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Journal of Theoretical Probability

 Short Title: J. Theor. Probab. Publisher: Springer US, New York, NY ISSN: 0894-9840; 1572-9230/e Online: http://link.springer.com/journal/volumesAndIssues/10959 Comments: Indexed cover-to-cover
 Documents Indexed: 1,852 Publications (since 1988) References Indexed: 1,461 Publications with 28,543 References.
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Authors

 16 Csáki, Endre 16 Nualart, David 14 Földes, Antónia 13 Li, Wenbo V. 13 Mason, David M. 13 Mukherjea, Arunava 13 Peligrad, Magda 13 Révész, Pál 11 Kuelbs, James D. 10 Götze, Friedrich W. 10 Letac, Gérard G. 10 Maejima, Makoto 10 Taqqu, Murad S. 10 Xiao, Yimin 9 Shi, Zhan 8 Csörgő, Miklós 8 Durrett, Richard Timothy 8 Hahn, Marjorie Green 8 Hu, Yueyun 8 Rosiński, Jan 8 Shao, Qi-Man 7 Bentkus, Vidmants-Kastytis 7 Bobkov, Sergey Germanovich 7 Bose, Arup 7 Bradley, Richard C. jun. 7 Falconer, Kenneth J. 7 Fill, James Allen 7 Jiang, Tiefeng 7 Meerschaert, Mark Marvin 7 Merlevède, Florence 7 Mountford, Thomas S. 7 Neuenschwander, Daniel 7 Orsingher, Enzo 7 Russo, Ralph P. 7 Song, Renming 7 Talagrand, Michel 7 Vondraček, Zoran 7 Watanabe, Toshiro 6 Alsmeyer, Gerold 6 Arcones, Miguel A. 6 Balan, Raluca M. 6 Berkes, István 6 Chen, Xia 6 Einmahl, Uwe 6 Fel’dman, Gennadiĭ Mikhaĭlovich 6 Kallenberg, Olav 6 Klass, Michael J. 6 Maller, Ross Arthur 6 Marcus, Michael B. 6 Merzbach, Ely 6 Pap, Gyula 6 Tudor, Ciprian A. 6 Utev, Sergey 6 Volkov, Stanislav 5 Bryc, Włodzimierz 5 Dawson, Donald Andrew 5 Evans, Steven Neil 5 Farahmand, Kambiz 5 Fleischmann, Klaus 5 Giné-Masdéu, Evarist 5 Gorostiza, Luis G. 5 Gut, Allan 5 Hu, Yaozhong 5 Lalley, Steven P. 5 Lewis, Thomas Michael 5 Li, Deli 5 Li, Zenghu 5 Nourdin, Ivan 5 O’Rourke, Sean D. 5 Rigo, Pietro 5 Rouault, Alain 5 Sato, Ken-iti 5 Scheffler, Hans-Peter 5 Schott, René 5 Spătaru, Aurel 5 Teicher, Henry 5 Tikhomirov, Alexander Nikolaevich 5 Tomkins, R. James 5 Uchiyama, Kôhei 5 Voit, Michael 5 Volný, Dalibor 5 Wang, Qiying 5 Żak, Tomasz 4 Aldous, David John 4 Applebaum, David B. 4 Byczkowski, Tomasz 4 Chandra, Tapas Kumar 4 Dani, Shrikrishna Gopalrao 4 Deheuvels, Paul 4 Dette, Holger 4 Diaconis, Persi Warren 4 Dobric, Vladimir 4 Eichelsbacher, Peter 4 Gao, Fuchang 4 Goldstein, Larry 4 Graczyk, Piotr 4 Hashorva, Enkelejd 4 Hassairi, Abdelhamid 4 Ho, Hwai-Chung 4 Hoffmann-Jørgensen, Jørgen ...and 1,799 more Authors
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Fields

 1,784 Probability theory and stochastic processes (60-XX) 144 Statistics (62-XX) 67 Linear and multilinear algebra; matrix theory (15-XX) 64 Functional analysis (46-XX) 58 Combinatorics (05-XX) 57 Measure and integration (28-XX) 54 Statistical mechanics, structure of matter (82-XX) 41 Partial differential equations (35-XX) 35 Dynamical systems and ergodic theory (37-XX) 30 Operator theory (47-XX) 26 Potential theory (31-XX) 22 Abstract harmonic analysis (43-XX) 18 Number theory (11-XX) 18 Global analysis, analysis on manifolds (58-XX) 18 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 15 Ordinary differential equations (34-XX) 14 Convex and discrete geometry (52-XX) 14 Quantum theory (81-XX) 13 Functions of a complex variable (30-XX) 12 Real functions (26-XX) 12 Harmonic analysis on Euclidean spaces (42-XX) 12 Numerical analysis (65-XX) 11 Topological groups, Lie groups (22-XX) 11 Systems theory; control (93-XX) 10 Group theory and generalizations (20-XX) 10 Integral transforms, operational calculus (44-XX) 9 Approximations and