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Annales de l’Institut Henri Poincaré. Probabilités et Statistiques

Documents Indexed: 1,820 Publications (since 1984)
References Indexed: 977 Publications with 26,834 References.
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...and 71 more Volumes
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Authors

23 Peres, Yuval
16 Zeitouni, Ofer
14 Landim, Claudio
13 Nualart, David
13 Yor, Marc
12 Rosen, Jay S.
11 Bertoin, Jean
11 Chen, Xia
11 Gantert, Nina
11 Kyprianou, Andreas E.
10 Dembo, Amir
10 Kozma, Gady
9 Benjamini, Itai
9 Engländer, János
9 Ferrari, Pablo Augusto
9 Jara, Milton D.
9 Löcherbach, Eva
8 Asselah, Amine
8 Berestycki, Nathanaël
8 Evans, Steven Neil
8 Gonçalves, Patrícia C.
8 Hu, Yueyun
8 Rio, Emmanuel
8 van der Hofstad, Remco W.
7 Chen, Zhen-Qing
7 Dedecker, Jérôme
7 Faggionato, Alessandra
7 Friz, Peter Karl
7 Khoshnevisan, Davar
7 Pardoux, Etienne
7 Röckner, Michael
7 Seppäläinen, Timo
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 Eichelsbacher, Peter
6 Fournier, Nicolas
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 Sun, Xin
6 Tindel, Samy
6 Weiss, Benjamin
5 Amir, Gideon
5 Benaïm, Michel
5 Berestycki, Julien
5 Buraczewski, Dariusz
5 Burdzy, Krzysztof
5 Carmona, Philippe
5 Catoni, Olivier
5 Cattiaux, Patrick
5 den Hollander, Frank
5 Duminil-Copin, Hugo
5 Fleischmann, Klaus
5 Fontes, Luiz Renato G.
5 Guionnet, Alice
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 Talagrand, Michel
5 Vallois, Pierre
5 Virág, Bálint
4 Ankirchner, Stefan
4 Arnaudon, Marc
4 Attal, Stéphane
4 Azaïs, Jean-Marc
4 Balazs, Marton
...and 1,928 more Authors
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Fields

1,648 Probability theory and stochastic processes (60-XX)
281 Statistical mechanics, structure of matter (82-XX)
196 Statistics (62-XX)
113 Partial differential equations (35-XX)
103 Dynamical systems and ergodic theory (37-XX)
100 Combinatorics (05-XX)
84 Measure and integration (28-XX)
60 Operator theory (47-XX)
58 Linear and multilinear algebra; matrix theory (15-XX)
48 Functional analysis (46-XX)
33 Quantum theory (81-XX)
32 Global analysis, analysis on manifolds (58-XX)
32 Numerical analysis (65-XX)
30 Potential theory (31-XX)
22 Biology and other natural sciences (92-XX)
22 Systems theory; control (93-XX)
17 Real functions (26-XX)
17 Functions of a complex variable (30-XX)
17 Abstract harmonic analysis (43-XX)
16 Ordinary differential equations (34-XX)
16 Convex and discrete geometry (52-XX)
16 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
16 Information and communication theory, circuits (94-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 Difference and functional equations (39-XX)
9 Fluid mechanics (76-XX)
8 Harmonic analysis on Euclidean spaces (42-XX)
7 Operations research, mathematical programming (90-XX)
6 Mechanics of particles and systems (70-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 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)

Publications by Year

Citations contained in zbMATH Open

1,612 Publications have been cited 17,763 times in 13,059 Documents Cited by Year
Upper bounds for symmetric Markov transition functions. Zbl 0634.60066
Carlen, E. A.; Kusuoka, S.; Stroock, D. W.
206
1987
Quadratic variations and estimation of the local Hölder index of a Gaussian process. Zbl 0882.60032
Istas, Jacques; Lang, Gabriel
126
1997
Subdiffusive behavior of random walk on a random cluster. Zbl 0632.60106
Kesten, H.
122
1986
On the estimation of the diffusion coefficient for multi-dimensional diffusion processes. Zbl 0770.62070
Genon-Catalot, Valentine; Jacod, Jean
109
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
102
2002
The construction of Brownian motion on the Sierpinski carpet. Zbl 0691.60070
Barlow, Martin T.; Bass, Richard F.
92
1989
A dozen de Finetti-style results in search of a theory. Zbl 0619.60039
Diaconis, Persi; Freedman, David
90
1987
Invariant measures for Markov processes arising from iterated function systems with place-dependent probabilities. Zbl 0653.60057
Barnsley, M. F; Demko, S. G.; Elton, J. H.; Geronimo, J. S.
