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Electronic Communications in Probability

Short Title: Electron. Commun. Probab.
Publisher: University of Washington, Washington
ISSN: 1083-589X/e
Online: https://projecteuclid.org/all/euclid.ecp
http://ecp.ejpecp.org/
http://www.emis.de/journals/EJP-ECP/index-3.html
Comments: Indexed cover-to-cover; Published electronic only as of Vol. 1 (1996). This journal is available open access.
Documents Indexed: 1,351 Publications (since 1996)
References Indexed: 370 Publications with 6,326 References.
all top 5

Authors

15 Peres, Yuval
14 Yor, Marc
13 Benjamini, Itai
13 Zeitouni, Ofer
10 Holroyd, Alexander E.
10 Nualart, David
9 Burdzy, Krzysztof
9 Janson, Svante
8 Bertoin, Jean
8 Junge, Matthew
8 Nourdin, Ivan
8 Pitman, Jim William
7 Dembo, Amir
7 Osękowski, Adam
7 Scheutzow, Michael K. R.
7 Sidoravicius, Vladas
7 van den Berg, Rob
6 Angel, Omer
6 Bose, Arup
6 Evans, Steven Neil
6 Gantert, Nina
6 Guillotin-Plantard, Nadine
6 Gurel-Gurevich, Ori
6 Jonasson, Johan
6 Lawler, Gregory Francis
6 Mallein, Bastien
6 Martin, James Benedict
6 Panchenko, Dmitry
6 Peccati, Giovanni
6 Rio, Emmanuel
6 Ruf, Johannes
5 Curien, Nicolas
5 Marcus, Michael B.
5 Möhle, Martin
5 Sapozhnikov, Artëm
5 Yadin, Ariel
4 Aldous, David John
4 Atar, Rami
4 Bass, Richard F.
4 Caravenna, Francesco
4 Cerf, Raphaël
4 Deuschel, Jean-Dominique
4 Devroye, Luc P. J. A.
4 Enriquez, Nathanaël
4 Gnedin, Alexander V.
4 Gobet, Emmanuel
4 Guillin, Arnaud
4 Häggström, Olle
4 Hu, Yaozhong
4 Hu, Ying
4 Hu, Yueyun
4 Huang, Jingyu
4 Huang, Ruojun
4 Huss, Wilfried
4 Hutchcroft, Tom
4 Iksanov, Aleksander M.
4 Khoshnevisan, Davar
4 Kifer, Yuri
4 Klebaner, Fima C.
4 Lalley, Steven P.
4 Marchal, Philippe
4 Pfaffelhuber, Peter
4 Posta, Gustavo
4 Ráth, Balázs
4 Rosenthal, Jeffrey S.
4 Ruffino, Paulo Régis C.
4 Savov, Mladen Svetoslavov
4 Schapira, Bruno
4 Schramm, Oded
4 Song, Renming
4 Wakolbinger, Anton
4 Werner, Wendelin
4 Yan, Litan
4 Zhou, Xiaowen
3 Adler, Robert Joseph
3 Athreya, Siva R.
3 Aymone, Marco
3 Balan, Raluca M.
3 Benaïm, Michel
3 Bercu, Bernard
3 Bobkov, Sergey Germanovich
3 Borovkov, Konstantin A.
3 Butez, Raphaël
3 Cancrini, Nicoletta
3 Champagnat, Nicolas
3 Chen, Xinxin
3 Chigansky, Pavel
3 Conijn, René Petrus
3 Da Prato, Giuseppe
3 Damek, Ewa
3 Debussche, Arnaud
3 Deijfen, Maria
3 den Hollander, Frank
3 Ding, Jian
3 D’Ovidio, Mirko
3 Durrett, Richard Timothy
3 Eisenbaum, Nathalie
3 Feldheim, Ohad Noy
3 Fill, James Allen
3 Fukushima, Ryoki
...and 1,503 more Authors
all top 5

Fields

1,295 Probability theory and stochastic processes (60-XX)
174 Statistical mechanics, structure of matter (82-XX)
106 Combinatorics (05-XX)
63 Linear and multilinear algebra; matrix theory (15-XX)
55 Statistics (62-XX)
45 Partial differential equations (35-XX)
38 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
36 Functional analysis (46-XX)
33 Numerical analysis (65-XX)
30 Biology and other natural sciences (92-XX)
29 Systems theory; control (93-XX)
22 Measure and integration (28-XX)
21 Real functions (26-XX)
20 Computer science (68-XX)
19 Ordinary differential equations (34-XX)
19 Dynamical systems and ergodic theory (37-XX)
19 Operator theory (47-XX)
17 Calculus of variations and optimal control; optimization (49-XX)
16 Global analysis, analysis on manifolds (58-XX)
15 Special functions (33-XX)
13 Functions of a complex variable (30-XX)
12 Operations research, mathematical programming (90-XX)
11 Number theory (11-XX)
11 Convex and discrete geometry (52-XX)
10 Quantum theory (81-XX)
9 Potential theory (31-XX)
8 Information and communication theory, circuits (94-XX)
6 Group theory and generalizations (20-XX)
6 Difference and functional equations (39-XX)
6 Differential geometry (53-XX)
5 Fluid mechanics (76-XX)
4 Mechanics of particles and systems (70-XX)
3 Abstract harmonic analysis (43-XX)
3 Integral transforms, operational calculus (44-XX)
3 General topology (54-XX)
2 Order, lattices, ordered algebraic structures (06-XX)
2 Algebraic geometry (14-XX)
2 Topological groups, Lie groups (22-XX)
2 Approximations and expansions (41-XX)
2 Integral equations (45-XX)
2 Geometry (51-XX)
2 Manifolds and cell complexes (57-XX)
1 Several complex variables and analytic spaces (32-XX)
1 Sequences, series, summability (40-XX)
1 Mathematics education (97-XX)

Publications by Year

Citations contained in zbMATH Open

1,027 Publications have been cited 6,274 times in 5,285 Documents Cited by Year
Geometric ergodicity and hybrid Markov chains. Zbl 0890.60061
Roberts, Gareth O.; Rosenthal, Jeffrey S.
