## Markov Processes and Related Fields

 Short Title: Markov Process. Relat. Fields Publisher: Polymat, Moscow ISSN: 1024-2953 Online: http://math-mprf.org/ Comments: Indexed cover-to-cover
 Documents Indexed: 832 Publications (since 1995)
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### Authors

 35 Malyshev, Vadim Aleksandrovich 11 Menshikov, Mikhail V. 11 Molchanov, Stanislav Alekseevich 10 Maes, Christian 9 Albeverio, Sergio A. 9 Fayolle, Guy 9 Külske, Christof 9 Lykov, A. A. 9 Redig, Frank 9 Saada, Ellen 8 Bovier, Anton 8 Löwe, Matthias 8 Meester, Ronald W. J. 8 Pirogov, Sergey A. 8 Popov, Serguei Yu. 8 Presutti, Errico 8 Zamyatin, A. A. 7 Boldrighini, Carlo 7 den Hollander, Frank 7 Dunlop, François 7 Machado, Fábio Prates 7 Minlos, Robert Adol’fovich 7 Olivieri, Enzo 7 Schinazi, Rinaldo B. 7 van Enter, Aernout C. D. 6 Gobron, Thierry 6 Martinelli, Fabio 6 Pellegrinotti, Alessandro 6 Petrova, E. N. 6 Rybko, Aleksandr N. 6 Shlosman, Senya B. 6 Volkov, Stanislav 5 Bertini, Lorenzo Bertini 5 Campanino, Massimo 5 Cancrini, Nicoletta 5 Ferrari, Pablo Augusto 5 Foss, Sergey G. 5 Gantert, Nina 5 Ioffe, Dmitry 5 Möhle, Martin 5 Spohn, Herbert 5 Triolo, Livio 5 Turova, Tatyana S. 5 Vachkovskaia, Marina 5 Vatutin, Vladimir Alekseevich 5 Veretennikov, Alexander Yu. 5 Zhizhina, Elena Anatol’evna 4 Boxma, Onno Johan 4 Comets, Francis M. 4 Faggionato, Alessandra 4 Fernández, Roberto 4 Gajrat, A. S. 4 Garet, Olivier 4 Guiol, Hervé 4 Häggström, Olle 4 Hryniv, Ostap 4 Iasnogorodski, Roudolf 4 Kondrat’yev, Yuriĭ Grygorovych 4 Kurkova, Irina A. 4 Matzinger, Heinrich III 4 Méléard, Sylvie 4 Merola, Immacolata 4 Rozikov, Utkir A. 4 Ruiz, Jean 4 Sidoravicius, Vladas 4 Suhov, Yurii Mikhailovich 4 Tirozzi, Brunello 4 Toninelli, Cristina 4 Vares, Maria Eulalia 4 Zagrebnov, Valentin A. 3 Afanassieva, L. G. 3 Benois, O. 3 Berglund, Nils 3 Bernabei, Maria Simonetta 3 Bodineau, Thierry 3 Buttà, Paolo 3 Collet, Pierre 3 Dachian, Sergueï 3 Eichelsbacher, Peter 3 Ferrari, Patrik Lino 3 Gabrielli, Davide 3 Gandolfo, Daniel 3 Gayrard, Véronique 3 Heidergott, Bernd F. 3 Jahnel, Benedikt 3 Járai, Antal A. 3 Komech, Alexander Ilich 3 Landim, Claudio 3 Le Ny, Arnaud 3 Lebowitz, Joel Louis 3 Nachtergaele, Bruno 3 Nahapetian, Boris S. 3 O’Connell, Neil 3 Petritis, Dimitri 3 Pfister, Charles-Edouard 3 Poghosyan, Suren K. 3 Pulé, Joseph V. 3 Rákos, Attila 3 Raschel, Kilian 3 Roberto, Cyril ...and 804 more Authors
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### Fields

 686 Probability theory and stochastic processes (60-XX) 333 Statistical mechanics, structure of matter (82-XX) 47 Biology and other natural sciences (92-XX) 36 Quantum theory (81-XX) 35 Partial differential equations (35-XX) 33 Combinatorics (05-XX) 32 Dynamical systems and ergodic theory (37-XX) 32 Operator theory (47-XX) 31 Statistics (62-XX) 28 Operations research, mathematical programming (90-XX) 24 Ordinary differential equations (34-XX) 23 Computer science (68-XX) 21 Linear and multilinear algebra; matrix theory (15-XX) 21 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 19 Numerical analysis (65-XX) 15 Measure and integration (28-XX) 14 General and overarching topics; collections (00-XX) 14 Mechanics of particles and systems (70-XX) 12 Real functions (26-XX) 11 History and biography (01-XX) 9 Potential theory (31-XX) 9 Difference and functional equations (39-XX) 9 Functional analysis (46-XX) 7 Information and communication theory, circuits (94-XX) 6 Functions of a complex variable (30-XX) 6 Global analysis, analysis on manifolds (58-XX) 6 Fluid mechanics (76-XX) 6 Systems theory; control (93-XX) 5 Topological groups, Lie groups (22-XX) 4 Special functions (33-XX) 4 Classical thermodynamics, heat transfer (80-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 2 Order, lattices, ordered algebraic structures (06-XX) 2 Number theory (11-XX) 2 Nonassociative rings and algebras (17-XX) 2 Group theory and generalizations (20-XX) 2 Several complex variables and analytic spaces (32-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Integral transforms, operational calculus (44-XX) 2 Geometry (51-XX) 2 Mechanics of deformable solids (74-XX) 2 Optics, electromagnetic theory (78-XX) 1 Mathematical logic and foundations (03-XX) 1 Field theory and polynomials (12-XX) 1 $$K$$-theory (19-XX) 1 Approximations and expansions (41-XX) 1 Abstract harmonic analysis (43-XX) 1 Integral equations (45-XX) 1 Convex and discrete geometry (52-XX) 1 Differential geometry (53-XX) 1 General topology (54-XX) 1 Manifolds and cell complexes (57-XX) 1 Relativity and gravitational theory (83-XX) 1 Mathematics education (97-XX)

### Citations contained in zbMATH Open

538 Publications have been cited 2,713 times in 2,372 Documents Cited by Year
Stochastic Hamiltonian systems: Exponential convergence to the invariant measure, and discretization by the implicit Euler scheme. Zbl 1011.60039
Talay, D.
