Canyakmaz, Caner; Özekici, Süleyman; Karaesmen, Fikri A newsvendor problem with markup pricing in the presence of within-period price fluctuations. (English) Zbl 07529732 Eur. J. Oper. Res. 301, No. 1, 153-162 (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{C. Canyakmaz} et al., Eur. J. Oper. Res. 301, No. 1, 153--162 (2022; Zbl 07529732) Full Text: DOI OpenURL
García-Garrido, Víctor J.; Wiggins, Stephen Lagrangian descriptors and the action integral of classical mechanics. (English) Zbl 07529682 Physica D 434, Article ID 133206, 11 p. (2022). MSC: 37-XX 60-XX PDF BibTeX XML Cite \textit{V. J. García-Garrido} and \textit{S. Wiggins}, Physica D 434, Article ID 133206, 11 p. (2022; Zbl 07529682) Full Text: DOI OpenURL
Dereudre, David Fully-connected bond percolation on \(\mathbb{Z}^d\). (English) Zbl 07529634 Probab. Theory Relat. Fields 183, No. 1-2, 547-579 (2022). MSC: 60K35 60D05 05C80 82B05 82B26 PDF BibTeX XML Cite \textit{D. Dereudre}, Probab. Theory Relat. Fields 183, No. 1--2, 547--579 (2022; Zbl 07529634) Full Text: DOI OpenURL
Yang, Kevin KPZ equation from non-simple variations on open ASEP. (English) Zbl 07529633 Probab. Theory Relat. Fields 183, No. 1-2, 415-545 (2022). MSC: 60K35 60H15 PDF BibTeX XML Cite \textit{K. Yang}, Probab. Theory Relat. Fields 183, No. 1--2, 415--545 (2022; Zbl 07529633) Full Text: DOI OpenURL
Beiglböck, M.; Jourdain, B.; Margheriti, W.; Pammer, G. Approximation of martingale couplings on the line in the adapted weak topology. (English) Zbl 07529632 Probab. Theory Relat. Fields 183, No. 1-2, 359-413 (2022). MSC: 60-XX PDF BibTeX XML Cite \textit{M. Beiglböck} et al., Probab. Theory Relat. Fields 183, No. 1--2, 359--413 (2022; Zbl 07529632) Full Text: DOI OpenURL
Bakhtin, Yuri; Chen, Hong-Bin Dynamic polymers: invariant measures and ordering by noise. (English) Zbl 07529628 Probab. Theory Relat. Fields 183, No. 1-2, 167-227 (2022). MSC: 37L40 37L55 35R60 37H99 60K35 60K37 82D60 PDF BibTeX XML Cite \textit{Y. Bakhtin} and \textit{H.-B. Chen}, Probab. Theory Relat. Fields 183, No. 1--2, 167--227 (2022; Zbl 07529628) Full Text: DOI OpenURL
Abe, Yoshihiro; Biskup, Marek Exceptional points of two-dimensional random walks at multiples of the cover time. (English) Zbl 07529625 Probab. Theory Relat. Fields 183, No. 1-2, 1-55 (2022). MSC: 60G50 60G70 05C81 PDF BibTeX XML Cite \textit{Y. Abe} and \textit{M. Biskup}, Probab. Theory Relat. Fields 183, No. 1--2, 1--55 (2022; Zbl 07529625) Full Text: DOI OpenURL
Zhang, Xing; Yan, Zhibin; Chen, Yunqi; Yuan, Yanhua A novel particle filter for extended target tracking with random hypersurface model. (English) Zbl 07529373 Appl. Math. Comput. 425, Article ID 127081, 11 p. (2022). MSC: 65Cxx 60Jxx 62Pxx PDF BibTeX XML Cite \textit{X. Zhang} et al., Appl. Math. Comput. 425, Article ID 127081, 11 p. (2022; Zbl 07529373) Full Text: DOI OpenURL
Grinwald, P. M. Schrödinger’s equation as a consequence of the central limit theorem without assuming prior physical laws. (English) Zbl 07528501 Found. Phys. 52, No. 2, Paper No. 50, 22 p. (2022). MSC: 81Pxx 00Axx 60-XX PDF BibTeX XML Cite \textit{P. M. Grinwald}, Found. Phys. 52, No. 2, Paper No. 50, 22 p. (2022; Zbl 07528501) Full Text: DOI OpenURL
Liu, Kai Hölder continuous regularity of stochastic convolutions with distributed delay. (English) Zbl 07528126 Potential Anal. 57, No. 1, 29-53 (2022). MSC: 60H15 60G15 60H05 PDF BibTeX XML Cite \textit{K. Liu}, Potential Anal. 57, No. 1, 29--53 (2022; Zbl 07528126) Full Text: DOI OpenURL
Rindler, H. Book review of: W. Urbina-Romero, Gaussian harmonic analysis. (English) Zbl 07528124 Monatsh. Math. 198, No. 2, 483-484 (2022). MSC: 00A17 42-02 42A50 42B15 42B20 42B25 42B30 42B35 42C10 42C99 47D06 26C99 42A99 47D07 60H07 PDF BibTeX XML Cite \textit{H. Rindler}, Monatsh. Math. 198, No. 2, 483--484 (2022; Zbl 07528124) OpenURL
Chatterjee, Krishnendu; Saona, Raimundo; Ziliotto, Bruno Finite-memory strategies in POMDPs with long-run average objectives. (English) Zbl 07527982 Math. Oper. Res. 47, No. 1, 100-119 (2022). MSC: 90C39 90C40 37A50 03D15 PDF BibTeX XML Cite \textit{K. Chatterjee} et al., Math. Oper. Res. 47, No. 1, 100--119 (2022; Zbl 07527982) Full Text: DOI OpenURL
Sandholm, William H.; Tran, Hung V.; Arigapudi, Srinivas Hamilton-Jacobi equations with semilinear costs and state constraints, with applications to large deviations in games. (English) Zbl 07527981 Math. Oper. Res. 47, No. 1, 72-99 (2022). MSC: 49L12 60J20 91A15 91A22 35F21 60F10 91B70 PDF BibTeX XML Cite \textit{W. H. Sandholm} et al., Math. Oper. Res. 47, No. 1, 72--99 (2022; Zbl 07527981) Full Text: DOI OpenURL
