The Annals of Probability

An Official Journal of the Institute of Mathematical Statistics

 Short Title: Ann. Probab. Publisher: Institute of Mathematical Statistics (IMS), Beachwood, OH/Bethesda, MD ISSN: 0091-1798; 2168-894X/e Online: http://projecteuclid.org/all/euclid.aop Predecessor: Annals of Mathematical Statistics Comments: Indexed cover-to-cover
 Documents Indexed: 4,513 Publications (since 1973) References Indexed: 1,974 Publications with 51,958 References.
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Authors

 37 Talagrand, Michel 35 Peres, Yuval 35 Rosen, Jay S. 33 Nualart, David 28 Durrett, Richard Timothy 28 Liggett, Thomas Milton 28 Mason, David M. 27 Burdzy, Krzysztof 27 Klass, Michael J. 24 Hall, Peter Gavin 24 Kuelbs, James D. 24 Zinn, Joel 23 Adler, Robert Joseph 23 Pemantle, Robin 22 Bramson, Maury D. 22 Chen, Zhen-Qing 22 Cox, J. Theodore 22 Giné-Masdéu, Evarist 22 Marcus, Michael B. 22 Pitman, Jim William 22 Samorodnitsky, Gennady Pinkhosovich 21 Griffeath, David 21 Kesten, Harry 21 Zeitouni, Ofer 20 Bass, Richard F. 20 Götze, Friedrich 20 Khoshnevisan, Davar 20 Lai, Tze Leung 20 Le Gall, Jean-François 20 Perkins, Edwin A. 19 Dalang, Robert C. 18 Kurtz, Thomas Gordon 18 Lyons, Russell 18 Müller, Carl E. 18 Pinsky, Ross George 17 Bolthausen, Erwin 17 Chen, Xia 17 Deheuvels, Paul 17 Dembo, Amir 16 Benjamini, Itai 16 den Hollander, Frank 16 Deuschel, Jean-Dominique 16 Landim, Claudio 16 Mytnik, Leonid 16 Röckner, Michael 15 Alexander, Kenneth S. 15 Janson, Svante 15 Lalley, Steven P. 15 Miller, Jason P. 15 Pruitt, William E. 15 Schonmann, Roberto Henrique 15 Seppäläinen, Timo 15 Sheffield, Scott 15 Shi, Zhan 14 Bertoin, Jean 14 Csörgő, Miklós 14 Kallenberg, Olav 14 Mountford, Thomas S. 14 Schramm, Oded 14 Shao, Qi-Man 14 Tindel, Samy 13 Ben Arous, Gérard 13 Berman, Simeon M. 13 Bobkov, Sergey Germanovich 13 Chen, Louis Hsiao-Yun 13 Dawson, Donald Andrew 13 Dupuis, Paul G. 13 Hairer, Martin 13 Lawler, Gregory Francis 13 Nourdin, Ivan 13 Sly, Allan 13 Steif, Jeffrey E. 13 Taqqu, Murad S. 12 Aldous, David John 12 de Acosta, Alejandro D. 12 de Haan, Laurens 12 Fleischmann, Klaus 12 Griffin, Philip S. 12 Jain, Naresh C. 12 Lee, Tzong-Yow 12 Newman, Charles Michael 12 Peccati, Giovanni 12 Protter, Philip Elliott 12 Resnick, Sidney Ira 12 Rosiński, Jan 12 Shepp, Lawrence Alan 12 Sznitman, Alain-Sol 12 Yor, Marc 11 Bai, Zhi-Dong 11 Diaconis, Persi Warren 11 Ding, Jian 11 Dudley, Richard Mansfield 11 Dynkin, Evgeniĭ Borisovich 11 Einmahl, Uwe 11 Ferrari, Pablo Augusto 11 Hahn, Marjorie Green 11 Hammond, Alan 11 Kieffer, John Cronan 11 Steele, J. Michael 11 Virág, Bálint ...and 2,931 more Authors
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Fields

 4,389 Probability theory and stochastic processes (60-XX) 528 Statistical mechanics, structure of matter (82-XX) 473 Statistics (62-XX) 228 Partial differential equations (35-XX) 211 Measure and integration (28-XX) 181 Combinatorics (05-XX) 100 Dynamical systems and ergodic theory (37-XX) 97 Linear and multilinear algebra; matrix theory (15-XX) 85 Functional analysis (46-XX) 84 Operator theory (47-XX) 83 Potential theory (31-XX) 80 Global analysis, analysis on manifolds (58-XX) 59 Biology and other natural sciences (92-XX) 59 Systems theory; control (93-XX) 57 Real functions (26-XX) 54 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 54 Information and communication theory, circuits (94-XX) 44 Convex and discrete geometry (52-XX) 43 Calculus of variations and optimal control; optimization (49-XX) 40 Harmonic analysis on Euclidean spaces (42-XX) 36 Operations research, mathematical programming (90-XX) 32 Ordinary differential equations (34-XX) 30 Numerical analysis (65-XX) 30 Computer science (68-XX) 29 Functions of a complex variable (30-XX) 28 Number theory (11-XX) 28 Special functions (33-XX) 24 Differential geometry (53-XX) 20 Group theory and generalizations (20-XX) 19 Fluid mechanics (76-XX) 18 Abstract harmonic analysis (43-XX) 16 Quantum theory (81-XX) 15 History and biography (01-XX) 13 Topological groups, Lie groups (22-XX) 13 Integral transforms, operational calculus (44-XX) 12 Approximations and expansions (41-XX) 12 Integral equations (45-XX) 10 Mathematical logic and foundations (03-XX) 8 Order, lattices, ordered algebraic structures (06-XX) 8 General topology (54-XX) 7 Difference and functional equations (39-XX) 7 Sequences, series, summability (40-XX) 5 Geometry (51-XX) 4 Mechanics of deformable solids (74-XX) 4 Relativity and gravitational theory (83-XX) 3 Several complex variables and analytic spaces (32-XX) 2 Algebraic geometry (14-XX) 2 Associative rings and algebras (16-XX) 2 Manifolds and cell complexes (57-XX) 1 Nonassociative rings and algebras (17-XX) 1 Algebraic topology (55-XX) 1 Mechanics of particles and systems (70-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Mathematics education (97-XX)

Citations contained in zbMATH Open

4,189 Publications have been cited 77,211 times in 41,228 Documents Cited by Year
I-divergence geometry of probability distributions and minimization problems. Zbl 0318.60013
Csiszar, I.
