## Journal of Theoretical Probability

 Short Title: J. Theor. Probab. Publisher: Springer US, New York, NY ISSN: 0894-9840; 1572-9230/e Online: http://link.springer.com/journal/volumesAndIssues/10959 Comments: Indexed cover-to-cover
 Documents Indexed: 1,917 Publications (since 1988) References Indexed: 1,527 Publications with 30,271 References.
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### Latest Issues

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### Authors

 17 Csáki, Endre 16 Nualart, David 15 Földes, Antónia 14 Mason, David M. 13 Li, Wenbo V. 13 Mukherjea, Arunava 13 Peligrad, Magda 13 Révész, Pál 11 Kuelbs, James D. 11 Taqqu, Murad S. 10 Götze, Friedrich 10 Letac, Gérard G. 10 Maejima, Makoto 10 Xiao, Yimin 9 Shi, Zhan 8 Csörgő, Miklós 8 Durrett, Richard Timothy 8 Hahn, Marjorie Green 8 Hu, Yueyun 8 Rosiński, Jan 8 Shao, Qi-Man 8 Watanabe, Toshiro 7 Bentkus, Vidmants-Kastytis 7 Bobkov, Sergey Germanovich 7 Bose, Arup 7 Bradley, Richard C. jun. 7 Falconer, Kenneth J. 7 Fill, James Allen 7 Jiang, Tiefeng 7 Meerschaert, Mark Marvin 7 Merlevède, Florence 7 Mountford, Thomas S. 7 Neuenschwander, Daniel 7 Orsingher, Enzo 7 Russo, Ralph P. 7 Song, Renming 7 Talagrand, Michel 7 Vondraček, Zoran 6 Alsmeyer, Gerold 6 Arcones, Miguel A. 6 Balan, Raluca M. 6 Berkes, István 6 Chen, Xia 6 Einmahl, Uwe 6 Fel’dman, Gennadiĭ Mikhaĭlovich 6 Kallenberg, Olav 6 Klass, Michael J. 6 Li, Zenghu 6 Maller, Ross Arthur 6 Marcus, Michael B. 6 Merzbach, Ely 6 Nourdin, Ivan 6 Ouknine, Youssef 6 Pap, Gyula 6 Tudor, Ciprian A. 6 Utev, Sergey 6 Volkov, Stanislav 5 Bryc, Włodzimierz 5 Dawson, Donald Andrew 5 Evans, Steven Neil 5 Farahmand, Kambiz 5 Fleischmann, Klaus 5 Giné-Masdéu, Evarist 5 Gorostiza, Luis G. 5 Gut, Allan 5 Hu, Yaozhong 5 Kevei, Péter 5 Lalley, Steven P. 5 Lewis, Thomas Michael 5 Li, Deli 5 O’Rourke, Sean D. 5 Qi, Yongcheng 5 Rigo, Pietro 5 Rouault, Alain 5 Sato, Ken-iti 5 Scheffler, Hans-Peter 5 Schott, René 5 Spătaru, Aurel 5 Teicher, Henry 5 Tikhomirov, Alexander Nikolaevich 5 Tomkins, R. James 5 Uchiyama, Kôhei 5 Vellaisamy, Palaniappan 5 Voit, Michael 5 Volný, Dalibor 5 Wang, Jian 5 Wang, Qiying 5 Żak, Tomasz 4 Aldous, David John 4 Applebaum, David B. 4 Byczkowski, Tomasz 4 Chandra, Tapas Kumar 4 Dani, Shrikrishna Gopalrao 4 Deheuvels, Paul 4 Dette, Holger 4 Diaconis, Persi Warren 4 Dobric, Vladimir 4 Eichelsbacher, Peter 4 Gao, Fuchang 4 Goldstein, Larry ...and 1,873 more Authors
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### Fields

 1,846 Probability theory and stochastic processes (60-XX) 151 Statistics (62-XX) 71 Linear and multilinear algebra; matrix theory (15-XX) 67 Functional analysis (46-XX) 63 Combinatorics (05-XX) 59 Measure and integration (28-XX) 57 Statistical mechanics, structure of matter (82-XX) 42 Partial differential equations (35-XX) 37 Dynamical systems and ergodic theory (37-XX) 36 Operator theory (47-XX) 26 Potential theory (31-XX) 22 Abstract harmonic analysis (43-XX) 20 Number theory (11-XX) 19 Global analysis, analysis on manifolds (58-XX) 17 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 16 Ordinary differential equations (34-XX) 16 Numerical analysis (65-XX) 15 Functions of a complex variable (30-XX) 14 Convex and discrete geometry (52-XX) 14 Quantum theory (81-XX) 13 Real functions (26-XX) 12 Systems theory; control (93-XX) 11 Topological groups, Lie groups (22-XX) 11 Harmonic analysis on Euclidean spaces (42-XX) 10 Group theory and generalizations (20-XX) 10 Integral transforms, operational calculus (44-XX) 10 Biology and other natural sciences (92-XX) 9 Special functions (33-XX) 9 Approximations and expansions (41-XX) 9 Information and communication theory, circuits (94-XX) 8 Differential geometry (53-XX) 7 Difference and functional equations (39-XX) 6 Calculus of variations and optimal control; optimization (49-XX) 6 Computer science (68-XX) 5 Sequences, series, summability (40-XX) 5 General topology (54-XX) 4 Order, lattices, ordered algebraic structures (06-XX) 3 Several complex variables and analytic spaces (32-XX) 3 Operations research, mathematical programming (90-XX) 2 History and biography (01-XX) 2 Nonassociative rings and algebras (17-XX) 2 Integral equations (45-XX) 2 Fluid mechanics (76-XX) 1 General and overarching topics; collections (00-XX) 1 Associative rings and algebras (16-XX) 1 Mechanics of deformable solids (74-XX) 1 Classical thermodynamics, heat transfer (80-XX)

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A change-of-variable formula with local time on curves. Zbl 1085.60033
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Maximal inequalities and an invariance principle for a class of weakly dependent random variables. Zbl 1012.60022
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Random walks and the effective resistance of networks. Zbl 0722.60070
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Weak solutions for SPDE’s and backward doubly stochastic differential equations. Zbl 0982.60057