87
1988
Invariance principles for absolutely regular empirical processes. Zbl 0817.60028
Doukhan, Paul; Massart, Pascal; Rio, Emmanuel
85
1995
Approximations of effective coefficients in stochastic homogenization. Zbl 1058.35023
Bourgeat, Alain; Piatnitski, Andrey
85
2004
On the stability of interacting processes with applications to filtering and genetic algorithms. Zbl 0990.60005
Del Moral, Pierre; Guionnet, Alice
83
2001
Tightness criteria for laws of semimartingales. Zbl 0551.60046
Meyer, P. A.; Zheng, W. A.
81
1984
Local statistics of lattice dimers. Zbl 0893.60047
Kenyon, Richard
79
1997
Arbres et processus de Galton-Watson. (Trees and Galton-Watson processes). Zbl 0601.60082
Neveu, J.
78
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.
77
1988
Challenging the empirical mean and empirical variance: a deviation study. Zbl 1282.62070
Catoni, Olivier
75
2012
Variational representations for continuous time processes. Zbl 1231.60018
Budhiraja, Amarjit; Dupuis, Paul; Maroulas, Vasileios
74
2011
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
73
2005
Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models. Zbl 1206.62044
Genest, Christian; Rémillard, Bruno
72
2008
Central limit theorems for eigenvalues in a spiked population model. Zbl 1274.62129
Bai, Zhidong; Yao, Jian-Feng
71
2008
On the Skorokhod topology. Zbl 0609.60005
Jakubowski, Adam
69
1986
Gaussian fluctuations of eigenvalues in the GUE. Zbl 1073.60020
Gustavsson, Jonas
68
2005
The functional central limit theorem for strongly mixing processes. Zbl 0790.60037
Doukhan, Paul; Massart, Pascal; Rio, Emmanuel
67
1994
Differential equations driven by Gaussian signals. Zbl 1202.60058
Friz, Peter; Victoir, Nicolas
66
2010
The smallest \(g\)-supermartingale and reflected BSDE with single and double \(L^2\) obstacles. Zbl 1071.60049
Peng, Shige; Xu, Mingyu
64
2005
Self-similar fragmentations. Zbl 1002.60072
Bertoin, Jean
63
2002
Brownian motion in a Weyl chamber, non-colliding particles, and random matrices. Zbl 0937.60075
Grabiner, David J.
63
1999
Central and non-central limit theorems for weighted power variations of fractional Brownian motion. Zbl 1221.60031
Nourdin, Ivan; Nualart, David; Tudor, Ciprian A.
61
2010
On the multiplicative ergodic theorem for uniquely ergodic systems. Zbl 0892.60011
Furman, Alex
60
1997
LAN property for ergodic diffusions with discrete observations. Zbl 1018.60076
Gobet, Emmanuel
59
2002
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
58
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
57
2005
Values of Brownian intersection exponents. III: Two-sided exponents. Zbl 1006.60075
Lawler, Gregory F.; Schramm, Oded; Werner, Wendelin
57
2002
Refracted Lévy processes. Zbl 1201.60042
Kyprianou, A. E.; Loeffen, R. L.
55
2010
Projecting the surface measure of the sphere of \({\ell}_p^n\). Zbl 1012.60025
Naor, Assaf; Romik, Dan
55
2003
Qualitative properties of certain piecewise deterministic Markov processes. Zbl 1325.60123
Benaïm, Michel; Le Borgne, Stéphane; Malrieu, Florent; Zitt, Pierre-André
55
2015
On the functional central limit theorem for stationary processes. Zbl 0949.60049
Dedecker, Jérôme; Rio, Emmanuel
54
2000
Hedging of contingent claims and maximum price. (Couverture des actifs contingents et prix maximum.) Zbl 0796.60056
Ansel, Jean-Pascal; Stricker, Christophe
53
1994
On consistency of kernel density estimators for randomly censored data: Rates holding uniformly over adaptive intervals. Zbl 0974.62030
Giné, Evarist; Guillou, Armelle
52
2001
Model selection via testing: an alternative to (penalized) maximum likelihood estimators. Zbl 1333.62094
Birgé, Lucien
51
2006
Universality for random tensors. Zbl 1318.60010
Gurau, Razvan
51
2014
Stochastic integration with respect to fractional Brownian motion. Zbl 1016.60043
Carmona, Philippe; Coutin, Laure; Montseny, Gérard
50
2003
The approximate Euler method for Lévy driven stochastic differential equations. Zbl 1071.60046
Jacod, Jean; Kurtz, Thomas G.; Méléard, Sylvie; Protter, Philip
49
2005
Multivariate normal approximation using Stein’s method and Malliavin calculus. Zbl 1196.60035
Nourdin, Ivan; Peccati, Giovanni; Réveillac, Anthony
49
2010
A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations. Zbl 0674.60057
Ocone, Daniel L.; Pardoux, Etienne
49
1989
On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions. Zbl 1225.60093
Delbaen, Freddy; Hu, Ying; Richou, Adrien
49
2011
The weakly asymmetric simple exclusion process. Zbl 0664.60110
de Masi, A.; Presutti, E.; Scacciatelli, E.