expansions (41-XX) 9 Information and communication theory, circuits (94-XX) 8 Special functions (33-XX) 8 Biology and other natural sciences (92-XX) 7 Difference and functional equations (39-XX) 6 Differential geometry (53-XX) 6 Computer science (68-XX) 5 Sequences, series, summability (40-XX) 5 Calculus of variations and optimal control; optimization (49-XX) 5 General topology (54-XX) 4 Order, lattices, ordered algebraic structures (06-XX) 3 Several complex variables and analytic spaces (32-XX) 3 Operations research, mathematical programming (90-XX) 2 History and biography (01-XX) 2 Nonassociative rings and algebras (17-XX) 2 Integral equations (45-XX) 2 Fluid mechanics (76-XX) 1 General and overarching topics; collections (00-XX) 1 Associative rings and algebras (16-XX) 1 Mechanics of deformable solids (74-XX) 1 Classical thermodynamics, heat transfer (80-XX)

Citations contained in zbMATH Open

1,401 Publications have been cited 9,634 times in 7,588 Documents Cited by Year
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Shao, Qi-Man
2000
Wishart processes. Zbl 0737.60067
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1991
A change-of-variable formula with local time on curves. Zbl 1085.60033
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Random walks and the effective resistance of networks. Zbl 0722.60070
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Weak solutions for SPDE’s and backward doubly stochastic differential equations. Zbl 0982.60057
Bally, V.; Matoussi, A.
2001
An empirical process approach to the uniform consistency of kernel-type function estimators. Zbl 0995.62042
Einmahl, Uwe; Mason, David M.
2000
Maximal inequalities and an invariance principle for a class of weakly dependent random variables. Zbl 1012.60022
2003
On the spectral density and asymptotic normality of weakly dependent random fields. Zbl 0787.60059
1992
Almost-sure results for a class of dependent random variables. Zbl 0928.60025
1999
Semigroups, rings, and Markov chains. Zbl 0980.60014
Brown, Kenneth S.
2000
The multifractal spectrum of statistically self-similar measures. Zbl 0805.60034
Falconer, K. J.
1994
On exit and ergodicity of the spectrally one-sided Lévy process reflected at its infimum. Zbl 1049.60042
Pistorius, M. R.
2004
Asymptotics for sums of random variables with local subexponential behaviour. Zbl 1033.60053
Asmussen, Søren; Foss, Serguei; Korshunov, Dmitry
2003
Complete convergence and almost sure convergence of weighted sums of random variables. Zbl 0814.60026
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1995
Comparison results for the lower tail of Gaussian seminorms. Zbl 0743.60009
Li, Wenbo V.
1992
Nash inequalities for finite Markov chains. Zbl 0870.60064
Diaconis, P.; Saloff-Coste, L.
1996
Central limit theorems for empirical and $$U$$-processes of stationary mixing sequences. Zbl 0786.60028
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1994
Asymptotic tail probabilities of sums of dependent subexponential random variables. Zbl 1177.62017
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2009
Modified logarithmic Sobolev inequalities in discrete settings. Zbl 1113.60072
2006
A strong law for weighted sums of i.i.d. random variables. Zbl 0833.60031
Cuzick, Jack
1995
More on a new concept of entropy and information. Zbl 1120.94009
Rao, Murali
2005
A Cramér type large deviation result for Student’s $$t$$-statistic. Zbl 0927.60045
Shao, Qi-Man
1999
Local properties of Lévy processes on a totally disconnected group. Zbl 0683.60010
Evans, Steven N.
