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Journal of Theoretical Probability

Short Title: J. Theor. Probab.
Publisher: Springer US, New York, NY
ISSN: 0894-9840; 1572-9230/e
Online: https://link.springer.com/journal/10959/volumes-and-issues
Comments: Journal; Indexed cover-to-cover
Documents Indexed: 2,068 Publications (since 1988)
References Indexed: 1,678 Publications with 34,498 References.
all top 5

Latest Issues

36, No. 4 (2023)
36, No. 3 (2023)
36, No. 2 (2023)
36, No. 1 (2023)
35, No. 4 (2022)
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13, No. 4 (2000)
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12, No. 4 (1999)
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12, No. 1 (1999)
...and 42 more Volumes
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Authors

19 Csáki, Endre
17 Földes, Antónia
17 Nualart, David
14 Mason, David M.
13 Li, Wenbo V.
13 Mukherjea, Arunava
13 Peligrad, Magda
13 Révész, Pál
12 Xiao, Yimin
11 Kuelbs, James D.
11 Maejima, Makoto
11 Taqqu, Murad S.
10 Götze, Friedrich
10 Letac, Gérard G.
9 Shi, Zhan
9 Watanabe, Toshiro
8 Alsmeyer, Gerold
8 Chen, Xia
8 Csörgő, Miklós
8 Durrett, Richard Timothy
8 Hahn, Marjorie Green
8 Hu, Yueyun
8 Nourdin, Ivan
8 Orsingher, Enzo
8 Rosiński, Jan
8 Shao, Qi-Man
7 Balan, Raluca M.
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 Klass, Michael J.
7 Meerschaert, Mark Marvin
7 Merlevède, Florence
7 Mountford, Thomas S.
7 Neuenschwander, Daniel
7 Ouknine, Youssef
7 Russo, Ralph P.
7 Song, Renming
7 Talagrand, Michel
7 Vondraček, Zoran
6 Arcones, Miguel A.
6 Berkes, István
6 Einmahl, Uwe
6 Fel’dman, Gennadiĭ Mikhaĭlovich
6 Kallenberg, Olav
6 Li, Deli
6 Li, Zenghu
6 Maller, Ross Arthur
6 Marcus, Michael B.
6 Merzbach, Ely
6 Pap, Gyula
6 Rigo, Pietro
6 Tudor, Ciprian A.
6 Utev, Sergey
6 Volkov, Stanislav
5 Bryc, Włodzimierz
5 Criens, David
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 Huang, Xing
5 Kevei, Péter
5 Lalley, Steven P.
5 Lewis, Thomas Michael
5 Löwe, Matthias
5 Ma, Chunsheng
5 O’Rourke, Sean D.
5 Qi, Yongcheng
5 Rosalsky, Andrew
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 Yan, Litan
5 Yang, Xiaochuan
5 Żak, Tomasz
5 Zhang, Tusheng S.
4 Adler, André Bruce
4 Aldous, David John
4 Applebaum, David B.
4 Becker-Kern, Peter
...and 2,067 more Authors
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Fields

1,986 Probability theory and stochastic processes (60-XX)
172 Statistics (62-XX)
78 Linear and multilinear algebra; matrix theory (15-XX)
74 Functional analysis (46-XX)
73 Combinatorics (05-XX)
66 Measure and integration (28-XX)
64 Statistical mechanics, structure of matter (82-XX)
60 Partial differential equations (35-XX)
46 Dynamical systems and ergodic theory (37-XX)
45 Operator theory (47-XX)
28 Potential theory (31-XX)
23 Numerical analysis (65-XX)
22 Abstract harmonic analysis (43-XX)
21 Global analysis, analysis on manifolds (58-XX)
21 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
20 Number theory (11-XX)
18 Real functions (26-XX)
17 Functions of a complex variable (30-XX)
17 Ordinary differential equations (34-XX)
15 Quantum theory (81-XX)
14 Harmonic analysis on Euclidean spaces (42-XX)
14 Convex and discrete geometry (52-XX)
13 Biology and other natural sciences (92-XX)
13 Systems theory; control (93-XX)
13 Information and communication theory, circuits (94-XX)
12 Group theory and generalizations (20-XX)
12 Topological groups, Lie groups (22-XX)
12 Integral transforms, operational calculus (44-XX)
11 Approximations and expansions (41-XX)
10 Special functions (33-XX)
8 Difference and functional equations (39-XX)
8 Calculus of variations and optimal control; optimization (49-XX)
8 Differential geometry (53-XX)
6 General topology (54-XX)
6 Computer science (68-XX)
5 Sequences, series, summability (40-XX)
5 Fluid mechanics (76-XX)
4 Order, lattices, ordered algebraic structures (06-XX)
4 Operations research, mathematical programming (90-XX)
