## 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: 1,760 Publications (since 1984) References Indexed: 917 Publications with 24,570 References.
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### Authors

 22 Peres, Yuval 14 Landim, Claudio 14 Zeitouni, Ofer 13 Nualart, David 13 Yor, Marc 12 Rosen, Jay S. 11 Bertoin, Jean 11 Kyprianou, Andreas E. 10 Dembo, Amir 10 Gantert, Nina 10 Kozma, Gady 9 Benjamini, Itai 9 Engländer, János 9 Ferrari, Pablo Augusto 9 Jara, Milton D. 9 Löcherbach, Eva 8 Asselah, Amine 8 Evans, Steven Neil 8 Gonçalves, Patrícia C. 8 Hu, Yueyun 8 Rio, Emmanuel 8 van der Hofstad, Remco W. 7 Berestycki, Nathanaël 7 Chen, Xia 7 Chen, Zhen-Qing 7 Dedecker, Jérôme 7 Friz, Peter Karl 7 Khoshnevisan, Davar 7 Pardoux, Etienne 7 Röckner, Michael 7 Wu, Liming 6 Angel, Omer 6 Bass, Richard F. 6 Ben Arous, Gérard 6 de la Rue, Thierry 6 Deuschel, Jean-Dominique 6 Doney, Ronald Arthur 6 Faggionato, Alessandra 6 Fournier, Nicolas G. 6 Gradinaru, Mihai 6 Guillin, Arnaud 6 Harris, Simon C. 6 Holroyd, Alexander E. 6 Jacod, Jean 6 Lacoin, Hubert 6 Le Gall, Jean-François 6 Léonard, Christian 6 Mountford, Thomas S. 6 Nourdin, Ivan 6 Pène, Françoise 6 Perkins, Edwin A. 6 Roynette, Bernard 6 Saada, Ellen 6 Seppäläinen, Timo 6 Tindel, Samy 6 Weiss, Benjamin 5 Amir, Gideon 5 Benaïm, Michel 5 Buraczewski, Dariusz 5 Burdzy, Krzysztof 5 Carmona, Philippe 5 Catoni, Olivier 5 Cattiaux, Patrick 5 den Hollander, Frank 5 Duminil-Copin, Hugo 5 Eichelsbacher, Peter 5 Fleischmann, Klaus 5 Fontes, Luiz Renato G. 5 Gwynne, Ewain 5 Hairer, Martin 5 Hermon, Jonathan 5 Hervé, Loïc 5 Holden, Nina 5 Le Jan, Yves 5 Le Page, Emile 5 Lin, Michael 5 Massart, Pascal 5 Melbourne, Ian 5 Miclo, Laurent 5 Miller, Jason P. 5 Newman, Charles Michael 5 Peterson, Jonathon 5 Pinsky, Ross George 5 Rhodes, Rémi 5 Rivero, Víctor Manuel 5 Shi, Zhan 5 Shkolnikov, Mykhaylo 5 Sidoravicius, Vladas 5 Steif, Jeffrey E. 5 Sun, Xin 5 Talagrand, Michel 5 Vallois, Pierre 5 Virág, Bálint 4 Ankirchner, Stefan 4 Arnaudon, Marc 4 Attal, Stéphane 4 Azaïs, Jean-Marc 4 Balazs, Marton 4 Baudoin, Fabrice 4 Berestycki, Julien ...and 1,854 more Authors
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### Fields

 1,592 Probability theory and stochastic processes (60-XX) 266 Statistical mechanics, structure of matter (82-XX) 189 Statistics (62-XX) 107 Partial differential equations (35-XX) 98 Dynamical systems and ergodic theory (37-XX) 93 Combinatorics (05-XX) 84 Measure and integration (28-XX) 58 Operator theory (47-XX) 56 Linear and multilinear algebra; matrix theory (15-XX) 46 Functional analysis (46-XX) 32 Numerical analysis (65-XX) 32 Quantum theory (81-XX) 31 Global analysis, analysis on manifolds (58-XX) 30 Potential theory (31-XX) 22 Biology and other natural sciences (92-XX) 22 Systems theory; control (93-XX) 17 Functions of a complex variable (30-XX) 17 Abstract harmonic analysis (43-XX) 16 Real functions (26-XX) 16 Ordinary differential equations (34-XX) 16 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 16 Information and communication theory, circuits (94-XX) 15 Convex and discrete geometry (52-XX) 15 Differential geometry (53-XX) 14 Calculus of variations and optimal control; optimization (49-XX) 12 Special functions (33-XX) 12 Computer science (68-XX) 10 Group theory and generalizations (20-XX) 10 Integral equations (45-XX) 9 Topological groups, Lie groups (22-XX) 9 Fluid mechanics (76-XX) 8 Harmonic analysis on Euclidean spaces (42-XX) 6 Difference and functional equations (39-XX) 6 Operations research, mathematical programming (90-XX) 5 Number theory (11-XX) 5 Associative rings and algebras (16-XX) 5 General topology (54-XX) 4 Manifolds and cell complexes (57-XX) 4 Mechanics of particles and systems (70-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) 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 Classical thermodynamics, heat transfer (80-XX) 1 Astronomy and astrophysics (85-XX) 1 Geophysics (86-XX) 1 Mathematics education (97-XX)

### Citations contained in zbMATH Open

1,509 Publications have been cited 15,306 times in 11,518 Documents Cited by Year
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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
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1986
On the estimation of the diffusion coefficient for multi-dimensional diffusion processes. Zbl 0770.62070
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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
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The construction of Brownian motion on the Sierpinski carpet. Zbl 0691.60070
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1989
