## Probability Theory and Related Fields

 Short Title: Probab. Theory Relat. Fields Publisher: Springer, Berlin/Heidelberg ISSN: 0178-8051; 1432-2064/e Online: http://link.springer.com/journal/volumesAndIssues/440 Predecessor: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete Comments: Indexed cover-to-cover
 Documents Indexed: 2,771 Publications (since 1986) References Indexed: 2,253 Publications with 54,090 References.
all top 5

### Latest Issues

 183, No. 3-4 (2022) 183, No. 1-2 (2022) 182, No. 3-4 (2022) 182, No. 1-2 (2022) 181, No. 4 (2021) 181, No. 1-3 (2021) 180, No. 3-4 (2021) 180, No. 1-2 (2021) 179, No. 3-4 (2021) 179, No. 1-2 (2021) 178, No. 3-4 (2020) 178, No. 1-2 (2020) 177, No. 3-4 (2020) 177, No. 1-2 (2020) 176, No. 3-4 (2020) 176, No. 1-2 (2020) 175, No. 3-4 (2019) 175, No. 1-2 (2019) 174, No. 3-4 (2019) 174, No. 1-2 (2019) 173, No. 3-4 (2019) 173, No. 1-2 (2019) 172, No. 3-4 (2018) 172, No. 1-2 (2018) 171, No. 3-4 (2018) 171, No. 1-2 (2018) 170, No. 3-4 (2018) 170, No. 1-2 (2018) 169, No. 3-4 (2017) 169, No. 1-2 (2017) 168, No. 3-4 (2017) 168, No. 1-2 (2017) 167, No. 3-4 (2017) 167, No. 1-2 (2017) 166, No. 3-4 (2016) 166, No. 1-2 (2016) 165, No. 3-4 (2016) 165, No. 1-2 (2016) 164, No. 3-4 (2016) 164, No. 1-2 (2016) 163, No. 3-4 (2015) 163, No. 1-2 (2015) 162, No. 3-4 (2015) 162, No. 1-2 (2015) 161, No. 3-4 (2015) 161, No. 1-2 (2015) 160, No. 3-4 (2014) 160, No. 1-2 (2014) 159, No. 3-4 (2014) 159, No. 1-2 (2014) 158, No. 3-4 (2014) 158, No. 1-2 (2014) 157, No. 3-4 (2013) 157, No. 1-2 (2013) 156, No. 3-4 (2013) 156, No. 1-2 (2013) 155, No. 3-4 (2013) 155, No. 1-2 (2013) 154, No. 3-4 (2012) 154, No. 1-2 (2012) 153, No. 3-4 (2012) 153, No. 1-2 (2012) 152, No. 3-4 (2012) 152, No. 1-2 (2012) 151, No. 3-4 (2011) 151, No. 1-2 (2011) 150, No. 3-4 (2011) 150, No. 1-2 (2011) 149, No. 3-4 (2011) 149, No. 1-2 (2011) 148, No. 3-4 (2010) 148, No. 1-2 (2010) 147, No. 3-4 (2010) 147, No. 1-2 (2010) 146, No. 3-4 (2010) 146, No. 1-2 (2010) 145, No. 3-4 (2009) 145, No. 1-2 (2009) 144, No. 3-4 (2009) 144, No. 1-2 (2009) 143, No. 3-4 (2009) 143, No. 1-2 (2009) 142, No. 3-4 (2008) 142, No. 1-2 (2008) 141, No. 3-4 (2008) 141, No. 1-2 (2008) 140, No. 3-4 (2008) 140, No. 1-2 (2008) 139, No. 3-4 (2007) 139, No. 1-2 (2007) 138, No. 3-4 (2007) 138, No. 1-2 (2007) 137, No. 3-4 (2007) 137, No. 1-2 (2007) 136, No. 4 (2006) 136, No. 3 (2006) 136, No. 2 (2006) 136, No. 1 (2006) 135, No. 4 (2006) 135, No. 3 (2006) ...and 237 more Volumes
all top 5

### Authors

 25 Peres, Yuval 23 Chen, Zhen-Qing 22 Nualart, David 20 Le Gall, Jean-François 19 Burdzy, Krzysztof 18 Bass, Richard F. 18 Talagrand, Michel 17 Hall, Peter Gavin 17 Sznitman, Alain-Sol 17 Zeitouni, Ofer 16 Greven, Andreas 16 Zakai, Moshe 15 Bertoin, Jean 15 Röckner, Michael 14 den Hollander, Frank 14 Durrett, Richard Timothy 14 Krylov, Nicolaĭ Vladimirovich 14 Mountford, Thomas S. 13 Deuschel, Jean-Dominique 13 Freidlin, Mark I. 13 Götze, Friedrich 13 Kallenberg, Olav 13 Landim, Claudio 13 Perkins, Edwin A. 13 van der Hofstad, Remco W. 12 Ben Arous, Gérard 12 Dembo, Amir 12 Pardoux, Etienne 12 Ustunel, Ali Suleyman 12 Yor, Marc 11 Barlow, Martin T. 11 Einmahl, Uwe 11 Khoshnevisan, Davar 11 Mossel, Elchanan 11 Pitman, Jim William 11 Sly, Allan 11 Velenik, Yvan 11 Werner, Wendelin 10 Bolthausen, Erwin 10 Chatterjee, Sourav 10 Fleischmann, Klaus 10 Guionnet, Alice 10 Miller, Jason P. 10 Seppäläinen, Timo 10 Sheffield, Scott 10 Shi, Zhan 9 Aldous, David John 9 Benjamini, Itai 9 Caputo, Pietro 9 Doney, Ronald Arthur 9 Duminil-Copin, Hugo 9 Kifer, Yuri 9 Kumagai, Takashi 9 Kusuoka, Shigeo 9 Léandre, Rémi 9 Müller, Carl E. 9 Newman, Charles Michael 9 Song, Renming 8 Asselah, Amine 8 Bordenave, Charles 8 Cox, J. Theodore 8 Cranston, Michael Craig 8 Csörgő, Miklós 8 Ding, Jian 8 Evans, Steven Neil 8 Flandoli, Franco 8 Funaki, Tadahisa 8 Giacomin, Giambattista 8 Hairer, Martin 8 Imkeller, Peter 8 Kesten, Harry 8 Lalley, Steven P. 8 Le Jan, Yves 8 Olla, Stefano 8 Rogers, L. C. G. 8 Schonmann, Roberto Henrique 8 Shao, Qi-Man 8 Taqqu, Murad S. 7 Albeverio, Sergio A. 7 Alexander, Kenneth S. 7 Bobkov, Sergey Germanovich 7 Bollobás, Béla 7 Bovier, Anton 7 Buckdahn, Rainer 7 Cerrai, Sandra 7 Collet, Pierre 7 Delmas, Jean-François 7 Dynkin, Evgeniĭ Borisovich 7 Erdős, László 7 Guillin, Arnaud 7 Gwynne, Ewain 7 Häggström, Olle 7 Hu, Ying 7 Hutchcroft, Tom 7 König, Wolfgang Dieter 7 Ledoux, Michel 7 Marron, James Stephen 7 Martinelli, Fabio 7 Méléard, Sylvie 7 Molchanov, Stanislav Alekseevich ...and 2,300 more Authors
all top 5