3 Several complex variables and analytic spaces (32-XX)
2 History and biography (01-XX)
2 Associative rings and algebras (16-XX)
2 Nonassociative rings and algebras (17-XX)
2 Integral equations (45-XX)
1 General and overarching topics; collections (00-XX)
1 Mathematical logic and foundations (03-XX)
1 Mechanics of particles and systems (70-XX)
1 Mechanics of deformable solids (74-XX)
1 Classical thermodynamics, heat transfer (80-XX)

Publications by Year

Citations contained in zbMATH Open

1,638 Publications have been cited 12,862 times in 10,012 Documents Cited by Year
A comparison theorem on moment inequalities between negatively associated and independent random variables. Zbl 0971.60015
Shao, Qi-Man
216
2000
Wishart processes. Zbl 0737.60067
Bru, Marie-France
141
1991
A change-of-variable formula with local time on curves. Zbl 1085.60033
Peskir, Goran
94
2005
Random walks and the effective resistance of networks. Zbl 0722.60070
Tetali, Prasad
93
1991
Maximal inequalities and an invariance principle for a class of weakly dependent random variables. Zbl 1012.60022
Utev, Sergey; Peligrad, Magda
87
2003
Almost-sure results for a class of dependent random variables. Zbl 0928.60025
Peligrad, Magda; Gut, Allan
85
1999
Weak solutions for SPDE’s and backward doubly stochastic differential equations. Zbl 0982.60057
Bally, V.; Matoussi, A.
81
2001
Semigroups, rings, and Markov chains. Zbl 0980.60014
Brown, Kenneth S.
80
2000
On the spectral density and asymptotic normality of weakly dependent random fields. Zbl 0787.60059
Bradley, Richard C.
79
1992
An empirical process approach to the uniform consistency of kernel-type function estimators. Zbl 0995.62042
Einmahl, Uwe; Mason, David M.
77
2000
More on a new concept of entropy and information. Zbl 1120.94009
Rao, Murali
75
2005
On exit and ergodicity of the spectrally one-sided Lévy process reflected at its infimum. Zbl 1049.60042
Pistorius, M. R.
73
2004
Asymptotics for sums of random variables with local subexponential behaviour. Zbl 1033.60053
Asmussen, Søren; Foss, Serguei; Korshunov, Dmitry
72
2003
Asymptotic tail probabilities of sums of dependent subexponential random variables. Zbl 1177.62017
Geluk, Jaap; Tang, Qihe
71
2009
Modified logarithmic Sobolev inequalities in discrete settings. Zbl 1113.60072
Bobkov, Sergey G.; Tetali, Prasad
68
2006
Complete convergence and almost sure convergence of weighted sums of random variables. Zbl 0814.60026
Li, Deli; Bhaskara Rao, M.; Jiang, Tiefeng; Wang, Xiangchen
66
1995
The multifractal spectrum of statistically self-similar measures. Zbl 0805.60034
Falconer, K. J.
64
1994
Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences. Zbl 0786.60028
Arcones, M. A.; Yu, B.
59
1994
A strong law for weighted sums of i.i.d. random variables. Zbl 0833.60031
Cuzick, Jack
58
1995
Nash inequalities for finite Markov chains. Zbl 0870.60064
Diaconis, P.; Saloff-Coste, L.
52
1996
Comparison results for the lower tail of Gaussian seminorms. Zbl 0743.60009
Li, Wenbo V.
51
1992
Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion. Zbl 1141.60043
Neuenkirch, Andreas; Nourdin, Ivan
50
2007
A Cramér type large deviation result for Student’s \(t\)-statistic. Zbl 0927.60045
Shao, Qi-Man
48
1999
Stochastic calculus for a time-changed semimartingale and the associated stochastic differential equations. Zbl 1252.60054
Kobayashi, Kei
47
2011
How close is the sample covariance matrix to the actual covariance matrix? Zbl 1365.62208
Vershynin, Roman
47
2012
Convergence in law for the branching random walk seen from its tip. Zbl 1368.60089
Madaule, Thomas
45
2017
Local properties of Lévy processes on a totally disconnected group. Zbl 0683.60010
Evans, Steven N.
44
1989
An elementary proof of the local central limit theorem. Zbl 0841.60013
Davis, Burgess; McDonald, David
43
1995
Stability and attraction to normality for Lévy processes at zero and at infinity. Zbl 1015.60043
Doney, R. A.; Maller, R. A.
