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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: 2,918 Publications (since 1986)
References Indexed: 2,398 Publications with 59,798 References.
all top 5

Latest Issues

189, No. 3-4 (2024)
189, No. 1-2 (2024)
188, No. 3-4 (2024)
188, No. 1-2 (2024)
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)
...and 249 more Volumes
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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 Röckner, Michael
17 Sznitman, Alain-Sol
16 Zakai, Moshe
15 Bertoin, Jean
15 den Hollander, Frank
14 Deuschel, Jean-Dominique
14 Durrett, Richard Timothy
14 Krylov, Nicolaĭ Vladimirovich
14 Mountford, Thomas S.
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 Erdős, László
9 Giacomin, Giambattista
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 Berestycki, Nathanaël
8 Bordenave, Charles
8 Bovier, Anton
8 Cox, J. Theodore
8 Cranston, Michael Craig
8 Csörgő, Miklós
8 Evans, Steven Neil
8 Flandoli, Franco
8 Funaki, Tadahisa
8 Guillin, Arnaud
8 Hutchcroft, Tom
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.
8 Yau, Horng-Tzer
8 Yin, Jun
7 Albeverio, Sergio A.
7 Alexander, Kenneth S.
7 Bhamidi, Shankar
7 Bobkov, Sergey Germanovich
7 Bollobás, Béla
7 Borodin, Alexei
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
...and 2,469 more Authors
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Fields

2,689 Probability theory and stochastic processes (60-XX)
484 Statistical mechanics, structure of matter (82-XX)
316 Statistics (62-XX)
240 Partial differential equations (35-XX)
156 Combinatorics (05-XX)
106 Linear and multilinear algebra; matrix theory (15-XX)
95 Measure and integration (28-XX)
90 Dynamical systems and ergodic theory (37-XX)
88 Functional analysis (46-XX)
85 Global analysis, analysis on manifolds (58-XX)
61 Operator theory (47-XX)
60 Potential theory (31-XX)
55 Quantum theory (81-XX)
38 Convex and discrete geometry (52-XX)
37 Biology and other natural sciences (92-XX)
36 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
35 Calculus of variations and optimal control; optimization (49-XX)
32 Systems theory; control (93-XX)
31 Ordinary differential equations (34-XX)
31 Numerical analysis (65-XX)
28 Computer science (68-XX)
25 Number theory (11-XX)
23 Real functions (26-XX)
22 Differential geometry (53-XX)
22 Operations research, mathematical programming (90-XX)
21 Fluid mechanics (76-XX)
18 Harmonic analysis on Euclidean spaces (42-XX)
18 Information and communication theory, circuits (94-XX)
17 Functions of a complex variable (30-XX)
16 Group theory and generalizations (20-XX)
14 Topological groups, Lie groups (22-XX)
14 Abstract harmonic analysis (43-XX)
13 Difference and functional equations (39-XX)
11 Special functions (33-XX)
7 Algebraic geometry (14-XX)
7 Approximations and expansions (41-XX)
7 Integral transforms, operational calculus (44-XX)
7 Integral equations (45-XX)
5 Several complex variables and analytic spaces (32-XX)
5 Mechanics of particles and systems (70-XX)
5 Mechanics of deformable solids (74-XX)
4 Mathematical logic and foundations (03-XX)
4 Nonassociative rings and algebras (17-XX)
3 Geometry (51-XX)
3 Algebraic topology (55-XX)
3 Classical thermodynamics, heat transfer (80-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 Astronomy and astrophysics (85-XX)
1 Geophysics (86-XX)

Publications by Year

Citations contained in zbMATH Open

2,708 Publications have been cited 52,153 times in 31,950 Documents Cited by Year
Attractors for random dynamical systems. Zbl 0819.58023
Crauel, Hans; Flandoli, Franco
557
1994
Martingale and stationary solutions for stochastic Navier-Stokes equations. Zbl 0831.60072
Flandoli, Franco; Gatarek, Dariusz
349
1995
Solving forward-backward stochastic differential equations explicitly – a four step scheme. Zbl 0794.60056
Ma, Jin; Protter, Philip; Yong, Jiongmin
348
1994
Integration with respect to fractal functions and stochastic calculus. I. Zbl 0918.60037
Zähle, M.
312
1998
On the rate of convergence in Wasserstein distance of the empirical measure. Zbl 1325.60042
Fournier, Nicolas; Guillin, Arnaud
292
2015
Brownian motion on the Sierpinski gasket. Zbl 0635.60090
Barlow, Martin T.; Perkins, Edwin A.