### Fields

 2,561 Probability theory and stochastic processes (60-XX) 448 Statistical mechanics, structure of matter (82-XX) 306 Statistics (62-XX) 219 Partial differential equations (35-XX) 128 Combinatorics (05-XX) 94 Linear and multilinear algebra; matrix theory (15-XX) 93 Measure and integration (28-XX) 83 Functional analysis (46-XX) 82 Global analysis, analysis on manifolds (58-XX) 80 Dynamical systems and ergodic theory (37-XX) 59 Potential theory (31-XX) 56 Operator theory (47-XX) 50 Quantum theory (81-XX) 36 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 34 Biology and other natural sciences (92-XX) 32 Systems theory; control (93-XX) 31 Convex and discrete geometry (52-XX) 26 Ordinary differential equations (34-XX) 26 Numerical analysis (65-XX) 25 Calculus of variations and optimal control; optimization (49-XX) 24 Computer science (68-XX) 23 Number theory (11-XX) 21 Real functions (26-XX) 19 Differential geometry (53-XX) 19 Fluid mechanics (76-XX) 18 Operations research, mathematical programming (90-XX) 17 Functions of a complex variable (30-XX) 17 Information and communication theory, circuits (94-XX) 16 Group theory and generalizations (20-XX) 16 Harmonic analysis on Euclidean spaces (42-XX) 14 Abstract harmonic analysis (43-XX) 12 Topological groups, Lie groups (22-XX) 10 Special functions (33-XX) 9 Difference and functional equations (39-XX) 7 Approximations and expansions (41-XX) 5 Algebraic geometry (14-XX) 5 Integral transforms, operational calculus (44-XX) 5 Integral equations (45-XX) 4 Mathematical logic and foundations (03-XX) 4 Several complex variables and analytic spaces (32-XX) 4 Mechanics of deformable solids (74-XX) 3 Nonassociative rings and algebras (17-XX) 3 Geometry (51-XX) 3 Algebraic topology (55-XX) 3 Mechanics of particles and systems (70-XX) 3 Relativity and gravitational theory (83-XX) 2 General and overarching topics; collections (00-XX) 2 History and biography (01-XX) 2 Associative rings and algebras (16-XX) 2 Sequences, series, summability (40-XX) 2 Manifolds and cell complexes (57-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Commutative algebra (13-XX) 1 General topology (54-XX) 1 Optics, electromagnetic theory (78-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Astronomy and astrophysics (85-XX)