49
1989
The fish has no bones. (Le poisson n’a pas d’arêtes.) Zbl 0971.37001
Bousch, Thierry
47
2000
Poisson convergence for the largest eigenvalues of heavy tailed random matrices. Zbl 1177.15037
Auffinger, Antonio; Ben Arous, Gérard; Péché, Sandrine
47
2009
Berry–Esseen theorem and local limit theorem for non uniformly expanding maps. Zbl 1134.60323
Gouëzel, Sébastien
47
2005
A nonasymptotic theorem for unnormalized Feynman-Kac particle models. Zbl 1233.60047
Cérou, F.; Del Moral, P.; Guyader, A.
47
2011
Anisotropic adaptive kernel deconvolution. Zbl 1348.62121
Comte, F.; Lacour, C.
47
2013
Constructive quantization: approximation by empirical measures. Zbl 1283.60063
Dereich, Steffen; Scheutzow, Michael; Schottstedt, Reik
45
2013
Sparsity in penalized empirical risk minimization. Zbl 1168.62044
Koltchinskii, Vladimir
44
2009
Anomalous heat-kernel decay for random walk among bounded random conductances. Zbl 1187.60034
Berger, N.; Biskup, M.; Hoffman, C. E.; Kozma, G.
44
2008
Slow entropy type invariants and smooth realization of commuting measure-preserving transformations. Zbl 0884.60009
Katok, Anatole; Thouvenot, Jean-Paul
44
1997
Exponential stability for nonlinear filtering. Zbl 0888.93057
Atar, Rami; Zeitouni, Ofer
44
1997
Propagation of chaos and fluctuations for a moderate model with smooth initial data. Zbl 0921.60053
Jourdain, B.; Méléard, S.
44
1998
Covariance inequalities for strongly mixing processes. Zbl 0798.60027
Rio, Emmanuel
44
1993
Tree-valued Markov chains derived from Galton-Watson processes. Zbl 0917.60082
Aldous, David; Pitman, Jim
43
1998
Universality of slow decorrelation in KPZ growth. Zbl 1247.82041
Corwin, Ivan; Ferrari, Patrik L.; Péché, Sandrine
43
2012
Stratonovich stochastic differential equations driven by general semimartingales. Zbl 0823.60046
Kurtz, Thomas G.; Pardoux, Étienne; Protter, Philip
42
1995
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
42
1992
Large deviations upper bounds and central limit theorems for non-commutative functionals of Gaussian large random matrices. Zbl 0995.60028
Guionnet, Alice
41
2002
Derrida’s generalised random energy models. I: Models with finitely many hierarchies. Zbl 1121.82020
Bovier, Anton; Kurkova, Irina
41
2004
Derrida’s generalized random energy models. II: Models with continuous hierarchies. Zbl 1121.82021
Bovier, Anton; Kurkova, Irina
40
2004
A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion. Zbl 1260.60135
Deya, A.; Neuenkirch, A.; Tindel, S.
40
2012
The heat equation on manifolds as a gradient flow in the Wasserstein space. Zbl 1215.35016
Erbar, Matthias
39
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
39
2001
Nonparametric adaptive estimation for pure jump Lévy processes. Zbl 1201.62042
Comte, F.; Genon-Catalot, V.
39
2010
On a toy model of interacting neurons. Zbl 1355.92014
Fournier, Nicolas; Löcherbach, Eva
39
2016
The many-to-few lemma and multiple spines. Zbl 1361.60076
Harris, Simon C.; Roberts, Matthew I.
38
2017
Strong law of large numbers for branching diffusions. Zbl 1196.60139
Engländer, János; Harris, Simon C.; Kyprianou, Andreas E.
38
2010
Markov chain approximations to symmetric diffusions. Zbl 0885.60065
Stroock, Daniel W.; Zheng, Weian
38
1997
Travelling wave solutions to the K-P-P equation: alternatives to Simon Harris’ probabilistic analysis. Zbl 1042.60057
Kyprianou, A. E.
38
2004
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
38
1989
Remarks on \(t\)-transformations of measures and convolutions. Zbl 0995.60004
Bożejko, Marek; Wysoczański, Janusz
37
2001
Free diffusions, free entropy and free Fisher information. Zbl 1020.46018
Biane, Philippe; Speicher, Roland
37
2001
Limit theorems for subcritical branching processes in random environment. Zbl 1038.60083
Geiger, Jochen; Kersting, Götz; Vatutin, Vladimir A.
37
2003
Large deviations of the empirical flow for continuous time Markov chains. Zbl 1323.60045
Bertini, Lorenzo; Faggionato, Alessandra; Gabrielli, Davide
37
2015
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
37
1992
Branching diffusion representation of semilinear PDEs and Monte Carlo approximation. Zbl 1467.60067
Henry-Labordère, Pierre; Oudjane, Nadia; Tan, Xiaolu; Touzi, Nizar; Warin, Xavier
37
2019
Ergodicity of hypoelliptic SDEs driven by fractional Brownian motion. Zbl 1221.60083
Hairer, M.; Pillai, N. S.