266
1988
Risk bounds for model selection via penalization. Zbl 0946.62036
Barron, Andrew; Birgé, Lucien; Massart, Pascal
250
1999
Spectral representations of infinitely divisible processes. Zbl 0659.60078
Rajput, Balram S.; Rosinski, Jan
247
1989
Macdonald processes. Zbl 1291.82077
Borodin, Alexei; Corwin, Ivan
233
2014
Existence of strong solutions for Itô’s stochastic equations via approximations. Zbl 0847.60038
Gyöngy, István; Krylov, Nicolai
230
1996
Strong solutions of stochastic equations with singular time dependent drift. Zbl 1072.60050
Krylov, N. V.; Röckner, M.
226
2005
Gaussian free fields for mathematicians. Zbl 1132.60072
Sheffield, Scott
219
2007
Stochastic calculus with anticipating integrands. Zbl 0629.60061
Nualart, D.; Pardoux, E.
211
1988
Stein’s method on Wiener chaos. Zbl 1175.60053
Nourdin, Ivan; Peccati, Giovanni
205
2009
Solution of forward-backward stochastic differential equations. Zbl 0831.60065
Hu, Ying; Peng, S.
203
1995
Backward doubly stochastic differential equations and systems of quasilinear SPDEs. Zbl 0792.60050
Pardoux, Etienne; Peng, Shige
190
1994
Censored stable processes. Zbl 1032.60047
Bogdan, Krzysztof; Burdzy, Krzysztof; Chen, Zhen-Qing
186
2003
A central limit theorem for generalized quadratic forms. Zbl 0596.60022
de Jong, Peter
174
1987
Heat kernel estimates for jump processes of mixed types on metric measure spaces. Zbl 1131.60076
Chen, Zhen-Qing; Kumagai, Takashi
172
2008
Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer’s type. Zbl 0953.60059
Peng, Shige
171
1999
Stochastic analysis, rough path analysis and fractional Brownian motions. Zbl 1047.60029
Coutin, Laure; Qian, Zhongmin
166
2002
Forward-backward stochastic differential equations and quasilinear parabolic PDEs. Zbl 0943.60057
Pardoux, Etienne; Tang, Shanjian
165
1999
Exchangeable and partially exchangeable random partitions. Zbl 0821.60047
Pitman, Jim
163
1995
BSDE with quadratic growth and unbounded terminal value. Zbl 1109.60052
Briand, Philippe; Hu, Ying
162
2006
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.
159
1990
Quadratic BSDEs with convex generators and unbounded terminal conditions. Zbl 1141.60037
Briand, Philippe; Hu, Ying
158
2008
Wellposedness of second order backward SDEs. Zbl 1252.60056
Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng
151
2012
Time-fractional telegraph equations and telegraph processes with Brownian time. Zbl 1049.60062
Orsingher, Enzo; Beghin, Luisa
148
2004
Large deviations for Wigner’s law and Voiculescu’s non-commutative entropy. Zbl 0954.60029
Ben Arous, G.; Guionnet, A.
145
1997
Logarithmic Sobolev inequalities on noncompact Riemannian manifolds. Zbl 0887.35012
Wang, Feng-Yu
140
1997
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.
140
2011
The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function. Zbl 0838.60051
Bally, V.; Talay, D.
138
1996
Integration questions related to fractional Brownian motion. Zbl 0970.60058
Pipiras, Vladas; Taqqu, Murad S.
138
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.
137
1988
Forward, backward and symmetric stochastic integration. Zbl 0792.60046
Russo, Francesco; Vallois, Pierre
137
1993
Stochastic evolution equations with fractional Brownian motion. Zbl 1036.60056
Tindel, S.; Tudor, C. A.; Viens, F.
136
2003
Bulk universality for generalized Wigner matrices. Zbl 1277.15026
Erdős, László; Yau, Horng-Tzer; Yin, Jun
134
2012
Stochastic differential equations for multi-dimensional domain with reflecting boundary. Zbl 0591.60049
Saisho, Yasumasa
132
1987
Imaginary geometry. I: Interacting SLEs. Zbl 1336.60162
Miller, Jason; Sheffield, Scott
129
2016
Averaging principle for a class of stochastic reaction-diffusion equations. Zbl 1176.60049
Cerrai, Sandra; Freidlin, Mark
122
2009
Filtration-consistent nonlinear expectations and related \(g\)-expectations. Zbl 1007.60057
Coquet, François; Hu, Ying; Mémin, Jean; Peng, Shige
119
2002
Mimicking the one-dimensional marginal distributions of processes having an Ito differential. Zbl 0579.60043
Gyöngy, I.
119
1986
Non-intersecting paths, random tilings and random matrices. Zbl 1008.60019
Johansson, Kurt
118
2002
Sharp metastability threshold for two-dimensional bootstrap percolation. Zbl 1042.60065
Holroyd, Alexander E.
117
2003
GUEs and queues. Zbl 0980.60042
Baryshnikov, Yu.
