# zbMATH — the first resource for mathematics

## 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: 2,698 Publications (since 1986) References Indexed: 2,164 Publications with 50,749 References.
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#### Latest Issues

 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) 135, No. 2 (2006) 135, No. 1 (2006) 134, No. 4 (2006) 134, No. 3 (2006) 134, No. 2 (2006) 134, No. 1 (2006) ...and 231 more Volumes
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#### Authors

 24 Peres, Yuval 23 Chen, Zhen-Qing 22 Nualart, David 19 Burdzy, Krzysztof 19 Le Gall, Jean-François 18 Bass, Richard F. 18 Talagrand, Michel 17 Hall, Peter Gavin 17 Sznitman, Alain-Sol 16 Greven, Andreas 16 Zakai, Moshe 16 Zeitouni, Ofer 15 Röckner, Michael 14 Bertoin, Jean 14 Krylov, Nicolaĭ Vladimirovich 13 den Hollander, Frank 13 Durrett, Richard Timothy 13 Freidlin, Mark I. 13 Kallenberg, Olav 13 Landim, Claudio 13 Mountford, Thomas S. 13 Perkins, Edwin A. 13 van der Hofstad, Remco W. 12 Ben Arous, Gérard 12 Dembo, Amir 12 Deuschel, Jean-Dominique 12 Götze, Friedrich W. 12 Pardoux, Etienne 12 Ustunel, Ali Suleyman 12 Yor, Marc 11 Einmahl, Uwe 11 Khoshnevisan, Davar 11 Mossel, Elchanan 11 Pitman, Jim William 11 Velenik, Yvan 10 Barlow, Martin T. 10 Bolthausen, Erwin 10 Fleischmann, Klaus 10 Guionnet, Alice 10 Seppäläinen, Timo 10 Werner, Wendelin 9 Aldous, David John 9 Caputo, Pietro 9 Chatterjee, Sourav 9 Doney, Ronald Arthur 9 Giacomin, Giambattista 9 Kifer, Yuri 9 Kusuoka, Shigeo 9 Léandre, Rémi 9 Miller, Jason P. 9 Müller, Carl E. 9 Shi, Zhan 9 Sly, Allan 9 Song, Renming 8 Asselah, Amine 8 Benjamini, Itai 8 Cox, J. Theodore 8 Cranston, Michael Craig 8 Csörgő, Miklós 8 Evans, Steven Neil 8 Flandoli, Franco 8 Funaki, Tadahisa 8 Hairer, Martin 8 Imkeller, Peter 8 Kesten, Harry 8 Kumagai, Takashi 8 Lalley, Steven P. 8 Le Jan, Yves 8 Newman, Charles Michael 8 Rogers, L. C. G. 8 Schonmann, Roberto Henrique 8 Shao, Qi-Man 8 Sheffield, Scott 8 Taqqu, Murad S. 7 Alexander, Kenneth S. 7 Bobkov, Sergey Germanovich 7 Bollobás, Béla 7 Bordenave, Charles 7 Bovier, Anton 7 Buckdahn, Rainer 7 Cerrai, Sandra 7 Collet, Pierre 7 Ding, Jian 7 Duminil-Copin, Hugo 7 Dynkin, Evgeniĭ Borisovich 7 Erdős, László 7 Guillin, Arnaud 7 Häggström, Olle 7 Hu, Ying 7 König, Wolfgang Dieter 7 Ledoux, Michel 7 Marron, James Stephen 7 Martinelli, Fabio 7 Méléard, Sylvie 7 Molchanov, Stanislav Alekseevich 7 Nickl, Richard 7 Olla, Stefano 7 Osada, Hirofumi 7 Révész, Pál 7 Rolles, Silke W. W. ...and 2,225 more Authors
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#### Fields

 2,494 Probability theory and stochastic processes (60-XX) 422 Statistical mechanics, structure of matter (82-XX) 296 Statistics (62-XX) 214 Partial differential equations (35-XX) 113 Combinatorics (05-XX) 91 Linear and multilinear algebra; matrix theory (15-XX) 90 Measure and integration (28-XX) 82 Global analysis, analysis on manifolds (58-XX) 79 Functional analysis (46-XX) 78 Dynamical systems and ergodic theory (37-XX) 59 Potential theory (31-XX) 56 Operator theory (47-XX) 49 Quantum theory (81-XX) 35 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 33 Biology and other natural sciences (92-XX) 32 Systems theory; control (93-XX) 29 Convex and discrete geometry (52-XX) 26 Ordinary differential equations (34-XX) 25 Numerical analysis (65-XX) 23 Calculus of variations and optimal control; optimization (49-XX) 22 Number theory (11-XX) 22 Computer science (68-XX) 20 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) 16 Harmonic analysis on Euclidean spaces (42-XX) 16 Information and communication theory, circuits (94-XX) 13 Abstract harmonic analysis (43-XX) 12 Group theory and generalizations (20-XX) 12 Topological groups, Lie groups (22-XX) 9 Special functions (33-XX) 9 Difference and functional equations (39-XX) 7 Approximations and expansions (41-XX) 5 Integral transforms, operational calculus (44-XX) 5 Integral equations (45-XX) 4 Mathematical logic and foundations (03-XX) 4 Algebraic geometry (14-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 Mechanics of particles and systems (70-XX) 2 History and biography (01-XX) 2 Associative rings and algebras (16-XX) 2 Sequences, series, summability (40-XX) 2 Geometry (51-XX) 2 Algebraic topology (55-XX) 2 Manifolds and cell complexes (57-XX) 1 General and overarching topics; collections (00-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 Relativity and gravitational theory (83-XX) 1 Astronomy and astrophysics (85-XX)

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Time-fractional telegraph equations and telegraph processes with Brownian time. Zbl 1049.60062
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Quadratic BSDEs with convex generators and unbounded terminal conditions. Zbl 1141.60037