42
2002
Existence and uniqueness of invariant measures for stochastic reaction-diffusion equations in unbounded domains. Zbl 1360.60126
Misiats, Oleksandr; Stanzhytskyi, Oleksandr; Yip, Nung Kwan
41
2016
Random flights in higher spaces. Zbl 1138.60014
Orsingher, E.; De Gregorio, A.
40
2007
Explicit stationary distributions for compositions of random functions and products of random matrices. Zbl 0728.60012
Chamayou, Jean-François; Letac, Gérard
40
1991
Large deviations for quadratic functionals of Gaussian processes. Zbl 0894.60026
Bryc, Włodzimierz; Dembo, Amir
40
1997
The Brownian plane. Zbl 1305.05208
Curien, Nicolas; Le Gall, Jean-François
40
2014
The strong law of large numbers for weighted averages under dependence assumptions. Zbl 0857.60021
Chandra, Tapas K.; Ghosal, Subhashis
39
1996
Continuity of the multifractal spectrum of a random statistically self-similar measure. Zbl 0977.37024
Barral, Julien
38
2000
On the asymptotic normality of sequences of weak dependent random variables. Zbl 0855.60021
Peligrad, Magda
38
1996
Riesz exponential families on symmetric cones. Zbl 0984.60022
Hassairi, A.; Lajmi, S.
37
2001
Coupling for \(\tau\)-dependent sequences and applications. Zbl 1067.60008
Dedecker, J.; Prieur, C.
37
2004
Asymptotics for transportation cost in high dimensions. Zbl 0811.60022
Dobrić, V.; Yukich, J. E.
36
1995
Least absolute deviation estimation for regression with ARMA errors. Zbl 0883.62097
Davis, Richard A.; Dunsmuir, William T. M.
36
1997
Limit theorems for weakly subcritical branching processes in random environment. Zbl 1262.60083
Afanasyev, V. I.; Böinghoff, C.; Kersting, G.
36
2012
Mixing limit theorems for ergodic transformations. Zbl 1137.60017
Zweimüller, Roland
35
2007
Tangent fields and the local structure of random fields. Zbl 1013.60028
Falconer, Kenneth J.
35
2002
Lower bounds for covering times for reversible Markov chains and random walks on graphs. Zbl 0684.60055
Aldous, David J.
34
1989
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.
34
2007
Precise asymptotics in Spitzer’s law of large numbers. Zbl 0932.60026
Spătaru, Aurel
34
1999
On times to quasi-stationarity for birth and death processes. Zbl 1186.60086
Diaconis, Persi; Miclo, Laurent
34
2009
Distribution of eigenvalues for the ensemble of real symmetric Toeplitz matrices. Zbl 1086.15024
Hammond, Christopher; Miller, Steven J.
34
2005
Convergence of discrete snakes. Zbl 1084.60049
Janson, Svante; Marckert, Jean-François
34
2005
On Kelvin transformation. Zbl 1105.60057
Bogdan, K.; Żak, T.
34
2006
Moment inequalities for sums of dependent random variables under projective conditions. Zbl 1160.60312
Rio, Emmanuel
34
2009
On the cover time of random walks on graphs. Zbl 0681.60064
Kahn, Jeff D.; Linial, Nathan; Nisan, Noam; Saks, Michael E.
33
1989
Local convergence of large critical multi-type Galton-Watson trees and applications to random maps. Zbl 1393.05244
Stephenson, Robin
33
2018
On distributional properties of perpetuities. Zbl 1173.60309
Alsmeyer, Gerold; Iksanov, Alex; Rösler, Uwe
32
2009
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.
32
2003
Random walks on graphs with a strong isoperimetric property. Zbl 0639.60072
Gerl, Peter
31
1988
Strong limit theorems for weighted sums of negatively associated random variables. Zbl 1162.60008
Jing, Bing-Yi; Liang, Han-Ying
31
2008
Stochastic flows acting on Schwartz distributions. Zbl 0818.60044
Kunita, H.
31
1994
Mixing times are hitting times of large sets. Zbl 1323.60094
Peres, Yuval; Sousi, Perla
31
2015
Stochastic heat equation with multiplicative fractional-colored noise. Zbl 1203.60078
Balan, Raluca M.; Tudor, Ciprian A.
31
2010
An exact formula for the move-to-front rule for self-organizing lists. Zbl 0837.60063
Fill, James Allen
30
1996
Central limit theorems for level functionals of stationary Gaussian processes and fields. Zbl 0994.60021
Kratz, Marie F.; León, José R.
