zbMATH — the first resource for mathematics

Probability Theory and Related Fields

 Short Title: Probab. Theory Relat. Fields Publisher: Springer, Berlin/Heidelberg ISSN: 0178-8051; 1432-2064/e Online: http://link.springer.com/journal/volumesAndIssues/440 Predecessor: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete Comments: Indexed cover-to-cover
 Documents Indexed: 2,698 Publications (since 1986) References Indexed: 2,164 Publications with 50,749 References.
all top 5

Latest Issues

 180, No. 3-4 (2021) 180, No. 1-2 (2021) 179, No. 3-4 (2021) 179, No. 1-2 (2021) 178, No. 3-4 (2020) 178, No. 1-2 (2020) 177, No. 3-4 (2020) 177, No. 1-2 (2020) 176, No. 3-4 (2020) 176, No. 1-2 (2020) 175, No. 3-4 (2019) 175, No. 1-2 (2019) 174, No. 3-4 (2019) 174, No. 1-2 (2019) 173, No. 3-4 (2019) 173, No. 1-2 (2019) 172, No. 3-4 (2018) 172, No. 1-2 (2018) 171, No. 3-4 (2018) 171, No. 1-2 (2018) 170, No. 3-4 (2018) 170, No. 1-2 (2018) 169, No. 3-4 (2017) 169, No. 1-2 (2017) 168, No. 3-4 (2017) 168, No. 1-2 (2017) 167, No. 3-4 (2017) 167, No. 1-2 (2017) 166, No. 3-4 (2016) 166, No. 1-2 (2016) 165, No. 3-4 (2016) 165, No. 1-2 (2016) 164, No. 3-4 (2016) 164, No. 1-2 (2016) 163, No. 3-4 (2015) 163, No. 1-2 (2015) 162, No. 3-4 (2015) 162, No. 1-2 (2015) 161, No. 3-4 (2015) 161, No. 1-2 (2015) 160, No. 3-4 (2014) 160, No. 1-2 (2014) 159, No. 3-4 (2014) 159, No. 1-2 (2014) 158, No. 3-4 (2014) 158, No. 1-2 (2014) 157, No. 3-4 (2013) 157, No. 1-2 (2013) 156, No. 3-4 (2013) 156, No. 1-2 (2013) 155, No. 3-4 (2013) 155, No. 1-2 (2013) 154, No. 3-4 (2012) 154, No. 1-2 (2012) 153, No. 3-4 (2012) 153, No. 1-2 (2012) 152, No. 3-4 (2012) 152, No. 1-2 (2012) 151, No. 3-4 (2011) 151, No. 1-2 (2011) 150, No. 3-4 (2011) 150, No. 1-2 (2011) 149, No. 3-4 (2011) 149, No. 1-2 (2011) 148, No. 3-4 (2010) 148, No. 1-2 (2010) 147, No. 3-4 (2010) 147, No. 1-2 (2010) 146, No. 3-4 (2010) 146, No. 1-2 (2010) 145, No. 3-4 (2009) 145, No. 1-2 (2009) 144, No. 3-4 (2009) 144, No. 1-2 (2009) 143, No. 3-4 (2009) 143, No. 1-2 (2009) 142, No. 3-4 (2008) 142, No. 1-2 (2008) 141, No. 3-4 (2008) 141, No. 1-2 (2008) 140, No. 3-4 (2008) 140, No. 1-2 (2008) 139, No. 3-4 (2007) 139, No. 1-2 (2007) 138, No. 3-4 (2007) 138, No. 1-2 (2007) 137, No. 3-4 (2007) 137, No. 1-2 (2007) 136, No. 4 (2006) 136, No. 3 (2006) 136, No. 2 (2006) 136, No. 1 (2006) 135, No. 4 (2006) 135, No. 3 (2006) 135, No. 2 (2006) 135, No. 1 (2006) 134, No. 4 (2006) 134, No. 3 (2006) 134, No. 2 (2006) 134, No. 1 (2006) ...and 231 more Volumes
all top 5

Authors

 24 Peres, Yuval 23 Chen, Zhen-Qing 22 Nualart, David 19 Burdzy, Krzysztof 19 Le Gall, Jean-François 18 Bass, Richard F. 18 Talagrand, Michel 17 Hall, Peter Gavin 17 Sznitman, Alain-Sol 16 Greven, Andreas 16 Zakai, Moshe 16 Zeitouni, Ofer 15 Röckner, Michael 14 Bertoin, Jean 14 Krylov, Nicolaĭ Vladimirovich 13 den Hollander, Frank 13 Durrett, Richard Timothy 13 Freidlin, Mark I. 13 Kallenberg, Olav 13 Landim, Claudio 13 Mountford, Thomas S. 13 Perkins, Edwin A. 13 van der Hofstad, Remco W. 12 Ben Arous, Gérard 12 Dembo, Amir 12 Deuschel, Jean-Dominique 12 Götze, Friedrich W. 12 Pardoux, Etienne 12 Ustunel, Ali Suleyman 12 Yor, Marc 11 Einmahl, Uwe 11 Khoshnevisan, Davar 11 Mossel, Elchanan 11 Pitman, Jim William 11 Velenik, Yvan 10 Barlow, Martin T. 10 Bolthausen, Erwin 10 Fleischmann, Klaus 10 Guionnet, Alice 10 Seppäläinen, Timo 10 Werner, Wendelin 9 Aldous, David John 9 Caputo, Pietro 9 Chatterjee, Sourav 9 Doney, Ronald Arthur 9 Giacomin, Giambattista 9 Kifer, Yuri 9 Kusuoka, Shigeo 9 Léandre, Rémi 9 Miller, Jason P. 9 Müller, Carl E. 9 Shi, Zhan 9 Sly, Allan 9 Song, Renming 8 Asselah, Amine 8 Benjamini, Itai 8 Cox, J. Theodore 8 Cranston, Michael Craig 8 Csörgő, Miklós 8 Evans, Steven Neil 8 Flandoli, Franco 8 Funaki, Tadahisa 8 Hairer, Martin 8 Imkeller, Peter 8 Kesten, Harry 8 Kumagai, Takashi 8 Lalley, Steven P. 8 Le Jan, Yves 8 Newman, Charles Michael 8 Rogers, L. C. G. 8 Schonmann, Roberto Henrique 8 Shao, Qi-Man 8 Sheffield, Scott 8 Taqqu, Murad S. 7 Alexander, Kenneth S. 7 Bobkov, Sergey Germanovich 7 Bollobás, Béla 7 Bordenave, Charles 7 Bovier, Anton 7 Buckdahn, Rainer 7 Cerrai, Sandra 7 Collet, Pierre 7 Ding, Jian 7 Duminil-Copin, Hugo 7 Dynkin, Evgeniĭ Borisovich 7 Erdős, László 7 Guillin, Arnaud 7 Häggström, Olle 7 Hu, Ying 7 König, Wolfgang Dieter 7 Ledoux, Michel 7 Marron, James Stephen 7 Martinelli, Fabio 7 Méléard, Sylvie 7 Molchanov, Stanislav Alekseevich 7 Nickl, Richard 7 Olla, Stefano 7 Osada, Hirofumi 7 Révész, Pál 7 Rolles, Silke W. W. ...and 2,226 more Authors
all top 5