1975
Distribution function inequalities for martingales. Zbl 0301.60035
Burkholder, D. L.
1973
Discrete analogues of self-decomposability and stability. Zbl 0418.60020
Steutel, F. W.; van Harn, K.
1979
Backward stochastic differential equations and partial differential equations with quadratic growth. Zbl 1044.60045
Kobylanski, Magdalena
2000
Reflected solutions of backward SDE’s, and related obstacle problems for PDE’s. Zbl 0899.60047
El Karoui, N.; Kapoudjian, C.; Pardoux, E.; Peng, S.; Quenez, M. C.
1997
Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices. Zbl 1086.15022
Baik, Jinho; Ben Arous, Gérard; Péché, Sandrine
2005
Stochastic calculus with respect to Gaussian processes. Zbl 1015.60047
Alòs, Elisa; Mazet, Olivier; Nualart, David
2001
Weak limit theorems for stochastic integrals and stochastic differential equations. Zbl 0742.60053
Kurtz, Thomas G.; Protter, Philip
1991
The continuum random tree. III. Zbl 0791.60009
Aldous, David
1993
The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator. Zbl 0880.60076
Pitman, Jim; Yor, Marc
1997
Random walks on discrete groups: Boundary and entropy. Zbl 0641.60009
Kaimanovich, V. A.; Vershik, A. M.
1983
Kingman, J. F. C.
1973
Residual life time at great age. Zbl 0295.60014
Balkema, A. A.; de Haan, Laurens
1974
Occupation densities. Zbl 0499.60081
Geman, Donald; Horowitz, Joseph
1980
Central limit theorems for sequences of multiple stochastic integrals. Zbl 1097.60007
Nualart, David; Peccati, Giovanni
2005
The continuum random tree. I. Zbl 0722.60013
Aldous, David
1991
Poisson approximation for dependent trials. Zbl 0335.60016
Chen, Louis H. Y.
1975
Random walks in a random environment. Zbl 0305.60029
Solomon, Fred
1975
Conformal invariance of planar loop-erased random walks and uniform spanning trees. Zbl 1126.82011
Lawler, Gregory F.; Schramm, Oded; Werner, Wendelin
2004
Large deviations of sums of independent random variables. Zbl 0418.60033
Nagaev, S. V.
1979
Dependent central limit theorems and invariance principles. Zbl 0287.60025
McLeish, D. L.
1974
Contact interactions on a lattice. Zbl 0334.60052
Harris, T. E.
1974
Two moments suffice for Poisson approximations: The Chen-Stein method. Zbl 0675.60017
Arratia, R.; Goldstein, L.; Gordon, L.
1989
Ergodic theorems for weakly interacting infinite systems and the voter model. Zbl 0367.60115
Holley, Richard A.; Liggett, Thomas M.
1975
Stopping times and tightness. Zbl 0391.60007
Aldous, David
1978
Inequalities for distributions with given marginals. Zbl 0459.62010
Tchen, Andre H.
1980
Coalescents with multiple collisions. Zbl 0963.60079
Pitman, Jim
1999
Strict stationarity of generalized autoregressive processes. Zbl 0763.60015
Bougerol, Philippe; Picard, Nico
1992
Sharper bounds for Gaussian and empirical processes. Zbl 0798.60051
Talagrand, M.
1994
Central limit theorems for empirical measures. Zbl 0404.60016
Dudley, R. M.
1978
Conceptual proofs of $$L\log L$$ criteria for mean behavior of branching processes. Zbl 0840.60077
Lyons, Russell; Pemantle, Robin; Peres, Yuval
1995
Approximation theorems for independent and weakly dependent random vectors. Zbl 0392.60024
Berkes, Istvan; Philipp, Walter
1979
Boundary value problems and sharp inequalities for martingale transforms. Zbl 0556.60021
Burkholder, D. L.
1984
CLT for linear spectral statistics of large-dimensional sample covariance matrices. Zbl 1063.60022
Bai, Z. D.; Silverstein, Jack W.
2004
Some concepts of negative dependence. Zbl 0501.62037
Block, Henry W.; Savits, Thomas H.; Shaked, Moshe
1982
Stochastic inequalities on partially ordered spaces. Zbl 0371.60013
Kamae, T.; Krengel, U.; O’Brien, G. L.
1977
A spectral representation for max-stable processes. Zbl 0597.60050
de Haan, Laurens
1984
The tight constant in the Dvoretzky-Kiefer-Wolfowitz inequality. Zbl 0713.62021
Massart, P.
1990
Domination by product measures. Zbl 0882.60046
Liggett, T. M.; Schonmann, R. H.; Stacey, A. M.
1997
Reflected Brownian motion on an orthant. Zbl 0462.60073
Harrison, J. Michael; Reiman, Martin I.
1981
On tail probabilities for martingales. Zbl 0313.60037
Freedman, David A.
