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zbMATH — the first resource for mathematics

Probability and Mathematical Statistics

Short Title: Probab. Math. Stat.
Parallel Title: Main series: Acta Universitatis Wratislaviensis
Publisher: University of Wrocław (Uniwersitet Wrocławski), Wrocław
ISSN: 0208-4147
Online: http://www.math.uni.wroc.pl/~pms/index.php
Comments: Indexed cover-to-cover; This journal is available open access.
Documents Indexed: 928 Publications (since 1980)
References Indexed: 85 Publications with 1,788 References.
all top 5

Authors

18 Szynal, Dominik
12 Rychlik, Zdzisław
11 Jajte, Ryszard
11 Szczotka, Władysław
11 Woyczynski, Wojbor A.
10 Jurek, Zbigniew J.
10 Urbanik, Kazimierz
9 Inglot, Tadeusz
9 Paszkiewicz, Adam
9 Rachev, Svetlozar T.
7 Klotz, Lutz Peter
7 Palmowski, Zbigniew
6 Byczkowski, Tomasz
6 Rolski, Tomasz
6 Różański, Roman
6 Stettner, Łukasz
6 Zontek, Stefan
5 Accardi, Luigi
5 Bieniek, Mariusz
5 Csörgő, Sándor
5 Doukhan, Paul
5 Graczyk, Piotr
5 Maejima, Makoto
5 Makagon, Andrzej
5 Michna, Zbigniew
5 Misiewicz, Jolanta K.
5 Ouknine, Youssef
5 Rosiński, Jan
5 Schreiber, Tomasz
5 Szubarga, Antoni
5 Víšek, Jan Ámos
5 Weron, Aleksander
5 Wesołowski, Jacek
5 Yor, Marc
5 Żak, Tomasz
4 Abundo, Mario
4 Alsmeyer, Gerold
4 Ciesielski, Zbigniew
4 de Haan, Laurens
4 Dębicki, Krzysztof
4 Hebda-Grabowska, Halina
4 Kaniowski, Krzysztof
4 Lepeltier, Jean-Pierre
4 Linde, Werner
4 Łuczak, Andrzej
4 Matuła, Przemysław
4 Nadarajah, Saralees
4 Neuenschwander, Daniel
4 Nguyen Nam Hong
4 Nguyen Van Thu
4 Osękowski, Adam
4 Peng, Liang
4 Pietruska-Pałuba, Katarzyna
4 Rüschendorf, Ludger
4 Samorodnitsky, Gennady Pinkhosovich
4 Slaby, Marek
4 Téchené, Jean-Jacques
4 Urban, Roman
4 Zabczyk, Jerzy
3 Aurzada, Frank
3 Becker-Kern, Peter
3 Boukas, Andreas
3 Bouzar, Nadjib
3 Braverman, Michael Sh.
3 Bryc, Włodzimierz
3 Burdzy, Krzysztof
3 Burnecki, Krzysztof
3 Byczkowska, Halina
3 Csörgő, Miklós
3 Daley, Daryl John
3 Denker, Manfred
3 Eddahbi, M’hamed
3 Fernique, Xavier
3 Fujita, Takahiko
3 Furmańczyk, Konrad
3 Gradinaru, Mihai
3 Hashorva, Enkelejd
3 Hazod, Wilfried
3 Heinkel, Bernard
3 Heyer, Herbert
3 Klonecki, Witold
3 Kokoszka, Piotr S.
3 Kozek, Andrzej S.
3 Krajka, Andrzej
3 Krupa, Grzegorz
3 Kubacki, Krzysztof S.
3 Ledwina, Teresa
3 León, José Rafael R.
3 Lewandowski, Maciej
3 Lifshits, Mikhail A.
3 Mielniczuk, Jan
3 Młotkowski, Wojciech
3 Niewiadomska-Bugaj, Magdalena
3 Nourdin, Ivan
3 Qi, Yongcheng
3 Rajba, Teresa
3 Rajput, Balram S.
3 Rosalsky, Andrew
3 Scheffler, Hans-Peter
3 Słomiński, Leszek
...and 845 more Authors
all top 5

Fields

727 Probability theory and stochastic processes (60-XX)
248 Statistics (62-XX)
64 Functional analysis (46-XX)
35 Operator theory (47-XX)
33 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
24 Numerical analysis (65-XX)
21 Measure and integration (28-XX)
17 Partial differential equations (35-XX)
17 Quantum theory (81-XX)
15 Harmonic analysis on Euclidean spaces (42-XX)
15 Operations research, mathematical programming (90-XX)
14 Combinatorics (05-XX)
14 Potential theory (31-XX)
12 Integral transforms, operational calculus (44-XX)
11 Linear and multilinear algebra; matrix theory (15-XX)
11 Abstract harmonic analysis (43-XX)
9 Systems theory; control (93-XX)
7 Topological groups, Lie groups (22-XX)
7 Information and communication theory, circuits (94-XX)
6 Group theory and generalizations (20-XX)
6 Special functions (33-XX)
5 Order, lattices, ordered algebraic structures (06-XX)
5 Number theory (11-XX)
5 Real functions (26-XX)
5 Functions of a complex variable (30-XX)
4 Dynamical systems and ergodic theory (37-XX)
4 Computer science (68-XX)
4 Statistical mechanics, structure of matter (82-XX)
3 Approximations and expansions (41-XX)
3 Calculus of variations and optimal control; optimization (49-XX)
3 Convex and discrete geometry (52-XX)
3 Differential geometry (53-XX)
2 History and biography (01-XX)
2 Mathematical logic and foundations (03-XX)