37
2011
Approximations of the Brownian rough path with applications to stochastic analysis. Zbl 1080.60021
Friz, Peter; Victoir, Nicolas
36
2005
Geometric versus non-geometric rough paths. Zbl 1314.60115
Hairer, Martin; Kelly, David
36
2015
Ergodicity of stochastic differential equations with jumps and singular coefficients. Zbl 1456.60154
Xie, Longjie; Zhang, Xicheng
36
2020
Upper bounds for minimal distances in the central limit theorem. Zbl 1175.60020
Rio, Emmanuel
35
2009
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
35
1998
Capacity and energy for multiparameter Markov processes. Zbl 0689.60071
Fitzsimmons, P. J.; Salisbury, Thomas S.
35
1989
On the mean speed of convergence of empirical and occupation measures in Wasserstein distance. Zbl 1294.60005
Boissard, Emmanuel; Le Gouic, Thibaut
34
2014
Poisson matching. Zbl 1175.60012
Holroyd, Alexander E.; Pemantle, Robin; Peres, Yuval; Schramm, Oded
34
2009
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
34
2003
Maximum of a log-correlated Gaussian field. Zbl 1329.60138
Madaule, Thomas
34
2015
The bootstrap of the mean with arbitrary bootstrap sample size. Zbl 0712.62015
Arcones, Miguel A.; Giné, Evarist
34
1989
Central limit theorems for linear spectral statistics of large dimensional \(F\)-matrices. Zbl 1251.15039
Zheng, Shurong
34
2012
Symmetric jump processes: localization, heat kernels and convergence. Zbl 1201.60078
Bass, Richard F.; Kassmann, Moritz; Kumagai, Takashi
33
2010
The strong Feller property for singular stochastic PDEs. Zbl 1426.60088
Hairer, M.; Mattingly, J.
33
2018
Scale-free percolation. Zbl 1274.60290
Deijfen, Maria; Van Der Hofstad, Remco; Hooghiemstra, Gerard
33
2013
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
33
1990
Set estimation under convexity type assumptions. Zbl 1169.62317
Casal, Alberto Rodríguez
32
2007
Lyapunov exponents of the SHE under general initial data. Zbl 1508.60067
Ghosal, Promit; Lin, Yier
3
2023
Stochastic homogenization of random walks on point processes. Zbl 07699937
Faggionato, Alessandra
3
2023
Finite-size scaling, phase coexistence, and algorithms for the random cluster model on random graphs. Zbl 07699943
Helmuth, Tyler; Jenssen, Matthew; Perkins, Will
3
2023
Gaussian fluctuations and free energy expansion for Coulomb gases at any temperature. Zbl 1517.82008
Serfaty, Sylvia
3
2023
Semiparametric estimation of McKean-Vlasov SDEs. Zbl 07657644
Belomestny, Denis; Pilipauskaitė, Vytautė; Podolskij, Mark
2
2023
Cutoff for permuted Markov chains. Zbl 1508.60073
Ben-Hamou, Anna; Peres, Yuval
2
2023
Noise effects in some stochastic evolution equations: global existence and dependence on initial data. Zbl 1508.60070
Tang, Hao; Yang, Anita
2
2023
Extreme order statistics of random walks. Zbl 1515.60131
Pitman, Jim; Tang, Wenpin
1
2023
Busemann process and semi-infinite geodesics in Brownian last-passage percolation. Zbl 1515.60328
Seppäläinen, Timo; Sorensen, Evan
1
2023
Diffusive limits of two-parameter ordered Chinese restaurant process up-down chains. Zbl 1508.60083
Rivera-Lopez, Kelvin; Rizzolo, Douglas
1
2023
Dynamical Gibbs-non-Gibbs transitions in Widom-Rowlinson models on trees. Zbl 1509.82019
Bergmann, Sebastian; Kissel, Sascha; Külske, Christof
1
2023
Operator-valued matrices with free or exchangeable entries. Zbl 1517.46049
Banna, Marwa; Cébron, Guillaume
1
2023
Extinction times of multitype continuous-state branching processes. Zbl 1516.60052
Chaumont, Loïc; Marolleau, Marine
1
2023
Equivalence of Liouville measure and Gaussian free field. Zbl 1516.60049
Berestycki, Nathanaël; Sheffield, Scott; Sun, Xin
1
2023
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
10
2022
Asymptotics of the density of parabolic Anderson random fields. Zbl 1484.60068
Hu, Yaozhong; Lê, Khoa
6
2022
Central limit theorems for parabolic stochastic partial differential equations. Zbl 1492.60076
Chen, Le; Khoshnevisan, Davar; Nualart, David; Pu, Fei
5
2022
Path dependent Feynman-Kac formula for forward backward stochastic Volterra integral equations. Zbl 1494.35071
Wang, Hanxiao; Yong, Jiongmin; Zhang, Jianfeng
4
2022
Fluctuations of the overlap at low temperature in the 2-spin spherical SK model. Zbl 1492.82019
Landon, Benjamin; Sosoe, Philippe
4
2022
Momenta spacing distributions in anharmonic oscillators and the higher order finite temperature Airy kernel. Zbl 1494.30074
Bothner, Thomas; Cafasso, Mattia; Tarricone, Sofia
4
2022
Precise large deviation estimates for branching process in random environment. Zbl 1494.60029
Buraczewski, Dariusz; Dyszewski, Piotr
4
2022