1975
Some limit theorems for empirical processes (with discussion). Zbl 0553.60037
Giné, Evarist; Zinn, Joel
1984
Asymptotic error distributions for the Euler method for stochastic differential equations. Zbl 0937.60060
Jacod, Jean; Protter, Philip
1998
On the gap between deterministic and stochastic ordinary differential equations. Zbl 0391.60056
Sussmann, Hector J.
1978
Backward stochastic differential equations with reflection and Dynkin games. Zbl 0876.60031
Cvitanić, Jakša; Karatzas, Ioannis
1996
Oriented percolation in two dimensions. Zbl 0567.60095
Durrett, Richard
1984
Exponential and uniform ergodicity of Markov processes. Zbl 0852.60075
Down, D.; Meyn, S. P.; Tweedie, R. L.
1995
Sample functions of the Gaussian process. Zbl 0261.60033
Dudley, R. M.
1973
The law of large numbers and the central limit theorem in Banach spaces. Zbl 0368.60022
Hoffmann-Jørgensen, Jørgen; Pisier, G.
1976
Tightness of probabilities on C([0,1];$$S_ p$$) and D([0,1];$$S_ p$$). Zbl 0527.60004
Mitoma, Itaru
1983
Invariant manifolds for stochastic partial differential equations. Zbl 1052.60048
Duan, Jinqiao; Lu, Kening; Schmalfuss, Björn
2003
Limit theory for moving averages of random variables with regularly varying tail probabilities. Zbl 0562.60026
Davis, Richard; Resnick, Sidney
1985
Limit of the smallest eigenvalue of a large dimensional sample covariance matrix. Zbl 0779.60026
Bai, Z. D.; Yin, Y. Q.
1993
Uniqueness and universality of the Brownian map. Zbl 1282.60014
Le Gall, Jean-François
2013
A maximal inequality and dependent strong laws. Zbl 0353.60035
McLeish, D. L.
1975
Shock models and wear processes. Zbl 0262.60067
Esary, J. D.; Marshall, A. W.; Proschan, F.
1973
Stationary max-stable fields associated to negative definite functions. Zbl 1208.60051
Kabluchko, Zakhar; Schlather, Martin; de Haan, Laurens
2009
Bootstrapping general empirical measures. Zbl 0706.62017
Giné, Evarist; Zinn, Joel
1990
No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices. Zbl 0937.60017
Bai, Z. D.; Silverstein, Jack W.
1998
Random walks and percolation on trees. Zbl 0714.60089
Lyons, Russell
1990
Random matrices: universality of ESDs and the circular law. Zbl 1203.15025
Tao, Terence; Vu, Van; Krishnapur, Manjunath
2010
On the Poisson equation and diffusion approximation. I. Zbl 1029.60053
Pardoux, E.; Veretennikov, A. Yu.
2001
Mean-field backward stochastic differential equations: A limit approach. Zbl 1176.60042
Buckdahn, Rainer; Djehiche, Boualem; Li, Juan; Peng, Shige
2009
Large deviations for infinite dimensional stochastic dynamical systems. Zbl 1155.60024
Budhiraja, Amarjit; Dupuis, Paul; Maroulas, Vasileios
2008
On mixing and stability of limit theorems. Zbl 0376.60026
Aldous, D. J.; Eagleson, G. K.
1978
On skew Brownian motion. Zbl 0462.60076
Harrison, J. M.; Shepp, L. A.
1981
A limit theorem for the norm of random matrices. Zbl 0428.60039
Geman, Stuart
1980
Transportation cost-information inequalities and applications to random dynamical systems and diffusions. Zbl 1061.60011
Djellout, H.; Guillin, A.; Wu, L.
2004
Bakry-Émery curvature-dimension condition and Riemannian Ricci curvature bounds. Zbl 1307.49044
Ambrosio, Luigi; Gigli, Nicola; Savaré, Giuseppe
2015
Finitely additive conditional probabilities, conglomerability and disintegrations. Zbl 0302.60002
Dubins, Lester E.
1975
When is the Student $$t$$-statistic asymptotically standard normal? Zbl 0958.60023
Giné, Evarist; Götze, Friedrich; Mason, David M.
1997
The concept of normality for fuzzy random variables. Zbl 0583.60011
Puri, Madan L.; Ralescu, Dan A.
1985
Anticipated backward stochastic differential equations. Zbl 1186.60053
Peng, Shige; Yang, Zhe
2009
The Euler scheme for Lévy driven stochastic differential equations. Zbl 0876.60030
Protter, Philip; Talay, Denis
1997
Strong stationary times via a new form of duality. Zbl 0723.60083
Diaconis, Persi; Fill, James Allen
1990
Weighted empirical and quantile processes. Zbl 0589.60029
Csörgö, Miklós; Csörgö, Sándor; Horváth, Lajos; Mason, David M.
1986
A variational representation for certain functionals of Brownian motion. Zbl 0936.60059
Boué, Michelle; Dupuis, Paul
1998
A strong law of large numbers for random compact sets. Zbl 0313.60012
Artstein, Zvi; Vitale, Richard A.
1975
Limit theorems for $$U$$-processes. Zbl 0789.60031
Arcones, Miguel A.; Giné, Evarist
1993
An invariance principle for certain dependent sequences. Zbl 0465.60009
Newman, C. M.; Wright, A. L.
1981
Fractional Cauchy problems on bounded domains. Zbl 1247.60078
Meerschaert, Mark M.; Nane, Erkan; Vellaisamy, P.
2009
The oscillation behavior of empirical processes. Zbl 0489.60038
Stute, Winfried
1982
Invariant measures for the zero range process. Zbl 0492.60096
Andjel, Enrique Daniel
1982
Large deviations for a general class of random vectors. Zbl 0534.60026
Ellis, Richard S.
