# zbMATH — the first resource for mathematics

## Probability Surveys

 Short Title: Probab. Surv. Publisher: Sponsored by Institute of Mathematical Statistics, Beachwood, OH; Bernoulli Society ISSN: 1549-5787/e Online: http://projecteuclid.org/all/euclid.pshttp://www.i-journals.org/ps/archive.php Comments: Indexed cover-to-cover; Published electronic only as of Vol. 1 (2004). This journal is available open access.
 Documents Indexed: 121 Publications (since 2004) References Indexed: 59 Publications with 4,251 References.
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#### Latest Issues

 18 (2021) 17 (2020) 16 (2019) 15 (2018) 14 (2017) 13 (2016) 12 (2015) 11 (2014) 10 (2013) 9 (2012) 8 (2011) 7 (2010) 6 (2009) 5 (2008) 4 (2007) 3 (2006) 2 (2005) 1 (2004)
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#### Authors

 6 Yor, Marc 5 Janson, Svante 2 Bingham, Nicholas Hugh 2 Duminil-Copin, Hugo 2 Gnedin, Alexander V. 2 Grimmett, Geoffrey R. 2 Lawler, Gregory Francis 2 Ley, Christophe 2 Matsumoto, Hiroyuki 2 Whitt, Ward 1 Aldous, David John 1 Alexanderian, Alen 1 Applebaum, David B. 1 Arratia, Richard Alejandro 1 Astrauskas, Arvydas 1 Austin, Tim D. 1 Bass, Richard F. 1 Beffara, Vincent 1 Berger, Arno 1 Bertoin, Jean 1 Biskup, Marek 1 Bobkov, Sergey Germanovich 1 Bordenave, Charles 1 Borkar, Vivek Shripad 1 Borodin, Alexei 1 Bouzianis, George 1 Bradley, Richard C. jun. 1 Bramson, Maury D. 1 Bruss, Franz Thomas 1 Brydges, David C. 1 Buckley, F. M. 1 Caballero, María Emilia 1 Chafaï, Djalil 1 Chatterjee, Sourav 1 Chen, Louis Hsiao-Yun 1 Darling, Richard W. R. 1 de la Peña, Victor H. 1 Diaconis, Persi Warren 1 Doukhan, Paul 1 Downarowicz, Tomasz 1 Dubédat, Julien 1 Dyer, Martin E. 1 Engländer, János 1 Faris, William G. 1 Ferrari, Pablo Augusto 1 Feyel, Denis 1 Gagnebin, Maxime 1 Ginovyan, Mamikon S. 1 Goldberg, Leslie Ann 1 Goldenshluger, Alexander 1 Goldstein, Larry 1 Guionnet, Alice 1 Häggström, Olle 1 Hammond, Alan 1 Hansen, Ben 1 Harel, Matan 1 Hildebrand, Martin V. 1 Hill, Theodore Preston 1 Hirsch, Francis 1 Holmgren, Cecilia Ingrid 1 Hough, J. Ben 1 Howard, Steven R. 1 Hughston, Lane P. 1 Hwang, Hsien-Kuei 1 Ibragimov, Rustam 1 Imbrie, John Z. 1 Jaimungal, Sebastian 1 James, Lancelot F. 1 Járai, Antal A. 1 Jerrum, Mark R. 1 Jonasson, Johan 1 Jones, Galin L. 1 Kargin, Vladislav 1 Kawai, Reiichiro 1 Khanfir, Robin 1 Klass, Michael J. 1 Kochman, Fred 1 König, Wolfgang Dieter 1 Koudou, Angelo Efoévi 1 Kovchegov, Yevgeniy V. 1 Kratz, Marie-France 1 Krishnapur, Manjunath 1 Kuba, Markus F. 1 Kurt, Noemi 1 Labbé, Cyril 1 Lai, Tze Leung 1 Lambert, Amaury 1 Landim, Claudio 1 Lanoue, Daniel Parmet 1 Le Gall, Jean-François 1 Léandre, Rémi 1 Lejay, Antoine 1 Lentzas, George 1 Léonard, Christian 1 Limić, Nedžad 1 Limic, Vlada 1 Lindskog, Filip 1 Lodhia, Asad 1 Mai, Jan-Frederik 1 Major, Peter ...and 83 more Authors
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#### Fields

 116 Probability theory and stochastic processes (60-XX) 19 Statistical mechanics, structure of matter (82-XX) 13 Statistics (62-XX) 10 Combinatorics (05-XX) 6 Linear and multilinear algebra; matrix theory (15-XX) 6 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Functional analysis (46-XX) 4 Number theory (11-XX) 4 Measure and integration (28-XX) 4 Partial differential equations (35-XX) 4 Dynamical systems and ergodic theory (37-XX) 4 Computer science (68-XX) 3 Functions of a complex variable (30-XX) 3 Operator theory (47-XX) 3 Numerical analysis (65-XX) 3 Biology and other natural sciences (92-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Fluid mechanics (76-XX) 2 Systems theory; control (93-XX) 1 General and overarching topics; collections (00-XX) 1 Real functions (26-XX) 1 Special functions (33-XX) 1 Difference and functional equations (39-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral transforms, operational calculus (44-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Quantum theory (81-XX) 1 Operations research, mathematical programming (90-XX) 1 Information and communication theory, circuits (94-XX)

#### Citations contained in zbMATH Open

106 Publications have been cited 3,027 times in 2,761 Documents Cited by Year
Basic properties of strong mixing conditions. A survey and some open questions. Zbl 1189.60077
2005
General state space Markov chains and MCMC algorithms. Zbl 1189.60131
Roberts, Gareth O.; Rosenthal, Jeffrey S.