1989
Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion. Zbl 1141.60043
Neuenkirch, Andreas; Nourdin, Ivan
2007
Explicit stationary distributions for compositions of random functions and products of random matrices. Zbl 0728.60012
Chamayou, Jean-François; Letac, Gérard
1991
Continuity of the multifractal spectrum of a random statistically self-similar measure. Zbl 0977.37024
Barral, Julien
2000
On the asymptotic normality of sequences of weak dependent random variables. Zbl 0855.60021
1996
Stability and attraction to normality for Lévy processes at zero and at infinity. Zbl 1015.60043
Doney, R. A.; Maller, R. A.
2002
Random flights in higher spaces. Zbl 1138.60014
Orsingher, E.; De Gregorio, A.
2007
Large deviations for quadratic functionals of Gaussian processes. Zbl 0894.60026
Bryc, Włodzimierz; Dembo, Amir
1997
Convergence in law for the branching random walk seen from its tip. Zbl 1368.60089
2017
Coupling for $$\tau$$-dependent sequences and applications. Zbl 1067.60008
Dedecker, J.; Prieur, C.
2004
Lower bounds for covering times for reversible Markov chains and random walks on graphs. Zbl 0684.60055
Aldous, David J.
1989
Precise asymptotics in Spitzer’s law of large numbers. Zbl 0932.60026
Spătaru, Aurel
1999
Random walks on graphs with a strong isoperimetric property. Zbl 0639.60072
Gerl, Peter
1988
How close is the sample covariance matrix to the actual covariance matrix? Zbl 1365.62208
Vershynin, Roman
2012
On Kelvin transformation. Zbl 1105.60057
Bogdan, K.; Żak, T.
2006
Least absolute deviation estimation for regression with ARMA errors. Zbl 0883.62097
Davis, Richard A.; Dunsmuir, William T. M.
1997
The strong law of large numbers for weighted averages under dependence assumptions. Zbl 0857.60021
Chandra, Tapas K.; Ghosal, Subhashis
1996
Riesz exponential families on symmetric cones. Zbl 0984.60022
Hassairi, A.; Lajmi, S.
2001
Stochastic heat equation with multiplicative fractional-colored noise. Zbl 1203.60078
Balan, Raluca M.; Tudor, Ciprian A.
2010
On the cover time of random walks on graphs. Zbl 0681.60064
Kahn, Jeff D.; Linial, Nathan; Nisan, Noam; Saks, Michael E.
1989
An elementary proof of the local central limit theorem. Zbl 0841.60013
Davis, Burgess; McDonald, David
1995
The Brownian plane. Zbl 1305.05208
Curien, Nicolas; Le Gall, Jean-François
2014
Tangent fields and the local structure of random fields. Zbl 1013.60028
Falconer, Kenneth J.
2002
On the link between small ball probabilities and the quantization problem for Gaussian measures on Banach spaces. Zbl 1017.60012
Dereich, S.; Fehringer, F.; Matoussi, A.; Scheutzow, M.
2003
On distributional properties of perpetuities. Zbl 1173.60309
Alsmeyer, Gerold; Iksanov, Alex; Rösler, Uwe
2009
Stochastic calculus for a time-changed semimartingale and the associated stochastic differential equations. Zbl 1252.60054
Kobayashi, Kei
2011
On times to quasi-stationarity for birth and death processes. Zbl 1186.60086
Diaconis, Persi; Miclo, Laurent
2009
Stochastic flows acting on Schwartz distributions. Zbl 0818.60044
Kunita, H.
1994
The diagonal multivariate natural exponential families and their classification. Zbl 0807.60017
Bar-Lev, Shaul K.; Bshouty, Daoud; Enis, Peter; Letac, Gérard; Lu, I- Li; Richards, Donald
1994
Asymptotics for transportation cost in high dimensions. Zbl 0811.60022
Dobrić, V.; Yukich, J. E.
1995
Distribution of eigenvalues for the ensemble of real symmetric Toeplitz matrices. Zbl 1086.15024
Hammond, Christopher; Miller, Steven J.
2005
A continuous super-Brownian motion in a super-Brownian medium. Zbl 0877.60030
Dawson, Donald A.; Fleischmann, Klaus
1997
Composition of stochastic processes governed by higher-order parabolic and hyperbolic equations. Zbl 0878.60050
Hochberg, Kenneth J.; Orsingher, Enzo
1996
An exact formula for the move-to-front rule for self-organizing lists. Zbl 0837.60063
Fill, James Allen
1996
Occupation times of refracted Lévy processes. Zbl 1306.60049
Kyprianou, A. E.; Pardo, J. C.; Pérez, J. L.