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On the spectral density and asymptotic normality of weakly dependent random fields. Zbl 0787.60059
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An empirical process approach to the uniform consistency of kernel-type function estimators. Zbl 0995.62042
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2000
Semigroups, rings, and Markov chains. Zbl 0980.60014
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2000
Asymptotics for sums of random variables with local subexponential behaviour. Zbl 1033.60053
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2003
On exit and ergodicity of the spectrally one-sided Lévy process reflected at its infimum. Zbl 1049.60042
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2004
The multifractal spectrum of statistically self-similar measures. Zbl 0805.60034
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Asymptotic tail probabilities of sums of dependent subexponential random variables. Zbl 1177.62017
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2009
Complete convergence and almost sure convergence of weighted sums of random variables. Zbl 0814.60026
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1995
More on a new concept of entropy and information. Zbl 1120.94009
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2005
A strong law for weighted sums of i.i.d. random variables. Zbl 0833.60031
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1995
Central limit theorems for empirical and $$U$$-processes of stationary mixing sequences. Zbl 0786.60028
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1994
Modified logarithmic Sobolev inequalities in discrete settings. Zbl 1113.60072
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2006
Comparison results for the lower tail of Gaussian seminorms. Zbl 0743.60009
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1992
Nash inequalities for finite Markov chains. Zbl 0870.60064
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1996
Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion. Zbl 1141.60043
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2007
A Cramér type large deviation result for Student’s $$t$$-statistic. Zbl 0927.60045
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1999
Local properties of Lévy processes on a totally disconnected group. Zbl 0683.60010
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1989
How close is the sample covariance matrix to the actual covariance matrix? Zbl 1365.62208
Vershynin, Roman
2012
Explicit stationary distributions for compositions of random functions and products of random matrices. Zbl 0728.60012
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1991
Continuity of the multifractal spectrum of a random statistically self-similar measure. Zbl 0977.37024
Barral, Julien
2000
Stochastic calculus for a time-changed semimartingale and the associated stochastic differential equations. Zbl 1252.60054
Kobayashi, Kei
2011
Stability and attraction to normality for Lévy processes at zero and at infinity. Zbl 1015.60043
Doney, R. A.; Maller, R. A.
2002
Convergence in law for the branching random walk seen from its tip. Zbl 1368.60089
2017
The strong law of large numbers for weighted averages under dependence assumptions. Zbl 0857.60021
Chandra, Tapas K.; Ghosal, Subhashis
1996
On the asymptotic normality of sequences of weak dependent random variables. Zbl 0855.60021
1996
Riesz exponential families on symmetric cones. Zbl 0984.60022
Hassairi, A.; Lajmi, S.
2001
The Brownian plane. Zbl 1305.05208
Curien, Nicolas; Le Gall, Jean-François
2014
Random flights in higher spaces. Zbl 1138.60014
Orsingher, E.; De Gregorio, A.
2007
Large deviations for quadratic functionals of Gaussian processes. Zbl 0894.60026
Bryc, Włodzimierz; Dembo, Amir
1997
Coupling for $$\tau$$-dependent sequences and applications. Zbl 1067.60008
Dedecker, J.; Prieur, C.
2004
Precise asymptotics in Spitzer’s law of large numbers. Zbl 0932.60026
Spătaru, Aurel
1999
Least absolute deviation estimation for regression with ARMA errors. Zbl 0883.62097
Davis, Richard A.; Dunsmuir, William T. M.
1997
Distribution of eigenvalues for the ensemble of real symmetric Toeplitz matrices. Zbl 1086.15024
Hammond, Christopher; Miller, Steven J.
2005
Lower bounds for covering times for reversible Markov chains and random walks on graphs. Zbl 0684.60055
Aldous, David J.
1989
On Kelvin transformation. Zbl 1105.60057
Bogdan, K.; Żak, T.
2006
Random walks on graphs with a strong isoperimetric property. Zbl 0639.60072
Gerl, Peter
1988
An elementary proof of the local central limit theorem. Zbl 0841.60013
Davis, Burgess; McDonald, David
1995
Stochastic heat equation with multiplicative fractional-colored noise. Zbl 1203.60078
Balan, Raluca M.; Tudor, Ciprian A.
2010
On distributional properties of perpetuities. Zbl 1173.60309
Alsmeyer, Gerold; Iksanov, Alex; Rösler, Uwe
2009
Bracketing metric entropy rates and empirical central limit theorems for function classes of Besov- and Sobolev-type. Zbl 1130.46020
Nickl, Richard; Pötscher, Benedikt M.