2004
A survey of random processes with reinforcement. Zbl 1189.60138
Pemantle, Robin
2007
Gaussian multiplicative chaos and applications: a review. Zbl 1316.60073
Rhodes, Rémi; Vargas, Vincent
2014
Determinantal processes and independence. Zbl 1189.60101
Ben Hough, J.; Krishnapur, Manjunath; Peres, Yuval; Virág, Bálint
2006
Random trees and applications. Zbl 1189.60161
Le Gall, Jean-François
2005
The Skorokhod embedding problem and its offspring. Zbl 1189.60088
Obłój, Jan
2004
Fundamentals of Stein’s method. Zbl 1245.60033
Ross, Nathan
2011
On the Markov chain central limit theorem. Zbl 1189.60129
Jones, Galin L.
2004
On the constructions of the skew Brownian motion. Zbl 1189.60145
Lejay, Antoine
2006
Exponential functionals of Lévy processes. Zbl 1189.60096
Bertoin, Jean; Yor, Marc
2005
Martingale proofs of many-server heavy-traffic limits for Markovian queues. Zbl 1189.60067
Pang, Guodong; Talreja, Rishi; Whitt, Ward
2007
Around the circular law. Zbl 1243.15022
Bordenave, Charles; Chafaï, Djalil
2012
Exponential functionals of Brownian motion. I: Probability laws at fixed time. Zbl 1189.60150
Matsumoto, Hiroyuki; Yor, Marc
2005
Recent progress on the random conductance model. Zbl 1245.60098
Biskup, Marek
2011
Simply generated trees, conditioned Galton-Watson trees, random allocations and condensation. Zbl 1244.60013
Janson, Svante
2012
Differential equation approximations for Markov chains. Zbl 1189.60152
Darling, R. W. R.; Norris, J. R.
2008
Quasi-stationary distributions and population processes. Zbl 1261.92056
Méléard, Sylvie; Villemonais, Denis
2012
Orthogonal polynomial ensembles in probability theory. Zbl 1189.60024
König, Wolfgang
2005
Recent advances in invariance principles for stationary sequences. Zbl 1189.60078
Merlevède, Florence; Peligrad, Magda; Utev, Sergey
2006
Integrable probability: from representation theory to MacDonald processes. Zbl 1295.82023
Borodin, Alexei; Petrov, Leonid
2014
Brownian excursion area, wright’s constants in graph enumeration, and other Brownian areas. Zbl 1189.60147
Janson, Svante
2007
Stability of queueing networks. Zbl 1189.60005
Bramson, Maury
2008
Proofs of the martingale FCLT. Zbl 1189.60070
Whitt, Ward
2007
On the notion(s) of duality for Markov processes. Zbl 1292.60077
Jansen, Sabine; Kurt, Noemi
2014
Notes on the occupancy problem with infinitely many boxes: general asymptotics and power laws. Zbl 1189.60050
Gnedin, Alexander; Hansen, Ben; Pitman, Jim
2007
Ruin models with investment income. Zbl 1189.91077
Paulsen, Jostein
2008
Stochastic differential equations with jumps. Zbl 1189.60114
Bass, Richard F.
2004
Exponential functionals of Brownian motion. II: Some related diffusion processes. Zbl 1189.91232
Matsumoto, Hiroyuki; Yor, Marc
2005
Localization and delocalization of random interfaces. Zbl 1189.82051
Velenik, Yvan
2006
On exchangeable random variables and the statistics of large graphs and hypergraphs. Zbl 1189.60020
Austin, Tim
2008
Regularly varying measures on metric spaces: hidden regular variation and hidden jumps. Zbl 1317.60007
Lindskog, Filip; Resnick, Sidney I.; Roy, Joyjit
2014
Exchangeable pairs and Poisson approximation. Zbl 1189.60072
Chatterjee, Sourav; Diaconis, Persi; Meckes, Elizabeth
2005
Stein’s method for comparison of univariate distributions. Zbl 1406.60010
Ley, Christophe; Reinert, Gesine; Swan, Yvik
2017
Generalized gamma convolutions, Dirichlet means, Thorin measures, with explicit examples. Zbl 1189.60035
James, Lancelot F.; Roynette, Bernard; Yor, Marc
2008
Uniqueness and non-uniqueness in percolation theory. Zbl 1189.60175
Häggström, Olle; Jonasson, Johan
2006
Proof(s) of the Lamperti representation of continuous-state branching processes. Zbl 1194.60053
Caballero, Ma. Emilia; Lambert, Amaury; Uribe Bravo, Gerónimo
2009
An essay on the general theory of stochastic processes. Zbl 1189.60076
Nikeghbali, Ashkan
2006
Stochastic analysis of Bernoulli processes. Zbl 1189.60089
Privault, Nicolas
2008
Markov chain comparison. Zbl 1189.60135
Dyer, Martin; Goldberg, Leslie Ann; Jerrum, Mark; Martin, Russell
2006
Functional integral representations for self-avoiding walk. Zbl 1193.82014
Brydges, David C.; Imbrie, John Z.; Slade, Gordon
2009
Moments of gamma type and the Brownian supremum process area. Zbl 1194.60019
Janson, Svante
2010
Limit theorems for discrete-time metapopulation models. Zbl 1194.60024
Buckley, F. M.; Pollett, P. K.