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A function space large deviation principle for certain stochastic integrals. Zbl 0682.60018
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Stochastic differential equations for multi-dimensional domain with reflecting boundary. Zbl 0591.60049
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Large deviations for Wigner’s law and Voiculescu’s non-commutative entropy. Zbl 0954.60029
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Wellposedness of second order backward SDEs. Zbl 1252.60056
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2012
Forward-backward stochastic differential equations and quasilinear parabolic PDEs. Zbl 0943.60057
Pardoux, Etienne; Tang, Shanjian
1999
Integration questions related to fractional Brownian motion. Zbl 0970.60058
2000
The product-limit estimator and the bootstrap: Some asymptotic representations. Zbl 0561.62032
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1986
Minimal penalties for Gaussian model selection. Zbl 1112.62082
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2007
Bulk universality for generalized Wigner matrices. Zbl 1277.15026
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2012
A weighted occupation time for a class of measure-valued branching processes. Zbl 0555.60034
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1986
On the exceedance point process for a stationary sequence. Zbl 0619.60054
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1988
Non-intersecting paths, random tilings and random matrices. Zbl 1008.60019
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2002
Filtration-consistent nonlinear expectations and related $$g$$-expectations. Zbl 1007.60057
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2002
Stochastic partial differential equations for some measure-valued diffusions. Zbl 0631.60058
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1988
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
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Convolution tails, product tails and domains of attraction. Zbl 0577.60019
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1986
Size-biased sampling of Poisson point processes and excursions. Zbl 0741.60037
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1992
Asymptotic coupling and a general form of Harris’ theorem with applications to stochastic delay equations. Zbl 1238.60082
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2011
Stochastic differential equations in infinite dimensions: Solutions via Dirichlet forms. Zbl 0725.60055
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Imaginary geometry. I: Interacting SLEs. Zbl 1336.60162
Miller, Jason; Sheffield, Scott
2016
Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets. Zbl 0853.60041
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1996
On the existence of smooth densities for jump processes. Zbl 0853.60064
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1996
Probabilistic and fractal aspects of Lévy trees. Zbl 1070.60076
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2005
Martingale optimal transport and robust hedging in continuous time. Zbl 1305.91215
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2014
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1990
Sharp metastability threshold for two-dimensional bootstrap percolation. Zbl 1042.60065
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Rates of convergence for minimum contrast estimators. Zbl 0805.62037
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1993
The Brownian loop soup. Zbl 1049.60072
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2004
Quenched invariance principles for walks on clusters of percolation or among random conductances. Zbl 1070.60090
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2004
Quenched invariance principle for simple random walk on percolation clusters. Zbl 1107.60066
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2007
Uniqueness in law for pure jump Markov processes. Zbl 0664.60080
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1988
A probabilistic approach to one class of nonlinear differential equations. Zbl 0722.60062
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1991
New dependence coefficients. Examples and applications to statistics. Zbl 1061.62058
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2005
GUEs and queues. Zbl 0980.60042
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2001
On bilinear forms in Gaussian random variables and Toeplitz matrices. Zbl 0648.60043
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1988
Growth and Hölder conditions for the sample paths of Feller processes. Zbl 0930.60013
