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## Annales de l’Institut Henri Poincaré. Probabilités et Statistiques

 Short Title: Ann. Inst. Henri Poincaré, Probab. Stat. Publisher: Association des Publications de l’Institut Henri Poincaré, Paris; Institut of Mathematical Statistics (IMS), Bethesda MD ISSN: 0246-0203 Online: http://projecteuclid.org/aihphttp://www.imstat.org/aihphttp://www.sciencedirect.com/science/journal/02460203http://www.numdam.org/journals/AIHPB Predecessor: Annales de l’Institut Henri Poincaré. Nouvelle Série. Section B. Calcul des Probabilités et Statistique Comments: Indexed cover-to-cover
 Documents Indexed: 1,652 Publications (since 1984) References Indexed: 809 Publications with 21,166 References.
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#### Latest Issues

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#### Authors

 22 Peres, Yuval 14 Landim, Claudio 13 Yor, Marc 13 Zeitouni, Ofer 12 Nualart, David 12 Rosen, Jay S. 11 Bertoin, Jean 10 Dembo, Amir 10 Gantert, Nina 10 Kyprianou, Andreas E. 9 Benjamini, Itai 9 Engländer, János 9 Ferrari, Pablo Augusto 9 Kozma, Gady 8 Asselah, Amine 8 Hu, Yueyun 8 Jara, Milton D. 8 Löcherbach, Eva 7 Berestycki, Nathanaël 7 Chen, Xia 7 Evans, Steven Neil 7 Pardoux, Etienne 7 Rio, Emmanuel 7 Röckner, Michael 7 van der Hofstad, Remco W. 7 Wu, Liming 6 Bass, Richard F. 6 Ben Arous, Gérard 6 Chen, Zhen-Qing 6 de la Rue, Thierry 6 Dedecker, Jérôme 6 Deuschel, Jean-Dominique 6 Doney, Ronald Arthur 6 Faggionato, Alessandra 6 Fournier, Nicolas G. 6 Friz, Peter Karl 6 Gradinaru, Mihai 6 Harris, Simon C. 6 Jacod, Jean 6 Khoshnevisan, Davar 6 Léonard, Christian 6 Mountford, Thomas S. 6 Nourdin, Ivan 6 Perkins, Edwin A. 6 Roynette, Bernard 6 Saada, Ellen 6 Seppäläinen, Timo 6 Tindel, Samy 6 Weiss, Benjamin 5 Angel, Omer 5 Benaïm, Michel 5 Burdzy, Krzysztof 5 Carmona, Philippe 5 Cattiaux, Patrick 5 Duminil-Copin, Hugo 5 Eichelsbacher, Peter 5 Fleischmann, Klaus 5 Fontes, Luiz Renato G. 5 Gonçalves, Patrícia C. 5 Guillin, Arnaud 5 Gwynne, Ewain 5 Hairer, Martin 5 Hervé, Loïc 5 Holroyd, Alexander E. 5 Lacoin, Hubert 5 Le Gall, Jean-François 5 Le Jan, Yves 5 Lin, Michael 5 Massart, Pascal 5 Miclo, Laurent 5 Miller, Jason P. 5 Newman, Charles Michael 5 Peterson, Jonathon 5 Pinsky, Ross George 5 Rhodes, Rémi 5 Shi, Zhan 5 Steif, Jeffrey E. 5 Talagrand, Michel 5 Vallois, Pierre 5 Virág, Bálint 4 Ankirchner, Stefan 4 Arnaudon, Marc 4 Attal, Stéphane 4 Azaïs, Jean-Marc 4 Baudoin, Fabrice 4 Berger, Noam 4 Borodin, Alexei 4 Buraczewski, Dariusz 4 Castell, Fabienne 4 Catoni, Olivier 4 Csáki, Endre 4 Curien, Nicolas 4 Da Prato, Giuseppe 4 Dai Pra, Paolo 4 De Masi, Anna 4 Deheuvels, Paul 4 Del Moral, Pierre 4 Delmas, Jean-François 4 den Hollander, Frank 4 Donati-Martin, Catherine ...and 1,724 more Authors
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#### Fields

 1,498 Probability theory and stochastic processes (60-XX) 241 Statistical mechanics, structure of matter (82-XX) 181 Statistics (62-XX) 89 Partial differential equations (35-XX) 86 Dynamical systems and ergodic theory (37-XX) 83 Measure and integration (28-XX) 81 Combinatorics (05-XX) 56 Operator theory (47-XX) 54 Linear and multilinear algebra; matrix theory (15-XX) 45 Functional analysis (46-XX) 30 Numerical analysis (65-XX) 29 Potential theory (31-XX) 29 Global analysis, analysis on manifolds (58-XX) 28 Quantum theory (81-XX) 20 Biology and other natural sciences (92-XX) 20 Systems theory; control (93-XX) 17 Abstract harmonic analysis (43-XX) 16 Real functions (26-XX) 15 Ordinary differential equations (34-XX) 15 Information and communication theory, circuits (94-XX) 14 Convex and discrete geometry (52-XX) 14 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 13 Calculus of variations and optimal control; optimization (49-XX) 13 Differential geometry (53-XX) 12 Functions of a complex variable (30-XX) 12 Special functions (33-XX) 11 Computer science (68-XX) 9 Topological groups, Lie groups (22-XX) 8 Group theory and generalizations (20-XX) 8 Fluid mechanics (76-XX) 7 Harmonic analysis on Euclidean spaces (42-XX) 7 Integral equations (45-XX) 6 Difference and functional equations (39-XX) 6 Operations research, mathematical programming (90-XX) 5 Number theory (11-XX) 5 General topology (54-XX) 4 Associative rings and algebras (16-XX) 4 Manifolds and cell complexes (57-XX) 4 Relativity and gravitational theory (83-XX) 3 Nonassociative rings and algebras (17-XX) 3 Approximations and expansions (41-XX) 3 Mechanics of deformable solids (74-XX) 2 Sequences, series, summability (40-XX) 2 Integral transforms, operational calculus (44-XX) 2 Mechanics of particles and systems (70-XX) 1 General and overarching topics; collections (00-XX) 1 History and biography (01-XX) 1 Algebraic geometry (14-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Geometry (51-XX) 1 Astronomy and astrophysics (85-XX) 1 Geophysics (86-XX) 1 Mathematics education (97-XX)

#### Citations contained in zbMATH Open

1,394 Publications have been cited 13,311 times in 10,094 Documents Cited by Year
Upper bounds for symmetric Markov transition functions. Zbl 0634.60066
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1987
Quadratic variations and estimation of the local Hölder index of a Gaussian process. Zbl 0882.60032
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1997
Subdiffusive behavior of random walk on a random cluster. Zbl 0632.60106
Kesten, H.