2010
Self-normalized limit theorems: a survey. Zbl 1286.60029
Shao, Qi-Man; Wang, Qiying
2013
Fractional Gaussian fields: a survey. Zbl 1334.60055
Lodhia, Asad; Sheffield, Scott; Sun, Xin; Watson, Samuel S.
2016
Controlled diffusion processes. Zbl 1189.93143
Borkar, Vivek S.
2005
Existence and spatial limit theorems for lattice and continuum particle systems. Zbl 1189.60183
Penrose, Mathew D.
2008
Nonclassical stochastic flows and continuous products. Zbl 1189.60082
Tsirelson, Boris
2004
Conformal restriction and related questions. Zbl 1189.60032
Werner, Wendelin
2005
Level crossings and other level functionals of stationary Gaussian processes. Zbl 1189.60079
Kratz, Marie F.
2006
The notion of $$\psi$$-weak dependence and its applications to bootstrapping time series. Zbl 1189.60043
Doukhan, Paul; Neumann, Michael H.
2008
Szegő’s theorem and its probabilistic descendants. Zbl 1285.60037
Bingham, N. H.
2012
The Bethe ansatz for the six-vertex and XXZ models: an exposition. Zbl 1430.60080
Duminil-Copin, Hugo; Gagnebin, Maxime; Harel, Matan; Manolescu, Ioan; Tassion, Vincent
2018
Tail behaviour of multiple random integrals and $$U$$-statistics. Zbl 1189.60061
Major, Péter
2005
On some recent aspects of stochastic control and their applications. Zbl 1189.93146
Pham, Huyên
2005
Combinatorics and cluster expansions. Zbl 1191.82009
Faris, William G.
2010
A basic theory of Benford’s law. Zbl 1245.60016
Berger, Arno; Hill, Theodore P.
2011
Reciprocal processes. A measure-theoretical point of view. Zbl 1317.60004
Léonard, Christian; Rœlly, Sylvie; Zambrini, Jean-Claude
2014
Probability & incompressible Navier-Stokes equations: an overview of some recent developments. Zbl 1189.76424
Waymire, Edward C.
2005
Regeneration in random combinatorial structures. Zbl 1204.60028
Gnedin, Alexander V.
2010
Sandpile models. Zbl 1409.60144
Járai, Antal A.
2018
Characterizations of GIG laws: a survey. Zbl 1296.60027
Efoévi Koudou, Angelo; Ley, Christophe
2014
Multivariate prediction and matrix Szegő theory. Zbl 1285.60038
Bingham, N. H.
2012
A survey of results on random random walks on finite groups. Zbl 1189.60016
Hildebrand, Martin
2005
Size bias for one and all. Zbl 1427.60002
Arratia, Richard; Goldstein, Larry; Kochman, Fred
2019
Conformally invariant scaling limits in planar critical percolation. Zbl 1245.60096
Sun, Nike
2011
Fringe trees, Crump-Mode-Jagers branching processes and $$m$$-ary search trees. Zbl 1406.60120
Holmgren, Cecilia; Janson, Svante
2017
Quantile coupling inequalities and their applications. Zbl 1307.62036
Mason, David M.; Zhou, Harrison H.
2012
Opinion exchange dynamics. Zbl 1376.91131
Mossel, Elchanan; Tamuz, Omer
2017
Pseudo-maximization and self-normalized processes. Zbl 1189.60057
De La Peña, Victor H.; Klass, Michael J.; Lai, Tze Leung
2007
Branching diffusions, superdiffusions and random media. Zbl 1189.60143
Engländer, János
2007
A survey of results for deletion channels and related synchronization channels. Zbl 1189.94058
Mitzenmacher, Michael
2009
Infinite dimensional Ornstein-Uhlenbeck processes driven by Lévy processes. Zbl 1323.60104
Applebaum, David
2015
Large deviations and stochastic calculus for large random matrices. Zbl 1189.60059
Guionnet, Alice
2004
Planar percolation with a glimpse of Schramm-Loewner evolution. Zbl 1283.60118
Beffara, Vincent; Duminil-Copin, Hugo
2013
On spectral methods for variance based sensitivity analysis. Zbl 1279.62194
Alexanderian, Alen
2013
Distribution of the sum-of-digits function of random integers: a survey. Zbl 1327.60029
Chen, Louis H. Y.; Hwang, Hsien-Kuei; Zacharovas, Vytas
2014
Bougerol’s identity in law and extensions. Zbl 1278.60125
Vakeroudis, Stavros
2012
The realization of positive random variables via absolutely continuous transformations of measure on Wiener space. Zbl 1189.60110
Feyel, D.; Üstünel, A. S.; Zakai, M.