Hejazi, Seyed Reza; Dastranj, Elham; Habibi, Noora; Naderifard, Azadeh Stochastic analysis and invariant subspace method for handling option pricing with numerical simulation. (English) Zbl 07527953 Comput. Methods Differ. Equ. 10, No. 2, 419-430 (2022). MSC: 58J65 65M06 PDF BibTeX XML Cite \textit{S. R. Hejazi} et al., Comput. Methods Differ. Equ. 10, No. 2, 419--430 (2022; Zbl 07527953) Full Text: DOI OpenURL
Eisenbaum, Nathalie Erratum to: “Characterization of positively correlated squared Gaussian processes”. (English) Zbl 07527836 Ann. Probab. 50, No. 4, 1674 (2022). MSC: 60G15 60E07 60E15 PDF BibTeX XML Cite \textit{N. Eisenbaum}, Ann. Probab. 50, No. 4, 1674 (2022; Zbl 07527836) Full Text: DOI OpenURL
Sly, Allan; Zhang, Lingfu Stationary distributions for the Voter model in \(d\geq 3\) are factors of IID. (English) Zbl 07527833 Ann. Probab. 50, No. 4, 1589-1609 (2022). MSC: 37A35 37A50 60G10 60K35 82B20 82C22 PDF BibTeX XML Cite \textit{A. Sly} and \textit{L. Zhang}, Ann. Probab. 50, No. 4, 1589--1609 (2022; Zbl 07527833) Full Text: DOI OpenURL
Chau, Huy N.; Rásonyi, Miklós Stochastic gradient Hamiltonian Monte Carlo for non-convex learning. (English) Zbl 07527300 Stochastic Processes Appl. 149, 341-368 (2022). MSC: 60-XX PDF BibTeX XML Cite \textit{H. N. Chau} and \textit{M. Rásonyi}, Stochastic Processes Appl. 149, 341--368 (2022; Zbl 07527300) Full Text: DOI OpenURL
Bean, Nigel G.; Nguyen, Giang T.; Nielsen, Bo F.; Peralta, Oscar RAP-modulated fluid processes: first passages and the stationary distribution. (English) Zbl 07527299 Stochastic Processes Appl. 149, 308-340 (2022). MSC: 60J25 60G17 60K25 60J76 PDF BibTeX XML Cite \textit{N. G. Bean} et al., Stochastic Processes Appl. 149, 308--340 (2022; Zbl 07527299) Full Text: DOI OpenURL
Kosmala, Tomasz; Riedle, Markus Stochastic evolution equations driven by cylindrical stable noise. (English) Zbl 07527298 Stochastic Processes Appl. 149, 278-307 (2022). MSC: 60H15 60G52 60G51 47D06 PDF BibTeX XML Cite \textit{T. Kosmala} and \textit{M. Riedle}, Stochastic Processes Appl. 149, 278--307 (2022; Zbl 07527298) Full Text: DOI OpenURL
Düring, Bertram; Georgiou, Nicos; Merino-Aceituno, Sara; Scalas, Enrico Continuum and thermodynamic limits for a simple random-exchange model. (English) Zbl 07527297 Stochastic Processes Appl. 149, 248-277 (2022). MSC: 60J05 60F17 35Q91 35Q20 60J10 60J20 82B31 82B40 PDF BibTeX XML Cite \textit{B. Düring} et al., Stochastic Processes Appl. 149, 248--277 (2022; Zbl 07527297) Full Text: DOI OpenURL
De Santis, E.; Galves, A.; Nappo, G.; Piccioni, M. Estimating the interaction graph of stochastic neuronal dynamics by observing only pairs of neurons. (English) Zbl 07527296 Stochastic Processes Appl. 149, 224-247 (2022). MSC: 62M45 60E15 62M30 PDF BibTeX XML Cite \textit{E. De Santis} et al., Stochastic Processes Appl. 149, 224--247 (2022; Zbl 07527296) Full Text: DOI OpenURL
Carfagnini, Marco; Földes, Juraj; Herzog, David P. A functional law of the iterated logarithm for weakly hypoelliptic diffusions at time zero. (English) Zbl 07527295 Stochastic Processes Appl. 149, 188-223 (2022). MSC: 60-XX PDF BibTeX XML Cite \textit{M. Carfagnini} et al., Stochastic Processes Appl. 149, 188--223 (2022; Zbl 07527295) Full Text: DOI OpenURL
Jacquier, Antoine; Pannier, Alexandre Large and moderate deviations for stochastic Volterra systems. (English) Zbl 07527294 Stochastic Processes Appl. 149, 142-187 (2022). MSC: 60F10 60G22 91G20 PDF BibTeX XML Cite \textit{A. Jacquier} and \textit{A. Pannier}, Stochastic Processes Appl. 149, 142--187 (2022; Zbl 07527294) Full Text: DOI OpenURL
Becker, Simon; Hartmann, Carsten; Redmann, Martin; Richter, Lorenz Error bounds for model reduction of feedback-controlled linear stochastic dynamics on Hilbert spaces. (English) Zbl 07527293 Stochastic Processes Appl. 149, 107-141 (2022). MSC: 60-XX PDF BibTeX XML Cite \textit{S. Becker} et al., Stochastic Processes Appl. 149, 107--141 (2022; Zbl 07527293) Full Text: DOI OpenURL
Bücher, Axel; Jennessen, Tobias Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution. (English) Zbl 07527292 Stochastic Processes Appl. 149, 75-106 (2022). MSC: 62G32 60G70 PDF BibTeX XML Cite \textit{A. Bücher} and \textit{T. Jennessen}, Stochastic Processes Appl. 149, 75--106 (2022; Zbl 07527292) Full Text: DOI OpenURL
Wang, Ya; Wu, Fuke; Yin, George; Zhu, Chao Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality. (English) Zbl 07527289 Stochastic Processes Appl. 149, 1-38 (2022). MSC: 34K05 34K30 34K50 60J60 PDF BibTeX XML Cite \textit{Y. Wang} et al., Stochastic Processes Appl. 149, 1--38 (2022; Zbl 07527289) Full Text: DOI OpenURL