### Citations contained in zbMATH Open

2,554 Publications have been cited 41,123 times in 26,147 Documents Cited by Year
Attractors for random dynamical systems. Zbl 0819.58023
Crauel, Hans; Flandoli, Franco
1994
Solving forward-backward stochastic differential equations explicitly – a four step scheme. Zbl 0794.60056
Ma, Jin; Protter, Philip; Yong, Jiongmin
1994
Martingale and stationary solutions for stochastic Navier-Stokes equations. Zbl 0831.60072
Flandoli, Franco; Gatarek, Dariusz
1995
Integration with respect to fractal functions and stochastic calculus. I. Zbl 0918.60037
Zähle, M.
1998
Risk bounds for model selection via penalization. Zbl 0946.62036
Barron, Andrew; Birgé, Lucien; Massart, Pascal
1999
Brownian motion on the Sierpinski gasket. Zbl 0635.60090
Barlow, Martin T.; Perkins, Edwin A.
1988
Spectral representations of infinitely divisible processes. Zbl 0659.60078
Rajput, Balram S.; Rosinski, Jan
1989
Stochastic calculus with anticipating integrands. Zbl 0629.60061
Nualart, D.; Pardoux, E.
1988
On the rate of convergence in Wasserstein distance of the empirical measure. Zbl 1325.60042
Fournier, Nicolas; Guillin, Arnaud
2015
Strong solutions of stochastic equations with singular time dependent drift. Zbl 1072.60050
Krylov, N. V.; Röckner, M.
2005
Gaussian free fields for mathematicians. Zbl 1132.60072
Sheffield, Scott
2007
Existence of strong solutions for Itô’s stochastic equations via approximations. Zbl 0847.60038
Gyöngy, István; Krylov, Nicolai
1996
Stein’s method on Wiener chaos. Zbl 1175.60053
Nourdin, Ivan; Peccati, Giovanni
2009
Backward doubly stochastic differential equations and systems of quasilinear SPDEs. Zbl 0792.60050
Pardoux, Etienne; Peng, Shige
1994
A central limit theorem for generalized quadratic forms. Zbl 0596.60022
de Jong, Peter
1987
Solution of forward-backward stochastic differential equations. Zbl 0831.60065
Hu, Ying; Peng, S.
1995
Macdonald processes. Zbl 1291.82077
Borodin, Alexei; Corwin, Ivan
2014
A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle’s estimate. Zbl 0717.62015
Giraitis, L.; Surgailis, D.
1990
Heat kernel estimates for jump processes of mixed types on metric measure spaces. Zbl 1131.60076
Chen, Zhen-Qing; Kumagai, Takashi
2008
Stochastic analysis, rough path analysis and fractional Brownian motions. Zbl 1047.60029
Coutin, Laure; Qian, Zhongmin
2002
Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer’s type. Zbl 0953.60059
Peng, Shige
1999
Censored stable processes. Zbl 1032.60047
Bogdan, Krzysztof; Burdzy, Krzysztof; Chen, Zhen-Qing
2003
Exchangeable and partially exchangeable random partitions. Zbl 0821.60047
Pitman, Jim
1995
Stochastic evolution equations with fractional Brownian motion. Zbl 1036.60056
Tindel, S.; Tudor, C. A.; Viens, F.
2003
BSDE with quadratic growth and unbounded terminal value. Zbl 1109.60052
Briand, Philippe; Hu, Ying
2006
Forward, backward and symmetric stochastic integration. Zbl 0792.60046
Russo, Francesco; Vallois, Pierre
1993
Logarithmic Sobolev inequalities on noncompact Riemannian manifolds. Zbl 0887.35012
Wang, Feng-Yu
1997
The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function. Zbl 0838.60051
Bally, V.; Talay, D.
1996
Forward-backward stochastic differential equations and quasilinear parabolic PDEs. Zbl 0943.60057
Pardoux, Etienne; Tang, Shanjian
1999
Time-fractional telegraph equations and telegraph processes with Brownian time. Zbl 1049.60062
Orsingher, Enzo; Beghin, Luisa
2004
Quadratic BSDEs with convex generators and unbounded terminal conditions. Zbl 1141.60037
Briand, Philippe; Hu, Ying
2008
Wellposedness of second order backward SDEs. Zbl 1252.60056
Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng
2012
Integration questions related to fractional Brownian motion. Zbl 0970.60058
2000
On the limit of the largest eigenvalue of the large dimensional sample covariance matrix. Zbl 0627.62022
Yin, Y. Q.; Bai, Z. D.; Krishnaiah, P. R.
1988
Stochastic differential equations for multi-dimensional domain with reflecting boundary. Zbl 0591.60049
Saisho, Yasumasa
1987
Large deviations for Wigner’s law and Voiculescu’s non-commutative entropy. Zbl 0954.60029
Ben Arous, G.; Guionnet, A.
1997
Minimal penalties for Gaussian model selection. Zbl 1112.62082
Birgé, Lucien; Massart, Pascal
2007
Bulk universality for generalized Wigner matrices. Zbl 1277.15026
Erdős, László; Yau, Horng-Tzer; Yin, Jun
2012
A function space large deviation principle for certain stochastic integrals. Zbl 0682.60018
Deuschel, J. D.; Stroock, D. W.
1989
Asymptotic coupling and a general form of Harris’ theorem with applications to stochastic delay equations. Zbl 1238.60082
Hairer, M.; Mattingly, J. C.; Scheutzow, M.
2011
The product-limit estimator and the bootstrap: Some asymptotic representations. Zbl 0561.62032
Lo, Shaw-Hwa; Singh, Kesar
1986
Non-intersecting paths, random tilings and random matrices. Zbl 1008.60019
Johansson, Kurt
2002
Filtration-consistent nonlinear expectations and related $$g$$-expectations. Zbl 1007.60057
Coquet, François; Hu, Ying; Mémin, Jean; Peng, Shige
2002
Probabilistic and fractal aspects of Lévy trees. Zbl 1070.60076
Duquesne, Thomas; Le Gall, Jean-François
2005
Imaginary geometry. I: Interacting SLEs. Zbl 1336.60162
Miller, Jason; Sheffield, Scott
2016
A weighted occupation time for a class of measure-valued branching processes. Zbl 0555.60034
Iscoe, I.
1986
On the exceedance point process for a stationary sequence. Zbl 0619.60054
Hsing, T.; Hüsler, J.; Leadbetter, M. R.
1988
Stochastic partial differential equations for some measure-valued diffusions. Zbl 0631.60058
Konno, Norio; Shiga, T.
1988
Convolution tails, product tails and domains of attraction. Zbl 0577.60019
Cline, Daren B. H.
1986
Convergence en loi des suites d’integrales stochastiques sur l’espace $${\mathbb{D}}^ 1$$ de Skorokhod. (Convergence in law of sequences of stochastic integrals on the Skorokhod space $${\mathbb{D}}^ 1)$$. Zbl 0638.60049
Jakubowski, A.; Memin, J.; Pages, G.
1989
Size-biased sampling of Poisson point processes and excursions. Zbl 0741.60037
Perman, Mihael; Pitman, Jim; Yor, Marc
1992
