# zbMATH — the first resource for mathematics

## Electronic Journal of Probability

 Short Title: Electron. J. Probab. Publisher: University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham, NC ISSN: 1083-6489/e Online: https://projecteuclid.org/all/euclid.ejphttp://ejp.ejpecp.org/http://www.emis.de/journals/EJP-ECP/index-2.html Comments: Indexed cover-to-cover; Published electronic only as of Vol. 1 (1996). This journal is available open access.
 Documents Indexed: 1,851 Publications (since 1996) References Indexed: 539 Publications with 17,421 References.
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#### Latest Issues

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#### Authors

 16 Janson, Svante 16 Peres, Yuval 13 Pitman, Jim William 11 Barbour, Andrew D. 11 Greven, Andreas 11 Rosen, Jay S. 10 Delmas, Jean-François 10 Etheridge, Alison Mary 10 Peccati, Giovanni 9 Bass, Richard F. 9 den Hollander, Frank 9 Lawler, Gregory Francis 9 Nourdin, Ivan 9 Perkins, Edwin A. 9 Popov, Serguei Yu. 9 Sidoravicius, Vladas 9 van der Hofstad, Remco W. 8 Aldous, David John 8 Benjamini, Itai 8 Budhiraja, Amarjit S. 8 Döbler, Christian 8 Khoshnevisan, Davar 8 Mountford, Thomas S. 8 Nualart, David 7 Abraham, Romain 7 Adamczak, Radosław 7 Berger, Quentin 7 Bovier, Anton 7 Dalang, Robert C. 7 Dawson, Donald Andrew 7 Durrett, Richard Timothy 7 Gantert, Nina 7 Hambly, Ben M. 7 Holroyd, Alexander E. 7 Kurtz, Thomas Gordon 7 Limic, Vlada 7 Müller, Carl E. 7 Redig, Frank 7 Schweinsberg, Jason Ross 7 Sun, Rongfeng 7 Thäle, Christoph 7 Wakolbinger, Anton 7 Yor, Marc 6 Alexander, Kenneth S. 6 Bertoin, Jean 6 Birkner, Matthias 6 Burdzy, Krzysztof 6 Černý, Jiří 6 Chaumont, Loïc 6 Del Moral, Pierre 6 Erdős, László 6 Fill, James Allen 6 Holmgren, Cecilia Ingrid 6 Kyprianou, Andreas E. 6 Lambert, Amaury 6 Merkl, Franz 6 Miermont, Grégory 6 Mourrat, Jean-Christophe 6 Savov, Mladen Svetoslavov 6 Seppäläinen, Timo 6 Sturm, Anja K. 6 Tribe, Roger P. 6 Weber, Hendrik 5 Basdevant, Anne-Laure 5 Basse-O’Connor, Andreas 5 Baudoin, Fabrice 5 Buraczewski, Dariusz 5 Caputo, Pietro 5 Caravenna, Francesco 5 Collevecchio, Andrea 5 Damron, Michael 5 Dembo, Amir 5 Dupuis, Paul G. 5 Eichelsbacher, Peter 5 Evans, Steven Neil 5 Ferrari, Patrik Lino 5 Fleischmann, Klaus 5 Gnedin, Alexander V. 5 Gwynne, Ewain 5 Hairer, Martin 5 Hwang, Hsien-Kuei 5 Iksanov, Aleksander M. 5 Imkeller, Peter 5 Kumagai, Takashi 5 Marckert, Jean-François 5 Mattingly, Jonathan Christopher 5 Merlevède, Florence 5 Mijatović, Aleksandar 5 Mörters, Peter 5 Penrose, Mathew D. 5 Pfaffelhuber, Peter 5 Possamaï, Dylan 5 Ramanan, Kavita 5 Rolles, Silke W. W. 5 Röllin, Adrian 5 Saloff-Coste, Laurent 5 Schertzer, Emmanuel 5 Scheutzow, Michael K. R. 5 Sun, Xin 5 Swart, Jan M. ...and 1,980 more Authors
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#### Fields

 1,797 Probability theory and stochastic processes (60-XX) 334 Statistical mechanics, structure of matter (82-XX) 164 Combinatorics (05-XX) 134 Partial differential equations (35-XX) 77 Biology and other natural sciences (92-XX) 76 Linear and multilinear algebra; matrix theory (15-XX) 66 Statistics (62-XX) 54 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 45 Numerical analysis (65-XX) 43 Dynamical systems and ergodic theory (37-XX) 35 Operator theory (47-XX) 33 Measure and integration (28-XX) 32 Systems theory; control (93-XX) 28 Functional analysis (46-XX) 27 Computer science (68-XX) 23 Global analysis, analysis on manifolds (58-XX) 19 Potential theory (31-XX) 18 Special functions (33-XX) 17 Real functions (26-XX) 17 Operations research, mathematical programming (90-XX) 15 Ordinary differential equations (34-XX) 14 Convex and discrete geometry (52-XX) 13 Functions of a complex variable (30-XX) 13 Quantum theory (81-XX) 12 Number theory (11-XX) 12 Calculus of variations and optimal control; optimization (49-XX) 10 Difference and functional equations (39-XX) 9 Group theory and generalizations (20-XX) 9 Fluid mechanics (76-XX) 8 Harmonic analysis on Euclidean spaces (42-XX) 7 Integral equations (45-XX) 6 Differential geometry (53-XX) 6 Information and communication theory, circuits (94-XX) 5 Approximations and expansions (41-XX) 5 General topology (54-XX) 4 Topological groups, Lie groups (22-XX) 3 Integral transforms, operational calculus (44-XX) 3 Mechanics of particles and systems (70-XX) 2 Nonassociative rings and algebras (17-XX) 2 Geometry (51-XX) 2 Mechanics of deformable solids (74-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Field theory and polynomials (12-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Abstract harmonic analysis (43-XX) 1 Manifolds and cell complexes (57-XX) 1 Classical thermodynamics, heat transfer (80-XX)

#### Citations contained in zbMATH Open

1,467 Publications have been cited 11,470 times in 8,107 Documents Cited by Year
Recurrence of distributional limits of finite planar graphs. Zbl 1010.82021
Benjamini, Itai; Schramm, Oded
2001
Processes on unimodular random networks. Zbl 1131.60003
Aldous, David J.; Lyons, Russell
2007
Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E’s. Zbl 0922.60056
Dalang, Robert C.
