Probability Theory and Related Fields Short Title: Probab. Theory Relat. Fields Publisher: Springer, Berlin/Heidelberg ISSN: 0178-8051; 1432-2064/e Online: https://link.springer.com/journal/440/volumes-and-issues Predecessor: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete Comments: Journal; Indexed cover-to-cover Documents Indexed: 2,870 Publications (since 1986) References Indexed: 2,350 Publications with 57,730 References. all top 5 Latest Issues 187, No. 3-4 (2023) 187, No. 1-2 (2023) 186, No. 3-4 (2023) 186, No. 1-2 (2023) 185, No. 3-4 (2023) 185, No. 1-2 (2023) 184, No. 3-4 (2022) 184, No. 1-2 (2022) 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) ...and 245 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 18 Zeitouni, Ofer 17 Greven, Andreas 17 Hall, Peter Gavin 17 Sznitman, Alain-Sol 16 Röckner, Michael 16 Zakai, Moshe 15 Bertoin, Jean 15 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 Sly, Allan 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 Velenik, Yvan 11 Werner, Wendelin 10 Aldous, David John 10 Bolthausen, Erwin 10 Chatterjee, Sourav 10 Ding, Jian 10 Fleischmann, Klaus 10 Guionnet, Alice 10 Miller, Jason P. 10 Seppäläinen, Timo 10 Sheffield, Scott 10 Shi, Zhan 9 Benjamini, Itai 9 Caputo, Pietro 9 Doney, Ronald Arthur 9 Duminil-Copin, Hugo 9 Hairer, Martin 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 Erdős, László 8 Evans, Steven Neil 8 Flandoli, Franco 8 Funaki, Tadahisa 8 Giacomin, Giambattista 8 Guillin, Arnaud 8 Imkeller, Peter 8 Kesten, Harry 8 Lalley, Steven P. 8 Le Jan, Yves 8 Martinelli, Fabio 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 Berestycki, Nathanaël 7 Bobkov, Sergey Germanovich 7 Bollobás, Béla 7 Borodin, Alexei 7 Bovier, Anton 7 Buckdahn, Rainer 7 Cerrai, Sandra 7 Collet, Pierre 7 Delmas, Jean-François 7 Dynkin, Evgeniĭ Borisovich 7 Gwynne, Ewain 7 Häggström, Olle 7 Hu, Ying 7 Hutchcroft, Tom 7 König, Wolfgang Dieter 7 Ledoux, Michel 7 Marron, James Stephen ...and 2,418 more Authors all top 5 Fields 2,652 Probability theory and stochastic processes (60-XX) 473 Statistical mechanics, structure of matter (82-XX) 310 Statistics (62-XX) 231 Partial differential equations (35-XX) 150 Combinatorics (05-XX) 102 Linear and multilinear algebra; matrix theory (15-XX) 94 Measure and integration (28-XX) 86 Dynamical systems and ergodic theory (37-XX) 86 Functional analysis (46-XX) 84 Global analysis, analysis on manifolds (58-XX) 59 Potential theory (31-XX) 57 Operator theory (47-XX) 51 Quantum theory (81-XX) 37 Convex and discrete geometry (52-XX) 36 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 36 Biology and other natural sciences (92-XX) 32 Calculus of variations and optimal control; optimization (49-XX) 32 Systems theory; control (93-XX) 29 Ordinary differential equations (34-XX) 29 Numerical analysis (65-XX) 25 Number theory (11-XX) 25 Computer science (68-XX) 21 Real functions (26-XX) 21 Differential geometry (53-XX) 20 Fluid mechanics (76-XX) 20 Operations research, mathematical programming (90-XX) 18 Functions of a complex variable (30-XX) 18 Information and communication theory, circuits (94-XX) 17 Harmonic analysis on Euclidean spaces (42-XX) 16 Group theory and generalizations (20-XX) 