2002
Transport inequalities. A survey. Zbl 1229.26029
Gozlan, N.; Léonard, C.
2010
An example of application of discrete Hardy’s inequalities. Zbl 0942.60081
Miclo, L.
1999
Kramers law: validity, derivations and generalisations. Zbl 1321.58035
Berglund, N.
2013
On the stability of multiclass queueing networks: A relaxed sufficient condition via limiting fluid processes. Zbl 0902.60079
Stolyar, A. L.
1995
On the numerical evaluation of distributions in random matrix theory: a review. Zbl 1222.60013
Bornemann, F.
2010
Explicit formulas for Laplace transforms of stochastic integrals. Zbl 1149.60021
Hurd, T. R.; Kuznetsov, A.
2008
On and beyond entropy production: the case of Markov jump processes. Zbl 1156.82360
Maes, C.; Netočný, K.; Wynants, B.
2008
Nonlinear filtering: Interacting particle solution. Zbl 0879.60042
Del Moral, P.
1996
Properties of conjugate channels with applications to additivity and multiplicativity. Zbl 1139.81020
King, C.; Matsumoto, K.; Nathanson, M.; Ruskai, M. B.
2007
Hydrodynamic scaling, convex duality and asymptotic shapes of growth models. Zbl 0906.60082
Seppäläinen, T.
1998
Inequalities for the occurrence times of rare events in mixing processes. The state of the art. Zbl 0973.60035
2001
Large deviations for integer partitions. Zbl 0972.60006
Dembo, A.; Vershik, A.; Zeitouni, O.
2000
Averaging and large deviation principles for fully-coupled piecewise deterministic Markov processes and applications to molecular motors. Zbl 1266.60048
Faggionato, A.; Gabrielli, D.; Crivellari, M. R.
2010
Stochastic processes on non-Archimedean spaces with values in non-Archimedean fields. Zbl 1017.60045
Ludkovsky, S.; Khrennikov, A.
2003
Large deviations for branching processes in random environment. Zbl 1193.60098
Bansaye, V.; Berestycki, J.
2009
On the free energy of a directed polymer in a Brownian environment. Zbl 1132.60327
Moriarty, J.; O’Connell, N.
2007
Entropy, concentration of probability and conditional limit theorems. Zbl 0901.60014
Lewis, J. T.; Pfister, C.-E.; Sullivan, W. G.
1995
Discrete filtering using branching and interacting particle systems. Zbl 0967.93088
Crisan, D.; Del Moral, P.; Lyons, T.
1999
The shape theorem for the frog model with random initial configuration. Zbl 0991.60097
Alves, O. S. M.; Machado, F. P.; Popov, S. Yu.; Ravishankar, K.
2001
Geometric ergodicity of some hypo-elliptic diffusions for particle motions. Zbl 1014.60059
Mattingly, J. C.; Stuart, A. M.
2002
Quasi-stationary distributions for reducible absorbing Markov chains in discrete time. Zbl 1184.60026
van Doorn, E. A.; Pollett, P. K.
2009
The infinite volume limit in generalized mean field disordered models. Zbl 1033.82009
Guerra, F.; Toninelli, F. L.
2003
Sampling at a random time with a heavy-tailed distribution. Zbl 0977.60091
Foss, S.; Korshunov, D.
2000
Berglund, N.; Gentz, B.
2010
Phase transitions in Ising systems with long but finite range interactions. Zbl 0902.60083
Cassandro, M.; Presutti, E.
1996
Reinforced random walk on the $$d$$-dimensional integer lattice. Zbl 1154.82011
Sellke, T.
2008
Recurrence for the frog model with drift on $$\mathbb{Z}$$. Zbl 1172.60030
Gantert, N.; Schmidt, P.
2009
Coercive inequalities for Kawasaki dynamics. The product case. Zbl 0934.60096
Bertini, L.; Zegarlinski, B.
1999
Parabolic SPDEs and intermittency. 16th Brazilian Summer School of Probability. Recife, Brazil, August 6–11, 2012. Zbl 1308.60078
Khoshnevisan, D.
2014
Martin boundary and elliptic curves. Zbl 0929.60055
Kurkova, I. A.; Malyshev, V. A.
1998
The East model: recent results and new progresses. Zbl 1321.60208
Faggionato, A.; Martinelli, F.; Roberto, C.; Toninelli, C.
2013
Limiting eigenvalue distribution of random matrices with correlated entries. Zbl 0884.15018
Boutet de Monvel, A.; Khorunzhy, A.; Vasilchuk, V.
1996
Dynamics of metrics in measure spaces and their asymptotic invariants. Zbl 1203.37020
Vershik, A. M.
2010
The allelic partition for coalescent point processes. Zbl 1177.92026
Lambert, Amaury
2009
On spectral analysis of heavy-tailed Kolmogorov-Pearson diffusions. Zbl 1306.60110
Avram, F.; Leonenko, N. N.; Šuvak, N.