2 Associative rings and algebras (16-XX)
2 Several complex variables and analytic spaces (32-XX)
2 Ordinary differential equations (34-XX)
2 Sequences, series, summability (40-XX)
2 Global analysis, analysis on manifolds (58-XX)
1 General and overarching topics; collections (00-XX)
1 Nonassociative rings and algebras (17-XX)
1 Geometry (51-XX)
1 General topology (54-XX)
1 Fluid mechanics (76-XX)
1 Classical thermodynamics, heat transfer (80-XX)
1 Geophysics (86-XX)
1 Biology and other natural sciences (92-XX)

Publications by Year

Citations contained in zbMATH Open

554 Publications have been cited 2,578 times in 2,312 Documents Cited by Year
A variational representation for positive functionals of infinite dimensional Brownian motion. Zbl 0994.60028
Budhiraja, Amarjit; Dupuis, Paul
89
2000
Properties of Green function of symmetric stable processes. Zbl 0903.60063
Kulczycki, Tadeusz
83
1997
Potential theory of Schrödinger operator based on fractional Laplacian. Zbl 0996.31003
Bogdan, Krzysztof; Byczkowski, Tomasz
53
2000
On multiple Poisson stochastic integrals and associated Markov semigroups. Zbl 0548.60058
Surgailis, D.
47
1982
Improved bounds on Bell numbers and on moments of sums of random variables. Zbl 1230.60014
Berend, Daniel; Tassa, Tamir
44
2010
On the fractional anisotropic Wiener field. Zbl 0857.60046
Kamont, Anna
38
1996
Comparison of sums of independent identically distributed random vectors. Zbl 0827.60005
Montgomery-Smith, S. J.
34
1993
The infinite divisibility and orthogonal polynomials with a constant recursion formula in free probability theory. Zbl 1020.46019
Saitoh, Naoko; Yoshida, Hiroaki
34
2001
The estimates for the Green function in Lipschitz domains for the symmetric stable processes. Zbl 1035.60046
Jakubowski, Tomasz
32
2002
On Marcinkiewicz-Zygmund laws of large numbers in Banach spaces and related rates of convergence. Zbl 0502.60006
Woyczynski, Wojbor A.
25
1980
On Lamperti stable processes. Zbl 1198.60022
Caballero, M. E.; Pardo, J. C.; Pérez, J. L.
24
2010
Selfsimilar processes with stationary increments in the second Wiener chaos. Zbl 1261.60041
Maejima, M.; Tudor, C. A.
24
2012
On a Taylor formula for a class of Ito processes. Zbl 0528.60053
Platen, Eckhard; Wagner, Wolfgang
23
1982
Positive-definite matrix processes of finite variation. Zbl 1128.60053
Barndorff-Nielsen, Ole Eiler; Stelzer, Robert
22
2007
Sur un théorème de minimax et son application aux tests. Zbl 0571.62036
Birgé, Lucien
21
1982
On harmonic measure for Lévy processes. Zbl 0991.60067
Sztonyk, Paweł
21
2000
On the central limit theorem with almost sure convergence. Zbl 0741.60019
Schatte, Peter
20
1991
Principe d’invariance faible pour la fonction de repartition empirique dans un cadre multidimensionnel et melangeant. (Weak invariance principle for multivariate and mixing empirical distributions). Zbl 0651.60042
Doukhan, Paul; Portal, Frederic
18
1987
On polynomial chaos and integrability. Zbl 0555.60008
Borell, Christer
18
1982
On zero-sum stochastic games with general state space. I. Zbl 0561.60048
Nowak, Andrzej S.
18
1984
Weak martingale Hardy spaces. Zbl 0985.60041
Weisz, Ferenc
18
1998
Reflected BSDE with superlinear quadratic coefficient. Zbl 1013.60036
Kobylanski, M.; Lepeltier, J. P.; Quenez, M. C.; Torres, S.
17
2002
Decoupling and stochastic integration in UMD Banach spaces. Zbl 0718.60050
McConnell, Terry R.
17
1989
Test for association of random variables in the domain of attraction of multivariate stable law. Zbl 0807.62047
Rachev, Svetlozar T.; Xin, Huang
16
1993
An invariance principle for weakly dependent stationary general models. Zbl 1124.60031
Doukhan, Paul; Wintenberger, Olivier
16
2007
Optimality of the auxiliary particle filter. Zbl 1176.62092
Douc, Randal; Moulines, Éric; Olsson, Jimmy
16
2009
Empirical processes, Vapnik-Chervonenkis classes and Poisson processes. Zbl 0502.60019
Durst, Mark; Dudley, Richard M.
16
1980
An interacting free Fock space and the arcsine law. Zbl 0880.60065
Lu, Y. G.