2007
Mixing limit theorems for ergodic transformations. Zbl 1137.60017
Zweimüller, Roland
2007
Tangent fields and the local structure of random fields. Zbl 1013.60028
Falconer, Kenneth J.
2002
On the link between small ball probabilities and the quantization problem for Gaussian measures on Banach spaces. Zbl 1017.60012
Dereich, S.; Fehringer, F.; Matoussi, A.; Scheutzow, M.
2003
Strong limit theorems for weighted sums of negatively associated random variables. Zbl 1162.60008
Jing, Bing-Yi; Liang, Han-Ying
2008
Convergence of discrete snakes. Zbl 1084.60049
Janson, Svante; Marckert, Jean-François
2005
Limit theorems for weakly subcritical branching processes in random environment. Zbl 1262.60083
Afanasyev, V. I.; Böinghoff, C.; Kersting, G.
2012
On the cover time of random walks on graphs. Zbl 0681.60064
Kahn, Jeff D.; Linial, Nathan; Nisan, Noam; Saks, Michael E.
1989
Asymptotics for transportation cost in high dimensions. Zbl 0811.60022
Dobrić, V.; Yukich, J. E.
1995
Stochastic flows acting on Schwartz distributions. Zbl 0818.60044
Kunita, H.
1994
Mixing times are hitting times of large sets. Zbl 1323.60094
Peres, Yuval; Sousi, Perla
2015
On times to quasi-stationarity for birth and death processes. Zbl 1186.60086
Diaconis, Persi; Miclo, Laurent
2009
Central limit theorems for multiple Skorokhod integrals. Zbl 1202.60038
Nourdin, Ivan; Nualart, David
2010
The diagonal multivariate natural exponential families and their classification. Zbl 0807.60017
Bar-Lev, Shaul K.; Bshouty, Daoud; Enis, Peter; Letac, Gérard; Lu, I- Li; Richards, Donald
1994
Composition of stochastic processes governed by higher-order parabolic and hyperbolic equations. Zbl 0878.60050
Hochberg, Kenneth J.; Orsingher, Enzo
1996
Occupation times of refracted Lévy processes. Zbl 1306.60049
Kyprianou, A. E.; Pardo, J. C.; Pérez, J. L.
2014
On hitting times and fastest strong stationary times for skip-free and more general chains. Zbl 1173.60337
Fill, James Allen
2009
Heat kernel estimates for strongly recurrent random walk on random media. Zbl 1159.60029
Kumagai, Takashi; Misumi, Jun
2008
An exact formula for the move-to-front rule for self-organizing lists. Zbl 0837.60063
Fill, James Allen
1996
A continuous super-Brownian motion in a super-Brownian medium. Zbl 0877.60030
Dawson, Donald A.; Fleischmann, Klaus
1997
SDEs driven by a time-changed Lévy process and their associated time-fractional order pseudo-differential equations. Zbl 1255.60064
Hahn, Marjorie; Kobayashi, Kei; Umarov, Sabir
2012
Stationary symmetric $$\alpha$$-stable discrete parameter random fields. Zbl 1218.60039
Roy, Parthanil; Samorodnitsky, Gennady
2008
On the law of the iterated logarithm for Gaussian processes. Zbl 0839.60040
Arcones, Miguel A.
1995
The equilibrium behavior of reversible coagulation-fragmentation processes. Zbl 0930.60094
Durrett, Richard; Granovsky, Boris L.; Gueron, Shay
1999
The central limit theorem for Chébli-Trimèche hypergroups. Zbl 0679.60012
Zeuner, Hansmartin
1989
A note on the almost sure convergence for dependent random variables in a Hilbert space. Zbl 1166.60021
Ko, Mi-Hwa; Kim, Tae-Sung; Han, Kwang-Hee
2009
Discrete and continuous time modulated random walks with heavy-tailed increments. Zbl 1131.60040
Foss, Serguei; Konstantopoulos, Takis; Zachary, Stan
2007
Existence and uniqueness of invariant measures for stochastic reaction-diffusion equations in unbounded domains. Zbl 1360.60126
Misiats, Oleksandr; Stanzhytskyi, Oleksandr; Yip, Nung Kwan
2016
Spectral norm of circulant-type matrices. Zbl 1241.60006
Bose, Arup; Hazra, Rajat Subhra; Saha, Koushik
2011
On the weak invariance principle for non-adapted sequences under projective criteria. Zbl 1137.60016
Dedecker, Jérôme; Merlevède, Florence; Volný, Dalibor
2007
Fractional Brownian density process and its self-intersection local time of order $$k$$. Zbl 1074.60047
Bojdecki, T.; Gorostiza, L. G.; Talarczyk, A.
2004
Strong approximation for long memory processes with applications. Zbl 1020.60017
Wang, Qiying; Lin, Yan-Xia; Gulati, Chandra M.
2003
Large deviations for empirical measures of Markov chains. Zbl 0711.60023
de Acosta, A.
1990
Threshold limits for cover times. Zbl 0717.60082
Aldous, David J.
1991
Local convergence of large critical multi-type Galton-Watson trees and applications to random maps. Zbl 1393.05244
Stephenson, Robin
2018
Distributional transformations, orthogonal polynomials, and Stein characterizations. Zbl 1072.62002
Goldstein, Larry; Reinert, Gesine
2005
Multifractional, multistable, and other processes with Prescribed local form. Zbl 1171.60010
Falconer, K. J.; Lévy Véhel, J.