Yuri, Golubev MAP and Bayes tests in sparse vectors detection. (English) Zbl 07527232 Stat. Inference Stoch. Process. 25, No. 1, 83-103 (2022). MSC: 62Mxx PDF BibTeX XML Cite \textit{G. Yuri}, Stat. Inference Stoch. Process. 25, No. 1, 83--103 (2022; Zbl 07527232) Full Text: DOI OpenURL
Yoshida, Nakahiro Quasi-likelihood analysis and its applications. (English) Zbl 07527230 Stat. Inference Stoch. Process. 25, No. 1, 43-60 (2022). MSC: 62Mxx PDF BibTeX XML Cite \textit{N. Yoshida}, Stat. Inference Stoch. Process. 25, No. 1, 43--60 (2022; Zbl 07527230) Full Text: DOI OpenURL
Zhang, Na; Zhao, Xiaojun Quantile transfer entropy: measuring the heterogeneous information transfer of nonlinear time series. (English) Zbl 07526870 Commun. Nonlinear Sci. Numer. Simul. 111, Article ID 106505, 12 p. (2022). MSC: 91Bxx 62Pxx 62Mxx PDF BibTeX XML Cite \textit{N. Zhang} and \textit{X. Zhao}, Commun. Nonlinear Sci. Numer. Simul. 111, Article ID 106505, 12 p. (2022; Zbl 07526870) Full Text: DOI OpenURL
Krakovská, Anna; Pócoš, Štefan; Mojžišová, Karolína; Bečková, Iveta; Gubáš, Jakub Xaver State space reconstruction techniques and the accuracy of prediction. (English) Zbl 07526837 Commun. Nonlinear Sci. Numer. Simul. 111, Article ID 106422, 18 p. (2022). MSC: 37Dxx 62Mxx 37Mxx PDF BibTeX XML Cite \textit{A. Krakovská} et al., Commun. Nonlinear Sci. Numer. Simul. 111, Article ID 106422, 18 p. (2022; Zbl 07526837) Full Text: DOI OpenURL
Mi, Yujia; Lin, Aijing; Gu, Danlei; Zhang, Xiyun; Huang, Xiaolin Bubble transfer spectral entropy and its application in epilepsy EEG analysis. (English) Zbl 07526692 Commun. Nonlinear Sci. Numer. Simul. 110, Article ID 106294, 20 p. (2022). MSC: 62Mxx 94Axx 37Dxx PDF BibTeX XML Cite \textit{Y. Mi} et al., Commun. Nonlinear Sci. Numer. Simul. 110, Article ID 106294, 20 p. (2022; Zbl 07526692) Full Text: DOI OpenURL
Zhu, Dejun; Yang, Jun; Liu, Xingwen Practical stability of impulsive stochastic delayed systems driven by G-Brownian motion. (English) Zbl 07526680 J. Franklin Inst. 359, No. 8, 3749-3767 (2022). MSC: 93E15 60G65 93C27 93C43 93C10 PDF BibTeX XML Cite \textit{D. Zhu} et al., J. Franklin Inst. 359, No. 8, 3749--3767 (2022; Zbl 07526680) Full Text: DOI OpenURL
Ichiba, Tomoyuki; Karatzas, Ioannis Degenerate competing three-particle systems. (English) Zbl 07526617 Bernoulli 28, No. 3, 2067-2094 (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60G20 60H10 PDF BibTeX XML Cite \textit{T. Ichiba} and \textit{I. Karatzas}, Bernoulli 28, No. 3, 2067--2094 (2022; Zbl 07526617) Full Text: DOI Link OpenURL
Wang, Guanyang Exact convergence analysis of the independent Metropolis-Hastings algorithms. (English) Zbl 07526615 Bernoulli 28, No. 3, 2012-2033 (2022). MSC: 62Dxx 65Cxx 60Jxx PDF BibTeX XML Cite \textit{G. Wang}, Bernoulli 28, No. 3, 2012--2033 (2022; Zbl 07526615) Full Text: DOI Link OpenURL
Fontaine, Simon; Bédard, Mylène An adaptive multiple-try Metropolis algorithm. (English) Zbl 07526614 Bernoulli 28, No. 3, 1986-2011 (2022). MSC: 65Cxx 60Jxx 60Fxx PDF BibTeX XML Cite \textit{S. Fontaine} and \textit{M. Bédard}, Bernoulli 28, No. 3, 1986--2011 (2022; Zbl 07526614) Full Text: DOI Link OpenURL
Pannier, Alexandre Pathwise large deviations for white noise chaos expansions. (English) Zbl 07526613 Bernoulli 28, No. 3, 1961-1985 (2022). MSC: 60Hxx 60Fxx 60Gxx PDF BibTeX XML Cite \textit{A. Pannier}, Bernoulli 28, No. 3, 1961--1985 (2022; Zbl 07526613) Full Text: DOI Link OpenURL
Wang, Guanyang On the theoretical properties of the exchange algorithm. (English) Zbl 07526612 Bernoulli 28, No. 3, 1935-1960 (2022). MSC: 62Fxx 65Cxx 60F05 60Jxx PDF BibTeX XML Cite \textit{G. Wang}, Bernoulli 28, No. 3, 1935--1960 (2022; Zbl 07526612) Full Text: DOI Link OpenURL
Kremp, Helena; Perkowski, Nicolas Multidimensional SDE with distributional drift and Lévy noise. (English) Zbl 07526605 Bernoulli 28, No. 3, 1757-1783 (2022). MSC: 60Hxx 60Jxx 60Gxx PDF BibTeX XML Cite \textit{H. Kremp} and \textit{N. Perkowski}, Bernoulli 28, No. 3, 1757--1783 (2022; Zbl 07526605) Full Text: DOI Link OpenURL
Howard, Steven R.; Ramdas, Aaditya Sequential estimation of quantiles with applications to A/B testing and best-arm identification. (English) Zbl 07526603 Bernoulli 28, No. 3, 1704-1728 (2022). MSC: 62Gxx 60Gxx 62Lxx PDF BibTeX XML Cite \textit{S. R. Howard} and \textit{A. Ramdas}, Bernoulli 28, No. 3, 1704--1728 (2022; Zbl 07526603) Full Text: DOI Link OpenURL