1984
Additive set-valued Markov processes and graphical methods. Zbl 0378.60106
Harris, T. E.
1978
Characterization of the law of the iterated logarithm in Banach spaces. Zbl 0662.60008
Ledoux, M.; Talagrand, M.
1988
A geometrical characterization of Banach spaces in which martingale difference sequences are unconditional. Zbl 0474.60036
Burkholder, D. L.
1981
Central limit theorems for additive functionals of Markov chains. Zbl 1044.60014
Maxwell, Michael; Woodroofe, Michael
2000
Finite exchangeable sequences. Zbl 0434.60034
Diaconis, P.; Freedman, D.
1980
Strong solutions to the stochastic quantization equations. Zbl 1071.81070
Da Prato, Giuseppe; Debussche, Arnaud
2003
Functional Itō calculus and stochastic integral representation of martingales. Zbl 1272.60031
Cont, Rama; Fournié, David-Antoine
2013
Conformal weldings of random surfaces: SLE and the quantum gravity zipper. Zbl 1388.60144
Sheffield, Scott
2016
The stochastic wave equation in two spatial dimensions. Zbl 0938.60046
Dalang, Robert C.; Frangos, N. E.
1998
Semicircle law on short scales and delocalization of eigenvectors for Wigner random matrices. Zbl 1175.15028
Erdős, László; Schlein, Benjamin; Yau, Horng-Tzer
2009
Strong invariance principles for dependent random variables. Zbl 1166.60307
Wu, Wei Biao
2007
Global $$L_2$$-solutions of stochastic Navier-Stokes equations. Zbl 1098.60062
Mikulevicius, R.; Rozovskii, B. L.
2005
Tailfree and neutral random probabilities and their posterior distributions. Zbl 0279.60097
Doksum, Kjell
1974
Analysis of Wiener functionals (Malliavin calculus) and its applications to heat kernels. Zbl 0633.60077
Watanabe, Shinzo
1987
An optimal variance estimate in stochastic homogenization of discrete elliptic equations. Zbl 1215.35025
Gloria, Antoine; Otto, Felix
2011
Stochastic integration in UMD Banach spaces. Zbl 1121.60060
van Neerven, J. M. A. M.; Veraar, M. C.; Weis, L.
2007
Hidden invariance of last passage percolation and directed polymers. Zbl 07496856
Dauvergne, Duncan
2022
Almost-sure exponential mixing of passive scalars by the stochastic Navier-Stokes equations. Zbl 07496861
Bedrossian, Jacob; Blumenthal, Alex; Punshon-Smith, Samuel
2022
A phase transition for repeated averages. Zbl 1485.60069
Chatterjee, Sourav; Diaconis, Persi; Sly, Allan; Zhang, Lingfu
2022
Universality of the geodesic tree in last passage percolation. Zbl 07496858
Busani, Ofer; Ferrari, Patrik L.
2022
Large $$N$$ limit of the $$O(N)$$ linear sigma model via stochastic quantization. Zbl 1490.60192
Shen, Hao; Smith, Scott A.; Zhu, Rongchan; Zhu, Xiangchan
2022
Universality of cutoff for graphs with an added random matching. Zbl 1486.05278
Hermon, Jonathan; Sly, Allan; Sousi, Perla
2022
Cutoff for random lifts of weighted graphs. Zbl 1486.05284
Conchon-Kerjan, Guillaume
2022
Local limits of bipartite maps with prescribed face degrees in high genus. Zbl 1487.05240
Budzinski, Thomas; Louf, Baptiste
2022
A forward-backward SDE from the 2D nonlinear stochastic heat equation. Zbl 1487.35463
Dunlap, Alexander; Gu, Yu
2022
Multipoint distribution of TASEP. Zbl 1490.60279
Liu, Zhipeng
2022
Scaling and local limits of Baxter permutations and bipolar orientations through coalescent-walk processes. Zbl 07527828
Borga, Jacopo; Maazoun, Mickaël
2022
Forests, cumulants, martingales. Zbl 07527829
2022
Precise local estimates for differential equations driven by fractional Brownian motion: hypoelliptic case. Zbl 07512873
Geng, Xi; Ouyang, Cheng; Tindel, Samy
2022
Color-position symmetry in interacting particle systems. Zbl 1484.60106
Borodin, Alexei; Bufetov, Alexey
2021
The smallest singular value of inhomogeneous square random matrices. Zbl 1467.60010
Livshyts, Galyna V.; Tikhomirov, Konstantin; Vershynin, Roman
2021
The overlap gap property and approximate message passing algorithms for $$p$$-spin models. Zbl 1470.60277
Gamarnik, David; Jagannath, Aukosh
2021
Liouville quantum gravity and the Brownian map II: geodesics and continuity of the embedding. Zbl 1478.60045
Miller, Jason; Sheffield, Scott
2021
Survival and extinction of epidemics on random graphs with general degree. Zbl 1478.60254
Bhamidi, Shankar; Nam, Danny; Nguyen, Oanh; Sly, Allan
2021
Fractal geometry of $$\text{Airy}_2$$ processes coupled via the Airy sheet. Zbl 1457.82165
Basu, Riddhipratim; Ganguly, Shirshendu; Hammond, Alan
2021
On stochastic equations with drift in $${L_d}$$. Zbl 1489.60102
Krylov, N. V.