2009
Support theorems for the Radon transform and Cramér-Wold theorems. Zbl 1192.44003
Boman, Jan; Lindskog, Filip
2009
A sharp form of the Cramér-Wold theorem. Zbl 1124.60004
Cuesta-Albertos, Juan Antonio; Fraiman, Ricardo; Ransford, Thomas
2007
On decoupling, series expansions, and tail behavior of chaos processes. Zbl 0785.60023
Arcones, Miguel A.; Giné, Evarist
1993
Estimates of tempered stable densities. Zbl 1393.60050
Sztonyk, Paweł
2010
Convexity and smoothness of scale functions and de Finetti’s control problem. Zbl 1188.93115
Kyprianou, Andreas E.; Rivero, Víctor; Song, Renming
2010
On transformations and determinants of Wishart variables on symmetric cones. Zbl 0890.60016
Massam, Hélène; Neher, Erhard
1997
Occupation time fluctuations in branching systems. Zbl 0991.60095
Dawson, D. A.; Gorostiza, L. G.; Wakolbinger, A.
2001
Semi-selfsimilar processes. Zbl 0932.60043
Maejima, Makoto; Sato, Ken-iti
1999
Multicolor particle systems with large threshold and range. Zbl 0751.60095
Durrett, R.
1992
Moment inequalities for sums of dependent random variables under projective conditions. Zbl 1160.60312
Rio, Emmanuel
2009
Intersection local time for two independent fractional Brownian motions. Zbl 1154.60028
Nualart, David; Ortiz-Latorre, Salvador
2007
An extension of the Kolmogorov-Feller weak law of large numbers with an application to the St. Petersburg game. Zbl 1064.60037
Gut, A.
2004
Central limit theorems for level functionals of stationary Gaussian processes and fields. Zbl 0994.60021
Kratz, Marie F.; León, José R.
2001
Generalized solutions of a stochastic partial differential equation. Zbl 0802.60056
Kunita, H.
1994
Strong invariance principles with rate for “reverse” martingale differences and applications. Zbl 1353.60031
Cuny, Christophe; Merlevède, Florence
2015
Conditional limit theorems for exponential families and finite versions of de Finetti’s theorem. Zbl 0655.60029
Diaconis, P.; Freedman, D. A.
1988
Moderate deviations and large deviations for kernel density estimators. Zbl 1041.62025
Gao, Fuqing
2003
Random perturbations of matrix polynomials. Zbl 1491.15042
Pagacz, Patryk; Wojtylak, Michał
2022
Necessary and sufficient conditions for the uniform integrability of the stochastic exponential. Zbl 07491637
Chikvinidze, B.
2022
Path properties of a generalized fractional Brownian motion. Zbl 07491646
Ichiba, Tomoyuki; Pang, Guodong; Taqqu, Murad S.
2022
Distances between distributions via Stein’s method. Zbl 07517666
Ernst, Marie; Swan, Yvik
2022
Non-integrable stable approximation by Stein’s method. Zbl 1487.60032
Chen, Peng; Nourdin, Ivan; Xu, Lihu; Yang, Xiaochuan; Zhang, Rui
2022
Approximations of McKean-Vlasov stochastic differential equations with irregular coefficients. Zbl 07517671
Bao, Jianhai; Huang, Xing
2022
Non-local solvable birth-death processes. Zbl 07517676
Ascione, Giacomo; Leonenko, Nikolai; Pirozzi, Enrica
2022
A drawdown reflected spectrally negative Lévy process. Zbl 1469.60151
Wang, Wenyuan; Zhou, Xiaowen
2021
Maximum of catalytic branching random walk with regularly varying tails. Zbl 1466.60173
Bulinskaya, Ekaterina Vl.
2021
Backward stochastic differential equations driven by $$G$$-Brownian motion with uniformly continuous generators. Zbl 1483.60085
Wang, Falei; Zheng, Guoqiang
2021
Stein’s method for asymmetric $$\alpha$$-stable distributions, with application to the stable CLT. Zbl 1472.60029
Chen, Peng; Nourdin, Ivan; Xu, Lihu
2021
Euler-Maruyama approximations for stochastic McKean-Vlasov equations with non-Lipschitz coefficients. Zbl 1476.60097
Ding, Xiaojie; Qiao, Huijie
2021
A general version of Price’s theorem. A tool for bounding the expectation of nonlinear functions of Gaussian random vectors. Zbl 1469.60109
Voigtlaender, Felix
2021
On exact laws of large numbers for Oppenheim expansions with infinite mean. Zbl 1472.60056
Giuliano, Rita; Hadjikyriakou, Milto
2021
Harmonic functions of random walks in a semigroup via ladder heights. Zbl 1466.60157
Ignatiouk-Robert, Irina
2021
Pathwise asymptotics for Volterra type stochastic volatility models. Zbl 1483.60042
Cellupica, Miriana; Pacchiarotti, Barbara
2021
Limits of radial multiple SLE and a Burgers-Loewner differential equation. Zbl 1470.37100
Hotta, Ikkei; Schleißinger, Sebastian
2021
$$L^2$$ properties of Lévy generators on compact Riemannian manifolds. Zbl 1465.58013
Applebaum, David; Brockway, Rosemary Shewell
2021
On decoupling in Banach spaces. Zbl 1472.60035
Cox, Sonja; Geiss, Stefan
2021
On the convergence of series of dependent random variables. Zbl 1469.60017
Mukeru, Safari
2021
On the long-range dependence of mixed fractional Poisson process. Zbl 1469.60115
Kataria, K. K.; Khandakar, M.