117
2001
Probabilistic and fractal aspects of Lévy trees. Zbl 1070.60076
Duquesne, Thomas; Le Gall, Jean-François
117
2005
Minimal penalties for Gaussian model selection. Zbl 1112.62082
Birgé, Lucien; Massart, Pascal
116
2007
Martingale optimal transport and robust hedging in continuous time. Zbl 1305.91215
Dolinsky, Yan; Soner, H. Mete
114
2014
Size-biased sampling of Poisson point processes and excursions. Zbl 0741.60037
Perman, Mihael; Pitman, Jim; Yor, Marc
113
1992
Reinforced random walk. Zbl 0665.60077
Davis, B.
112
1990
The Brownian loop soup. Zbl 1049.60072
Lawler, Gregory F.; Werner, Wendelin
111
2004
A function space large deviation principle for certain stochastic integrals. Zbl 0682.60018
Deuschel, J. D.; Stroock, D. W.
110
1989
Stochastic partial differential equations for some measure-valued diffusions. Zbl 0631.60058
Konno, Norio; Shiga, T.
109
1988
The product-limit estimator and the bootstrap: Some asymptotic representations. Zbl 0561.62032
Lo, Shaw-Hwa; Singh, Kesar
108
1986
Finding adapted solutions of forward-backward stochastic differential equations: Method of continuation. Zbl 0883.60053
Yong, Jiongmin
104
1997
Stein’s method for diffusion approximations. Zbl 0665.60008
Barbour, A. D.
104
1990
On the exceedance point process for a stationary sequence. Zbl 0619.60054
Hsing, T.; Hüsler, J.; Leadbetter, M. R.
102
1988
Quenched invariance principle for simple random walk on percolation clusters. Zbl 1107.60066
Berger, Noam; Biskup, Marek
102
2007
A weighted occupation time for a class of measure-valued branching processes. Zbl 0555.60034
Iscoe, I.
101
1986
Aging of spherical spin glasses. Zbl 0993.60055
Ben Arous, G.; Dembo, A.; Guionnet, A.
101
2001
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.
100
1989
Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets. Zbl 0853.60041
Kramkov, D. O.
99
1996
Stochastic differential equations in infinite dimensions: Solutions via Dirichlet forms. Zbl 0725.60055
Albeverio, S.; Röckner, M.
99
1991
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
99
2012
Fluctuations of eigenvalues and second order Poincaré inequalities. Zbl 1152.60024
Chatterjee, Sourav
99
2009
Convolution tails, product tails and domains of attraction. Zbl 0577.60019
Cline, Daren B. H.
99
1986
Quenched invariance principles for walks on clusters of percolation or among random conductances. Zbl 1070.60090
Sidoravicius, Vladas; Sznitman, Alain-Sol
98
2004
Imaginary geometry. IV: Interior rays, whole-plane reversibility, and space-filling trees. Zbl 1378.60108
Miller, Jason; Sheffield, Scott
97
2017
Reflected symmetric \(\alpha\)-stable processes and regional fractional Laplacian. Zbl 1089.60030
Guan, Qing-Yang; Ma, Zhi-Ming
96
2006
Rates of convergence for minimum contrast estimators. Zbl 0805.62037
Birgé, Lucien; Massart, Pascal
95
1993
A contour line of the continuum Gaussian free field. Zbl 1331.60090
Schramm, Oded; Sheffield, Scott
95
2013
On the existence of smooth densities for jump processes. Zbl 0853.60064
Picard, Jean
94
1996
New dependence coefficients. Examples and applications to statistics. Zbl 1061.62058
Dedecker, Jérôme; Prieur, Clémentine
92
2005
A CLT for a band matrix model. Zbl 1084.60014
Anderson, Greg W.; Zeitouni, Ofer
91
2006
Uniqueness in law for pure jump Markov processes. Zbl 0664.60080
Bass, R. F.
91
1988
Hölder conditions for the local times and the Hausdorff measure of the level sets of Gaussian random fields. Zbl 0882.60035
Xiao, Yimin
90
1997
Stochastic heat equation driven by fractional noise and local time. Zbl 1152.60331
Hu, Yaozhong; Nualart, David
89
2009
Exponential convergence to quasi-stationary distribution and \(Q\)-process. Zbl 1334.60015
Champagnat, Nicolas; Villemonais, Denis
89
2016
Growth and Hölder conditions for the sample paths of Feller processes. Zbl 0930.60013
Schilling, René L.
87
1998
On bilinear forms in Gaussian random variables and Toeplitz matrices. Zbl 0648.60043
Avram, F.
87
1988
Reflection couplings and contraction rates for diffusions. Zbl 1367.60099
Eberle, Andreas
87
2016
Optional decompositions under constraints. Zbl 0882.60063
Föllmer, H.; Kramkov, D.