2021
On the derivative martingale in a branching random walk. Zbl 07367505
Buraczewski, Dariusz; Iksanov, Alexander; Mallein, Bastien
2021
Diffusion approximation for fully coupled stochastic differential equations. Zbl 1487.60117
Röckner, Michael; Xie, Longjie
2021
On the uniqueness of global multiple SLEs. Zbl 1478.60225
Beffara, Vincent; Peltola, Eveliina; Wu, Hao
2021
The Derrida-Retaux conjecture on recursive models. Zbl 1484.60096
Chen, Xinxing; Dagard, Victor; Derrida, Bernard; Hu, Yueyun; Lifshits, Mikhail; Shi, Zhan
2021
Random walk on random planar maps: spectral dimension, resistance and displacement. Zbl 1483.60069
Gwynne, Ewain; Miller, Jason
2021
Extremal eigenvalues of critical Erdős-Rényi graphs. Zbl 1467.05236
Alt, Johannes; Ducatez, Raphaël; Knowles, Antti
2021
The Tutte embedding of the mated-CRT map converges to Liouville quantum gravity. Zbl 1484.60007
Gwynne, Ewain; Miller, Jason; Sheffield, Scott
2021
Bulk properties of the Airy line ensemble. Zbl 1484.60107
Dauvergne, Duncan; Virág, Bálint
2021
Eigenvector statistics of Lévy matrices. Zbl 1467.60003
Aggarwal, Amol; Lopatto, Patrick; Marcinek, Jake
2021
Local laws and rigidity for Coulomb gases at any temperature. Zbl 1457.82004
Armstrong, Scott; Serfaty, Sylvia
2021
Freeness over the diagonal for large random matrices. Zbl 1480.15040
Au, Benson; Cébron, Guillaume; Dahlqvist, Antoine; Gabriel, Franck; Male, Camille
2021
Symmetries of stochastic colored vertex models. Zbl 1479.82046
Galashin, Pavel
2021
KPZ equation correlations in time. Zbl 1467.60045
Corwin, Ivan; Ghosal, Promit; Hammond, Alan
2021
Asymptotics of the eigenvalues of the Anderson Hamiltonian with white noise potential in two dimensions. Zbl 1468.35041
Chouk, Khalil; van Zuijlen, Willem
2021
Optimization of mean-field spin glasses. Zbl 07467487
El Alaoui, Ahmed; Montanari, Andrea; Sellke, Mark
2021
Modified log-Sobolev inequalities for strongly log-concave distributions. Zbl 1478.60200
Cryan, Mary; Guo, Heng; Mousa, Giorgos
2021
Quantitative homogenization of the parabolic and elliptic Green’s functions on percolation clusters. Zbl 1467.35033
Dario, Paul; Gu, Chenlin
2021
Diffusions on a space of interval partitions: Poisson-Dirichlet stationary distributions. Zbl 1486.60100
Forman, Noah; Pal, Soumik; Rizzolo, Douglas; Winkel, Matthias
2021
Persistence of Gaussian stationary processes: a spectral perspective. Zbl 1487.60077
Feldheim, Naomi; Feldheim, Ohad; Nitzan, Shahaf
2021
Anti-concentration for subgraph counts in random graphs. Zbl 1467.05242
Fox, Jacob; Kwan, Matthew; Sauermann, Lisa
2021
On words of non-Hermitian random matrices. Zbl 1467.60007
Dubach, Guillaume; Peled, Yuval
2021
Scaling limits of the three-dimensional uniform spanning tree and associated random walk. Zbl 1486.60019
Angel, O.; Croydon, D. A.; Hernandez-Torres, S.; Shiraishi, D.
2021
On strong solutions of Itô’s equations with $$\sigma\in W_{\mathtt{d}}^1$$ and $$\mathtt{b}\in{L_{\mathtt{d}}}$$. Zbl 07467492
Krylov, N. V.
2021
Universality for critical KCM: finite number of stable directions. Zbl 1490.60272
Hartarsky, Ivailo; Martinelli, Fabio; Toninelli, Cristina
2021
Moment estimates for some renormalized parabolic Anderson models. Zbl 1478.60098
Chen, Xia; Deya, Aurélien; Ouyang, Cheng; Tindel, Samy
2021
Cut-off for sandpiles on tiling graphs. Zbl 1467.82045
Hough, Robert; Son, Hyojeong
2021
A solution to the Monge transport problem for Brownian martingales. Zbl 1475.49056
Ghoussoub, Nassif; Kim, Young-Heon; Palmer, Aaron Zeff
2021
A rough super-Brownian motion. Zbl 1486.60087
Perkowski, Nicolas; Rosati, Tommaso
2021
Propagation of chaos for mean field rough differential equations. Zbl 07367498
Bailleul, Ismaël; Catellier, Rémi; Delarue, François
2021
Small gaps of circular $$\beta$$-ensemble. Zbl 1467.60008
Feng, Renjie; Wei, Dongyi
2021
A generalisation of the honeycomb dimer model to higher dimensions. Zbl 1486.60122
Lammers, Piet
2021
Rates of convergence to equilibrium for potlatch and smoothing processes. Zbl 1487.60175
Banerjee, Sayan; Burdzy, Krzysztof
2021
A shape theorem for the Orthant model. Zbl 1487.60183
Holmes, Mark; Salisbury, Thomas S.