15
1997
Stochastic processes with linear conditional expectation and quadratic conditional variance. Zbl 0803.60073
Wesołowski, Jacek
15
1993
On capacities of quantum channels. Zbl 0880.60102
Ohya, Masanori; Petz, Dénes; Watanabe, Noboru
14
1997
Distributional properties of the negative binomial Lévy process. Zbl 1170.60021
Kozubowski, Tomasz J.; Podgórski, Krzystof
14
2009
Computing VaR and AVaR in infinitely divisible distributions. Zbl 1222.60018
Kim, Young Shin S.; Rachev, Svetlozar T.; Bianchi, Michele Leonardo; Fabozzi, Frank J.
13
2010
Curse of dimensionality in approximation of random fields. Zbl 1113.41038
Lifshits, M. A.; Tulyakova, E. V.
13
2006
The modified tempered stable distribution, GARCH models and option pricing. Zbl 1166.60013
Kim, Yong Shin; Rachev, Svetlozar T.; Chung, Dong Myung; Bianchi, Michele Leonardo
13
2009
Eigenvalue distribution of large sample covariance matrices of linear processes. Zbl 1260.62072
Pfaffel, Oliver; Schlemm, Eckhard
13
2011
Law of the iterated logarithm for subsequences. Zbl 0613.60022
Gut, Allan
13
1986
Remarks on Banach spaces of stable type. Zbl 0511.60005
Rosinski, Jan
13
1980
Interacting particle approximation for nonlocal quadratic evolution problems. Zbl 0985.60091
Biler, Piotr; Funaki, Tadahisa; Woyczynski, Wojbor A.
13
1999
Minimal integral representations of stable processes. Zbl 1121.60032
Rosiński, Jan
12
2006
Lévy processes and stochastic integrals in Banach spaces. Zbl 1124.60044
Applebaum, David
12
2007
Simulation of Pickands constants. Zbl 1013.60030
Burnecki, K.; Michna, Z.
12
2002
Tractability of multiparametric Euler and Wiener integrated processes. Zbl 1254.65016
Lifshits, M.; Papageorgiou, A.; Woźniakowski, H.
12
2012
The ladder variables of a Markov random walk. Zbl 0988.60069
Alsmeyer, Gerold
12
2000
On extremal index of max-stable stationary processes. Zbl 1393.60055
Dębicki, Krzysztof; Hashorva, Enkelejd
12
2017
A probabilistic approach to the reduite in optimal stopping. Zbl 0777.60034
El Karoui, N.; Lepeltier, J.-P.; Millet, A.
11
1992
Prediction of infinite variance fractional ARIMA. Zbl 0857.60032
Kokoszka, Piotr S.
11
1996
On a particular class of self-decomposable random variables: the durations of Bessel excursions straddling independent exponential times. Zbl 1123.60063
Bertoin, J.; Fujita, T.; Roynette, B.; Yor, M.
11
2006
Tightness criteria for random measures with application to the principle of conditioning in Hilbert spaces. Zbl 0669.60010
Jakubowski, Adam
11
1988
Differential metrics in probability spaces. Zbl 0562.62003
Burbea, Jacob; Rao, C. Radhakrishna
11
1982
Invariant measures for stochastic heat equations. Zbl 0986.60057
Tessitore, Gianmario; Zabczyk, Jerzy
11
1998
On first-passage times for one-dimensional jump-diffusion processes. Zbl 0988.60073
Abundo, Mario
11
2000
Asymptotic distribution of unibiased linear estimators in the presence of heavy-tailed stochastic regressors and residuals. Zbl 1131.62013
Samorodnitsky, Gennady; Rachev, Svetlozar T.; Kurz-Kim, Jeong-Ryeol; Stoyanov, Stoyan V.
11
2007
On the approximation theorem of the Wong-Zakai type for the functional stochastic differential equations. Zbl 0774.60056
Twardowska, Krystyna
10
1991
Two approaches to constructing simultaneous confidence bounds for quantiles. Zbl 0591.62039
Csörgö, M.; Révész, P.
10
1984
Intrinsic compound kernel estimates for the transition probability density of Lévy-type processes and their applications. Zbl 1367.60054
Knopova, Victoria; Kulik, Aleksei
10
2017
Computing the portfolio conditional value-at-risk in the \(\alpha\)-stable case. Zbl 1255.91395
Stoyanov, Stoyan; Samorodnitsky, Gennady; Rachev, Svetlozar T.; Ortobelli, Sergio
10
2006
An Erdős-Rényi law for mixing processes. Zbl 1125.60023
Denker, Manfred; Kabluchko, Zakhar
10
2007
A strong and weak approximation scheme for stochastic differential equations driven by a time-changed Brownian motion. Zbl 1357.60070
Jum, Ernest; Kobayashi, Kei
10
2016
On the almost sure central limit theorem for associated random variables. Zbl 0985.60033
Matuła, Przemysław
10
1998
Infinite horizon reflected backward stochastic differential equations and applications in mixed control and game problems. Zbl 0985.60063
Hamadène, S.; Lepeltier, J.-P.; Wu, Zhen
10
1999
Remarks on Pickands’ theorem. Zbl 1393.60035
Michna, Zbigniew
10
2017
Intrinsic ultracontractivity for Lévy processes. Zbl 1146.60043
Grzywny, Tomasz
10
2008
Multivariate Liouville distributions. II. Zbl 0771.62041
Gupta, Rameshwar D.; Richards, Donald St. P.