2013
The empirical eigenvalue distribution of a Gram matrix: from independence to stationarity. Zbl 1101.15016
Hachem, W.; Loubaton, P.; Najim, J.
2005
On the holonomy or algebraicity of generating functions counting lattice walks in the quarter-plane. Zbl 1284.05018
Fayolle, G.; Raschel, K.
2010
Dobrushin’s mean-field approximation for a queue with dynamic routing. Zbl 0907.60072
Vvedenskaya, N. D.; Suhov, Yu. M.
1997
Coupling the totally asymmetric simple exclusion process with a moving interface. Zbl 0922.60094
Seppäläinen, T.
1998
The Abelian sandpile: A mathematical introduction. Zbl 0995.60094
Meester, R.; Redig, F.; Znamenski, D.
2001
On the time back to the most recent common ancestor and the external branch length of the Boltzhausen-Sznitman coalescent. Zbl 1203.60110
Freund, F.; Möhle, M.
2009
A model for neural activity in the absence of external stimuli. Zbl 1342.60165
Duarte, A.; Ost, G.
2016
Extended renovation theory and limit theorems for stochastic ordered graphs. Zbl 1043.60025
Foss, S.; Konstantopoulos, T.
2003
The critical branching Markov chain is transient. Zbl 1115.60077
Gantert, N.; Müller, S.
2006
On the relation between different constructions of random walks on $$p$$-adics. Zbl 0974.60028
Albeverio, S.; Zhao, X.
2000
Stationary and nonequilibrium fluctuations in boundary driven exclusion processes. Zbl 1157.60087
Landim, C.; Milanés, A.; Olla, S.
2008
On $$p$$-adic Gibbs measures for hard core model on a Cayley tree. Zbl 1281.82006
Gandolfo, Daniel; Rozikov, Utkir A.; Ruiz, Jean
2012
A personal list of unsolved problems concerning lattice gases and antiferromagnetic Potts models. Zbl 0999.82021
Sokal, A. D.
2001
Bulk diffusion of 1D exclusion process with bond disorder. Zbl 1144.60058
Faggionato, A.
2007
One-dimensional stochastic growth and Gaussian ensembles of random matrices. Zbl 1136.82335
Ferrari, Patrik L.; Prähofer, M.
2006
Bethe ansatz and current distribution for the TASEP with particle-dependent hopping rates. Zbl 1136.82350
Rákos, A.; Schütz, G. M.
2006
Exact power estimates for countable Markov chains. Zbl 0901.60036
Menshikov, M. V.; Popov, S. Yu.
1995
One-dimensional branching random walk in a random environment: A classification. Zbl 0938.60081
Comets, F.; Menshikov, M. V.; Popov, S. Yu.
1998
Large deviation principle for one-dimensional random walk in dynamic random environment: attractive spin-flips and simple symmetric exclusion. Zbl 1198.82049
Avena, L.; den Hollander, F.; Redig, F.
2010
Nucleation pattert at low temperature for local Kawasaki dynamics in two dimensions. Zbl 1109.82017
Gaudillière, A.; Olivieri, E.; Scoppola, E.
2005
Random walks in the quarter-plane with zero drift: an explicit criterion for the finiteness of the associated group. Zbl 1263.60039
Fayolle, G.; Raschel, K.
2011
Branching diffusions in random environment. Zbl 1278.60130
Böinghoff, Christian; Hutzenthaler, Martin
2012
Critical droplet for a non-local mean field equation. Zbl 0978.35078
De Masi, A.; Olivieri, E.; Presutti, E.
2000
Multi-class processes, dual points and $$M/M1$$ queues. Zbl 1155.60043
Ferrari, Pablo A.; Martin, J. B.
2006
Last-passage percolation with general weight distribution. Zbl 1147.60059
Martin, J. B.
2006
On the possible failure of the Gibbs property for measures on lattice systems. Zbl 0878.60064
van Enter, A. C. D.
1996
Simulation of quasi-stationary distributions on countable spaces. Zbl 1321.60210
Groisman, P.; Jonckheere, M.
2013
Fluid limit of a heavily loaded EDF queue with impatient customers. Zbl 1154.60072
Decreusefond, L.; Moyal, P.
2008
Markov property of determinantal processes with extended Sine, Airy and Bessel kernels. Zbl 1259.82065
Katori, M.; Tanemura, H.
2011
Glauber versus Kawasaki for spectral gap and logarithmic Sobolev inequalities of some unbounded conservative spin systems. Zbl 1040.60081
Chafaï, D.
2003
Random walks on randomly oriented lattices. Zbl 1057.60069
Campanino, M.; Petritis, D.
2003
Description of all translation-invariant $$p$$-adic Gibbs measures for the Potts model on a Cayley tree. Zbl 1332.82018
Rozikov, U. A.; Khakimov, O. N.
2015
Height of a random tree. Zbl 0964.05056
Krikun, M.
2000
Spectral properties of integral operators in problems of interface dynamics and metastability. Zbl 0914.60073
De Masi, A.; Olivieri, E.; Presutti, E.
1998
Fredrickson-Andersen one spin facilitated model out of equilibrium. Zbl 1321.82025
Blondel, O.; Cancrini, N.; Martinelli, F.; Roberto, C.; Toninelli, C.
2013
On the survival probability and a functional limit theorem for branching processes in random environment. Zbl 1078.60065
Dyakonova, E. E.; Geiger, J.; Vatutin, V. A.
2004
Finite connections for supercritical Bernoulli bond percolation in 2D. Zbl 1198.82031
Campanino, M.; Ioffe, D.; Louidor, O.