Sharp metastability threshold for two-dimensional bootstrap percolation. Zbl 1042.60065
Holroyd, Alexander E.
2003
Martingale optimal transport and robust hedging in continuous time. Zbl 1305.91215
Dolinsky, Yan; Soner, H. Mete
2014
GUEs and queues. Zbl 0980.60042
Baryshnikov, Yu.
2001
On the existence of smooth densities for jump processes. Zbl 0853.60064
Picard, Jean
1996
Stochastic differential equations in infinite dimensions: Solutions via Dirichlet forms. Zbl 0725.60055
Albeverio, S.; Röckner, M.
1991
The Brownian loop soup. Zbl 1049.60072
Lawler, Gregory F.; Werner, Wendelin
2004
Reinforced random walk. Zbl 0665.60077
Davis, B.
1990
Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets. Zbl 0853.60041
Kramkov, D. O.
1996
Quenched invariance principle for simple random walk on percolation clusters. Zbl 1107.60066
Berger, Noam; Biskup, Marek
2007
Rates of convergence for minimum contrast estimators. Zbl 0805.62037
Birgé, Lucien; Massart, Pascal
1993
Quenched invariance principles for walks on clusters of percolation or among random conductances. Zbl 1070.60090
2004
A study of a class of stochastic differential equations with non-Lipschitzian coefficients. Zbl 1081.60043
Fang, Shizan; Zhang, Tusheng
2005
Stein’s method for diffusion approximations. Zbl 0665.60008
Barbour, A. D.
1990
Averaging principle for a class of stochastic reaction-diffusion equations. Zbl 1176.60049
Cerrai, Sandra; Freidlin, Mark
2009
Mimicking the one-dimensional marginal distributions of processes having an Ito differential. Zbl 0579.60043
Gyöngy, I.
1986
Uniqueness in law for pure jump Markov processes. Zbl 0664.60080
Bass, R. F.
1988
A CLT for a band matrix model. Zbl 1084.60014
Anderson, Greg W.; Zeitouni, Ofer
2006
New dependence coefficients. Examples and applications to statistics. Zbl 1061.62058
Dedecker, Jérôme; Prieur, Clémentine
2005
On bilinear forms in Gaussian random variables and Toeplitz matrices. Zbl 0648.60043
Avram, F.
1988
Optional decompositions under constraints. Zbl 0882.60063
Föllmer, H.; Kramkov, D.
1997
Growth and Hölder conditions for the sample paths of Feller processes. Zbl 0930.60013
Schilling, René L.
1998
A probabilistic approach to one class of nonlinear differential equations. Zbl 0722.60062
Dynkin, E. B.
1991
Finding adapted solutions of forward-backward stochastic differential equations: Method of continuation. Zbl 0883.60053
Yong, Jiongmin
1997
Hölder conditions for the local times and the Hausdorff measure of the level sets of Gaussian random fields. Zbl 0882.60035
Xiao, Yimin
1997
Imaginary geometry. IV: Interior rays, whole-plane reversibility, and space-filling trees. Zbl 1378.60108
Miller, Jason; Sheffield, Scott
2017
White noise driven SPDEs with reflection. Zbl 0794.60059
Donati-Martin, C.; Pardoux, E.
1993
White noise driven quasilinear SPDEs with reflection. Zbl 0767.60055
Nualart, D.; Pardoux, E.
1992
Multifractal products of cylindrical pulses. Zbl 1014.60042
Barral, Julien; Mandelbrot, Benoît B.
2002
Stochastic heat equation driven by fractional noise and local time. Zbl 1152.60331
Hu, Yaozhong; Nualart, David
2009
Reflected symmetric $$\alpha$$-stable processes and regional fractional Laplacian. Zbl 1089.60030
Guan, Qing-Yang; Ma, Zhi-Ming
2006
The multifractal nature of Lévy processes. Zbl 0947.60039
Jaffard, Stéphane
1999
Smoothness of scale functions for spectrally negative Lévy processes. Zbl 1259.60050
Chan, T.; Kyprianou, A. E.; Savov, M.
2011
Exponential decay of the heat kernel over the diagonal. II. (Décroissance exponentielle du noyau de la chaleur sur la diagonale. II.) Zbl 0734.60027
Ben Arous, G.; Léandre, R.
1991
Stochastic calculus with respect to free Brownian motion and analysis on Wigner space. Zbl 0919.60056
Biane, Philippe; Speicher, Roland
1998
Subexponential distributions and characterizations of related classes. Zbl 0687.60017
Klüppelberg, Claudia
1989
A contour line of the continuum Gaussian free field. Zbl 1331.60090
Schramm, Oded; Sheffield, Scott
2013
Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation. Zbl 0588.62052
Hall, Peter; Marron, James Stephen
1987
Minimax risk over $$l_ p$$-balls for $$l_ q$$-error. Zbl 0802.62006
Donoho, D. L.; Johnstone, I. M.
1994
Quantitative concentration inequalities for empirical measures on non-compact spaces. Zbl 1113.60093
Bolley, François; Guillin, Arnaud; Villani, Cédric
2007
Fluctuations of eigenvalues and second order Poincaré inequalities. Zbl 1152.60024
Chatterjee, Sourav
2009
The self-dual point of the two-dimensional random-cluster model is critical for $$q \geqslant 1$$. Zbl 1257.82014
Beffara, Vincent; Duminil-Copin, Hugo
2012
Markov selections for the 3D stochastic Navier-Stokes equations. Zbl 1133.76016
Flandoli, Franco; Romito, Marco
2008
Central limit theorem and stable laws for intermittent maps. Zbl 1038.37007
Gouëzel, Sébastien
2004
Random planar lattices and integrated superBrownian excursion. Zbl 1041.60008
Chassaing, Philippe; Schaeffer, Gilles
2004
Sharp adaptation for inverse problems with random noise. Zbl 1039.62031
Cavalier, Laurent; Tsybakov, Alexandre
2002
A new example of ‘independence’ and ‘white noise’. Zbl 0671.60109
Speicher, R.
1990
Central limit theorems for quadratic forms in random variables having long-range dependence. Zbl 0586.60019
1987
Density and hazard rate estimation for censored data via strong representation of the Kaplan-Meier estimator. Zbl 0637.62039
Lo, S. H.; Mack, Y. P.; Wang, J. L.
1989
Biased random walks on Galton-Watson trees. Zbl 0859.60076
Lyons, Russell; Pemantle, Robin; Peres, Yuval
1996
Planarity and non-separating cycles in uniform high genus quadrangulations. Zbl 1489.60017
Louf, Baptiste
2022
Non-reversible metastable diffusions with Gibbs invariant measure. I: Eyring-Kramers formula. Zbl 1489.82059
Lee, Jungkyoung; Seo, Insuk
2022
Finite free convolutions of polynomials. Zbl 07511155
Marcus, Adam W.; Spielman, Daniel A.; Srivastava, Nikhil
2022
Scalar conservation laws with white noise initial data. Zbl 07511158
Ouaki, Mehdi
2022
A spectral condition for spectral gap: fast mixing in high-temperature Ising models. Zbl 07511160
Eldan, Ronen; Koehler, Frederic; Zeitouni, Ofer