Fields

 2,494 Probability theory and stochastic processes (60-XX) 422 Statistical mechanics, structure of matter (82-XX) 296 Statistics (62-XX) 214 Partial differential equations (35-XX) 113 Combinatorics (05-XX) 91 Linear and multilinear algebra; matrix theory (15-XX) 90 Measure and integration (28-XX) 82 Global analysis, analysis on manifolds (58-XX) 79 Functional analysis (46-XX) 78 Dynamical systems and ergodic theory (37-XX) 59 Potential theory (31-XX) 56 Operator theory (47-XX) 49 Quantum theory (81-XX) 35 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 33 Biology and other natural sciences (92-XX) 32 Systems theory; control (93-XX) 29 Convex and discrete geometry (52-XX) 26 Ordinary differential equations (34-XX) 25 Numerical analysis (65-XX) 23 Calculus of variations and optimal control; optimization (49-XX) 22 Number theory (11-XX) 22 Computer science (68-XX) 20 Real functions (26-XX) 19 Differential geometry (53-XX) 19 Fluid mechanics (76-XX) 18 Operations research, mathematical programming (90-XX) 17 Functions of a complex variable (30-XX) 16 Harmonic analysis on Euclidean spaces (42-XX) 16 Information and communication theory, circuits (94-XX) 13 Abstract harmonic analysis (43-XX) 12 Group theory and generalizations (20-XX) 12 Topological groups, Lie groups (22-XX) 9 Special functions (33-XX) 9 Difference and functional equations (39-XX) 7 Approximations and expansions (41-XX) 5 Integral transforms, operational calculus (44-XX) 5 Integral equations (45-XX) 4 Mathematical logic and foundations (03-XX) 4 Algebraic geometry (14-XX) 4 Several complex variables and analytic spaces (32-XX) 4 Mechanics of deformable solids (74-XX) 3 Nonassociative rings and algebras (17-XX) 3 Mechanics of particles and systems (70-XX) 2 History and biography (01-XX) 2 Associative rings and algebras (16-XX) 2 Sequences, series, summability (40-XX) 2 Geometry (51-XX) 2 Algebraic topology (55-XX) 2 Manifolds and cell complexes (57-XX) 1 General and overarching topics; collections (00-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Commutative algebra (13-XX) 1 General topology (54-XX) 1 Optics, electromagnetic theory (78-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Relativity and gravitational theory (83-XX) 1 Astronomy and astrophysics (85-XX)