2021
Concentration inequalities for bounded functionals via log-Sobolev-type inequalities. Zbl 1472.60036
Götze, Friedrich; Sambale, Holger; Sinulis, Arthur
2021
Polynomial ensembles and Pólya frequency functions. Zbl 1477.60018
Förster, Yanik-Pascal; Kieburg, Mario; Kösters, Holger
2021
Self-normalized moderate deviations for random walk in random scenery. Zbl 1469.60086
Feng, Xinwei; Shao, Qi-Man; Zeitouni, Ofer
2021
Large deviation rates for supercritical branching processes with immigration. Zbl 1469.60274
Li, Liuyan; Li, Junping
2021
Hausdorff measure of the range of space-time anisotropic Gaussian random fields. Zbl 1476.60073
Ni, Wenqing; Chen, Zhenlong
2021
The Marcinkiewicz-Zygmund-type strong law of large numbers with general normalizing sequences. Zbl 1469.60096
Vu T. N. Anh; Nguyen T. T. Hien; Le V. Thanh; Vo T. H. Van
2021
Stochastic integration with respect to cylindrical Lévy processes by $$p$$-summing operators. Zbl 07306271
Kosmala, Tomasz; Riedle, Markus
2021
Uniqueness in law for stable-like processes of variable order. Zbl 1483.60121
Jin, Peng
2021
Regularized divergences between covariance operators and Gaussian measures on Hilbert spaces. Zbl 1476.28015
Minh, Hà Quang
2021
Time-changed local martingales under signed measures. Zbl 1481.60085
Samia, Sakrani
2021
Calibrating dependence between random elements. Zbl 07356412
Kagan, Abram M.; Székely, Gábor J.
2021
Two hypotheses on the exponential class in the class of $$O$$-subexponential infinitely divisible distributions. Zbl 1479.60036
Watanabe, Toshiro
2021
Subcritical branching processes in random environment with immigration stopped at zero. Zbl 1483.60128
Li, Doudou; Vatutin, Vladimir; Zhang, Mei
2021
On occupation times of one-dimensional diffusions. Zbl 1483.60115
Salminen, Paavo; Stenlund, David
2021
An analysis of the induced linear operators associated to divide and color models. Zbl 1482.60071
Forsström, Malin P.; Steif, Jeffrey E.
2021
A central limit theorem for star-generators of $${S}_{\infty }$$, which relates to the law of a GUE matrix. Zbl 1480.46081
Köstler, Claus; Nica, Alexandru
2021
Schauder estimates for Poisson equations associated with non-local Feller generators. Zbl 1475.60139
Kühn, Franziska
2021
Second-order term of cover time for planar simple random walk. Zbl 1484.60052
Abe, Yoshihiro
2021
Tail indices for $$AX+B$$ recursion with triangular matrices. Zbl 1482.60053
Matsui, Muneya; Świątkowski, Witold
2021
Low correlation noise stability of symmetric sets. Zbl 1483.60033
Heilman, Steven
2021
Regenerativity of Viterbi process for pairwise Markov models. Zbl 1459.62158
Lember, Jüri; Sova, Joonas
2021
Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations. Zbl 1456.35198
Döring, Leif; Gonon, Lukas; Prömel, David J.; Reichmann, Oleg
2021
Persistence and exit times for some additive functionals of skew Bessel processes. Zbl 1469.60251
Profeta, Christophe
2021
Conditioned two-dimensional simple random walk: Green’s function and harmonic measure. Zbl 1469.60237
Popov, Serguei
2021
Preferential attachment random graphs with edge-step functions. Zbl 1458.05234
Alves, Caio; Ribeiro, Rodrigo; Sanchis, Rémy
2021
Wasserstein and Kolmogorov error bounds for variance-gamma approximation via Stein’s method. I. Zbl 1430.60026
Gaunt, Robert E.
2020
Gradient estimates and exponential ergodicity for mean-field SDEs with jumps. Zbl 1479.60109
Song, Yulin
2020
Approximation of supremum of max-stable stationary processes & Pickands constants. Zbl 1462.60039
Dȩbicki, Krzysztof; Hashorva, Enkelejd
2020
Time-varying isotropic vector random fields on compact two-point homogeneous spaces. Zbl 1444.60042
Ma, Chunsheng; Malyarenko, Anatoliy
2020
On the convergence of FK-Ising percolation to $$\text{SLE}_{16/3}(16/3 -6)$$. Zbl 1434.60230
Garban, Christophe; Wu, Hao
2020
Isotropic covariance matrix functions on compact two-point homogeneous spaces. Zbl 1464.60051
Lu, Tianshi; Ma, Chunsheng
2020
Real zeroes of random analytic functions associated with geometries of constant curvature. Zbl 1439.30017
Flasche, Hendrik; Kabluchko, Zakhar
2020
Density bounds for solutions to differential equations driven by Gaussian rough paths. Zbl 1456.60084
Gess, Benjamin; Ouyang, Cheng; Tindel, Samy
2020
Extreme value theory for long-range-dependent stable random fields. Zbl 1477.60079
Chen, Zaoli; Samorodnitsky, Gennady
2020
Two groups in a Curie-Weiss model with heterogeneous coupling. Zbl 1469.60081
Kirsch, Werner; Toth, Gabor
2020
Sojourn times of Gaussian processes with trend. Zbl 1469.60106
Dȩbicki, Krzysztof; Liu, Peng; Michna, Zbigniew
2020
The $$n$$-term approximation of periodic generalized Lévy processes. Zbl 1457.60060
Fageot, Julien; Unser, Michael; Ward, John Paul
2020
Kac-Lévy processes. Zbl 1431.60107
Ratanov, Nikita
2020
Weakly monotone Fock space and monotone convolution of the Wigner law. Zbl 1445.46046
Crismale, Vitonofrio; Griseta, Maria Elena; Wysoczański, Janusz
2020
Lévy processes and infinitely divisible measures in the dual of a nuclear space. Zbl 1450.60004
Fonseca-Mora, C. A.