113
1997
Hanson-Wright inequality and sub-Gaussian concentration. Zbl 1329.60056
Rudelson, Mark; Vershynin, Roman
101
2013
A converse comparison theorem for BSDEs and related properties of \(g\)-expectation. Zbl 0966.60054
Briand, Philippe; Coquet, François; Hu, Ying; Mémin, Jean; Peng, Shige
82
2000
Percolation beyond \(\mathbb{Z}^ d\), many questions and a few answers. Zbl 0890.60091
Benjamini, Itai; Schramm, Oded
79
1996
Concentration of the spectral measure for large matrices. Zbl 0969.15010
Guionnet, A.; Zeitouni, O.
74
2000
A simple proof of the Poincaré inequality for a large class of probability measures. Zbl 1186.26011
Bakry, Dominique; Barthe, Franck; Cattiaux, Patrick; Guillin, Arnaud
74
2008
An elementary approach to Gaussian multiplicative chaos. Zbl 1365.60035
Berestycki, Nathanaël
68
2017
A note on tamed Euler approximations. Zbl 1329.60237
Sabanis, Sotirios
67
2013
A necessary and sufficient condition for the \(\Lambda\)-coalescent to come down from the infinity. Zbl 0953.60072
Schweinsberg, Jason
53
2000
A tail inequality for quadratic forms of subgaussian random vectors. Zbl 1309.60017
Hsu, Daniel; Kakade, Sham M.; Zhang, Tong
49
2012
Martingale representation and a simple proof of logarithmic Sobolev inequalities on path spaces. Zbl 0890.60045
Capitaine, Mireille; Hsu, Elton P.; Ledoux, Michel
47
1997
Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems. Zbl 1128.60025
Bojdecki, Tomasz; Gorostiza, Luis G.; Talarczyk, Anna
47
2007
Donsker-type theorem for BSDEs. Zbl 0977.60067
Briand, Philippe; Delyon, Bernard; Mémin, Jean
41
2001
Excited random walk. Zbl 1060.60043
Benjamini, Itai; Wilson, David B.
40
2003
A percolation formula. Zbl 1008.60100
Schramm, Oded
40
2001
Pathwise construction of stochastic integrals. Zbl 1245.60054
Nutz, Marcel
39
2012
On subordinators, self-similar Markov processes and some factorizations of the exponential variable. Zbl 1024.60030
Bertoin, Jean; Yor, Marc
39
2001
Mean field forward-backward stochastic differential equations. Zbl 1297.93182
Carmona, René; Delarue, François
38
2013
Asymptotics for products of sums and \(U\)-statistics. Zbl 1008.62048
Rempala, Grzegorz; Wesolowski, Jacek
38
2002
Poisson statistics for the largest eigenvalues of Wigner random matrices with heavy tails. Zbl 1060.60013
Soshnikov, Alexander
34
2004
Quantitative ergodicity for some switched dynamical systems. Zbl 1347.60118
Benaïm, Michel; Le Borgne, Stéphane; Malrieu, Florent; Zitt, Pierre-André
34
2012
Eigenvalues of the Laguerre process as non-colliding squared Bessel processes. Zbl 1011.15012
König, Wolfgang; O’Connell, Neil
34
2001
Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion. Zbl 1189.60084
Breton, Jean-Christophe; Nourdin, Ivan
32
2008
Sums of random Hermitian matrices and an inequality by Rudelson. Zbl 1228.60017
Oliveira, Roberto I.
31
2010
A probabilistic proof of a weak limit law for the number of cuts needed to isolate the root of a random recursive tree. Zbl 1133.60012
Iksanov, Alex; Möhle, Martin
31
2007
A simple construction of the continuum parabolic Anderson model on \(\mathbf{R}^2\). Zbl 1332.60094
Hairer, Martin; Labbé, Cyril
30
2015
A representation for non-colliding random walks. Zbl 1037.15019
O’Connell, Neil; Yor, Marc
30
2002
An isomorphism theorem for random interlacements. Zbl 1247.60135
Sznitman, Alain-Sol
28
2012
Spherical and hyperbolic fractional Brownian motion. Zbl 1112.60029
Istas, Jacques
28
2005
A note on percolation on \(\mathbb Z^d\): isoperimetric profile via exponential cluster repulsion. Zbl 1191.60116
Pete, Gabor
26
2008
On the spectrum of sum and product of non-Hermitian random matrices. Zbl 1227.60010
Bordenave, Charles
26
2011
On a strong form of propagation of chaos for McKean-Vlasov equations. Zbl 1396.65013
Lacker, Daniel
25
2018
Trees and matchings from point processes. Zbl 1060.60048
Holroyd, Alexander E.; Peres, Yuval
24
2003
Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient. Zbl 1008.60075
Bahlali, Khaled
24
2002
Quantitative convergence rates of Markov chains: A simple account. Zbl 1013.60053
Rosenthal, Jeffrey S.