2022
The local limit of uniform spanning trees. Zbl 1486.05285
Nachmias, Asaf; Peres, Yuval
2022
Convergence of the spectral radius of a random matrix through its characteristic polynomial. Zbl 07511163
Bordenave, Charles; Chafaï, Djalil; García-Zelada, David
2022
Measure estimation on manifolds: an optimal transport approach. Zbl 07529635
Divol, Vincent
2022
Quenched local central limit theorem for random walks in a time-dependent balanced random environment. Zbl 07465479
Deuschel, Jean-Dominique; Guo, Xiaoqin
2022
Convergence of random walks with Markovian cookie stacks to Brownian motion perturbed at extrema. Zbl 1490.60275
Kosygina, Elena; Mountford, Thomas; Peterson, Jonathon
2022
Global regime for general additive functionals of conditioned Bienaymé-Galton-Watson trees. Zbl 1487.60153
Abraham, Romain; Delmas, Jean-François; Nassif, Michel
2022
Non-uniformly parabolic equations and applications to the random conductance model. Zbl 1490.60285
Bella, Peter; Schäffner, Mathias
2022
Eigenvector distribution in the critical regime of BBP transition. Zbl 1482.15036
Bao, Zhigang; Wang, Dong
2022
Nonparametric estimation for interacting particle systems: McKean-Vlasov models. Zbl 07465487
Della Maestra, Laetitia; Hoffmann, Marc
2022
Homological connectivity in random Čech complexes. Zbl 07565231
Bobrowski, Omer
2022
Singular HJB equations with applications to KPZ on the real line. Zbl 07565232
Zhang, Xicheng; Zhu, Rongchan; Zhu, Xiangchan
2022
Cutoff profiles for quantum Lévy processes and quantum random transpositions. Zbl 07565241
Freslon, Amaury; Teyssier, Lucas; Wang, Simeng
2022
Liouville quantum gravity and the Brownian map. III: The conformal structure is determined. Zbl 1478.60044
Miller, Jason; Sheffield, Scott
2021
On diffusion processes with drift in $$L_d$$. Zbl 1480.60239
Krylov, N. V.
2021
Random band matrices in the delocalized phase. III: Averaging fluctuations. Zbl 1460.60009
Yang, Fan; Yin, Jun
2021
Almost-sure enhanced dissipation and uniform-in-diffusivity exponential mixing for advection-diffusion by stochastic Navier-Stokes. Zbl 1465.37099
Bedrossian, Jacob; Blumenthal, Alex; Punshon-Smith, Sam
2021
High mode transport noise improves vorticity blow-up control in 3D Navier-Stokes equations. Zbl 1469.60205
Flandoli, Franco; Luo, Dejun
2021
Fermionic eigenvector moment flow. Zbl 1473.60014
Benigni, Lucas
2021
Edge universality for non-Hermitian random matrices. Zbl 1461.60008
Cipolloni, Giorgio; Erdős, László; Schröder, Dominik
2021
Quenched local limit theorem for random walks among time-dependent ergodic degenerate weights. Zbl 1478.60271
Andres, Sebastian; Chiarini, Alberto; Slowik, Martin
2021
Efficient random graph matching via degree profiles. Zbl 1460.05171
Ding, Jian; Ma, Zongming; Wu, Yihong; Xu, Jiaming
2021
Mixing time of the Chung-Diaconis-Graham random process. Zbl 1478.60201
Eberhard, Sean; Varjú, Péter P.
2021
Sharp transition of the invertibility of the adjacency matrices of sparse random graphs. Zbl 1468.05275
Basak, Anirban; Rudelson, Mark
2021
Quenched invariance principle for a class of random conductance models with long-range jumps. Zbl 1472.60059
Biskup, Marek; Chen, Xin; Kumagai, Takashi; Wang, Jian
2021
Does a central limit theorem hold for the $$k$$-skeleton of Poisson hyperplanes in hyperbolic space? Zbl 1478.60042
Herold, Felix; Hug, Daniel; Thäle, Christoph
2021
Periodic TASEP with general initial conditions. Zbl 1478.60252
Baik, Jinho; Liu, Zhipeng
2021
Scaling exponents of step-reinforced random walks. Zbl 1483.60065
Bertoin, Jean
2021
Persistence of hubs in growing random networks. Zbl 1491.60015
Banerjee, Sayan; Bhamidi, Shankar
2021
Power-law bounds for critical long-range percolation below the upper-critical dimension. Zbl 1475.60200
Hutchcroft, Tom
2021
Stability phenomena for Martin boundaries of relatively hyperbolic groups. Zbl 07329436
Dussaule, Matthieu; Gekhtman, Ilya
2021
A free boundary characterisation of the root barrier for Markov processes. Zbl 1484.60050
Gassiat, Paul; Oberhauser, Harald; Zou, Christina Z.
2021
Liouville dynamical percolation. Zbl 1469.82015
Garban, Christophe; Holden, Nina; Sepúlveda, Avelio; Sun, Xin
2021
Fluctuations of extreme eigenvalues of sparse Erdős-Rényi graphs. Zbl 1468.05155
He, Yukun; Knowles, Antti
2021
Approximation of SDEs: a stochastic sewing approach. Zbl 1490.60211
Butkovsky, Oleg; Dareiotis, Konstantinos; Gerencsér, Máté
2021
Planar random-cluster model: fractal properties of the critical phase. Zbl 1475.60195
Duminil-Copin, Hugo; Manolescu, Ioan; Tassion, Vincent
2021
Spine representations for non-compact models of random geometry. Zbl 1480.60023
Le Gall, Jean-François; Riera, Armand
2021
The diameter of uniform spanning trees in high dimensions. Zbl 1460.05057
Michaeli, Peleg; Nachmias, Asaf; Shalev, Matan
2021
SLE loop measures. Zbl 1465.60075
Zhan, Dapeng
2021
A transportation approach to the mean-field approximation. Zbl 1478.60097
Augeri, Fanny
2021
Regularity of SLE in $$(t,\kappa)$$ and refined GRR estimates. Zbl 1468.30021
Friz, Peter K.; Tran, Huy; Yuan, Yizheng
2021
Local stationarity in exponential last-passage percolation. Zbl 1483.60144
Balázs, Márton; Busani, Ofer; Seppäläinen, Timo
2021
A planar Ising model of self-organized criticality. Zbl 1467.82014
Forien, Nicolas
2021
Scaling limits of multi-type Markov branching trees. Zbl 1472.60060
Haas, Bénédicte; Stephenson, Robin
2021
On planar graphs of uniform polynomial growth. Zbl 1468.05050
2021
Diffusions interacting through a random matrix: universality via stochastic Taylor expansion. Zbl 1472.60137
Dembo, Amir; Gheissari, Reza
2021
Second time scale of the metastability of reversible inclusion processes. Zbl 1472.60131
Kim, Seonwoo
2021
The overlap gap property in principal submatrix recovery. Zbl 07458805
Gamarnik, David; Jagannath, Aukosh; Sen, Subhabrata
2021
Quenched and averaged tails of the heat kernel of the two-dimensional uniform spanning tree. Zbl 07434397
Barlow, M. T.; Croydon, D. A.; Kumagai, T.
2021
Near-critical 2D percolation with heavy-tailed impurities, forest fires and frozen percolation. Zbl 1489.60158