1999
Dynamic monetary risk measures for bounded discrete-time processes. Zbl 1184.91109
Cheridito, Patrick; Delbaen, Freddy; Kupper, Michael
2006
Fractional {O}rnstein-{U}hlenbeck processes. Zbl 1065.60033
Cheridito, Patrick; Kawaguchi, Hideyuki; Maejima, Makoto
2003
Fractional Poisson processes and related planar random motions. Zbl 1190.60028
Beghin, Luisa; Orsingher, Enzo
2009
The fractional Poisson process and the inverse stable subordinator. Zbl 1245.60084
Meerschaert, Mark M.; Nane, Erkan; Vellaisamy, P.
2011
Large time asymptotics of growth models on space-like paths. I: Push ASEP. Zbl 1187.82084
Borodin, Alexei; Ferrari, Patrik L.
2008
The local semicircle law for a general class of random matrices. Zbl 1373.15053
Erdős, László; Knowles, Antti; Yau, Horng-Tzer; Yin, Jun
2013
Intermittence and nonlinear parabolic stochastic partial differential equations. Zbl 1190.60051
Foondun, Mohammud; Khoshnevisan, Davar
2009
A theory of hypoellipticity and unique ergodicity for semilinear stochastic PDEs. Zbl 1228.60072
Hairer, Martin; Mattingly, Jonathan C.
2011
One-arm exponent for critical 2D percolation. Zbl 1015.60091
Lawler, Gregory F.; Schramm, Oded; Werner, Wendelin
2002
Insensitivity to negative dependence of the asymptotic behavior of precise large deviations. Zbl 1109.60021
Tang, Qihe
2006
Eigenvalues of GUE minors. Zbl 1127.60047
Johansson, Kurt; Nordenstam, Eric
2006
Quasi-sure stochastic analysis through aggregation. Zbl 1245.60062
Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng
2011
A tail inequality for suprema of unbounded empirical processes with applications to Markov chains. Zbl 1190.60010
2008
Coalescents with simultaneous multiple collisions. Zbl 0959.60065
Schweinsberg, Jason
2000
Density formula and concentration inequalities with Malliavin calculus. Zbl 1192.60066
Nourdin, Ivan; Viens, Frederi G.
2009
On Lévy processes conditioned to stay positive. Zbl 1109.60039
Chaumont, L.; Doney, R. A.
2005
Poisson-type processes governed by fractional and higher-order recursive differential equations. Zbl 1228.60093
Beghin, Luisa; Orsingher, Enzo
2010
Dyson’s Brownian motions, intertwining and interlacing. Zbl 1127.60078
Warren, Jon
2007
Stochastic homeomorphism flows of SDEs with singular drifts and Sobolev diffusion coefficients. Zbl 1225.60099
Zhang, Xicheng
2011
Functional CLT for random walk among bounded random conductances. Zbl 1127.60093
Biskup, Marek; Prescott, Timothy M.
2007
Large deviations asymptotics and the spectral theory of multiplicatively regular Markov processes. Zbl 1079.60067
Kontoyiannis, Ioannis; Meyn, S. P.
2005
Alpha-stable branching and beta-coalescents. Zbl 1066.60072
Birkner, Matthias; Blath, Jochen; Capaldo, Marcella; Etheridge, Alison M.; Möhle, Martin; Schweinsberg, Jason; Wakolbinger, Anton
2005
Reflected backward stochastic differential equation with jumps and random obstacle. Zbl 1015.60051
2003
The Yamada-Watanabe-Engelbert theorem for general stochastic equations and inequalities. Zbl 1157.60068
Kurtz, Thomas G.
2007
Curvilinear integrals along enriched paths. Zbl 1110.60031
Feyel, Denis; de La Pradelle, Arnaud
2006
A note on the Gromov-Hausdorff-Prokhorov distance between (locally) compact metric measure spaces. Zbl 1285.60004
Abraham, Romain; Delmas, Jean-François; Hoscheit, Patrick
2013
The symbol associated with the solution of a stochastic differential equation. Zbl 1226.60116
Schilling, Rene L.; Schnurr, Alexander
2010
Existence, uniqueness and regularity of parabolic SPDEs driven by Poisson random measure. Zbl 1109.60048
Hausenblas, Erika
2005
Cube root fluctuations for the corner growth model associated to the exclusion process. Zbl 1139.60046
Balazs, Marton; Cator, Eric; Seppäläinen, Timo
2006
Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices. Zbl 1245.60007
Benaych-Georges, Florent; Guionnet, Alice; Maida, Mylène
2011
Delay equations driven by rough paths. Zbl 1190.60046
Neuenkirch, Andreas; Nourdin, Ivan; Tindel, Samy
2008
Quasi-stationary distributions and the continuous-state branching process conditioned to be never extinct. Zbl 1127.60082
Lambert, Amaury
2007
Gaussian upper bounds for heat kernels of continuous time simple random walks. Zbl 1244.60099
Folz, Matthew
2011
Near-critical percolation in two dimensions. Zbl 1189.60182
Nolin, Pierre
2008
Isotropic local laws for sample covariance and generalized Wigner matrices. Zbl 1288.15044
Alex, Bloemendal; Erdős, László; Knowles, Antti; Yau, Horng-Tzer; Yin, Jun
2014
Fixed points of the smoothing transform: the boundary case. Zbl 1110.60081
Biggins, J. D.; Kyprianou, A. E.