9
1991
On data driven Neyman’s tests. Zbl 0847.62034
Kallenberg, Wilbert C. M.; Ledwina, Teresa
9
1995
Diagonalizability of non-homogeneous quantum Markov states and associated von Neumann algebras. Zbl 1088.46038
Fidaleo, Francesco; Mukhamedov, Farruh
9
2004
Moments of Poisson stochastic integrals with random integrands. Zbl 1268.60069
Privault, Nicolas
9
2012
Discrete time periodically correlated Markov processes. Zbl 0991.60057
Nematollahi, A. R.; Soltani, A. R.
9
2000
Convergence rates in the strong law for associated random variables. Zbl 0987.60044
Louhichi, Sana
9
2000
Mathematical expectation and strong law of large numbers for random variables with values in a metric space of negative curvature. Zbl 0766.60009
Herer, Wojciech
8
1992
Data-driven score tests for homoscedastic linear regression model: asymptotic results. Zbl 1104.62051
Inglot, Tadeusz; Ledwina, Teresa
8
2006
Second-order theory for iteration stable tessellations. Zbl 1270.60019
Schreiber, Tomasz; Thäle, Christoph
8
2012
Strong exponential integrability of sums of independent B-valued random vectors. Zbl 0502.60007
de Acosta, Alejandro
8
1980
Almost sure convergence of the distributional limit theorem for order statistics. Zbl 1050.62023
Peng, Liang; Qi, Yongcheng
8
2003
Linear estimators of the mean vector in linear models: Problem of admissibility. Zbl 0527.62005
Klonecki, Witold
8
1982
Exit time and Green function of cone for symmetric stable processes. Zbl 0986.60071
Kulczycki, Tadeusz
8
1999
Stable probability distributions and their domains of attraction: A direct approach. Zbl 0994.60011
Geluk, J. L.; de Haan, L.
8
2000
Bellman’s inclusions and excessive measures. Zbl 0992.60077
Zabczyk, J.
8
2001
Backward stochastic nonlinear Volterra integral equations with local Lipschitz drift. Zbl 1089.60514
Aman, Auguste; N’Zi, Modeste
8
2005
Selfdecomposable laws associated with hyperbolic functions. Zbl 1066.60019
Jurek, Zbigniew J.; Yor, Marc
7
2004
Maximum d’entropie et problème des moments: Cas multidimensionnel. (Maximum entropy and the moment problem: Multidimensional case). Zbl 0766.60003
Gamboa, F.; Gassiat, E.
7
1991
On the structure of a class of distributions obeying the principle of a single big jump. Zbl 1342.60016
Xu, Hui; Scheutzow, Michael; Wang, Yuebao; Cui, Zhaolei
7
2016
Large deviation approximations for maximum likelihood estimators. Zbl 0615.62032
Skovgaard, I. M.
7
1985
Bahadur’s representation of sample quantiles based on smoothed estimates of a distribution function. Zbl 0659.62056
Mack, Y. P.
7
1987
Cumulants for stationary mixing random sequences and applications to empirical spectral density. Zbl 0684.60027
Doukhan, P.; León, J. R.
7
1989
Asymptotic representations of self-normalized sums. Zbl 0694.60016
Csörgö, Miklós; Horváth, Lajos
7
1988
On boundedness and convergence of some Banach space valued random series. Zbl 0505.60015
Sztencel, Rafal
7
1981
On estimates for an averaged square risk. Zbl 0507.62024
Borovkov, A. A.; Sakhanenko, A. I.
7
1980
Some remarks on Gaussian measures in Banach spaces. Zbl 0511.60004
Kwapien, Stanislaw; Szymanski, Boguslaw
7
1980
Time-inhomogeneous diffusions corresponding to symmetric divergence form operators. Zbl 1029.60064
Rozkosz, Andrej
7
2002
On some representations concerning the stochastic integrals. Zbl 0565.60049
Yamada, Toshio
7
1984
On the supremum from Gaussian processes over infinite horizon. Zbl 0985.60034
Dȩbicki, Krzysztof; Michna, Zbigniew; Rolski, Tomasz
7
1998
A characterization of the bivariate Wishart distribution. Zbl 0981.62042
Geiger, Dan; Heckerman, David
7
1998
Weighted least-squares estimators of tail indices. Zbl 0982.62053
Viharos, László
7
1999
Martin representation for \(\alpha\)-harmonic functions. Zbl 0999.60073
Michalik, Krzysztof; Samotij, Krzysztof
7
2000
On the strong law of large numbers for sequences of blockwise independent and blockwise \(p\)-orthogonal random elements in Rademacher type \(p\) Banach spaces. Zbl 1148.60018
Rosalsky, Andrew; Le Van Thanh
7
2007
On Besov regularity of Brownian motions in infinite dimensions. Zbl 1136.60358
Hytönen, Tuomas P.; Veraar, Mark C.
7
2008
On some stopping and impulsive control problems with a general discount rate criteria. Zbl 0721.60050
Stettner, Łukasz
7
1989
Orderings and risk probability functionals in portfolio theory. Zbl 1158.60322
Ortobelli, Sergio; Rachev, Svetlozar; Shalit, Haim; Fabozzi, Frank J.
6
2008
Large deviations for Wishart processes. Zbl 1158.60331
Donati-Martin, Catherine
6
2008
Mathematical expectation and martingales of random subsets of a metric space. Zbl 0745.60007
Herer, Wojciech
6
1991
A note on existence of global solutions and invariant measures for jump SDEs with locally one-sided Lipschitz drift. Zbl 1459.60129
Majka, Mateusz B.