Huang, Qiao; Duan, Jinqiao; Song, Renming Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise. (English) Zbl 07526601 Bernoulli 28, No. 3, 1648-1674 (2022). MSC: 60Hxx 60Jxx 35Bxx PDF BibTeX XML Cite \textit{Q. Huang} et al., Bernoulli 28, No. 3, 1648--1674 (2022; Zbl 07526601) Full Text: DOI Link OpenURL
Mou, Wenlong; Flammarion, Nicolas; Wainwright, Martin J.; Bartlett, Peter L. Improved bounds for discretization of Langevin diffusions: near-optimal rates without convexity. (English) Zbl 07526598 Bernoulli 28, No. 3, 1577-1601 (2022). MSC: 65Cxx 60Jxx 60Hxx PDF BibTeX XML Cite \textit{W. Mou} et al., Bernoulli 28, No. 3, 1577--1601 (2022; Zbl 07526598) Full Text: DOI Link OpenURL
Barnes, Clayton Convergence of jump processes with stochastic intensity to Brownian motion with inert drift. (English) Zbl 07526593 Bernoulli 28, No. 2, 1491-1518 (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60J76 60J65 60G50 60H10 PDF BibTeX XML Cite \textit{C. Barnes}, Bernoulli 28, No. 2, 1491--1518 (2022; Zbl 07526593) Full Text: DOI Link OpenURL
Nazarov, Alexander; Nikitin, Yakov Spectral equivalence of Gaussian random functions: operator approach. (English) Zbl 07526591 Bernoulli 28, No. 2, 1448-1460 (2022). MSC: 60Gxx 60Hxx 60Jxx PDF BibTeX XML Cite \textit{A. Nazarov} and \textit{Y. Nikitin}, Bernoulli 28, No. 2, 1448--1460 (2022; Zbl 07526591) Full Text: DOI Link OpenURL
Hilário, Marcelo; Ungaretti, Daniel A note on the phase transition for independent alignment percolation. (English) Zbl 07526590 Bernoulli 28, No. 2, 1432-1447 (2022). MSC: 60Kxx 82Bxx 60Gxx PDF BibTeX XML Cite \textit{M. Hilário} and \textit{D. Ungaretti}, Bernoulli 28, No. 2, 1432--1447 (2022; Zbl 07526590) Full Text: DOI Link OpenURL
Belomestny, Denis; Iosipoi, Leonid; Paris, Quentin; Zhivotovskiy, Nikita Empirical variance minimization with applications in variance reduction and optimal control. (English) Zbl 07526588 Bernoulli 28, No. 2, 1382-1407 (2022). MSC: 62Gxx 62Hxx 60Gxx PDF BibTeX XML Cite \textit{D. Belomestny} et al., Bernoulli 28, No. 2, 1382--1407 (2022; Zbl 07526588) Full Text: DOI Link OpenURL
Behme, Anita; Sideris, Apostolos Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory. (English) Zbl 07526586 Bernoulli 28, No. 2, 1309-1339 (2022). MSC: 60J25 60Hxx 60G51 PDF BibTeX XML Cite \textit{A. Behme} and \textit{A. Sideris}, Bernoulli 28, No. 2, 1309--1339 (2022; Zbl 07526586) Full Text: DOI Link OpenURL
Berger, David; Lindner, Alexander A Cramér-Wold device for infinite divisibility of \(\mathbb{Z}^d \)-valued distributions. (English) Zbl 07526584 Bernoulli 28, No. 2, 1276-1283 (2022). MSC: 60Exx 60Gxx 81Vxx PDF BibTeX XML Cite \textit{D. Berger} and \textit{A. Lindner}, Bernoulli 28, No. 2, 1276--1283 (2022; Zbl 07526584) Full Text: DOI Link OpenURL
Kurisu, Daisuke Nonparametric regression for locally stationary random fields under stochastic sampling design. (English) Zbl 07526583 Bernoulli 28, No. 2, 1250-1275 (2022). MSC: 62Gxx 62Mxx 60Gxx PDF BibTeX XML Cite \textit{D. Kurisu}, Bernoulli 28, No. 2, 1250--1275 (2022; Zbl 07526583) Full Text: DOI Link OpenURL
Alishahi, Kasra; Barzegar, Milad Paving property for real stable polynomials and strongly Rayleigh processes. (English) Zbl 07526581 Bernoulli 28, No. 2, 1198-1223 (2022). MSC: 60-XX 46-XX PDF BibTeX XML Cite \textit{K. Alishahi} and \textit{M. Barzegar}, Bernoulli 28, No. 2, 1198--1223 (2022; Zbl 07526581) Full Text: DOI Link OpenURL
Goldenshluger, Alexander; Lepski, Oleg V. Minimax estimation of norms of a probability density. II: Rate-optimal estimation procedures. (English) Zbl 07526579 Bernoulli 28, No. 2, 1155-1178 (2022). MSC: 62Gxx 62Mxx 62Fxx PDF BibTeX XML Cite \textit{A. Goldenshluger} and \textit{O. V. Lepski}, Bernoulli 28, No. 2, 1155--1178 (2022; Zbl 07526579) Full Text: DOI Link OpenURL
Goldenshluger, Alexander; Lepski, Oleg V. Minimax estimation of norms of a probability density. I: Lower bounds. (English) Zbl 07526578 Bernoulli 28, No. 2, 1120-1154 (2022). MSC: 62Gxx 62Mxx 94Axx PDF BibTeX XML Cite \textit{A. Goldenshluger} and \textit{O. V. Lepski}, Bernoulli 28, No. 2, 1120--1154 (2022; Zbl 07526578) Full Text: DOI Link OpenURL
Chatterji, Niladri S.; Bartlett, Peter L.; Long, Philip M. Oracle lower bounds for stochastic gradient sampling algorithms. (English) Zbl 07526576 Bernoulli 28, No. 2, 1074-1092 (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60J10 65C05 62C10 PDF BibTeX XML Cite \textit{N. S. Chatterji} et al., Bernoulli 28, No. 2, 1074--1092 (2022; Zbl 07526576) Full Text: DOI Link OpenURL