A dozen de Finetti-style results in search of a theory. Zbl 0619.60039
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1987
Invariance principles for absolutely regular empirical processes. Zbl 0817.60028
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1995
Invariant measures for Markov processes arising from iterated function systems with place-dependent probabilities. Zbl 0653.60057
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1988
On the stability of interacting processes with applications to filtering and genetic algorithms. Zbl 0990.60005
Del Moral, Pierre; Guionnet, Alice
2001
Tightness criteria for laws of semimartingales. Zbl 0551.60046
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1984
Approximations of effective coefficients in stochastic homogenization. Zbl 1058.35023
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2004
Arbres et processus de Galton-Watson. (Trees and Galton-Watson processes). Zbl 0601.60082
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Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter $$H \in (0,\frac {1}{2})$$. Zbl 1083.60027
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2005
Local statistics of lattice dimers. Zbl 0893.60047
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1997
Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models. Zbl 1206.62044
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2008
The functional central limit theorem for strongly mixing processes. Zbl 0790.60037
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1994
Challenging the empirical mean and empirical variance: a deviation study. Zbl 1282.62070
Catoni, Olivier
2012
The smallest $$g$$-supermartingale and reflected BSDE with single and double $$L^2$$ obstacles. Zbl 1071.60049
Peng, Shige; Xu, Mingyu
2005
On the Skorokhod topology. Zbl 0609.60005
1986
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
Variational representations for continuous time processes. Zbl 1231.60018
Budhiraja, Amarjit; Dupuis, Paul; Maroulas, Vasileios
2011
Central limit theorems for eigenvalues in a spiked population model. Zbl 1274.62129
Bai, Zhidong; Yao, Jian-Feng
2008
Gaussian fluctuations of eigenvalues in the GUE. Zbl 1073.60020
Gustavsson, Jonas
2005
Self-similar fragmentations. Zbl 1002.60072
Bertoin, Jean
2002
Differential equations driven by Gaussian signals. Zbl 1202.60058
Friz, Peter; Victoir, Nicolas
2010
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
LAN property for ergodic diffusions with discrete observations. Zbl 1018.60076
Gobet, Emmanuel
2002
Projecting the surface measure of the sphere of $${\ell}_p^n$$. Zbl 1012.60025
Naor, Assaf; Romik, Dan
2003
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
$$m$$-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
On the multiplicative ergodic theorem for uniquely ergodic systems. Zbl 0892.60011
Furman, Alex
1997
Brownian motion in a Weyl chamber, non-colliding particles, and random matrices. Zbl 0937.60075
Grabiner, David J.
1999
Values of Brownian intersection exponents. III: Two-sided exponents. Zbl 1006.60075
Lawler, Gregory F.; Schramm, Oded; Werner, Wendelin
2002
Hedging of contingent claims and maximum price. (Couverture des actifs contingents et prix maximum.) Zbl 0796.60056
Ansel, Jean-Pascal; Stricker, Christophe
1994
Refracted Lévy processes. Zbl 1201.60042
Kyprianou, A. E.; Loeffen, R. L.
2010
On the functional central limit theorem for stationary processes. Zbl 0949.60049
Dedecker, Jérôme; Rio, Emmanuel
2000
On consistency of kernel density estimators for randomly censored data: Rates holding uniformly over adaptive intervals. Zbl 0974.62030
Giné, Evarist; Guillou, Armelle
2001
Qualitative properties of certain piecewise deterministic Markov processes. Zbl 1325.60123
Benaïm, Michel; Le Borgne, Stéphane; Malrieu, Florent; Zitt, Pierre-André
2015
The approximate Euler method for Lévy driven stochastic differential equations. Zbl 1071.60046
Jacod, Jean; Kurtz, Thomas G.; Méléard, Sylvie; Protter, Philip
2005
Stochastic integration with respect to fractional Brownian motion. Zbl 1016.60043
Carmona, Philippe; Coutin, Laure; Montseny, Gérard
2003
Model selection via testing: an alternative to (penalized) maximum likelihood estimators. Zbl 1333.62094
Birgé, Lucien
2006
A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations. Zbl 0674.60057
Ocone, Daniel L.; Pardoux, Etienne
1989
The fish has no bones. (Le poisson n’a pas d’arêtes.) Zbl 0971.37001
Bousch, Thierry
2000
Universality for random tensors. Zbl 1318.60010
Gurau, Razvan
2014
The weakly asymmetric simple exclusion process. Zbl 0664.60110
de Masi, A.; Presutti, E.; Scacciatelli, E.