1986
On the estimation of the diffusion coefficient for multi-dimensional diffusion processes. Zbl 0770.62070
Genon-Catalot, Valentine; Jacod, Jean
1993
Rates of strong uniform consistency for multivariate kernel density estimators. (Vitesse de convergence uniforme presque sûre pour des estimateurs à noyaux de densités multivariées). Zbl 1011.62034
Giné, Evarist; Guillou, Armelle
2002
The construction of Brownian motion on the Sierpinski carpet. Zbl 0691.60070
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1989
Invariant measures for Markov processes arising from iterated function systems with place-dependent probabilities. Zbl 0653.60057
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1988
A dozen de Finetti-style results in search of a theory. Zbl 0619.60039
Diaconis, Persi; Freedman, David
1987
Invariance principles for absolutely regular empirical processes. Zbl 0817.60028
Doukhan, Paul; Massart, Pascal; Rio, Emmanuel
1995
Tightness criteria for laws of semimartingales. Zbl 0551.60046
Meyer, P. A.; Zheng, W. A.
1984
Arbres et processus de Galton-Watson. (Trees and Galton-Watson processes). Zbl 0601.60082
Neveu, J.
1986
On the stability of interacting processes with applications to filtering and genetic algorithms. Zbl 0990.60005
Del Moral, Pierre; Guionnet, Alice
2001
Approximations of effective coefficients in stochastic homogenization. Zbl 1058.35023
Bourgeat, Alain; Piatnitski, Andrey
2004
Local statistics of lattice dimers. Zbl 0893.60047
Kenyon, Richard
1997
Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter $$H \in (0,\frac {1}{2})$$. Zbl 1083.60027
Cheridito, Patrick; Nualart, David
2005
The functional central limit theorem for strongly mixing processes. Zbl 0790.60037
Doukhan, Paul; Massart, Pascal; Rio, Emmanuel
1994
The smallest $$g$$-supermartingale and reflected BSDE with single and double $$L^2$$ obstacles. Zbl 1071.60049
Peng, Shige; Xu, Mingyu
2005
Self-similar fragmentations. Zbl 1002.60072
Bertoin, Jean
2002
Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models. Zbl 1206.62044
Genest, Christian; Rémillard, Bruno
2008
Central and non-central limit theorems for weighted power variations of fractional Brownian motion. Zbl 1221.60031
Nourdin, Ivan; Nualart, David; Tudor, Ciprian A.
2010
The local relaxation flow approach to universality of the local statistics for random matrices. Zbl 1285.82029
Erdős, László; Schlein, Benjamin; Yau, Horng-Tzer; Yin, Jun
2012
Values of Brownian intersection exponents. III: Two-sided exponents. Zbl 1006.60075
Lawler, Gregory F.; Schramm, Oded; Werner, Wendelin
2002
Projecting the surface measure of the sphere of $${\ell}_p^n$$. Zbl 1012.60025
Naor, Assaf; Romik, Dan
2003
On the Skorokhod topology. Zbl 0609.60005
1986
LAN property for ergodic diffusions with discrete observations. Zbl 1018.60076
Gobet, Emmanuel
2002
$$m$$-order integrals and generalized Itô’s formula; the case of a fractional Brownian motion with any Hurst index. Zbl 1083.60045
Gradinaru, Mihai; Nourdin, Ivan; Russo, Francesco; Vallois, Pierre
2005
Central limit theorems for eigenvalues in a spiked population model. Zbl 1274.62129
Bai, Zhidong; Yao, Jian-Feng
2008
Differential equations driven by Gaussian signals. Zbl 1202.60058
Friz, Peter; Victoir, Nicolas
2010
Théorèmes limites pour une classe de chaînes de Markov et applications aux difféomorphismes d’Anosov. (Limit theorems for a class of Markov chains and applications to Anosov diffeomorphisms). Zbl 0649.60041
Guivarc’h, Yves; Hardy, J.
1988
Challenging the empirical mean and empirical variance: a deviation study. Zbl 1282.62070
Catoni, Olivier
2012
Hedging of contingent claims and maximum price. (Couverture des actifs contingents et prix maximum.) Zbl 0796.60056
Ansel, Jean-Pascal; Stricker, Christophe
1994
On the multiplicative ergodic theorem for uniquely ergodic systems. Zbl 0892.60011
Furman, Alex
1997
Gaussian fluctuations of eigenvalues in the GUE. Zbl 1073.60020
Gustavsson, Jonas
2005
Refracted Lévy processes. Zbl 1201.60042
Kyprianou, A. E.; Loeffen, R. L.
2010
A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations. Zbl 0674.60057
Ocone, Daniel L.; Pardoux, Etienne
1989
Brownian motion in a Weyl chamber, non-colliding particles, and random matrices. Zbl 0937.60075
Grabiner, David J.