30
2001
Heat kernel estimates for strongly recurrent random walk on random media. Zbl 1159.60029
Kumagai, Takashi; Misumi, Jun
30
2008
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
29
2009
On hitting times and fastest strong stationary times for skip-free and more general chains. Zbl 1173.60337
Fill, James Allen
29
2009
Convexity and smoothness of scale functions and de Finetti’s control problem. Zbl 1188.93115
Kyprianou, Andreas E.; Rivero, Víctor; Song, Renming
28
2010
On the law of the iterated logarithm for Gaussian processes. Zbl 0839.60040
Arcones, Miguel A.
28
1995
Central limit theorems for multiple Skorokhod integrals. Zbl 1202.60038
Nourdin, Ivan; Nualart, David
28
2010
The equilibrium behavior of reversible coagulation-fragmentation processes. Zbl 0930.60094
Durrett, Richard; Granovsky, Boris L.; Gueron, Shay
28
1999
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
28
1994
A sharp form of the Cramér-Wold theorem. Zbl 1124.60004
Cuesta-Albertos, Juan Antonio; Fraiman, Ricardo; Ransford, Thomas
27
2007
Stationary symmetric \(\alpha\)-stable discrete parameter random fields. Zbl 1218.60039
Roy, Parthanil; Samorodnitsky, Gennady
27
2008
Estimates of tempered stable densities. Zbl 1393.60050
Sztonyk, Paweł
27
2010
An extension of the Kolmogorov-Feller weak law of large numbers with an application to the St. Petersburg game. Zbl 1064.60037
Gut, A.
27
2004
Composition of stochastic processes governed by higher-order parabolic and hyperbolic equations. Zbl 0878.60050
Hochberg, Kenneth J.; Orsingher, Enzo
27
1996
Occupation times of refracted Lévy processes. Zbl 1306.60049
Kyprianou, A. E.; Pardo, J. C.; Pérez, J. L.
27
2014
Fractional backward stochastic differential equations and fractional backward variational inequalities. Zbl 1319.60133
Maticiuc, Lucian; Nie, Tianyang
27
2015
Discrete and continuous time modulated random walks with heavy-tailed increments. Zbl 1131.60040
Foss, Serguei; Konstantopoulos, Takis; Zachary, Stan
26
2007
On the weak invariance principle for non-adapted sequences under projective criteria. Zbl 1137.60016
Dedecker, Jérôme; Merlevède, Florence; Volný, Dalibor
26
2007
Spectral norm of circulant-type matrices. Zbl 1241.60006
Bose, Arup; Hazra, Rajat Subhra; Saha, Koushik
26
2011
Support theorems for the Radon transform and Cramér-Wold theorems. Zbl 1192.44003
Boman, Jan; Lindskog, Filip
26
2009
Distributional transformations, orthogonal polynomials, and Stein characterizations. Zbl 1072.62002
Goldstein, Larry; Reinert, Gesine
26
2005
Threshold limits for cover times. Zbl 0717.60082
Aldous, David J.
26
1991
A continuous super-Brownian motion in a super-Brownian medium. Zbl 0877.60030
Dawson, Donald A.; Fleischmann, Klaus
26
1997
Generalized solutions of a stochastic partial differential equation. Zbl 0802.60056
Kunita, H.
26
1994
Strong invariance principles with rate for “reverse” martingale differences and applications. Zbl 1353.60031
Cuny, Christophe; Merlevède, Florence
26
2015
Moderate deviations via cumulants. Zbl 1286.60032
Döring, Hanna; Eichelsbacher, Peter
26
2013
Conditional limit theorems for exponential families and finite versions of de Finetti’s theorem. Zbl 0655.60029
Diaconis, P.; Freedman, D. A.
25
1988
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
25
2012
Multifractional, multistable, and other processes with Prescribed local form. Zbl 1171.60010
Falconer, K. J.; Lévy Véhel, J.
25
2009
Semi-selfsimilar processes. Zbl 0932.60043
Maejima, Makoto; Sato, Ken-iti
25
1999
The passage time distribution for a birth-and-death chain: Strong stationary duality gives a first stochastic proof. Zbl 1178.60054
Fill, James Allen
25
2009
Large deviations for empirical measures of Markov chains. Zbl 0711.60023
de Acosta, A.
25
1990
On decoupling, series expansions, and tail behavior of chaos processes. Zbl 0785.60023
Arcones, Miguel A.; Giné, Evarist
25
1993
The central limit theorem for Chébli-Trimèche hypergroups. Zbl 0679.60012
Zeuner, Hansmartin
24
1989
Fractional Brownian density process and its self-intersection local time of order \(k\). Zbl 1074.60047
Bojdecki, T.; Gorostiza, L. G.; Talarczyk, A.
24
2004
Multicolor particle systems with large threshold and range. Zbl 0751.60095
Durrett, R.