23
2002
A note on large deviations for 2D Coulomb gas with weakly confining potential. Zbl 1258.60027
Hardy, Adrien
22
2012
Random walk on a discrete torus and random interlacements. Zbl 1187.60089
Windisch, David
22
2008
Recursions and tightness for the maximum of the discrete, two dimensional Gaussian free field. Zbl 1236.60039
Bolthausen, Erwin; Deuschel, Jean-Dominique; Zeitouni, Ofer
22
2011
A note on existence and uniqueness for solutions of multidimensional reflected BSDEs. Zbl 1232.93095
Chassagneux, Jean François; Elie, Romuald; Kharroubi, Idris
22
2011
Weak and strong solutions of general stochastic models. Zbl 1301.60035
Kurtz, Thomas G.
22
2014
Parametrix techniques and martingale problems for some degenerate Kolmogorov equations. Zbl 1225.60097
Menozzi, Stephane
21
2011
Moderate deviations for martingales with bounded jumps. Zbl 0854.60027
Dembo, Amir
21
1996
Exact simulation of Hawkes process with exponentially decaying intensity. Zbl 1320.60115
Dassios, Angelos; Zhao, Hongbiao
21
2013
A universality property for last-passage percolation paths close to the axis. Zbl 1111.60068
Bodineau, Thierry; Martin, James
21
2005
Kendall’s identity for the first crossing time revisited. Zbl 1008.60065
Borovkov, K.; Burq, Z.
21
2001
On the relationship between subordinate killed and killed subordinate processes. Zbl 1187.60057
Song, Renming; Vondracek, Zoran
20
2008
Freedman’s inequality for matrix martingales. Zbl 1225.60017
Tropp, Joel A.
20
2011
Convergence of integral functionals of one-dimensional diffusions. Zbl 1372.60044
Mijatović, Aleksander; Urusov, Mikhail
20
2012
Invariant measures of stochastic \(2D\) Navier-Stokes equation driven by \(\alpha\)-stable processes. Zbl 1243.60052
Dong, Zhao; Xu, Lihu; Zhang, Xicheng
19
2011
Sharp estimates for the convergence of the density of the Euler scheme in small time. Zbl 1188.65007
Gobet, Emmanuel; Labart, Céline
19
2008
The martingale approach to disorder irrelevance for pinning models. Zbl 1221.82058
Lacoin, Hubert
19
2010
Mean-square continuity on homogeneous spaces of compact groups. Zbl 1329.60139
Marinucci, Domenico; Peccati, Giovanni
19
2013
On the spectral norm of a random Toeplitz matrix. Zbl 1130.15018
Meckes, Mark W.
19
2007
Bounds for distances and geodesic dimension in Liouville first passage percolation. Zbl 1459.60022
Gwynne, Ewain; Pfeffer, Joshua
19
2019
Weak and strong disorder for the stochastic heat equation and continuous directed polymers in \(d\geq 3\). Zbl 1348.60094
Mukherjee, Chiranjib; Shamov, Alexander; Zeitouni, Ofer
18
2016
Harnack inequality for functional SDEs with bounded memory. Zbl 1195.34124
Es-Sarhir, Abdelhadi; Von Renesse, Max-K.; Scheutzow, Michael
18
2009
On Strassen’s theorem on stochastic domination. Zbl 0938.60013
Lindvall, Torgny
18
1999
A Gaussian correlation inequality and its applications to small ball probabilities. Zbl 0937.60026
Li, Wenbo V.
18
1999
Strong solutions of jump-type stochastic equations. Zbl 1260.60132
Li, Zenghu; Pu, Fei
18
2012
Fractional Brownian motion and the Markov property. Zbl 0921.60067
Carmona, Philippe; Coutin, Laure
18
1998
Survival probabilities for branching Brownian motion with absorption. Zbl 1132.60059
Harris, John William; Harris, Simon C.
18
2007
The martingale property in the context of stochastic differential equations. Zbl 1321.60085
Ruf, Johannes
18
2015
A generalization of the space-fractional Poisson process and its connection to some Lévy processes. Zbl 1338.60129
Polito, Federico; Scalas, Enrico
18
2016
A note on the Hanson-Wright inequality for random vectors with dependencies. Zbl 1328.60050
Adamczak, Radoslaw
17
2015
Computation of Greeks for barrier and look-back options using Malliavin calculus. Zbl 1061.60054
Gobet, Emmanuel; Kohatsu-Higa, Arturo
17
2003
Heat kernel asymptotics on the lamplighter group. Zbl 1061.60112
Revelle, David
17
2003
Path transformations of first passage bridges. Zbl 1061.60083
Bertoin, Jean; Chaumont, Loïc; Pitman, Jim
17
2003
A condition for weak disorder for directed polymers in random environment. Zbl 1067.82030
Birkner, Matthias
17
2004
A non-commutative sewing lemma. Zbl 1186.26009
Feyel, Denis; De La Pradelle, Arnaud; Mokobodzki, Gabriel
17
2008
On differentiability of the Parisi formula. Zbl 1205.82092
Panchenko, Dmitry
17
2008
On time-changed Gaussian processes and their associated Fokker-Planck-Kolmogorov equations. Zbl 1231.60029
Hahn, Marjorie G.; Ryvkina, Jelena; Kobayashi, Kei; Umarov, Sabir
17
2011
On the robust superhedging of measurable claims. Zbl 1297.93188
Possamaï, Dylan; Royer, Guillaume; Touzi, Nizar
17
2013
A note on Ising random currents, Ising-FK, loop-soups and the Gaussian free field. Zbl 1338.60236
Lupu, Titus; Werner, Wendelin
17
2016
The mean spectral measures of random Jacobi matrices related to Gaussian beta ensembles. Zbl 1329.47038
Trinh Khanh Duy; Shirai, Tomoyuki
16
2015
Multiple geodesics with the same direction. Zbl 1244.60093
Coupier, David
16
2011
Recurrent graphs where two independent random walks collide finitely often. Zbl 1060.60044
Krishnapur, Manjunath; Peres, Yuval
16
2004
Moment estimates for Lévy processes. Zbl 1189.60098
Luschgy, Harald; Pagès, Gilles
16
2008
Reflected Brownian motion in a wedge: sum-of-exponential stationary densities. Zbl 1190.60077
Dieker, A. B.; Moriarty, J.