14 Topological groups, Lie groups (22-XX) 14 Abstract harmonic analysis (43-XX) 12 Special functions (33-XX) 10 Difference and functional equations (39-XX) 7 Approximations and expansions (41-XX) 7 Integral transforms, operational calculus (44-XX) 6 Algebraic geometry (14-XX) 6 Integral equations (45-XX) 5 Several complex variables and analytic spaces (32-XX) 4 Mathematical logic and foundations (03-XX) 4 Mechanics of particles and systems (70-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 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) 2 Classical thermodynamics, heat transfer (80-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 Astronomy and astrophysics (85-XX) 1 Geophysics (86-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 2,644 Publications have been cited 47,105 times in 29,049 Documents Cited by ▼ Year ▼ Attractors for random dynamical systems. Zbl 0819.58023Crauel, Hans; Flandoli, Franco 516 1994 Solving forward-backward stochastic differential equations explicitly – a four step scheme. Zbl 0794.60056Ma, Jin; Protter, Philip; Yong, Jiongmin 305 1994 Martingale and stationary solutions for stochastic Navier-Stokes equations. Zbl 0831.60072Flandoli, Franco; Gatarek, Dariusz 294 1995 Integration with respect to fractal functions and stochastic calculus. I. Zbl 0918.60037Zähle, M. 288 1998 Risk bounds for model selection via penalization. Zbl 0946.62036Barron, Andrew; Birgé, Lucien; Massart, Pascal 242 1999 Brownian motion on the Sierpinski gasket. Zbl 0635.60090Barlow, Martin T.; Perkins, Edwin A. 235 1988 Spectral representations of infinitely divisible processes. Zbl 0659.60078Rajput, Balram S.; Rosinski, Jan 232 1989 On the rate of convergence in Wasserstein distance of the empirical measure. Zbl 1325.60042Fournier, Nicolas; Guillin, Arnaud 226 2015 Existence of strong solutions for Itô’s stochastic equations via approximations. Zbl 0847.60038Gyöngy, István; Krylov, Nicolai 202 1996 Stochastic calculus with anticipating integrands. Zbl 0629.60061Nualart, D.; Pardoux, E. 201 1988 Strong solutions of stochastic equations with singular time dependent drift. Zbl 1072.60050Krylov, N. V.; Röckner, M. 197 2005 Macdonald processes. Zbl 1291.82077Borodin, Alexei; Corwin, Ivan 197 2014 Gaussian free fields for mathematicians. Zbl 1132.60072Sheffield, Scott 193 2007 Stein’s method on Wiener chaos. Zbl 1175.60053Nourdin, Ivan; Peccati, Giovanni 186 2009 Backward doubly stochastic differential equations and systems of quasilinear SPDEs. Zbl 0792.60050Pardoux, Etienne; Peng, Shige 181 1994 Solution of forward-backward stochastic differential equations. Zbl 0831.60065Hu, Ying; Peng, S. 177 1995 A central limit theorem for generalized quadratic forms. Zbl 0596.60022de Jong, Peter 164 1987 Censored stable processes. Zbl 1032.60047Bogdan, Krzysztof; Burdzy, Krzysztof; Chen, Zhen-Qing 162 2003 Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer’s type. Zbl 0953.60059Peng, Shige 162 1999 Heat kernel estimates for jump processes of mixed types on metric measure spaces. Zbl 1131.60076Chen, Zhen-Qing; Kumagai, Takashi 160 2008 Stochastic analysis, rough path analysis and fractional Brownian motions. Zbl 1047.60029Coutin, Laure; Qian, Zhongmin 156 2002 