2006
Topics on abelian spin models and related problems. Zbl 1243.82020
Dubédat, Julien
2011
A lecture on the averaging process. Zbl 1245.60088
Aldous, David; Lanoue, Daniel
2012
The trace problem for Toeplitz matrices and operators and its impact in probability. Zbl 1348.60054
Ginovyan, Mamikon S.; Sahakyan, Artur A.; Taqqu, Murad S.
2014
Topics in loop measures and the loop-erased walk. Zbl 1390.60301
Lawler, Gregory F.
2018
Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences. Zbl 1451.60039
Viitasaari, Lauri
2019
Around Tsirelson’s equation, or: the evolution process may not explain everything. Zbl 1328.60170
Yano, Kouji; Yor, Marc
2015
Limits of random tree-like discrete structures. Zbl 1454.60019
Stufler, Benedikt
2020
Poisson approximation. Zbl 1422.60028
Novak, S. Y.
2019
Metastable Markov chains. Zbl 07064384
Landim, Claudio
2019
Random self-similar trees: a mathematical theory of Horton laws. Zbl 1434.05037
Kovchegov, Yevgeniy; Zaliapin, Ilya
2020
Three theorems in discrete random geometry. Zbl 1245.60093
Grimmett, Geoffrey
2011
Time-uniform Chernoff bounds via nonnegative supermartingales. Zbl 1456.60054
Howard, Steven R.; Ramdas, Aaditya; McAuliffe, Jon; Sekhon, Jasjeet
2020
From extreme values of i.i.d. random fields to extreme eigenvalues of finite-volume Anderson Hamiltonian. Zbl 1350.60046
Astrauskas, Arvydas
2016
TASEP hydrodynamics using microscopic characteristics. Zbl 1434.60288
Ferrari, Pablo A.
2018
On moment sequences and mixed Poisson distributions. Zbl 1377.60021
Kuba, Markus; Panholzer, Alois
2016
Current open questions in complete mixability. Zbl 1328.60023
Wang, Ruodu
2015
Scaling limits and the Schramm-Loewner evolution. Zbl 1245.60078
Lawler, Gregory F.
2011
The geometry of Brownian surfaces. Zbl 1189.60104
Léandre, Rémi
2006
A unified approach for solving sequential selection problems. Zbl 1446.60036
Goldenshluger, Alexander; Malinovsky, Yaakov; Zeevi, Assaf
2020
Copulas and long memory. Zbl 1386.60250
Ibragimov, Rustam; Lentzas, George
2017
Equidistribution, uniform distribution: a probabilist’s perspective. Zbl 1395.60001
2018
Limits of random tree-like discrete structures. Zbl 1454.60019
Stufler, Benedikt
2020
Random self-similar trees: a mathematical theory of Horton laws. Zbl 1434.05037
Kovchegov, Yevgeniy; Zaliapin, Ilya
2020
Time-uniform Chernoff bounds via nonnegative supermartingales. Zbl 1456.60054
Howard, Steven R.; Ramdas, Aaditya; McAuliffe, Jon; Sekhon, Jasjeet
2020
A unified approach for solving sequential selection problems. Zbl 1446.60036
Goldenshluger, Alexander; Malinovsky, Yaakov; Zeevi, Assaf
2020
Activated Random Walks on $$\mathbb{Z}^d$$. Zbl 1454.60144
Rolla, Leonardo T.
2020
Size bias for one and all. Zbl 1427.60002
Arratia, Richard; Goldstein, Larry; Kochman, Fred
2019
Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences. Zbl 1451.60039
Viitasaari, Lauri
2019
Poisson approximation. Zbl 1422.60028
Novak, S. Y.
2019
Metastable Markov chains. Zbl 07064384
Landim, Claudio
2019
Equivalences and counterexamples between several definitions of the uniform large deviations principle. Zbl 07064383
Salins, Michael
2019
The Bethe ansatz for the six-vertex and XXZ models: an exposition. Zbl 1430.60080
Duminil-Copin, Hugo; Gagnebin, Maxime; Harel, Matan; Manolescu, Ioan; Tassion, Vincent
2018
Sandpile models. Zbl 1409.60144
Járai, Antal A.
2018
Topics in loop measures and the loop-erased walk. Zbl 1390.60301
Lawler, Gregory F.
2018
TASEP hydrodynamics using microscopic characteristics. Zbl 1434.60288
Ferrari, Pablo A.