2005
Ergodic theory on stationary random graphs. Zbl 1278.05222
Benjamini, Itai; Curien, Nicolas
2012
Distances in random graphs with finite mean and infinite variance degrees. Zbl 1126.05090
van der Hofstad, Remco W.; Hooghiemstra, Gerard; Znamenski, Dmitri
2007
Comparing Fréchet and positive stable laws. Zbl 1288.60018
Simon, Thomas
2014
Superreplication under volatility uncertainty for measurable claims. Zbl 1282.91360
Neufeld, Ariel; Nutz, Marcel
2013
Martingale problems for conditional distributions of Markov processes. Zbl 0907.60065
Kurtz, Thomas G.
1998
Gaussian limits for random geometric measures. Zbl 1153.60015
Penrose, Mathew D.
2007
Classical and variational differentiability of BSDEs with quadratic growth. Zbl 1138.60042
Ankirchner, Stefan; Imkeller, Peter; dos Reis, Gonçalo J. N.
2007
Products of independent non-Hermitian random matrices. Zbl 1244.60011
O’Rourke, Sean; Soshnikov, Alexander B.
2011
On percolation in random graphs with given vertex degrees. Zbl 1189.60179
Janson, Svante
2009
Hitting properties of a random string. Zbl 1010.60059
Mueller, C.; Tribe, R.
2002
The genealogy of self-similar fragmentations with negative index as a continuum random tree. Zbl 1064.60076
Haas, Bénédicte; Miermont, Grégory
2004
Concentration inequalities for Markov chains by Marton couplings and spectral methods. Zbl 1342.60121
Paulin, Daniel
2015
Ratio of the tail of an infinitely divisible distribution on the line to that of its Lévy measure. Zbl 1193.60023
Watanabe, Toshiro; Yamamuro, Kouji
2010
Random recursive trees and the Bolthausen-Sznitman coalescent. Zbl 1109.60060
Goldschmidt, Christina; Martin, James B.
2005
Strictly stable distributions on convex cones. Zbl 1196.60028
Davydov, Youri; Molchanov, Ilya; Zuyev, Sergei
2008
Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency. Zbl 1322.60113
Hu, Yaozhong; Huang, Jingyu; Nualart, David; Tindel, Samy
2015
Interlacement percolation on transient weighted graphs. Zbl 1192.60108
Teixeira, Augusto
2009
Parabolic Harnack inequality and local limit theorem for percolation clusters. Zbl 1192.60107
Hambly, Ben M.; Barlow, Martin T.
2009
Limsup random fractals. Zbl 0949.60025
Khoshnevisan, Davar; Peres, Yuval; Xiao, Yimin
2000
Universality of sine-kernel for Wigner matrices with a small Gaussian perturbation. Zbl 1225.15034
Erdős, László; Ramírez, José A.; Schlein, Benjamin; Yau, Horng-Tzer
2010
Scaling limits for critical inhomogeneous random graphs with finite third moments. Zbl 1228.60018
Bhamidi, Shankar; Van Der Hofstad, Remco; Van Leeuwaarden, Johan S. H.
2010
The cutoff phenomenon for ergodic Markov processes. Zbl 1190.60007
Chen, Guan-Yu; Saloff-Coste, Laurent
2008
The non-linear stochastic wave equation in high dimensions. Zbl 1187.60049
Conus, Daniel; Dalang, Robert C.
2008
The characteristic polynomial of a random unitary matrix and Gaussian multiplicative chaos – the $$L^2$$-phase. Zbl 1328.15052
Webb, Christian
2015
Non-colliding random walks, tandem queues, and discrete orthogonal polynomial ensembles. Zbl 1007.60075
König, Wolfgang; O’Connell, Neil; Roch, Sébastien
2002
Approximating value functions for controlled degenerate diffusion processes by using piece-wise constant policies. Zbl 1044.93546
Krylov, N. V.
1999
Small deviations for beta ensembles. Zbl 1228.60015
Ledoux, Michel; Rider, Brian
2010
Multi-dimensional Gaussian fluctuations on the Poisson space. Zbl 1228.60031
Peccati, Giovanni; Zheng, Cengbo
2010
Some non-linear s. p. d. e’s that are second order in time. Zbl 1013.60044
Dalang, Robert C.; Mueller, Carl
2003
Optimal regularity for semilinear stochastic partial differential equations with multiplicative noise. Zbl 1255.35221
2012
Special, conjugate and complete scale functions for spectrally negative Lévy processes. Zbl 1193.60064
Kyprianou, Andreas E.; Rivero, Victor
2008
A general analytical result for non-linear {SPDE}’s and applications. Zbl 1067.60048
Denis, Laurent; Stoica, L.
2004
Quantitative bounds for convergence rates of continuous time Markov processes. Zbl 0891.60068
Roberts, Gareth O.; Rosenthal, Jeffrey S.