16
2009
Partially ordered secretaries. Zbl 1225.60019
Freij, Ragnar; Wästlund, Johan
16
2010
Spectral measures of powers of random matrices. Zbl 1310.60003
Meckes, Elizabeth S.; Meckes, Mark W.
16
2013
Protected nodes and fringe subtrees in some random trees. Zbl 1355.60015
Devroye, Luc; Janson, Svante
16
2014
Large deviations for weighted sums of stretched exponential random variables. Zbl 1314.60076
Gantert, Nina; Ramanan, Kavita; Rembart, Franz
16
2014
Critical Liouville measure as a limit of subcritical measures. Zbl 1488.60080
Aru, Juhan; Powell, Ellen; Sepúlveda, Avelio
15
2019
Tree and grid factors for general point processes. Zbl 1060.60050
Timár, Ádám
15
2004
The center of mass of the ISE and the Wiener index of trees. Zbl 1060.60095
Janson, Svante; Chassaing, Philippe
15
2004
On the sphericity of scaling limits of random planar quadrangulations. Zbl 1193.60016
Miermont, Grégory
15
2008
A new proof of an old result by Pickands. Zbl 1227.60068
Albin, J. M. P.; Choi, Hyemi
15
2010
A note on the invariance principle of the product of sums of random variables. Zbl 1130.60027
Huang, Wei; Zhang, Li-Xin
15
2007
Option price when the stock is a semimartingale. Zbl 1008.60057
Klebaner, Fima
15
2002
Existence and uniqueness for backward stochastic differential equations driven by a random measure, possibly non quasi-left continuous. Zbl 1329.60172
Bandini, Elena
14
2015
A characterization of the set of fixed points of the quicksort transformation. Zbl 0943.68192
Fill, James Allen; Janson, Svante
14
2000
Lipschitz percolation. Zbl 1193.60115
Dirr, Nicolas; Dondl, Patrick W.; Grimmett, Geoffrey R.; Holroyd, Alexander E.; Scheutzow, Michael
14
2010
Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift. Zbl 1189.60058
Gao, Fuqing; Jiang, Hui
14
2009
Maximum of Dyson Brownian motion and non-colliding systems with a boundary. Zbl 1189.60169
Borodin, Alexei; Ferrari, Patrik L.; Prahofer, Michael; Sasamoto, Tomohiro; Warren, Jon
14
2009
Loop-erased random walks, spanning trees and Hamiltonian cycles. Zbl 0954.60055
Marchal, Philippe
14
2000
On the Dovbysh-Sudakov representation result. Zbl 1226.60050
Panchenko, Dmitry
14
2010
The law of large numbers for \(U\)-statistics under absolute regularity. Zbl 0901.60015
Arcones, Miguel A.
14
1998
Multiplication of free random variables and the \(S\)-transform: the case of vanishing mean. Zbl 1133.46038
Rao, N. Raj; Speicher, Roland
14
2007
Uniform convergence to the \(Q\)-process. Zbl 1368.60079
Champagnat, Nicolas; Villemonais, Denis
14
2017
Regular \(g\)-measures are not always Gibbsian. Zbl 1254.60037
Fernandez, Roberto; Gallo, Sandro; Maillard, Gregory
13
2011
The wired arboreal gas on regular trees. Zbl 1491.60174
Easo, Philip
2
2022
Overdamped limit at stationarity for non-equilibrium Langevin diffusions. Zbl 1487.60146
Monmarché, Pierre; Ramil, Mouad
1
2022
Realized cumulants for martingales. Zbl 1485.60047
Fukasawa, Masaaki; Matsushita, Kazuki
2
2021
Weakly reinforced Pólya urns on countable networks. Zbl 1490.60266
Couzinié, Yannick; Hirsch, Christian
2
2021
Large deviations, a phase transition, and logarithmic Sobolev inequalities in the block spin Potts model. Zbl 1479.60060
Knöpfel, Holger; Löwe, Matthias; Sambale, Holger
2
2021
A new proof of Liggett’s theorem for non-interacting Brownian motions. Zbl 1487.60095
Chen, Xinxin; Garban, Christophe; Shekhar, Atul
1
2021
A convergence criterion for systems of point processes from the convergence of their stochastic intensities. Zbl 1479.60006
Erny, Xavier
1
2021
The spectral norm of random lifts of matrices. Zbl 1490.60018
Bandeira, Afonso S.; Ding, Yunzi
1
2021
Boundary behaviors for a class of continuous-state nonlinear branching processes in critical cases. Zbl 07453013
Ma, Shaojuan; Yang, Xu; Zhou, Xiaowen
1
2021
When is the rate function of a random vector strictly convex? Zbl 07453018
Vysotsky, Vladislav
1
2021
On general subtrees of a conditioned Galton-Watson tree. Zbl 1479.05055
Janson, Svante
1
2021
Maximum likelihood estimation of potential energy in interacting particle systems from single-trajectory data. Zbl 1479.60125
Chen, Xiaohui
1
2021
Upper tail decay of KPZ models with Brownian initial conditions. Zbl 1484.60032