24
1992
Strong approximation for long memory processes with applications. Zbl 1020.60017
Wang, Qiying; Lin, Yan-Xia; Gulati, Chandra M.
24
2003
Approximation of rectangular beta-Laguerre ensembles and large deviations. Zbl 1333.15032
Jiang, Tiefeng; Li, Danning
24
2015
Transcritical bifurcation for the conditional distribution of a diffusion process. Zbl 1521.60040
Benaïm, Michel; Champagnat, Nicolas; Oçafrain, William; Villemonais, Denis
3
2023
High-dimensional central limit theorems for homogeneous sums. Zbl 1514.60036
Koike, Yuta
3
2023
The large deviation principle for inhomogeneous Erdős-Rényi random graphs. Zbl 1515.05161
Markering, Maarten
3
2023
Asymptotic properties of extremal Markov processes driven by Kendall convolution. Zbl 07768798
Arendarczyk, Marek; Jasiulis-Gołdyn, Barbara; Omey, Edward
2
2023
Optimal Hardy inequalities for Schrödinger operators based on symmetric stable processes. Zbl 1521.60044
Miura, Yusuke
2
2023
Entropic regularization of Wasserstein distance between infinite-dimensional Gaussian measures and Gaussian processes. Zbl 1514.49024
Minh, Hà Quang
2
2023
Backward Euler-Maruyama method for the random periodic solution of a stochastic differential equation with a monotone drift. Zbl 1518.37009
Wu, Yue
2
2023
A version of the random directed forest and its convergence to the Brownian web. Zbl 07692067
Valle, Glauco; Zuaznábar, Leonel
2
2023
Spectral heat content for time-changed killed Brownian motions. Zbl 07692073
Kobayashi, Kei; Park, Hyunchul
2
2023
Asymptotic properties of random contingency tables with uniform margin. Zbl 07768799
Wu, Da
1
2023
On conditioning Brownian particles to coalesce. Zbl 07768801
Konarovskyi, Vitalii; Marx, Victor
1
2023
Stochastic dynamics of generalized planar random motions with orthogonal directions. Zbl 07768804
Cinque, Fabrizio; Orsingher, Enzo
1
2023
The oscillating random walk on \(\mathbb{Z}\). Zbl 07768811
Tran Duy Vo
1
2023
Equivalence-singularity dichotomy in Markov measures. Zbl 1523.60122
Avraham-Re’em, Nachi
1
2023
Asymptotic behavior of stochastic complex lattice systems driven by superlinear noise. Zbl 1525.37083
Chen, Zhang; Wang, Bixiang
1
2023
Central limit theorem for kernel estimator of invariant density in bifurcating Markov chains models. Zbl 07722782
Bitseki Penda, S. Valère; Delmas, Jean-François
1
2023
Limit theorems for deviation means of independent and identically distributed random variables. Zbl 1523.60048
Barczy, Mátyás; Páles, Zsolt
1
2023
Error distribution of the Euler approximation scheme for stochastic Volterra equations. Zbl 07722790
Nualart, David; Saikia, Bhargobjyoti
1
2023
Moderate deviation principle for multiscale systems driven by fractional Brownian motion. Zbl 07647028
Bourguin, Solesne; Dang, Thanh; Spiliopoulos, Konstantinos
1
2023
Integral functionals for spectrally positive Lévy processes. Zbl 07686372
Li, Pei-Sen; Zhou, Xiaowen
1
2023
A strong version of the Skorohod representation theorem. Zbl 1514.60005
Pratelli, Luca; Rigo, Pietro
1
2023
Hydrodynamic limit for the \(d\)-facilitated exclusion process. Zbl 07686379
Lei, Yuhuan; Su, Zhonggen
1
2023
Lower deviation probabilities for level sets of the branching random walk. Zbl 1515.60074
Zhang, Shuxiong
1
2023
Almost sure behavior for the local time of a diffusion in a spectrally negative Lévy environment. Zbl 1528.60107
Véchambre, Grégoire
1
2023
Commutative monoid duality. Zbl 1517.82030
Latz, Jan Niklas; Swart, Jan M.
1
2023
Entropies of sums of independent gamma random variables. Zbl 1516.60012
Chasapis, Giorgos; Singh, Salil; Tkocz, Tomasz
1
2023
Approximations of McKean-Vlasov stochastic differential equations with irregular coefficients. Zbl 1493.65018
Bao, Jianhai; Huang, Xing
14
2022
Multivariate normal approximation on the Wiener space: new bounds in the convex distance. Zbl 1497.60027
Nourdin, Ivan; Peccati, Giovanni; Yang, Xiaochuan
7
2022
Path properties of a generalized fractional Brownian motion. Zbl 1495.60023
Ichiba, Tomoyuki; Pang, Guodong; Taqqu, Murad S.