2018
Equidistribution, uniform distribution: a probabilist’s perspective. Zbl 1395.60001
2018
On the scaling limits of weakly asymmetric bridges. Zbl 1409.60145
Labbé, Cyril
2018
Stein’s method for comparison of univariate distributions. Zbl 1406.60010
Ley, Christophe; Reinert, Gesine; Swan, Yvik
2017
Fringe trees, Crump-Mode-Jagers branching processes and $$m$$-ary search trees. Zbl 1406.60120
Holmgren, Cecilia; Janson, Svante
2017
Opinion exchange dynamics. Zbl 1376.91131
Mossel, Elchanan; Tamuz, Omer
2017
Copulas and long memory. Zbl 1386.60250
Ibragimov, Rustam; Lentzas, George
2017
Fractional Gaussian fields: a survey. Zbl 1334.60055
Lodhia, Asad; Sheffield, Scott; Sun, Xin; Watson, Samuel S.
2016
From extreme values of i.i.d. random fields to extreme eigenvalues of finite-volume Anderson Hamiltonian. Zbl 1350.60046
Astrauskas, Arvydas
2016
On moment sequences and mixed Poisson distributions. Zbl 1377.60021
Kuba, Markus; Panholzer, Alois
2016
Infinite dimensional Ornstein-Uhlenbeck processes driven by Lévy processes. Zbl 1323.60104
Applebaum, David
2015
Around Tsirelson’s equation, or: the evolution process may not explain everything. Zbl 1328.60170
Yano, Kouji; Yor, Marc
2015
Current open questions in complete mixability. Zbl 1328.60023
Wang, Ruodu
2015
Gaussian multiplicative chaos and applications: a review. Zbl 1316.60073
Rhodes, Rémi; Vargas, Vincent
2014
Integrable probability: from representation theory to MacDonald processes. Zbl 1295.82023
Borodin, Alexei; Petrov, Leonid
2014
On the notion(s) of duality for Markov processes. Zbl 1292.60077
Jansen, Sabine; Kurt, Noemi
2014
Regularly varying measures on metric spaces: hidden regular variation and hidden jumps. Zbl 1317.60007
Lindskog, Filip; Resnick, Sidney I.; Roy, Joyjit
2014
Reciprocal processes. A measure-theoretical point of view. Zbl 1317.60004
Léonard, Christian; Rœlly, Sylvie; Zambrini, Jean-Claude
2014
Characterizations of GIG laws: a survey. Zbl 1296.60027
Efoévi Koudou, Angelo; Ley, Christophe
2014
Distribution of the sum-of-digits function of random integers: a survey. Zbl 1327.60029
Chen, Louis H. Y.; Hwang, Hsien-Kuei; Zacharovas, Vytas
2014
The trace problem for Toeplitz matrices and operators and its impact in probability. Zbl 1348.60054
Ginovyan, Mamikon S.; Sahakyan, Artur A.; Taqqu, Murad S.
2014
Self-normalized limit theorems: a survey. Zbl 1286.60029
Shao, Qi-Man; Wang, Qiying
2013
Planar percolation with a glimpse of Schramm-Loewner evolution. Zbl 1283.60118
Beffara, Vincent; Duminil-Copin, Hugo
2013
On spectral methods for variance based sensitivity analysis. Zbl 1279.62194
Alexanderian, Alen
2013
Around the circular law. Zbl 1243.15022
Bordenave, Charles; Chafaï, Djalil
2012
Simply generated trees, conditioned Galton-Watson trees, random allocations and condensation. Zbl 1244.60013
Janson, Svante
2012
Quasi-stationary distributions and population processes. Zbl 1261.92056
Méléard, Sylvie; Villemonais, Denis
2012
Szegő’s theorem and its probabilistic descendants. Zbl 1285.60037
Bingham, N. H.
2012
Multivariate prediction and matrix Szegő theory. Zbl 1285.60038
Bingham, N. H.
2012
Quantile coupling inequalities and their applications. Zbl 1307.62036
Mason, David M.; Zhou, Harrison H.
2012
Bougerol’s identity in law and extensions. Zbl 1278.60125
Vakeroudis, Stavros
2012
A lecture on the averaging process. Zbl 1245.60088
Aldous, David; Lanoue, Daniel
2012
On temporally completely monotone functions for Markov processes. Zbl 1245.60071
Hirsch, Francis; Yor, Marc
2012
Fundamentals of Stein’s method. Zbl 1245.60033
Ross, Nathan
2011
Recent progress on the random conductance model. Zbl 1245.60098
Biskup, Marek
2011
A basic theory of Benford’s law. Zbl 1245.60016
Berger, Arno; Hill, Theodore P.
2011
Conformally invariant scaling limits in planar critical percolation. Zbl 1245.60096
Sun, Nike
2011
Topics on abelian spin models and related problems. Zbl 1243.82020
Dubédat, Julien
2011
Three theorems in discrete random geometry. Zbl 1245.60093
Grimmett, Geoffrey
2011
Scaling limits and the Schramm-Loewner evolution. Zbl 1245.60078
Lawler, Gregory F.
2011
Reviewing alternative characterizations of Meixner process. Zbl 1244.60036
Mazzola, E.; Muliere, P.
2011
Moments of gamma type and the Brownian supremum process area. Zbl 1194.60019
Janson, Svante
2010
Limit theorems for discrete-time metapopulation models. Zbl 1194.60024
Buckley, F. M.; Pollett, P. K.
2010
Combinatorics and cluster expansions. Zbl 1191.82009
Faris, William G.