2010
Branching processes in random environment which extinct at a given moment. Zbl 1204.60086
Böinghoff, C.; Dyakonova, E. E.; Kersting, G.; Vatutin, V. A.
2010
Gibbs properties of the fuzzy Potts model on trees and in mean field. Zbl 1210.82023
Häggström, O.; Külske, C.
2004
Variance reduction in stochastic homogenization using antithetic variables. Zbl 1260.35260
Blanc, X.; Costaouec, R.; Le Bris, C.; Legoll, F.
2012
Low-temperature interfaces: prewetting, layering, faceting and Ferrari-Spohn diffusions. Zbl 1414.60079
Ioffe, D.; Velenik, Y.
2018
Markov branching processes with immigration and resurrection. Zbl 1097.60058
Li, J.; Chen, Anyue
2006
Limit theorems for tagged particles. Zbl 0879.60109
Ferrari, P. A.
1996
Global asymptotics for the Christoffel-Darboux kernel of random matrix theory. Zbl 1384.60025
Kriecherbauer, T.; Schubert, K.; Schüler, K.; Venker, M.
2015
(Non-)Gibbsianness and phase transitions in random lattice spin models. Zbl 0953.60097
Külske, C.
1999
Telegraph evolutions in inhomogeneous media. Zbl 0924.60054
Ratanov, N. E.
1999
Transformations of one-dimensional Gibbs measures with infinite range interaction. Zbl 1228.82029
Redig, F.; Wang, F.
2010
Laplace transforms for integrals of Markov processes. Zbl 1090.60068
Albanese, C.; Lawi, S.
2005
A stochastic model of evolution. Zbl 1325.60157
Guiol, H.; Machado, F. P.; Schinazi, R. B.
2011
Weak disorder for low dimensional polymers: the model of stable laws. Zbl 1144.60059
Comets, F.
2007
Measure-valued differentiation for random horizon problems. Zbl 1117.60073
2006
Low temperature stochastic dynamics for an Ising model with alternating field. Zbl 0878.60073
Nardi, F. R.; Olivieri, E.
1996
Local stationarity for lattice dynamics in the harmonic approximation. Zbl 1133.82315
Dudnikova, T. V.; Spohn, H.
2006
On the thermodynamic limit for a one-dimensional sandpile process. Zbl 1005.82021
Maes, C.; Redig, F.; Saada, E.; Van Moffaert, A.
2000
An almost sure central limit theorem for the Hopfield model. Zbl 0907.60078
Bovier, A.; Gayrard, V.
1997
Branching Markov chains: Qualitative characteristics. Zbl 0905.60061
Menshikov, M. V.; Volkov, S. E.
1997
The Markov renewal theorem and related results. Zbl 0906.60052
Alsmeyer, G.
1997
Measures on contour, polymer or animal models. A probabilistic approach. Zbl 0922.60090
Fernández, R.; Ferrari, Pablo A.; Lopes Garcia, Nancy
1998
Ornstein-Zernike behaviour and analyticity of shapes for self-avoiding walks on $$\mathbb{Z}^d$$. Zbl 0924.60086
Ioffe, D.
1998
A survey of rigorous results on random Schrödinger operators for amorphous solids. Zbl 1204.82025
Leschke, Hajo; Müller, Peter; Warzel, Simone
2003
Convergence of a kinetic equation to a fractional diffusion equation. Zbl 1198.82052
Basile, G.; Bovier, A.
2010
On a response formula and its interpretation. Zbl 1204.60072
Maes, C.; Wynants, B.
2010
Transformations of Markov processes and classification scheme for solvable driftless diffusions. Zbl 1195.60104
Albanese, C.; Kuznetsov, A.
2009
Scaling limit and aging for directed trap models. Zbl 1177.60077
Zindy, O.
2009
Higher-order hydrodynamics and equilibrium fluctuations of interacting particle systems. Zbl 1475.60193
Chen, Joe P.; Sau, Federico
2021
Conformal measure ensembles and planar Ising magnetization: a review. Zbl 1469.60311
Camia, Federico; Jiang, Jianping; Newman, Charles M.
2021
Conformal invariance and renormalization group. Zbl 1479.82019
Giuliani, Alessandro
2021
Planar random walk in a stratified quasi-periodic environment. Zbl 07423330
Brémont, Julien
2021
Asymptotics of continuous-time discrete state space branching processes for large initial state. Zbl 1480.60264
Möhle, Martin; Vetter, Benedict
2021
Invariant measures for spatial contact model in small dimensions. Zbl 1472.82024
Kondratiev, Yuri; Kutoviy, Oleksandr; Pirogov, Sergey; Zhizhina, Elena
2021
Gaussian multiplicative chaos through the lens of the 2D Gaussian free field. Zbl 1457.60070
Aru, Juhan
2020
A computational approach to bounding the mixing time of a metropolis-Hastings sampler. Zbl 1457.60116
2020
Non-equilibrium fluctuations for a reaction-diffusion model via relative entropy. Zbl 1457.60145
Jara, Milton; Menezes, Otávio
2020
Boundary behavior of random walks in cones. Zbl 1456.60110
Raschel, Kilian; Tarrago, Pierre
2020
An infinite-server system with Lévy shot-noise modulation: moments and asymptotics. Zbl 1465.60081
Saxena, M.; Boxma, O. J.; Mandjes, M.
2020
On the limiting shape of Young diagrams associated with Markov random words. Zbl 1462.60013
Houdré, Christian; Litherland, Trevis J.
2020
Odometers of divisible sandpile models: scaling limits, iDLA and obstacle problems. A survey. Zbl 1457.60149
Ruszel, Wioletta M.