1989
Exponential stability for nonlinear filtering. Zbl 0888.93057
Atar, Rami; Zeitouni, Ofer
1997
Berry–Esseen theorem and local limit theorem for non uniformly expanding maps. Zbl 1134.60323
Gouëzel, Sébastien
2005
Covariance inequalities for strongly mixing processes. Zbl 0798.60027
Rio, Emmanuel
1993
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
Anisotropic adaptive kernel deconvolution. Zbl 1348.62121
Comte, F.; Lacour, C.
2013
Constructive quantization: approximation by empirical measures. Zbl 1283.60063
Dereich, Steffen; Scheutzow, Michael; Schottstedt, Reik
2013
Slow entropy type invariants and smooth realization of commuting measure-preserving transformations. Zbl 0884.60009
Katok, Anatole; Thouvenot, Jean-Paul
1997
Sparsity in penalized empirical risk minimization. Zbl 1168.62044
2009
Tree-valued Markov chains derived from Galton-Watson processes. Zbl 0917.60082
Aldous, David; Pitman, Jim
1998
Stratonovich stochastic differential equations driven by general semimartingales. Zbl 0823.60046
Kurtz, Thomas G.; Pardoux, Étienne; Protter, Philip
1995
A nonasymptotic theorem for unnormalized Feynman-Kac particle models. Zbl 1233.60047
Cérou, F.; Del Moral, P.; Guyader, A.
2011
Multivariate normal approximation using Stein’s method and Malliavin calculus. Zbl 1196.60035
Nourdin, Ivan; Peccati, Giovanni; Réveillac, Anthony
2010
Universality of slow decorrelation in KPZ growth. Zbl 1247.82041
Corwin, Ivan; Ferrari, Patrik L.; Péché, Sandrine
2012
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
Anomalous heat-kernel decay for random walk among bounded random conductances. Zbl 1187.60034
Berger, N.; Biskup, M.; Hoffman, C. E.; Kozma, G.
2008
Poisson convergence for the largest eigenvalues of heavy tailed random matrices. Zbl 1177.15037
Auffinger, Antonio; Ben Arous, Gérard; Péché, Sandrine
2009
Derrida’s generalised random energy models. I: Models with finitely many hierarchies. Zbl 1121.82020
Bovier, Anton; Kurkova, Irina
2004
Large deviations upper bounds and central limit theorems for non-commutative functionals of Gaussian large random matrices. Zbl 0995.60028
Guionnet, Alice
2002
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
Markov chain approximations to symmetric diffusions. Zbl 0885.60065
Stroock, Daniel W.; Zheng, Weian
1997
Limit theorems for subcritical branching processes in random environment. Zbl 1038.60083
Geiger, Jochen; Kersting, Götz; Vatutin, Vladimir A.
2003
The heat equation on manifolds as a gradient flow in the Wasserstein space. Zbl 1215.35016
Erbar, Matthias
2010
Ergodicity of hypoelliptic SDEs driven by fractional Brownian motion. Zbl 1221.60083
Hairer, M.; Pillai, N. S.
2011
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
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
Free diffusions, free entropy and free Fisher information. Zbl 1020.46018
Biane, Philippe; Speicher, Roland
2001
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
Maximum of a log-correlated Gaussian field. Zbl 1329.60138
2015
Capacity and energy for multiparameter Markov processes. Zbl 0689.60071
Fitzsimmons, P. J.; Salisbury, Thomas S.
1989
Derrida’s generalized random energy models. II: Models with continuous hierarchies. Zbl 1121.82021
Bovier, Anton; Kurkova, Irina
2004
Large deviations of the empirical flow for continuous time Markov chains. Zbl 1323.60045
Bertini, Lorenzo; Faggionato, Alessandra; Gabrielli, Davide
2015
Nonparametric adaptive estimation for pure jump Lévy processes. Zbl 1201.62042
Comte, F.; Genon-Catalot, V.
2010
The bootstrap of the mean with arbitrary bootstrap sample size. Zbl 0712.62015
Arcones, Miguel A.; Giné, Evarist
1989
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
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
Propagation of chaos and fluctuations for a moderate model with smooth initial data. Zbl 0921.60053
Jourdain, B.; Méléard, S.
1998
Upper bounds for minimal distances in the central limit theorem. Zbl 1175.60020
Rio, Emmanuel
2009
Propriétés de mélange des processus autorégressifs polynomiaux. (Mixing properties of polynomial autoregressive processes). Zbl 0706.60040
1990
Travelling wave solutions to the K-P-P equation: alternatives to Simon Harris’ probabilistic analysis. Zbl 1042.60057
Kyprianou, A. E.
2004
Set estimation under convexity type assumptions. Zbl 1169.62317
Casal, Alberto Rodríguez
2007
Strong law of large numbers for branching diffusions. Zbl 1196.60139
Engländer, János; Harris, Simon C.; Kyprianou, Andreas E.
2010
Arbitrage et lois de martingale. (Arbitrage and martingale laws). Zbl 0704.60045
Stricker, Christophe
1990
Central limit theorems for linear spectral statistics of large dimensional $$F$$-matrices. Zbl 1251.15039
Zheng, Shurong
2012
Dynamical percolation. Zbl 0894.60098
Häggström, Olle; Peres, Yuval; Steif, Jeffrey E.