Citations contained in zbMATH Open

2,489 Publications have been cited 37,763 times in 24,118 Documents Cited by Year
Attractors for random dynamical systems. Zbl 0819.58023
Crauel, Hans; Flandoli, Franco
1994
Solving forward-backward stochastic differential equations explicitly – a four step scheme. Zbl 0794.60056
Ma, Jin; Protter, Philip; Yong, Jiongmin
1994
Integration with respect to fractal functions and stochastic calculus. I. Zbl 0918.60037
Zähle, M.
1998
Martingale and stationary solutions for stochastic Navier-Stokes equations. Zbl 0831.60072
Flandoli, Franco; Gatarek, Dariusz
1995
Risk bounds for model selection via penalization. Zbl 0946.62036
Barron, Andrew; Birgé, Lucien; Massart, Pascal
1999
Brownian motion on the Sierpinski gasket. Zbl 0635.60090
Barlow, Martin T.; Perkins, Edwin A.
1988
Spectral representations of infinitely divisible processes. Zbl 0659.60078
Rajput, Balram S.; Rosinski, Jan
1989
Stochastic calculus with anticipating integrands. Zbl 0629.60061
Nualart, D.; Pardoux, E.
1988
Gaussian free fields for mathematicians. Zbl 1132.60072
Sheffield, Scott
2007
Backward doubly stochastic differential equations and systems of quasilinear SPDEs. Zbl 0792.60050
Pardoux, Etienne; Peng, Shige
1994
A central limit theorem for generalized quadratic forms. Zbl 0596.60022
de Jong, Peter
1987
Existence of strong solutions for Itô’s stochastic equations via approximations. Zbl 0847.60038
Gyöngy, István; Krylov, Nicolai
1996
A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle’s estimate. Zbl 0717.62015
Giraitis, L.; Surgailis, D.
1990
Solution of forward-backward stochastic differential equations. Zbl 0831.60065
Hu, Ying; Peng, S.
1995
Strong solutions of stochastic equations with singular time dependent drift. Zbl 1072.60050
Krylov, N. V.; Röckner, M.
2005
Heat kernel estimates for jump processes of mixed types on metric measure spaces. Zbl 1131.60076
Chen, Zhen-Qing; Kumagai, Takashi
2008
Stein’s method on Wiener chaos. Zbl 1175.60053
Nourdin, Ivan; Peccati, Giovanni
2009
Stochastic analysis, rough path analysis and fractional Brownian motions. Zbl 1047.60029
Coutin, Laure; Qian, Zhongmin
2002
Macdonald processes. Zbl 1291.82077
Borodin, Alexei; Corwin, Ivan
2014
Censored stable processes. Zbl 1032.60047
Bogdan, Krzysztof; Burdzy, Krzysztof; Chen, Zhen-Qing
2003
Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer’s type. Zbl 0953.60059
Peng, Shige
1999
On the rate of convergence in Wasserstein distance of the empirical measure. Zbl 1325.60042
Fournier, Nicolas; Guillin, Arnaud
2015
Exchangeable and partially exchangeable random partitions. Zbl 0821.60047
Pitman, Jim
1995
Stochastic evolution equations with fractional Brownian motion. Zbl 1036.60056
Tindel, S.; Tudor, C. A.; Viens, F.
2003
BSDE with quadratic growth and unbounded terminal value. Zbl 1109.60052
Briand, Philippe; Hu, Ying
2006
Logarithmic Sobolev inequalities on noncompact Riemannian manifolds. Zbl 0887.35012
Wang, Feng-Yu
1997
Forward, backward and symmetric stochastic integration. Zbl 0792.60046
Russo, Francesco; Vallois, Pierre
1993
Time-fractional telegraph equations and telegraph processes with Brownian time. Zbl 1049.60062
Orsingher, Enzo; Beghin, Luisa
2004
Quadratic BSDEs with convex generators and unbounded terminal conditions. Zbl 1141.60037
Briand, Philippe; Hu, Ying
2008
The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function. Zbl 0838.60051
Bally, V.; Talay, D.
1996
Wellposedness of second order backward SDEs. Zbl 1252.60056
Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng
2012
Forward-backward stochastic differential equations and quasilinear parabolic PDEs. Zbl 0943.60057
Pardoux, Etienne; Tang, Shanjian
1999
On the limit of the largest eigenvalue of the large dimensional sample covariance matrix. Zbl 0627.62022
Yin, Y. Q.; Bai, Z. D.; Krishnaiah, P. R.
1988
Stochastic differential equations for multi-dimensional domain with reflecting boundary. Zbl 0591.60049
Saisho, Yasumasa
1987
Large deviations for Wigner’s law and Voiculescu’s non-commutative entropy. Zbl 0954.60029
Ben Arous, G.; Guionnet, A.
1997
Integration questions related to fractional Brownian motion. Zbl 0970.60058
2000
A function space large deviation principle for certain stochastic integrals. Zbl 0682.60018
Deuschel, J. D.; Stroock, D. W.
1989
The product-limit estimator and the bootstrap: Some asymptotic representations. Zbl 0561.62032
Lo, Shaw-Hwa; Singh, Kesar
1986
Bulk universality for generalized Wigner matrices. Zbl 1277.15026
Erdős, László; Yau, Horng-Tzer; Yin, Jun
2012
Minimal penalties for Gaussian model selection. Zbl 1112.62082
Birgé, Lucien; Massart, Pascal
2007
Non-intersecting paths, random tilings and random matrices. Zbl 1008.60019
Johansson, Kurt
2002
Filtration-consistent nonlinear expectations and related $$g$$-expectations. Zbl 1007.60057
Coquet, François; Hu, Ying; Mémin, Jean; Peng, Shige
2002
A weighted occupation time for a class of measure-valued branching processes. Zbl 0555.60034
Iscoe, I.
1986
On the exceedance point process for a stationary sequence. Zbl 0619.60054
Hsing, T.; Hüsler, J.; Leadbetter, M. R.
1988
Stochastic partial differential equations for some measure-valued diffusions. Zbl 0631.60058
Konno, Norio; Shiga, T.
1988
Convergence en loi des suites d’integrales stochastiques sur l’espace $${\mathbb{D}}^ 1$$ de Skorokhod. (Convergence in law of sequences of stochastic integrals on the Skorokhod space $${\mathbb{D}}^ 1)$$. Zbl 0638.60049
Jakubowski, A.; Memin, J.; Pages, G.
1989
Convolution tails, product tails and domains of attraction. Zbl 0577.60019
Cline, Daren B. H.
1986
Size-biased sampling of Poisson point processes and excursions. Zbl 0741.60037
Perman, Mihael; Pitman, Jim; Yor, Marc
1992
Stochastic differential equations in infinite dimensions: Solutions via Dirichlet forms. Zbl 0725.60055
Albeverio, S.; Röckner, M.
1991
Sharp metastability threshold for two-dimensional bootstrap percolation. Zbl 1042.60065
Holroyd, Alexander E.
2003
Probabilistic and fractal aspects of Lévy trees. Zbl 1070.60076
Duquesne, Thomas; Le Gall, Jean-François
2005
Asymptotic coupling and a general form of Harris’ theorem with applications to stochastic delay equations. Zbl 1238.60082