2020
Sharp estimate of the mean exit time of a bounded domain in the zero white noise limit. Zbl 1452.31017
Nectoux, Boris
2020
Phase transition for the frog model on biregular rrees. Zbl 1457.60146
Lebensztayn, Elcio; Utria, Jaime
2020
A law of large numbers for the range of rotor walks on periodic trees. Zbl 1457.60132
Huss, Wilfried; Sava-Huss, Ecaterina
2020
Probability distributions of multi-states insurance models under semi-Markov assumptions. Zbl 1457.60137
2020
Tails in a fixed-point problem for a branching process with state-independent immigration. Zbl 1465.60078
Foss, Sergey; Miyazawa, Masakiyo
2020
The SRPT service policy with frequency scaling: modeling, evaluation and optimization. Zbl 1456.60244
Marin, Andrea; Mitrani, Isi; Elahi, Maryam; Williamson, Carey
2020
Limit theorems for the minimal position of a branching random walk in random environment. Zbl 1453.60164
Zhang, Xiaoyue; Hou, Wanting; Hong, Wenming
2020
Quadratic stochastic processes of type $$(\sigma|\mu)$$. Zbl 07303968
Mamurov, B. J.; Rozikov, U. A.; Xudayarov, S. S.
2020
Dynamical Gibbs-non-Gibbs transitions in Curie-Weiss Widom-Rowlinson models. Zbl 1428.82013
Kissel, Sascha; Külske, Christof
2019
A new bivariate binomial time series model. Zbl 1433.62268
Ristić, Miroslav M.; Popović, Božidar V.
2019
Slow to fast infinitely extended reservoir for the symmetric exclusion process with long jumps. Zbl 07098033
Bernardin, Cédric; Gonçalves, P.; Jiméne-Oviedo, B.
2019
On the metastability in three modifications of the Ising model. Zbl 1423.60021
Bashiri, K.
2019
On the relationship of energy and probability in models of classical statistical physics. Zbl 1434.82007
Dachian, S.; Nahapetian, B. S.
2019
Large deviations for the capacity in dynamic spatial relay networks. Zbl 1423.60053
Hirsch, Christian; Jahnel, Benedikt
2019
Scaling of sub-ballistic 1D random walks among biased random conductances. Zbl 07116988
Berger, Q.; Salvi, M.
2019
On reproducing kernels, and analysis of measures. Zbl 07116991
Jorgensen, Palle; Tian, Feng
2019
On the interrelation between dependence coefficients of bivariate extreme value copulas. Zbl 1436.62187
Lebedev, Alexey V.
2019
A dynamic Erdős-Rényi graph model. Zbl 1422.05094
Rosengren, Sebastian; Trapman, Pieter
2019
Strong stability and uniform ergodicity estimates for the waiting process in queueing models with impatient customers. Zbl 1481.60135
Mouhoubi, Zahir; Aïssani, Djamil
2019
The several dimensional gambler’s ruin problem. Zbl 1423.60076
Tzioufas, A.
2019
Additive geometric stable processes and related pseudo-differential operators. Zbl 1423.60080
Beghin, Luisa; Ricciuti, Costantino
2019
Low-temperature interfaces: prewetting, layering, faceting and Ferrari-Spohn diffusions. Zbl 1414.60079
Ioffe, D.; Velenik, Y.
2018
Perfect sampling algorithms for Schur processes. Zbl 1396.05116
Betea, D.; Boutillier, C.; Bouttier, J.; Chapuy, G.; Corteel, S.; Vuletić, M.
2018
Random tilings and Markov chains for interlacing particles. Zbl 1401.05061
Borodin, A.; Ferrari, P. L.
2018
Convergence to stable limits for ratios of trimmed Lévy processes and their jumps. Zbl 1406.60070
Ipsen, Y. F.; Kevei, P.; Maller, R. A.
2018
Ergodicity of $$p$$-majorizing quadratic stochastic operators. Zbl 1417.60064
Saburov, M.
2018
Quenched exit times for random walk on dynamical percolation. Zbl 1411.60148
Peres, Y.; Sousi, P.; Steif, J. E.
2018
Asymptotic period of an aperiodic Markov chain. Zbl 1411.60108
van Doorn, E. A.
2018
Bridges with random length: Gaussian-Markovian case. Zbl 1406.60053
Erraoui, M.; Louriki, M.
2018
Long term behaviour of two interacting birth-and-death processes. Zbl 1417.60070
Menshikov, M.; Shcherbakov, V.
2018
On strictly monotone Markov chains with constant hitting probabilities and applications to a class of beta coalescents. Zbl 1417.60063
Möhle, M.
2018
Generalised Brownian bridges: examples. Zbl 1417.60031
Li, Xue-Mei
2018
Fragmentation process, pruning poset for rooted forests, and Möbius inversion. Zbl 1396.05007
Baake, E.; Esser, M.
2018
The deterministic limit of the Moran model: a uniform central limit theorem. Zbl 1379.92035
Cordero, F.
2017
Large deviations for some corner growth models with inhomogeneity. Zbl 1379.60098
Emrah, E.; Janjigian, C.
2017
A simple rank-based Markov chain with self-organized criticality. Zbl 1372.82035
Swart, J. M.
2017
Weakly self-interacting velocity jump processes for bacterial chemotaxis and adaptive algorithms. Zbl 1388.60146
Monmarché, P.
2017
On actions on cubic stochastic matrices. Zbl 1390.15118
Paniello, I.
2017
The asymptotics of group Russian roulette. Zbl 1371.60128
van de Brug, T.; Kager, W.; Meester, R.
2017
Gradient Gibbs measures and fuzzy transformations on trees. Zbl 1391.82021
Külske, C.; Schriever, P.