1996
Isoperimetry between exponential and Gaussian. Zbl 1132.26005
Barthe, Franck; Cattiaux, Patrick; Roberto, Cyril
2007
Free convolution with a semicircular distribution and eigenvalues of spiked deformations of Wigner matrices. Zbl 1245.15037
Capitaine, Mireille; Donati-Martin, Catherine; Féral, Delphine; Février, Maxime
2011
BSDEs with two reflecting barriers driven by a Brownian and a Poisson noise and related Dynkin game. Zbl 1184.91038
2006
Reflected diffusions defined via the extended Skorokhod map. Zbl 1111.60043
Ramanan, Kavita
2006
Mean-field behavior for nearest-neighbor percolation in $$d>10$$. Zbl 1364.60130
Fitzner, Robert; van der Hofstad, Remco
2017
Simple bounds for the convergence of empirical and occupation measures in 1-Wasserstein distance. Zbl 1254.60014
Boissard, Emmanuel
2011
Uniqueness of the representation for $$G$$-martingales with finite variation. Zbl 1244.60046
Song, Yongsheng
2012
Variance-gamma approximation via Stein’s method. Zbl 1291.60046
Gaunt, Robert Edward
2014
Criteria for transience and recurrence of regime-switching diffusion processes. Zbl 1327.60017
Shao, Jinghai
2015
Muttalib-Borodin ensembles in random matrix theory – realisations and correlation functions. Zbl 1366.60009
Forrester, Peter J.; Wang, Dong
2017
Functional inequalities for heavy tailed distributions and application to isoperimetry. Zbl 1205.60039
Cattiaux, Patrick; Gozlan, Nathael; Guillin, Arnaud; Roberto, Cyril
2010
A microscopic model for the Burgers equation and longest increasing subsequences. Zbl 0891.60093
Seppäläinen, Timo
1996
Corrections to: Extending the martingale measure stochastic integral with applications to spatially homogeneous s. p. d. e. ’s. Zbl 0986.60053
Dalang, Robert C.
2001
Quasi stationary distributions and Fleming-Viot processes in countable spaces. Zbl 1127.60088
Ferrari, Pablo A.; Marić, Nevena
2007
Stochastic nonlinear wave equations in local Sobolev spaces. Zbl 1225.60109
Ondrejat, Martin
2010
Another look at the moment method for large dimensional random matrices. Zbl 1190.60013
Bose, Arup; Sen, Arnab
2008
Itô formula and local time for the fractional {B}rownian sheet. Zbl 1067.60030
Tudor, Ciprian A.; Viens, Frederi G.
2003
Asymptotic laws for nonconservative self-similar fragmentations. Zbl 1064.60075
Bertoin, Jean; Gnedin, Alexander V.
2004
Approximating the epidemic curve. Zbl 1301.92072
Barbour, Andrew David; Reinert, Gesine
2013
The Aizenman-Sims-Starr scheme and Parisi formula for mixed $$p$$-spin spherical models. Zbl 1288.60127
Chen, Wei-Kuo
2013
Large deviations and isoperimetry over convex probability measures with heavy tails. Zbl 1148.60011
Bobkov, Sergey G.
2007
Dynamic scheduling of a parallel server system in heavy traffic with complete resource pooling: asymptotic optimality of a threshold policy. Zbl 1109.60075
Bell, S. L.; Williams, R. J.
2005
On random walk simulation of one-dimensional diffusion processes with discontinuous coefficients. Zbl 1112.60061
Étoré, Pierre
2006
Weighted power variations of iterated Brownian motion. Zbl 1193.60028
Nourdin, Ivan; Peccati, Giovanni
2008
Ends in uniform spanning forests. Zbl 1191.60016
Lyons, Russell; Morris, Benjamin J.; Schramm, Oded
2008
Scaling limit of the uniform infinite half-plane quadrangulation in the Gromov-Hausdorff-Prokhorov-uniform topology. Zbl 1378.60030
Gwynne, Ewain; Miller, Jason
2017
Total variation estimates for the TCP process. Zbl 1283.68067
Bardet, Jean-Baptiste; Christen, Alejandra; Guillin, Arnaud; Malrieu, Florent; Zitt, Pierre-André
2013
A new model for evolution in a spatial continuum. Zbl 1203.60107
Barton, Nick H.; Etheridge, Alison M.; Véber, Amandine
2010
On the law of killed exponential functionals. Zbl 07373496
Behme, Anita; Lindner, Alexander; Reker, Jana
2021
The stochastic Cauchy problem driven by a cylindrical Lévy process. Zbl 1445.60045
Kumar, Umesh; Riedle, Markus
2020
Nonlinear diffusion equations with nonlinear gradient noise. Zbl 1441.60045
Dareiotis, Konstantinos; Gess, Benjamin
2020
KPZ equation tails for general initial data. Zbl 1456.60253
Corwin, Ivan; Ghosal, Promit
2020
Universality for critical heavy-tailed network models: metric structure of maximal components. Zbl 1445.60015
Bhamidi, Shankar; Dhara, Souvik; van der Hofstad, Remco; Sen, Sanchayan
2020
Stationary solutions of damped stochastic 2-dimensional Euler’s equation. Zbl 1447.35258
Grotto, Francesco
2020
Solving mean field rough differential equations. Zbl 1464.60056
Bailleul, Ismaël; Catellier, Rémi; Delarue, François
2020
The seed bank coalescent with simultaneous switching. Zbl 1435.60058
Blath, Jochen; Casanova, Adrián González; Kurt, Noemi; Wilke-Berenguer, Maite
2020
Modulus of continuity for polymer fluctuations and weight profiles in Poissonian last passage percolation. Zbl 1439.82014
Hammond, Alan; Sarkar, Sourav
2020
Thick points of random walk and the Gaussian free field. Zbl 1441.60036
Jego, Antoine
2020
A decorated tree approach to random permutations in substitution-closed classes. Zbl 1456.60030
Borga, Jacopo; Bouvel, Mathilde; Féray, Valentin; Stufler, Benedikt
2020
An Itô type formula for the additive stochastic heat equation. Zbl 07149389
Bellingeri, Carlo
2020
Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks. Zbl 07252695
Hutzenthaler, Martin; Jentzen, Arnulf; von Wurstemberger, Philippe
2020
Coalescence estimates for the corner growth model with exponential weights. Zbl 1459.60208
Seppäläinen, Timo; Shen, Xiao
2020
Central limit theorems for non-symmetric random walks on nilpotent covering graphs. I. Zbl 07252718
Ishiwata, Satoshi; Kawabi, Hiroshi; Namba, Ryuya
2020
Scaling limit of triangulations of polygons. Zbl 07343343
Albenque, Marie; Holden, Nina; Sun, Xin
2020
Rough linear PDE’s with discontinuous coefficients – existence of solutions via regularization by fractional Brownian motion. Zbl 1441.60048
Nilssen, Torstein
2020
Divide and color representations for threshold Gaussian and stable vectors. Zbl 1444.60025
Forsström, Malin P.; Steif, Jeffrey E.