6
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Strong solutions of stochastic differential equations with generalized drift and multidimensional fractional Brownian initial noise. Zbl 1502.60088
Baños, David; Ortiz-Latorre, Salvador; Pilipenko, Andrey; Proske, Frank
5
2022
Non-integrable stable approximation by Stein’s method. Zbl 1487.60032
Chen, Peng; Nourdin, Ivan; Xu, Lihu; Yang, Xiaochuan; Zhang, Rui
5
2022
Regularity of local times associated with Volterra-Lévy processes and path-wise regularization of stochastic differential equations. Zbl 1507.60075
Harang, Fabian A.; Ling, Chengcheng
5
2022
On a weak law of large numbers with regularly varying normalizing sequences. Zbl 1497.60033
Boukhari, Fakhreddine
5
2022
Dimensions of fractional Brownian images. Zbl 1526.28003
Burrell, Stuart A.
4
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Empirical measure and small noise asymptotics under large deviation scaling for interacting diffusions. Zbl 1484.60028
Budhiraja, Amarjit; Conroy, Michael
4
2022
Functional limit theorems for the fractional Ornstein-Uhlenbeck process. Zbl 1486.60062
Gehringer, Johann; Li, Xue-Mei
4
2022
Rerooting multi-type branching trees: the infinite spine case. Zbl 1508.60093
Stufler, Benedikt
3
2022
Distances between distributions via Stein’s method. Zbl 07517666
Ernst, Marie; Swan, Yvik
3
2022
Quenched local convergence of Boltzmann planar maps. Zbl 1502.60012
Stufler, Benedikt
3
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Asymptotic behavior of large Gaussian correlated Wishart matrices. Zbl 1502.60008
Nourdin, Ivan; Zheng, Guangqu
3
2022
Local central limit theorem for multi-group Curie-Weiss models. Zbl 1523.60052
Fleermann, Michael; Kirsch, Werner; Toth, Gabor
3
2022
Large deviation properties of the empirical measure of a metastable small noise diffusion. Zbl 1487.60058
Dupuis, Paul; Wu, Guo-Jhen
2
2022
Moderate deviations for drift parameter estimations in reflected Ornstein-Uhlenbeck process. Zbl 1492.60065
Jiang, Hui; Yang, Qingshan
2
2022
Non-local solvable birth-death processes. Zbl 1498.60336
Ascione, Giacomo; Leonenko, Nikolai; Pirozzi, Enrica
2
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On the correlation of critical points and angular trispectrum for random spherical harmonics. Zbl 1515.60151
Cammarota, Valentina; Marinucci, Domenico
2
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Exact uniform modulus of continuity and Chung’s LIL for the generalized fractional Brownian motion. Zbl 1515.60101
Wang, Ran; Xiao, Yimin
2
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Generalized fractional counting process. Zbl 1509.60107
Kataria, K. K.; Khandakar, M.
2
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Estimates of certain exit probabilities for \(p\)-adic Brownian bridges. Zbl 1507.60051
Weisbart, David
2
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On a theorem by A.S. Cherny for semilinear stochastic partial differential equations. Zbl 1498.35637
Criens, David; Ritter, Moritz
2
2022
On asymptotic properties of Bell polynomials and concentration of vertex degree of large random graphs. Zbl 1484.05187
Khorunzhiy, O.
2
2022
Central limit theorems for weighted sums of dependent random vectors in Hilbert spaces via the theory of the regular variation. Zbl 1487.60057
Ta Cong Son; Le Van Dung
1
2022
A multiplicatively symmetrized version of the Chung-Diaconis-Graham random process. Zbl 1487.60009
Hildebrand, Martin
1
2022
Amalgamated free Lévy processes as limits of sample covariance matrices. Zbl 1502.60067
Zitelli, G. L.
1
2022
Non-Hermitian random matrices with a variance profile. II: properties and examples. Zbl 1502.60005
Cook, Nicholas; Hachem, Walid; Najim, Jamal; Renfrew, David
1
2022
On Stein’s factors for Poisson approximation in Wasserstein distance with nonlinear transportation costs. Zbl 1502.60032
Liao, Zhong-Wei; Ma, Yutao; Xia, Aihua
1
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Convex order, quantization and monotone approximations of ARCH models. Zbl 1515.60116
Jourdain, Benjamin; Pagès, Gilles
1
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A simple method to find all solutions to the functional equation of the smoothing transform. Zbl 1502.39012
Alsmeyer, Gerold; Mallein, Bastien
1
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Stratonovich solution for the wave equation. Zbl 1502.60101
Balan, Raluca M.