A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle’s estimate. Zbl 0717.62015Giraitis, L.; Surgailis, D. 153 1990 BSDE with quadratic growth and unbounded terminal value. Zbl 1109.60052Briand, Philippe; Hu, Ying 151 2006 Exchangeable and partially exchangeable random partitions. Zbl 0821.60047Pitman, Jim 149 1995 Forward-backward stochastic differential equations and quasilinear parabolic PDEs. Zbl 0943.60057Pardoux, Etienne; Tang, Shanjian 143 1999 Quadratic BSDEs with convex generators and unbounded terminal conditions. Zbl 1141.60037Briand, Philippe; Hu, Ying 141 2008 Wellposedness of second order backward SDEs. Zbl 1252.60056Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng 133 2012 Stochastic evolution equations with fractional Brownian motion. Zbl 1036.60056Tindel, S.; Tudor, C. A.; Viens, F. 133 2003 The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function. Zbl 0838.60051Bally, V.; Talay, D. 133 1996 Large deviations for Wigner’s law and Voiculescu’s non-commutative entropy. Zbl 0954.60029Ben Arous, G.; Guionnet, A. 132 1997 Time-fractional telegraph equations and telegraph processes with Brownian time. Zbl 1049.60062Orsingher, Enzo; Beghin, Luisa 130 2004 On the limit of the largest eigenvalue of the large dimensional sample covariance matrix. Zbl 0627.62022Yin, Y. Q.; Bai, Z. D.; Krishnaiah, P. R. 130 1988 Logarithmic Sobolev inequalities on noncompact Riemannian manifolds. Zbl 0887.35012Wang, Feng-Yu 129 1997 Forward, backward and symmetric stochastic integration. Zbl 0792.60046Russo, Francesco; Vallois, Pierre 129 1993 Integration questions related to fractional Brownian motion. Zbl 0970.60058Pipiras, Vladas; Taqqu, Murad S. 128 2000 Stochastic differential equations for multi-dimensional domain with reflecting boundary. Zbl 0591.60049Saisho, Yasumasa 122 1987 Asymptotic coupling and a general form of Harris’ theorem with applications to stochastic delay equations. Zbl 1238.60082Hairer, M.; Mattingly, J. C.; Scheutzow, M. 122 2011 Bulk universality for generalized Wigner matrices. Zbl 1277.15026Erdős, László; Yau, Horng-Tzer; Yin, Jun 121 2012 Minimal penalties for Gaussian model selection. Zbl 1112.62082Birgé, Lucien; Massart, Pascal 113 2007 Imaginary geometry. I: Interacting SLEs. Zbl 1336.60162Miller, Jason; Sheffield, Scott 112 2016 Probabilistic and fractal aspects of Lévy trees. Zbl 1070.60076Duquesne, Thomas; Le Gall, Jean-François 110 2005 Filtration-consistent nonlinear expectations and related \(g\)-expectations. Zbl 1007.60057Coquet, François; Hu, Ying; Mémin, Jean; Peng, Shige 109 2002 Non-intersecting paths, random tilings and random matrices. Zbl 1008.60019Johansson, Kurt 108 2002 A function space large deviation principle for certain stochastic integrals. Zbl 0682.60018Deuschel, J. D.; Stroock, D. W. 108 1989 GUEs and queues. Zbl 0980.60042Baryshnikov, Yu. 106 2001 Size-biased sampling of Poisson point processes and excursions. Zbl 0741.60037Perman, Mihael; Pitman, Jim; Yor, Marc 104 1992 The Brownian loop soup. Zbl 1049.60072Lawler, Gregory F.; Werner, Wendelin 104 2004 Sharp metastability threshold for two-dimensional bootstrap percolation. Zbl 1042.60065Holroyd, Alexander E. 103 2003 Mimicking the one-dimensional marginal distributions