2020
Lower bound for the coarse Ricci curvature of continuous-time pure-jump processes. Zbl 1451.60025
Villemonais, Denis
2020
Some results on the Brownian meander with drift. Zbl 1456.60090
Iafrate, F.; Orsingher, E.
2020
Local semicircle law under fourth moment condition. Zbl 1444.60013
Götze, F.; Naumov, A.; Tikhomirov, A.
2020
Gaussian fluctuations for linear eigenvalue statistics of products of independent iid random matrices. Zbl 1450.60006
Coston, Natalie; O&rsquo;Rourke, Sean
2020
Hurst index estimation in stochastic differential equations driven by fractional Brownian motion. Zbl 1464.60032
Gairing, Jan; Imkeller, Peter; Shevchenko, Radomyra; Tudor, Ciprian
2020
Stable processes with stationary increments parameterized by metric spaces. Zbl 1467.60027
Fu, Zuopeng; Wang, Yizao
2020
Constructive regularization of the random matrix norm. Zbl 1444.60014
Rebrova, Elizaveta
2020
The multifaceted behavior of integrated supOU processes: the infinite variance case. Zbl 1469.60078
Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S.
2020
Darling-Kac theorem for renewal shifts in the absence of regular variation. Zbl 1454.37015
Kevei, Péter; Terhesiu, Dalia
2020
A spectral characterization for concentration of the cover time. Zbl 1469.60232
Hermon, Jonathan
2020
Uniform dimension results for the inverse images of symmetric Lévy processes. Zbl 1459.60180
Park, Hyunchul; Xiao, Yimin; Yang, Xiaochuan
2020
On the quenched central limit theorem for stationary random fields under projective criteria. Zbl 1469.60168
Zhang, Na; Reding, Lucas; Peligrad, Magda
2020
Limiting behavior of largest entry of random tensor constructed by high-dimensional data. Zbl 1471.60031
Jiang, Tiefeng; Xie, Junshan
2020
Persistence of one-dimensional AR(1)-sequences. Zbl 1431.60070
Hinrichs, Günter; Kolb, Martin; Wachtel, Vitali
2020
Self-similar growth fragmentations as scaling limits of Markov branching processes. Zbl 1445.60062
2020
Cramér moderate deviation expansion for martingales with one-sided Sakhanenko’s condition and its applications. Zbl 1456.60098
Fan, Xiequan; Grama, Ion; Liu, Quansheng
2020
Limit theorems for cylindrical martingale problems associated with Lévy generators. Zbl 1434.60193
Criens, David
2020
An integral characterization of the Dirichlet process. Zbl 1482.60066
Last, Günter
2020
Bridges with random length: gamma case. Zbl 1456.60095
Erraoui, Mohamed; Hilbert, Astrid; Louriki, Mohammed
2020
Inhomogeneous percolation on ladder graphs. Zbl 1441.60089
Szabó, Réka; Valesin, Daniel
2020
On distributions determined by their upward, space-time Wiener-Hopf factor. Zbl 1455.60031
Chaumont, Loïc; Doney, Ron
2020
Total variation approximation of random orthogonal matrices by Gaussian matrices. Zbl 1445.60013
Stewart, Kathryn
2020
On hitting time, mixing time and geometric interpretations of Metropolis-Hastings reversiblizations. Zbl 1434.60199
Choi, Michael C. H.; Huang, Lu-Jing
2020
Numerical scheme for stochastic differential equations driven by fractional Brownian motion with $$1/4 < H < 1/2$$. Zbl 1464.60070
Araya, Héctor; León, Jorge A.; Torres, Soledad
2020
Quenched invariance principles for orthomartingale-like sequences. Zbl 1464.60020
Peligrad, Magda; Volný, Dalibor
2020
Borodin-Péché fluctuations of the free energy in directed random polymer models. Zbl 1464.60085
Talyigás, Zsófia; Vető, Bálint
2020
Range and speed of rotor walks on trees. Zbl 1444.05133
Huss, Wilfried; Sava-Huss, Ecaterina
2020
Random walks on finite quantum groups. Zbl 1455.46070
Baraquin, Isabelle
2020
Existence of invariant measures for reflected stochastic partial differential equations. Zbl 1444.60064
Kalsi, Jasdeep
2020
Limiting distributions of generalised Poisson-Dirichlet distributions based on negative binomial processes. Zbl 1469.60148
Ipsen, Yuguang; Maller, Ross; Shemehsavar, Soudabeh
2020
Scaling limits in divisible sandpiles: a Fourier multiplier approach. Zbl 1452.31012
Cipriani, Alessandra; de Graaff, Jan; Ruszel, Wioletta M.