Tang, Minh; Cape, Joshua; Priebe, Carey E. Asymptotically efficient estimators for stochastic blockmodels: the naive MLE, the rank-constrained MLE, and the spectral estimator. (English) Zbl 07526575 Bernoulli 28, No. 2, 1049-1073 (2022). MSC: 62Gxx 62Hxx 60-XX PDF BibTeX XML Cite \textit{M. Tang} et al., Bernoulli 28, No. 2, 1049--1073 (2022; Zbl 07526575) Full Text: DOI Link OpenURL
Bing, Xin; Bunea, Florentina; Wegkamp, Marten Inference in latent factor regression with clusterable features. (English) Zbl 07526573 Bernoulli 28, No. 2, 997-1020 (2022). MSC: 62Hxx 62Mxx 62Pxx PDF BibTeX XML Cite \textit{X. Bing} et al., Bernoulli 28, No. 2, 997--1020 (2022; Zbl 07526573) Full Text: DOI Link OpenURL
Jourdain, Benjamin; Margheriti, William Martingale Wasserstein inequality for probability measures in the convex order. (English) Zbl 07526567 Bernoulli 28, No. 2, 830-858 (2022). MSC: 60Gxx 91Gxx 49Qxx PDF BibTeX XML Cite \textit{B. Jourdain} and \textit{W. Margheriti}, Bernoulli 28, No. 2, 830--858 (2022; Zbl 07526567) Full Text: DOI Link OpenURL
Gaigall, Daniel; Gerstenberg, Julian; Trinh, Thi Thu Ha Empirical process of concomitants for partly categorial data and applications in statistics. (English) Zbl 07526566 Bernoulli 28, No. 2, 803-829 (2022). MSC: 62Gxx 60Gxx 62Hxx PDF BibTeX XML Cite \textit{D. Gaigall} et al., Bernoulli 28, No. 2, 803--829 (2022; Zbl 07526566) Full Text: DOI Link OpenURL
Wang, Yiren; Politis, Dimitris N. Model-free bootstrap for a general class of stationary time series. (English) Zbl 07526564 Bernoulli 28, No. 2, 744-770 (2022). MSC: 62Mxx 62Gxx 60Fxx PDF BibTeX XML Cite \textit{Y. Wang} and \textit{D. N. Politis}, Bernoulli 28, No. 2, 744--770 (2022; Zbl 07526564) Full Text: DOI Link OpenURL
Winter, J. M.; Kaiser, J. W. J.; Adami, S.; Akhatov, I. S.; Adams, N. A. Stochastic multi-fidelity surrogate modeling of dendritic crystal growth. (English) Zbl 07526118 Comput. Methods Appl. Mech. Eng. 393, Article ID 114799, 19 p. (2022). MSC: 92-XX 76-XX PDF BibTeX XML Cite \textit{J. M. Winter} et al., Comput. Methods Appl. Mech. Eng. 393, Article ID 114799, 19 p. (2022; Zbl 07526118) Full Text: DOI OpenURL
Rahimov, Ibrahim Homogeneous branching processes with non-homogeneous immigration. (English) Zbl 07525911 Stoch. Qual. Control 36, No. 2, 165-183 (2022). MSC: 60J80 62F12 60G99 PDF BibTeX XML Cite \textit{I. Rahimov}, Stoch. Qual. Control 36, No. 2, 165--183 (2022; Zbl 07525911) Full Text: DOI OpenURL
Alsmeyer, Gerold Linear fractional Galton-Watson processes in random environment and perpetuities. (English) Zbl 07525907 Stoch. Qual. Control 36, No. 2, 111-127 (2022). MSC: 60J80 60K37 60H25 PDF BibTeX XML Cite \textit{G. Alsmeyer}, Stoch. Qual. Control 36, No. 2, 111--127 (2022; Zbl 07525907) Full Text: DOI OpenURL
Mettle, Felix Okoe; Kallah-Dagadu, Gabriel; Aidoo, Emmanuel; Debrah, Godwin; Arku, Dennis Volatility analysis of exchange rate with correlated errors: a sliding data matrix approach. (English) Zbl 07525376 J. Appl. Math. 2022, Article ID 9515915, 10 p. (2022). MSC: 91Bxx 62Mxx 62Pxx PDF BibTeX XML Cite \textit{F. O. Mettle} et al., J. Appl. Math. 2022, Article ID 9515915, 10 p. (2022; Zbl 07525376) Full Text: DOI OpenURL
Mettle, Felix O.; Boateng, Lydia Pomaa; Quaye, Enoch N. B.; Aidoo, Emmanuel Kojo; Seidu, Issah Analysis of exchange rates as time-inhomogeneous Markov chain with finite states. (English) Zbl 07525366 J. Appl. Math. 2022, Article ID 3524808, 13 p. (2022). MSC: 60Jxx 62Mxx 91Bxx PDF BibTeX XML Cite \textit{F. O. Mettle} et al., J. Appl. Math. 2022, Article ID 3524808, 13 p. (2022; Zbl 07525366) Full Text: DOI OpenURL
Lin, Guang; Wang, Yating; Zhang, Zecheng Multi-variance replica exchange SGMCMC for inverse and forward problems via Bayesian PINN. (English) Zbl 07525156 J. Comput. Phys. 460, Article ID 111173, 15 p. (2022). MSC: 65Cxx 60Jxx 65Lxx PDF BibTeX XML Cite \textit{G. Lin} et al., J. Comput. Phys. 460, Article ID 111173, 15 p. (2022; Zbl 07525156) Full Text: DOI OpenURL
Falabino, Matteo; Sciannandrone, Daniele; Masiello, Emiliano; Vidal, Jean-François; Zmijarevic, Igor Computation of the uncollided-flux moments with advanced MOC and QP methods. (English) Zbl 07525150 J. Comput. Phys. 460, Article ID 111156, 26 p. (2022). MSC: 60-XX 62-XX 65Dxx PDF BibTeX XML Cite \textit{M. Falabino} et al., J. Comput. Phys. 460, Article ID 111156, 26 p. (2022; Zbl 07525150) Full Text: DOI OpenURL