3
2020
Random iteration with place dependent probabilities. Zbl 1453.60130
Kapica, R.; Ślęczka
3
2020
Regularly log-periodic functions and some applications. Zbl 1460.44001
Kevei, Péter
2
2020
On potential theory of hyperbolic Brownian motion with drift. Zbl 1453.60140
Serafin, Grzegorz
1
2020
Optimal Parisian-type dividend payments penalized by the number of claims for the classical and perturbed classical risk process. Zbl 1453.60149
Czarna, Irmina; Palmowski, Zbigniew; Li, Yanhong; Zhao, Chunming
1
2020
Reflected BSDEs with general filtration and two completely separated barriers. Zbl 07089245
Topolewski, Mateusz
3
2019
Large deviations for generalized conditioned Gaussian processes and their bridges. Zbl 07089243
Pacchiarotti, Barbara
2
2019
Cauchy-Stieltjes families with polynomial variance functions and generalized orthogonality. Zbl 1447.60045
Bryc, Włodzimierz; Fakhfakh, Raouf; Młotkowski, Wojciech
2
2019
On the exact dimension of Mandelbrot measure. Zbl 1445.11082
Attia, Najmeddine
2
2019
Dynamic reliability estimation in a rank-based design. Zbl 1422.62169
Mahdizadeh, M.; Zamanzade, Ehsan
1
2019
Tanaka formula for strictly stable processes. Zbl 07089235
Tsukada, Hiroshi
1
2019
On a limit structure of the Galton-Watson branching processes with regularly varying generating functions. Zbl 07089236
Imomov, Azam A.
1
2019
Averaging for some simple constrained Markov processes. Zbl 07089242
Genadot, Alexandre
1
2019
bm-Central limit theorems associated with non-symmetric positive cones. Zbl 07089244
Oussi, Lahcen; Wysoczański, Janusz
1
2019
Stochastic complex integrals associated with homogeneous independently scattered random measures on the line. Zbl 07089246
Yamamuro, Kouji
1
2019
Embedded Markov chain approximations in Skorokhod topologies. Zbl 1434.60010
Böttcher, Björn
1
2019
Karhunen-Loève decomposition of Gaussian measures on Banach spaces. Zbl 1434.60013
Bay, Xavier; Croix, Jean-Charles
1
2019
Wishart laws and variance function on homogeneous cones. Zbl 1440.62228
Graczyk, Piotr; Ishi, Hideyuki; Kołodziejek, Bartosz
1
2019
A two-parameter extension of Urbanik’s product convolution semigroup. Zbl 1447.60044
Berg, Christian
1
2019
Fractional negative binomial and Pólya processes. Zbl 1410.60043
Vellaisamy, Palaniappan; Maheshwari, Aditya
6
2018
On exact strong laws of large numbers under general dependence conditions. Zbl 1410.60035
Adler, André; Matuła, Przemysław
6
2018
The area of a spectrally positive stable process stopped at zero. Zbl 1410.60047
Letemplier, Julien; Simon, Thomas
5
2018
Series representation of time-stable stochastic processes. Zbl 1411.60073
Kopp, Christoph; Molchanov, Ilya
4
2018
Limiting spectral distributions of sums of products ofnon-Hermitian random matrices. Zbl 1411.60013
Kösters, Holger; Tikhomirov, Alexander
3
2018
Sharp bounds on the expectations of linear combinations of \(k\)th records expressed in the Gini mean difference units. Zbl 1410.60028
Kozyra, Paweł Marcin; Rychlik, Tomasz
2
2018
On joint sum/max stability and sum/max domains of attraction. Zbl 1410.60026
Hees, Katharina; Scheffler, Hans-Peter
2
2018
Convergence of random oscillatory integrals in the presence of long-range dependence and application to homogenization. Zbl 1411.60039
Lechiheb, Atef; Nourdin, Ivan; Zheng, Guangqu; Haouala, Ezzedine
2
2018
On the number of reflexive and shared nearest neighbor pairs in one-dimensional uniform data. Zbl 1393.05005
Bahadir, Selim; Ceyhan, Elvan
1
2018
Extremes of multidimensional stationary Gaussian random fields. Zbl 1410.60040
Soja-Kukieła, Natalia
1
2018
Boundary value problems for the Dunkl Laplacian. Zbl 1414.35068
Chrouda, Mohamed Ben; El Mabrouk, Khalifa; Hassine, Kods
1
2018
On the longest runs in Markov chains. Zbl 1411.60044
Liu, Zhenxia; Yang, Xiangfeng
1
2018
Bellman functions and \(L^p\) estimates for paraproducts. Zbl 1411.60065
Kovač, Vjekoslav; Škreb, Kristina Ana
1
2018
On extremal index of max-stable stationary processes. Zbl 1393.60055
Dębicki, Krzysztof; Hashorva, Enkelejd
12
2017
Intrinsic compound kernel estimates for the transition probability density of Lévy-type processes and their applications. Zbl 1367.60054
Knopova, Victoria; Kulik, Aleksei
10
2017
Remarks on Pickands’ theorem. Zbl 1393.60035
Michna, Zbigniew
10
2017
Tail asymptotics of light-tailed Weibull-like sums. Zbl 1395.62031
Asmussen, Søren; Hashorva, Enkelejd; Laub, Patrick J.; Taimre, Thomas