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1998
Optional decompositions under constraints. Zbl 0882.60063
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1997
Stein’s method for diffusion approximations. Zbl 0665.60008
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1990
A study of a class of stochastic differential equations with non-Lipschitzian coefficients. Zbl 1081.60043
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2005
A CLT for a band matrix model. Zbl 1084.60014
Anderson, Greg W.; Zeitouni, Ofer
2006
Mimicking the one-dimensional marginal distributions of processes having an Ito differential. Zbl 0579.60043
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1986
White noise driven quasilinear SPDEs with reflection. Zbl 0767.60055
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1992
Multifractal products of cylindrical pulses. Zbl 1014.60042
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2002
Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation. Zbl 0588.62052
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1987
Smoothness of scale functions for spectrally negative Lévy processes. Zbl 1259.60050
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2011
Subexponential distributions and characterizations of related classes. Zbl 0687.60017
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1989
The multifractal nature of Lévy processes. Zbl 0947.60039
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1999
White noise driven SPDEs with reflection. Zbl 0794.60059
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1993
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1994
Finding adapted solutions of forward-backward stochastic differential equations: Method of continuation. Zbl 0883.60053
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1997
A contour line of the continuum Gaussian free field. Zbl 1331.60090
Schramm, Oded; Sheffield, Scott
2013
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
Sharp adaptation for inverse problems with random noise. Zbl 1039.62031
Cavalier, Laurent; Tsybakov, Alexandre
2002
Central limit theorems for quadratic forms in random variables having long-range dependence. Zbl 0586.60019
Fox, Robert; Taqqu, Murad S.
1987
Reflected symmetric $$\alpha$$-stable processes and regional fractional Laplacian. Zbl 1089.60030
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2006
A new example of ‘independence’ and ‘white noise’. Zbl 0671.60109
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1990
Stochastic heat equation driven by fractional noise and local time. Zbl 1152.60331
Hu, Yaozhong; Nualart, David
2009
Quantitative concentration inequalities for empirical measures on non-compact spaces. Zbl 1113.60093
Bolley, François; Guillin, Arnaud; Villani, Cédric
2007
Markov selections for the 3D stochastic Navier-Stokes equations. Zbl 1133.76016
Flandoli, Franco; Romito, Marco
2008
Super-Brownian motion: Path properties and hitting probabilities. Zbl 0692.60063
Dawson, D. A.; Iscoe, I.; Perkins, E. A.
1989
Averaging principle for a class of stochastic reaction-diffusion equations. Zbl 1176.60049
Cerrai, Sandra; Freidlin, Mark
2009
Generalized stochastic integrals and the Malliavin calculus. Zbl 0601.60053
Nualart, David; Zakai, Moshe
1986
Monge-Kantorovitch measure transportation and Monge-Ampère equation on Wiener space. Zbl 1055.60052
Feyel, D.; Üstünel, A. S.
2004
Fluctuations of eigenvalues and second order Poincaré inequalities. Zbl 1152.60024
Chatterjee, Sourav
2009
Stochastic calculus with respect to free Brownian motion and analysis on Wigner space. Zbl 0919.60056
Biane, Philippe; Speicher, Roland
1998
Random planar lattices and integrated superBrownian excursion. Zbl 1041.60008
Chassaing, Philippe; Schaeffer, Gilles
2004
Density and hazard rate estimation for censored data via strong representation of the Kaplan-Meier estimator. Zbl 0637.62039
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1989
Hammersley’s interacting particle process and longest increasing subsequences. Zbl 0836.60107
Aldous, D.; Diaconis, P.
1995
Liouville quantum gravity and the Brownian map III: the conformal structure is determined. Zbl 07334605
Miller, Jason; Sheffield, Scott
2021
Random band matrices in the delocalized phase. III: Averaging fluctuations. Zbl 1460.60009
Yang, Fan; Yin, Jun
2021
Fermionic eigenvector moment flow. Zbl 07334597
Benigni, Lucas
2021
Quenched local limit theorem for random walks among time-dependent ergodic degenerate weights. Zbl 07334604
Andres, Sebastian; Chiarini, Alberto; Slowik, Martin
2021
Edge universality for non-Hermitian random matrices. Zbl 1461.60008
Cipolloni, Giorgio; Erdős, László; Schröder, Dominik
2021
On diffusion processes with drift in $$L_d$$. Zbl 07329435
Krylov, N. V.