2010
Regeneration in random combinatorial structures. Zbl 1204.60028
Gnedin, Alexander V.
2010
Addendum to “Moments of gamma type and the Brownian supremum process area”. Zbl 1242.60017
Janson, Svante
2010
Proof(s) of the Lamperti representation of continuous-state branching processes. Zbl 1194.60053
Caballero, Ma. Emilia; Lambert, Amaury; Uribe Bravo, Gerónimo
2009
Functional integral representations for self-avoiding walk. Zbl 1193.82014
Brydges, David C.; Imbrie, John Z.; Slade, Gordon
2009
A survey of results for deletion channels and related synchronization channels. Zbl 1189.94058
Mitzenmacher, Michael
2009
Differential equation approximations for Markov chains. Zbl 1189.60152
Darling, R. W. R.; Norris, J. R.
2008
Stability of queueing networks. Zbl 1189.60005
Bramson, Maury
2008
Ruin models with investment income. Zbl 1189.91077
Paulsen, Jostein
2008
On exchangeable random variables and the statistics of large graphs and hypergraphs. Zbl 1189.60020
Austin, Tim
2008
Generalized gamma convolutions, Dirichlet means, Thorin measures, with explicit examples. Zbl 1189.60035
James, Lancelot F.; Roynette, Bernard; Yor, Marc
2008
Stochastic analysis of Bernoulli processes. Zbl 1189.60089
Privault, Nicolas
2008
Existence and spatial limit theorems for lattice and continuum particle systems. Zbl 1189.60183
Penrose, Mathew D.
2008
The notion of $$\psi$$-weak dependence and its applications to bootstrapping time series. Zbl 1189.60043
Doukhan, Paul; Neumann, Michael H.
2008
A survey of random processes with reinforcement. Zbl 1189.60138
Pemantle, Robin
2007
Martingale proofs of many-server heavy-traffic limits for Markovian queues. Zbl 1189.60067
Pang, Guodong; Talreja, Rishi; Whitt, Ward
2007
Brownian excursion area, wright’s constants in graph enumeration, and other Brownian areas. Zbl 1189.60147
Janson, Svante
2007
Proofs of the martingale FCLT. Zbl 1189.60070
Whitt, Ward
2007
Notes on the occupancy problem with infinitely many boxes: general asymptotics and power laws. Zbl 1189.60050
Gnedin, Alexander; Hansen, Ben; Pitman, Jim
2007
Pseudo-maximization and self-normalized processes. Zbl 1189.60057
De La Peña, Victor H.; Klass, Michael J.; Lai, Tze Leung
2007
Branching diffusions, superdiffusions and random media. Zbl 1189.60143
Engländer, János
2007
Determinantal processes and independence. Zbl 1189.60101
Ben Hough, J.; Krishnapur, Manjunath; Peres, Yuval; Virág, Bálint
2006
On the constructions of the skew Brownian motion. Zbl 1189.60145
Lejay, Antoine
2006
Recent advances in invariance principles for stationary sequences. Zbl 1189.60078
Merlevède, Florence; Peligrad, Magda; Utev, Sergey
2006
Localization and delocalization of random interfaces. Zbl 1189.82051
Velenik, Yvan
2006
Uniqueness and non-uniqueness in percolation theory. Zbl 1189.60175
Häggström, Olle; Jonasson, Johan
2006
An essay on the general theory of stochastic processes. Zbl 1189.60076
Nikeghbali, Ashkan
2006
Markov chain comparison. Zbl 1189.60135
Dyer, Martin; Goldberg, Leslie Ann; Jerrum, Mark; Martin, Russell
2006
Level crossings and other level functionals of stationary Gaussian processes. Zbl 1189.60079
Kratz, Marie F.
2006
The realization of positive random variables via absolutely continuous transformations of measure on Wiener space. Zbl 1189.60110
Feyel, D.; Üstünel, A. S.; Zakai, M.
2006
The geometry of Brownian surfaces. Zbl 1189.60104
Léandre, Rémi
2006
Basic properties of strong mixing conditions. A survey and some open questions. Zbl 1189.60077
2005
Random trees and applications. Zbl 1189.60161
Le Gall, Jean-François
2005
Exponential functionals of Lévy processes. Zbl 1189.60096
Bertoin, Jean; Yor, Marc
2005
Exponential functionals of Brownian motion. I: Probability laws at fixed time. Zbl 1189.60150
Matsumoto, Hiroyuki; Yor, Marc
2005
Orthogonal polynomial ensembles in probability theory. Zbl 1189.60024
König, Wolfgang
2005
Exponential functionals of Brownian motion. II: Some related diffusion processes. Zbl 1189.91232
Matsumoto, Hiroyuki; Yor, Marc
2005
Exchangeable pairs and Poisson approximation. Zbl 1189.60072
Chatterjee, Sourav; Diaconis, Persi; Meckes, Elizabeth
2005
Controlled diffusion processes. Zbl 1189.93143
Borkar, Vivek S.