van den Berg, Jacob; Nolin, Pierre
2021
The effect of free boundary conditions on the Ising model in high dimensions. Zbl 1489.60153
Camia, Federico; Jiang, Jianping; Newman, Charles M.
2021
N-sided radial Schramm-Loewner evolution. Zbl 1477.60124
Healey, Vivian Olsiewski; Lawler, Gregory F.
2021
Fast initial conditions for Glauber dynamics. Zbl 1477.60112
Lubetzky, Eyal; Sly, Allan
2021
Non-simple conformal loop ensembles on Liouville quantum gravity and the law of CLE percolation interfaces. Zbl 1477.60125
Miller, Jason; Sheffield, Scott; Werner, Wendelin
2021
KMT coupling for random walk bridges. Zbl 1478.60222
Dimitrov, Evgeni; Wu, Xuan
2021
Quantum $$SL_2$$, infinite curvature and Pitman’s $$2M-X$$ theorem. Zbl 1469.46057
Chapon, François; Chhaibi, Reda
2021
Fluctuations of the solutions to the KPZ equation in dimensions three and higher. Zbl 1445.35345
Dunlap, Alexander; Gu, Yu; Ryzhik, Lenya; Zeitouni, Ofer
2020
A mating-of-trees approach for graph distances in random planar maps. Zbl 1464.60011
Gwynne, Ewain; Holden, Nina; Sun, Xin
2020
Robust statistical learning with Lipschitz and convex loss functions. Zbl 1436.62178
Chinot, Geoffrey; Lecué, Guillaume; Lerasle, Matthieu
2020
Weak LQG metrics and Liouville first passage percolation. Zbl 1469.60054
Dubédat, Julien; Falconet, Hugo; Gwynne, Ewain; Pfeffer, Joshua; Sun, Xin
2020
Benamou-Brenier and duality formulas for the entropic cost on $$\mathsf{RCD}^*(K,N)$$ spaces. Zbl 1432.49063
Gigli, Nicola; Tamanini, Luca
2020
Local convergence for permutations and local limits for uniform $$\rho$$-avoiding permutations with $$|\rho |=3$$. Zbl 1434.60035
Borga, Jacopo
2020
The distribution of overlaps between eigenvectors of Ginibre matrices. Zbl 1451.60015
2020
Localization of the continuous Anderson Hamiltonian in 1-d. Zbl 1444.60072
Dumaz, Laure; Labbé, Cyril
2020
Convergence rates for empirical barycenters in metric spaces: curvature, convexity and extendable geodesics. Zbl 1442.51004
Ahidar-Coutrix, A.; Le Gouic, T.; Paris, Q.
2020
The geodesics in Liouville quantum gravity are not Schramm-Loewner evolutions. Zbl 1450.60009
Miller, Jason; Qian, Wei
2020
The mean field Schrödinger problem: ergodic behavior, entropy estimates and functional inequalities. Zbl 1453.91021
Backhoff, Julio; Conforti, Giovanni; Gentil, Ivan; Léonard, Christian
2020
Anomalous diffusion of random walk on random planar maps. Zbl 1471.60160
Gwynne, Ewain; Hutchcroft, Tom
2020
Superdiffusive limits for deterministic fast-slow dynamical systems. Zbl 1473.37011
Chevyrev, Ilya; Friz, Peter K.; Korepanov, Alexey; Melbourne, Ian
2020
The infinitesimal generator of the stochastic Burgers equation. Zbl 1470.60192
Gubinelli, Massimiliano; Perkowski, Nicolas
2020
The geometry of multi-marginal Skorokhod embedding. Zbl 1469.60126
Beiglböck, Mathias; Cox, Alexander M. G.; Huesmann, Martin
2020
Tightness for the cover time of the two dimensional sphere. Zbl 1434.60222
Belius, David; Rosen, Jay; Zeitouni, Ofer
2020
Liouville metric of star-scale invariant fields: tails and Weyl scaling. Zbl 1434.60284
Dubédat, Julien; Falconet, Hugo
2020
Universality of high-dimensional spanning forests and sandpiles. Zbl 1434.60296
Hutchcroft, Tom
2020
On delocalization of eigenvectors of random non-Hermitian matrices. Zbl 1458.15061
Lytova, Anna; Tikhomirov, Konstantin
2020
Stationary stochastic higher spin six vertex model and $$q$$-Whittaker measure. Zbl 1459.60201
Imamura, Takashi; Mucciconi, Matteo; Sasamoto, Tomohiro
2020
Infinite-dimensional stochastic differential equations and tail $$\sigma$$-fields. Zbl 1464.60084
2020
The functional Breuer-Major theorem. Zbl 1434.60108
Nourdin, Ivan; Nualart, David
2020
Stein’s method for normal approximation in Wasserstein distances with application to the multivariate central limit theorem. Zbl 1456.60059
Bonis, Thomas
2020
All adapted topologies are equal. Zbl 1476.60079
Backhoff-Veraguas, Julio; Bartl, Daniel; Beiglböck, Mathias; Eder, Manu
2020
Mixing time for random walk on supercritical dynamical percolation. Zbl 1444.60084
Peres, Yuval; Sousi, Perla; Steif, Jeffrey E.
2020
Mesoscopic eigenvalue density correlations of Wigner matrices. Zbl 1445.60011
He, Yukun; Knowles, Antti
2020
On estimation of $$L_r$$-norms in Gaussian white noise models. Zbl 1445.62072
Han, Yanjun; Jiao, Jiantao; Mukherjee, Rajarshi
2020
Algorithmic Pirogov-Sinai theory. Zbl 1436.82007
Helmuth, Tyler; Perkins, Will; Regts, Guus
2020
First passage sets of the 2D continuum Gaussian free field. Zbl 1462.60043
Aru, Juhan; Lupu, Titus; Sepúlveda, Avelio
2020
Fine mesh limit of the VRJP in dimension one and Bass-Burdzy flow. Zbl 1434.60215
Lupu, Titus; Sabot, Christophe; Tarrès, Pierre
2020
Geometry of the random walk range conditioned on survival among Bernoulli obstacles. Zbl 1434.60307
Ding, Jian; Fukushima, Ryoki; Sun, Rongfeng; Xu, Changji
2020
Entropic repulsion for the Gaussian free field conditioned on disconnection by level-sets. Zbl 1476.60058
Chiarini, Alberto; Nitzschner, Maximilian
2020
Speed of propagation for Hamilton-Jacobi equations with multiplicative rough time dependence and convex Hamiltonians. Zbl 1434.60155
Gassiat, Paul; Gess, Benjamin; Lions, Pierre-Louis; Souganidis, Panagiotis E.
2020
Multiplicative Schrödinger problem and the Dirichlet transport. Zbl 1466.49042
Pal, Soumik; Wong, Ting-Kam Leonard
2020
Taming correlations through entropy-efficient measure decompositions with applications to mean-field approximation. Zbl 1436.82016
Eldan, Ronen
2020
A characterisation of the Gaussian free field. Zbl 1434.60271
Berestycki, Nathanaël; Powell, Ellen; Ray, Gourab
2020
Universal tail profile of Gaussian multiplicative chaos. Zbl 1459.60114
Wong, Mo Dick
2020
On nested infinite occupancy scheme in random environment. Zbl 1457.60013
Gnedin, Alexander; Iksanov, Alexander
2020
Coagulation-transport equations and the nested coalescents. Zbl 1434.60298
Lambert, Amaury; Schertzer, Emmanuel
2020
Conditioned local limit theorems for random walks defined on finite Markov chains. Zbl 1434.60184
Grama, Ion; Lauvergnat, Ronan; Le Page, Émile
2020
...and 1745 more Documents
all top 5