Concentration for integrable directed polymer models. Zbl 1492.60285
Noack, Christian; Sosoe, Philippe
4
2022
Excursions away from the Lipschitz minorant of a Lévy process. Zbl 1492.60129
Evans, Steven N.; Ouaki, Mehdi
4
2022
Fluctuations of Brownian motions on \(\mathbb{GL}_N\). Zbl 1493.46083
Cébron, Guillaume; Kemp, Todd
4
2022
Maximum of branching Brownian motion in a periodic environment. Zbl 1498.60330
Lubetzky, Eyal; Thornett, Chris; Zeitouni, Ofer
4
2022
Hamilton-Jacobi equations for inference of matrix tensor products. Zbl 1494.82021
Chen, Hong-Bin; Xia, Jiaming
3
2022
Geometric convergence bounds for Markov chains in Wasserstein distance based on generalized drift and contraction conditions. Zbl 1494.60077
Qin, Qian; Hobert, James P.
3
2022
Couplings for Andersen dynamics. Zbl 1492.37079
Bou-Rabee, Nawaf; Eberle, Andreas
3
2022
Short cycles in high genus unicellular maps. Zbl 1493.05085
Janson, Svante; Louf, Baptiste
3
2022
Pathwise vs. path-by-path uniqueness. Zbl 1506.60059
Shaposhnikov, Alexander; Wresch, Lukas
3
2022
Orthogonal polynomial duality of boundary driven particle systems and non-equilibrium correlations. Zbl 1491.60176
Floreani, Simone; Redig, Frank; Sau, Federico
3
2022
Limiting one-point distribution of periodic TASEP. Zbl 07481302
Baik, Jinho; Liu, Zhipeng; Silva, Guilherme L. F.
3
2022
Metastability for systems of interacting neurons. Zbl 1492.60282
Löcherbach, Eva; Monmarché, Pierre
3
2022
A zero-one law for invariant measures and a local limit theorem for coefficients of random walks on the general linear group. Zbl 1505.37015
Grama, Ion; Quint, Jean-François; Xiao, Hui
3
2022
Spectral gap and cutoff phenomenon for the Gibbs sampler of \(\nabla \varphi\) interfaces with convex potential. Zbl 1502.37032
Caputo, Pietro; Labbé, Cyril; Lacoin, Hubert
2
2022
Zero kinetic undercooling limit in the supercooled Stefan problem. Zbl 1494.35197
Baker, Graeme; Shkolnikov, Mykhaylo
2
2022
Asymptotic expansion of correlation functions for \({\mathbb{Z}^d}\) covers of hyperbolic flows. Zbl 1510.37039
Dolgopyat, Dmitry; Nándori, Péter; Pène, Françoise
2
2022
Longtime asymptotics of the two-dimensional parabolic Anderson model with white-noise potential. Zbl 1497.35124
König, Wolfgang; Perkowski, Nicolas; van Zuijlen, Willem
2
2022
Exact asymptotics of the stochastic wave equation with time-independent noise. Zbl 1502.37081
Balan, Raluca M.; Le, Chen; Chen, Xia
2
2022
Stochastic heat equation with general rough noise. Zbl 1483.60094
Hu, Yaozhong; Wang, Xiong
2
2022
Wilson loops in finite abelian lattice gauge theories. Zbl 1513.81102
Forsström, Malin P.; Lenells, Jonatan; Viklund, Fredrik
2
2022
Spectral analysis of the zigzag process. Zbl 07557523
Bierkens, Joris; Lunel, Sjoerd M. Verduyn
1
2022
Transience and recurrence of sets for branching random walk via non-standard stochastic orders. Zbl 1492.60217
Hutchcroft, Tom
1
2022
The density of the \((\alpha ,d,\beta)\)-superprocess and singular solutions to a fractional non-linear PDE. Zbl 1494.35159
Hughes, Thomas
1
2022
On the explosion of the number of fragments in simple exchangeable fragmentation-coagulation processes. Zbl 1492.60244
Foucart, Clément; Zhou, Xiaowen
1
2022
Deterministic homogenization under optimal moment assumptions for fast-slow systems. II. Zbl 1502.37040
Chevyrev, Ilya; Friz, Peter; Korepanov, Alexey; Melbourne, Ian; Zhang, Huilin
1
2022
Weyl law for the Anderson Hamiltonian on a two-dimensional manifold. Zbl 1497.35119
Antoine, Mouzard
1
2022
Random trigonometric polynomials: universality and non-universality of the variance for the number of real roots. Zbl 1493.60049
Do, Yen; Nguyen, Hoi H.; Nguyen, Oanh
1
2022
Lower bounds for invariant statistical models with applications to principal component analysis. Zbl 1493.62025
Wahl, Martin
1
2022
Some inequalities for reversible Markov chains and branching random walks via spectral optimization. Zbl 1493.60112
Hermon, Jonathan
1
2022
Concentration of Markov chains indexed by trees. Zbl 1492.60290
Shriver, Christopher
1
2022
SLE scaling limits for a Laplacian random growth model. Zbl 1494.30027
Higgs, Frankie
1
2022
Crossing estimates from metric graph and discrete GFF. Zbl 1492.60271
Ding, Jian; Wirth, Mateo; Wu, Hao
1
2022
A simple convergence proof for the lace expansion. Zbl 1492.60291
Slade, Gordon
1
2022
GUE corners process in boundary-weighed six-vertex models. Zbl 07481300
Dimitrov, Evgeni; Rychnovsky, Mark
1
2022
Equilibrium fluctuations for diffusive symmetric exclusion with long jumps and infinitely extended reservoirs. Zbl 1492.60265
Bernardin, C.; Gonçalves, P.; Jara, M.; Scotta, S.