85
1997
Quantitative concentration inequalities for empirical measures on non-compact spaces. Zbl 1113.60093
Bolley, François; Guillin, Arnaud; Villani, Cédric
85
2007
A study of a class of stochastic differential equations with non-Lipschitzian coefficients. Zbl 1081.60043
Fang, Shizan; Zhang, Tusheng
85
2005
Markov selections for the 3D stochastic Navier-Stokes equations. Zbl 1133.76016
Flandoli, Franco; Romito, Marco
85
2008
A general characterization of the mean field limit for stochastic differential games. Zbl 1344.60065
Lacker, Daniel
85
2016
Reconstruction and estimation in the planted partition model. Zbl 1320.05113
Mossel, Elchanan; Neeman, Joe; Sly, Allan
85
2015
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.
84
1991
Smoothness of scale functions for spectrally negative Lévy processes. Zbl 1259.60050
Chan, T.; Kyprianou, A. E.; Savov, M.
84
2011
Stochastic calculus with respect to free Brownian motion and analysis on Wigner space. Zbl 0919.60056
Biane, Philippe; Speicher, Roland
83
1998
White noise driven SPDEs with reflection. Zbl 0794.60059
Donati-Martin, C.; Pardoux, E.
82
1993
The multifractal nature of Lévy processes. Zbl 0947.60039
Jaffard, Stéphane
81
1999
The largest eigenvalue of small rank perturbations of Hermitian random matrices. Zbl 1088.15025
Péché, S.
81
2006
Convergence in distribution of random metric measure spaces (\(\Lambda \)-coalescent measure trees). Zbl 1215.05161
Greven, Andreas; Pfaffelhuber, Peter; Winter, Anita
81
2009
Central limit theorem and stable laws for intermittent maps. Zbl 1038.37007
Gouëzel, Sébastien
80
2004
White noise driven quasilinear SPDEs with reflection. Zbl 0767.60055
Nualart, D.; Pardoux, E.
80
1992
Free energy of the spherical mean field model. Zbl 1130.82019
Talagrand, Michel
80
2006
A probabilistic approach to one class of nonlinear differential equations. Zbl 0722.60062
Dynkin, E. B.
79
1991
Generalized BSDEs and nonlinear Neumann boundary value problems. Zbl 0909.60046
Pardoux, Etienne; Zhang, Shuguang
79
1998
On the rate of convergence of finite-difference approximations for Bellman’s equations with variable coefficients. Zbl 0971.65081
Krylov, N. V.
78
2000
Dirichlet forms on unconstrained Sierpinski carpets. Zbl 07859949
Cao, Shiping; Qiu, Hua
5
2024
Delocalisation and absolute-value-FKG in the solid-on-solid model. Zbl 1534.82003
Lammers, Piet; Ott, Sébastien
2
2024
Half-space depth of log-concave probability measures. Zbl 1530.60011
Brazitikos, Silouanos; Giannopoulos, Apostolos; Pafis, Minas
2
2024
Global existence and non-uniqueness of 3D Euler equations perturbed by transport noise. Zbl 1537.35273
Hofmanová, Martina; Lange, Theresa; Pappalettera, Umberto
2
2024
A multivariate extension of the Erdős-Taylor theorem. Zbl 07859942
Lygkonis, Dimitris; Zygouras, Nikos
1
2024
Single eigenvalue fluctuations of general Wigner-type matrices. Zbl 07785748
Landon, Benjamin; Lopatto, Patrick; Sosoe, Philippe
1
2024
Average-case analysis of the Gaussian elimination with partial pivoting. Zbl 07859947
Huang, Han; Tikhomirov, Konstantin
1
2024
Tractability from overparametrization: the example of the negative perceptron. Zbl 07819897
Montanari, Andrea; Zhong, Yiqiao; Zhou, Kangjie
1
2024
The critical variational setting for stochastic evolution equations. Zbl 1540.60136
Agresti, Antonio; Veraar, Mark
1
2024
Mesoscopic central limit theorem for non-Hermitian random matrices. Zbl 07819902
Cipolloni, Giorgio; Erdős, László; Schröder, Dominik
1
2024
Fleming-Viot couples live forever. Zbl 07819907
Kwaśnicki, Mateusz
1
2024
Markov processes related to the stationary measure for the open KPZ equation. Zbl 1528.60076
Bryc, Włodek; Kuznetsov, Alexey; Wang, Yizao; Wesołowski, Jacek
7
2023
Central limit type theorem and large deviation principle for multi-scale McKean-Vlasov SDEs. Zbl 1533.60088
Hong, Wei; Li, Shihu; Liu, Wei; Sun, Xiaobin
6
2023
A new correlation inequality for Ising models with external fields. Zbl 1512.82009
Ding, Jian; Song, Jian; Sun, Rongfeng
6
2023
Optimal tail exponents in general last passage percolation via bootstrapping & geodesic geometry. Zbl 1528.60095
Ganguly, Shirshendu; Hegde, Milind
5
2023
Biased \(2 \times 2\) periodic Aztec diamond and an elliptic curve. Zbl 1535.60021
Borodin, Alexei; Duits, Maurice
4
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Random Euclidean coverage from within. Zbl 1517.60020
Penrose, Mathew D.