1999
On the functional central limit theorem for stationary processes. Zbl 0949.60049
Dedecker, Jérôme; Rio, Emmanuel
2000
Model selection via testing: an alternative to (penalized) maximum likelihood estimators. Zbl 1333.62094
Birgé, Lucien
2006
Variational representations for continuous time processes. Zbl 1231.60018
Budhiraja, Amarjit; Dupuis, Paul; Maroulas, Vasileios
2011
The fish has no bones. (Le poisson n’a pas d’arêtes.) Zbl 0971.37001
Bousch, Thierry
2000
Stochastic integration with respect to fractional Brownian motion. Zbl 1016.60043
Carmona, Philippe; Coutin, Laure; Montseny, Gérard
2003
Universality for random tensors. Zbl 1318.60010
Gurau, Razvan
2014
The approximate Euler method for Lévy driven stochastic differential equations. Zbl 1071.60046
Jacod, Jean; Kurtz, Thomas G.; Méléard, Sylvie; Protter, Philip
2005
Exponential stability for nonlinear filtering. Zbl 0888.93057
Atar, Rami; Zeitouni, Ofer
1997
The weakly asymmetric simple exclusion process. Zbl 0664.60110
de Masi, A.; Presutti, E.; Scacciatelli, E.
1989
On consistency of kernel density estimators for randomly censored data: Rates holding uniformly over adaptive intervals. Zbl 0974.62030
Giné, Evarist; Guillou, Armelle
2001
Tree-valued Markov chains derived from Galton-Watson processes. Zbl 0917.60082
Aldous, David; Pitman, Jim
1998
Sparsity in penalized empirical risk minimization. Zbl 1168.62044
2009
Covariance inequalities for strongly mixing processes. Zbl 0798.60027
Rio, Emmanuel
1993
Anomalous heat-kernel decay for random walk among bounded random conductances. Zbl 1187.60034
Berger, N.; Biskup, M.; Hoffman, C. E.; Kozma, G.
2008
Multivariate normal approximation using Stein’s method and Malliavin calculus. Zbl 1196.60035
Nourdin, Ivan; Peccati, Giovanni; Réveillac, Anthony
2010
Sur les déviations modérées des sommes de variables aléatoires vectorielles indépendantes de même loi. (On moderate deviations of sums of independent and identically distributed vector valued random variables). Zbl 0751.60009
Ledoux, Michel
1992
A nonasymptotic theorem for unnormalized Feynman-Kac particle models. Zbl 1233.60047
Cérou, F.; Del Moral, P.; Guyader, A.
2011
Slow entropy type invariants and smooth realization of commuting measure-preserving transformations. Zbl 0884.60009
Katok, Anatole; Thouvenot, Jean-Paul
1997
Qualitative properties of certain piecewise deterministic Markov processes. Zbl 1325.60123
Benaïm, Michel; Le Borgne, Stéphane; Malrieu, Florent; Zitt, Pierre-André
2015
On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions. Zbl 1225.60093
Delbaen, Freddy; Hu, Ying; Richou, Adrien
2011
Stratonovich stochastic differential equations driven by general semimartingales. Zbl 0823.60046
Kurtz, Thomas G.; Pardoux, Étienne; Protter, Philip
1995
Convergence en loi des H-variations d’un processus gaussien stationnaire sur $${\mathbb{R}}$$. (Convergence in law of H-variations of a stationary Gaussian process). Zbl 0691.60017
Guyon, Xavier; Leon, José
1989
Markov chain approximations to symmetric diffusions. Zbl 0885.60065
Stroock, Daniel W.; Zheng, Weian
1997
Universality of slow decorrelation in KPZ growth. Zbl 1247.82041
Corwin, Ivan; Ferrari, Patrik L.; Péché, Sandrine
2012
Large deviations upper bounds and central limit theorems for non-commutative functionals of Gaussian large random matrices. Zbl 0995.60028
Guionnet, Alice
2002
Derrida’s generalised random energy models. I: Models with finitely many hierarchies. Zbl 1121.82020
Bovier, Anton; Kurkova, Irina
2004
Capacity and energy for multiparameter Markov processes. Zbl 0689.60071
Fitzsimmons, P. J.; Salisbury, Thomas S.
1989
Remarks on $$t$$-transformations of measures and convolutions. Zbl 0995.60004
Bożejko, Marek; Wysoczański, Janusz
2001
Approximations of the Brownian rough path with applications to stochastic analysis. Zbl 1080.60021
Friz, Peter; Victoir, Nicolas
2005
The heat equation on manifolds as a gradient flow in the Wasserstein space. Zbl 1215.35016
Erbar, Matthias
2010
Nonparametric adaptive estimation for pure jump Lévy processes. Zbl 1201.62042
Comte, F.; Genon-Catalot, V.
2010
Fluctations of the empirical law of large random matrices. (Fluctations de la loi empirique de grandes matrices aléatoires.) Zbl 1016.15020
Cabanal-Duvillard, Thierry
2001
Ergodicity of hypoelliptic SDEs driven by fractional Brownian motion. Zbl 1221.60083
Hairer, M.; Pillai, N. S.
2011
Poisson convergence for the largest eigenvalues of heavy tailed random matrices. Zbl 1177.15037
Auffinger, Antonio; Ben Arous, Gérard; Péché, Sandrine
2009
Berry–Esseen theorem and local limit theorem for non uniformly expanding maps. Zbl 1134.60323
Gouëzel, Sébastien
2005
Martingale laws, densities and decomposition of Föllmer-Schweizer. (Lois de martingale, densités et décomposition de Föllmer-Schweizer.) Zbl 0772.60033
Ansel, Jean-Pascal; Stricker, Christophe
1992
Propriétés de mélange des processus autorégressifs polynomiaux. (Mixing properties of polynomial autoregressive processes). Zbl 0706.60040
1990
The bootstrap of the mean with arbitrary bootstrap sample size. Zbl 0712.62015
Arcones, Miguel A.; Giné, Evarist
1989
Estimates for the lower and the upper dimension of a measure. (Estimations de la dimension inférieure et de la dimension supérieure des mesures.) Zbl 0903.28005
Heurteaux, Yanick
1998
Maximum of a log-correlated Gaussian field. Zbl 1329.60138
2015
Anisotropic adaptive kernel deconvolution. Zbl 1348.62121
Comte, F.; Lacour, C.