2017
Transfer operators, induced probability spaces, and random walk models. Zbl 06817181
Jorgensen, P.; Tian, F.
2017
A two-dimensional oblique extension of Bessel processes. Zbl 1379.60060
Lépingle, D.
2017
Quantitative exponential bounds for the renewal theorem with spread-out distributions. Zbl 1371.60151
Bardet, J.-B.; Christen, A.; Fontbona, J.
2017
Stochastic dividend discount model: risk and return. Zbl 1383.60070
D&rsquo;Amico, G.
2017
Turing instability in a model with two interacting Ising lines: hydrodynamic limit. Zbl 1383.60025
Capanna, M.; Soprano-Loto, N.
2017
Uniform convergence rates for birth and death processes. Zbl 1383.60061
Mao, Yong-Hua; Zhang, Chi
2017
Monotonicity requirements for efficient exact sampling with Markov chains. Zbl 1383.60060
Lorek, P.; Markowski, P.
2017
A model for neural activity in the absence of external stimuli. Zbl 1342.60165
Duarte, A.; Ost, G.
2016
Random flights related to the Euler-Poisson-Darboux equation. Zbl 1344.60051
Garra, R.; Orsingher, E.
2016
A critical account of perturbation analysis of Markov chains. Zbl 1359.60089
Abbas, K.; Berkhout, J.; Heidergott, B.
2016
Reduced two-type decomposable critical branching processes with possibly infinite variance. Zbl 1357.92053
2016
The speed of frogs with drift on $$\mathbb Z$$. Zbl 1359.60119
Höfelsauer, T.; Weidner, F.
2016
Standardness of monotonic Markov filtrations. Zbl 1361.60057
Janvresse, É.; Laurent, S.; de la Rue, T.
2016
Noise-induced phase slips, log-periodic oscillations, and the Gumbel distribution. Zbl 1356.60089
Berglund, N.
2016
A stochastic interpretation of the Cauchy problem solution for the equation $$\partial_tu=(\sigma^2/2)\Delta u+V(x)u$$ with complex $$\sigma$$. Zbl 1366.60089
Faddeev, M. M.; Ibragimov, I. A.; Smorodina, N. V.
2016
Annealed invariance principle for random walks on random graphs generated by point processes in $${\mathbb R}^d$$. Zbl 1361.60023
Rousselle, A.
2016
On the conditional moment-generating function of a three-factor variance gammas based process and its applications to forward and futures pricing. Zbl 1365.60070
Ivanov, R. V.; Temnov, G.
2016
Small time almost sure comparisons between a Lévy process and its maximal jump processes. Zbl 1361.60032
Maller, R.
2016
A comparison between different cycle decompositions for metropolis dynamics. Zbl 1356.60110
Cirillo, E. N. M.; Nardi, F. R.; Sohier, J.
2016
Attractor properties of non-reversible dynamics w.r.t. invariant Gibbs measures on the lattice. Zbl 1373.82047
Jahnel, B.; Külske, C.
2016
An SDE approximation for stochastic differential delay equations with state-dependent colored noise. Zbl 1356.60091
McDaniel, A.; Duman, Ö.; Volpe, G.; Wehr, J.
2016
Large deviations for solution of random recurrence equation. Zbl 1342.60038
Shklyaev, A. V.
2016
On planar random walks in environments invariant by horizontal translations. Zbl 1359.60060
Brémont, J.
2016
Random dynamical systems with systematic drift competing with heavy-tailed randomness. Zbl 1361.60058
Belitsky, V.; Menshikov, M.; Petritis, D.; Vachkovskaia, M.
2016
Berman-Konsowa principle for reversible Markov jump processes. Zbl 1356.60128
den Hollander, F.; Jansen, S.
2016
On the duality between consensus problems and Markov processes, with application to delay systems. Zbl 1355.34079
Atay, F. M.
2016
Stochastic center manifold analysis in scalar nonlinear systems involving distributed delays and additive noise. Zbl 1384.60085
Hutt, A.; Lefebvre, J.
2016
The two-scale approach to hydrodynamic limits for non-reversible dynamics. Zbl 1343.60137
Duong, M. H.; Fathi, M.
2016
Phase transition for a contact process with random slowdowns. Zbl 1342.60171
Kuoch, K.
2016
Constrained information transmission on Erdős-Rényi graphs. Zbl 1339.05370
Comets, F.; Gallesco, C.; Popov, S. Yu.; Vachkovskaia, M.
2016
Aging in the GREM-like trap model. Zbl 1351.82065
Gayrard, V.; Guen, O.
2016
Description of all translation-invariant $$p$$-adic Gibbs measures for the Potts model on a Cayley tree. Zbl 1332.82018
Rozikov, U. A.; Khakimov, O. N.
2015
Global asymptotics for the Christoffel-Darboux kernel of random matrix theory. Zbl 1384.60025
Kriecherbauer, T.; Schubert, K.; Schüler, K.; Venker, M.
2015
Definition and self-adjointness of the stochastic Airy operator. Zbl 1336.60128
Minami, N.
2015
Some new insights into Kolmogorov’s criterion, with applications to hysteretic queues. Zbl 1330.60093
Buckingham, P.; Fralix, B.
2015
An absorbing eigentime identity. Zbl 1328.60179
Miclo, L.
2015
Discrete alloy-type models: regularity of distributions and recent results. Zbl 1338.60167
Tautenhahn, M.; Veselić, I.
2015
First passage times of Lévy processes over a one-sided moving boundary. Zbl 1321.60091
Aurzada, F.; Kramm, T.; Savov, M.