4
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Dissipative probability vector fields and generation of evolution semigroups in Wasserstein spaces. Zbl 1512.35696
Cavagnari, Giulia; Savaré, Giuseppe; Sodini, Giacomo Enrico
4
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Random-field random surfaces. Zbl 1517.82017
Dario, Paul; Harel, Matan; Peled, Ron
4
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Spread of infections in a heterogeneous moving population. Zbl 1533.60172
Dauvergne, Duncan; Sly, Allan
3
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Sharp threshold for the FA-2f kinetically constrained model. Zbl 1523.60166
Hartarsky, Ivailo; Martinelli, Fabio; Toninelli, Cristina
3
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Sharp uniform-in-time propagation of chaos. Zbl 07735855
Lacker, Daniel; Le Flem, Luc
3
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Exact matching of random graphs with constant correlation. Zbl 1512.05361
Mao, Cheng; Rudelson, Mark; Tikhomirov, Konstantin
3
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Malliavin calculus and densities for singular stochastic partial differential equations. Zbl 1540.60234
Schönbauer, Philipp
3
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The free energy of spherical pure \(p\)-spin models: computation from the TAP approach. Zbl 1517.82043
Subag, Eliran
3
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Distribution dependent SDEs driven by additive fractional Brownian motion. Zbl 1540.60166
Galeati, Lucio; Harang, Fabian A.; Mayorcas, Avi
3
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Universal cutoff for Dyson Ornstein Uhlenbeck process. Zbl 1528.60081
Boursier, Jeanne; Chafaï, Djalil; Labbé, Cyril
3
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The planted matching problem: sharp threshold and infinite-order phase transition. Zbl 1540.60016
Ding, Jian; Wu, Yihong; Xu, Jiaming; Yang, Dana
2
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Matrix Whittaker processes. Zbl 1533.60166
Arista, Jonas; Bisi, Elia; O’Connell, Neil
2
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Quasi-stationary distribution for Hamiltonian dynamics with singular potentials. Zbl 1536.37008
Guillin, Arnaud; Nectoux, Boris; Wu, Liming
2
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Quenched universality for deformed Wigner matrices. Zbl 1510.60004
Cipolloni, Giorgio; Erdős, László; Schröder, Dominik
2
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A probabilistic approach of ultraviolet renormalization in the boundary sine-Gordon model. Zbl 07773470
Lacoin, Hubert; Rhodes, Rémi; Vargas, Vincent
2
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Upper bounds on the one-arm exponent for dependent percolation models. Zbl 1540.60212
Dewan, Vivek; Muirhead, Stephen
2
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A CLT for the characteristic polynomial of random Jacobi matrices, and the G\(\beta\)E. Zbl 1514.60008
Augeri, Fanny; Butez, Raphael; Zeitouni, Ofer
2
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The Allen-Cahn equation with generic initial datum. Zbl 1521.60027
Hairer, Martin; Lê, Khoa; Rosati, Tommaso
2
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Scaling limits for planar aggregation with subcritical fluctuations. Zbl 1529.60066
Norris, James; Silvestri, Vittoria; Turner, Amanda
2
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Stochastic quantization associated with the \(\exp (\boldsymbol{\Phi})_2\)-quantum field model driven by space-time white noise on the torus in the full \(L^1\)-regime. Zbl 1535.81159
Hoshino, Masato; Kawabi, Hiroshi; Kusuoka, Seiichiro
2
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TASEP and generalizations: method for exact solution. Zbl 1539.60129
Matetski, Konstantin; Remenik, Daniel
2
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Local law and rigidity for unitary Brownian motion. Zbl 07768339
Adhikari, Arka; Landon, Benjamin
2
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KPZ equation with a small noise, deep upper tail and limit shape. Zbl 1509.60084
Gaudreau Lamarre, Pierre Yves; Lin, Yier; Tsai, Li-Cheng
1
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Compactness and fractal dimensions of inhomogeneous continuum random trees. Zbl 1509.05156
Blanc-Renaudie, Arthur
1
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Parking on the infinite binary tree. Zbl 07735856
Aldous, David; Contat, Alice; Curien, Nicolas; Hénard, Olivier
1
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Sharp Poincaré and log-Sobolev inequalities for the switch chain on regular bipartite graphs. Zbl 1528.05060