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
Does a central limit theorem hold for the $$k$$-skeleton of Poisson hyperplanes in hyperbolic space? Zbl 07334600
Herold, Felix; Hug, Daniel; Thäle, Christoph
2021
Sharp transition of the invertibility of the adjacency matrices of sparse random graphs. Zbl 07357898
Basak, Anirban; Rudelson, Mark
2021
Quenched invariance principle for a class of random conductance models with long-range jumps. Zbl 07374513
Biskup, Marek; Chen, Xin; Kumagai, Takashi; Wang, Jian
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
Liouville metric of star-scale invariant fields: tails and Weyl scaling. Zbl 1434.60284
Dubédat, Julien; Falconet, Hugo
2020
Weak LQG metrics and Liouville first passage percolation. Zbl 07250118
Dubédat, Julien; Falconet, Hugo; Gwynne, Ewain; Pfeffer, Joshua; Sun, Xin
2020
Superdiffusive limits for deterministic fast-slow dynamical systems. Zbl 07271329
Chevyrev, Ilya; Friz, Peter K.; Korepanov, Alexey; Melbourne, Ian
2020
Benamou-Brenier and duality formulas for the entropic cost on $$\mathsf{RCD}^*(K,N)$$ spaces. Zbl 1432.49063
Gigli, Nicola; Tamanini, Luca
2020
The geometry of multi-marginal Skorokhod embedding. Zbl 07191239
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
The distribution of overlaps between eigenvectors of Ginibre matrices. Zbl 1451.60015
Bourgade, P.; Dubach, G.
2020
The geodesics in Liouville quantum gravity are not Schramm-Loewner evolutions. Zbl 1450.60009
Miller, Jason; Qian, Wei
2020
Universality of high-dimensional spanning forests and sandpiles. Zbl 1434.60296
Hutchcroft, Tom
2020
Robust statistical learning with Lipschitz and convex loss functions. Zbl 1436.62178
Chinot, Geoffrey; Lecué, Guillaume; Lerasle, Matthieu
2020
Mesoscopic eigenvalue density correlations of Wigner matrices. Zbl 1445.60011
He, Yukun; Knowles, Antti
2020
The functional Breuer-Major theorem. Zbl 1434.60108
Nourdin, Ivan; Nualart, David
2020
Localization of the continuous Anderson Hamiltonian in 1-d. Zbl 1444.60072
Dumaz, Laure; Labbé, Cyril
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
Local convergence for permutations and local limits for uniform $$\rho$$-avoiding permutations with $$|\rho |=3$$. Zbl 1434.60035
Borga, Jacopo
2020
Anomalous diffusion of random walk on random planar maps. Zbl 07250122
Gwynne, Ewain; Hutchcroft, Tom
2020
The infinitesimal generator of the stochastic Burgers equation. Zbl 07271336
Gubinelli, Massimiliano; Perkowski, Nicolas
2020
Mixing time for random walk on supercritical dynamical percolation. Zbl 1444.60084
Peres, Yuval; Sousi, Perla; Steif, Jeffrey E.
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
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
On delocalization of eigenvectors of random non-Hermitian matrices. Zbl 1458.15061
Lytova, Anna; Tikhomirov, Konstantin
2020
Entropic repulsion for the Gaussian free field conditioned on disconnection by level-sets. Zbl 07202717
Chiarini, Alberto; Nitzschner, Maximilian
2020
Point-to-line last passage percolation and the invariant measure of a system of reflecting Brownian motions. Zbl 07250113
FitzGerald, Will; Warren, Jon
2020
Superposition principle for non-local Fokker-Planck-Kolmogorov operators. Zbl 07271328
Röckner, Michael; Xie, Longjie; Zhang, Xicheng
2020
Taming correlations through entropy-efficient measure decompositions with applications to mean-field approximation. Zbl 1436.82016
Eldan, Ronen
2020
Bessel SPDEs and renormalised local times. Zbl 1434.60154
Elad Altman, Henri; Zambotti, Lorenzo
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
On estimation of $$L_r$$-norms in Gaussian white noise models. Zbl 1445.62072
Han, Yanjun; Jiao, Jiantao; Mukherjee, Rajarshi
2020
Coagulation-transport equations and the nested coalescents. Zbl 1434.60298
Lambert, Amaury; Schertzer, Emmanuel
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
On the number of excursion sets of planar Gaussian fields. Zbl 07271327
Beliaev, Dmitry; McAuley, Michael; Muirhead, Stephen
2020
Outliers of random perturbations of Toeplitz matrices with finite symbols. Zbl 1451.60014
Basak, Anirban; Zeitouni, Ofer
2020