2014
Central limit theorems for multiple Skorokhod integrals. Zbl 1202.60038
Nourdin, Ivan; Nualart, David
2010
Convergence of discrete snakes. Zbl 1084.60049
Janson, Svante; Marckert, Jean-François
2005
Strong limit theorems for weighted sums of negatively associated random variables. Zbl 1162.60008
Jing, Bing-Yi; Liang, Han-Ying
2008
Large deviations for empirical measures of Markov chains. Zbl 0711.60023
de Acosta, A.
1990
The equilibrium behavior of reversible coagulation-fragmentation processes. Zbl 0930.60094
Durrett, Richard; Granovsky, Boris L.; Gueron, Shay
1999
SDEs driven by a time-changed Lévy process and their associated time-fractional order pseudo-differential equations. Zbl 1255.60064
Hahn, Marjorie; Kobayashi, Kei; Umarov, Sabir
2012
Fractional Brownian density process and its self-intersection local time of order $$k$$. Zbl 1074.60047
Bojdecki, T.; Gorostiza, L. G.; Talarczyk, A.
2004
Bracketing metric entropy rates and empirical central limit theorems for function classes of Besov- and Sobolev-type. Zbl 1130.46020
Nickl, Richard; Pötscher, Benedikt M.
2007
On the weak invariance principle for non-adapted sequences under projective criteria. Zbl 1137.60016
Dedecker, Jérôme; Merlevède, Florence; Volný, Dalibor
2007
On hitting times and fastest strong stationary times for skip-free and more general chains. Zbl 1173.60337
Fill, James Allen
2009
On transformations and determinants of Wishart variables on symmetric cones. Zbl 0890.60016
Massam, Hélène; Neher, Erhard
1997
On the law of the iterated logarithm for Gaussian processes. Zbl 0839.60040
Arcones, Miguel A.
1995
Strong approximation for long memory processes with applications. Zbl 1020.60017
Wang, Qiying; Lin, Yan-Xia; Gulati, Chandra M.
2003
Discrete and continuous time modulated random walks with heavy-tailed increments. Zbl 1131.60040
Foss, Serguei; Konstantopoulos, Takis; Zachary, Stan
2007
Mixing limit theorems for ergodic transformations. Zbl 1137.60017
Zweimüller, Roland
2007
Support theorems for the Radon transform and Cramér-Wold theorems. Zbl 1192.44003
Boman, Jan; Lindskog, Filip
2009
Multicolor particle systems with large threshold and range. Zbl 0751.60095
Durrett, R.
1992
On decoupling, series expansions, and tail behavior of chaos processes. Zbl 0785.60023
Arcones, Miguel A.; Giné, Evarist
1993
The central limit theorem for Chébli-Trimèche hypergroups. Zbl 0679.60012
Zeuner, Hansmartin
1989
Semi-selfsimilar processes. Zbl 0932.60043
Maejima, Makoto; Sato, Ken-iti
1999
Mixing times are hitting times of large sets. Zbl 1323.60094
Peres, Yuval; Sousi, Perla
2015
Occupation time fluctuations in branching systems. Zbl 0991.60095
Dawson, D. A.; Gorostiza, L. G.; Wakolbinger, A.
2001
Convexity and smoothness of scale functions and de Finetti’s control problem. Zbl 1188.93115
Kyprianou, Andreas E.; Rivero, Víctor; Song, Renming
2010
Heat kernel estimates for strongly recurrent random walk on random media. Zbl 1159.60029
Kumagai, Takashi; Misumi, Jun
2008
Generalized solutions of a stochastic partial differential equation. Zbl 0802.60056
Kunita, H.
1994
Central limit theorems for level functionals of stationary Gaussian processes and fields. Zbl 0994.60021
Kratz, Marie F.; León, José R.
2001
Stationary symmetric $$\alpha$$-stable discrete parameter random fields. Zbl 1218.60039
2008
Self-similar random fields and rescaled random balls models. Zbl 1213.60096
Biermé, Hermine; Estrade, Anne; Kaj, Ingemar
2010
A sharp form of the Cramér-Wold theorem. Zbl 1124.60004
Cuesta-Albertos, Juan Antonio; Fraiman, Ricardo; Ransford, Thomas
2007
Estimates of tempered stable densities. Zbl 1393.60050
Sztonyk, Paweł
2010
Spectral norm of circulant-type matrices. Zbl 1241.60006
Bose, Arup; Hazra, Rajat Subhra; Saha, Koushik
2011
Variance inequalities for functions of Gaussian variables. Zbl 0815.60018
Houdré, Christian; Kagan, Abram
1995
Laws of the iterated logarithm for iterated Wiener processes. Zbl 0816.60027
Hu, Y.; Pierre-Loti-Viaud, D.; Shi, Z.