1
2022
Local limit theorem in deterministic systems. Zbl 1500.37008
Kosloff, Zemer; Volny, Dalibor
1
2022
Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk. Zbl 07599769
Dexheimer, Niklas; Strauch, Claudia; Trottner, Lukas
1
2022
Variance linearity for real Gaussian zeros. Zbl 1503.60043
Lachièze-Rey, Raphaël
1
2022
Fluctuations for matrix-valued Gaussian processes. Zbl 1498.60030
Diaz, Mario; Jaramillo, Arturo; Pardo, Juan Carlos
1
2022
McKean-Vlasov SDEs under measure dependent Lyapunov conditions. Zbl 1489.60099
Hammersley, William R. P.; Šiška, David; Szpruch, Łukasz
29
2021
Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations. Zbl 1491.60088
Röckner, Michael; Sun, Xiaobin; Xie, Yingchao
14
2021
Exponential ergodicity for SDEs and McKean-Vlasov processes with Lévy noise. Zbl 1480.60163
Liang, Mingjie; Majka, Mateusz B.; Wang, Jian
12
2021
The geometry of random walk isomorphism theorems. Zbl 1484.60105
Bauerschmidt, Roland; Helmuth, Tyler; Swan, Andrew
11
2021
Fractional moments of the stochastic heat equation. Zbl 1472.60051
Das, Sayan; Tsai, Li-Cheng
8
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
8
2021
Piecewise deterministic Markov processes and their invariant measures. Zbl 1484.60083
Durmus, Alain; Guillin, Arnaud; Monmarché, Pierre
8
2021
Liouville quantum gravity surfaces with boundary as matings of trees. Zbl 1472.60017
Ang, Morris; Gwynne, Ewain
7
2021
Edgeworth expansions for weakly dependent random variables. Zbl 1480.37016
Fernando, Kasun; Liverani, Carlangelo
7
2021
Extreme eigenvalue statistics of \(m\)-dependent heavy-tailed matrices. Zbl 1491.60008
Basrak, Bojan; Cho, Yeonok; Heiny, Johannes; Jung, Paul
7
2021
Coexistence of competing first passage percolation on hyperbolic graphs. Zbl 1492.60268
Candellero, Elisabetta; Stauffer, Alexandre
7
2021
Persistence exponents in Markov chains. Zbl 1483.60041
Aurzada, Frank; Mukherjee, Sumit; Zeitouni, Ofer
6
2021
Poisson statistics for Gibbs measures at high temperature. Zbl 1473.60019
Lambert, Gaultier
5
2021
The spectral gap of sparse random digraphs. Zbl 1468.05093
Coste, Simon
5
2021
Stochastic approximation of quasi-stationary distributions for diffusion processes in a bounded domain. Zbl 1472.60136
Benaïm, Michel; Champagnat, Nicolas; Villemonais, Denis
5
2021
Total variation estimates in the Breuer-Major theorem. Zbl 1472.60049
Nualart, David; Zhou, Hongjuan
5
2021
Conformal covariance of the Liouville quantum gravity metric for \(\gamma\in (0,2)\). Zbl 1472.60020
Gwynne, Ewain; Miller, Jason
5
2021
Mean-field Langevin dynamics and energy landscape of neural networks. Zbl 1492.65023
Hu, Kaitong; Ren, Zhenjie; Šiška, David; Szpruch, Łukasz
5
2021
The elliptic stochastic quantization of some two dimensional Euclidean QFTs. Zbl 1483.60086
Albeverio, Sergio; De Vecchi, Francesco C.; Gubinelli, Massimiliano
5
2021
Global observables for RW: law of large numbers. Zbl 1472.60079
Dolgopyat, Dmitry; Lenci, Marco; Nándori, Péter
4
2021
Phase transition for the interchange and quantum Heisenberg models on the Hamming graph. Zbl 1472.82021
Adamczak, Radosław; Kotowski, Michał; Miłoś, Piotr
4
2021
New lower bounds for trace reconstruction. Zbl 1469.62189
Chase, Zachary
4
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
4
2021
Directed polymer in \(\gamma\)-stable random environments. Zbl 1469.82042
Viveros, Roberto
4
2021
\(\mathcal{U}\)-bootstrap percolation: critical probability, exponential decay and applications. Zbl 1480.60292
Hartarsky, Ivailo
4
2021
Spike and slab Pólya tree posterior densities: adaptive inference. Zbl 1493.62240
Castillo, Ismaël; Mismer, Romain
4
2021
Efficient estimation of smooth functionals in Gaussian shift models. Zbl 1469.62430
Koltchinskii, Vladimir; Zhilova, Mayya
3
2021
Sharp phase transition for the continuum Widom-Rowlinson model. Zbl 1472.60019
Dereudre, David; Houdebert, Pierre
3
2021
Central limit theorem for mesoscopic eigenvalue statistics of deformed Wigner matrices and sample covariance matrices. Zbl 1470.60014
Li, Yiting; Schnelli, Kevin; Xu, Yuanyuan
3
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
3
2021
Brownian motion on stable looptrees. Zbl 1469.60353
Archer, Eleanor
3
2021
Almost square permutations are typically square. Zbl 1483.05002
Borga, Jacopo; Duchi, Enrica; Slivken, Erik
3
2021
Concentration of scalar ergodic diffusions and some statistical implications. Zbl 1483.60111
Aeckerle-Willems, Cathrine; Strauch, Claudia
3
2021
\(N\)-player games and mean-field games with smooth dependence on past absorptions. Zbl 1481.91022
Campi, Luciano; Ghio, Maddalena; Livieri, Giulia
3
2021
Barak-Erdős graphs and the infinite-bin model. Zbl 1483.05162
Mallein, Bastien; Ramassamy, Sanjay
3
2021
Last passage percolation in an exponential environment with discontinuous rates. Zbl 1487.60177
Ciech, Federico; Georgiou, Nicos
3
2021
Russo-Seymour-Welsh estimates for the Kostlan ensemble of random polynomials. Zbl 1483.30028
Beliaev, D.; Muirhead, S.; Wigman, I.
3
2021
Equidistribution of random walks on compact groups. Zbl 1468.60054
Borda, Bence
2
2021
On the critical branching random walk. III: the critical dimension. Zbl 1491.60061
Zhu, Qingsan
2
2021
Existence of densities for stochastic differential equations driven by Lévy processes with anisotropic jumps. Zbl 1472.60083
Friesen, Martin; Jin, Peng; Rüdiger, Barbara
2
2021
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Cited by 10,131 Authors

