Xing, Guo-Dong; Yang, Shan-Chao; Li, Xiaohu Uniformly strong consistency and Berry-Esseen bound of frequency polygons for \(\alpha \)-mixing samples. (English) Zbl 07551441 Commun. Stat., Simulation Comput. 48, No. 2, 416-430 (2019). MSC: 60G05 62G20 PDFBibTeX XMLCite \textit{G.-D. Xing} et al., Commun. Stat., Simulation Comput. 48, No. 2, 416--430 (2019; Zbl 07551441) Full Text: DOI
Laurent, Stéphane Uniform entropy scalings of filtrations. (English) Zbl 1452.60022 Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités L. Cham: Springer. Lect. Notes Math. 2252, 83-126 (2019). MSC: 60G05 60J10 37A35 PDFBibTeX XMLCite \textit{S. Laurent}, Lect. Notes Math. 2252, 83--126 (2019; Zbl 1452.60022) Full Text: DOI HAL
Lachout, Petr A criterion for weak convergence in vector Skorokhod spaces. (English) Zbl 1434.62247 Steland, Ansgar (ed.) et al., Stochastic models, statistics and their applications. Collected papers based on the presentations at the 14th workshop, Dresden, Germany, March 6–8, 2019. Cham: Springer. Springer Proc. Math. Stat. 294, 101-110 (2019). MSC: 62R10 60B10 60G05 PDFBibTeX XMLCite \textit{P. Lachout}, Springer Proc. Math. Stat. 294, 101--110 (2019; Zbl 1434.62247) Full Text: DOI
Ivanenko, Victor; Pasichnichenko, Illia Kolmogorov consistency theorem for nonstochastic random processes. (English) Zbl 1444.60003 Sankhyā, Ser. A 81, No. 2, 399-405 (2019). MSC: 60A05 60G05 PDFBibTeX XMLCite \textit{V. Ivanenko} and \textit{I. Pasichnichenko}, Sankhyā, Ser. A 81, No. 2, 399--405 (2019; Zbl 1444.60003) Full Text: DOI
Zhang, Michael Minyi; Williamson, Sinead A. Embarrassingly parallel inference for Gaussian processes. (English) Zbl 1446.62128 J. Mach. Learn. Res. 20, Paper No. 169, 26 p. (2019). MSC: 62G15 62J10 60G05 68T05 PDFBibTeX XMLCite \textit{M. M. Zhang} and \textit{S. A. Williamson}, J. Mach. Learn. Res. 20, Paper No. 169, 26 p. (2019; Zbl 1446.62128) Full Text: arXiv Link
Lawless, Caroline; Arbel, Julyan A simple proof of Pitman-Yor’s Chinese restaurant process from its stick-breaking representation. (English) Zbl 1434.62045 Depend. Model. 7, 45-52 (2019). MSC: 62G07 97K50 60G05 PDFBibTeX XMLCite \textit{C. Lawless} and \textit{J. Arbel}, Depend. Model. 7, 45--52 (2019; Zbl 1434.62045) Full Text: DOI arXiv
Papapantoleon, Antonis; Possamaï, Dylan; Saplaouras, Alexandros Stability results for martingale representations: the general case. (English) Zbl 1447.60059 Trans. Am. Math. Soc. 372, No. 8, 5891-5946 (2019). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G05 60G07 60G44 60H05 PDFBibTeX XMLCite \textit{A. Papapantoleon} et al., Trans. Am. Math. Soc. 372, No. 8, 5891--5946 (2019; Zbl 1447.60059) Full Text: DOI arXiv
Loomis, Samuel P.; Crutchfield, James P. Strong and weak optimizations in classical and quantum models of stochastic processes. (English) Zbl 1423.60170 J. Stat. Phys. 176, No. 6, 1317-1342 (2019). MSC: 60K40 60G05 60J20 81P45 PDFBibTeX XMLCite \textit{S. P. Loomis} and \textit{J. P. Crutchfield}, J. Stat. Phys. 176, No. 6, 1317--1342 (2019; Zbl 1423.60170) Full Text: DOI arXiv Link
Glynn, Peter W.; Wang, Rob J. On the rate of convergence to equilibrium for two-sided reflected Brownian motion and for the Ornstein-Uhlenbeck process. (English) Zbl 1466.60045 Queueing Syst. 91, No. 1-2, 1-14 (2019). MSC: 60F05 60F10 60G05 60J60 60K25 PDFBibTeX XMLCite \textit{P. W. Glynn} and \textit{R. J. Wang}, Queueing Syst. 91, No. 1--2, 1--14 (2019; Zbl 1466.60045) Full Text: DOI