2013
Limit theorems for subcritical branching processes in random environment. Zbl 1038.60083
Geiger, Jochen; Kersting, Götz; Vatutin, Vladimir A.
2003
Central limit theorems for linear spectral statistics of large dimensional $$F$$-matrices. Zbl 1251.15039
Zheng, Shurong
2012
Travelling wave solutions to the K-P-P equation: alternatives to Simon Harris’ probabilistic analysis. Zbl 1042.60057
Kyprianou, A. E.
2004
Arbitrage et lois de martingale. (Arbitrage and martingale laws). Zbl 0704.60045
Stricker, Christophe
1990
Dynamical percolation. Zbl 0894.60098
Häggström, Olle; Peres, Yuval; Steif, Jeffrey E.
1997
Completely asymmetric Lévy processes confined in a finite interval. Zbl 0970.60055
Lambert, A.
2000
Free diffusions, free entropy and free Fisher information. Zbl 1020.46018
Biane, Philippe; Speicher, Roland
2001
Strong law of large numbers for branching diffusions. Zbl 1196.60139
Engländer, János; Harris, Simon C.; Kyprianou, Andreas E.
2010
Construction of Markovian coalescents. Zbl 0906.60058
Evans, Steven N.; Pitman, Jim
1998
A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion. Zbl 1260.60135
Deya, A.; Neuenkirch, A.; Tindel, S.
2012
Lasota-Yorke maps with holes: Conditionally invariant probability measures and invariant probability measures on the survivor set. Zbl 1021.37002
Liverani, Carlangelo; Maume-Deschamps, Véronique
2003
Derrida’s generalized random energy models. II: Models with continuous hierarchies. Zbl 1121.82021
Bovier, Anton; Kurkova, Irina
2004
A two-scale approach to logarithmic Sobolev inequalities and the hydrodynamic limit. Zbl 1179.60068
Grunewald, Natalie; Otto, Felix; Villani, Cédric; Westdickenberg, Maria G.
2009
Small-time behavior of beta coalescents. Zbl 1214.60034
Berestycki, Julien; Berestycki, Nathanaël; Schweinsberg, Jason
2008
Symmetric jump processes: localization, heat kernels and convergence. Zbl 1201.60078
Bass, Richard F.; Kassmann, Moritz; Kumagai, Takashi
2010
Propagation of chaos and fluctuations for a moderate model with smooth initial data. Zbl 0921.60053
Jourdain, B.; Méléard, S.
1998
Chung’s law of the iterated logarithm for iterated Brownian motion. Zbl 0859.60025
Khoshnevisan, Davar; Lewis, Thomas M.
1996
Large deviations and strong mixing. Zbl 0863.60028
Bryc, Włodzimierz; Dembo, Amir
1996
Large deviations of the empirical flow for continuous time Markov chains. Zbl 1323.60045
Bertini, Lorenzo; Faggionato, Alessandra; Gabrielli, Davide
2015
Analytic and sequential Feynman integrals on abstract Wiener and Hilbert spaces, and a Cameron-Martin formula. Zbl 0583.60049
Kallianpur, Gopinath; Kannan, D.; Karandikar, R. L.
1985
Likelihood ratio inequalities with applications to various mixtures. Zbl 1011.62025
Gassiat, Elisabeth
2002
Irregular sampling and central limit theorems for power variations: the continuous case. Zbl 1271.62198
Hayashi, Takaki; Jacod, Jean; Yoshida, Nakahiro
2011
Sur une extension de la notion de loi semi-stable. (On an extension of the notion of semi-stable law). Zbl 0703.60012
Guivarc’h, Yves
1990
Equidistribution of random walks on compact groups. Zbl 07374653
Borda, Bence
2021
The spectral gap of sparse random digraphs. Zbl 07374676
Coste, Simon
2021
Gaussian fluctuations for the directed polymer partition function in dimension $$d\ge 3$$ and in the whole $$L^2$$-region. Zbl 07374686
Cosco, Clément; Nakajima, Shuta
2021
Total variation distance for discretely observed Lévy processes: a Gaussian approximation of the small jumps. Zbl 07374688
Carpentier, Alexandra; Duval, Céline; Mariucci, Ester
2021
Directed polymer in $$\gamma$$-stable random environments. Zbl 07374694
Viveros, Roberto
2021
Ergodicity of stochastic differential equations with jumps and singular coefficients. Zbl 1456.60154
Xie, Longjie; Zhang, Xicheng
2020
The asymptotic equivalence of the sample trispectrum and the nodal length for random spherical harmonics. Zbl 1465.60044
Marinucci, Domenico; Rossi, Maurizia; Wigman, Igor
2020
Sanov-type large deviations in Schatten classes. Zbl 1445.60012
Kabluchko, Zakhar; Prochno, Joscha; Thäle, Christoph
2020
The sharp phase transition for level set percolation of smooth planar Gaussian fields. Zbl 1462.60065
2020
On the thin-shell conjecture for the Schatten classes. Zbl 1462.52004
2020
A perturbation analysis of stochastic matrix Riccati diffusions. Zbl 1434.60020
Bishop, Adrian N.; Del Moral, Pierre; Niclas, Angèle
2020
Statistical limits of spiked tensor models. Zbl 1439.62073
Perry, Amelia; Wein, Alexander S.; Bandeira, Afonso S.