1997
Poisson matching. Zbl 1175.60012
Holroyd, Alexander E.; Pemantle, Robin; Peres, Yuval; Schramm, Oded
2009
On a toy model of interacting neurons. Zbl 1355.92014
Fournier, Nicolas; Löcherbach, Eva
2016
Completely asymmetric Lévy processes confined in a finite interval. Zbl 0970.60055
Lambert, A.
2000
Symmetric jump processes: localization, heat kernels and convergence. Zbl 1201.60078
Bass, Richard F.; Kassmann, Moritz; Kumagai, Takashi
2010
Small-time behavior of beta coalescents. Zbl 1214.60034
Berestycki, Julien; Berestycki, Nathanaël; Schweinsberg, Jason
2008
On the mean speed of convergence of empirical and occupation measures in Wasserstein distance. Zbl 1294.60005
Boissard, Emmanuel; Le Gouic, Thibaut
2014
A Dvoretzky-Kiefer-Wolfowitz type inequality for the Kaplan-Meier estimator. Zbl 1054.62589
Bitouzé, D.; Laurent, B.; Massart, P.
1999
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
Edwards-Wilkinson fluctuations for the directed polymer in the full $$L^2$$-regime for dimensions $$d\ge 3$$. Zbl 1484.82076
Lygkonis, Dimitris; Zygouras, Nikos
2022
Excursions away from the Lipschitz minorant of a Lévy process. Zbl 07481306
Evans, Steven N.; Ouaki, Mehdi
2022
Limiting one-point distribution of periodic TASEP. Zbl 07481302
Baik, Jinho; Liu, Zhipeng; Silva, Guilherme L. F.
2022
Short cycles in high genus unicellular maps. Zbl 07561793
Janson, Svante; Louf, Baptiste
2022
Concentration for integrable directed polymer models. Zbl 07481295
Noack, Christian; Sosoe, Philippe
2022
Asymptotics of the density of parabolic Anderson random fields. Zbl 1484.60068
Hu, Yaozhong; Lê, Khoa
2022
Equilibrium fluctuations for diffusive symmetric exclusion with long jumps and infinitely extended reservoirs. Zbl 07481303
Bernardin, C.; Gonçalves, P.; Jara, M.; Scotta, S.
2022
Metastability for systems of interacting neurons. Zbl 07481304
Löcherbach, Eva; Monmarché, Pierre
2022
Stochastic heat equation with general rough noise. Zbl 1483.60094
Hu, Yaozhong; Wang, Xiong
2022
Fluctuations of Brownian motions on $$\mathbb{GL}_N$$. Zbl 07481309
Cébron, Guillaume; Kemp, Todd
2022
Local limit theorem in deterministic systems. Zbl 07481310
Kosloff, Zemer; Volny, Dalibor
2022
Path dependent Feynman-Kac formula for forward backward stochastic Volterra integral equations. Zbl 07557516
Wang, Hanxiao; Yong, Jiongmin; Zhang, Jianfeng
2022
Spectral analysis of the zigzag process. Zbl 07557523
Bierkens, Joris; Lunel, Sjoerd M. Verduyn
2022
Zero kinetic undercooling limit in the supercooled Stefan problem. Zbl 07557524
Baker, Graeme; Shkolnikov, Mykhaylo
2022
Geometric convergence bounds for Markov chains in Wasserstein distance based on generalized drift and contraction conditions. Zbl 07557525
Qin, Qian; Hobert, James P.
2022
Central limit theorems for parabolic stochastic partial differential equations. Zbl 07557532
Chen, Le; Khoshnevisan, Davar; Nualart, David; Pu, Fei
2022
Asymptotic expansion of correlation functions for $${\mathbb{Z}^d}$$ covers of hyperbolic flows. Zbl 07557540
Dolgopyat, Dmitry; Nándori, Péter; Pène, Françoise
2022
Momenta spacing distributions in anharmonic oscillators and the higher order finite temperature Airy kernel. Zbl 07561792
Bothner, Thomas; Cafasso, Mattia; Tarricone, Sofia
2022
Crossing estimates from metric graph and discrete GFF. Zbl 07561802
Ding, Jian; Wirth, Mateo; Wu, Hao
2022
McKean-Vlasov SDEs under measure dependent Lyapunov conditions. Zbl 1489.60099
Hammersley, William R. P.; Šiška, David; Szpruch, Łukasz
2021
Fractional moments of the stochastic heat equation. Zbl 1472.60051
Das, Sayan; Tsai, Li-Cheng
2021
Gaussian fluctuations for the directed polymer partition function in dimension $$d\ge 3$$ and in the whole $$L^2$$-region. Zbl 1484.60112
Cosco, Clément; Nakajima, Shuta
2021
Edgeworth expansions for weakly dependent random variables. Zbl 1480.37016
Fernando, Kasun; Liverani, Carlangelo
2021
Stochastic approximation of quasi-stationary distributions for diffusion processes in a bounded domain. Zbl 1472.60136
Benaïm, Michel; Champagnat, Nicolas; Villemonais, Denis
2021
Exponential ergodicity for SDEs and McKean-Vlasov processes with Lévy noise. Zbl 1480.60163
Liang, Mingjie; Majka, Mateusz B.; Wang, Jian
2021
Liouville quantum gravity surfaces with boundary as matings of trees. Zbl 1472.60017
Ang, Morris; Gwynne, Ewain
2021
Phase transition for the interchange and quantum Heisenberg models on the Hamming graph. Zbl 1472.82021
2021
Total variation estimates in the Breuer-Major theorem. Zbl 1472.60049
Nualart, David; Zhou, Hongjuan
2021
Persistence exponents in Markov chains. Zbl 1483.60041
Aurzada, Frank; Mukherjee, Sumit; Zeitouni, Ofer
2021
Piecewise deterministic Markov processes and their invariant measures. Zbl 1484.60083