Stein’s method for normal approximation in Wasserstein distances with application to the multivariate central limit theorem. Zbl 1456.60059
Bonis, Thomas
2020
Stationary distribution and cover time of sparse directed configuration models. Zbl 1451.05130
Caputo, Pietro; Quattropani, Matteo
2020
Detecting the direction of a signal on high-dimensional spheres: non-null and Le Cam optimality results. Zbl 1436.62195
Paindaveine, Davy; Verdebout, Thomas
2020
A characterisation of the Gaussian free field. Zbl 1434.60271
Berestycki, Nathanaël; Powell, Ellen; Ray, Gourab
2020
Random walk on barely supercritical branching random walk. Zbl 1434.60311
van der Hofstad, Remco; Hulshof, Tim; Nagel, Jan
2020
Fine mesh limit of the VRJP in dimension one and Bass-Burdzy flow. Zbl 1434.60215
Lupu, Titus; Sabot, Christophe; Tarrès, Pierre
2020
Exponential loss of memory for the 2-dimensional Allen-Cahn equation with small noise. Zbl 1451.60075
Tsatsoulis, Pavlos; Weber, Hendrik
2020
Ground states and hyperuniformity of the hierarchical Coulomb gas in all dimensions. Zbl 1457.60142
Ganguly, Shirshendu; Sarkar, Sourav
2020
Universal tail profile of Gaussian multiplicative chaos. Zbl 1459.60114
Wong, Mo Dick
2020
A variational principle for a non-integrable model. Zbl 1446.82017
Menz, Georg; Tassy, Martin
2020
On nested infinite occupancy scheme in random environment. Zbl 1457.60013
Gnedin, Alexander; Iksanov, Alexander
2020
Stability of the Shannon-Stam inequality via the Föllmer process. Zbl 1457.94062
Eldan, Ronen; Mikulincer, Dan
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
Osada, Hirofumi; Tanemura, Hideki
2020
Polynomial mixing time of edge flips on quadrangulations. Zbl 1440.60072
Caraceni, Alessandra; Stauffer, Alexandre
2020
Quenched convergence and strong local equilibrium for asymmetric zero-range process with site disorder. Zbl 1434.60269
Bahadoran, C.; Mountford, T.; Ravishankar, K.; Saada, E.
2020
Scaling limits of the Schelling model. Zbl 1442.60100
Holden, Nina; Sheffield, Scott
2020
On the global fluctuations of block Gaussian matrices. Zbl 1434.60022
Diaz, Mario; Mingo, James A.; Belinschi, Serban T.
2020
Dimension transformation formula for conformal maps into the complement of an SLE curve. Zbl 1434.60231
Gwynne, Ewain; Holden, Nina; Miller, Jason
2020
Conditioned local limit theorems for random walks defined on finite Markov chains. Zbl 1434.60184
Grama, Ion; Lauvergnat, Ronan; Le Page, Émile
2020
Polynomial inequalities on the Hamming cube. Zbl 1447.42029
Eskenazis, Alexandros; Ivanisvili, Paata
2020
Universality for critical KCM: infinite number of stable directions. Zbl 1464.60081
Hartarsky, Ivailo; Marêché, Laure; Toninelli, Cristina
2020
A distance exponent for Liouville quantum gravity. Zbl 1429.83022
Gwynne, Ewain; Holden, Nina; Sun, Xin
2019
A PDE approach to a 2-dimensional matching problem. Zbl 07030875
Ambrosio, Luigi; Stra, Federico; Trevisan, Dario
2019
Fundamental limits of symmetric low-rank matrix estimation. Zbl 1411.60014
Lelarge, Marc; Miolane, Léo
2019
Stability of the matrix Dyson equation and random matrices with correlations. Zbl 1448.60015
Ajanki, Oskari H.; Erdős, László; Krüger, Torben
2019
Regularization by noise for stochastic Hamilton-Jacobi equations. Zbl 1411.60096
Gassiat, Paul; Gess, Benjamin
2019
A second order equation for Schrödinger bridges with applications to the hot gas experiment and entropic transportation cost. Zbl 07058374
Conforti, Giovanni
2019
Exponential decay of connection probabilities for subcritical Voronoi percolation in $$\mathbb {R}^d$$. Zbl 07030876
Duminil-Copin, Hugo; Raoufi, Aran; Tassion, Vincent
2019
$$\rho$$-white noise solution to 2D stochastic Euler equations. Zbl 1425.60058
Flandoli, Franco; Luo, Dejun
2019
The adaptive interpolation method: a simple scheme to prove replica formulas in Bayesian inference. Zbl 07081465
Barbier, Jean; Macris, Nicolas
2019
Cones generated by random points on half-spheres and convex hulls of Poisson point processes. Zbl 1428.52007
Kabluchko, Zakhar; Marynych, Alexander; Temesvari, Daniel; Thäle, Christoph
2019
The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square. Zbl 1431.62319
Sur, Pragya; Chen, Yuxin; Candès, Emmanuel J.