Hairer, M.; Mattingly, J. C.; Scheutzow, M.
2011
Imaginary geometry. I: Interacting SLEs. Zbl 1336.60162
Miller, Jason; Sheffield, Scott
2016
On the existence of smooth densities for jump processes. Zbl 0853.60064
Picard, Jean
1996
Martingale optimal transport and robust hedging in continuous time. Zbl 1305.91215
Dolinsky, Yan; Soner, H. Mete
2014
Reinforced random walk. Zbl 0665.60077
Davis, B.
1990
Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets. Zbl 0853.60041
Kramkov, D. O.
1996
Quenched invariance principle for simple random walk on percolation clusters. Zbl 1107.60066
Berger, Noam; Biskup, Marek
2007
The Brownian loop soup. Zbl 1049.60072
Lawler, Gregory F.; Werner, Wendelin
2004
Quenched invariance principles for walks on clusters of percolation or among random conductances. Zbl 1070.60090
2004
Rates of convergence for minimum contrast estimators. Zbl 0805.62037
Birgé, Lucien; Massart, Pascal
1993
GUEs and queues. Zbl 0980.60042
Baryshnikov, Yu.
2001
Uniqueness in law for pure jump Markov processes. Zbl 0664.60080
Bass, R. F.
1988
A probabilistic approach to one class of nonlinear differential equations. Zbl 0722.60062
Dynkin, E. B.
1991
New dependence coefficients. Examples and applications to statistics. Zbl 1061.62058
Dedecker, Jérôme; Prieur, Clémentine
2005
Growth and Hölder conditions for the sample paths of Feller processes. Zbl 0930.60013
Schilling, René L.
1998
Optional decompositions under constraints. Zbl 0882.60063
Föllmer, H.; Kramkov, D.
1997
On bilinear forms in Gaussian random variables and Toeplitz matrices. Zbl 0648.60043
Avram, F.
1988
Stein’s method for diffusion approximations. Zbl 0665.60008
Barbour, A. D.
1990
A study of a class of stochastic differential equations with non-Lipschitzian coefficients. Zbl 1081.60043
Fang, Shizan; Zhang, Tusheng
2005
Mimicking the one-dimensional marginal distributions of processes having an Ito differential. Zbl 0579.60043
Gyöngy, I.
1986
Finding adapted solutions of forward-backward stochastic differential equations: Method of continuation. Zbl 0883.60053
Yong, Jiongmin
1997
A CLT for a band matrix model. Zbl 1084.60014
Anderson, Greg W.; Zeitouni, Ofer
2006
White noise driven quasilinear SPDEs with reflection. Zbl 0767.60055
Nualart, D.; Pardoux, E.
1992
The multifractal nature of Lévy processes. Zbl 0947.60039
Jaffard, Stéphane
1999
Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation. Zbl 0588.62052
Hall, Peter; Marron, James Stephen
1987
Subexponential distributions and characterizations of related classes. Zbl 0687.60017
Klüppelberg, Claudia
1989
Multifractal products of cylindrical pulses. Zbl 1014.60042
Barral, Julien; Mandelbrot, Benoît B.
2002
A contour line of the continuum Gaussian free field. Zbl 1331.60090
Schramm, Oded; Sheffield, Scott
2013
White noise driven SPDEs with reflection. Zbl 0794.60059
Donati-Martin, C.; Pardoux, E.
1993
Minimax risk over $$l_ p$$-balls for $$l_ q$$-error. Zbl 0802.62006
Donoho, D. L.; Johnstone, I. M.
1994
Smoothness of scale functions for spectrally negative Lévy processes. Zbl 1259.60050
Chan, T.; Kyprianou, A. E.; Savov, M.
2011
Hölder conditions for the local times and the Hausdorff measure of the level sets of Gaussian random fields. Zbl 0882.60035
Xiao, Yimin
1997
Averaging principle for a class of stochastic reaction-diffusion equations. Zbl 1176.60049
Cerrai, Sandra; Freidlin, Mark
2009
Imaginary geometry. IV: Interior rays, whole-plane reversibility, and space-filling trees. Zbl 1378.60108
Miller, Jason; Sheffield, Scott
2017
Stochastic heat equation driven by fractional noise and local time. Zbl 1152.60331
Hu, Yaozhong; Nualart, David
2009
Quantitative concentration inequalities for empirical measures on non-compact spaces. Zbl 1113.60093
Bolley, François; Guillin, Arnaud; Villani, Cédric
2007
Sharp adaptation for inverse problems with random noise. Zbl 1039.62031
Cavalier, Laurent; Tsybakov, Alexandre
2002
Reflected symmetric $$\alpha$$-stable processes and regional fractional Laplacian. Zbl 1089.60030
Guan, Qing-Yang; Ma, Zhi-Ming
2006
Random planar lattices and integrated superBrownian excursion. Zbl 1041.60008
Chassaing, Philippe; Schaeffer, Gilles
2004
Central limit theorems for quadratic forms in random variables having long-range dependence. Zbl 0586.60019
1987
Fluctuations of eigenvalues and second order Poincaré inequalities. Zbl 1152.60024
Chatterjee, Sourav
2009
Markov selections for the 3D stochastic Navier-Stokes equations. Zbl 1133.76016
Flandoli, Franco; Romito, Marco
2008
Super-Brownian motion: Path properties and hitting probabilities. Zbl 0692.60063
Dawson, D. A.; Iscoe, I.; Perkins, E. A.
1989
A new example of ‘independence’ and ‘white noise’. Zbl 0671.60109
Speicher, R.
1990
The self-dual point of the two-dimensional random-cluster model is critical for $$q \geqslant 1$$. Zbl 1257.82014
Beffara, Vincent; Duminil-Copin, Hugo
2012
Stochastic calculus with respect to free Brownian motion and analysis on Wigner space. Zbl 0919.60056
Biane, Philippe; Speicher, Roland
1998
Monge-Kantorovitch measure transportation and Monge-Ampère equation on Wiener space. Zbl 1055.60052
Feyel, D.; Üstünel, A. S.
2004
Generalized stochastic integrals and the Malliavin calculus. Zbl 0601.60053
Nualart, David; Zakai, Moshe
1986
Transition densities for Brownian motion on the Sierpinski carpet. Zbl 0739.60071
Barlow, Martin T.; Bass, Richard F.
1992
Liouville quantum gravity and the Brownian map. III: The conformal structure is determined. Zbl 07334605
Miller, Jason; Sheffield, Scott
2021
Random band matrices in the delocalized phase. III: Averaging fluctuations. Zbl 1460.60009
Yang, Fan; Yin, Jun
2021
Fermionic eigenvector moment flow. Zbl 07334597
Benigni, Lucas
2021
Edge universality for non-Hermitian random matrices. Zbl 1461.60008
Cipolloni, Giorgio; Erdős, László; Schröder, Dominik
2021
Almost-sure enhanced dissipation and uniform-in-diffusivity exponential mixing for advection-diffusion by stochastic Navier-Stokes. Zbl 1465.37099
Bedrossian, Jacob; Blumenthal, Alex; Punshon-Smith, Sam
2021
Does a central limit theorem hold for the $$k$$-skeleton of Poisson hyperplanes in hyperbolic space? Zbl 07334600