2020
Finitary coding for the sub-critical Ising model with finite expected coding volume. Zbl 1441.60088
Spinka, Yinon
2020
Level-set percolation of the Gaussian free field on regular graphs. I. Regular trees. Zbl 1446.60079
Abächerli, Angelo; Černý, Jiří
2020
Moments of discrete orthogonal polynomial ensembles. Zbl 1444.60010
Cohen, Philip; Cunden, Fabio Deelan; O&rsquo;Connell, Neil
2020
Quenched tail estimate for the random walk in random scenery and in random layered conductance. II. Zbl 07225529
Deuschel, Jean-Dominique; Fukushima, Ryoki
2020
Large deviations for interacting particle systems: joint mean-field and small-noise limit. Zbl 1459.60069
Orrieri, Carlo
2020
UST branches, martingales, and multiple SLE(2). Zbl 1459.60175
Karrila, Alex
2020
Rescaling limits of the spatial Lambda-Fleming-Viot process with selection. Zbl 07343328
Etheridge, Alison M.; Véber, Amandine; Yu, Feng
2020
Asymptotic behavior of branching diffusion processes in periodic media. Zbl 07343334
Hebbar, Pratima; Koralov, Leonid; Nolen, James
2020
The $$L^2$$ boundedness condition in nonamenable percolation. Zbl 07343335
Hutchcroft, Tom
2020
Concentration inequalities for functionals of Poisson cylinder processes. Zbl 07343336
Baci, Anastas; Betken, Carina; Gusakova, Anna; Thäle, Christoph
2020
Diffusions on a space of interval partitions: construction from marked Lévy processes. Zbl 07343341
Forman, Noah; Pal, Soumik; Rizzolo, Douglas; Winkel, Matthias
2020
The exponential resolvent of a Markov process and large deviations for Markov processes via Hamilton-Jacobi equations. Zbl 07343342
Kraaij, Richard C.
2020
A new family of one dimensional martingale couplings. Zbl 07343344
Jourdain, B.; Margheriti, W.
2020
Infinite stable looptrees. Zbl 1445.60032
Archer, Eleanor
2020
Large deviations for the largest eigenvalue of the sum of two random matrices. Zbl 1440.15035
Guionnet, Alice; Maïda, Mylène
2020
Cut-off phenomenon for Ornstein-Uhlenbeck processes driven by Lévy processes. Zbl 07206352
Barrera, Gerardo; Pardo, Juan Carlos
2020
Existence of (Markovian) solutions to martingale problems associated with Lévy-type operators. Zbl 1448.60162
Kühn, Franziska
2020
Local bounds for stochastic reaction diffusion equations. Zbl 1445.60047
Moinat, Augustin; Weber, Hendrik
2020
Concentration of information content for convex measures. Zbl 1445.60028
2020
Uniform Hanson-Wright type concentration inequalities for unbounded entries via the entropy method. Zbl 1445.60019
Klochkov, Yegor; Zhivotovskiy, Nikita
2020
Semimartingales on duals of nuclear spaces. Zbl 1445.60037
Fonseca-Mora, Christian A.
2020
Weak symmetries of stochastic differential equations driven by semimartingales with jumps. Zbl 1465.60046
Albeverio, Sergio; De Vecchi, Francesco C.; Morando, Paola; Ugolini, Stefania
2020
Existence of a unique quasi-stationary distribution in stochastic reaction networks. Zbl 1451.60086
2020
Large deviations for configurations generated by Gibbs distributions with energy functionals consisting of singular interaction and weakly confining potentials. Zbl 1445.60026
Dupuis, Paul; Laschos, Vaios; Ramanan, Kavita
2020
Averaging Gaussian functionals. Zbl 1441.60049
Nualart, David; Zheng, Guangqu
2020
Transience of conditioned walks on the plane: encounters and speed of escape. Zbl 1441.60056
Popov, Serguei; Rolla, Leonardo T.; Ungaretti, Daniel
2020
Restriction of 3D arithmetic Laplace eigenfunctions to a plane. Zbl 1457.60073
Maffucci, Riccardo W.
2020
Extensive condensation in a model of preferential attachment with fitness. Zbl 1444.05131
Freeman, Nic; Jordan, Jonathan
2020
On the local pairing behavior of critical points and roots of random polynomials. Zbl 1451.30018
O&rsquo;Rourke, Sean; Williams, Noah
2020
Necessary and sufficient conditions for the finiteness of the second moment of the measure of level sets. Zbl 1459.60080
Azaïs, Jean-Marc; León, José R.
2020
Continuity and strict positivity of the multi-layer extension of the stochastic heat equation. Zbl 1459.60206
Lun, Chin Hang; Warren, Jon
2020
Interacting diffusions on sparse graphs: hydrodynamics from local weak limits. Zbl 1459.60207
Oliveira, Roberto I.; Reis, Guilherme H.; Stolerman, Lucas M.