1995
Moderate deviations and large deviations for kernel density estimators. Zbl 1041.62025
Gao, Fuqing
2003
Asymptotics and bounds for multivariate Gaussian tails. Zbl 1065.60017
Hashorva, Enkelejd
2005
Multifractional, multistable, and other processes with Prescribed local form. Zbl 1171.60010
Falconer, K. J.; Lévy Véhel, J.
2009
Conditional limit theorems for exponential families and finite versions of de Finetti’s theorem. Zbl 0655.60029
Diaconis, P.; Freedman, D. A.
1988
Limit theorems for weakly subcritical branching processes in random environment. Zbl 1262.60083
Afanasyev, V. I.; Böinghoff, C.; Kersting, G.
2012
Strong approximation of additive functionals. Zbl 0762.60024
Csáki, E.; Csörgő, M.; Földes, A.; Révész, P.
1992
Bounds on the cover time. Zbl 0681.60063
Broder, Andrei Z.; Karlin, Anna R.
1989
Threshold limits for cover times. Zbl 0717.60082
Aldous, David J.
1991
Sharp conditions for the CLT of linear processes in a Hilbert space. Zbl 0885.60015
Merlevède, Florence; Peligrad, Magda; Utev, Sergey
1997
A noncentral limit theorem for quadratic forms of Gaussian stationary sequences. Zbl 0724.60048
1990
Regenerativity of Viterbi process for pairwise Markov models. Zbl 1459.62158
Lember, Jüri; Sova, Joonas
2021
Self-normalized moderate deviations for random walk in random scenery. Zbl 07306254
Feng, Xinwei; Shao, Qi-Man; Zeitouni, Ofer
2021
A drawdown reflected spectrally negative Lévy process. Zbl 07306263
Wang, Wenyuan; Zhou, Xiaowen
2021
Pathwise asymptotics for Volterra type stochastic volatility models. Zbl 07356409
Cellupica, Miriana; Pacchiarotti, Barbara
2021
On the convergence of series of dependent random variables. Zbl 07374936
Mukeru, Safari
2021
On the long-range dependence of mixed fractional Poisson process. Zbl 07374947
Kataria, K. K.; Khandakar, M.
2021
Wasserstein and Kolmogorov error bounds for variance-gamma approximation via Stein’s method. I. Zbl 1430.60026
Gaunt, Robert E.
2020
Weakly monotone Fock space and monotone convolution of the Wigner law. Zbl 1445.46046
Crismale, Vitonofrio; Griseta, Maria Elena; Wysoczański, Janusz
2020
Approximation of supremum of max-stable stationary processes & Pickands constants. Zbl 1462.60039
Dȩbicki, Krzysztof; Hashorva, Enkelejd
2020
The $$n$$-term approximation of periodic generalized Lévy processes. Zbl 1457.60060
Fageot, Julien; Unser, Michael; Ward, John Paul
2020
Gradient estimates and exponential ergodicity for mean-field SDEs with jumps. Zbl 07169682
Song, Yulin
2020
Kac-Lévy processes. Zbl 1431.60107
Ratanov, Nikita
2020
Time-varying isotropic vector random fields on compact two-point homogeneous spaces. Zbl 1444.60042
Ma, Chunsheng; Malyarenko, Anatoliy
2020
Lévy processes and infinitely divisible measures in the dual of a nuclear space. Zbl 1450.60004
Fonseca-Mora, C. A.
2020
On the convergence of FK-Ising percolation to $$\text{SLE}_{16/3}(16/3 -6)$$. Zbl 1434.60230
Garban, Christophe; Wu, Hao
2020
Some results on the Brownian meander with drift. Zbl 1456.60090
Iafrate, F.; Orsingher, E.
2020
Sojourn times of Gaussian processes with trend. Zbl 07268525
Dȩbicki, Krzysztof; Liu, Peng; Michna, Zbigniew
2020
Independent linear forms on the group $$\Omega_p$$. Zbl 1431.60006
Myronyuk, Margaryta
2020
Self-decomposable laws from continuous branching processes. Zbl 1461.60015
Pakes, Anthony G.