2005
Conformal restriction and related questions. Zbl 1189.60032
Werner, Wendelin
2005
Tail behaviour of multiple random integrals and $$U$$-statistics. Zbl 1189.60061
Major, Péter
2005
On some recent aspects of stochastic control and their applications. Zbl 1189.93146
Pham, Huyên
2005
Probability & incompressible Navier-Stokes equations: an overview of some recent developments. Zbl 1189.76424
Waymire, Edward C.
2005
A survey of results on random random walks on finite groups. Zbl 1189.60016
Hildebrand, Martin
2005
...and 6 more Documents
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#### Cited by 3,242 Authors

 25 Gwynne, Ewain 22 Janson, Svante 20 Borodin, Alexei 18 Miller, Jason P. 18 Rosenthal, Jeffrey S. 18 Wang, Caishi 17 Whitt, Ward 16 Pang, Guodong 15 Rhodes, Rémi 15 Roberts, Gareth O. 15 Vargas, Vincent 14 Diaconis, Persi Warren 14 Kortchemski, Igor 13 Chafaï, Djalil 13 Holden, Nina 13 Le Gall, Jean-François 13 Obloj, Jan K. 13 Pollett, Philip K. 13 Röllin, Adrian 13 Sun, Xin 12 Gorin, Vadim 12 Kyprianou, Andreas E. 12 Ross, Nathan 11 Gaunt, Robert Edward 11 Pardo, Juan Carlos 11 Patie, Pierre 11 Shao, Qi-Man 11 van Leeuwaarden, Johan S. H. 10 Andres, Sebastian 10 Biskup, Marek 10 Deuschel, Jean-Dominique 10 Iksanov, Aleksander M. 10 Jones, Galin L. 10 Lambert, Amaury 10 Leonenko, Nikolai N. 10 Petrov, Leonid 10 Slade, Gordon 10 Touzi, Nizar 10 Volkov, Stanislav 9 Beiglböck, Mathias 9 Caputo, Pietro 9 Corwin, Ivan 9 Cox, Alexander Matthew Gordon 9 Crimaldi, Irene 9 Duits, Maurice 9 Garban, Christophe 9 Hardy, Adrien 9 Jara, Milton D. 9 Lambert, Gaultier 9 Ol’shanskiĭ, Grigoriĭ Iosifovich 9 Sheffield, Scott 9 Swan, Yvik C. 9 van der Hofstad, Remco W. 9 Wang, Yizao 9 Webb, Christian 9 Yor, Marc 8 Abraham, Romain 8 Addario-Berry, Louigi 8 Bauerschmidt, Roland 8 Benaïm, Michel 8 Berestycki, Nathanaël 8 Bertoin, Jean 8 Brydges, David C. 8 Chatterjee, Sourav 8 Chen, Jinshu 8 Curien, Nicolas 8 Delmas, Jean-François 8 Ding, Jian 8 Glynn, Peter W. 8 Mandjes, Michel Robertus Hendrikus 8 Mcvinish, Ross S. 8 O’Rourke, Sean D. 8 Pitman, Jim William 8 Privault, Nicolas 8 Redig, Frank 8 Resnick, Sidney Ira 8 Zähle, Henryk 7 Bordenave, Charles 7 Bortolussi, Luca 7 Bufetov, Aleksandr Igorevich 7 Chaumont, Loïc 7 Conforti, Giovanni 7 Duminil-Copin, Hugo 7 Fan, Xiequan 7 Favaro, Stefano 7 Féray, Valentin 7 Forde, Martin 7 Giardinà, Cristian 7 Hammond, Alan 7 Hobert, James P. 7 Hutchcroft, Tom 7 Jeanblanc, Monique 7 Latuszynski, Krzysztof 7 Louidor, Oren 7 Peköz, Erol A. 7 Peligrad, Magda 7 Rivero, Víctor Manuel 7 Simon, Thomas 7 Stufler, Benedikt 7 Wade, Andrew R. ...and 3,142 more Authors
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#### Cited in 392 Journals

 188 Stochastic Processes and their Applications 135 The Annals of Probability 128 Probability Theory and Related Fields 101 Journal of Statistical Physics 99 The Annals of Applied Probability 83 Statistics & Probability Letters 83 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 76 Bernoulli 74 Electronic Journal of Probability 68 Communications in Mathematical Physics 65 Journal of Applied Probability 63 Journal of Theoretical Probability 45 Advances in Applied Probability 39 Queueing Systems 32 Electronic Communications in Probability 30 Journal of Mathematical Physics 29 Journal of Multivariate Analysis 28 Electronic Journal of Statistics 27 Journal of Mathematical Analysis and Applications 26 ALEA. Latin American Journal of Probability and Mathematical Statistics 24 The Annals of Statistics 24 Journal of Functional Analysis 21 Journal of Mathematical Biology 21 Probability Surveys 19 Combinatorics, Probability and Computing 19 Stochastic Systems 18 Advances in Mathematics 18 Transactions of the American Mathematical Society 18 Random Structures & Algorithms 17 Finance and Stochastics 16 Extremes 16 Methodology and Computing in Applied Probability 15 Insurance Mathematics & Economics 15 Communications in Statistics. Theory and Methods 15 Stochastics and Dynamics 14 Lithuanian Mathematical Journal 14 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 14 Stochastics 13 Mathematics of Operations Research 13 Potential Analysis 13 Stochastic Models 12 Journal of Computational and Applied Mathematics 12 Stochastic Analysis and Applications 11 Journal of Econometrics 11 Journal of Statistical Planning and Inference 11 Journal of Statistical Mechanics: Theory and Experiment 