2020
Zooming-in on a Lévy process: failure to observe threshold exceedance over a dense grid. Zbl 1459.60098
Bisewski, Krzysztof; Ivanovs, Jevgenijs
2020
PushTASEP in inhomogeneous space. Zbl 1453.82058
Petrov, Leonid
2020
BBS invariant measures with independent soliton components. Zbl 1451.37018
Ferrari, Pablo A.; Gabrielli, Davide
2020
The infinite two-sided loop-erased random walk. Zbl 1459.60204
Lawler, Gregory F.
2020
Mixing of the square plaquette model on a critical length scale. Zbl 07252721
Chleboun, Paul; Smith, Aaron
2020
Propagation of chaos and moderate interaction for a piecewise deterministic system of geometrically enriched particles. Zbl 1448.35507
Diez, Antoine
2020
The Pareto record frontier. Zbl 1455.60028
Fill, James Allen; Naiman, Daniel Q.
2020
Smoothness and monotonicity of the excursion set density of planar Gaussian fields. Zbl 1455.60069
Beliaev, Dmitry; McAuley, Michael; Muirhead, Stephen
2020
Functional inequalities for forward and backward diffusions. Zbl 1459.60156
Bartl, Daniel; Tangpi, Ludovic
2020
$$\varepsilon$$-strong simulation of the convex minorants of stable processes and meanders. Zbl 1459.60083
González Cázares, Jorge I.; Mijatović, Aleksandar; Uribe Bravo, Gerónimo
2020
Second order backward SDE with random terminal time. Zbl 1459.60126
Lin, Yiqing; Ren, Zhenjie; Touzi, Nizar; Yang, Junjian
2020
Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness. Zbl 1427.60103
Beck, Lisa; Flandoli, Franco; Gubinelli, Massimiliano; Maurelli, Mario
2019
Harmonic functions on mated-CRT maps. Zbl 1466.60090
Gwynne, Ewain; Miller, Jason; Sheffield, Scott
2019
Phase singularities in complex arithmetic random waves. Zbl 1467.60034
Dalmao, Federico; Nourdin, Ivan; Peccati, Giovanni; Rossi, Maurizia
2019
Higher order concentration for functions of weakly dependent random variables. Zbl 1451.60027
Götze, Friedrich; Sambale, Holger; Sinulis, Arthur
2019
Local large deviations and the strong renewal theorem. Zbl 1467.60068
Caravenna, Francesco; Doney, Ron
2019
From the master equation to mean field game limit theory: a central limit theorem. Zbl 07068782
Delarue, François; Lacker, Daniel; Ramanan, Kavita
2019
Scaling limits of population and evolution processes in random environment. Zbl 1466.60150
Bansaye, Vincent; Caballero, Maria-Emilia; Méléard, Sylvie
2019
Quantitative contraction rates for Markov chains on general state spaces. Zbl 1466.60137
Eberle, Andreas; Majka, Mateusz B.
2019
Probability measure-valued polynomial diffusions. Zbl 1467.60062
Cuchiero, Christa; Larsson, Martin; Svaluto-Ferro, Sara
2019
Rapid social connectivity. Zbl 1419.82053
Benjamini, Itai; Hermon, Jonathan
2019
The interchange process with reversals on the complete graph. Zbl 1427.60196
Björnberg, Jakob E.; Kotowski, Michał; Lees, Benjamin; Miłoś, Piotr
2019
Splitting tessellations in spherical spaces. Zbl 1417.52006
Hug, Daniel; Thäle, Christoph
2019
A note on concentration for polynomials in the Ising model. Zbl 1466.60029
2019
A stability approach for solving multidimensional quadratic BSDEs. Zbl 1416.60060
2019
The Dickman subordinator, renewal theorems, and disordered systems. Zbl 1466.60182
Caravenna, Francesco; Sun, Rongfeng; Zygouras, Nikos
2019
Random walk on random walks: higher dimensions. Zbl 1467.60084
Blondel, Oriane; Hilário, Marcelo R.; Dos Santos, Renato S.; Sidoravicius, Vladas; Teixeira, Augusto
2019
Existence of a phase transition of the interchange process on the Hamming graph. Zbl 1466.60107
Miłoś, Piotr; Şengül, Batı
2019
Scaling limit of ballistic self-avoiding walk interacting with spatial random permutations. Zbl 1434.82014
Betz, Volker; Taggi, Lorenzo
2019
The KPZ equation on the real line. Zbl 1427.60132
Perkowski, Nicolas; Rosati, Tommaso Cornelis
2019
A random walk with catastrophes. Zbl 1466.60140
Ben-Ari, Iddo; Roitershtein, Alexander; Schinazi, Rinaldo B.
2019
Invasion percolation on Galton-Watson trees. Zbl 1466.60211
Michelen, Marcus; Pemantle, Robin; Rosenberg, Josh
2019
Confinement of Brownian polymers under geometric area tilts. Zbl 1466.60068
Caputo, Pietro; Ioffe, Dmitry; Wachtel, Vitali
2019
Random walk in cooling random environment: ergodic limits and concentration inequalities. Zbl 1466.60038
Avena, Luca; Chino, Yuki; Da Costa, Conrado; Den Hollander, Frank
2019
Strong renewal theorems and local large deviations for multivariate random walks and renewals. Zbl 1412.60063
Berger, Quentin
2019
Universality of the least singular value for sparse random matrices. Zbl 1412.60015
Che, Ziliang; Lopatto, Patrick
2019
The non-linear sewing lemma I: weak formulation. Zbl 1466.60219
Brault, Antoine; Lejay, Antoine
2019
Stopping with expectation constraints: 3 points suffice. Zbl 1456.60094
Ankirchner, Stefan; Kazi-Tani, Nabil; Klein, Maike; Kruse, Thomas
2019
Infection spread for the frog model on trees. Zbl 1427.60201
Hoffman, Christopher; Johnson, Tobias; Junge, Matthew
2019
Multivariate second order Poincaré inequalities for Poisson functionals. Zbl 1430.60030
Schulte, Matthias; Yukich, J. E.