2020
Some properties of the free stable distributions. Zbl 07199306
Hasebe, Takahiro; Simon, Thomas; Wang, Min
2020
Empirical risk minimization as parameter choice rule for general linear regularization methods. Zbl 1439.62096
Li, Housen; Werner, Frank
2020
Nonconventional moderate deviations theorems and exponential concentration inequalities. Zbl 1434.60090
Hafouta, Yeor
2020
A central limit theorem for Fleming-Viot particle systems. Zbl 1447.82021
Cérou, Frédéric; Delyon, Bernard; Guyader, Arnaud; Rousset, Mathias
2020
Spectral radii of sparse random matrices. Zbl 1459.15036
Benaych-Georges, Florent; Bordenave, Charles; Knowles, Antti
2020
Performance guarantees for policy learning. Zbl 1458.91040
Luedtke, Alex; Chambaz, Antoine
2020
Eigenvectors distribution and quantum unique ergodicity for deformed Wigner matrices. Zbl 1465.60005
Benigni, L.
2020
Asymptotics of free fermions in a quadratic well at finite temperature and the Moshe-Neuberger-Shapiro random matrix model. Zbl 1447.82014
Liechty, Karl; Wang, Dong
2020
On the performance of the Euler-Maruyama scheme for SDEs with discontinuous drift coefficient. Zbl 07199893
Müller-Gronbach, Thomas; Yaroslavtseva, Larisa
2020
Hua-Pickrell diffusions and Feller processes on the boundary of the graph of spectra. Zbl 1434.60212
Assiotis, Theodoros
2020
Interacting self-avoiding polygons. Zbl 1434.60272
Betz, Volker; Schäfer, Helge; Taggi, Lorenzo
2020
Nonparametric density estimation from observations with multiplicative measurement errors. Zbl 1460.62045
Belomestny, Denis; Goldenshluger, Alexander
2020
Spectral statistics of sparse Erdős-Rényi graph Laplacians. Zbl 1434.60030
Huang, Jiaoyang; Landon, Benjamin
2020
On a non-linear 2D fractional wave equation. Zbl 1434.60152
Deya, Aurélien
2020
Sampling of probability measures in the convex order by Wasserstein projection. Zbl 07310503
Alfonsi, Aurélien; Corbetta, Jacopo; Jourdain, Benjamin
2020
Stability of the logarithmic Sobolev inequality via the Föllmer process. Zbl 1466.60032
Eldan, Ronen; Lehec, Joseph; Shenfeld, Yair
2020
Sparse random matrices have simple spectrum. Zbl 1465.60011
Luh, Kyle; Vu, Van
2020
Hanson-Wright inequality in Banach spaces. Zbl 07354128
2020
Fluctuations of Biggins’ martingales at complex parameters. Zbl 07354132
Iksanov, Alexander; Kolesko, Konrad; Meiners, Matthias
2020
Functional approximations via Stein’s method of exchangeable pairs. Zbl 07354135
Kasprzak, Mikołaj J.
2020
Comparing with octopi. Zbl 07354140
2020
Path-space moderate deviations for a Curie-Weiss model of self-organized criticality. Zbl 1434.60084
Collet, Francesca; Gorny, Matthias; Kraaij, Richard C.
2020
Divergence of shape fluctuation for general distributions in first-passage percolation. Zbl 1434.60310
Nakajima, Shuta
2020
Parabolic Anderson model with a fractional Gaussian noise that is rough in time. Zbl 1434.60083
Chen, Xia
2020
Weak uniqueness and density estimates for SDEs with coefficients depending on some path-functionals. Zbl 1451.35073
Frikha, Noufel; Li, Libo
2020
Non-equilibrium fluctuations for the SSEP with a slow bond. Zbl 1434.60286
Erhard, D.; Franco, T.; Gonçalves, P.; Neumann, A.; Tavares, M.
2020
Infinite geodesics in hyperbolic random triangulations. Zbl 1434.60036
Budzinski, Thomas
2020
Outliers in the spectrum for products of independent random matrices. Zbl 1435.60006
Coston, Natalie; O&rsquo;Rourke, Sean; Wood, Philip Matchett
2020
Lower bounds for fluctuations in first-passage percolation for general distributions. Zbl 1434.60280
Damron, Michael; Hanson, Jack; Houdré, Christian; Xu, Chen
2020
Local densities for a class of degenerate diffusions. Zbl 1434.60214
Lanconelli, Alberto; Pagliarani, Stefano; Pascucci, Andrea
2020
Stein’s method for functions of multivariate normal random variables. Zbl 1446.60020
Gaunt, Robert E.
2020
Exponentially slow mixing in the mean-field Swendsen-Wang dynamics. Zbl 1434.60290
Gheissari, Reza; Lubetzky, Eyal; Peres, Yuval
2020
Markovian integral equations. Zbl 1465.60064
Kalinin, Alexander
2020
On laws of large numbers in $$L^2$$ for supercritical branching Markov processes beyond $$\lambda$$-positivity. Zbl 1456.60073
Jonckheere, Matthieu; Saglietti, Santiago
2020
Bounds on the Poincaré constant for convolution measures. Zbl 1462.60030
2020
A growth-fragmentation model related to Ornstein-Uhlenbeck type processes. Zbl 1456.60117
Shi, Quan
2020
Recurrence of Markov chain traces. Zbl 1434.60172
Benjamini, Itai; Hermon, Jonathan
2020
Heavy-tailed configuration models at criticality. Zbl 07310499
Dhara, Souvik; van der Hofstad, Remco; van Leeuwaarden, Johan S. H.; Sen, Sanchayan
2020
Non-asymptotic Gaussian estimates for the recursive approximation of the invariant distribution of a diffusion. Zbl 07310500
Honoré, I.; Menozzi, S.; Pagès, G.