11 Random Matrices: Theory and Applications 11 Statistics and Computing 10 Statistics 10 Econometric Theory 10 Annales Henri Poincaré 9 Computational Statistics and Data Analysis 9 Statistical Inference for Stochastic Processes 8 Communications on Pure and Applied Mathematics 8 Mathematical Biosciences 8 Theory of Probability and its Applications 8 Applied Mathematics and Computation 8 Operations Research 8 Proceedings of the American Mathematical Society 8 Statistical Science 8 European Journal of Operational Research 8 Mathematical Finance 8 Quantitative Finance 8 Comptes Rendus. Mathématique. Académie des Sciences, Paris 7 Journal of Computational Physics 7 Duke Mathematical Journal 7 SIAM Journal on Control and Optimization 7 Theoretical Computer Science 7 Operations Research Letters 7 Mathematical Methods of Operations Research 7 Probability in the Engineering and Informational Sciences 7 Brazilian Journal of Probability and Statistics 7 Journal of Physics A: Mathematical and Theoretical 6 Metrika 6 European Journal of Combinatorics 6 Journal of the American Mathematical Society 6 Linear Algebra and its Applications 6 Test 6 Monte Carlo Methods and Applications 6 International Journal of Theoretical and Applied Finance 6 Frontiers of Mathematics in China 6 Science China. Mathematics 5 Discrete Mathematics 5 Nonlinearity 5 Physics Reports 5 Annals of the Institute of Statistical Mathematics 5 Automatica 5 Advances in Applied Mathematics 5 Acta Applicandae Mathematicae 5 Journal of Complexity 5 Algorithmica 5 SIAM Journal on Discrete Mathematics 5 SIAM Journal on Applied Mathematics 5 SIAM Journal on Mathematical Analysis 5 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 5 Statistical Papers 5 The Electronic Journal of Combinatorics 5 Acta Mathematica Sinica. English Series 5 Scandinavian Actuarial Journal 5 SIGMA. Symmetry, Integrability and Geometry: Methods and Applications ...and 292 more Journals
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#### Cited in 60 Fields

 2,217 Probability theory and stochastic processes (60-XX) 470 Statistics (62-XX) 358 Statistical mechanics, structure of matter (82-XX) 287 Combinatorics (05-XX) 234 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 177 Numerical analysis (65-XX) 150 Operations research, mathematical programming (90-XX) 134 Linear and multilinear algebra; matrix theory (15-XX) 124 Partial differential equations (35-XX) 119 Biology and other natural sciences (92-XX) 104 Dynamical systems and ergodic theory (37-XX) 99 Computer science (68-XX) 75 Quantum theory (81-XX) 60 Systems theory; control (93-XX) 51 Operator theory (47-XX) 46 Functional analysis (46-XX) 44 Measure and integration (28-XX) 44 Special functions (33-XX) 44 Calculus of variations and optimal control; optimization (49-XX) 34 Number theory (11-XX) 27 Harmonic analysis on Euclidean spaces (42-XX) 26 Ordinary differential equations (34-XX) 25 Potential theory (31-XX) 23 Information and communication theory, circuits (94-XX) 20 Functions of a complex variable (30-XX) 19 Fluid mechanics (76-XX) 17 Difference and functional equations (39-XX) 16 Global analysis, analysis on manifolds (58-XX) 16 Relativity and gravitational theory (83-XX) 14 Integral transforms, operational calculus (44-XX) 12 Topological groups, Lie groups (22-XX) 12 Several complex variables and analytic spaces (32-XX) 12 Convex and discrete geometry (52-XX) 11 Group theory and generalizations (20-XX) 11 Real functions (26-XX) 11 Integral equations (45-XX) 8 Approximations and expansions (41-XX) 7 History and biography (01-XX) 7 Mathematical logic and foundations (03-XX) 7 Abstract harmonic analysis (43-XX) 7 Differential geometry (53-XX) 6 Order, lattices, ordered algebraic structures (06-XX) 6 Nonassociative rings and algebras (17-XX) 6 General topology (54-XX) 6 Classical thermodynamics, heat transfer (80-XX) 6 Geophysics (86-XX) 5 Algebraic geometry (14-XX) 5 Manifolds and cell complexes (57-XX) 5 Mechanics of deformable solids (74-XX) 4 Associative rings and algebras (16-XX) 4 Mechanics of particles and systems (70-XX) 4 Optics, electromagnetic theory (78-XX) 3 General and overarching topics; collections (00-XX) 2 Commutative algebra (13-XX) 2 Geometry (51-XX) 1 Category theory; homological algebra (18-XX) 1 Sequences, series, summability (40-XX) 1 Algebraic topology (55-XX) 1 Astronomy and astrophysics (85-XX) 1 Mathematics education (97-XX)