### Cited by 16,904 Authors

 135 Röckner, Michael 109 Chen, Zhen-Qing 106 Nualart, David 88 Wang, Feng-Yu 81 Zhang, Tusheng S. 72 Albeverio, Sergio A. 72 Flandoli, Franco 68 Song, Renming 67 Peres, Yuval 62 Kim, Panki 61 Xiao, Yimin 60 Zeitouni, Ofer 56 Leonenko, Nikolai N. 56 Tindel, Samy 56 van der Hofstad, Remco W. 55 Zhang, Xicheng 53 Borodin, Alexei 53 Da Prato, Giuseppe 53 Götze, Friedrich 53 Taqqu, Murad S. 52 den Hollander, Frank 51 Tudor, Ciprian A. 50 Hairer, Martin 49 Kumagai, Takashi 48 Khoshnevisan, Davar 47 Wang, Jian 46 Erdős, László 46 Landim, Claudio 45 Brzeźniak, Zdzisław 45 Nourdin, Ivan 44 Burdzy, Krzysztof 44 Friz, Peter Karl 43 Miller, Jason P. 43 Seppäläinen, Timo 43 Thäle, Christoph 43 Wang, Bixiang 42 Duan, Jinqiao 42 Kyprianou, Andreas E. 42 Yan, Litan 41 Peccati, Giovanni 40 Corwin, Ivan Z. 40 Guillin, Arnaud 40 Hu, Yaozhong 40 Le Gall, Jean-François 40 Privault, Nicolas 40 Russo, Francesco 39 Deuschel, Jean-Dominique 39 Shi, Zhan 38 Comte, Fabienne 38 Mountford, Thomas S. 38 Pitman, Jim William 37 Anh, Vo V. 37 Caraballo Garrido, Tomás 37 Shao, Qi-Man 37 Xiong, Jie 36 Ben Arous, Gérard 36 Bobkov, Sergey Germanovich 36 Dembo, Amir 36 Duminil-Copin, Hugo 36 Hu, Ying 36 Janson, Svante 36 Lacoin, Hubert 36 Lin, Zhengyan 36 Ouknine, Youssef 36 Sheffield, Scott 36 Sly, Allan 35 Berkes, István 35 Dalang, Robert C. 35 Forrester, Peter J. 35 Scheutzow, Michael K. R. 35 Sidoravicius, Vladas 35 Wu, Liming 34 Bass, Richard F. 34 Bogachev, Vladimir Igorevich 34 Caputo, Pietro 34 Kabluchko, Zakhar A. 34 Surgailis, Donatas 34 Touzi, Nizar 34 Yau, Horng-Tzer 33 Barbu, Viorel 33 Bovier, Anton 33 Dedecker, Jérôme 33 Ferrari, Patrik Lino 33 Gantert, Nina 33 Gubinelli, Massimiliano 33 Guionnet, Alice 33 Horváth, Lajos 33 Nickl, Richard 33 Øksendal, Bernt Karsten 33 Samorodnitsky, Gennady Pinkhosovich 33 Toninelli, Fabio Lucio 33 Wu, Zhen 32 Ding, Jian 32 Hall, Peter Gavin 32 Peng, Shige 32 Ren, Yanxia 32 Slade, Gordon 31 Bai, Zhi-Dong 31 Baudoin, Fabrice 31 Benjamini, Itai ...and 16,804 more Authors
all top 5