2020
Existence, uniqueness and coalescence of directed planar geodesics: proof via the increment-stationary growth process. Zbl 1454.60146
Seppäläinen, Timo
2020
On temporal regularity of stochastic convolutions in $$2$$-smooth Banach spaces. Zbl 07310506
Ondreját, Martin; Veraar, Mark
2020
Random permutations with logarithmic cycle weights. Zbl 07310513
Robles, Nicolas; Zeindler, Dirk
2020
On principal curves with a length constraint. (Sur les courbes principales avec contrainte de longueur.) Zbl 1454.60031
Delattre, Sylvain; Fischer, Aurélie
2020
Sparse space-time models: concentration inequalities and Lasso. Zbl 07354129
Ost, G.; Reynaud-Bouret, P.
2020
Semi-Markov processes, integro-differential equations and anomalous diffusion-aggregation. Zbl 07354139
2020
Convergence of local supermartingales. Zbl 07354144
2020
Free energy of bipartite spherical Sherrington-Kirkpatrick model. Zbl 1467.82036
Baik, Jinho; Lee, Ji Oon
2020
A central limit theorem for the stochastic wave equation with fractional noise. Zbl 1466.60127
Delgado-Vences, Francisco; Nualart, David; Zheng, Guangqu
2020
Branching diffusion representation of semilinear PDEs and Monte Carlo approximation. Zbl 1467.60067
Henry-Labordère, Pierre; Oudjane, Nadia; Tan, Xiaolu; Touzi, Nizar; Warin, Xavier
2019
Convergence of the free Boltzmann quadrangulation with simple boundary to the Brownian disk. Zbl 1466.60019
Gwynne, Ewain; Miller, Jason
2019
Scaling limits for the critical Fortuin-Kasteleyn model on a random planar map. I: Cone times. Zbl 1415.60033
Gwynne, Ewain; Mao, Cheng; Sun, Xin
2019
Existence of Stein kernels under a spectral gap, and discrepancy bounds. Zbl 1466.60006
2019
Liouville quantum gravity spheres as matings of finite-diameter trees. Zbl 1448.60168
Miller, Jason; Sheffield, Scott
2019
Products of random matrices from polynomial ensembles. Zbl 1415.60010
Kieburg, Mario; Kösters, Holger
2019
A large deviation principle for empirical measures on Polish spaces: application to singular Gibbs measures on manifolds. Zbl 1466.60059
2019
Quasi-independence for nodal lines. Zbl 1448.60190
Rivera, Alejandro; Vanneuville, Hugo
2019
On the spectral gap of spherical spin glass dynamics. Zbl 1435.82025
Gheissari, Reza; Jagannath, Aukosh
2019
Paracontrolled distributions on Bravais lattices and weak universality of the 2d parabolic Anderson model. Zbl 1446.60047
Martin, Jörg; Perkowski, Nicolas
2019
Homogenization theory for the random conductance model with degenerate ergodic weights and unbounded-range jumps. Zbl 1442.60071
Flegel, Franziska; Heida, Martin; Slowik, Martin
2019
Location of the spectrum of Kronecker random matrices. Zbl 1447.60014
Alt, Johannes; Erdős, László; Krüger, Torben; Nemish, Yuriy
2019
Heat kernel estimates for anomalous heavy-tailed random walks. Zbl 1466.60144
Murugan, Mathav; Saloff-Coste, Laurent
2019
The circular law for random regular digraphs. Zbl 1432.15035
Cook, Nicholas
2019
Barrier estimates for a critical Galton-Watson process and the cover time of the binary tree. Zbl 1447.60133
Belius, David; Rosen, Jay; Zeitouni, Ofer
2019
Large deviations for the two-dimensional stochastic Navier-Stokes equation with vanishing noise correlation. Zbl 1418.60069
Cerrai, Sandra; Debussche, Arnaud
2019
Brownian disks and the Brownian snake. Zbl 1466.60021
Le Gall, Jean-François
2019
Limit law of a second class particle in TASEP with non-random initial condition. Zbl 07133719
Ferrari, P. L.; Ghosal, P.; Nejjar, P.
2019
Sticky couplings of multidimensional diffusions with different drifts. Zbl 1434.60213
Eberle, Andreas; Zimmer, Raphael
2019
Mixing and decorrelation in infinite measure: the case of the periodic Sinai billiard. Zbl 1420.37004
Pène, Françoise
2019
The local limit of random sorting networks. Zbl 1455.60016
Angel, Omer; Dauvergne, Duncan; Holroyd, Alexander E.; Virág, Bálint
2019
Limit laws for self-loops and multiple edges in the configuration model. Zbl 1466.60194
Angel, Omer; van der Hofstad, Remco; Holmgren, Cecilia
2019
The speed of biased random walk among random conductances. Zbl 1467.60083
Berger, Noam; Gantert, Nina; Nagel, Jan
2019
Parabolic Anderson model with rough or critical Gaussian noise. Zbl 07097337
Chen, Xia
2019
Statistical physics on a product of trees. Zbl 1467.60079
Hutchcroft, Tom
2019
On intermediate level sets of two-dimensional discrete Gaussian free field. Zbl 1456.60082
Biskup, Marek; Louidor, Oren
2019
Transportation inequalities for non-globally dissipative SDEs with jumps via Malliavin calculus and coupling. Zbl 1462.60059
Majka, Mateusz B.
2019
Discretisation of regularity structures. Zbl 1450.60065
Erhard, Dirk; Hairer, Martin
2019
On time scales and quasi-stationary distributions for multitype birth-and-death processes. Zbl 1434.60237
Chazottes, J.-R.; Collet, P.; Méléard, S.