Ferrari, Patrik L.; Vető, Bálint
1
2021
Green kernel asymptotics for two-dimensional random walks under random conductances. Zbl 1471.60159
Andres, Sebastian; Deuschel, Jean-Dominique; Slowik, Martin
5
2020
Weak monotone rearrangement on the line. Zbl 1447.60047
Backhoff-Veraguas, Julio; Beiglböck, Mathias; Pammer, Gudmund
4
2020
Erratum: “Practical criteria for \(R\)-positive recurrence of unbounded semigroups”. Zbl 1441.60055
Champagnat, Nicolas; Villemonais, Denis
4
2020
Stability for Hawkes processes with inhibition. Zbl 1439.60048
Raad, Mads Bonde; Löcherbach, Eva
4
2020
Metrics on sets of interval partitions with diversity. Zbl 1453.60133
Forman, Noah; Pal, Soumik; Rizzolo, Douglas; Winkel, Matthias
4
2020
Remarks on Gross’ technique for obtaining a conformal Skorohod embedding of planar Brownian motion. Zbl 1434.60224
Boudabra, Maher; Markowsky, Greg
3
2020
Coexistence in chase-escape. Zbl 1434.60285
Durrett, Rick; Junge, Matthew; Tang, Si
3
2020
Practical criteria for \(R\)-positive recurrence of unbounded semigroups. Zbl 1434.60173
Champagnat, Nicolas; Villemonais, Denis
3
2020
Conformal Skorokhod embeddings and related extremal problems. Zbl 1453.60093
Mariano, Phanuel; Panzo, Hugo
3
2020
Optimal exponent for coalescence of finite geodesics in exponential last passage percolation. Zbl 1469.60352
Zhang, Lingfu
3
2020
Bounds on the probability of radically different opinions. Zbl 1456.60052
Burdzy, Krzysztof; Pitman, Jim
2
2020
A quantitative McDiarmid’s inequality for geometrically ergodic Markov chains. Zbl 1434.60174
Havet, Antoine; Lerasle, Matthieu; Moulines, Eric; Vernet, Elodie
2
2020
Pivotality versus noise stability for monotone transitive functions. Zbl 1434.60042
Galicza, Pál
2
2020
Phase transitions for chase-escape models on Poisson-Gilbert graphs. Zbl 1434.60194
Hinsen, Alexander; Jahnel, Benedikt; Cali, Elie; Wary, Jean-Philippe
2
2020
On the central limit theorem for the two-sided descent statistics in Coxeter groups. Zbl 1434.60041
Féray, Valentin
2
2020
Extensions of Brownian motion to a family of Grushin-type singularities. Zbl 1439.58020
Boscain, Ugo; Neel, Robert W.
2
2020
Vanishing of the anchored isoperimetric profile in bond percolation at \(p_c\). Zbl 1428.60135
Cerf, Raphaël; Dembin, Barbara
2
2020
Strong Feller property and continuous dependence on initial data for one-dimensional stochastic differential equations with Hölder continuous coefficients. Zbl 1428.60085
Zhang, Hua
2
2020
No repulsion between critical points for planar Gaussian random fields. Zbl 1477.60077
Beliaev, Dmitry; Cammarota, Valentina; Wigman, Igor
2
2020
Exponential filter stability via Dobrushin’s coefficient. Zbl 1468.60051
McDonald, Curtis; Yüksel, Serdar
2
2020
A remark on the smallest singular value of powers of Gaussian matrices. Zbl 1434.60029
Huang, Han; Tikhomirov, Konstantin
1
2020
A note on costs minimization with stochastic target constraints. Zbl 1440.49023
Dolinsky, Yan; Gottesman, Benjamin; Gurel-Gurevich, Ori
1
2020
A rotor configuration with maximum escape rate. Zbl 1440.05183
Chan, Swee Hong
1
2020
The contact process on periodic trees. Zbl 1434.60295
Huang, Xiangying; Durrett, Rick
1
2020
Donsker’s theorem in Wasserstein-1 distance. Zbl 1434.60100
Coutin, Laure; Decreusefond, Laurent
1
2020
Polynomial rate of convergence to the Yaglom limit for Brownian motion with drift. Zbl 1434.60012
Oçafrain, William
1
2020
On the volume of the shrinking branching Brownian sausage. Zbl 1434.60249
Öz, Mehmet
1
2020
Characterising random partitions by random colouring. Zbl 1439.60047
Björnberg, Jakob E.; Mailler, Cécile; Mörters, Peter; Ueltschi, Daniel
1
2020
The remainder in the renewal theorem. Zbl 1434.60251
Doney, Ron
1
2020
Small deviations in lognormal Mandelbrot cascades. Zbl 1439.60049
Nikula, Miika
1
2020
Generalized scale functions of standard processes with no positive jumps. Zbl 1445.60065
Noba, Kei
1
2020
A martingale approach for Pólya urn processes. Zbl 1453.60012
Laulin, Lucile
1
2020
Killed rough super-Brownian motion. Zbl 1446.60083
Rosati, Tommaso Cornelis
1
2020
A lower bound for point-to-point connection probabilities in critical percolation. Zbl 1456.60266
van den Berg, J.; Don, H.