Herold, Felix; Hug, Daniel; Thäle, Christoph
2021
Quenched local limit theorem for random walks among time-dependent ergodic degenerate weights. Zbl 07334604
Andres, Sebastian; Chiarini, Alberto; Slowik, Martin
2021
High mode transport noise improves vorticity blow-up control in 3D Navier-Stokes equations. Zbl 1469.60205
Flandoli, Franco; Luo, Dejun
2021
Quenched invariance principle for a class of random conductance models with long-range jumps. Zbl 1472.60059
Biskup, Marek; Chen, Xin; Kumagai, Takashi; Wang, Jian
2021
On diffusion processes with drift in $$L_d$$. Zbl 07329435
Krylov, N. V.
2021
Periodic TASEP with general initial conditions. Zbl 07334603
Baik, Jinho; Liu, Zhipeng
2021
A free boundary characterisation of the root barrier for Markov processes. Zbl 07357893
Gassiat, Paul; Oberhauser, Harald; Zou, Christina Z.
2021
Sharp transition of the invertibility of the adjacency matrices of sparse random graphs. Zbl 1468.05275
Basak, Anirban; Rudelson, Mark
2021
Diffusions interacting through a random matrix: universality via stochastic Taylor expansion. Zbl 1472.60137
Dembo, Amir; Gheissari, Reza
2021
Second time scale of the metastability of reversible inclusion processes. Zbl 1472.60131
Kim, Seonwoo
2021
Fluctuations of the solutions to the KPZ equation in dimensions three and higher. Zbl 1445.35345
Dunlap, Alexander; Gu, Yu; Ryzhik, Lenya; Zeitouni, Ofer
2020
A mating-of-trees approach for graph distances in random planar maps. Zbl 1464.60011
Gwynne, Ewain; Holden, Nina; Sun, Xin
2020
Liouville metric of star-scale invariant fields: tails and Weyl scaling. Zbl 1434.60284
Dubédat, Julien; Falconet, Hugo
2020
The distribution of overlaps between eigenvectors of Ginibre matrices. Zbl 1451.60015
2020
Weak LQG metrics and Liouville first passage percolation. Zbl 1469.60054
Dubédat, Julien; Falconet, Hugo; Gwynne, Ewain; Pfeffer, Joshua; Sun, Xin
2020
Benamou-Brenier and duality formulas for the entropic cost on $$\mathsf{RCD}^*(K,N)$$ spaces. Zbl 1432.49063
Gigli, Nicola; Tamanini, Luca
2020
Localization of the continuous Anderson Hamiltonian in 1-d. Zbl 1444.60072
Dumaz, Laure; Labbé, Cyril
2020
Tightness for the cover time of the two dimensional sphere. Zbl 1434.60222
Belius, David; Rosen, Jay; Zeitouni, Ofer
2020
Superdiffusive limits for deterministic fast-slow dynamical systems. Zbl 07271329
Chevyrev, Ilya; Friz, Peter K.; Korepanov, Alexey; Melbourne, Ian
2020
The functional Breuer-Major theorem. Zbl 1434.60108
Nourdin, Ivan; Nualart, David
2020
Universality of high-dimensional spanning forests and sandpiles. Zbl 1434.60296
Hutchcroft, Tom
2020
The geometry of multi-marginal Skorokhod embedding. Zbl 1469.60126
Beiglböck, Mathias; Cox, Alexander M. G.; Huesmann, Martin
2020
Mesoscopic eigenvalue density correlations of Wigner matrices. Zbl 1445.60011
He, Yukun; Knowles, Antti
2020
Convergence rates for empirical barycenters in metric spaces: curvature, convexity and extendable geodesics. Zbl 1442.51004
Ahidar-Coutrix, A.; Le Gouic, T.; Paris, Q.
2020
The geodesics in Liouville quantum gravity are not Schramm-Loewner evolutions. Zbl 1450.60009
Miller, Jason; Qian, Wei
2020
Speed of propagation for Hamilton-Jacobi equations with multiplicative rough time dependence and convex Hamiltonians. Zbl 1434.60155
Gassiat, Paul; Gess, Benjamin; Lions, Pierre-Louis; Souganidis, Panagiotis E.
2020
Local convergence for permutations and local limits for uniform $$\rho$$-avoiding permutations with $$|\rho |=3$$. Zbl 1434.60035
Borga, Jacopo
2020
Robust statistical learning with Lipschitz and convex loss functions. Zbl 1436.62178
Chinot, Geoffrey; Lecué, Guillaume; Lerasle, Matthieu
2020
Anomalous diffusion of random walk on random planar maps. Zbl 1471.60160
Gwynne, Ewain; Hutchcroft, Tom
2020
The infinitesimal generator of the stochastic Burgers equation. Zbl 1470.60192
Gubinelli, Massimiliano; Perkowski, Nicolas
2020
Mixing time for random walk on supercritical dynamical percolation. Zbl 1444.60084
Peres, Yuval; Sousi, Perla; Steif, Jeffrey E.
2020
First passage sets of the 2D continuum Gaussian free field. Zbl 1462.60043
Aru, Juhan; Lupu, Titus; Sepúlveda, Avelio
2020
Fine mesh limit of the VRJP in dimension one and Bass-Burdzy flow. Zbl 1434.60215
Lupu, Titus; Sabot, Christophe; Tarrès, Pierre
2020
Geometry of the random walk range conditioned on survival among Bernoulli obstacles. Zbl 1434.60307
Ding, Jian; Fukushima, Ryoki; Sun, Rongfeng; Xu, Changji
2020
On delocalization of eigenvectors of random non-Hermitian matrices. Zbl 1458.15061
Lytova, Anna; Tikhomirov, Konstantin
2020
Entropic repulsion for the Gaussian free field conditioned on disconnection by level-sets. Zbl 07202717
Chiarini, Alberto; Nitzschner, Maximilian
2020
Point-to-line last passage percolation and the invariant measure of a system of reflecting Brownian motions. Zbl 1471.60130
FitzGerald, Will; Warren, Jon
2020
Coagulation-transport equations and the nested coalescents. Zbl 1434.60298
Lambert, Amaury; Schertzer, Emmanuel
2020
Quenched convergence and strong local equilibrium for asymmetric zero-range process with site disorder. Zbl 1434.60269
2020
Scaling limits of the Schelling model. Zbl 1442.60100
Holden, Nina; Sheffield, Scott
2020
Taming correlations through entropy-efficient measure decompositions with applications to mean-field approximation. Zbl 1436.82016
Eldan, Ronen
2020
Bessel SPDEs and renormalised local times. Zbl 1434.60154
2020
Algorithmic Pirogov-Sinai theory. Zbl 1436.82007
Helmuth, Tyler; Perkins, Will; Regts, Guus
2020
Random walk on barely supercritical branching random walk. Zbl 1434.60311
van der Hofstad, Remco; Hulshof, Tim; Nagel, Jan
2020
A variational principle for a non-integrable model. Zbl 1446.82017
Menz, Georg; Tassy, Martin
2020
On estimation of $$L_r$$-norms in Gaussian white noise models. Zbl 1445.62072
Han, Yanjun; Jiao, Jiantao; Mukherjee, Rajarshi
2020
The mean field Schrödinger problem: ergodic behavior, entropy estimates and functional inequalities. Zbl 1453.91021
Backhoff, Julio; Conforti, Giovanni; Gentil, Ivan; Léonard, Christian
2020
Superposition principle for non-local Fokker-Planck-Kolmogorov operators. Zbl 1469.60196
Röckner, Michael; Xie, Longjie; Zhang, Xicheng