Tikhomirov, Konstantin; Youssef, Pierre
1
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Multi solitary waves to stochastic nonlinear Schrödinger equations. Zbl 1517.35090
Röckner, Michael; Su, Yiming; Zhang, Deng
1
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Random walks on \(\mathrm{SL}_2({\mathbb{C}})\): spectral gap and limit theorems. Zbl 1517.60030
Dinh, Tien-Cuong; Kaufmann, Lucas; Wu, Hao
1
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Trees with exponential height dependent weight. Zbl 1520.05086
Durhuus, Bergfinnur; Ünel, Meltem
1
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On the \(\Phi \)-stability and related conjectures. Zbl 1516.60014
Yu, Lei
1
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The Brown measure of a family of free multiplicative Brownian motions. Zbl 1527.46039
Hall, Brian C.; Ho, Ching-Wei
1
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Typical large graphs with given edge and triangle densities. Zbl 1517.05086
Neeman, Joe; Radin, Charles; Sadun, Lorenzo
1
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Baxter permuton and Liouville quantum gravity. Zbl 1517.05016
Borga, Jacopo; Holden, Nina; Sun, Xin; Yu, Pu
1
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A Berry-Esseen theorem and Edgeworth expansions for uniformly elliptic inhomogeneous Markov chains. Zbl 1514.60080
Dolgopyat, Dmitry; Hafouta, Yeor
1
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Quantitative stochastic homogenization of the G equation. Zbl 07685818
Cooperman, William
1
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Convergence of genealogies through spinal decomposition with an application to population genetics. Zbl 1527.60064
Foutel-Rodier, Félix; Schertzer, Emmanuel
1
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Upper tail of the spectral radius of sparse Erdös-Rényi graphs. Zbl 1530.05166
Basak, Anirban
1
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Long lines in subsets of large measure in high dimension. Zbl 1529.60015
Elboim, Dor; Klartag, Bo’az
1
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Entropic optimal transport: convergence of potentials. Zbl 1504.90095
Nutz, Marcel; Wiesel, Johannes
16
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Finite free convolutions of polynomials. Zbl 1499.60015
Marcus, Adam W.; Spielman, Daniel A.; Srivastava, Nikhil
14
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Nonparametric estimation for interacting particle systems: McKean-Vlasov models. Zbl 07465487
Della Maestra, Laetitia; Hoffmann, Marc
12
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Height function delocalisation on cubic planar graphs. Zbl 1482.82013
Lammers, Piet
8
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A spectral condition for spectral gap: fast mixing in high-temperature Ising models. Zbl 1515.82046
Eldan, Ronen; Koehler, Frederic; Zeitouni, Ofer
8
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Cutoff profile of ASEP on a segment. Zbl 1490.60263
Bufetov, Alexey; Nejjar, Peter
8
2022
Approximation of martingale couplings on the line in the adapted weak topology. Zbl 1504.60067
Beiglböck, M.; Jourdain, B.; Margheriti, W.; Pammer, G.
8
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Grassmannian stochastic analysis and the stochastic quantization of Euclidean fermions. Zbl 1513.81121
Albeverio, Sergio; Borasi, Luigi; De Vecchi, Francesco C.; Gubinelli, Massimiliano
7
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Non-reversible metastable diffusions with Gibbs invariant measure. I: Eyring-Kramers formula. Zbl 1489.82059
Lee, Jungkyoung; Seo, Insuk
7
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Cluster capacity functionals and isomorphism theorems for Gaussian free fields. Zbl 1503.60145
Drewitz, Alexander; Prévost, Alexis; Rodriguez, Pierre-François
7
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Planarity and non-separating cycles in uniform high genus quadrangulations. Zbl 1489.60017
Louf, Baptiste
7
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Strong regularization by Brownian noise propagating through a weak Hörmander structure. Zbl 1512.60045
Chaudru de Raynal, Paul-Éric; Honoré, Igor; Menozzi, Stéphane
6
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Limit profiles for reversible Markov chains. Zbl 1487.60010
Nestoridi, Evita; Olesker-Taylor, Sam
6
2022
Exceptional points of two-dimensional random walks at multiples of the cover time. Zbl 1514.60053
Abe, Yoshihiro; Biskup, Marek
6
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Asymptotic moments of spatial branching processes. Zbl 1501.60048
Gonzalez, Isaac; Horton, Emma; Kyprianou, Andreas E.