of processes having an Ito differential. Zbl 0579.60043Gyöngy, I. 101 1986 Stochastic partial differential equations for some measure-valued diffusions. Zbl 0631.60058Konno, Norio; Shiga, T. 101 1988 The product-limit estimator and the bootstrap: Some asymptotic representations. Zbl 0561.62032Lo, Shaw-Hwa; Singh, Kesar 101 1986 Reinforced random walk. Zbl 0665.60077Davis, B. 99 1990 Martingale optimal transport and robust hedging in continuous time. Zbl 1305.91215Dolinsky, Yan; Soner, H. Mete 99 2014 On the exceedance point process for a stationary sequence. Zbl 0619.60054Hsing, T.; Hüsler, J.; Leadbetter, M. R. 98 1988 A weighted occupation time for a class of measure-valued branching processes. Zbl 0555.60034Iscoe, I. 96 1986 Convolution tails, product tails and domains of attraction. Zbl 0577.60019Cline, Daren B. H. 96 1986 Averaging principle for a class of stochastic reaction-diffusion equations. Zbl 1176.60049Cerrai, Sandra; Freidlin, Mark 95 2009 Quenched invariance principle for simple random walk on percolation clusters. Zbl 1107.60066Berger, Noam; Biskup, Marek 94 2007 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 0638.60049Jakubowski, A.; Memin, J.; Pages, G. 94 1989 Quenched invariance principles for walks on clusters of percolation or among random conductances. Zbl 1070.60090Sidoravicius, Vladas; Sznitman, Alain-Sol 93 2004 Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets. Zbl 0853.60041Kramkov, D. O. 93 1996 Stochastic differential equations in infinite dimensions: Solutions via Dirichlet forms. Zbl 0725.60055Albeverio, S.; Röckner, M. 93 1991 On the existence of smooth densities for jump processes. Zbl 0853.60064Picard, Jean 91 1996 Rates of convergence for minimum contrast estimators. Zbl 0805.62037Birgé, Lucien; Massart, Pascal 91 1993 Stein’s method for diffusion approximations. Zbl 0665.60008Barbour, A. D. 91 1990 Finding adapted solutions of forward-backward stochastic differential equations: Method of continuation. Zbl 0883.60053Yong, Jiongmin 88 1997 Fluctuations of eigenvalues and second order Poincaré inequalities. Zbl 1152.60024Chatterjee, Sourav 88 2009 Imaginary geometry. IV: Interior rays, whole-plane reversibility, and space-filling trees. Zbl 1378.60108Miller, Jason; Sheffield, Scott 87 2017 A contour line of the continuum Gaussian free field. Zbl 1331.60090Schramm, Oded; Sheffield, Scott 86 2013 Hölder conditions for the local times and the Hausdorff measure of the level sets of Gaussian random fields. Zbl 0882.60035Xiao, Yimin 85 1997 Uniqueness in law for pure jump Markov processes. Zbl 0664.60080Bass, R. F. 85 1988 Growth and Hölder conditions for the sample paths of Feller processes. Zbl 0930.60013Schilling, René L. 84 1998 New dependence coefficients. Examples and applications to statistics. Zbl 1061.62058Dedecker, Jérôme; Prieur, Clémentine 84 2005 A CLT for a band matrix model. Zbl 1084.60014Anderson, Greg W.; Zeitouni, Ofer 83 2006 Aging of spherical spin glasses. Zbl 0993.60055Ben Arous, G.; Dembo, A.; Guionnet, A. 83 2001 Stochastic heat equation driven by fractional noise and local time. Zbl 1152.60331Hu, Yaozhong; Nualart, David 83 2009 Reflected symmetric \(\alpha\)-stable processes and regional fractional