Durmus, Alain; Guillin, Arnaud; Monmarché, Pierre
2021
Spike and slab Pólya tree posterior densities: adaptive inference. Zbl 07481258
Castillo, Ismaël; Mismer, Romain
2021
Almost square permutations are typically square. Zbl 1483.05002
Borga, Jacopo; Duchi, Enrica; Slivken, Erik
2021
Coexistence of competing first passage percolation on hyperbolic graphs. Zbl 07481281
Candellero, Elisabetta; Stauffer, Alexandre
2021
Global observables for RW: law of large numbers. Zbl 1472.60079
Dolgopyat, Dmitry; Lenci, Marco; Nándori, Péter
2021
Existence of densities for stochastic differential equations driven by Lévy processes with anisotropic jumps. Zbl 1472.60083
Friesen, Martin; Jin, Peng; Rüdiger, Barbara
2021
The geometry of random walk isomorphism theorems. Zbl 1484.60105
Bauerschmidt, Roland; Helmuth, Tyler; Swan, Andrew
2021
Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations. Zbl 1491.60088
Röckner, Michael; Sun, Xiaobin; Xie, Yingchao
2021
New lower bounds for trace reconstruction. Zbl 1469.62189
Chase, Zachary
2021
The spectral gap of sparse random digraphs. Zbl 1468.05093
Coste, Simon
2021
Limit law for the cover time of a random walk on a binary tree. Zbl 1491.60059
Dembo, Amir; Rosen, Jay; Zeitouni, Ofer
2021
Total variation distance for discretely observed Lévy processes: a Gaussian approximation of the small jumps. Zbl 1491.60063
Carpentier, Alexandra; Duval, Céline; Mariucci, Ester
2021
Conformal covariance of the Liouville quantum gravity metric for $$\gamma\in (0,2)$$. Zbl 1472.60020
Gwynne, Ewain; Miller, Jason
2021
Directed polymer in $$\gamma$$-stable random environments. Zbl 1469.82042
Viveros, Roberto
2021
Rare event process and entry times distribution for arbitrary null sets on compact manifolds. Zbl 1477.37009
Yang, Fan
2021
On conditioning a self-similar growth-fragmentation by its intrinsic area. Zbl 1484.60045
Bertoin, Jean; Curien, Nicolas; Kortchemski, Igor
2021
$$\mathcal{U}$$-bootstrap percolation: critical probability, exponential decay and applications. Zbl 1480.60292
Hartarsky, Ivailo
2021
Stochastic processes on surfaces in three-dimensional contact sub-Riemannian manifolds. Zbl 07481253
Barilari, Davide; Boscain, Ugo; Cannarsa, Daniele; Habermann, Karen
2021
Uniform spanning forests on biased Euclidean lattices. Zbl 1483.05165
Shi, Zhan; Sidoravicius, Vladas; Song, He; Wang, Longmin; Xiang, Kainan
2021
Probabilistic potential theory and induction of dynamical systems. Zbl 07481265
Pène, Françoise; Thomine, Damien
2021
Mean-field Langevin dynamics and energy landscape of neural networks. Zbl 07481278
Hu, Kaitong; Ren, Zhenjie; Šiška, David; Szpruch, Łukasz
2021
The elliptic stochastic quantization of some two dimensional Euclidean QFTs. Zbl 1483.60086
Albeverio, Sergio; De Vecchi, Francesco C.; Gubinelli, Massimiliano
2021
Equidistribution of random walks on compact groups. Zbl 1468.60054
Borda, Bence
2021
On the critical branching random walk. III: the critical dimension. Zbl 1491.60061
Zhu, Qingsan
2021
Poisson statistics for Gibbs measures at high temperature. Zbl 1473.60019
Lambert, Gaultier
2021
Efficient estimation of smooth functionals in Gaussian shift models. Zbl 1469.62430
2021
Sharp phase transition for the continuum Widom-Rowlinson model. Zbl 1472.60019
Dereudre, David; Houdebert, Pierre
2021
Continuity in $$\kappa$$ in $$\mathrm{SLE}_\kappa$$ theory using a constructive method and rough path theory. Zbl 1491.60146
Beliaev, Dmitry; Lyons, Terry J.; Margarint, Vlad
2021
Global martingale solutions for quasilinear SPDEs via the boundedness-by-entropy method. Zbl 1478.35173
Dhariwal, Gaurav; Huber, Florian; Jüngel, Ansgar; Kuehn, Christian; Neamţu, Alexandra
2021
A stochastic Gronwall inequality and applications to moments, strong completeness, strong local Lipschitz continuity, and perturbations. Zbl 1491.60082
Hudde, Anselm; Hutzenthaler, Martin; Mazzonetto, Sara
2021
Brownian motion on stable looptrees. Zbl 1469.60353
Archer, Eleanor
2021
Scaling limits and fluctuations for random growth under capacity rescaling. Zbl 1472.60045
Liddle, George; Turner, Amanda
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 performance of the Euler-Maruyama scheme for SDEs with discontinuous drift coefficient. Zbl 07199893
Müller-Gronbach, Thomas; Yaroslavtseva, Larisa
2020
A central limit theorem for the stochastic wave equation with fractional noise. Zbl 1466.60127
Delgado-Vences, Francisco; Nualart, David; Zheng, Guangqu
2020
Spectral radii of sparse random matrices. Zbl 1459.15036
Benaych-Georges, Florent; Bordenave, Charles; Knowles, Antti
2020
Eigenvectors distribution and quantum unique ergodicity for deformed Wigner matrices. Zbl 1465.60005
Benigni, L.