2019
Singular SPDEs in domains with boundaries. Zbl 1411.60097
Gerencsér, Máté; Hairer, Martin
2019
Notes on random walks in the Cauchy domain of attraction. Zbl 07109856
Berger, Quentin
2019
Liouville first passage percolation: geodesic length exponent is strictly larger than 1 at high temperatures. Zbl 1412.60072
Ding, Jian; Zhang, Fuxi
2019
Aging in metropolis dynamics of the REM: a proof. Zbl 1416.82033
Gayrard, Véronique
2019
Martingale solutions for the stochastic nonlinear Schrödinger equation in the energy space. Zbl 1420.35276
Brzeźniak, Zdzisław; Hornung, Fabian; Weis, Lutz
2019
The smallest singular value of a shifted $$d$$-regular random square matrix. Zbl 1411.60015
Litvak, Alexander E.; Lytova, Anna; Tikhomirov, Konstantin; Tomczak-Jaegermann, Nicole; Youssef, Pierre
2019
Rigidity and a mesoscopic central limit theorem for Dyson Brownian motion for general $$\beta$$ and potentials. Zbl 1426.82029
Huang, Jiaoyang; Landon, Benjamin
2019
The two-time distribution in geometric last-passage percolation. Zbl 1423.60158
Johansson, Kurt
2019
Gaussian fluctuations of Jack-deformed random Young diagrams. Zbl 1411.05281
Dołęga, Maciej; Śniady, Piotr
2019
Invariant measure for quantum trajectories. Zbl 1427.60144
Benoist, T.; Fraas, M.; Pautrat, Y.; Pellegrini, C.
2019
Fluctuations for stationary $$q$$-TASEP. Zbl 1416.82030
Imamura, Takashi; Sasamoto, Tomohiro
2019
Cut-off phenomenon for random walks on free orthogonal quantum groups. Zbl 1432.46049
Freslon, Amaury
2019
Multivariate approximations in Wasserstein distance by Stein’s method and Bismut’s formula. Zbl 07081461
Fang, Xiao; Shao, Qi-Man; Xu, Lihu
2019
Stationary solutions to the compressible Navier-Stokes system driven by stochastic forces. Zbl 1447.35241
Breit, Dominic; Feireisl, Eduard; Hofmanová, Martina; Maslowski, Bohdan
2019
The law of large numbers for the maximum of almost Gaussian log-correlated fields coming from random matrices. Zbl 1447.60025
Lambert, Gaultier; Paquette, Elliot
2019
Transition probabilities for degenerate diffusions arising in population genetics. Zbl 1417.35040
Epstein, Charles L.; Pop, Camelia A.
2019
The component graph of the uniform spanning forest: transitions in dimensions $$9,10,11,\ldots$$. Zbl 07109859
Hutchcroft, Tom; Peres, Yuval
2019
Local spectral statistics of the addition of random matrices. Zbl 07109869
Che, Ziliang; Landon, Benjamin
2019
Near-optimal mean estimators with respect to general norms. Zbl 1431.62234
Lugosi, Gábor; Mendelson, Shahar
2019
Static large deviations for a reaction-diffusion model. Zbl 1416.82028
Farfán, J.; Landim, C.; Tsunoda, K.
2019
Bootstrap confidence sets for spectral projectors of sample covariance. Zbl 1420.62073
2019
Percolation games, probabilistic cellular automata, and the hard-core model. Zbl 1418.91100
Holroyd, Alexander E.; Marcovici, Irène; Martin, James B.