Alquier, Pierre; Marie, Nicolas; Rosier, Amélie Tight risk bound for high dimensional time series completion. (English) Zbl 07524990 Electron. J. Stat. 16, No. 1, 3001-3035 (2022). MSC: 62M20 62H12 37A25 62H25 62M10 60B20 PDF BibTeX XML Cite \textit{P. Alquier} et al., Electron. J. Stat. 16, No. 1, 3001--3035 (2022; Zbl 07524990) Full Text: DOI Link OpenURL
Masuda, Hiroki; Mercuri, Lorenzo; Uehara, Yuma Noise inference for ergodic Lévy driven SDE. (English) Zbl 07524977 Electron. J. Stat. 16, No. 1, 2432-2474 (2022). MSC: 62F12 62M20 60G51 62-04 PDF BibTeX XML Cite \textit{H. Masuda} et al., Electron. J. Stat. 16, No. 1, 2432--2474 (2022; Zbl 07524977) Full Text: DOI Link OpenURL
Garnier, Rémy; Langhendries, Raphaël Concentration inequalities for non-causal random fields. (English) Zbl 07524961 Electron. J. Stat. 16, No. 1, 1681-1725 (2022). MSC: 60G60 60G48 60E15 68Q32 62M45 PDF BibTeX XML Cite \textit{R. Garnier} and \textit{R. Langhendries}, Electron. J. Stat. 16, No. 1, 1681--1725 (2022; Zbl 07524961) Full Text: DOI Link OpenURL
Kříž, Pavel; Šnupárková, Jana Pathwise least-squares estimator for linear SPDEs with additive fractional noise. (English) Zbl 07524958 Electron. J. Stat. 16, No. 1, 1561-1594 (2022). MSC: 62M09 60H15 60G22 PDF BibTeX XML Cite \textit{P. Kříž} and \textit{J. Šnupárková}, Electron. J. Stat. 16, No. 1, 1561--1594 (2022; Zbl 07524958) Full Text: DOI Link OpenURL
Armillotta, Mirko; Luati, Alessandra; Lupparelli, Monia Observation-driven models for discrete-valued time series. (English) Zbl 07524954 Electron. J. Stat. 16, No. 1, 1393-1433 (2022). MSC: 62M20 62F12 62M10 62J12 PDF BibTeX XML Cite \textit{M. Armillotta} et al., Electron. J. Stat. 16, No. 1, 1393--1433 (2022; Zbl 07524954) Full Text: DOI Link OpenURL
Ivanovs, Jevgenijs; Podolskij, Mark Optimal estimation of the supremum and occupation times of a self-similar Lévy process. (English) Zbl 07524944 Electron. J. Stat. 16, No. 1, 892-934 (2022). MSC: 62M05 62G20 60F05 62G15 60G18 60G51 PDF BibTeX XML Cite \textit{J. Ivanovs} and \textit{M. Podolskij}, Electron. J. Stat. 16, No. 1, 892--934 (2022; Zbl 07524944) Full Text: DOI Link OpenURL
Douissi, Soukaina; Es-Sebaiy, Khalifa; Kerchev, George; Nourdin, Ivan Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency. (English) Zbl 07524937 Electron. J. Stat. 16, No. 1, 636-670 (2022). MSC: 60F05 60G15 60G10 62F12 62M09 PDF BibTeX XML Cite \textit{S. Douissi} et al., Electron. J. Stat. 16, No. 1, 636--670 (2022; Zbl 07524937) Full Text: DOI Link OpenURL
Diop, Mamadou Lamine; Kengne, William Inference and model selection in general causal time series with exogenous covariates. (English) Zbl 07524926 Electron. J. Stat. 16, No. 1, 116-157 (2022). MSC: 60G10 62M10 62F05 62F12 60G10 PDF BibTeX XML Cite \textit{M. L. Diop} and \textit{W. Kengne}, Electron. J. Stat. 16, No. 1, 116--157 (2022; Zbl 07524926) Full Text: DOI Link OpenURL
Lopes, Miles E.; Yao, Junwen A sharp lower-tail bound for Gaussian maxima with application to bootstrap methods in high dimensions. (English) Zbl 07524924 Electron. J. Stat. 16, No. 1, 58-83 (2022). MSC: 60G15 60E15 62G09 62G32 PDF BibTeX XML Cite \textit{M. E. Lopes} and \textit{J. Yao}, Electron. J. Stat. 16, No. 1, 58--83 (2022; Zbl 07524924) Full Text: DOI Link OpenURL
GrebÍk, Jan Approximate Schreier decorations and approximate Kőnig’s line coloring theorem. (Décorations de Schreier approchées et un théorème de coloriage de lignes de Kőnig approché.) (English. French summary) Zbl 07524687 Ann. Henri Lebesgue 5, 303-315 (2022). MSC: 37A50 03E15 20E05 05C15 28A05 PDF BibTeX XML Cite \textit{J. GrebÍk}, Ann. Henri Lebesgue 5, 303--315 (2022; Zbl 07524687) Full Text: DOI OpenURL
Timashev, Aleksandr N. Linear recurrent relations, power series distributions, and generalized allocation scheme. (English. Russian original) Zbl 07524575 Discrete Math. Appl. 32, No. 1, 47-58 (2022); translation from Diskretn. Mat. 32, No. 3, 98-112 (2020). MSC: 60-XX 62-XX PDF BibTeX XML Cite \textit{A. N. Timashev}, Discrete Math. Appl. 32, No. 1, 47--58 (2022; Zbl 07524575); translation from Diskretn. Mat. 32, No. 3, 98--112 (2020) Full Text: DOI OpenURL
Savelov, Maxim P. A family of asymptotically independent statistics in polynomial scheme containing the Pearson statistic. (English. Russian original) Zbl 07524574 Discrete Math. Appl. 32, No. 1, 39-45 (2022); translation from Diskretn. Mat. 32, No. 3, 76-84 (2020). MSC: 62-XX 60-XX PDF BibTeX XML Cite \textit{M. P. Savelov}, Discrete Math. Appl. 32, No. 1, 39--45 (2022; Zbl 07524574); translation from Diskretn. Mat. 32, No. 3, 76--84 (2020) Full Text: DOI OpenURL