### Cited in 832 Journals

 1,782 Stochastic Processes and their Applications 1,303 Probability Theory and Related Fields 1,273 The Annals of Probability 869 Journal of Statistical Physics 709 The Annals of Applied Probability 707 Statistics & Probability Letters 619 Journal of Theoretical Probability 596 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 583 Communications in Mathematical Physics 557 Journal of Functional Analysis 546 The Annals of Statistics 474 Bernoulli 405 Electronic Journal of Probability 403 Journal of Mathematical Analysis and Applications 332 Stochastic Analysis and Applications 298 Transactions of the American Mathematical Society 283 Stochastics and Dynamics 279 Electronic Journal of Statistics 273 Journal of Mathematical Physics 263 Journal of Statistical Planning and Inference 262 Potential Analysis 243 Journal of Differential Equations 232 Journal of Multivariate Analysis 216 Advances in Applied Probability 216 Journal of Applied Probability 193 Stochastics 172 Infinite Dimensional Analysis, Quantum Probability and Related Topics 163 Comptes Rendus. Mathématique. Académie des Sciences, Paris 150 Communications in Statistics. Theory and Methods 147 Advances in Mathematics 145 Electronic Communications in Probability 143 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 142 Journal of Econometrics 139 ALEA. Latin American Journal of Probability and Mathematical Statistics 135 Proceedings of the American Mathematical Society 128 Journal of Nonparametric Statistics 117 Applied Mathematics and Optimization 113 Acta Mathematica Sinica. English Series 111 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 107 Stochastic and Partial Differential Equations. Analysis and Computations 102 Discrete and Continuous Dynamical Systems. Series B 99 Discrete and Continuous Dynamical Systems 96 SIAM Journal on Control and Optimization 95 Israel Journal of Mathematics 95 Annals of the Institute of Statistical Mathematics 94 Science China. Mathematics 93 Random Structures & Algorithms 92 Journal of Mathematical Sciences (New York) 92 Finance and Stochastics 91 Annales Henri Poincaré 89 Computational Statistics and Data Analysis 86 Lithuanian Mathematical Journal 78 Journal de Mathématiques Pures et Appliquées. Neuvième Série 76 Communications on Pure and Applied Mathematics 74 Journal of Statistical Mechanics: Theory and Experiment 74 Random Matrices: Theory and Applications 70 Statistics 70 Extremes 68 Econometric Theory 67 Acta Applicandae Mathematicae 67 SIAM Journal on Mathematical Analysis 66 Ergodic Theory and Dynamical Systems 66 Acta Mathematicae Applicatae Sinica. English Series 66 Bulletin des Sciences Mathématiques 64 Archive for Rational Mechanics and Analysis 63 Journal of Evolution Equations 62 Insurance Mathematics & Economics 60 Journal of Computational and Applied Mathematics 60 Journal of the European Mathematical Society (JEMS) 59 Mathematische Zeitschrift 57 Frontiers of Mathematics in China 56 Applied Mathematics and Computation 56 Combinatorics, Probability and Computing 56 International Journal of Theoretical and Applied Finance 55 Computers & Mathematics with Applications 55 Inventiones Mathematicae 55 Test 54 Nonlinearity 53 Theory of Probability and its Applications 53 Physica D 53 Queueing Systems 53 Mathematical Finance 53 Statistical Inference for Stochastic Processes 52 Science in China. Series A 51 Methodology and Computing in Applied Probability 50 Chaos, Solitons and Fractals 50 Mathematische Annalen 49 Probability Surveys 48 Duke Mathematical Journal 48 Journal of Time Series Analysis 48 Random Operators and Stochastic Equations 47 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 46 Reviews in Mathematical Physics 46 Communications on Pure and Applied Analysis 46 Advances in Difference Equations 46 SIAM Journal on Financial Mathematics 45 Statistical Science 45 Calculus of Variations and Partial Differential Equations 45 Brazilian Journal of Probability and Statistics 43 Journal of the American Statistical Association ...and 732 more Journals
all top 5

### Cited in 61 Fields

 18,739 Probability theory and stochastic processes (60-XX) 4,705 Statistics (62-XX) 3,544 Partial differential equations (35-XX) 3,415 Statistical mechanics, structure of matter (82-XX) 1,524 Dynamical systems and ergodic theory (37-XX) 1,426 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1,346 Numerical analysis (65-XX) 1,337 Combinatorics (05-XX) 991 Operator theory (47-XX) 955 Functional analysis (46-XX) 882 Linear and multilinear algebra; matrix theory (15-XX) 819 Systems theory; control (93-XX) 788 Measure and integration (28-XX) 700 Quantum theory (81-XX) 624 Ordinary differential equations (34-XX) 612 Calculus of variations and optimal control; optimization (49-XX) 594 Biology and other natural sciences (92-XX) 531 Global analysis, analysis on manifolds (58-XX) 501 Fluid mechanics (76-XX) 500 Operations research, mathematical programming (90-XX) 477 Potential theory (31-XX) 463 Computer science (68-XX) 356 Harmonic analysis on Euclidean spaces (42-XX) 347 Real functions (26-XX) 232 Information and communication theory, circuits (94-XX) 225 Convex and discrete geometry (52-XX) 214 Differential geometry (53-XX) 183 Number theory (11-XX) 183 Special functions (33-XX) 160 Group theory and generalizations (20-XX) 155 Integral equations (45-XX) 151 Functions of a complex variable (30-XX) 122 Approximations and expansions (41-XX) 116 Abstract harmonic analysis (43-XX) 109 Difference and functional equations (39-XX) 107 Topological groups, Lie groups (22-XX) 83 Mechanics of particles and systems (70-XX) 69 Mechanics of deformable solids (74-XX) 65 Geophysics (86-XX) 64 General topology (54-XX) 56 Integral transforms, operational calculus (44-XX) 52 Relativity and gravitational theory (83-XX) 51 Classical thermodynamics, heat transfer (80-XX) 45 Several complex variables and analytic spaces (32-XX) 43 Nonassociative rings and algebras (17-XX) 36 Mathematical logic and foundations (03-XX) 36 Algebraic topology (55-XX) 33 Algebraic geometry (14-XX) 31 Associative rings and algebras (16-XX) 28 History and biography (01-XX) 25 General and overarching topics; collections (00-XX) 25 Geometry (51-XX) 25 Manifolds and cell complexes (57-XX) 24 Optics, electromagnetic theory (78-XX) 23 Order, lattices, ordered algebraic structures (06-XX) 16 Sequences, series, summability (40-XX) 14 Commutative algebra (13-XX) 13 Astronomy and astrophysics (85-XX) 6 Category theory; homological algebra (18-XX) 3 Mathematics education (97-XX) 2 Field theory and polynomials (12-XX)