Laplacian. Zbl 1089.60030Guan, Qing-Yang; Ma, Zhi-Ming 82 2006 Smoothness of scale functions for spectrally negative Lévy processes. Zbl 1259.60050Chan, T.; Kyprianou, A. E.; Savov, M. 82 2011 The self-dual point of the two-dimensional random-cluster model is critical for \(q \geqslant 1\). Zbl 1257.82014Beffara, Vincent; Duminil-Copin, Hugo 81 2012 Optional decompositions under constraints. Zbl 0882.60063Föllmer, H.; Kramkov, D. 81 1997 A study of a class of stochastic differential equations with non-Lipschitzian coefficients. Zbl 1081.60043Fang, Shizan; Zhang, Tusheng 80 2005 Stochastic calculus with respect to free Brownian motion and analysis on Wigner space. Zbl 0919.60056Biane, Philippe; Speicher, Roland 79 1998 Quantitative concentration inequalities for empirical measures on non-compact spaces. Zbl 1113.60093Bolley, François; Guillin, Arnaud; Villani, Cédric 78 2007 Exponential decay of the heat kernel over the diagonal. II. (Décroissance exponentielle du noyau de la chaleur sur la diagonale. II.) Zbl 0734.60027Ben Arous, G.; Léandre, R. 78 1991 On bilinear forms in Gaussian random variables and Toeplitz matrices. Zbl 0648.60043Avram, F. 77 1988 The multifractal nature of Lévy processes. Zbl 0947.60039Jaffard, Stéphane 77 1999 A probabilistic approach to one class of nonlinear differential equations. Zbl 0722.60062Dynkin, E. B. 77 1991 Exponential convergence to quasi-stationary distribution and \(Q\)-process. Zbl 1334.60015Champagnat, Nicolas; Villemonais, Denis 76 2016 White noise driven quasilinear SPDEs with reflection. Zbl 0767.60055Nualart, D.; Pardoux, E. 74 1992 White noise driven SPDEs with reflection. Zbl 0794.60059Donati-Martin, C.; Pardoux, E. 74 1993 Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation. Zbl 0588.62052Hall, Peter; Marron, James Stephen 74 1987 Markov selections for the 3D stochastic Navier-Stokes equations. Zbl 1133.76016Flandoli, Franco; Romito, Marco 74 2008 Monge-Kantorovitch measure transportation and Monge-Ampère equation on Wiener space. Zbl 1055.60052Feyel, D.; Üstünel, A. S. 73 2004 Multifractal products of cylindrical pulses. Zbl 1014.60042Barral, Julien; Mandelbrot, Benoît B. 73 2002 Subexponential distributions and characterizations of related classes. Zbl 0687.60017Klüppelberg, Claudia 72 1989 Central limit theorem and stable laws for intermittent maps. Zbl 1038.37007Gouëzel, Sébastien 71 2004 Minimax risk over \(l_ p\)-balls for \(l_ q\)-error. Zbl 0802.62006Donoho, D. L.; Johnstone, I. M. 71 1994 Generalized BSDEs and nonlinear Neumann boundary value problems. Zbl 0909.60046Pardoux, Etienne; Zhang, Shuguang 71 1998 Multi-dimensional BSDE with oblique reflection and optimal switching. Zbl 1188.60029Hu, Ying; Tang, Shanjian 71 2010 On the rate of convergence of finite-difference approximations for Bellman’s equations with variable coefficients. Zbl 0971.65081Krylov, N. V. 70 2000 Dissipative probability vector fields and generation of evolution semigroups in Wasserstein spaces. Zbl 1512.35696Cavagnari, Giulia; Savaré, Giuseppe; Sodini, Giacomo Enrico 2 2023 Quenched universality for deformed Wigner matrices. Zbl 1510.60004Cipolloni, Giorgio; Erdős, László; Schröder, Dominik 2 2023 The free energy of spherical pure \(p\)-spin