Nassif, Michel Zooming in at the root of the stable tree. (English) Zbl 07524201 Electron. J. Probab. 27, Paper No. 39, 38 p. (2022). MSC: 60J80 60G55 60G52 PDF BibTeX XML Cite \textit{M. Nassif}, Electron. J. Probab. 27, Paper No. 39, 38 p. (2022; Zbl 07524201) Full Text: DOI OpenURL
Liu, Gi-Ren; Sheu, Yuan-Chung; Wu, Hau-Tieng Asymptotic analysis of higher-order scattering transform of Gaussian processes. (English) Zbl 07524195 Electron. J. Probab. 27, Paper No. 48, 27 p. (2022). MSC: 60G60 60H05 62M15 35K15 PDF BibTeX XML Cite \textit{G.-R. Liu} et al., Electron. J. Probab. 27, Paper No. 48, 27 p. (2022; Zbl 07524195) Full Text: DOI OpenURL
Dey, Asim K.; Das, Kumer P. How do mobility restrictions and social distancing during COVID-19 affect oil price? (English) Zbl 07524147 J. Stat. Theory Pract. 16, No. 2, Paper No. 22, 17 p. (2022). MSC: 62Gxx 62Pxx 62Mxx PDF BibTeX XML Cite \textit{A. K. Dey} and \textit{K. P. Das}, J. Stat. Theory Pract. 16, No. 2, Paper No. 22, 17 p. (2022; Zbl 07524147) Full Text: DOI OpenURL
Čekanavičius, V.; Novak, S. Y. Compound Poisson approximation. (English) Zbl 07523689 Probab. Surv. 19, 271-350 (2022). MSC: 60E15 60F05 60G50 60G51 60G55 60G70 62E17 62E20 PDF BibTeX XML Cite \textit{V. Čekanavičius} and \textit{S. Y. Novak}, Probab. Surv. 19, 271--350 (2022; Zbl 07523689) Full Text: DOI Link OpenURL
Döring, Hanna; Jansen, Sabine; Schubert, Kristina The method of cumulants for the normal approximation. (English) Zbl 07523688 Probab. Surv. 19, 185-270 (2022). MSC: 60F05 60F10 60G70 60K35 PDF BibTeX XML Cite \textit{H. Döring} et al., Probab. Surv. 19, 185--270 (2022; Zbl 07523688) Full Text: DOI Link OpenURL
Wang, Zhaoyang; Lin, Ping Averaging principle for fractional stochastic differential equations with \(L^p\) convergence. (English) Zbl 07523648 Appl. Math. Lett. 130, Article ID 108024, 7 p. (2022). MSC: 60-XX 35-XX PDF BibTeX XML Cite \textit{Z. Wang} and \textit{P. Lin}, Appl. Math. Lett. 130, Article ID 108024, 7 p. (2022; Zbl 07523648) Full Text: DOI OpenURL
Sobolev, V. N.; Kondratenko, A. E. On Senatov moments in asymptotic expansions in the central limit theorem. (English. Russian original) Zbl 07523566 Theory Probab. Appl. 67, No. 1, 154-157 (2022); translation from Teor. Veroyatn. Primen. 67, No. 1, 193-198 (2022). MSC: 60-XX 62-XX PDF BibTeX XML Cite \textit{V. N. Sobolev} and \textit{A. E. Kondratenko}, Theory Probab. Appl. 67, No. 1, 154--157 (2022; Zbl 07523566); translation from Teor. Veroyatn. Primen. 67, No. 1, 193--198 (2022) Full Text: DOI OpenURL
Bruss, F. Thomas Galton-Watson processes and their role as building blocks for branching processes. (English) Zbl 07523565 Theory Probab. Appl. 67, No. 1, 141-153 (2022) and Teor. Veroyatn. Primen. 67, No. 1, 177-192 (2022). MSC: 60-XX 68-XX PDF BibTeX XML Cite \textit{F. T. Bruss}, Theory Probab. Appl. 67, No. 1, 141--153 (2022; Zbl 07523565) Full Text: DOI OpenURL
Roos, B. On the accuracy in a combinatorial central limit theorem: the characteristic function method. (English) Zbl 07523563 Theory Probab. Appl. 67, No. 1, 118-139 (2022) and Teor. Veroyatn. Primen. 67, No. 1, 150-175 (2022). MSC: 60-XX 90-XX PDF BibTeX XML Cite \textit{B. Roos}, Theory Probab. Appl. 67, No. 1, 118--139 (2022; Zbl 07523563) Full Text: DOI OpenURL
Jurek, Z. J. Background driving distribution functions and series representations for log-gamma self-decomposable random variables. (English) Zbl 07523562 Theory Probab. Appl. 67, No. 1, 105-117 (2022) and Teor. Veroyatn. Primen. 67, No. 1, 134-149 (2022). MSC: 60-XX 62-XX PDF BibTeX XML Cite \textit{Z. J. Jurek}, Theory Probab. Appl. 67, No. 1, 105--117 (2022; Zbl 07523562) Full Text: DOI OpenURL
Aurzada, F.; Kilian, M. Asymptotics of the persistence exponent of integrated fractional Brownian motion and fractionally integrated Brownian motion. (English) Zbl 07523560 Theory Probab. Appl. 67, No. 1, 77-88 (2022) and Teor. Veroyatn. Primen. 67, No. 1, 100-114 (2022). MSC: 60-XX 70-XX PDF BibTeX XML Cite \textit{F. Aurzada} and \textit{M. Kilian}, Theory Probab. Appl. 67, No. 1, 77--88 (2022; Zbl 07523560) Full Text: DOI OpenURL
Platonova, M. V. An analogue of the Feynman-Kac formula for a high-order operator. (English. Russian original) Zbl 07523559 Theory Probab. Appl. 67, No. 1, 62-76 (2022); translation from Teor. Veroyatn. Primen. 67, No. 1, 81-99 (2022). MSC: 81-XX 60-XX PDF BibTeX XML Cite \textit{M. V. Platonova}, Theory Probab. Appl. 67, No. 1, 62--76 (2022; Zbl 07523559); translation from Teor. Veroyatn. Primen. 67, No. 1, 81--99 (2022) Full Text: DOI OpenURL