1
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Convergence rates in uniform ergodicity by hitting times and \(L^2\)-exponential convergence rates. Zbl 1502.60114
Mao, Yong-Hua; Wang, Tao
1
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Concentration inequalities on the multislice and for sampling without replacement. Zbl 1502.60026
Sambale, Holger; Sinulis, Arthur
1
2022
Strong approximation of the anisotropic random walk revisited. Zbl 07621032
Csáki, Endre; Földes, Antónia
1
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Stochastic two-dimensional Navier-Stokes equations on time-dependent domains. Zbl 1502.35088
Wang, Wei; Zhai, Jianliang; Zhang, Tusheng
1
2022
The generalized entropy ergodic theorem for nonhomogeneous bifurcating Markov chains indexed by a binary tree. Zbl 1497.60042
Shi, Zhiyan; Wang, Zhongzhi; Zhong, Pingping; Fan, Yan
1
2022
The laws of large numbers associated with the linear self-attracting diffusion driven by fractional Brownian motion and applications. Zbl 1507.60050
Sun, Xichao; Yan, Litan; Ge, Yong
1
2022
On a certain operator related to Blackwell’s Markov chain. Zbl 07594388
Nieznaj, Ernest
1
2022
Mild solutions for the stochastic generalized Burgers-Huxley equation. Zbl 1497.60089
Mohan, Manil T.
1
2022
Generating M-indeterminate probability densities by way of quantum mechanics. Zbl 1503.60018
Mayato, Rafael Sala; Loughlin, Patrick; Cohen, Leon
1
2022
Evolving systems of stochastic differential equations. Zbl 1497.60102
Videla, Leonardo; Rebolledo, Rolando
1
2022
Large and moderate deviations principles and central limit theorem for the stochastic 3D primitive equations with gradient-dependent noise. Zbl 1525.60038
Slavík, Jakub
1
2022
Spatially inhomogeneous populations with seed-banks. I: Duality, existence and clustering. Zbl 1498.92155
den Hollander, Frank; Nandan, Shubhamoy
1
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Universality for persistence exponents of local times of self-similar processes with stationary increments. Zbl 1507.60049
Mönch, Christian
1
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Positivity of the density for rough differential equations. Zbl 1507.60145
Inahama, Yuzuru; Pei, Bin
1
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Functional limit theorems for the Pólya urn. Zbl 1498.60130
Cheliotis, Dimitris; Kouloumpou, Dimitra
1
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Functional central limit theorems for occupancies and missing mass process in infinite urn models. Zbl 1484.60039
Chebunin, Mikhail; Zuyev, Sergei
1
2022
Random perturbations of matrix polynomials. Zbl 1491.15042
Pagacz, Patryk; Wojtylak, Michał
1
2022
Necessary and sufficient conditions for the uniform integrability of the stochastic exponential. Zbl 1498.60163
Chikvinidze, B.
1
2022
Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous coefficients in \((y, z)\). Zbl 1498.60239
Sun, Shengqiu
1
2022
Wong-Zakai approximation for stochastic differential equations driven by \(G\)-Brownian motion. Zbl 1498.60234
Peng, Shige; Zhang, Huilin
1
2022
How does tempering affect the local and global properties of fractional Brownian motion? Zbl 1484.60046
Azmoodeh, Ehsan; Mishura, Yuliya; Sabzikar, Farzad
1
2022
Set-valued functions of bounded generalized variation and set-valued Young integrals. Zbl 1527.26017
Michta, Mariusz; Motyl, Jerzy
1
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Probabilistic Stirling numbers of the second kind and applications. Zbl 1484.60009
Adell, José A.
1
2022
Euler-Maruyama approximations for stochastic McKean-Vlasov equations with non-Lipschitz coefficients. Zbl 1476.60097
Ding, Xiaojie; Qiao, Huijie
11
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
9
2021
Polynomial ensembles and Pólya frequency functions. Zbl 1477.60018
Förster, Yanik-Pascal; Kieburg, Mario; Kösters, Holger
7
2021
Stein’s method for asymmetric \(\alpha \)-stable distributions, with application to the stable CLT. Zbl 1472.60029
Chen, Peng; Nourdin, Ivan; Xu, Lihu
7
2021
Maximum of catalytic branching random walk with regularly varying tails. Zbl 1466.60173
Bulinskaya, Ekaterina Vl.