2020
Statistical limits of spiked tensor models. Zbl 1439.62073
Perry, Amelia; Wein, Alexander S.; Bandeira, Afonso S.
2020
Free energy of bipartite spherical Sherrington-Kirkpatrick model. Zbl 1467.82036
Baik, Jinho; Lee, Ji Oon
2020
Sampling of probability measures in the convex order by Wasserstein projection. Zbl 1469.60065
Alfonsi, Aurélien; Corbetta, Jacopo; Jourdain, Benjamin
2020
Sparse random matrices have simple spectrum. Zbl 1465.60011
Luh, Kyle; Vu, Van
2020
On the thin-shell conjecture for the Schatten classes. Zbl 1462.52004
2020
Semi-Markov processes, integro-differential equations and anomalous diffusion-aggregation. Zbl 1476.60161
2020
Comparing with octopi. Zbl 1471.60063
2020
Renewal theorems and mixing for non Markov flows with infinite measure. Zbl 1442.37010
Melbourne, Ian; Terhesiu, Dalia
2020
A central limit theorem for Fleming-Viot particle systems. Zbl 1447.82021
Cérou, Frédéric; Delyon, Bernard; Guyader, Arnaud; Rousset, Mathias
2020
A perturbation analysis of stochastic matrix Riccati diffusions. Zbl 1434.60020
Bishop, Adrian N.; Del Moral, Pierre; Niclas, Angèle
2020
Hua-Pickrell diffusions and Feller processes on the boundary of the graph of spectra. Zbl 1434.60212
Assiotis, Theodoros
2020
Fluctuations of Biggins’ martingales at complex parameters. Zbl 1479.60177
Iksanov, Alexander; Kolesko, Konrad; Meiners, Matthias
2020
Stability and mean-field limits of age dependent Hawkes processes. Zbl 1466.60102
2020
Spectral statistics of sparse Erdős-Rényi graph Laplacians. Zbl 1434.60030
Huang, Jiaoyang; Landon, Benjamin
2020
Some properties of the free stable distributions. Zbl 1479.60034
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
On a non-linear 2D fractional wave equation. Zbl 1434.60152
Deya, Aurélien
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
Performance guarantees for policy learning. Zbl 1458.91040
Luedtke, Alex; Chambaz, Antoine
2020
Noise reinforcement for Lévy processes. Zbl 1477.60069
Bertoin, Jean
2020
Stability of the logarithmic Sobolev inequality via the Föllmer process. Zbl 1466.60032
Eldan, Ronen; Lehec, Joseph; Shenfeld, Yair
2020
Nonparametric density estimation from observations with multiplicative measurement errors. Zbl 1460.62045
Belomestny, Denis; Goldenshluger, Alexander
2020
Exponentially slow mixing in the mean-field Swendsen-Wang dynamics. Zbl 1434.60290
Gheissari, Reza; Lubetzky, Eyal; Peres, Yuval
2020
Nonconventional moderate deviations theorems and exponential concentration inequalities. Zbl 1434.60090
Hafouta, Yeor
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
Hanson-Wright inequality in Banach spaces. Zbl 1478.60068
2020
Entropy and expansion. Zbl 1465.94034
Csóka, Endre; Harangi, Viktor; Virág, Bálint
2020
Lower deviation and moderate deviation probabilities for maximum of a branching random walk. Zbl 1478.60099
Chen, Xinxin; He, Hui
2020
Functional approximations via Stein’s method of exchangeable pairs. Zbl 1470.60007
Kasprzak, Mikołaj J.