2020
Spectral radii of products of random rectangular matrices. Zbl 1452.60008
Qi, Yongcheng; Xie, Mengzi
2020
Independent linear forms on the group $$\Omega_p$$. Zbl 1431.60006
Myronyuk, Margaryta
2020
Self-stabilizing processes based on random signs. Zbl 1457.60057
Falconer, K. J.; Lévy Véhel, J.
2020
Multiple points of operator semistable Lévy processes. Zbl 1430.60044
Luks, Tomasz; Xiao, Yimin
2020
Self-decomposable laws from continuous branching processes. Zbl 1461.60015
Pakes, Anthony G.
2020
An improved second-order Poincaré inequality for functionals of Gaussian fields. Zbl 1430.60031
Vidotto, Anna
2020
Large deviations principle for the largest eigenvalue of the Gaussian $$\beta$$-ensemble at high temperature. Zbl 1431.60008
2020
Subgeometric rates of convergence for discrete-time Markov chains under discrete-time subordination. Zbl 1431.60069
Deng, Chang-Song
2020
...and 1398 more Documents
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### Cited by 7,413 Authors

 49 Wang, Xuejun 42 Hu, Shuhe 42 Xiao, Yimin 39 Sung, Soohak 37 Yan, Litan 35 Nualart, David 35 Song, Renming 35 Wu, Qunying 35 Zhang, Li-Xin 34 Chen, Pingyan 34 Lin, Zhengyan 31 Wang, Yuebao 30 Chen, Zhen-Qing 30 Peligrad, Magda 29 Diaconis, Persi Warren 29 Kyprianou, Andreas E. 29 Shao, Qi-Man 28 Hashorva, Enkelejd 28 Merlevède, Florence 28 Miao, Yu 27 Dedecker, Jérôme 27 Nourdin, Ivan 27 Orsingher, Enzo 27 Peres, Yuval 26 Fel’dman, Gennadiĭ Mikhaĭlovich 26 Shen, Aiting 25 Barral, Julien 24 Csáki, Endre 23 Mason, David M. 23 Taqqu, Murad S. 23 Volodin, Andrei I. 22 Maller, Ross Arthur 22 Peccati, Giovanni 22 Shen, Guangjun 22 Voit, Michael 21 Li, Deli 21 Nane, Erkan 21 Saloff-Coste, Laurent 21 Tindel, Samy 20 Götze, Friedrich 20 Kabluchko, Zakhar A. 20 Ko, Mi-Hwa 20 Lifshits, Mikhail A. 20 Račkauskas, Alfredas Yurgevich 20 Woess, Wolfgang 19 Fu, Ke’ang 19 Letac, Gérard G. 19 Li, Wenbo V. 19 Liu, Quansheng 19 Thäle, Christoph 19 Tudor, Ciprian A. 19 Wu, Yi 19 Yang, Wenzhi 19 Yang, Yang 18 Bouzebda, Salim 18 Csörgő, Miklós 18 Hu, Yaozhong 18 Kevei, Péter 18 Kim, Panki 18 Le Gall, Jean-François 18 Nazarov, Alexander I. 18 Rosalsky, Andrew 18 Steinberg, Benjamin 18 Wesołowski, Jacek 17 Adamczak, Radosław 17 Bose, Arup 17 Gut, Allan 17 Huang, Xing 17 Meerschaert, Mark Marvin 17 Wang, Jian 17 Wang, Kaiyong 16 Cai, Guanghui 16 Fan, Xiequan 16 Hassairi, Abdelhamid 16 Hong, Wenming 16 Maejima, Makoto 16 Qi, Yongcheng 16 Révész, Pál 16 Shi, Zhan 16 Vatutin, Vladimir Alekseevich 16 Vondraček, Zoran 16 Wang, Yizao 16 Zhang, Tusheng S. 15 Albeverio, Sergio A. 15 Földes, Antónia 15 Gorostiza, Luis G. 15 Li, Zenghu 15 Pap, Gyula 15 Pardo, Juan Carlos 15 Wang, Feng-Yu 14 Applebaum, David B. 14 Aurzada, Frank 14 Barczy, Mátyás 14 Becker-Kern, Peter 14 Berkes, István 14 Bobkov, Sergey Germanovich 14 Bradley, Richard C. jun. 14 Giné-Masdéu, Evarist 14 Lanchier, Nicolas 14 Liu, Junfeng ...and 7,313 more Authors
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### Cited in 617 Journals

 570 Stochastic Processes and their Applications 535 Journal of Theoretical Probability 469 Statistics & Probability Letters 335 The Annals of Probability 208 Probability Theory and Related Fields 186 Journal of Mathematical Analysis and Applications 184 Bernoulli 173 The Annals of Applied Probability 153 Communications in Statistics. Theory and Methods 144 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 130 Electronic Journal of Probability 128 Journal of Applied Probability 126 Journal of Statistical Physics 108 Stochastic Analysis and Applications 104 Journal of Multivariate Analysis 95 Transactions of the American Mathematical Society 93 Stochastics 92 Journal of Statistical Planning and Inference 77 Advances in Applied Probability 77 Journal of Functional Analysis 75 Journal of Inequalities and Applications 74 Potential Analysis 73 Lithuanian Mathematical Journal 71 The Annals of Statistics 65 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 64 Proceedings of the American Mathematical Society 63 Communications in Mathematical Physics 61 Acta Mathematica Sinica. English Series 58 Journal of Mathematical Sciences (New York) 57 Electronic Journal of Statistics 56 Stochastics and Dynamics 54 ALEA. Latin American Journal of Probability and Mathematical Statistics 53 Journal of Mathematical Physics 53 Comptes Rendus. Mathématique. Académie des Sciences, Paris 45 Insurance Mathematics & Economics 43 Infinite Dimensional Analysis, Quantum Probability and Related Topics 43 Methodology and Computing in Applied Probability 42 Random Matrices: Theory and Applications 39 Israel Journal of Mathematics 39 Electronic Communications in Probability 38 Theory of Probability and its Applications 37 Journal of Differential