2021
Global well posedness of the two-dimensional stochastic nonlinear wave equation on an unbounded domain. Zbl 1467.35221
Tolomeo, Leonardo
2021
A nonamenable “factor” of a Euclidean space. Zbl 1483.60017
Timár, Ádám
2021
Additive functionals as rough paths. Zbl 1487.60143
Deuschel, Jean-Dominique; Orenshtein, Tal; Perkowski, Nicolas
2021
The annealed spectral sample of Voronoi percolation. Zbl 07367517
Vanneuville, Hugo
2021
External diffusion-limited aggregation on a spanning-tree-weighted random planar map. Zbl 1484.60092
Gwynne, Ewain; Pfeffer, Joshua
2021
Domino tilings of the aztec diamond with doubly periodic weightings. Zbl 1491.60066
Berggren, Tomas
2021
Emergence of extended states at zero in the spectrum of sparse random graphs. Zbl 1467.05240
Coste, Simon; Salez, Justin
2021
Age evolution in the mean field forest fire model via multitype branching processes. Zbl 1491.60173
Crane, Edward; Ráth, Balázs; Yeo, Dominic
2021
Local and global geometry of the 2D Ising interface in critical prewetting. Zbl 1484.60109
Ganguly, Shirshendu; Gheissari, Reza
2021
Conformal growth rates and spectral geometry on distributional limits of graphs. Zbl 1482.05319
Lee, James R.
2021
On the real Davies’ conjecture. Zbl 1486.15013
Jain, Vishesh; Sah, Ashwin; Sawhney, Mehtaab
2021
Moments of the Riemann zeta function on short intervals of the critical line. Zbl 07467491
Arguin, Louis-Pierre; Ouimet, Frédéric; Radziwiłł, Maksym
2021
Convergence of the random abelian sandpile. Zbl 1482.35030
Bou-Rabee, Ahmed
2021
TAP free energy, spin glasses and variational inference. Zbl 1467.60025
Fan, Zhou; Mei, Song; Montanari, Andrea
2021
2D anisotropic KPZ at stationarity: scaling, tightness and nontriviality. Zbl 1457.60112
Cannizzaro, Giuseppe; Erhard, Dirk; Schönbauer, Philipp
2021
The 2D-directed spanning forest converges to the Brownian web. Zbl 1476.60021
Coupier, David; Saha, Kumarjit; Sarkar, Anish; Tran, Viet Chi
2021
A geometric representation of fragmentation processes on stable trees. Zbl 07441182
Thévenin, Paul
2021
Chase-escape with death on trees. Zbl 1489.60011
Beckman, Erin; Cook, Keisha; Eikmeier, Nicole; Hernandez-Torres, Sarai; Junge, Matthew
2021
Polarity of almost all points for systems of nonlinear stochastic heat equations in the critical dimension. Zbl 1489.60110
Dalang, Robert C.; Mueller, Carl; Xiao, Yimin
2021
From nonlinear Fokker-Planck equations to solutions of distribution dependent SDE. Zbl 1469.60216
Barbu, Viorel; Röckner, Michael
2020
On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients. Zbl 07206753
Hutzenthaler, Martin; Jentzen, Arnulf
2020
The endpoint distribution of directed polymers. Zbl 1444.60087
Bates, Erik; Chatterjee, Sourav
2020
The two-dimensional KPZ equation in the entire subcritical regime. Zbl 1444.60061
Caravenna, Francesco; Sun, Rongfeng; Zygouras, Nikos
2020
Correlated random matrices: band rigidity and edge universality. Zbl 1434.60017
Alt, Johannes; Erdős, László; Krüger, Torben; Schröder, Dominik
2020
Constructing a solution of the $$(2+1)$$-dimensional KPZ equation. Zbl 1434.60148
Chatterjee, Sourav; Dunlap, Alexander
2020
Convergence of transport noise to Ornstein-Uhlenbeck for 2D Euler equations under the enstrophy measure. Zbl 1440.35234
Flandoli, Franco; Luo, Dejun
2020
Quenched invariance principle for random walks among random degenerate conductances. Zbl 1450.60064
Bella, Peter; Schäffner, Mathias
2020
Averaging dynamics driven by fractional Brownian motion. Zbl 1453.60087
Hairer, Martin; Li, Xue-Mei
2020
Confluence of geodesics in Liouville quantum gravity for $$\gamma \in (0,2)$$. Zbl 1453.60141
Gwynne, Ewain; Miller, Jason
2020
Continuous Breuer-Major theorem: tightness and nonstationarity. Zbl 1468.60043
Campese, Simon; Nourdin, Ivan; Nualart, David
2020
Mean field systems on networks, with singular interaction through hitting times. Zbl 1448.82032
2020
An almost sure KPZ relation for SLE and Brownian motion. Zbl 1455.60111
Gwynne, Ewain; Holden, Nina; Miller, Jason
2020
From the master equation to mean field game limit theory: large deviations and concentration of measure. Zbl 1445.60025
Delarue, François; Lacker, Daniel; Ramanan, Kavita
2020
The Riemann zeta function and Gaussian multiplicative chaos: statistics on the critical line. Zbl 1469.60162
Saksman, Eero; Webb, Christian
2020
Transition from Tracy-Widom to Gaussian fluctuations of extremal eigenvalues of sparse Erdős-Rényi graphs. Zbl 1440.05181
Huang, Jiaoyang; Landon, Benjamin; Yau, Horng-Tzer
2020
Large deviations for the largest eigenvalue of Rademacher matrices. Zbl 1444.60021
Guionnet, Alice; Husson, Jonathan
2020
Algorithmic thresholds for tensor PCA. Zbl 1444.62080
Arous, Gérard Ben; Gheissari, Reza; Jagannath, Aukosh
2020
Martingale Benamou-Brenier: a probabilistic perspective. Zbl 1473.60071
Backhoff-Veraguas, Julio; Beiglböck, Mathias; Huesmann, Martin; Källblad, Sigrid
2020
The distribution of Gaussian multiplicative chaos on the unit interval. Zbl 1462.60063
Remy, Guillaume; Zhu, Tunan