2020
Cutoff for random walk on dynamical Erdős-Rényi graph. Zbl 1465.05168
Sousi, Perla; Thomas, Sam
2020
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### Cited by 9,121 Authors

 57 Chen, Zhen-Qing 57 Nualart, David 43 Kyprianou, Andreas E. 38 Nourdin, Ivan 37 Erdős, László 37 Kumagai, Takashi 36 Wang, Jian 34 Dedecker, Jérôme 34 Merlevède, Florence 34 Tindel, Samy 33 Zeitouni, Ofer 32 Friz, Peter Karl 32 Kondrat’yev, Yuriĭ Grygorovych 32 Landim, Claudio 32 Peres, Yuval 30 Zhang, Tusheng S. 29 Miller, Jason P. 29 Peccati, Giovanni 29 Peligrad, Magda 29 Röckner, Michael 28 Khoshnevisan, Davar 28 Liu, Quansheng 28 Pène, Françoise 28 Tudor, Ciprian A. 27 Bertoin, Jean 27 Gonçalves, Patrícia C. 26 Chen, Xia 26 Ren, Yanxia 26 Song, Renming 25 Albeverio, Sergio A. 25 Curien, Nicolas 25 Guillin, Arnaud 25 Jara, Milton D. 25 Melbourne, Ian 25 Pitman, Jim William 25 Seppäläinen, Timo 24 Bass, Richard F. 24 Cattiaux, Patrick 24 Corwin, Ivan Z. 24 Le Gall, Jean-François 24 Xiao, Yimin 23 Gwynne, Ewain 23 Hairer, Martin 23 Mörters, Peter 22 Borodin, Alexei 22 Ferrari, Patrik Lino 22 Gloter, Arnaud 22 Privault, Nicolas 22 Sheffield, Scott 22 Xiong, Jie 22 Yan, Litan 22 Yau, Horng-Tzer 21 Buraczewski, Dariusz 21 Comte, Fabienne 21 Del Moral, Pierre 21 Delmas, Jean-François 21 Deuschel, Jean-Dominique 21 Doukhan, Paul 21 Hu, Yaozhong 21 Prochno, Joscha 21 Rivasseau, Vincent 21 Wachtel, Vitali I. 21 Wu, Liming 20 Aurzada, Frank 20 Barral, Julien 20 Berestycki, Julien 20 Burdzy, Krzysztof 20 den Hollander, Frank 20 Jasra, Ajay 20 Johansson, Kurt 20 Olla, Stefano 20 Russo, Francesco 19 Berestycki, Nathanaël 19 Comets, Francis M. 19 Croydon, David A. 19 Dolgopyat, Dmitry 19 Flandoli, Franco 19 Gao, Fuqing 19 Hutchcroft, Tom 19 Löcherbach, Eva 19 Marinucci, Domenico 19 Ouknine, Youssef 19 Scheutzow, Michael K. R. 19 Sethuraman, Sunder 19 Shi, Zhan 19 Wang, Feng-Yu 18 Barlow, Martin T. 18 Budhiraja, Amarjit S. 18 Hu, Yueyun 18 Imkeller, Peter 18 Lacoin, Hubert 18 Pardo, Juan Carlos 18 Pardoux, Etienne 18 Quastel, Jeremy 18 Ramírez, Alejandro F. 18 Saloff-Coste, Laurent 18 Sidoravicius, Vladas 18 Sznitman, Alain-Sol 18 Thäle, Christoph 18 Vatutin, Vladimir Alekseevich ...and 9,021 more Authors
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### Cited in 630 Journals

 894 Stochastic Processes and their Applications 636 The Annals of Probability 555 Probability Theory and Related Fields 427 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 385 Journal of Statistical Physics 351 The Annals of Applied Probability 317 Journal of Theoretical Probability 312 Communications in Mathematical Physics 275 Electronic Journal of Probability 261 Bernoulli 244 Statistics & Probability Letters 238 Journal of Functional Analysis 194 The Annals of Statistics 166 Electronic Journal of Statistics 158 Transactions of the American Mathematical Society 133 Journal of Mathematical Analysis and Applications 121 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 108 Journal of Mathematical Physics 107 Journal of Statistical Planning and Inference 105 Journal of Multivariate Analysis 104 Advances in Applied Probability 97 Journal of Applied Probability 95 Electronic Communications in Probability 94 Potential Analysis 85 ALEA. Latin American Journal of Probability and Mathematical Statistics 84 Stochastics and Dynamics 78 Advances in Mathematics 78 Stochastic Analysis and Applications 76 Journal of Differential Equations 75 Comptes Rendus. Mathématique. Académie des Sciences, Paris 72 Stochastics 71 Israel Journal of Mathematics 66 Statistical Inference for Stochastic Processes 65 Ergodic Theory and Dynamical Systems 64 Proceedings of the American Mathematical Society 60 Annales Henri Poincaré 59 Infinite Dimensional Analysis, Quantum Probability and Related Topics 57 Discrete and Continuous Dynamical Systems 55 Journal of Mathematical Sciences (New York) 54 Finance and Stochastics 45 Journal of Econometrics 45 Science China. Mathematics 45 Random Matrices: Theory and Applications 44 Communications on Pure and Applied Mathematics 42 Duke Mathematical Journal 42 Acta Applicandae Mathematicae 41 Acta Mathematica Sinica. English Series 41 Stochastic and Partial Differential Equations. Analysis and Computations 39 Inventiones Mathematicae 34 Nonlinearity 33 Journal d’Analyse Mathématique 33 Applied Mathematics and Optimization 33 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 33 Econometric Theory 