Piterbarg, V. I.; Scherbakova, Yu. A. On accompanying measures and asymptotic expansions in the B. V. Gnedenko limit theorem. (English. Russian original) Zbl 07523558 Theory Probab. Appl. 67, No. 1, 44-61 (2022); translation from Teor. Veroyatn. Primen. 67, No. 1, 57-80 (2022). MSC: 60-XX 62-XX PDF BibTeX XML Cite \textit{V. I. Piterbarg} and \textit{Yu. A. Scherbakova}, Theory Probab. Appl. 67, No. 1, 44--61 (2022; Zbl 07523558); translation from Teor. Veroyatn. Primen. 67, No. 1, 57--80 (2022) Full Text: DOI OpenURL
Ibragimov, I. A.; Smorodina, N. V.; Faddeev, M. M. Reflecting Lévy processes and associated families of linear operators. II. (English. Russian original) Zbl 07523556 Theory Probab. Appl. 67, No. 1, 17-27 (2022); translation from Teor. Veroyatn. Primen. 67, No. 1, 23-36 (2022). MSC: 60-XX 47-XX PDF BibTeX XML Cite \textit{I. A. Ibragimov} et al., Theory Probab. Appl. 67, No. 1, 17--27 (2022; Zbl 07523556); translation from Teor. Veroyatn. Primen. 67, No. 1, 23--36 (2022) Full Text: DOI OpenURL
Götze, F.; Zaitsev, A. Yu. On alternative approximating distributions in the multivariate version of Kolmogorov’s second uniform limit theorem. (English. Russian original) Zbl 07523555 Theory Probab. Appl. 67, No. 1, 1-16 (2022); translation from Teor. Veroyatn. Primen. 67, No. 1, 3-22 (2022). MSC: 60-XX 62-XX PDF BibTeX XML Cite \textit{F. Götze} and \textit{A. Yu. Zaitsev}, Theory Probab. Appl. 67, No. 1, 1--16 (2022; Zbl 07523555); translation from Teor. Veroyatn. Primen. 67, No. 1, 3--22 (2022) Full Text: DOI OpenURL
Lee, Se Yoon; Mallick, Bani K. Bayesian hierarchical modeling: application towards production results in the Eagle Ford Shale of South Texas. (English) Zbl 07523474 Sankhyā, Ser. B 84, No. 1, 1-43 (2022). MSC: 62F15 62H11 62M20 PDF BibTeX XML Cite \textit{S. Y. Lee} and \textit{B. K. Mallick}, Sankhyā, Ser. B 84, No. 1, 1--43 (2022; Zbl 07523474) Full Text: DOI OpenURL
Heydenreich, Markus; Hirsch, Christian Extremal linkage networks. (English) Zbl 07523470 Extremes 25, No. 2, 229-255 (2022). MSC: 60G70 05C80 60K35 PDF BibTeX XML Cite \textit{M. Heydenreich} and \textit{C. Hirsch}, Extremes 25, No. 2, 229--255 (2022; Zbl 07523470) Full Text: DOI OpenURL
Xu, Hui; Davis, Richard; Samorodnitsky, Gennady Handling missing extremes in tail estimation. (English) Zbl 07523469 Extremes 25, No. 2, 199-227 (2022). MSC: 62G32 60G70 PDF BibTeX XML Cite \textit{H. Xu} et al., Extremes 25, No. 2, 199--227 (2022; Zbl 07523469) Full Text: DOI OpenURL
Zhang, Zhongwei; Huser, Raphaël; Opitz, Thomas; Wadsworth, Jennifer Modeling spatial extremes using normal mean-variance mixtures. (English) Zbl 07523468 Extremes 25, No. 2, 175-197 (2022). MSC: 60G70 60E07 62H20 PDF BibTeX XML Cite \textit{Z. Zhang} et al., Extremes 25, No. 2, 175--197 (2022; Zbl 07523468) Full Text: DOI OpenURL
Qiao, Huijie Convergence of nonlinear filterings for stochastic dynamical systems with Lévy noises. (English) Zbl 07523359 Stochastic Anal. Appl. 40, No. 2, 352-379 (2022). MSC: 60G35 60G51 60H10 PDF BibTeX XML Cite \textit{H. Qiao}, Stochastic Anal. Appl. 40, No. 2, 352--379 (2022; Zbl 07523359) Full Text: DOI OpenURL
Thach, Tran Ngoc; Tuan, Nguyen Huy Stochastic pseudo-parabolic equations with fractional derivative and fractional Brownian motion. (English) Zbl 07523358 Stochastic Anal. Appl. 40, No. 2, 328-351 (2022). MSC: 60G15 60G22 60G52 60G57 PDF BibTeX XML Cite \textit{T. N. Thach} and \textit{N. H. Tuan}, Stochastic Anal. Appl. 40, No. 2, 328--351 (2022; Zbl 07523358) Full Text: DOI OpenURL
Mohan, Manil T. Exponential inequalities for exit times for two dimensional stochastic tidal dynamics equations. (English) Zbl 07523356 Stochastic Anal. Appl. 40, No. 2, 268-303 (2022). MSC: 35Q35 60H15 60G15 PDF BibTeX XML Cite \textit{M. T. Mohan}, Stochastic Anal. Appl. 40, No. 2, 268--303 (2022; Zbl 07523356) Full Text: DOI OpenURL
Prakasa Rao, B. L. S. Parametric inference for stochastic differential equations driven by a mixed fractional Brownian motion with random effects based on discrete observations. (English) Zbl 07523354 Stochastic Anal. Appl. 40, No. 2, 236-245 (2022). MSC: 62M09 60G15 PDF BibTeX XML Cite \textit{B. L. S. Prakasa Rao}, Stochastic Anal. Appl. 40, No. 2, 236--245 (2022; Zbl 07523354) Full Text: DOI OpenURL
Öztürk, Zafer; Bilgil, Halis; Erdinç, Ümmügülsüm An optimized continuous fractional grey model for forecasting of the time dependent real world cases. (English) Zbl 07523317 Hacet. J. Math. Stat. 51, No. 1, 308-326 (2022). MSC: 60G25 34B60 68U01 PDF BibTeX XML Cite \textit{Z. Öztürk} et al., Hacet. J. Math. Stat. 51, No. 1, 308--326 (2022; Zbl 07523317) Full Text: DOI OpenURL