7
2021
A drawdown reflected spectrally negative Lévy process. Zbl 1469.60151
Wang, Wenyuan; Zhou, Xiaowen
7
2021
General Bernstein-like inequality for additive functionals of Markov chains. Zbl 1475.60134
Lemańczyk, Michał
6
2021
Pathwise asymptotics for Volterra type stochastic volatility models. Zbl 1483.60042
Cellupica, Miriana; Pacchiarotti, Barbara
5
2021
Concentration inequalities for bounded functionals via log-Sobolev-type inequalities. Zbl 1472.60036
Götze, Friedrich; Sambale, Holger; Sinulis, Arthur
5
2021
Harmonic functions of random walks in a semigroup via ladder heights. Zbl 1466.60157
Ignatiouk-Robert, Irina
5
2021
Large deviation rates for supercritical branching processes with immigration. Zbl 1469.60274
Li, Liuyan; Li, Junping
5
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Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous generators. Zbl 1483.60085
Wang, Falei; Zheng, Guoqiang
4
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
4
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On exact laws of large numbers for Oppenheim expansions with infinite mean. Zbl 1472.60056
Giuliano, Rita; Hadjikyriakou, Milto
4
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On the long-range dependence of mixed fractional Poisson process. Zbl 1469.60115
Kataria, K. K.; Khandakar, M.
4
2021
Preferential attachment random graphs with edge-step functions. Zbl 1458.05234
Alves, Caio; Ribeiro, Rodrigo; Sanchis, Rémy
4
2021
Low correlation noise stability of symmetric sets. Zbl 1483.60033
Heilman, Steven
3
2021
Uniqueness in law for stable-like processes of variable order. Zbl 1483.60121
Jin, Peng
3
2021
Regularized divergences between covariance operators and Gaussian measures on Hilbert spaces. Zbl 1476.28015
Minh, Hà Quang
3
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60 Wang, Xuejun
46 Xiao, Yimin
42 Hu, Shuhe
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37 Wu, Qunying
36 Chen, Pingyan
35 Peligrad, Magda
35 Zhang, Li-Xin
34 Lin, Zhengyan
34 Miao, Yu
33 Kyprianou, Andreas E.
31 Diaconis, Persi Warren
31 Nourdin, Ivan
31 Orsingher, Enzo
31 Shao, Qi-Man
31 Wang, Yuebao
30 Chen, Zhen-Qing
30 Hashorva, Enkelejd
30 Merlevède, Florence
29 Peccati, Giovanni
29 Peres, Yuval
28 Dedecker, Jérôme
28 Fel’dman, Gennadiĭ Mikhaĭlovich
27 Shen, Aiting
26 Csáki, Endre
26 Götze, Friedrich
26 Shen, Guangjun
25 Barral, Julien
25 Bouzebda, Salim
25 Saloff-Coste, Laurent
25 Thäle, Christoph
24 Mason, David M.
24 Taqqu, Murad S.
24 Voit, Michael
24 Wang, Feng-Yu
23 Ko, Mi-Hwa
23 Li, Deli
23 Maller, Ross Arthur
23 Nane, Erkan
23 Volodin, Andrei I.
23 Yang, Yang
22 Jørgensen, Palle E. T.
22 Kabluchko, Zakhar A.
22 Lifshits, Mikhail A.
22 Tindel, Samy
22 Tudor, Ciprian A.
22 Wu, Yi
21 Fan, Xiequan
21 Liu, Quansheng
21 Račkauskas, Alfredas Yurgevich
21 Yang, Wenzhi
20 Bose, Arup
20 Hu, Yaozhong
20 Huang, Xing
20 Kevei, Péter
20 Nazarov, Alexander I.
20 Rosalsky, Andrew
20 Wang, Jian
20 Woess, Wolfgang
20 Zhang, Tusheng S.
19 Adamczak, Radosław
19 Balan, Raluca M.
19 Curien, Nicolas
19 Fu, Ke’ang
19 Le Gall, Jean-François
19 Letac, Gérard G.
19 Li, Wenbo V.
19 Wesołowski, Jacek
18 Csörgő, Miklós
18 Hong, Wenming
18 Kim, Panki
18 Maejima, Makoto
18 Qi, Yongcheng
18 Steinberg, Benjamin
18 Vatutin, Vladimir Alekseevich
18 Wang, Kaiyong
17 Aurzada, Frank
17 Földes, Antónia
17 Gut, Allan
17 Hassairi, Abdelhamid
17 Liu, Junfeng
17 Meerschaert, Mark Marvin
17 Miclo, Laurent
17 Pardo, Juan Carlos
17 Shi, Zhan
17 Simon, Thomas
17 Zhou, Xiaowen
16 Albeverio, Sergio A.
16 Bobkov, Sergey Germanovich
16 Cai, Guanghui
16 Dębicki, Krzysztof
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16 Révész, Pál
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