1
2020
A solvable class of renewal processes. Zbl 1477.60131
Enriquez, Nathanaël; Noiry, Nathan
1
2020
Large deviations for the largest eigenvalues and eigenvectors of spiked Gaussian random matrices. Zbl 1462.60005
Biroli, Giulio; Guionnet, Alice
1
2020
Krein condition and the Hilbert transform. Zbl 1470.60060
López-García, Marcos
1
2020
Large deviations for the maximum of a branching random walk with stretched exponential tails. Zbl 1470.60084
Dyszewski, Piotr; Gantert, Nina; Höfelsauer, Thomas
1
2020
Feller coupling of cycles of permutations and Poisson spacings in inhomogeneous Bernoulli trials. Zbl 1469.60047
Najnudel, Joseph; Pitman, Jim
1
2020
Hydrodynamic limit for a \(d\)-dimensional open symmetric exclusion process. Zbl 1470.60283
Zhou, Zhengye
1
2020
An entropic proof of cutoff on Ramanujan graphs. Zbl 1462.05329
Ozawa, Narutaka
1
2020
A universal approach to matching marginals and sums. Zbl 1477.60034
Griffiths, Robert; Hamza, Kais
1
2020
Spatial ergodicity of stochastic wave equations in dimensions 1, 2 and 3. Zbl 1484.60069
Nualart, David; Zheng, Guangqu
1
2020
Probability of consensus in the multivariate Deffuant model on finite connected graphs. Zbl 1477.60140
Lanchier, Nicolas; Li, Hsin-Lun
1
2020
A tame sequence of transitive Boolean functions. Zbl 1477.60147
Forsström, Malin Palö
1
2020
On the strict value of the non-linear optimal stopping problem. Zbl 1471.60056
Grigorova, Miryana; Imkeller, Peter; Ouknine, Youssef; Quenez, Marie-Claire
1
2020
The initial set in the frog model is irrelevant. Zbl 1469.60321
Deijfen, Maria; Rosengrenï, Sebastian
1
2020
Asymptotics of Schur functions on almost staircase partitions. Zbl 1453.82013
Li, Zhongyang
1
2020
On the long-time behaviour of McKean-Vlasov paths. Zbl 1448.35040
Bashiri, K.
1
2020
Law of the iterated logarithm for a random Dirichlet series. Zbl 1469.60088
Aymone, Marco; Frómeta, Susana; Misturini, Ricardo
1
2020
Note on the (non-)smoothness of discrete time value functions in optimal stopping. Zbl 1471.60054
Christensen, Sören; Fischer, Simon
1
2020
Mixing time for the repeated balls into bins dynamics. Zbl 1469.60313
Cancrini, Nicoletta; Posta, Gustavo
1
2020
Internal DLA on cylinder graphs: fluctuations and mixing. Zbl 1469.60223
Silvestri, Vittoria
1
2020
Stability of doubly-intractable distributions. Zbl 1448.60009
Habeck, Michael; Rudolf, Daniel; Sprungk, Björn
1
2020
Bounds for distances and geodesic dimension in Liouville first passage percolation. Zbl 1459.60022
Gwynne, Ewain; Pfeffer, Joshua
19
2019
Critical Liouville measure as a limit of subcritical measures. Zbl 1488.60080
Aru, Juhan; Powell, Ellen; Sepúlveda, Avelio
15
2019
Heat kernel estimates and intrinsic metric for random walks with general speed measure under degenerate conductances. Zbl 1410.82020
Andres, Sebastian; Deuschel, Jean-Dominique; Slowik, Martin
9
2019
Comparison of discrete and continuum Liouville first passage percolation. Zbl 1423.60150
Ang, Morris
9
2019
On the martingale property in the rough Bergomi model. Zbl 1488.60109
Gassiat, Paul
8
2019
Berry-Esseen bounds in the Breuer-major CLT and Gebelein’s inequality. Zbl 07088975
Nourdin, Ivan; Peccati, Giovanni; Yang, Xiaochuan
7
2019
Concentration for Coulomb gases on compact manifolds. Zbl 1412.60011
García-Zelada, David
6
2019
The bullet problem with discrete speeds. Zbl 1488.60230
Dygert, Brittany; Kinzel, Christoph; Junge, Matthew; Raymond, Annie; Slivken, Erik; Zhu, Jennifer
6
2019
Almost sure limit theorems on Wiener chaos: the non-central case. Zbl 1412.60041
Azmoodeh, Ehsan; Nourdin, Ivan
4
2019
A note on transportation cost inequalities for diffusions with reflections. Zbl 1416.82031
Pal, Soumik; Sarantsev, Andrey
4
2019
Dean-Kawasaki dynamics: ill-posedness vs. triviality. Zbl 1406.60095
Konarovskyi, Vitalii; Lehmann, Tobias; von Renesse, Max-K.
4
2019
Markov duality for stochastic six vertex model. Zbl 1431.82018
Lin, Yier
4
2019
A conformal Skorokhod embedding. Zbl 1450.60032
Gross, Renan
4
2019
One-ended spanning trees in amenable unimodular graphs. Zbl 1457.60020
Timár, Ádám
4
2019
Optimal stopping of oscillating Brownian motion. Zbl 1422.60134
Mordecki, Ernesto; Salminen, Paavo
4
2019
Sensitivity of the frog model to initial conditions. Zbl 1488.60235
Johnson, Tobias; Rolla, Leonardo T.