2019
Local limits of large Galton-Watson trees rerooted at a random vertex. Zbl 1467.60066
Stufler, Benedikt
2019
Conditioning a Brownian loop-soup cluster on a portion of its boundary. Zbl 1467.60060
Qian, Wei
2019
Estimating functions for SDE driven by stable Lévy processes. Zbl 1467.60033
Clément, Emmanuelle; Gloter, Arnaud
2019
Edge of spiked beta ensembles, stochastic Airy semigroups and reflected Brownian motions. Zbl 1447.60024
Lamarre, Pierre Yves Gaudreau; Shkolnikov, Mykhaylo
2019
Diffusion limit for the random walk Metropolis algorithm out of stationarity. Zbl 1467.60056
Kuntz, Juan; Ottobre, Michela; Stuart, Andrew M.
2019
Active phase for activated random walks on $$\mathbb{Z}^d, d\geq3$$, with density less than one and arbitrary sleeping rate. Zbl 1427.82025
Taggi, Lorenzo
2019
Supremum estimates for degenerate, quasilinear stochastic partial differential equations. Zbl 1433.60052
Dareiotis, Konstantinos; Gess, Benjamin
2019
On thin local sets of the Gaussian free field. Zbl 1450.60010
Sepúlveda, Avelio
2019
Universality of Ghirlanda-Guerra identities and spin distributions in mixed $$p$$-spin models. Zbl 1412.82040
Chen, Yu-Ting
2019
Einstein relation and linear response in one-dimensional Mott variable-range hopping. Zbl 1467.60087
Faggionato, Alessandra; Gantert, Nina; Salvi, Michele
2019
Gravitation versus Brownian motion. Zbl 1466.60163
Banerjee, Sayan; Burdzy, Krzysztof; Duarte, Mauricio
2019
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#### Cited by 8,083 Authors

 54 Chen, Zhen-Qing 48 Nualart, David 40 Kyprianou, Andreas E. 34 Erdős, László 34 Nourdin, Ivan 33 Kumagai, Takashi 32 Landim, Claudio 32 Zeitouni, Ofer 31 Wang, Jian 30 Kondrat’yev, Yuriĭ Grygorovych 30 Merlevède, Florence 30 Peres, Yuval 30 Zhang, Tusheng S. 29 Dedecker, Jérôme 28 Khoshnevisan, Davar 28 Peligrad, Magda 28 Röckner, Michael 28 Tindel, Samy 27 Friz, Peter Karl 27 Miller, Jason P. 27 Peccati, Giovanni 26 Bertoin, Jean 25 Jara, Milton D. 25 Ren, Yanxia 25 Seppäläinen, Timo 25 Song, Renming 25 Tudor, Ciprian A. 24 Bass, Richard F. 24 Chen, Xia 24 Gonçalves, Patrícia C. 23 Albeverio, Sergio A. 23 Corwin, Ivan 23 Curien, Nicolas 23 Pitman, Jim William 22 Borodin, Alexei 22 Gwynne, Ewain 22 Liu, Quansheng 22 Xiao, Yimin 21 Cattiaux, Patrick 21 Comte, Fabienne 21 Gloter, Arnaud 21 Guillin, Arnaud 21 Le Gall, Jean-François 21 Pène, Françoise 21 Yau, Horng-Tzer 20 Barral, Julien 20 Burdzy, Krzysztof 20 Deuschel, Jean-Dominique 20 Doukhan, Paul 20 Hairer, Martin 20 Rivasseau, Vincent 20 Wang, Feng-Yu 20 Xiong, Jie 19 Berestycki, Julien 19 Del Moral, Pierre 19 den Hollander, Frank 19 Imkeller, Peter 19 Melbourne, Ian 19 Mörters, Peter 19 Olla, Stefano 19 Privault, Nicolas 19 Sheffield, Scott 19 Yan, Litan 18 Buraczewski, Dariusz 18 Comets, Francis M. 18 Delmas, Jean-François 18 Gao, Fuqing 18 Jasra, Ajay 18 Marinucci, Domenico 18 Shi, Zhan 18 Wachtel, Vitali I. 18 Wu, Liming 17 Aurzada, Frank 17 Barlow, Martin T. 17 Ferrari, Patrik Lino 17 Hu, Yueyun 17 Johansson, Kurt 17 Kolchinskiĭ, Vladimir I’ich 17 Mourrat, Jean-Christophe 17 Quastel, Jeremy 17 Ramírez, Alejandro F. 17 Russo, Francesco 17 Saloff-Coste, Laurent 17 Schramm, Oded 17 Sethuraman, Sunder 17 Sznitman, Alain-Sol 16 Baudoin, Fabrice 16 Benjamini, Itai 16 Berestycki, Nathanaël 16 Faggionato, Alessandra 16 Fan, Jianqing 16 Flandoli, Franco 16 Grigor’yan, Alexander Asaturovich 16 Hambly, Ben M. 16 Lacoin, Hubert 16 Ma, Yutao 16 Ouknine, Youssef 16 Sidoravicius, Vladas 16 Surgailis, Donatas 16 van der Hofstad, Remco W. ...and 7,983 more Authors
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#### Cited in 567 Journals

 825 Stochastic Processes and their Applications 593 The Annals of Probability 516 Probability Theory and Related Fields 372 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 352 Journal of Statistical Physics 288 Journal of Theoretical Probability 286 Communications in Mathematical Physics 285 The Annals of Applied Probability 231 Bernoulli 221 Statistics & Probability Letters 218 Journal of Functional Analysis 213 Electronic Journal of Probability 174 The Annals of Statistics 148 Transactions of the American Mathematical Society 124 Electronic Journal of Statistics 123 Journal of Mathematical Analysis and Applications 114 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 106 Journal of Mathematical Physics 99 Journal of Multivariate Analysis 98 Journal of Statistical Planning and Inference 94 Advances in Applied Probability 89 Potential Analysis 87 Journal of Applied Probability 72 Comptes Rendus. Mathématique. Académie des Sciences, Paris 69 Stochastic Analysis and Applications 68 Israel Journal of Mathematics 68 Advances in Mathematics 68 Stochastics and Dynamics 65 Electronic Communications in Probability 64 ALEA. Latin American Journal of Probability and Mathematical Statistics 63 Journal of Differential Equations 62 Proceedings of the American Mathematical Society 60 Statistical Inference for Stochastic Processes 59 Ergodic Theory and Dynamical Systems 56 Infinite Dimensional Analysis, Quantum Probability and