63 Nualart, David
60 Chen, Zhen-Qing
48 Kyprianou, Andreas E.
45 Erdős, László
43 Nourdin, Ivan
42 Wang, Jian
38 Kumagai, Takashi
38 Landim, Claudio
36 Tindel, Samy
36 Zeitouni, Ofer
35 Dedecker, Jérôme
35 Friz, Peter Karl
35 Merlevède, Florence
34 Gonçalves, Patrícia C.
34 Peccati, Giovanni
33 Song, Renming
32 Kondrat’yev, Yuriĭ Grygorovych
32 Peres, Yuval
31 Chen, Xia
31 Liu, Quansheng
31 Peligrad, Magda
31 Ren, Yanxia
31 Röckner, Michael
31 Tudor, Ciprian A.
30 Del Moral, Pierre
30 Miller, Jason P.
30 Pène, Françoise
30 Zhang, Tusheng S.
29 Bertoin, Jean
29 Khoshnevisan, Davar
28 Curien, Nicolas
28 Hairer, Martin
28 Privault, Nicolas
28 Seppäläinen, Timo
27 Corwin, Ivan Z.
27 Guillin, Arnaud
27 Gwynne, Ewain
26 Borodin, Alexei
26 Jara, Milton D.
26 Melbourne, Ian
26 Xiao, Yimin
25 Albeverio, Sergio A.
25 Cattiaux, Patrick
25 Ferrari, Patrik Lino
25 Hu, Yaozhong
25 Le Gall, Jean-François
25 Pitman, Jim William
25 Yan, Litan
25 Yau, Horng-Tzer
24 Bass, Richard F.
24 Mörters, Peter
24 Wachtel, Vitali I.
24 Zhang, Xicheng
23 Buraczewski, Dariusz
23 den Hollander, Frank
23 Gloter, Arnaud
23 Mourrat, Jean-Christophe
23 Rivasseau, Vincent
23 Russo, Francesco
23 Sheffield, Scott
22 Berestycki, Julien
22 Berestycki, Nathanaël
22 Comte, Fabienne
22 Delmas, Jean-François
22 Doukhan, Paul
22 Flandoli, Franco
22 Johansson, Kurt
22 Löcherbach, Eva
22 Marinucci, Domenico
22 Ouknine, Youssef
22 Ramírez, Alejandro F.
22 Saloff-Coste, Laurent
22 Wu, Liming
22 Xiong, Jie
21 Aurzada, Frank
21 Barral, Julien
21 Burdzy, Krzysztof
21 Deuschel, Jean-Dominique
21 Forrester, Peter J.
21 Gantert, Nina
21 Hutchcroft, Tom
21 Jasra, Ajay
21 Kulik, Alexey M.
21 Mallein, Bastien
21 Prochno, Joscha
21 Sethuraman, Sunder
21 Sidoravicius, Vladas
21 Wang, Feng-Yu
21 Yao, Jianfeng
20 Croydon, David A.
20 Dolgopyat, Dmitry
20 Duminil-Copin, Hugo
20 Grama, Ion G.
20 Hu, Yueyun
20 Lacoin, Hubert
20 Olla, Stefano
20 Scheutzow, Michael K. R.
20 Shi, Zhan
20 Sznitman, Alain-Sol
19 Budhiraja, Amarjit S.
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Cited in 668 Journals

961 Stochastic Processes and their Applications
658 The Annals of Probability
600 Probability Theory and Related Fields
461 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
420 Journal of Statistical Physics
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408 Electronic Journal of Probability
372 Communications in Mathematical Physics
340 Journal of Theoretical Probability
293 Bernoulli
257 Statistics & Probability Letters
256 Journal of Functional Analysis
210 The Annals of Statistics
170 Transactions of the American Mathematical Society
170 Electronic Journal of Statistics
148 Journal of Mathematical Analysis and Applications
133 Journal of Mathematical Physics
123 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
116 Advances in Applied Probability
115 Journal of Applied Probability
115 Electronic Communications in Probability
111 Journal of Multivariate Analysis