2020
Dimers and imaginary geometry. Zbl 1445.60014
Berestycki, Nathanaël; Laslier, Benoît; Ray, Gourab
2020
Elliptic stochastic quantization. Zbl 1446.60041
Albeverio, Sergio; De Vecchi, Francesco C.; Gubinelli, Massimiliano
2020
Nonlinear large deviation bounds with applications to Wigner matrices and sparse Erdős-Rényi graphs. Zbl 1456.60063
Augeri, Fanny
2020
Busemann functions and Gibbs measures in directed polymer models on $$\mathbb{Z}^2$$. Zbl 1444.60083
Janjigian, Christopher; Rassoul-Agha, Firas
2020
Strong existence and uniqueness for stable stochastic differential equations with distributional drift. Zbl 1461.60039
Athreya, Siva; Butkovsky, Oleg; Mytnik, Leonid
2020
Exact asymptotics for Duarte and supercritical rooted kinetically constrained models. Zbl 1451.60106
Marêché, Laure; Martinelli, Fabio; Toninelli, Cristina
2020
Mallows permutations and finite dependence. Zbl 1456.60081
Holroyd, Alexander E.; Hutchcroft, Tom; Levy, Avi
2020
Random walks on dynamical random environments with nonuniform mixing. Zbl 1453.60163
Blondel, Oriane; Hilário, Marcelo R.; Teixeira, Augusto
2020
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Cited by 25,517 Authors

 138 Nualart, David 123 Röckner, Michael 121 Peres, Yuval 99 Horváth, Lajos 95 Chen, Zhen-Qing 90 Osękowski, Adam 80 Xiao, Yimin 78 Durrett, Richard Timothy 76 Wang, Feng-Yu 76 Zhang, Tusheng S. 74 Götze, Friedrich 73 Lin, Zhengyan 72 Hashorva, Enkelejd 72 van der Hofstad, Remco W. 72 Zeitouni, Ofer 71 Song, Renming 70 Mikosch, Thomas 68 Shao, Qi-Man 67 Csörgő, Miklós 67 Khoshnevisan, Davar 67 Peccati, Giovanni 63 Bai, Zhi-Dong 63 Berkes, István 63 Taqqu, Murad S. 63 Tudor, Ciprian A. 62 Samorodnitsky, Gennady Pinkhosovich 61 Yor, Marc 60 Peligrad, Magda 60 Pitman, Jim William 60 Tindel, Samy 59 Benjamini, Itai 59 Janson, Svante 59 Mason, David M. 59 Nourdin, Ivan 59 Russo, Francesco 59 Zhang, Li-Xin 58 Diaconis, Persi Warren 58 Yan, Litan 57 Hall, Peter Gavin 56 Rosalsky, Andrew 55 Bobkov, Sergey Germanovich 55 Kabluchko, Zakhar A. 55 Landim, Claudio 55 Ouknine, Youssef 54 Albeverio, Sergio A. 54 Borodin, Alexei 54 den Hollander, Frank 54 Kyprianou, Andreas E. 54 Mountford, Thomas S. 54 Zhang, Xicheng 53 Bertoin, Jean 53 Budhiraja, Amarjit S. 53 Burdzy, Krzysztof 52 Brzeźniak, Zdzisław 52 Kim, Panki 52 Thäle, Christoph 50 Ferrari, Pablo Augusto 50 Flandoli, Franco 50 Li, Deli 50 Sidoravicius, Vladas 48 Devroye, Luc P. J. A. 48 Leonenko, Nikolai N. 48 Pardoux, Etienne 48 Resnick, Sidney Ira 48 Shi, Zhan 48 Wang, Jian 47 Iksanov, Aleksander M. 47 Meerschaert, Mark Marvin 47 Merlevède, Florence 47 Seppäläinen, Timo 46 Deheuvels, Paul 46 Dembo, Amir 46 Erdős, László 46 Friz, Peter Karl 46 Le Gall, Jean-François 45 Hu, Yaozhong 45 Maller, Ross Arthur 44 Bouzebda, Salim 44 Corwin, Ivan Z. 44 Csáki, Endre 44 Miller, Jason P. 44 Ren, Yanxia 44 Xiong, Jie 43 Aldous, David John 43 Dedecker, Jérôme 43 Duan, Jinqiao 43 Guillin, Arnaud 43 Hairer, Martin 43 Surgailis, Donatas 43 Wang, Yuebao 42 Dalang, Robert C. 42 Ding, Jian 42 Falk, Michael 42 Révész, Pál 42 Sheffield, Scott 42 Wu, Wei Biao 41 Bollobás, Béla 41 Deuschel, Jean-Dominique 41 Jara, Milton D. 41 Sly, Allan ...and 25,417 more Authors
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Cited in 997 Journals

 2,694 Stochastic Processes and their Applications 1,740 Statistics & Probability Letters 1,671 The Annals of Probability 1,465 Probability Theory and Related Fields 1,082 Journal of Statistical Physics 1,066 The Annals of Applied Probability 958 Journal of Theoretical Probability 741 Journal of Multivariate Analysis 695 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 640 Communications in Mathematical Physics 638 Bernoulli 599 Journal of Mathematical Analysis and Applications 593 The Annals of Statistics 565 Journal of Functional Analysis 560 Journal of Statistical Planning and Inference 539 Communications in Statistics. Theory and Methods 527 Journal of Applied Probability 498 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 480 Electronic Journal of Probability 459 Stochastic Analysis and Applications 438 Transactions of the American Mathematical Society 411 Advances in Applied Probability 336 Journal of Econometrics 318 Proceedings of the American Mathematical Society 282 Lithuanian Mathematical Journal 279 Potential Analysis 276 Electronic Journal of Statistics 263 Stochastics 254 Journal of Mathematical Physics 254 Journal of Differential Equations 244 Stochastics and Dynamics 237 Advances in Mathematics 219 Electronic Communications in Probability 211 Annals of the Institute of Statistical Mathematics 206 Journal of Mathematical Sciences (New York) 200 Comptes Rendus. Mathématique. Académie des Sciences, Paris 194 Extremes 192 ALEA. Latin American Journal of Probability and Mathematical Statistics 186 Insurance Mathematics & Economics 182 Israel Journal of Mathematics 171 Econometric Theory 169 Applied Mathematics and Optimization 166 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 