Related Topics 56 Annales Henri Poincaré 53 Journal of Mathematical Sciences (New York) 49 Finance and Stochastics 47 Discrete and Continuous Dynamical Systems 44 Communications on Pure and Applied Mathematics 44 Science China. Mathematics 43 Journal of Econometrics 41 Acta Mathematica Sinica. English Series 40 Acta Applicandae Mathematicae 38 Duke Mathematical Journal 36 Inventiones Mathematicae 33 Journal d’Analyse Mathématique 33 Frontiers of Mathematics in China 32 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 32 Stochastics 32 Stochastic and Partial Differential Equations. Analysis and Computations 31 Nonlinearity 31 Applied Mathematics and Optimization 31 Bulletin des Sciences Mathématiques 30 Random Matrices: Theory and Applications 29 Insurance Mathematics & Economics 29 Mathematical Methods of Statistics 29 Econometric Theory 28 Journal of the European Mathematical Society (JEMS) 28 Discrete and Continuous Dynamical Systems. Series B 27 Theory of Probability and its Applications 27 Computational Statistics and Data Analysis 26 Archive for Rational Mechanics and Analysis 26 Lithuanian Mathematical Journal 26 Journal of Computational and Applied Mathematics 26 Journal de Mathématiques Pures et Appliquées. Neuvième Série 26 SIAM Journal on Mathematical Analysis 25 Statistics 25 Probability Surveys 22 Annales de l’Institut Fourier 22 Brazilian Journal of Probability and Statistics 22 Statistics and Computing 21 Theoretical Computer Science 20 Annals of the Institute of Statistical Mathematics 20 SIAM Journal on Control and Optimization 20 Test 20 Methodology and Computing in Applied Probability 19 Chaos, Solitons and Fractals 19 Journal of the American Statistical Association 19 Mathematische Zeitschrift 19 Revista Matemática Iberoamericana 19 Geometric and Functional Analysis. GAFA 19 Annales Mathématiques Blaise Pascal 19 Journal of Nonparametric Statistics 18 Statistical Science 18 Random Structures & Algorithms 18 Journal of Statistical Mechanics: Theory and Experiment 17 Scandinavian Journal of Statistics 17 Calculus of Variations and Partial Differential Equations 17 Journal of Evolution Equations 17 Dynamical Systems 16 Mathematische Annalen 16 Advances in Applied Mathematics 16 Journal of the American Mathematical Society 16 Chaos 15 Illinois Journal of Mathematics 15 Science in China. Series A 15 Combinatorics, Probability and Computing 15 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys 15 Annales Henri Lebesgue ...and 467 more Journals
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#### Cited in 62 Fields

 7,485 Probability theory and stochastic processes (60-XX) 1,695 Statistics (62-XX) 1,428 Statistical mechanics, structure of matter (82-XX) 1,012 Partial differential equations (35-XX) 787 Dynamical systems and ergodic theory (37-XX) 496 Numerical analysis (65-XX) 488 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 468 Combinatorics (05-XX) 426 Measure and integration (28-XX) 413 Linear and multilinear algebra; matrix theory (15-XX) 393 Functional analysis (46-XX) 366 Operator theory (47-XX) 321 Quantum theory (81-XX) 259 Systems theory; control (93-XX) 257 Biology and other natural sciences (92-XX) 200 Global analysis, analysis on manifolds (58-XX) 186 Potential theory (31-XX) 185 Calculus of variations and optimal control; optimization (49-XX) 161 Ordinary differential equations (34-XX) 160 Computer science (68-XX) 133 Operations research, mathematical programming (90-XX) 124 Harmonic analysis on Euclidean spaces (42-XX) 123 Real functions (26-XX) 123 Convex and discrete geometry (52-XX) 123 Fluid mechanics (76-XX) 113 Differential geometry (53-XX) 90 Information and communication theory, circuits (94-XX) 81 Functions of a complex variable (30-XX) 79 Special functions (33-XX) 70 Number theory (11-XX) 62 Topological groups, Lie groups (22-XX) 53 Difference and functional equations (39-XX) 53 Abstract harmonic analysis (43-XX) 53 Relativity and gravitational theory (83-XX) 50 Approximations and expansions (41-XX) 48 Integral equations (45-XX) 40 Mechanics of deformable solids (74-XX) 32 Group theory and generalizations (20-XX) 32 General topology (54-XX) 24 Integral transforms, operational calculus (44-XX) 24 Mechanics of particles and systems (70-XX) 22 Nonassociative rings and algebras (17-XX) 18 Associative rings and algebras (16-XX) 17 History and biography (01-XX) 17 Several complex variables and analytic spaces (32-XX) 16 Algebraic geometry (14-XX) 16 Geophysics (86-XX) 15 Classical thermodynamics, heat transfer (80-XX) 14 Geometry (51-XX) 13 Manifolds and cell complexes (57-XX) 11 Sequences, series, summability (40-XX) 10 General and overarching topics; collections (00-XX) 8 Mathematical logic and foundations (03-XX) 7 Order, lattices, ordered algebraic structures (06-XX) 7 Algebraic topology (55-XX) 6 Optics, electromagnetic theory (78-XX) 6 Astronomy and astrophysics (85-XX) 3 Category theory; homological algebra (18-XX) 1 Field theory and polynomials (12-XX) 1 Commutative algebra (13-XX) 1 $$K$$-theory (19-XX) 1 Mathematics education (97-XX)