2015
GUE minors, maximal Brownian functionals and longest increasing subsequences in random words. Zbl 1328.15047
Benaych-Georges, F.; Houdré, C.
2015
Critical densitites in sandpile models with quenched or annealed disorder. Zbl 1326.60136
Fey, A.; Meester, R.
2015
Eigenvalue variance bounds for covariance matrices. Zbl 1326.60011
Dallaporta, S.
2015
Diffusive scaling for all moments of the Markov Anderson model. Zbl 1357.37011
Musselman, C.; Schenker, J.
2015
Many-body localization: concepts and simple models. Zbl 1336.82004
Sims, R.; Stolz, G.
2015
The large deviation principle for a stochastic Korteweg-de Vries equation with additive noise. Zbl 1342.60037
Lee, C. Y.; Setayeshgar, L.
2015
Absorption time and tree length of the Kingman coalescent and the Gumbel distribution. Zbl 1328.60021
Möhle, M.; Pitters, H.
2015
Non-random overshoots of Lévy processes. Zbl 1321.60100
Vidmar, M.
2015
Examples of random Schrödinger-type operators with non-Poissonian spectra. Zbl 1336.60129
Molchanov, S.; Pastur, L.; Ray, E.
2015
...and 438 more Documents
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### Cited by 2,735 Authors

 25 Külske, Christof 23 Redig, Frank 17 Landim, Claudio 16 Menshikov, Mikhail V. 15 Foss, Sergey G. 14 Maes, Christian 14 Raschel, Kilian 13 Faggionato, Alessandra 13 Ioffe, Dmitry 13 Lambert, Amaury 13 Mukhamedov, Farruh Maksutovich 13 Roberto, Cyril 13 Seppäläinen, Timo 13 Stoltz, Gabriel 12 Comets, Francis M. 12 Corwin, Ivan Z. 12 Ferrari, Patrik Lino 12 Jara, Milton D. 12 Nardi, Francesca Romana 12 Popov, Serguei Yu. 12 Saada, Ellen 11 Lebowitz, Joel Louis 11 Liu, Quansheng 11 Machado, Fábio Prates 11 Presutti, Errico 11 Zucca, Fabio 10 Bertini, Lorenzo Bertini 10 Borodin, Alexei 10 den Hollander, Frank 10 Gonçalves, Patrícia C. 10 Gozlan, Nathael 10 Guillin, Arnaud 10 Lacoin, Hubert 10 Le Ny, Arnaud 10 Löwe, Matthias 10 Martinelli, Fabio 10 Stolyar, Alexander L. 10 Vatutin, Vladimir Alekseevich 10 Wade, Andrew R. 9 Bertacchi, Daniela 9 Ferrari, Pablo Augusto 9 Khakimov, Otabek N. 9 Möhle, Martin 9 Olla, Stefano 9 Rozikov, Utkir A. 9 Toninelli, Cristina 9 van Enter, Aernout C. D. 9 Wachtel, Vitali I. 8 Budhiraja, Amarjit S. 8 Caputo, Pietro 8 Forrester, Peter J. 8 Giardinà, Cristian 8 Häggström, Olle 8 Legoll, Frédéric 8 Li, Junping 8 Martin, James Benedict 8 Menz, Georg 8 Monmarché, Pierre 8 Monthus, Cécile 8 O’Connell, Neil 8 Sasamoto, Tomohiro 8 Shneer, Vsevolod Vladislavovich 7 Bansaye, Vincent 7 Barra, Adriano 7 Berger, Quentin 7 Denisov, Denis E. 7 Eichelsbacher, Peter 7 Gabrielli, Davide 7 Georgiou, Nicos 7 Jahnel, Benedikt 7 Kraaij, Richard Clemens 7 Leonenko, Nikolai N. 7 Pardo, Juan Carlos 7 Peres, Yuval 7 Ramanan, Kavita 7 Rodríguez, Pablo M. 7 Samson, Paul-Marie 7 Shlosman, Senya B. 7 Sidoravicius, Vladas 7 Volkov, Stanislav 6 Bressloff, Paul C. 6 Cattiaux, Patrick 6 Chleboun, Paul 6 Coupier, David 6 Curien, Nicolas 6 De Masi, Anna 6 Del Moral, Pierre 6 Dudnikova, Tat’yana V. 6 D’yakonova, Elena Evgen’evna 6 Edelman, Alan Stuart 6 Fralix, Brian H. 6 Freitas, Jorge Milhazes 6 Fukuda, Motohisa 6 Gallo, Sandro 6 Gantert, Nina 6 Gorin, Vadim 6 Guillemin, Fabrice M. 6 Ignatiouk-Robert, Irina 6 Junge, Matthew 6 Kondrat’yev, Yuriĭ Grygorovych ...and 2,635 more Authors
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### Cited in 352 Journals

 273 Journal of Statistical Physics 160 Stochastic Processes and their Applications 114 The Annals of Applied Probability 105 The Annals of Probability 81 Communications in Mathematical Physics 77 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 68 Probability Theory and Related Fields 51 Journal of Mathematical Physics 51 Electronic Journal of Probability 46 Journal of Theoretical Probability 45 Journal of Applied Probability 44 Advances in Applied Probability 38 Queueing Systems 31 Journal of Statistical Mechanics: Theory and Experiment 30 Journal of Functional Analysis 30 Statistics & Probability Letters 29 Bernoulli 25 Journal of Mathematical Analysis and Applications 22 ALEA. Latin American Journal of Probability and Mathematical Statistics 21 Journal of Mathematical Sciences (New York) 19 Electronic Communications in Probability 19 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 18 Annales Henri Poincaré 16 Brazilian Journal of Probability and Statistics 14 Archive for Rational Mechanics and Analysis 14 Journal of Mathematical Biology 13 Mathematical Physics, Analysis and Geometry 12 Methodology and Computing in Applied Probability 11 SIGMA. Symmetry, Integrability and Geometry: Methods and Applications 10 Problems of Information Transmission 10 Journal of Differential Equations 10 Transactions of the American Mathematical Society 10 Linear Algebra and its Applications 10 Science China. Mathematics 9 Journal of Computational Physics 9 Physica D 9 SIAM Journal on Mathematical