2020
Stein’s method for normal approximation in Wasserstein distances with application to the multivariate central limit theorem. Zbl 1456.60059
Bonis, Thomas
2020
Polynomial mixing time of edge flips on quadrangulations. Zbl 1440.60072
Caraceni, Alessandra; Stauffer, Alexandre
2020
On the global fluctuations of block Gaussian matrices. Zbl 1434.60022
Diaz, Mario; Mingo, James A.; Belinschi, Serban T.
2020
Dimension transformation formula for conformal maps into the complement of an SLE curve. Zbl 1434.60231
Gwynne, Ewain; Holden, Nina; Miller, Jason
2020
Conditioned local limit theorems for random walks defined on finite Markov chains. Zbl 1434.60184
Grama, Ion; Lauvergnat, Ronan; Le Page, Émile
2020
Detecting the direction of a signal on high-dimensional spheres: non-null and Le Cam optimality results. Zbl 1436.62195
Paindaveine, Davy; Verdebout, Thomas
2020
A characterisation of the Gaussian free field. Zbl 1434.60271
Berestycki, Nathanaël; Powell, Ellen; Ray, Gourab
2020
Symmetry of minimizers of a Gaussian isoperimetric problem. Zbl 1439.49080
Barchiesi, Marco; Julin, Vesa
2020
Exponential loss of memory for the 2-dimensional Allen-Cahn equation with small noise. Zbl 1451.60075
Tsatsoulis, Pavlos; Weber, Hendrik
2020
Ground states and hyperuniformity of the hierarchical Coulomb gas in all dimensions. Zbl 1457.60142
Ganguly, Shirshendu; Sarkar, Sourav
2020
Universal tail profile of Gaussian multiplicative chaos. Zbl 1459.60114
Wong, Mo Dick
2020
On nested infinite occupancy scheme in random environment. Zbl 1457.60013
Gnedin, Alexander; Iksanov, Alexander
2020
Stability of the Shannon-Stam inequality via the Föllmer process. Zbl 1457.94062
Eldan, Ronen; Mikulincer, Dan
2020
Stationary stochastic higher spin six vertex model and $$q$$-Whittaker measure. Zbl 1459.60201
Imamura, Takashi; Mucciconi, Matteo; Sasamoto, Tomohiro
2020
Infinite-dimensional stochastic differential equations and tail $$\sigma$$-fields. Zbl 1464.60084
2020
Polynomial inequalities on the Hamming cube. Zbl 1447.42029
Eskenazis, Alexandros; Ivanisvili, Paata
2020
Universality for critical KCM: infinite number of stable directions. Zbl 1464.60081
Hartarsky, Ivailo; Marêché, Laure; Toninelli, Cristina
2020
On the number of excursion sets of planar Gaussian fields. Zbl 1469.60163
Beliaev, Dmitry; McAuley, Michael; Muirhead, Stephen
2020
Outliers of random perturbations of Toeplitz matrices with finite symbols. Zbl 1451.60014
Basak, Anirban; Zeitouni, Ofer
2020
Stationary distribution and cover time of sparse directed configuration models. Zbl 1451.05130
Caputo, Pietro; Quattropani, Matteo
2020
All adapted topologies are equal. Zbl 07271337
Backhoff-Veraguas, Julio; Bartl, Daniel; Beiglböck, Mathias; Eder, Manu
2020
How linear reinforcement affects Donsker’s theorem for empirical processes. Zbl 07271338
Bertoin, Jean
2020
A PDE approach to a 2-dimensional matching problem. Zbl 07030875
Ambrosio, Luigi; Stra, Federico; Trevisan, Dario
2019
A distance exponent for Liouville quantum gravity. Zbl 1429.83022
Gwynne, Ewain; Holden, Nina; Sun, Xin
2019
Fundamental limits of symmetric low-rank matrix estimation. Zbl 1411.60014
Lelarge, Marc; Miolane, Léo
2019
Regularization by noise for stochastic Hamilton-Jacobi equations. Zbl 1411.60096
Gassiat, Paul; Gess, Benjamin
2019
Stability of the matrix Dyson equation and random matrices with correlations. Zbl 1448.60015
Ajanki, Oskari H.; Erdős, László; Krüger, Torben
2019
Cones generated by random points on half-spheres and convex hulls of Poisson point processes. Zbl 1428.52007
Kabluchko, Zakhar; Marynych, Alexander; Temesvari, Daniel; Thäle, Christoph
2019
A second order equation for Schrödinger bridges with applications to the hot gas experiment and entropic transportation cost. Zbl 07058374
Conforti, Giovanni
2019
The adaptive interpolation method: a simple scheme to prove replica formulas in Bayesian inference. Zbl 07081465
Barbier, Jean; Macris, Nicolas
2019
$$\rho$$-white noise solution to 2D stochastic Euler equations. Zbl 1425.60058
Flandoli, Franco; Luo, Dejun
2019
Exponential decay of connection probabilities for subcritical Voronoi percolation in $$\mathbb {R}^d$$. Zbl 07030876
Duminil-Copin, Hugo; Raoufi, Aran; Tassion, Vincent
2019
Singular SPDEs in domains with boundaries. Zbl 1411.60097
Gerencsér, Máté; Hairer, Martin
2019
Gaussian fluctuations of Jack-deformed random Young diagrams. Zbl 1411.05281
2019
Martingale solutions for the stochastic nonlinear Schrödinger equation in the energy space. Zbl 1420.35276
Brzeźniak, Zdzisław; Hornung, Fabian; Weis, Lutz
2019
The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square. Zbl 1431.62319
Sur, Pragya; Chen, Yuxin; Candès, Emmanuel J.
2019
The two-time distribution in geometric last-passage percolation. Zbl 1423.60158
Johansson, Kurt
2019
The smallest singular value of a shifted $$d$$-regular random square matrix. Zbl 1411.60015
Litvak, Alexander E.; Lytova, Anna; Tikhomirov, Konstantin; Tomczak-Jaegermann, Nicole; Youssef, Pierre
2019
Invariant measure for quantum trajectories. Zbl 1427.60144
Benoist, T.; Fraas, M.; Pautrat, Y.; Pellegrini, C.
2019
Liouville first passage percolation: geodesic length exponent is strictly larger than 1 at high temperatures. Zbl 1412.60072
Ding, Jian; Zhang, Fuxi
2019
Aging in metropolis dynamics of the REM: a proof. Zbl 1416.82033
Gayrard, Véronique
2019
Cut-off phenomenon for random walks on free orthogonal quantum groups. Zbl 1432.46049
Freslon, Amaury
2019
Stationary solutions to the compressible Navier-Stokes system driven by stochastic forces. Zbl 1447.35241
Breit, Dominic; Feireisl, Eduard; Hofmanová, Martina; Maslowski, Bohdan
2019
Notes on random walks in the Cauchy domain of attraction. Zbl 07109856
Berger, Quentin
2019
The law of large numbers for the maximum of almost Gaussian log-correlated fields coming from random matrices. Zbl 1447.60025
Lambert, Gaultier; Paquette, Elliot
2019
Cutoff at the “entropic time” for sparse Markov chains. Zbl 07030872
Bordenave, Charles; Caputo, Pietro; Salez, Justin
2019
Bulk universality for generalized Wigner matrices with few moments. Zbl 1442.15055
Aggarwal, Amol
2019
...and 1756 more Documents
all top 5