5
2017
Cramér type large deviations for trimmed \(L\)-statistics. Zbl 1365.62168
Gribkova, Nadezhda
3
2017
Two-dimensional ruin probability for subexponential claim size. Zbl 1393.60100
Foss, Sergey; Korshunov, Dmitry; Palmowski, Zbigniew; Rolski, Tomasz
3
2017
Tangential existence and comparison, with applications to single and multiple integration. Zbl 1367.60045
Kallenberg, Olav
2
2017
Exponential rate of convergence independent of the dimension in a mean-field system of particles. Zbl 1367.60120
Dyda, Bartłomiej; Tugaut, Julian
2
2017
On the joint distribution of tax payments and capitalinjections for a Lévy risk model. Zbl 1393.60048
Albrecher, Hansjörg; Ivanovs, Jevgenijs
2
2017
Martingale approach for tail asymptotic problems in the generalized Jackson network. Zbl 1393.60109
Miyazawa, Masakiyo
2
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Green function for gradient perturbation of unimodal Lévy processes. Zbl 1370.60089
Grzywny, Tomasz; Jakubowski, Tomasz; Żurek, Grzegorz
1
2017
Two queues with random time-limited polling. Zbl 1403.90251
Saxena, Mayank; Boxma, Onno; Kapodistria, Stella; Queija, Rudesindo Núńez
1
2017
Renewal function asymptotics refined á la Feller. Zbl 1393.60098
Daley, Daryl
1
2017
Recurrence classification for a family of non-linear storage models. Zbl 1393.60076
Glynn, Peter W.; Glynn, John E.; Rai, Sanatan
1
2017
Distance covariance for stochastic processes. Zbl 1396.62115
Matsui, Muneya; Mikosch, Thomas; Samorodnitsky, Gennady
1
2017
Tail asymptotics of signal-to-interference ratio distribution in spatial cellular network models. Zbl 1393.60052
Miyoshi, Naoto; Shirai, Tomoyuki
1
2017
A note on first passage probabilities of a Lévy process reflected at a general barrier. Zbl 1393.60049
Palmowski, Zbigniew; Świątek, Przemysław
1
2017
Heavy-traffic approximations for a layered network with limited resources. Zbl 1393.60105
Aveklouris, Angelos; Vlasiou, Maria; Zhang, Jiheng; Zwart, Bert
1
2017
A strong and weak approximation scheme for stochastic differential equations driven by a time-changed Brownian motion. Zbl 1357.60070
Jum, Ernest; Kobayashi, Kei
10
2016
On the structure of a class of distributions obeying the principle of a single big jump. Zbl 1342.60016
Xu, Hui; Scheutzow, Michael; Wang, Yuebao; Cui, Zhaolei
7
2016
The local structure of \(q\)-Gaussian processes. Zbl 1357.60081
Bryc, W.; Wang, Y.
5
2016
Extremes of chi-square processes with trend. Zbl 1343.60064
Liu, Peng; Ji, Lanpeng
4
2016
On the order of approximation in the random central limit theorem for \(m\)-dependent random variables. Zbl 1343.60018
Rao, B. L. S. Prakasa; Sreehari, M.
4
2016
Existence of a persistent hub in the convex preferential attachment model. Zbl 1341.05229
Galashin, Pavel
4
2016
Two lilypond systems of finite line-segments. Zbl 1356.60017
Daley, D. J.; Ebert, S.; Last, G.
4
2016
Kendall random walks. Zbl 1343.60052
Jasiulis-Gołdyn, Barbara H.
3
2016
On the moment determinacy of products of non-identically distributed random variables. Zbl 1342.60014
Lin, Gwo Dong; Stoyanov, Jordan
2
2016
A limit process for a sequence of partial sums of residuals of a simple regression on order statistics with Markov-modulated noise. Zbl 1343.60032
Kovalevskii, Artyom; Shatalin, Evgeny
2
2016
A constant regression characterization of the Marchenko-Pastur law. Zbl 1359.46056
Szpojankowski, Kamil
2
2016
Asymptotic properties of GPH estimators of the memory parameters of the fractionally integrated separable spatial ARMA (FISSARMA) models. Zbl 1359.62398
Ghodsi, Alireza; Shitan, Mahendran
2
2016
A functional limit theorem for locally perturbed random walks. Zbl 1357.60035
Iksanov, A.; Pilipenko, A.
2
2016
Cross-variation of Young integral with respect to long-memory fractional Brownian motions. Zbl 1343.60067
Nourdin, Ivan; Zintout, Rola
1
2016
Strong stationary duality for Möbius monotone Markov chains: examples. Zbl 1343.60106
Lorek, Pawelł; Szekli, Ryszard
1
2016
Sharp bounds for the bias of trimmed means of progressively censored order statistics. Zbl 1342.62076
Bieniek, Mariusz
1
2016
Sharp inequalities for the Haar system and martingale transforms. Zbl 1345.60042
Osękowski, Adam
1
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Asymptotics of Monte Carlo maximum likelihood estimators. Zbl 1358.62028
Miasojedow, B.; Niemiro, W.; Palczewski, J.; Rejchel, W.