33 Discrete and Continuous Dynamical Systems. Series B 33 Frontiers of Mathematics in China 32 Communications in Statistics. Theory and Methods 32 Journal of the European Mathematical Society (JEMS) 31 Journal de Mathématiques Pures et Appliquées. Neuvième Série 31 SIAM Journal on Mathematical Analysis 31 Bulletin des Sciences Mathématiques 30 Theory of Probability and its Applications 30 Mathematical Methods of Statistics 29 Journal of Computational and Applied Mathematics 29 Insurance Mathematics & Economics 28 Archive for Rational Mechanics and Analysis 28 Computational Statistics and Data Analysis 27 Lithuanian Mathematical Journal 27 Statistics 27 Journal of Statistical Mechanics: Theory and Experiment 27 Probability Surveys 27 Annales Henri Lebesgue 26 Chaos, Solitons and Fractals 26 SIAM Journal on Control and Optimization 25 Statistics and Computing 24 Annales de l’Institut Fourier 24 Annals of the Institute of Statistical Mathematics 24 Brazilian Journal of Probability and Statistics 23 Mathematische Zeitschrift 22 Test 22 Journal of Nonparametric Statistics 22 Methodology and Computing in Applied Probability 21 Physica A 21 Theoretical Computer Science 21 Statistical Science 21 Calculus of Variations and Partial Differential Equations 21 Journal of Evolution Equations 20 Revista Matemática Iberoamericana 20 Theory of Probability and Mathematical Statistics 20 Proceedings of the Steklov Institute of Mathematics 19 Journal of the American Statistical Association 19 Advances in Applied Mathematics 19 Geometric and Functional Analysis. GAFA 19 Annales Mathématiques Blaise Pascal 18 Mathematische Annalen 18 Journal of the American Mathematical Society 18 Random Structures & Algorithms 17 Scandinavian Journal of Statistics 17 Memoirs of the American Mathematical Society 17 Mathematical Physics, Analysis and Geometry ...and 530 more Journals
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### Cited in 62 Fields

 8,527 Probability theory and stochastic processes (60-XX) 1,940 Statistics (62-XX) 1,640 Statistical mechanics, structure of matter (82-XX) 1,182 Partial differential equations (35-XX) 891 Dynamical systems and ergodic theory (37-XX) 588 Numerical analysis (65-XX) 579 Combinatorics (05-XX) 538 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 474 Linear and multilinear algebra; matrix theory (15-XX) 461 Measure and integration (28-XX) 439 Functional analysis (46-XX) 416 Operator theory (47-XX) 344 Quantum theory (81-XX) 302 Biology and other natural sciences (92-XX) 284 Systems theory; control (93-XX) 217 Calculus of variations and optimal control; optimization (49-XX) 217 Global analysis, analysis on manifolds (58-XX) 206 Potential theory (31-XX) 195 Ordinary differential equations (34-XX) 194 Computer science (68-XX) 155 Operations research, mathematical programming (90-XX) 145 Convex and discrete geometry (52-XX) 144 Real functions (26-XX) 144 Harmonic analysis on Euclidean spaces (42-XX) 138 Fluid mechanics (76-XX) 127 Differential geometry (53-XX) 109 Information and communication theory, circuits (94-XX) 101 Functions of a complex variable (30-XX) 97 Special functions (33-XX) 83 Number theory (11-XX) 68 Topological groups, Lie groups (22-XX) 66 Integral equations (45-XX) 65 Difference and functional equations (39-XX) 60 Abstract harmonic analysis (43-XX) 59 Relativity and gravitational theory (83-XX) 55 Approximations and expansions (41-XX) 45 Mechanics of deformable solids (74-XX) 41 Group theory and generalizations (20-XX) 36 Integral transforms, operational calculus (44-XX) 34 General topology (54-XX) 30 Mechanics of particles and systems (70-XX) 24 Nonassociative rings and algebras (17-XX) 23 Associative rings and algebras (16-XX) 19 History and biography (01-XX) 19 Several complex variables and analytic spaces (32-XX) 19 Geophysics (86-XX) 18 Algebraic geometry (14-XX) 17 Manifolds and cell complexes (57-XX) 16 Geometry (51-XX) 16 Classical thermodynamics, heat transfer (80-XX) 13 General and overarching topics; collections (00-XX) 13 Sequences, series, summability (40-XX) 9 Mathematical logic and foundations (03-XX) 9 Algebraic topology (55-XX) 7 Order, lattices, ordered algebraic structures (06-XX) 7 Optics, electromagnetic theory (78-XX) 6 Astronomy and astrophysics (85-XX) 3 Commutative algebra (13-XX) 3 Category theory; homological algebra (18-XX) 2 Field theory and polynomials (12-XX) 2 Mathematics education (97-XX) 1 $$K$$-theory (19-XX)