Cited by 15,563 Authors

 134 Röckner, Michael 105 Chen, Zhen-Qing 102 Nualart, David 89 Wang, Feng-Yu 80 Zhang, Tusheng S. 70 Albeverio, Sergio A. 69 Flandoli, Franco 66 Peres, Yuval 66 Song, Renming 60 Kim, Panki 57 Xiao, Yimin 56 Zeitouni, Ofer 55 van der Hofstad, Remco W. 55 Zhang, Xicheng 54 Leonenko, Nikolai N. 53 Borodin, Alexei 53 Taqqu, Murad S. 52 Da Prato, Giuseppe 50 Tindel, Samy 49 Götze, Friedrich W. 49 Hairer, Martin 49 Tudor, Ciprian A. 46 den Hollander, Frank 46 Khoshnevisan, Davar 45 Landim, Claudio 44 Burdzy, Krzysztof 44 Nourdin, Ivan 43 Kumagai, Takashi 42 Duan, Jinqiao 42 Erdős, László 41 Brzeźniak, Zdzisław 41 Seppäläinen, Timo 41 Wang, Jian 40 Miller, Jason P. 40 Peccati, Giovanni 40 Wang, Bixiang 39 Deuschel, Jean-Dominique 39 Kyprianou, Andreas E. 39 Russo, Francesco 38 Friz, Peter Karl 38 Shi, Zhan 37 Ben Arous, Gérard 37 Comte, Fabienne 37 Corwin, Ivan 37 Hu, Ying 37 Le Gall, Jean-François 37 Privault, Nicolas 36 Guillin, Arnaud 36 Lin, Zhengyan 36 Mountford, Thomas S. 36 Pitman, Jim William 36 Yan, Litan 35 Anh, Vo V. 35 Berkes, István 35 Bobkov, Sergey Germanovich 35 Dembo, Amir 35 Duminil-Copin, Hugo 35 Forrester, Peter J. 35 Ouknine, Youssef 35 Shao, Qi-Man 35 Xiong, Jie 34 Bass, Richard F. 34 Caraballo Garrido, Tomás 34 Guionnet, Alice 34 Janson, Svante 34 Surgailis, Donatas 34 Thäle, Christoph 33 Bogachev, Vladimir Igorevich 33 Caputo, Pietro 33 Dalang, Robert C. 33 Horváth, Lajos 33 Nickl, Richard 33 Sidoravicius, Vladas 33 Yau, Horng-Tzer 32 Barbu, Viorel 32 Bovier, Anton 32 Hall, Peter Gavin 32 Hu, Yaozhong 32 Peng, Shige 32 Ren, Yanxia 32 Samorodnitsky, Gennady Pinkhosovich 32 Wu, Liming 31 Benjamini, Itai 31 Dedecker, Jérôme 31 Gubinelli, Massimiliano 31 Imkeller, Peter 31 Sheffield, Scott 31 Sznitman, Alain-Sol 31 Touzi, Nizar 31 Wu, Zhen 30 Bai, Zhi-Dong 30 Comets, Francis M. 30 Debussche, Arnaud 30 Ferrari, Patrik Lino 30 Hambly, Ben M. 30 Kondrat’yev, Yuriĭ Grygorovych 30 Lacoin, Hubert 30 Redig, Frank 30 Slade, Gordon 30 Sly, Allan ...and 15,463 more Authors
all top 5