1
2016
Supremum distribution of Bessel process of drifting Brownian motion. Zbl 1333.60175
Pyć, Andrzej; Serafin, Grzegorz; Żak, Tomasz
5
2015
HCM property and the Half-Cauchy distribution. Zbl 1366.60049
Bosch, Pierre
4
2015
Small deviation probabilities of weighted sums with fast decreasing weights. Zbl 1322.60038
Rozovsky, Leonid V.
3
2015
Almost sure central limit theorems for random ratios and applications to LSE for fractional Ornstein-Uhlenbeck processes. Zbl 1333.60048
Cénac, Peggy; Es-Sebaiy, Khalifa
3
2015
Stochastic differential equations with constraints driven by processes with bounded \(p\)-variation. Zbl 1333.60119
Falkowski, Adrian; Słomiński, Leszek
3
2015
Contractions and central extensions of quantum white noise Lie algebras. Zbl 1323.81039
Accardi, Luigi; Boukas, Andreas
1
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Almost sure limit points of lightly trimmed sums when the distribution function belongs to the domain of partial attraction of a positive semi-stable law. Zbl 1322.60025
Vasudeva, Rasbagh; Srilakshminarayana, Gali
1
2015
New interpolations between classical and free Gaussian processes. Zbl 1348.46062
Buchholz, Artur
1
2015
Limit theory for bivariate central and bivariate intermediate dual generalized order statistics. Zbl 1331.62253
Barakat, H. M.; Nigm, E. M.; Abd Elgawad, M. A.
1
2015
On a general concept of sufficiency in von Neumann algebras. Zbl 1348.46063
Łuczak, Andrzej
1
2015
Limit properties of exceedances point processes of scaled stationary Gaussian sequences. Zbl 1295.60027
Hashorva, Enkelejd; Peng, Zuoxiang; Weng, Zhichao
5
2014
Extremes of moving averages and moving maxima on a regular lattice. Zbl 1296.60134
Basrak, Bojan; Tafro, Azra
5
2014
On pathwise stochastic integration with respect to semimartingales. Zbl 1298.60052
Łochowski, Rafał M.
3
2014
Estimation based on sequential order statistics with random removals. Zbl 1418.62113
Esmailian, M.; Doostparast, Mahdi
2
2014
Dimension results related to the St. Petersburg game. Zbl 1301.60046
Kern, Peter; Wedrich, Lisa
2
2014
Bargmann measures for \(t\)-deformed probability. Zbl 1308.30041
Krystek, Anna Dorota; Wojakowski, Łukasz Jan
2
2014
The quantum decomposition associated with the Lévy white noise processes without moments. Zbl 1312.60055
Accardi, Luigi; Rebei, Habib; Riahi, Anis
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Persistence probabilities for a Bridge of an integrated simple random walk. Zbl 1316.60060
Aurzada, Frank; Dereich, Steffen; Lifshits, Mikhail
1
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A Wick functional limit theorem. Zbl 1296.60060
Parczewski, Peter
1
2014
Persistence of some iterated processes. Zbl 1322.60031
Baumgarten, Christoph
1
2014
Convergence of the fourth moment and infinite divisibility. Zbl 1291.46059
Arizmendi, Octavio
4
2013
Random matrices by MA models and compound free Poisson laws. Zbl 1291.46062
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2013
The probability measure corresponding to 2-plane trees. Zbl 1284.44002
Młotkowski, Wojciech; Penson, Karol A.
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2013
Multidimensional Catalan and related numbers as Hausdorff moments. Zbl 1282.44005
Górska, Katarzyna; Penson, Karol A.
4
2013
An example of a Boolean-free type central limit theorem. Zbl 1285.60019
Kula, Anna; Wysoczański, Janusz
4
2013
Some properties of quantum Lévy area in Fock and non-Fock quantum stochastic calculus. Zbl 1283.81099
Chen, Shang; Hudson, Robin
4
2013
A simple proof of the classification theorem for positive natural products. Zbl 1291.46057
Muraki, Naofumi
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2013
Classical method of constructing a complete set of irreducible representations of semidirect product of a compact group with a finite group. Zbl 1284.20007
Hirai, Takeshi
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2013
On free infinite divisibility for classical Meixner distributions. Zbl 1291.46061
Bożejko, Marek; Hasebe, Takahiro
3
2013
Comparison of harmonic kernels associated with a class of semilinear elliptic equations. Zbl 1319.35046
Ben Fredj, Mahmoud; El Mabrouk, K.