2019
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#### Cited by 15,182 Authors

 132 Röckner, Michael 103 Chen, Zhen-Qing 100 Nualart, David 89 Wang, Feng-Yu 79 Zhang, Tusheng S. 69 Albeverio, Sergio A. 66 Flandoli, Franco 66 Song, Renming 65 Peres, Yuval 60 Kim, Panki 57 Xiao, Yimin 56 Zeitouni, Ofer 55 van der Hofstad, Remco W. 54 Leonenko, Nikolai N. 53 Borodin, Alexei 53 Taqqu, Murad S. 53 Zhang, Xicheng 52 Da Prato, Giuseppe 49 Götze, Friedrich W. 49 Hairer, Martin 49 Tindel, Samy 48 Tudor, Ciprian A. 46 Khoshnevisan, Davar 45 Landim, Claudio 44 Burdzy, Krzysztof 43 Nourdin, Ivan 42 den Hollander, Frank 42 Duan, Jinqiao 41 Brzeźniak, Zdzisław 41 Erdős, László 41 Kumagai, Takashi 41 Seppäläinen, Timo 40 Miller, Jason P. 39 Deuschel, Jean-Dominique 39 Russo, Francesco 38 Peccati, Giovanni 38 Wang, Bixiang 38 Wang, Jian 37 Ben Arous, Gérard 37 Comte, Fabienne 37 Corwin, Ivan 37 Friz, Peter Karl 37 Hu, Ying 37 Kyprianou, Andreas E. 37 Le Gall, Jean-François 37 Privault, Nicolas 37 Shi, Zhan 36 Guillin, Arnaud 36 Lin, Zhengyan 36 Pitman, Jim William 36 Yan, Litan 35 Anh, Vo V. 35 Bobkov, Sergey Germanovich 35 Dembo, Amir 35 Forrester, Peter J. 35 Mountford, Thomas S. 35 Xiong, Jie 34 Bass, Richard F. 34 Berkes, István 34 Shao, Qi-Man 34 Surgailis, Donatas 33 Caraballo Garrido, Tomás 33 Dalang, Robert C. 33 Duminil-Copin, Hugo 33 Guionnet, Alice 33 Horváth, Lajos 33 Nickl, Richard 33 Ouknine, Youssef 33 Thäle, Christoph 33 Yau, Horng-Tzer 32 Barbu, Viorel 32 Bogachev, Vladimir Igorevich 32 Bovier, Anton 32 Caputo, Pietro 32 Hall, Peter Gavin 32 Janson, Svante 32 Peng, Shige 32 Ren, Yanxia 32 Samorodnitsky, Gennady Pinkhosovich 32 Sidoravicius, Vladas 31 Benjamini, Itai 31 Hu, Yaozhong 31 Sznitman, Alain-Sol 31 Wu, Liming 31 Wu, Zhen 30 Bai, Zhi-Dong 30 Comets, Francis M. 30 Debussche, Arnaud 30 Dedecker, Jérôme 30 Gubinelli, Massimiliano 30 Hambly, Ben M. 30 Imkeller, Peter 30 Kondrat’yev, Yuriĭ Grygorovych 30 Lacoin, Hubert 30 Sheffield, Scott 30 Slade, Gordon 30 Toninelli, Fabio Lucio 30 Touzi, Nizar 30 Vondraček, Zoran 29 Chatterjee, Sourav ...and 15,082 more Authors
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#### Cited in 765 Journals

 1,682 Stochastic Processes and their Applications 1,237 Probability Theory and Related Fields 1,209 The Annals of Probability 811 Journal of Statistical Physics 669 Statistics & Probability Letters 605 The Annals of Applied Probability 583 Journal of Theoretical Probability 539 Communications in Mathematical Physics 522 Journal of Functional Analysis 521 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 504 The Annals of Statistics 442 Bernoulli 369 Journal of Mathematical Analysis and Applications 320 Stochastic Analysis and Applications 314 Electronic Journal of Probability 279 Transactions of the American Mathematical Society 269 Journal of Mathematical Physics 258 Journal of Statistical Planning and Inference 250 Stochastics and Dynamics 246 Potential Analysis 233 Electronic Journal of Statistics 220 Journal of Multivariate Analysis 209 Journal of Differential Equations 202 Journal of Applied Probability 200 Advances in Applied Probability 169 Infinite Dimensional Analysis, Quantum Probability and Related Topics 159 Comptes Rendus. Mathématique. Académie des Sciences, Paris 139 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 137 Journal of Econometrics 131 Proceedings of the American Mathematical Society 127 Advances in Mathematics 125 Journal of Nonparametric Statistics 125 Stochastics 114 Communications in Statistics. Theory and Methods 109 Acta Mathematica Sinica. English Series 105 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 105 ALEA. Latin American Journal of Probability and Mathematical Statistics 102 Electronic Communications in Probability 94 Discrete and Continuous Dynamical Systems 93 Random Structures & Algorithms 91 Israel Journal of Mathematics 91 Applied Mathematics and Optimization 90 Annals of the Institute of Statistical Mathematics 88 Discrete and Continuous Dynamical Systems. Series B 88 Stochastic and Partial Differential Equations. Analysis and Computations 87 Journal of Mathematical Sciences (New York) 87 Science China. Mathematics 86 Finance and Stochastics 83 Lithuanian Mathematical Journal 80 Annales Henri Poincaré 78 Computational Statistics and Data Analysis 77 SIAM Journal on Control and Optimization 76 