Cited in 781 Journals

 1,699 Stochastic Processes and their Applications 1,237 Probability Theory and Related Fields 1,221 The Annals of Probability 816 Journal of Statistical Physics 690 Statistics & Probability Letters 662 The Annals of Applied Probability 600 Journal of Theoretical Probability 550 Communications in Mathematical Physics 528 Journal of Functional Analysis 521 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 509 The Annals of Statistics 442 Bernoulli 378 Journal of Mathematical Analysis and Applications 328 Electronic Journal of Probability 323 Stochastic Analysis and Applications 284 Transactions of the American Mathematical Society 271 Journal of Mathematical Physics 260 Journal of Statistical Planning and Inference 257 Stochastics and Dynamics 248 Potential Analysis 243 Electronic Journal of Statistics 222 Journal of Multivariate Analysis 217 Journal of Differential Equations 204 Journal of Applied Probability 201 Advances in Applied Probability 170 Infinite Dimensional Analysis, Quantum Probability and Related Topics 162 Comptes Rendus. Mathématique. Académie des Sciences, Paris 139 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 138 Journal of Econometrics 132 Advances in Mathematics 131 Proceedings of the American Mathematical Society 125 Journal of Nonparametric Statistics 125 Stochastics 121 ALEA. Latin American Journal of Probability and Mathematical Statistics 114 Communications in Statistics. Theory and Methods 110 Acta Mathematica Sinica. English Series 107 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 102 Applied Mathematics and Optimization 102 Electronic Communications in Probability 94 Discrete and Continuous Dynamical Systems 93 Random Structures & Algorithms 92 Science China. Mathematics 91 Israel Journal of Mathematics 91 Annals of the Institute of Statistical Mathematics 91 Journal of Mathematical Sciences (New York) 88 Discrete and Continuous Dynamical Systems. Series B 88 Stochastic and Partial Differential Equations. Analysis and Computations 87 Finance and Stochastics 83 Lithuanian Mathematical Journal 83 Annales Henri Poincaré 82 Computational Statistics and Data Analysis 81 SIAM Journal on Control and Optimization 76 Communications on Pure and Applied Mathematics 73 Journal de Mathématiques Pures et Appliquées. Neuvième Série 70 Journal of Statistical Mechanics: Theory and Experiment 66 Acta Mathematicae Applicatae Sinica. English Series 65 Acta Applicandae Mathematicae 64 Statistics 64 Extremes 64 Econometric Theory 62 Ergodic Theory and Dynamical Systems 62 Insurance Mathematics & Economics 62 Bulletin des Sciences Mathématiques 58 Journal of Computational and Applied Mathematics 57 Archive for Rational Mechanics and Analysis 57 Frontiers of Mathematics in China 57 Random Matrices: Theory and Applications 56 Combinatorics, Probability and Computing 55 Applied Mathematics and Computation 55 Mathematische Zeitschrift 55 SIAM Journal on Mathematical Analysis 55 Journal of the European Mathematical Society (JEMS) 54 Computers & Mathematics with Applications 54 International Journal of Theoretical and Applied Finance 53 Test 53 Mathematical Finance 53 Journal of Evolution Equations 52 Science in China. Series A 51 Nonlinearity 51 Inventiones Mathematicae 51 Statistical Inference for Stochastic Processes 48 Theory of Probability and its Applications 48 Journal of Time Series Analysis 48 Queueing Systems 47 Physica D 47 Methodology and Computing in Applied Probability 46 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 45 Mathematische Annalen 45 Random Operators and Stochastic Equations 43 Reviews in Mathematical Physics 43 Journal of the American Statistical Association 43 Mathematische Nachrichten 43 Probability Surveys 42 Duke Mathematical Journal 42 Mathematical Methods of Statistics 42 Abstract and Applied Analysis 41 Journal of Mathematical Biology 41 Linear Algebra and its Applications 41 Journal of Machine Learning Research (JMLR) 40 Journal of Dynamics and Differential Equations ...and 681 more Journals
all top 5

Cited in 61 Fields

 17,318 Probability theory and stochastic processes (60-XX) 4,336 Statistics (62-XX) 3,171 Partial differential equations (35-XX) 3,128 Statistical mechanics, structure of matter (82-XX) 1,385 Dynamical systems and ergodic theory (37-XX) 1,312 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1,228 Numerical analysis (65-XX) 1,187 Combinatorics (05-XX) 921 Operator theory (47-XX) 889 Functional analysis (46-XX) 809 Linear and multilinear algebra; matrix theory (15-XX) 747 Systems theory; control (93-XX) 733 Measure and integration (28-XX) 648 Quantum theory (81-XX) 591 Ordinary differential equations (34-XX) 548 Calculus of variations and optimal control; optimization (49-XX) 548 Biology and other natural sciences (92-XX) 499 Global analysis, analysis on manifolds (58-XX) 451 Potential theory (31-XX) 451 Fluid mechanics (76-XX) 439 Operations research, mathematical programming (90-XX) 413 Computer science (68-XX) 329 Harmonic analysis on Euclidean spaces (42-XX) 307 Real functions (26-XX) 207 Information and communication theory, circuits (94-XX) 200 Convex and discrete geometry (52-XX) 190 Differential geometry (53-XX) 173 Special functions (33-XX) 161 Number theory (11-XX) 142 Group theory and generalizations (20-XX) 137 Integral equations (45-XX) 132 Functions of a complex variable (30-XX) 108 Abstract harmonic analysis (43-XX) 106 Approximations and expansions (41-XX) 96 Topological groups, Lie groups (22-XX) 94 Difference and functional equations (39-XX) 70 Mechanics of particles and systems (70-XX) 62 General topology (54-XX) 59 Mechanics of deformable solids (74-XX) 55 Geophysics (86-XX) 51 Classical thermodynamics, heat transfer (80-XX) 46 Integral transforms, operational calculus (44-XX) 46 Relativity and gravitational theory (83-XX) 39 Several complex variables and analytic spaces (32-XX) 38 Nonassociative rings and algebras (17-XX) 36 Mathematical logic and foundations (03-XX) 32 Algebraic topology (55-XX) 29 Associative rings and algebras (16-XX) 27 Algebraic geometry (14-XX) 26 History and biography (01-XX) 23 General and overarching topics; collections (00-XX) 22 Geometry (51-XX) 21 Order, lattices, ordered algebraic structures (06-XX) 21 Optics, electromagnetic theory (78-XX) 20 Manifolds and cell complexes (57-XX) 14 Sequences, series, summability (40-XX) 13 Commutative algebra (13-XX) 13 Astronomy and astrophysics (85-XX) 6 Category theory; homological algebra (18-XX) 2 Field theory and polynomials (12-XX) 1 Mathematics education (97-XX)