2
2013
Explicit solutions of the extended Skorokhod problems in time-dependent bounded regions with orthogonal reflection fields. Zbl 1306.60026
Slaby, Marek
2
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Separable \(C^\ast\)-algebras and weak\(^\ast\) fixed point property. Zbl 1294.46010
Fendler, Gero; Leinert, Michael
2
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13 Chen, Zhen-Qing
13 Ryznar, Michał
13 Wesołowski, Jacek
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12 Klimsiak, Tomasz
12 Kulczycki, Tadeusz
12 Nadarajah, Saralees
12 Privault, Nicolas
11 Peccati, Giovanni
11 Rachev, Svetlozar T.
11 Taqqu, Murad S.
11 Xiao, Yimin
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10 Berkes, István
10 Budhiraja, Amarjit S.
10 Doukhan, Paul
10 Grzywny, Tomasz
10 Harel, Michel
10 Jakubowski, Tomasz
10 Matuła, Przemysław
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10 Pardo, Juan Carlos
10 Stelzer, Robert
10 Sztonyk, Paweł
10 Veraar, Mark C.
10 Zhang, Tusheng S.
10 Zhang, Xicheng
9 Giné-Masdéu, Evarist
9 Jarohs, Sven
9 Maejima, Makoto
9 Mukhamedov, Farruh Maksutovich
9 Wang, Yizao
8 Bozejko, Marek
8 Fabozzi, Frank J.
8 Gamboa, Fabrice
8 Jurek, Zbigniew J.
8 Klotz, Lutz Peter
8 Kyprianou, Andreas E.
8 Leonenko, Nikolai N.
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8 Peng, Zuoxiang
8 Puri, Madan Lal
8 Serafin, Grzegorz
8 Simon, Thomas
8 Vondraček, Zoran
7 Dupuis, Paul G.
7 Hasebe, Takahiro
7 Heyer, Herbert
7 Horváth, Lajos
7 Jakubowski, Adam
7 Jiao, Yong
7 Kondrat’yev, Yuriĭ Grygorovych
7 Lifshits, Mikhail A.
7 Meerschaert, Mark Marvin
7 Nowak, Andrzej S.
7 Rosalsky, Andrew
7 Schulte, Matthias
7 Szewczak, Zbigniew Stanisław
7 Thäle, Christoph
6 Anh, Vo V.
6 Fall, Mouhamed Moustapha
6 Götze, Friedrich W.
6 Ji, Lanpeng
6 Kaleta, Kamil
6 Kuznetsov, Alexey
6 Kuznetsov, Dmitriĭ Feliksovich
6 Kwaśnicki, Mateusz
6 Last, Günter
6 Lytvynov, Eugene W.
6 Mikosch, Thomas
6 Nourdin, Ivan
6 Ouknine, Youssef
6 Page, Frank H. jun.
6 Peng, Liang
6 Samorodnitsky, Gennady Pinkhosovich
6 Shen, Guangjun
6 Tudor, Ciprian A.
6 Wang, Yuebao
6 Watanabe, Noboru
6 Withers, Christopher Stroude
6 Woyczynski, Wojbor A.
6 Zhang, Rangrang
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5 Aurzada, Frank
5 Baksalary, Jerzy K.
5 Balasubramaniam, Pagavathigounder
5 Barndorff-Nielsen, Ole Eiler
5 Becker-Kern, Peter
5 Bednorz, Witold Marek
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5 Csáki, Endre
5 Dai, Wei
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Cited in 390 Journals

168 Stochastic Processes and their Applications
132 Statistics & Probability Letters
88 Journal of Theoretical Probability
56 Bernoulli
54 Journal of Statistical Planning and Inference
53 Journal of Multivariate Analysis
50 Journal of Mathematical Analysis and Applications
50 Potential Analysis
46 Probability Theory and Related Fields
45 The Annals of Probability
42 Journal of Functional Analysis
37 Lithuanian Mathematical Journal
35 The Annals of Statistics
30 The Annals of Applied Probability
29 Journal of Applied Probability
29 Journal of Mathematical Sciences (New York)
26 Advances in Applied Probability
26 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
25 Transactions of the American Mathematical Society
22 Journal of Differential Equations
20 Stochastic Analysis and Applications
19 Electronic Journal of Probability
19 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
18 Infinite Dimensional Analysis, Quantum Probability and Related Topics
17 Journal of Statistical Physics
17 Annals of the Institute of Statistical Mathematics
17 Probability and Mathematical Statistics
17 Computational Statistics and Data Analysis
17 Electronic Journal of Statistics
16 Methodology and Computing in Applied Probability
15 Applied Mathematics and Optimization
15 Journal of Econometrics
15 Journal of Complexity
15 Extremes
14 Communications in Mathematical Physics
13 Test
13 Discrete and Continuous Dynamical Systems
13 Science China. Mathematics
12 Metrika
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12 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
11 Computers & Mathematics with Applications
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10 Journal of Mathematical Physics
10 Proceedings of the American Mathematical Society
10 Insurance Mathematics & Economics
10 Acta Mathematica Hungarica
10 Acta Applicandae Mathematicae
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10 Linear Algebra and its Applications
10 Bulletin des Sciences Mathématiques
10 Acta Mathematica Sinica. English Series
10 Stochastics and Dynamics
10 ALEA. Latin American Journal of Probability and Mathematical Statistics
9 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
9 Mathematical and Computer Modelling
9 Journal of Inequalities and Applications
9 Statistical Inference for Stochastic Processes
8 Journal of Time Series Analysis
8 Comptes Rendus. Mathématique. Académie des Sciences, Paris
7 Applied Mathematics and Computation
7 Demonstratio Mathematica
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7 Monatshefte für Mathematik
7 Discrete and Continuous Dynamical Systems. Series B
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6 Theory of Probability and its Applications
6 Advances in Mathematics
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6 Kybernetika
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5 Archive for Rational Mechanics and Analysis
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5 Mathematische Annalen
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5 Acta Mathematicae Applicatae Sinica. English Series
5 Science in China. Series A
5 Annals of Operations Research
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