3
2019
Rigidity for zero sets of Gaussian entire functions. Zbl 1418.30002
Kiro, Avner; Nishry, Alon
3
2019
Convergence of complex martingale for a branching random walk in a time random environment. Zbl 1481.60183
Wang, Xiaoqiang; Huang, Chunmao
3
2019
On central limit theorems in stochastic geometry for add-one cost stabilizing functionals. Zbl 1428.60043
Trinh, Khanh Duy
3
2019
Variational estimates for martingale paraproducts. Zbl 1422.60068
Kovač, Vjekoslav; Zorin-Kranich, Pavel
3
2019
Existence and uniqueness of solution to scalar BSDEs with \(L\exp (\mu \sqrt{2\log (1+L)} )\)-integrable terminal values: the critical case. Zbl 1422.60094
Fan, Shengjun; Hu, Ying
3
2019
Improved order 1/4 convergence for piecewise constant policy approximation of stochastic control problems. Zbl 1422.93186
Jakobsen, Espen R.; Picarelli, Athena; Reisinger, Christoph
3
2019
Conditions for the finiteness of the moments of the volume of level sets. Zbl 1412.60057
Armentano, D.; Azaïs, J-M.; Ginsbourger, D.; León, J. R.
2
2019
Subsequential tightness of the maximum of two dimensional Ginzburg-Landau fields. Zbl 1488.60133
Wu, Wei; Zeitouni, Ofer
2
2019
On coupling and “Vacant set level set” percolation. Zbl 1412.60135
Sznitman, Alain-Sol
2
2019
Random replacements in Pólya urns with infinitely many colours. Zbl 1412.60021
Janson, Svante
2
2019
Propagation of chaos for a balls into bins model. Zbl 1406.60128
Cancrini, Nicoletta; Posta, Gustavo
2
2019
Limit theorems for the tagged particle in exclusion processes on regular trees. Zbl 1406.60129
Chen, Dayue; Chen, Peng; Gantert, Nina; Schmid, Dominik
2
2019
On the tails of the limiting QuickSort density. Zbl 1430.68066
Fill, James Allen; Hung, Wei-Chun
2
2019
Improved Hölder continuity near the boundary of one-dimensional super-Brownian motion. Zbl 1481.60150
Hong, Jieliang
2
2019
An upper bound for the probability of visiting a distant point by a critical branching random walk in \(\mathbb{Z} ^{4}\). Zbl 1488.60121
Zhu, Qingsan
2
2019
Kemeny’s constant for one-dimensional diffusions. Zbl 1481.60158
Pinsky, Ross
2
2019
Absolute continuity of the martingale limit in branching processes in random environment. Zbl 1481.60177
Damek, Ewa; Gantert, Nina; Kolesko, Konrad
2
2019
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Cited by 5,231 Authors

