
25 Transactions of the American Mathematical Society
25 Infinite Dimensional Analysis, Quantum Probability and Related Topics
23 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
23 Stochastics and Dynamics
21 Journal of Statistical Physics
21 Electronic Journal of Statistics
20 Annals of the Institute of Statistical Mathematics
20 Methodology and Computing in Applied Probability
19 Extremes
18 Computational Statistics and Data Analysis
18 Stochastics
17 Queueing Systems
17 Test
16 Journal of Econometrics
16 Journal of Complexity
16 ALEA. Latin American Journal of Probability and Mathematical Statistics
15 Communications in Mathematical Physics
15 Mathematische Nachrichten
15 Discrete and Continuous Dynamical Systems
15 Science China. Mathematics
14 Journal of Computational and Applied Mathematics
14 Proceedings of the American Mathematical Society
14 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
14 Acta Mathematica Hungarica
14 Theory of Probability and Mathematical Statistics
13 Journal of Mathematical Physics
12 Metrika
12 Mathematische Zeitschrift
12 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
12 Bulletin des Sciences Mathématiques
12 Acta Mathematica Sinica. English Series
12 Communications on Pure and Applied Analysis
11 Computers & Mathematics with Applications
11 Linear Algebra and its Applications
11 Statistical Inference for Stochastic Processes
11 Discrete and Continuous Dynamical Systems. Series B
10 Studia Mathematica
10 Insurance Mathematics & Economics
10 Acta Applicandae Mathematicae
10 Statistics
10 Annals of Operations Research
10 Communications in Statistics. Simulation and Computation
10 Journal of Inequalities and Applications
9 Theory of Probability and its Applications
9 Advances in Mathematics
9 SIAM Journal on Control and Optimization
9 Journal of Time Series Analysis
9 Mathematical and Computer Modelling
9 Random Operators and Stochastic Equations
9 Acta Mathematica Scientia. Series B. (English Edition)
9 Probability Surveys
8 Statistical Science
8 SIAM Journal on Mathematical Analysis
8 Electronic Communications in Probability
8 Lobachevskii Journal of Mathematics
8 Journal of Evolution Equations
8 Comptes Rendus. Mathématique. Académie des Sciences, Paris
8 Complex Analysis and Operator Theory
8 Statistics and Computing
8 Modern Stochastics. Theory and Applications
7 Scandinavian Journal of Statistics
7 Applied Mathematics and Computation
7 Demonstratio Mathematica
7 Mathematische Annalen
7 Monatshefte für Mathematik
7 Advances in Applied Mathematics
7 Acta Mathematicae Applicatae Sinica. English Series
7 Journal of Statistical Computation and Simulation
7 Statistical Papers
7 Filomat
7 Annales Henri Poincaré
7 Quantitative Finance
7 Stochastic Models
7 Journal of Statistical Theory and Practice
6 Archive for Rational Mechanics and Analysis
6 The Canadian Journal of Statistics
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Cited in 61 Fields

2,226 Probability theory and stochastic processes (60-XX)
740 Statistics (62-XX)
316 Partial differential equations (35-XX)
205 Functional analysis (46-XX)
199 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
155 Numerical analysis (65-XX)
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96 Dynamical systems and ergodic theory (37-XX)
85 Systems theory; control (93-XX)
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72 Computer science (68-XX)
69 Combinatorics (05-XX)
69 Operations research, mathematical programming (90-XX)
67 Potential theory (31-XX)
57 Harmonic analysis on Euclidean spaces (42-XX)
57 Statistical mechanics, structure of matter (82-XX)
55 Ordinary differential equations (34-XX)
48 Real functions (26-XX)
47 Measure and integration (28-XX)
44 Fluid mechanics (76-XX)
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3 Commutative algebra (13-XX)
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3 Associative rings and algebras (16-XX)
3 Several complex variables and analytic spaces (32-XX)
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2 General and overarching topics; collections (00-XX)
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