5
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Hydrodynamic limit of simple exclusion processes in symmetric random environments via duality and homogenization. Zbl 1515.60139
Faggionato, Alessandra
5
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Gaussian unitary ensemble in random lozenge tilings. Zbl 1504.82006
Aggarwal, Amol; Gorin, Vadim
5
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Convergence of the spectral radius of a random matrix through its characteristic polynomial. Zbl 1492.30022
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5
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Hidden diagonal integrability of \(q\)-Hahn vertex model and beta polymer model. Zbl 1510.60088
Korotkikh, Sergei
4
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Homological connectivity in random Čech complexes. Zbl 1493.05299
Bobrowski, Omer
4
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Singular HJB equations with applications to KPZ on the real line. Zbl 1500.60039
Zhang, Xicheng; Zhu, Rongchan; Zhu, Xiangchan
4
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Optimal robust mean and location estimation via convex programs with respect to any pseudo-norms. Zbl 07565235
Depersin, Jules; Lecué, Guillaume
4
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Quasi-static limit for the asymmetric simple exclusion. Zbl 1495.82017
De Masi, Anna; Marchesani, Stefano; Olla, Stefano; Xu, Lu
4
2022
Convergence of random walks with Markovian cookie stacks to Brownian motion perturbed at extrema. Zbl 1490.60275
Kosygina, Elena; Mountford, Thomas; Peterson, Jonathon
4
2022
Non-uniformly parabolic equations and applications to the random conductance model. Zbl 1490.60285
Bella, Peter; Schäffner, Mathias
4
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Eigenvector distribution in the critical regime of BBP transition. Zbl 1482.15036
Bao, Zhigang; Wang, Dong
4
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Geodesics and metric ball boundaries in Liouville quantum gravity. Zbl 1486.60021
Gwynne, Ewain; Pfeffer, Joshua; Sheffield, Scott
4
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KPZ equation from non-simple variations on open ASEP. Zbl 1503.60155
Yang, Kevin
4
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Measure estimation on manifolds: an optimal transport approach. Zbl 07529635
Divol, Vincent
4
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Cut-off phenomenon for the \(ax+b\) Markov chain over a finite field. Zbl 1500.60041
Breuillard, Emmanuel; Varjú, Péter P.
3
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The multivariate functional de Jong CLT. Zbl 1500.60018
Döbler, Christian; Kasprzak, Mikołaj; Peccati, Giovanni
3
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Quenched local central limit theorem for random walks in a time-dependent balanced random environment. Zbl 1500.60057
Deuschel, Jean-Dominique; Guo, Xiaoqin
3
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Global regime for general additive functionals of conditioned Bienaymé-Galton-Watson trees. Zbl 1487.60153
Abraham, Romain; Delmas, Jean-François; Nassif, Michel
3
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Mapping TASEP Back in time. Zbl 1490.60281
Petrov, Leonid; Saenz, Axel
3
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On the operator norm of non-commutative polynomials in deterministic matrices and iid Haar unitary matrices. Zbl 1487.60011
Parraud, Félix
3
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Multi-point distribution of discrete time periodic TASEP. Zbl 1505.60089
Liao, Yuchen
3
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Growth-fragmentation process embedded in a planar Brownian excursion. Zbl 1495.60007
Aïdékon, Elie; da Silva, William
3
2022
The local limit of uniform spanning trees. Zbl 1486.05285
Nachmias, Asaf; Peres, Yuval
3
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Sandwiching dense random regular graphs between binomial random graphs. Zbl 1505.05115
Gao, Pu; Isaev, Mikhail; McKay, Brendan D.
2
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The Brown measure of the free multiplicative Brownian motion. Zbl 1500.60053
Driver, Bruce K.; Hall, Brian; Kemp, Todd
2
2022
Random walks on hyperbolic spaces: concentration inequalities and probabilistic Tits alternative. Zbl 1500.60021
Aoun, Richard; Sert, Cagri
2
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Cutoff profiles for quantum Lévy processes and quantum random transpositions. Zbl 1498.46070
Freslon, Amaury; Teyssier, Lucas; Wang, Simeng
2
2022
Large deviations for the largest eigenvalue of Gaussian networks with constant average degree. Zbl 1501.60024
Ganguly, Shirshendu; Nam, Kyeongsik
2
2022
Density of imaginary multiplicative chaos via Malliavin calculus. Zbl 1515.60086
Aru, Juhan; Jego, Antoine; Junnila, Janne
2
2022
Lah distribution: Stirling numbers, records on compositions, and convex hulls of high-dimensional random walks. Zbl 1526.60012
Kabluchko, Zakhar; Marynych, Alexander
2
2022
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Cited by 20,593 Authors

152 Röckner, Michael
122 Wang, Feng-Yu
118 Chen, Zhen-Qing
113 Nualart, David
92 Zhang, Tusheng S.
83 Song, Renming
82 Flandoli, Franco
76 Albeverio, Sergio A.
72 Kim, Panki
72 Zeitouni, Ofer
71 Peres, Yuval
71 Xiao, Yimin
68 Zhang, Xicheng
67 Erdős, László
65 Hairer, Martin
63 den Hollander, Frank
61 Borodin, Alexei
61 van der Hofstad, Remco W.