2019
A discretized version of Krylov’s estimate and its applications. Zbl 1427.60112
Zhang, Xicheng
2019
Small-time fluctuations for the bridge in a model class of hypoelliptic diffusions of weak Hörmander type. Zbl 1419.35009
Habermann, Karen
2019
Asymptotic properties of expansive Galton-Watson trees. Zbl 1466.60171
Abraham, Romain; Delmas, Jean-François
2019
Finding the seed of uniform attachment trees. Zbl 1466.60013
Lugosi, Gábor; Pereira, Alan S.
2019
Continuous-state branching processes with competition: duality and reflection at infinity. Zbl 1412.60127
Foucart, Clément
2019
Distances between zeroes and critical points for random polynomials with i.i.d. zeroes. Zbl 1420.30003
Kabluchko, Zakhar; Seidel, Hauke
2019
Annealed scaling relations for Voronoi percolation. Zbl 1467.60082
Vanneuville, Hugo
2019
Fluctuation theory for Lévy processes with completely monotone jumps. Zbl 1412.60067
Kwaśnicki, Mateusz
2019
Edge universality of correlated Gaussians. Zbl 1421.15009
2019
Quantitative CLTs for symmetric $$U$$-statistics using contractions. Zbl 1442.60034
Döbler, Christian; Peccati, Giovanni
2019
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#### Cited by 6,555 Authors

 46 van der Hofstad, Remco W. 38 Peres, Yuval 37 Nualart, David 37 Tudor, Ciprian A. 34 Peccati, Giovanni 33 Erdős, László 33 Kyprianou, Andreas E. 31 Nourdin, Ivan 30 Borodin, Alexei 30 Khoshnevisan, Davar 29 den Hollander, Frank 29 Xiao, Yimin 28 Iksanov, Aleksander M. 28 Miller, Jason P. 27 Orsingher, Enzo 26 Benjamini, Itai 26 Janson, Svante 26 Tindel, Samy 26 Yan, Litan 25 Curien, Nicolas 25 Ferrari, Patrik Lino 24 Corwin, Ivan 24 Röckner, Michael 24 Sidoravicius, Vladas 23 Gwynne, Ewain 22 Pardo, Juan Carlos 22 Polito, Federico 22 Seppäläinen, Timo 22 Zeitouni, Ofer 21 Bertoin, Jean 21 Chen, Zhen-Qing 21 Ding, Jian 21 Duminil-Copin, Hugo 21 Hutchcroft, Tom 21 Leonenko, Nikolai N. 21 Mörters, Peter 21 Pitman, Jim William 21 Yau, Horng-Tzer 21 Zhang, Xicheng 20 Berestycki, Nathanaël 20 Dalang, Robert C. 20 Forrester, Peter J. 20 Kumagai, Takashi 20 Merlevède, Florence 20 Rhodes, Rémi 20 Vargas, Vincent 19 Beghin, Luisa 19 Bose, Arup 19 Delmas, Jean-François 19 Etheridge, Alison Mary 19 Lejay, Antoine 19 Möhle, Martin 18 Chen, Xia 18 Durrett, Richard Timothy 18 Gaunt, Robert Edward 18 Gorin, Vadim 18 Guillin, Arnaud 18 Hairer, Martin 18 Schramm, Oded 18 Sly, Allan 17 Brzeźniak, Zdzisław 17 Burdzy, Krzysztof 17 Dembo, Amir 17 Deuschel, Jean-Dominique 17 Flandoli, Franco 17 Foondun, Mohammud 17 Hu, Yaozhong 17 Kozma, Gady 17 Nane, Erkan 17 Nardi, Francesca Romana 17 Popov, Serguei Yu. 17 Possamaï, Dylan 17 Ren, Yong 17 Song, Renming 17 Wang, Feng-Yu 16 Balan, Raluca M. 16 Bordenave, Charles 16 Liu, Junfeng 16 Matoussi, Anis 16 Petrov, Leonid 16 Rivero, Víctor Manuel 16 Shao, Jinghai 16 Sheffield, Scott 15 Abraham, Romain 15 Andres, Sebastian 15 Bhamidi, Shankar 15 Caputo, Pietro 15 Damron, Michael 15 Garban, Christophe 15 Haas, Bénédicte 15 Hermon, Jonathan 15 Kim, KyeongHun 15 Klimsiak, Tomasz 15 Kupper, Michael 15 Le Gall, Jean-François 15 Mountford, Thomas S. 15 Patie, Pierre 15 Russo, Francesco 15 Šiaulys, Jonas 15 Thäle, Christoph ...and 6,455 more Authors
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#### Cited in 523 Journals

 647 Stochastic Processes and their Applications 490 The Annals of Probability 400 Probability Theory and Related Fields 344 Journal of Statistical Physics 327 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 291 The Annals of Applied Probability 263 Electronic Journal of Probability 249 Journal of Theoretical Probability 199 Communications in Mathematical Physics 197 Bernoulli 181 Statistics & Probability Letters 137 Journal of Applied Probability 122 Advances in Applied Probability 116 Journal of Mathematical Analysis and Applications 106 Journal of Functional Analysis 101 Transactions of the American Mathematical Society 89 ALEA. Latin American Journal of Probability and Mathematical Statistics 82 Electronic Communications in Probability 73 Potential Analysis 66 Random Structures & Algorithms 66 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 61 Journal of Mathematical Physics 61 Stochastics and Dynamics 54 The Annals of Statistics 52 Journal of Differential Equations 51 Stochastic Analysis and Applications 47 Stochastic and Partial Differential Equations. Analysis and Computations 46 Stochastics 44 Finance and Stochastics 44 Random Matrices: Theory and Applications 43 Proceedings of the American Mathematical Society 42 Advances in Mathematics 42 Combinatorics, Probability and Computing 38 Journal of Evolution Equations 37 Theoretical Population Biology 37 Annales Henri Poincaré 35 Journal of Mathematical Biology 35 Science China. Mathematics 31 Discrete and Continuous Dynamical Systems. Series B 30 Acta Mathematica Sinica. English Series 29 Applied Mathematics and Optimization 28 SIAM Journal on Control and Optimization 27 Insurance Mathematics & Economics 27 Queueing Systems 26 Theory of Probability and its Applications 26 Journal of Mathematical Sciences (New York) 25 Acta Applicandae Mathematicae 25 Journal of Statistical Mechanics: Theory and Experiment 25 Electronic Journal of Statistics 25 Probability Surveys 24 Communications on Pure and Applied Mathematics 24 Mathematical Finance 24 International Journal of Theoretical and Applied Finance 24 Methodology and Computing in Applied Probability 24 Stochastic Models 24 Comptes Rendus. Mathématique. Académie des Sciences, Paris 23 Mathematics of Operations Research 23 Infinite Dimensional Analysis, Quantum Probability and Related Topics 23 Brazilian Journal of Probability and Statistics 22 SIAM Journal on Mathematical Analysis 22 Statistical Inference for Stochastic Processes 21 Lithuanian Mathematical Journal 21 Journal of Multivariate Analysis 21 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 21 Theory of Probability and Mathematical Statistics 20 Inventiones Mathematicae 20 Discrete and Continuous Dynamical Systems 20 Journal of the European Mathematical Society (JEMS) 20 SIAM Journal on Financial Mathematics 20 Modern Stochastics. Theory and Applications 19 Duke Mathematical Journal 19 Journal of Statistical Planning and Inference 19 Fractional Calculus & Applied Analysis 19 Frontiers of Mathematics in China 18 Archive for Rational Mechanics and Analysis 18 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 18 Journal of the American Mathematical Society 18 Geometric and Functional Analysis. GAFA 18 Bulletin des Sciences Mathématiques 18 Extremes 17 Applied Mathematics and Computation 17 Journal of Computational and Applied Mathematics 17 Communications in Statistics. Theory and Methods 16 Journal of Combinatorial Theory. Series A 16 Journal of Physics A: Mathematical and Theoretical 15 Journal de Mathématiques Pures et Appliquées. Neuvième Série 15 Linear Algebra and its Applications 15 NoDEA. Nonlinear Differential Equations and Applications 15 Journal of the Korean Statistical Society 15 Mathematics and Financial Economics 14 Abstract and Applied Analysis 13 Discrete Mathematics 13 Israel Journal of Mathematics 13 Nonlinearity 13 European Journal of Combinatorics 13 Advances in Applied Mathematics 13 Ergodic Theory and Dynamical Systems 13 Forum of Mathematics, Sigma 12 Mathematische Zeitschrift 12 Revista Matemática Iberoamericana ...and 423 more Journals
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#### Cited in 61 Fields

 6,818 Probability theory and stochastic processes (60-XX) 1,302 Statistical mechanics, structure of matter (82-XX) 899 Partial differential equations (35-XX) 826 Combinatorics (05-XX) 631 Statistics (62-XX) 537 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 402 Linear and multilinear algebra; matrix theory (15-XX) 372 Biology and other natural sciences (92-XX) 349 Numerical analysis (65-XX) 283 Dynamical systems and ergodic theory (37-XX) 254 Systems theory; control (93-XX) 240 Operator theory (47-XX) 202 Operations research, mathematical programming (90-XX) 174 Functional analysis (46-XX) 171 Ordinary differential equations (34-XX) 160 Measure and integration (28-XX) 159 Calculus of variations and optimal control; optimization (49-XX) 152 Computer science (68-XX) 150 Quantum theory (81-XX) 134 Real functions (26-XX) 104 Special functions (33-XX) 102 Fluid mechanics (76-XX) 97 Global analysis, analysis on manifolds (58-XX) 96 Potential theory (31-XX) 78 Harmonic analysis on Euclidean spaces (42-XX) 73 Convex and discrete geometry (52-XX) 65 Group theory and generalizations (20-XX) 63 Functions of a complex variable (30-XX) 53 Differential geometry (53-XX) 50 Information and communication theory, circuits (94-XX) 43 Integral equations (45-XX) 42 Number theory (11-XX) 37 Difference and functional equations (39-XX) 34 Topological groups, Lie groups (22-XX) 32 Approximations and expansions (41-XX) 30 Relativity and gravitational theory (83-XX) 23 Abstract harmonic analysis (43-XX) 21 Integral transforms, operational calculus (44-XX) 16 Mathematical logic and foundations (03-XX) 16 Mechanics of deformable solids (74-XX) 15 Manifolds and cell complexes (57-XX) 15 Mechanics of particles and systems (70-XX) 14 Classical thermodynamics, heat transfer (80-XX) 13 General topology (54-XX) 12 Order, lattices, ordered algebraic structures (06-XX) 11 Associative rings and algebras (16-XX) 11 Algebraic topology (55-XX) 10 Geometry (51-XX) 10 Geophysics (86-XX) 8 General and overarching topics; collections (00-XX) 8 Algebraic geometry (14-XX) 7 History and biography (01-XX) 7 Nonassociative rings and algebras (17-XX) 6 Several complex variables and analytic spaces (32-XX) 5 Field theory and polynomials (12-XX) 2 Category theory; homological algebra (18-XX) 2 Sequences, series, summability (40-XX) 1 General algebraic systems (08-XX) 1 Commutative algebra (13-XX) 1 Optics, electromagnetic theory (78-XX) 1 Astronomy and astrophysics (85-XX)