110 Journal of Statistical Planning and Inference
105 ALEA. Latin American Journal of Probability and Mathematical Statistics
103 Potential Analysis
102 Stochastics and Dynamics
96 Journal of Differential Equations
87 Advances in Mathematics
84 Stochastic Analysis and Applications
81 Israel Journal of Mathematics
77 Stochastics
75 Comptes Rendus. Mathématique. Académie des Sciences, Paris
72 Ergodic Theory and Dynamical Systems
70 Proceedings of the American Mathematical Society
68 Statistical Inference for Stochastic Processes
64 Annales Henri Poincaré
61 Discrete and Continuous Dynamical Systems
60 Infinite Dimensional Analysis, Quantum Probability and Related Topics
57 Stochastic and Partial Differential Equations. Analysis and Computations
55 Journal of Mathematical Sciences (New York)
55 Finance and Stochastics
50 Journal of Econometrics
49 Random Matrices: Theory and Applications
48 Journal of Physics A: Mathematical and Theoretical
46 Inventiones Mathematicae
46 Science China. Mathematics
44 Communications on Pure and Applied Mathematics
44 Acta Applicandae Mathematicae
44 Acta Mathematica Sinica. English Series
43 Duke Mathematical Journal
42 Communications in Statistics. Theory and Methods
42 SIAM Journal on Mathematical Analysis
40 Nonlinearity
39 Journal d’Analyse Mathématique
37 Applied Mathematics and Optimization
36 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI
36 Annales Henri Lebesgue
35 Discrete and Continuous Dynamical Systems. Series B
34 SIAM Journal on Control and Optimization
34 Journal of the European Mathematical Society (JEMS)
34 Econometric Theory
33 Archive for Rational Mechanics and Analysis
33 Journal of Statistical Mechanics: Theory and Experiment
33 Frontiers of Mathematics in China
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30 Mathematical Methods of Statistics
29 Insurance Mathematics & Economics
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27 Lithuanian Mathematical Journal
27 Chaos, Solitons and Fractals
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25 Theory of Probability and Mathematical Statistics
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24 Physica A
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24 Methodology and Computing in Applied Probability
24 Brazilian Journal of Probability and Statistics
23 Calculus of Variations and Partial Differential Equations
23 Oberwolfach Reports
22 Statistical Science
22 Random Structures & Algorithms
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22 Journal of Evolution Equations
22 Journal of Machine Learning Research (JMLR)
22 SIGMA. Symmetry, Integrability and Geometry: Methods and Applications
21 Theoretical Computer Science
21 Combinatorics, Probability and Computing
20 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
20 Revista Matemática Iberoamericana
20 Geometric and Functional Analysis. GAFA
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