26 Peres, Yuval
24 Iksanov, Aleksander M.
22 Gwynne, Ewain
22 Möhle, Martin
21 Hutchcroft, Tom
21 Rosenthal, Jeffrey S.
21 Wang, Feng-Yu
21 Zeitouni, Ofer
20 Nualart, David
19 Jiang, Long
19 Yan, Litan
18 Chafaï, Djalil
18 Guillin, Arnaud
18 Nourdin, Ivan
18 Roberts, Gareth O.
18 Sidoravicius, Vladas
17 Burdzy, Krzysztof
17 Ding, Jian
17 Forrester, Peter J.
17 Hashorva, Enkelejd
17 Peccati, Giovanni
17 Shen, Guangjun
17 Song, Renming
16 Hobert, James P.
16 Kyprianou, Andreas E.
16 Lacoin, Hubert
16 Simon, Thomas
15 Benjamini, Itai
15 Berestycki, Julien
15 Bose, Arup
15 Hasebe, Takahiro
15 Holroyd, Alexander E.
15 Janson, Svante
15 Kabluchko, Zakhar A.
15 Katori, Makoto
15 Miller, Jason P.
15 Mishura, Yuliya Stepanivna
15 Pardo, Juan Carlos
15 Possamaï, Dylan
15 Rolla, Leonardo T.
15 Xiong, Jie
14 Bertoin, Jean
14 Chatterjee, Sourav
14 Junge, Matthew
14 Lawler, Gregory Francis
14 Pal, Soumik
14 Privault, Nicolas
14 Schramm, Oded
14 Sznitman, Alain-Sol
13 Adamczak, Radosław
13 Basu, Riddhipratim
13 Jiang, Hui
13 Kozma, Gady
13 Leonenko, Nikolai N.
13 O’Connell, Neil
13 Panchenko, Dmitry
13 Schapira, Bruno
13 Scheutzow, Michael K. R.
13 Sheffield, Scott
13 Teixeira, Augusto Quadros
13 Thäle, Christoph
13 Tudor, Ciprian A.
12 Berestycki, Nathanaël
12 Cattiaux, Patrick
12 Duminil-Copin, Hugo
12 Götze, Friedrich
12 Hazra, Rajat Subhra
12 Hermon, Jonathan
12 Jentzen, Arnulf
12 Kim, Panki
12 Li, Zenghu
12 Mallein, Bastien
12 Patie, Pierre
12 Pitman, Jim William
12 Raschel, Kilian
12 Tan, Zhongquan
12 Touzi, Nizar
11 Arguin, Louis-Pierre
11 Bayraktar, Erhan
11 Corwin, Ivan Z.
11 Diaconis, Persi Warren
11 Fan, Shengjun
11 Huillet, Thierry E.
11 Lejay, Antoine
11 Marinucci, Domenico
11 Vu, Van H.
11 Werner, Wendelin
11 Yor, Marc
10 Aurzada, Frank
10 Berger, Quentin
10 Bobkov, Sergey Germanovich
10 Chen, Zhen-Qing
10 Ganguly, Shirshendu
10 Holmgren, Cecilia Ingrid
10 Khare, Kshitij
10 Marynych, Alexander V.
10 Meckes, Elizabeth S.
10 Osękowski, Adam
10 Péché, Sandrine
10 Peled, Ron
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Cited in 490 Journals

348 Stochastic Processes and their Applications
279 The Annals of Probability
217 Probability Theory and Related Fields
213 The Annals of Applied Probability
199 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
192 Statistics & Probability Letters
178 Electronic Journal of Probability
169 Journal of Statistical Physics
156 Journal of Theoretical Probability
131 Bernoulli
106 Communications in Mathematical Physics
103 Electronic Communications in Probability
94 Journal of Applied Probability
83 Journal of Mathematical Analysis and Applications
77 Advances in Applied Probability
65 Journal of Functional Analysis
63 ALEA. Latin American Journal of Probability and Mathematical Statistics
52 Electronic Journal of Statistics
50 Stochastics
41 Journal of Mathematical Physics
40 Transactions of the American Mathematical Society
40 Stochastic Analysis and Applications
39 Proceedings of the American Mathematical Society
36 The Annals of Statistics
35 Stochastics and Dynamics
32 Journal of Multivariate Analysis
32 SIAM Journal on Control and Optimization
32 Potential Analysis
31 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
30 Comptes Rendus. Mathématique. Académie des Sciences, Paris
29 Communications in Statistics. Theory and Methods
29 Random Matrices: Theory and Applications
28 Random Structures & Algorithms
28 Combinatorics, Probability and Computing
28 Finance and Stochastics
27 Journal of Computational and Applied Mathematics
24 Methodology and Computing in Applied Probability
24 SIAM Journal on Financial Mathematics
22 Applied Mathematics and Optimization
22 Journal of Statistical Mechanics: Theory and Experiment
22 Probability Surveys
22 Science China. Mathematics
21 Journal of Differential Equations
20 Advances in Mathematics
20 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI
20 Brazilian Journal of Probability and Statistics
18 Infinite Dimensional Analysis, Quantum Probability and Related Topics
18 Stochastic and Partial Differential Equations. Analysis and Computations
17 Modern Stochastics. Theory and Applications
16 SIAM Journal on Mathematical Analysis
16 Discrete and Continuous Dynamical Systems
16 Acta Mathematica Sinica. English Series
16 Annales Henri Poincaré
15 Israel Journal of Mathematics
15 Inventiones Mathematicae
15 Journal de Mathématiques Pures et Appliquées. Neuvième Série
15 Journal of Inequalities and Applications
15 Quantitative Finance
15 Journal of Machine Learning Research (JMLR)
14 Communications on Pure and Applied Mathematics
14 Duke Mathematical Journal
14 Extremes
14 Journal of the European Mathematical Society (JEMS)
13 Journal of Mathematical Biology
13 Journal of Statistical Planning and Inference
13 Acta Applicandae Mathematicae
13 Queueing Systems
13 Theory of Probability and Mathematical Statistics
13 International Journal of Theoretical and Applied Finance
13 Annales Henri Lebesgue
12 Physica A
12 Applied Mathematics and Computation
12 Illinois Journal of Mathematics
12 Bulletin des Sciences Mathématiques
12 Advances in Difference Equations
12 Frontiers of Mathematics in China
12 Mathematics and Financial Economics
12 Journal of Physics A: Mathematical and Theoretical
11 Nonlinearity
11 Theory of Probability and its Applications
11 Statistical Science
11 Linear Algebra and its Applications
11 Journal of Mathematical Sciences (New York)
11 The Electronic Journal of Combinatorics
11 Abstract and Applied Analysis
11 Discrete and Continuous Dynamical Systems. Series B
10 Journal of the Mathematical Society of Japan
10 Advances in Applied Mathematics
10 Insurance Mathematics & Economics
10 Journal of Complexity
10 Journal of the Korean Statistical Society
10 Statistics and Computing
9 Archive for Rational Mechanics and Analysis
9 Mathematics of Operations Research
9 Memoirs of the American Mathematical Society
9 Probability and Mathematical Statistics
9 Acta Mathematicae Applicatae Sinica. English Series
9 SIAM Journal on Discrete Mathematics
9 Stochastic Models
8 Periodica Mathematica Hungarica
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Cited in 60 Fields

4,408 Probability theory and stochastic processes (60-XX)
800 Statistical mechanics, structure of matter (82-XX)
573 Statistics (62-XX)
453 Combinatorics (05-XX)
373 Partial differential equations (35-XX)
340 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
336 Numerical analysis (65-XX)
301 Linear and multilinear algebra; matrix theory (15-XX)
183 Biology and other natural sciences (92-XX)
183 Systems theory; control (93-XX)
161 Dynamical systems and ergodic theory (37-XX)
139 Operator theory (47-XX)
139 Computer science (68-XX)
135 Functional analysis (46-XX)
108 Calculus of variations and optimal control; optimization (49-XX)
102 Operations research, mathematical programming (90-XX)
96 Ordinary differential equations (34-XX)
86 Quantum theory (81-XX)
80 Functions of a complex variable (30-XX)
79 Measure and integration (28-XX)
74 Global analysis, analysis on manifolds (58-XX)
71 Real functions (26-XX)
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58 Convex and discrete geometry (52-XX)
55 Number theory (11-XX)
54 Group theory and generalizations (20-XX)
49 Potential theory (31-XX)
49 Information and communication theory, circuits (94-XX)
46 Harmonic analysis on Euclidean spaces (42-XX)
33 Fluid mechanics (76-XX)
29 Differential geometry (53-XX)
25 Difference and functional equations (39-XX)
24 Relativity and gravitational theory (83-XX)
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19 Abstract harmonic analysis (43-XX)
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