61 Wang, Jian
60 Götze, Friedrich
59 Tindel, Samy
58 Leonenko, Nikolai N.
58 Tudor, Ciprian A.
57 Brzeźniak, Zdzisław
56 Kumagai, Takashi
55 Khoshnevisan, Davar
55 Thäle, Christoph
53 Da Prato, Giuseppe
52 Nourdin, Ivan
52 Taqqu, Murad S.
52 Wang, Bixiang
51 Corwin, Ivan Z.
51 Landim, Claudio
51 Peccati, Giovanni
51 Seppäläinen, Timo
50 Burdzy, Krzysztof
50 Duan, Jinqiao
50 Hu, Yaozhong
50 Janson, Svante
49 Friz, Peter
49 Kyprianou, Andreas E.
49 Privault, Nicolas
48 Kabluchko, Zakhar A.
48 Russo, Francesco
48 Yan, Litan
47 Guillin, Arnaud
47 Xiong, Jie
46 Duminil-Copin, Hugo
46 Forrester, Peter J.
46 Hu, Ying
45 Ding, Jian
45 Sly, Allan
44 Ben Arous, Gérard
44 Shi, Zhan
44 Toninelli, Fabio Lucio
43 Caputo, Pietro
43 Caraballo Garrido, Tomás
43 Comte, Fabienne
43 Miller, Jason P.
43 Wu, Zhen
43 Yau, Horng-Tzer
42 Deuschel, Jean-Dominique
42 Gwynne, Ewain
42 Lacoin, Hubert
42 Le Gall, Jean-François
42 Sidoravicius, Vladas
41 Bayraktar, Erhan
41 Cai, Tianwen
41 Guionnet, Alice
41 Mountford, Thomas S.
41 Wu, Liming
40 Ferrari, Patrik Lino
40 Ren, Yanxia
39 Bobkov, Sergey Germanovich
39 Dedecker, Jérôme
39 Dembo, Amir
39 Luo, Dejun
39 Shao, Qi-Man
39 Sheffield, Scott
39 Tang, Shanjian
38 Fan, Shengjun
38 Gantert, Nina
38 Gubinelli, Massimiliano
38 Ouknine, Youssef
38 Pitman, Jim William
38 Surgailis, Donatas
37 Anh, Vo V.
37 Barbu, Viorel
37 Bogachev, Vladimir Igorevich
37 Hofmanová, Martina
37 Slade, Gordon
36 Baudoin, Fabrice
36 Berkes, István
36 Bertoin, Jean
36 Bovier, Anton
36 Dalang, Robert C.
36 Hutchcroft, Tom
36 Merlevède, Florence
36 Scheutzow, Michael K. R.
36 Sznitman, Alain-Sol
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Cited in 924 Journals

1,979 Stochastic Processes and their Applications
1,418 Probability Theory and Related Fields
1,350 The Annals of Probability
931 Journal of Statistical Physics
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781 Statistics & Probability Letters
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715 Electronic Journal of Probability
711 Journal of Theoretical Probability
684 Communications in Mathematical Physics
618 Journal of Functional Analysis
604 The Annals of Statistics
597 Bernoulli
458 Journal of Mathematical Analysis and Applications
352 Stochastic Analysis and Applications
335 Journal of Mathematical Physics
327 Transactions of the American Mathematical Society
319 Potential Analysis
319 Electronic Journal of Statistics
317 Stochastics and Dynamics
308 Journal of Differential Equations
277 Journal of Statistical Planning and Inference
254 Journal of Multivariate Analysis
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220 ALEA. Latin American Journal of Probability and Mathematical Statistics
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176 Stochastic and Partial Differential Equations. Analysis and Computations
175 Comptes Rendus. Mathématique. Académie des Sciences, Paris
171 Advances in Mathematics
171 Infinite Dimensional Analysis, Quantum Probability and Related Topics
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158 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
154 Communications on Pure and Applied Mathematics
153 Journal of Physics A: Mathematical and Theoretical
150 Proceedings of the American Mathematical Society
148 Applied Mathematics and Optimization
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135 SIAM Journal on Control and Optimization
132 Journal of Nonparametric Statistics
126 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
125 Acta Mathematica Sinica. English Series
123 Discrete and Continuous Dynamical Systems. Series B
113 SIAM Journal on Mathematical Analysis
110 Discrete and Continuous Dynamical Systems
110 Science China. Mathematics
108 Annales Henri Poincaré
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105 Annals of the Institute of Statistical Mathematics
102 Israel Journal of Mathematics
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95 Computational Statistics and Data Analysis
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82 Journal of the European Mathematical Society (JEMS)
79 Journal of Machine Learning Research (JMLR)
78 Mathematische Nachrichten
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69 Physica D
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67 Applied Mathematics and Computation
67 Journal of Computational and Applied Mathematics
66 Insurance Mathematics & Economics
66 Acta Mathematicae Applicatae Sinica. English Series
64 Mathematische Zeitschrift
64 SIAM Journal on Financial Mathematics
63 Mathematische Annalen
63 Probability Surveys
62 International Journal of Theoretical and Applied Finance
61 Duke Mathematical Journal
61 Test
61 Methodology and Computing in Applied Probability
60 Frontiers of Mathematics in China
59 Computers & Mathematics with Applications
59 Random Operators and Stochastic Equations
59 Statistical Inference for Stochastic Processes
58 Chaos, Solitons and Fractals
57 Communications on Pure and Applied Analysis
55 Mathematical Methods in the Applied Sciences
55 Queueing Systems
55 Journal of Dynamics and Differential Equations
55 Calculus of Variations and Partial Differential Equations
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