Equations 37 Acta Mathematica Hungarica 36 Science China. Mathematics 34 Advances in Mathematics 34 Linear Algebra and its Applications 34 Frontiers of Mathematics in China 33 Abstract and Applied Analysis 32 Statistics 31 Journal of Econometrics 31 Acta Applicandae Mathematicae 29 Annals of the Institute of Statistical Mathematics 29 Acta Mathematicae Applicatae Sinica. English Series 29 Extremes 28 Journal of Computational and Applied Mathematics 28 Advances in Applied Mathematics 28 Ergodic Theory and Dynamical Systems 28 Journal of Nonparametric Statistics 27 Statistical Papers 26 Test 26 Stochastic Models 25 Brazilian Journal of Probability and Statistics 23 Probability and Mathematical Statistics 23 Queueing Systems 22 Combinatorics, Probability and Computing 22 Journal of the Korean Statistical Society 22 Probability Surveys 21 Metrika 21 Finance and Stochastics 20 Mathematische Nachrichten 20 Random Operators and Stochastic Equations 20 Doklady Mathematics 20 Discrete Dynamics in Nature and Society 20 Probability in the Engineering and Informational Sciences 20 Econometric Theory 19 Chaos, Solitons and Fractals 19 Random Structures & Algorithms 19 Applied Mathematics. Series B (English Edition) 18 Applied Mathematics and Computation 18 Proceedings of the Indian Academy of Sciences. Mathematical Sciences 18 International Journal of Theoretical and Applied Finance 17 Fuzzy Sets and Systems 17 Mathematische Zeitschrift 17 Monatshefte für Mathematik 17 Theoretical Computer Science 17 Statistical Science 17 Science in China. Series A 17 Theory of Probability and Mathematical Statistics 17 Statistical Inference for Stochastic Processes 17 Journal of Evolution Equations 16 Computers & Mathematics with Applications 16 Physica A 16 Illinois Journal of Mathematics 16 Journal of Algebra 16 Journal of Statistical Computation and Simulation 16 Computational Statistics and Data Analysis 16 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 16 The Journal of Fourier Analysis and Applications 16 Acta Mathematica Scientia. Series B. (English Edition) 16 Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM ...and 517 more Journals
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### Cited in 62 Fields

 6,940 Probability theory and stochastic processes (60-XX) 1,586 Statistics (62-XX) 508 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 481 Partial differential equations (35-XX) 469 Combinatorics (05-XX) 442 Statistical mechanics, structure of matter (82-XX) 351 Dynamical systems and ergodic theory (37-XX) 315 Linear and multilinear algebra; matrix theory (15-XX) 293 Measure and integration (28-XX) 290 Operator theory (47-XX) 266 Functional analysis (46-XX) 249 Numerical analysis (65-XX) 149 Systems theory; control (93-XX) 137 Information and communication theory, circuits (94-XX) 133 Ordinary differential equations (34-XX) 130 Computer science (68-XX) 128 Biology and other natural sciences (92-XX) 127 Real functions (26-XX) 125 Group theory and generalizations (20-XX) 119 Harmonic analysis on Euclidean spaces (42-XX) 116 Abstract harmonic analysis (43-XX) 115 Potential theory (31-XX) 113 Operations research, mathematical programming (90-XX) 105 Number theory (11-XX) 99 Special functions (33-XX) 92 Global analysis, analysis on manifolds (58-XX) 83 Calculus of variations and optimal control; optimization (49-XX) 78 Quantum theory (81-XX) 73 Convex and discrete geometry (52-XX) 60 Topological groups, Lie groups (22-XX) 60 Integral transforms, operational calculus (44-XX) 59 Approximations and expansions (41-XX) 54 Differential geometry (53-XX) 49 Functions of a complex variable (30-XX) 47 Difference and functional equations (39-XX) 36 Integral equations (45-XX) 30 Fluid mechanics (76-XX) 28 Associative rings and algebras (16-XX) 27 General topology (54-XX) 24 Sequences, series, summability (40-XX) 22 Mathematical logic and foundations (03-XX) 20 Order, lattices, ordered algebraic structures (06-XX) 20 Nonassociative rings and algebras (17-XX) 15 History and biography (01-XX) 13 Relativity and gravitational theory (83-XX) 11 Algebraic geometry (14-XX) 10 Mechanics of particles and systems (70-XX) 9 Geometry (51-XX) 8 Several complex variables and analytic spaces (32-XX) 7 Classical thermodynamics, heat transfer (80-XX) 6 General and overarching topics; collections (00-XX) 6 Mechanics of deformable solids (74-XX) 5 Commutative algebra (13-XX) 5 Optics, electromagnetic theory (78-XX) 5 Geophysics (86-XX) 4 Field theory and polynomials (12-XX) 4 Manifolds and cell complexes (57-XX) 3 Astronomy and astrophysics (85-XX) 2 Mathematics education (97-XX) 1 General algebraic systems (08-XX) 1 Category theory; homological algebra (18-XX) 1 Algebraic topology (55-XX)