models: computation from the TAP approach. Zbl 1517.82043Subag, Eliran 2 2023 Optimal tail exponents in general last passage percolation via bootstrapping & geodesic geometry. Zbl 07685812Ganguly, Shirshendu; Hegde, Milind 2 2023 Biased \(2 \times 2\) periodic Aztec diamond and an elliptic curve. Zbl 07735851Borodin, Alexei; Duits, Maurice 2 2023 Random Euclidean coverage from within. Zbl 1517.60020Penrose, Mathew D. 1 2023 KPZ equation with a small noise, deep upper tail and limit shape. Zbl 1509.60084Gaudreau Lamarre, Pierre Yves; Lin, Yier; Tsai, Li-Cheng 1 2023 Compactness and fractal dimensions of inhomogeneous continuum random trees. Zbl 1509.05156Blanc-Renaudie, Arthur 1 2023 Sharp threshold for the FA-2f kinetically constrained model. Zbl 07661873Hartarsky, Ivailo; Martinelli, Fabio; Toninelli, Cristina 1 2023 Malliavin calculus and densities for singular stochastic partial differential equations. Zbl 07698583Schönbauer, Philipp 1 2023 Random walks on \(\mathrm{SL}_2({\mathbb{C}})\): spectral gap and limit theorems. Zbl 1517.60030Dinh, Tien-Cuong; Kaufmann, Lucas; Wu, Hao 1 2023 A CLT for the characteristic polynomial of random Jacobi matrices, and the G\(\beta\)E. Zbl 1514.60008Augeri, Fanny; Butez, Raphael; Zeitouni, Ofer 1 2023 Exact matching of random graphs with constant correlation. Zbl 1512.05361Mao, Cheng; Rudelson, Mark; Tikhomirov, Konstantin 1 2023 A Berry-Esseen theorem and Edgeworth expansions for uniformly elliptic inhomogeneous Markov chains. Zbl 1514.60080Dolgopyat, Dmitry; Hafouta, Yeor 1 2023 A new correlation inequality for Ising models with external fields. Zbl 1512.82009Ding, Jian; Song, Jian; Sun, Rongfeng 1 2023 Quantitative stochastic homogenization of the G equation. Zbl 07685818Cooperman, William 1 2023 The planted matching problem: sharp threshold and infinite-order phase transition. Zbl 07735847Ding, Jian; Wu, Yihong; Xu, Jiaming; Yang, Dana 1 2023 Spread of infections in a heterogeneous moving population. Zbl 07735848Dauvergne, Duncan; Sly, Allan 1 2023 Central limit type theorem and large deviation principle for multi-scale McKean-Vlasov SDEs. Zbl 07735849Hong, Wei; Li, Shihu; Liu, Wei; Sun, Xiaobin 1 2023 Finite free convolutions of polynomials. Zbl 1499.60015Marcus, Adam W.; Spielman, Daniel A.; Srivastava, Nikhil 11 2022 Nonparametric estimation for interacting particle systems: McKean-Vlasov models. Zbl 07465487Della Maestra, Laetitia; Hoffmann, Marc 7 2022 Entropic optimal transport: convergence of potentials. Zbl 1504.90095Nutz, Marcel; Wiesel, Johannes 7 2022 Planarity and non-separating cycles in uniform high genus quadrangulations. Zbl 1489.60017Louf, Baptiste 5 2022 Grassmannian stochastic analysis and the stochastic quantization of Euclidean fermions. Zbl 1513.81121Albeverio, Sergio; Borasi, Luigi; De Vecchi, Francesco C.; Gubinelli, Massimiliano 5 2022 Approximation of martingale couplings on the line in the adapted weak topology. Zbl 1504.60067Beiglböck, M.; Jourdain, B.; Margheriti, W.; Pammer, G. 5 2022 Hydrodynamic limit of simple exclusion processes in symmetric random environments via duality and homogenization. Zbl 1515.60139Faggionato, Alessandra 4 2022 Non-reversible metastable diffusions with Gibbs invariant