163 Methodology and Computing in Applied Probability 162 Queueing Systems 157 Acta Mathematica Sinica. English Series 155 Statistics 148 Random Structures & Algorithms 143 SIAM Journal on Control and Optimization 138 Computational Statistics and Data Analysis 136 Journal of Nonparametric Statistics 130 Science China. Mathematics 127 Journal of Computational and Applied Mathematics 125 Ergodic Theory and Dynamical Systems 120 Metrika 119 Journal of Statistical Mechanics: Theory and Experiment 118 Theoretical Population Biology 118 Finance and Stochastics 117 Journal of Mathematical Biology 116 Infinite Dimensional Analysis, Quantum Probability and Related Topics 113 Sequential Analysis 112 Combinatorics, Probability and Computing 109 Random Matrices: Theory and Applications 108 Acta Mathematicae Applicatae Sinica. English Series 108 Journal of Inequalities and Applications 106 Theory of Probability and its Applications 106 Stochastic and Partial Differential Equations. Analysis and Computations 105 Stochastic Models 104 Applied Mathematics and Computation 98 Acta Applicandae Mathematicae 97 The Canadian Journal of Statistics 97 Probability in the Engineering and Informational Sciences 95 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 95 Linear Algebra and its Applications 95 SIAM Journal on Mathematical Analysis 93 Test 93 International Journal of Theoretical and Applied Finance 92 Journal of the Korean Statistical Society 91 Journal of Time Series Analysis 89 Advances in Applied Mathematics 89 Statistical Papers 88 Statistical Inference for Stochastic Processes 85 Physica A 85 Duke Mathematical Journal 85 European Journal of Operational Research 85 Discrete and Continuous Dynamical Systems 84 Stochastics 84 International Journal of Approximate Reasoning 84 Journal of Statistical Computation and Simulation 84 Frontiers of Mathematics in China 82 Communications on Pure and Applied Mathematics 82 Annales Henri Poincaré 81 Inventiones Mathematicae 81 Acta Mathematica Hungarica 81 Bulletin des Sciences Mathématiques 79 Mathematical Proceedings of the Cambridge Philosophical Society 78 Mathematics of Operations Research 78 Brazilian Journal of Probability and Statistics 77 Mathematische Zeitschrift 77 Communications in Statistics. Simulation and Computation ...and 897 more Journals
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Cited in 63 Fields

 29,543 Probability theory and stochastic processes (60-XX) 9,048 Statistics (62-XX) 3,998 Statistical mechanics, structure of matter (82-XX) 3,257 Partial differential equations (35-XX) 2,897 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2,208 Combinatorics (05-XX) 1,784 Numerical analysis (65-XX) 1,667 Dynamical systems and ergodic theory (37-XX) 1,298 Operations research, mathematical programming (90-XX) 1,291 Systems theory; control (93-XX) 1,247 Biology and other natural sciences (92-XX) 1,180 Functional analysis (46-XX) 1,131 Linear and multilinear algebra; matrix theory (15-XX) 1,127 Computer science (68-XX) 1,040 Measure and integration (28-XX) 989 Operator theory (47-XX) 887 Calculus of variations and optimal control; optimization (49-XX) 682 Ordinary differential equations (34-XX) 597 Quantum theory (81-XX) 589 Global analysis, analysis on manifolds (58-XX) 545 Harmonic analysis on Euclidean spaces (42-XX) 506 Convex and discrete geometry (52-XX) 498 Real functions (26-XX) 486 Potential theory (31-XX) 465 Information and communication theory, circuits (94-XX) 428 Fluid mechanics (76-XX) 391 Differential geometry (53-XX) 367 Number theory (11-XX) 332 Group theory and generalizations (20-XX) 315 Functions of a complex variable (30-XX) 303 Special functions (33-XX) 208 Approximations and expansions (41-XX) 196 Abstract harmonic analysis (43-XX) 183 Integral equations (45-XX) 181 Mathematical logic and foundations (03-XX) 179 Topological groups, Lie groups (22-XX) 161 Integral transforms, operational calculus (44-XX) 151 Difference and functional equations (39-XX) 107 General topology (54-XX) 92 Mechanics of particles and systems (70-XX) 90 Geophysics (86-XX) 82 History and biography (01-XX) 77 Order, lattices, ordered algebraic structures (06-XX) 68 Mechanics of deformable solids (74-XX) 66 Relativity and gravitational theory (83-XX) 61 Classical thermodynamics, heat transfer (80-XX) 58 Manifolds and cell complexes (57-XX) 53 Algebraic geometry (14-XX) 53 Sequences, series, summability (40-XX) 51 Geometry (51-XX) 50 General and overarching topics; collections (00-XX) 44 Associative rings and algebras (16-XX) 42 Nonassociative rings and algebras (17-XX) 41 Several complex variables and analytic spaces (32-XX) 39 Algebraic topology (55-XX) 33 Optics, electromagnetic theory (78-XX) 17 Astronomy and astrophysics (85-XX) 13 Commutative algebra (13-XX) 10 Category theory; homological algebra (18-XX) 9 Field theory and polynomials (12-XX) 7 Mathematics education (97-XX) 2 General algebraic systems (08-XX) 1 $$K$$-theory (19-XX)