Basse-O’Connor, Andreas; Nielsen, Mikkel Slot; Pedersen, Jan; Rohde, Victor Multivariate stochastic delay differential equations and CAR representations of CARMA processes. (English) Zbl 1422.60053 Stochastic Processes Appl. 129, No. 10, 4119-4143 (2019). MSC: 60G05 60G22 60G51 60H05 60H10 PDFBibTeX XMLCite \textit{A. Basse-O'Connor} et al., Stochastic Processes Appl. 129, No. 10, 4119--4143 (2019; Zbl 1422.60053) Full Text: DOI arXiv
Pratelli, Luca; Rigo, Pietro On the existence of continuous processes with given one-dimensional distributions. (English) Zbl 1455.60053 Electron. Commun. Probab. 24, Paper No. 46, 9 p. (2019). MSC: 60G05 60B10 60G17 PDFBibTeX XMLCite \textit{L. Pratelli} and \textit{P. Rigo}, Electron. Commun. Probab. 24, Paper No. 46, 9 p. (2019; Zbl 1455.60053) Full Text: DOI Euclid
Rivera, Alejandro Expected number of nodal components for cut-off fractional Gaussian fields. (English) Zbl 1478.60114 J. Lond. Math. Soc., II. Ser. 99, No. 3, 629-652 (2019). MSC: 60G15 34L20 60G05 60G22 35P20 PDFBibTeX XMLCite \textit{A. Rivera}, J. Lond. Math. Soc., II. Ser. 99, No. 3, 629--652 (2019; Zbl 1478.60114) Full Text: DOI arXiv
Cui, Jianbo; Hong, Jialin; Liu, Zhihui; Zhou, Weien Strong convergence rate of splitting schemes for stochastic nonlinear Schrödinger equations. (English) Zbl 1431.60066 J. Differ. Equations 266, No. 9, 5625-5663 (2019). MSC: 60H35 60H15 60G05 PDFBibTeX XMLCite \textit{J. Cui} et al., J. Differ. Equations 266, No. 9, 5625--5663 (2019; Zbl 1431.60066) Full Text: DOI arXiv
Suzuki, Kohei Convergence of continuous stochastic processes on compact metric spaces converging in the Lipschitz distance. (English) Zbl 1442.60040 Potential Anal. 50, No. 2, 197-219 (2019). MSC: 60G05 60B10 60J25 53C20 54E35 PDFBibTeX XMLCite \textit{K. Suzuki}, Potential Anal. 50, No. 2, 197--219 (2019; Zbl 1442.60040) Full Text: DOI arXiv
Kurniawaty, Mila; Marjono The conservativeness of Girsanov transformed for symmetric jump-diffusion process. (English) Zbl 1405.60044 Aust. J. Math. Anal. Appl. 16, No. 1, Article No. 1, 5 p. (2019). MSC: 60G05 60J75 60J60 PDFBibTeX XMLCite \textit{M. Kurniawaty} and \textit{Marjono}, Aust. J. Math. Anal. Appl. 16, No. 1, Article No. 1, 5 p. (2019; Zbl 1405.60044) Full Text: Link
Zhao, Zhi-Wen; Li, Yang; Peng, Cui-Xin; Fu, Zhi-Hui Empirical likelihood-based inference in generalized random coefficient autoregressive model with conditional moment restrictions. (English) Zbl 1408.62153 J. Comput. Appl. Math. 348, 146-160 (2019). MSC: 62M10 60G05 62G20 PDFBibTeX XMLCite \textit{Z.-W. Zhao} et al., J. Comput. Appl. Math. 348, 146--160 (2019; Zbl 1408.62153) Full Text: DOI
Adan, Ivo Book review of: H. Tijms, Probability: a lively introduction. (English) Zbl 1460.00011 Eur. J. Oper. Res. 273, No. 3, 1194 (2019). MSC: 00A17 60-01 60A05 60C05 60G05 97K50 97K60 PDFBibTeX XMLCite \textit{I. Adan}, Eur. J. Oper. Res. 273, No. 3, 1194 (2019; Zbl 1460.00011) Full Text: DOI
Ghahramani, Saeed Fundamentals of probability: with stochastic processes. 4th edition. (English) Zbl 1396.60001 Boca Raton, FL: CRC Press (ISBN 978-1-4987-5509-2/hbk; 978-0-4298-5628-0/ebook). xix, 631 p. (2019). MSC: 60-01 60G05 97K50 PDFBibTeX XMLCite \textit{S. Ghahramani}, Fundamentals of probability: with stochastic processes. 4th edition. Boca Raton, FL: CRC Press (2019; Zbl 1396.60001) Full Text: Link
Ernst, Philip A.; Rogers, L. C. G.; Zhou, Quan Yule’s ”nonsense correlation” solved: Part II. arXiv:1909.02546 Preprint, arXiv:1909.02546 [math.ST] (2019). MSC: 60J65 60G15 60G05 BibTeX Cite \textit{P. A. Ernst} et al., ``Yule's "nonsense correlation" solved: Part II'', Preprint, arXiv:1909.02546 [math.ST] (2019) Full Text: arXiv OA License