measure. I: Eyring-Kramers formula. Zbl 1489.82059Lee, Jungkyoung; Seo, Insuk 4 2022 Cutoff profile of ASEP on a segment. Zbl 1490.60263Bufetov, Alexey; Nejjar, Peter 4 2022 Cluster capacity functionals and isomorphism theorems for Gaussian free fields. Zbl 1503.60145Drewitz, Alexander; Prévost, Alexis; Rodriguez, Pierre-François 4 2022 Quenched local central limit theorem for random walks in a time-dependent balanced random environment. Zbl 1500.60057Deuschel, Jean-Dominique; Guo, Xiaoqin 3 2022 Limit profiles for reversible Markov chains. Zbl 1487.60010Nestoridi, Evita; Olesker-Taylor, Sam 3 2022 Non-uniformly parabolic equations and applications to the random conductance model. Zbl 1490.60285Bella, Peter; Schäffner, Mathias 3 2022 Strong regularization by Brownian noise propagating through a weak Hörmander structure. Zbl 1512.60045Chaudru de Raynal, Paul-Éric; Honoré, Igor; Menozzi, Stéphane 3 2022 Hidden diagonal integrability of \(q\)-Hahn vertex model and beta polymer model. Zbl 1510.60088Korotkikh, Sergei 3 2022 Asymptotic moments of spatial branching processes. Zbl 1501.60048Gonzalez, Isaac; Horton, Emma; Kyprianou, Andreas E. 3 2022 Homological connectivity in random Čech complexes. Zbl 1493.05299Bobrowski, Omer 3 2022 Growth-fragmentation process embedded in a planar Brownian excursion. Zbl 1495.60007Aïdékon, Elie; da Silva, William 3 2022 The number of solutions for random regular NAE-SAT. Zbl 1490.60282Sly, Allan; Sun, Nike; Zhang, Yumeng 2 2022 Global regime for general additive functionals of conditioned Bienaymé-Galton-Watson trees. Zbl 1487.60153Abraham, Romain; Delmas, Jean-François; Nassif, Michel 2 2022 Eigenvector distribution in the critical regime of BBP transition. Zbl 1482.15036Bao, Zhigang; Wang, Dong 2 2022 A formula for boundary correlations of the critical Ising model. Zbl 1482.82021Galashin, Pavel 2 2022 Cut-off phenomenon for the \(ax+b\) Markov chain over a finite field. Zbl 1500.60041Breuillard, Emmanuel; Varjú, Péter P. 2 2022 The Brown measure of the free multiplicative Brownian motion. Zbl 1500.60053Driver, Bruce K.; Hall, Brian; Kemp, Todd 2 2022 Gaussian unitary ensemble in random lozenge tilings. Zbl 1504.82006Aggarwal, Amol; Gorin, Vadim 2 2022 Convergence of the spectral radius of a random matrix through its characteristic polynomial. Zbl 1492.30022Bordenave, Charles; Chafaï, Djalil; García-Zelada, David 2 2022 Singular HJB equations with applications to KPZ on the real line. Zbl 1500.60039Zhang, Xicheng; Zhu, Rongchan; Zhu, Xiangchan 2 2022 Exceptional points of two-dimensional random walks at multiples of the cover time. Zbl 1514.60053Abe, Yoshihiro; Biskup, Marek 2 2022 Measure estimation on manifolds: an optimal transport approach. Zbl 07529635Divol, Vincent 2 2022 Convergence of random walks with Markovian cookie stacks to Brownian motion perturbed at extrema. Zbl 1490.60275Kosygina, Elena; Mountford, Thomas; Peterson, Jonathon 1 2022 Mapping TASEP Back in time. Zbl 1490.60281Petrov, Leonid; Saenz, Axel 1 2022 Height function delocalisation on cubic planar graphs. Zbl 1482.82013Lammers, Piet 1 2022 Sandwiching dense random regular graphs between binomial random graphs. Zbl 1505.05115Gao, Pu; Isaev, Mikhail; McKay, Brendan D. 1 2022 The