Analysis 9 Indagationes Mathematicae. New Series 9 Comptes Rendus. Mathématique. Académie des Sciences, Paris 9 $$p$$-Adic Numbers, Ultrametric Analysis, and Applications 8 Letters in Mathematical Physics 8 Nuclear Physics. B 8 Theory of Probability and its Applications 8 Theoretical Population Biology 8 Journal de Mathématiques Pures et Appliquées. Neuvième Série 8 Multiscale Modeling & Simulation 8 Frontiers of Mathematics in China 7 Physica A 7 Reports on Mathematical Physics 7 Acta Applicandae Mathematicae 7 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 7 Potential Analysis 7 Acta Mathematica Sinica. English Series 7 Stochastics and Dynamics 7 Random Matrices: Theory and Applications 7 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys 6 Communications on Pure and Applied Mathematics 6 Israel Journal of Mathematics 6 Mathematical Biosciences 6 The Annals of Statistics 6 Functional Analysis and its Applications 6 Science in China. Series A 6 Random Structures & Algorithms 6 Discrete Mathematics and Applications 6 Russian Journal of Mathematical Physics 6 Discrete and Continuous Dynamical Systems 6 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 6 Quantum Information Processing 6 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis 6 SIAM Journal on Financial Mathematics 6 Annales Henri Lebesgue 5 Nonlinearity 5 Theoretical and Mathematical Physics 5 Chaos, Solitons and Fractals 5 Advances in Mathematics 5 Inventiones Mathematicae 5 Journal of Multivariate Analysis 5 Mathematics of Operations Research 5 Annals of Operations Research 5 Journal of Nonlinear Science 5 Finance and Stochastics 5 Mathematical Methods of Operations Research 5 Chaos 5 International Journal of Theoretical and Applied Finance 5 Probability in the Engineering and Informational Sciences 5 Quantitative Finance 5 SIAM Journal on Applied Dynamical Systems 5 Proceedings of the Steklov Institute of Mathematics 5 Kinetic and Related Models 5 Probability Surveys 5 Modern Stochastics. Theory and Applications 4 Mathematical Notes 4 Annali di Matematica Pura ed Applicata. Serie Quarta 4 Duke Mathematical Journal 4 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 4 SIAM Journal on Numerical Analysis 4 European Journal of Combinatorics 4 Stochastic Analysis and Applications 4 Discrete Event Dynamic Systems 4 Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences ...and 252 more Journals
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### Cited in 59 Fields

 1,742 Probability theory and stochastic processes (60-XX) 844 Statistical mechanics, structure of matter (82-XX) 214 Partial differential equations (35-XX) 157 Dynamical systems and ergodic theory (37-XX) 150 Biology and other natural sciences (92-XX) 149 Combinatorics (05-XX) 134 Statistics (62-XX) 131 Numerical analysis (65-XX) 124 Operations research, mathematical programming (90-XX) 119 Quantum theory (81-XX) 97 Linear and multilinear algebra; matrix theory (15-XX) 89 Operator theory (47-XX) 78 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 71 Computer science (68-XX) 66 Functional analysis (46-XX) 53 Ordinary differential equations (34-XX) 50 Systems theory; control (93-XX) 43 Information and communication theory, circuits (94-XX) 36 Measure and integration (28-XX) 35 Real functions (26-XX) 31 Fluid mechanics (76-XX) 25 Calculus of variations and optimal control; optimization (49-XX) 21 Global analysis, analysis on manifolds (58-XX) 20 Functions of a complex variable (30-XX) 20 Special functions (33-XX) 18 Number theory (11-XX) 15 Potential theory (31-XX) 15 Integral equations (45-XX) 14 Difference and functional equations (39-XX) 14 Mechanics of particles and systems (70-XX) 13 Harmonic analysis on Euclidean spaces (42-XX) 10 Group theory and generalizations (20-XX) 10 Mechanics of deformable solids (74-XX) 9 Convex and discrete geometry (52-XX) 9 Classical thermodynamics, heat transfer (80-XX) 8 Topological groups, Lie groups (22-XX) 8 Differential geometry (53-XX) 7 Field theory and polynomials (12-XX) 6 Nonassociative rings and algebras (17-XX) 6 Integral transforms, operational calculus (44-XX) 5 Abstract harmonic analysis (43-XX) 5 General topology (54-XX) 5 Relativity and gravitational theory (83-XX) 4 Order, lattices, ordered algebraic structures (06-XX) 4 Approximations and expansions (41-XX) 3 Associative rings and algebras (16-XX) 3 Several complex variables and analytic spaces (32-XX) 3 Optics, electromagnetic theory (78-XX) 3 Geophysics (86-XX) 2 Mathematical logic and foundations (03-XX) 2 Commutative algebra (13-XX) 2 Algebraic geometry (14-XX) 2 Sequences, series, summability (40-XX) 2 Geometry (51-XX) 2 Manifolds and cell complexes (57-XX) 2 Astronomy and astrophysics (85-XX) 1 General and overarching topics; collections (00-XX) 1 History and biography (01-XX) 1 Algebraic topology (55-XX)