Communications on Pure and Applied Mathematics 70 Journal de Mathématiques Pures et Appliquées. Neuvième Série 65 Acta Applicandae Mathematicae 65 Acta Mathematicae Applicatae Sinica. English Series 64 Statistics 63 Econometric Theory 63 Journal of Statistical Mechanics: Theory and Experiment 62 Ergodic Theory and Dynamical Systems 62 Bulletin des Sciences Mathématiques 62 Extremes 61 Insurance Mathematics & Economics 58 Journal of Computational and Applied Mathematics 56 Archive for Rational Mechanics and Analysis 56 Combinatorics, Probability and Computing 55 Journal of the European Mathematical Society (JEMS) 55 Frontiers of Mathematics in China 54 Mathematische Zeitschrift 54 SIAM Journal on Mathematical Analysis 53 Computers & Mathematics with Applications 53 Mathematical Finance 53 International Journal of Theoretical and Applied Finance 53 Journal of Evolution Equations 53 Random Matrices: Theory and Applications 52 Applied Mathematics and Computation 52 Science in China. Series A 51 Inventiones Mathematicae 51 Test 50 Statistical Inference for Stochastic Processes 48 Nonlinearity 48 Journal of Time Series Analysis 48 Queueing Systems 47 Physica D 46 Theory of Probability and its Applications 46 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 45 Mathematische Annalen 44 Random Operators and Stochastic Equations 43 Reviews in Mathematical Physics 43 Journal of the American Statistical Association 43 Mathematische Nachrichten 43 Methodology and Computing in Applied Probability 43 Probability Surveys 42 Mathematical Methods of Statistics 42 Abstract and Applied Analysis 41 Journal of Mathematical Biology 41 Duke Mathematical Journal 40 Linear Algebra and its Applications 39 Scandinavian Journal of Statistics 39 Journal of Combinatorial Theory. Series A ...and 665 more Journals
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#### Cited in 61 Fields

 16,950 Probability theory and stochastic processes (60-XX) 4,258 Statistics (62-XX) 3,085 Partial differential equations (35-XX) 3,043 Statistical mechanics, structure of matter (82-XX) 1,359 Dynamical systems and ergodic theory (37-XX) 1,276 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1,198 Numerical analysis (65-XX) 1,137 Combinatorics (05-XX) 903 Operator theory (47-XX) 870 Functional analysis (46-XX) 793 Linear and multilinear algebra; matrix theory (15-XX) 727 Measure and integration (28-XX) 717 Systems theory; control (93-XX) 628 Quantum theory (81-XX) 579 Ordinary differential equations (34-XX) 526 Biology and other natural sciences (92-XX) 525 Calculus of variations and optimal control; optimization (49-XX) 492 Global analysis, analysis on manifolds (58-XX) 443 Potential theory (31-XX) 436 Fluid mechanics (76-XX) 424 Operations research, mathematical programming (90-XX) 381 Computer science (68-XX) 322 Harmonic analysis on Euclidean spaces (42-XX) 302 Real functions (26-XX) 203 Information and communication theory, circuits (94-XX) 191 Convex and discrete geometry (52-XX) 187 Differential geometry (53-XX) 170 Special functions (33-XX) 157 Number theory (11-XX) 137 Group theory and generalizations (20-XX) 129 Functions of a complex variable (30-XX) 129 Integral equations (45-XX) 106 Approximations and expansions (41-XX) 104 Abstract harmonic analysis (43-XX) 94 Topological groups, Lie groups (22-XX) 93 Difference and functional equations (39-XX) 67 Mechanics of particles and systems (70-XX) 60 General topology (54-XX) 57 Mechanics of deformable solids (74-XX) 53 Geophysics (86-XX) 49 Classical thermodynamics, heat transfer (80-XX) 43 Integral transforms, operational calculus (44-XX) 43 Relativity and gravitational theory (83-XX) 36 Mathematical logic and foundations (03-XX) 36 Nonassociative rings and algebras (17-XX) 36 Several complex variables and analytic spaces (32-XX) 30 Algebraic topology (55-XX) 29 Associative rings and algebras (16-XX) 27 Algebraic geometry (14-XX) 26 History and biography (01-XX) 22 Geometry (51-XX) 20 Optics, electromagnetic theory (78-XX) 19 Order, lattices, ordered algebraic structures (06-XX) 18 General and overarching topics; collections (00-XX) 18 Manifolds and cell complexes (57-XX) 14 Sequences, series, summability (40-XX) 13 Astronomy and astrophysics (85-XX) 12 Commutative algebra (13-XX) 6 Category theory; homological algebra (18-XX) 2 Field theory and polynomials (12-XX) 1 Mathematics education (97-XX)