multivariate functional de Jong CLT. Zbl 1500.60018Döbler, Christian; Kasprzak, Mikołaj; Peccati, Giovanni 1 2022 Minimal matchings of point processes. Zbl 1500.60006Holroyd, Alexander E.; Janson, Svante; Wästlund, Johan 1 2022 Large deviations for the largest eigenvalue of Gaussian networks with constant average degree. Zbl 1501.60024Ganguly, Shirshendu; Nam, Kyeongsik 1 2022 Density of imaginary multiplicative chaos via Malliavin calculus. Zbl 1515.60086Aru, Juhan; Jego, Antoine; Junnila, Janne 1 2022 Lah distribution: Stirling numbers, records on compositions, and convex hulls of high-dimensional random walks. 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Zbl 1482.60105Jego, Antoine 3 2021 ...and 1744 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 18,662 Authors 145 Röckner, Michael 116 Chen, Zhen-Qing 113 Nualart, David 88 Wang, Feng-Yu 87 Zhang, Tusheng S. 78 Flandoli, Franco 76 Albeverio, Sergio A. 76 Song, Renming 69 Kim, Panki 68 Xiao, Yimin 67 Peres, Yuval 65 Zeitouni, Ofer 64 Zhang, Xicheng 61 den Hollander, Frank 60 van der Hofstad, Remco W. 59 Erdős, László 58 Götze, Friedrich 58 Tindel, Samy 57 Borodin, Alexei 57 Hairer, Martin 57 Wang, Jian 56 Leonenko, Nikolai N. 56 Tudor, Ciprian A. 54 Da Prato, Giuseppe 54 Khoshnevisan, Davar 53 Kumagai, Takashi 53 Taqqu, Murad S. 51 Brzeźniak, Zdzisław 50 Landim, Claudio 50 Nourdin, Ivan 50 Peccati, Giovanni 50 Thäle, Christoph 50 Wang, Bixiang 47 Kyprianou, Andreas E. 47 Seppäläinen, Timo 46 Burdzy, Krzysztof 46 Duan, Jinqiao 46 Friz, Peter Karl 45 Yan, Litan 44 Hu, Yaozhong 44 Janson, Svante 44 Kabluchko, Zakhar A. 44 Privault, Nicolas 44 Russo, Francesco 43 Guillin, Arnaud 43 Hu, Ying 43 Miller, Jason P. 42 Corwin, Ivan Z. 42 Shi, Zhan 42 Xiong, Jie 41 Comte, Fabienne 41 Duminil-Copin, Hugo 41 Le Gall, Jean-François 40 Deuschel, Jean-Dominique 40 Forrester, Peter J. 40 Sidoravicius, Vladas 39 Ben Arous, Gérard 39 Lacoin, Hubert 39 Shao, Qi-Man 39 Wu, Liming 38 Caputo, Pietro 38 Caraballo Garrido, Tomás 38 Mountford, Thomas S. 38 Ouknine, Youssef 38 Pitman, Jim William 38 Sly, Allan 38 Toninelli, Fabio Lucio 37 Anh, Vo V. 37 Bobkov, Sergey Germanovich 37 Dalang, Robert C. 37 Dedecker, Jérôme 37 Ferrari, Patrik Lino 37 Gubinelli, Massimiliano 37 Guionnet, Alice 37 Sheffield, Scott 37 Yau, Horng-Tzer 36 Baudoin, Fabrice 36 Bayraktar, Erhan 36 Berkes, István 36 Bogachev, Vladimir Igorevich 36 Dembo, Amir 36 Fan, Shengjun 36 Gantert, Nina 36 Krylov, Nicolaĭ Vladimirovich 36 Lin, Zhengyan 36 Luo, Dejun 36 Slade, Gordon 36 Surgailis, Donatas 36 Touzi, Nizar 36 Wu, Zhen 35 Bass, Richard F. 35 Ding, Jian 35 Gwynne, Ewain 35 Ren, Yanxia 35 Scheutzow, Michael K. R. 34 Barbu, Viorel 34 Bovier, Anton 34 Tang, Shanjian 34 Vondraček, Zoran 33 Bai, Zhi-Dong ...and 18,562 more Authors all top 5 Cited in 874 Journals 1,890 Stochastic Processes and their Applications 1,361 Probability Theory and Related Fields 1,298 The Annals of Probability 911 Journal of Statistical Physics 817 The Annals of Applied Probability 738 Statistics & Probability Letters 665 Journal of Theoretical Probability 648 Communications in Mathematical Physics 628 Annales de l’Institut Henri Poincaré. 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