2020
Large deviations principle for the largest eigenvalue of the Gaussian $$\beta$$-ensemble at high temperature. Zbl 1431.60008
2020
Self-similar growth fragmentations as scaling limits of Markov branching processes. Zbl 1445.60062
2020
Density bounds for solutions to differential equations driven by Gaussian rough paths. Zbl 1456.60084
Gess, Benjamin; Ouyang, Cheng; Tindel, Samy
2020
Cramér moderate deviation expansion for martingales with one-sided Sakhanenko’s condition and its applications. Zbl 1456.60098
Fan, Xiequan; Grama, Ion; Liu, Quansheng
2020
Lower bound for the coarse Ricci curvature of continuous-time pure-jump processes. Zbl 1451.60025
Villemonais, Denis
2020
Inhomogeneous percolation on ladder graphs. Zbl 1441.60089
Szabó, Réka; Valesin, Daniel
2020
On distributions determined by their upward, space-time Wiener-Hopf factor. Zbl 1455.60031
Chaumont, Loïc; Doney, Ron
2020
Total variation approximation of random orthogonal matrices by Gaussian matrices. Zbl 1445.60013
Stewart, Kathryn
2020
On hitting time, mixing time and geometric interpretations of Metropolis-Hastings reversiblizations. Zbl 1434.60199
Choi, Michael C. H.; Huang, Lu-Jing
2020
Numerical scheme for stochastic differential equations driven by fractional Brownian motion with $$1/4 < H < 1/2$$. Zbl 1464.60070
Araya, Héctor; León, Jorge A.; Torres, Soledad
2020
Quenched invariance principles for orthomartingale-like sequences. Zbl 1464.60020
2020
Gaussian fluctuations for linear eigenvalue statistics of products of independent iid random matrices. Zbl 1450.60006
Coston, Natalie; O&rsquo;Rourke, Sean
2020
Isotropic covariance matrix functions on compact two-point homogeneous spaces. Zbl 1464.60051
Lu, Tianshi; Ma, Chunsheng
2020
Range and speed of rotor walks on trees. Zbl 1444.05133
Huss, Wilfried; Sava-Huss, Ecaterina
2020
Hurst index estimation in stochastic differential equations driven by fractional Brownian motion. Zbl 1464.60032
Gairing, Jan; Imkeller, Peter; Shevchenko, Radomyra; Tudor, Ciprian
2020
Stable processes with stationary increments parameterized by metric spaces. Zbl 1467.60027
Fu, Zuopeng; Wang, Yizao
2020
Constructive regularization of the random matrix norm. Zbl 1444.60014
Rebrova, Elizaveta
2020
The multifaceted behavior of integrated supOU processes: the infinite variance case. Zbl 07268514
Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S.
2020
Two groups in a Curie-Weiss model with heterogeneous coupling. Zbl 07268521
Kirsch, Werner; Toth, Gabor
2020
Scaling limits in divisible sandpiles: a Fourier multiplier approach. Zbl 1452.31012
Cipriani, Alessandra; de Graaff, Jan; Ruszel, Wioletta M.
2020
Spectral radii of products of random rectangular matrices. Zbl 1452.60008
Qi, Yongcheng; Xie, Mengzi
2020
Uniform dimension results for the inverse images of symmetric Lévy processes. Zbl 1459.60180
Park, Hyunchul; Xiao, Yimin; Yang, Xiaochuan
2020
On the quenched central limit theorem for stationary random fields under projective criteria. Zbl 07268534
Zhang, Na; Reding, Lucas; Peligrad, Magda
2020
Empirical distributions of eigenvalues of product ensembles. Zbl 1442.15056
Jiang, Tiefeng; Qi, Yongcheng
2019
Cylindrical martingale problems associated with Lévy generators. Zbl 07081637
Criens, David
2019
Asymptotic behaviour of the trajectory fitting estimator for reflected Ornstein-Uhlenbeck processes. Zbl 1442.60079
Zang, Qingpei; Zhang, Lixin
2019
Mild solutions and Harnack inequality for functional stochastic partial differential equations with Dini drift. Zbl 1418.60080
Huang, Xing; Zhang, Shao-Qin
2019
Global spectrum fluctuations for Gaussian beta ensembles: a martingale approach. Zbl 1447.60030
Trinh, Khanh Duy
2019
Strong laws of large numbers for intermediately trimmed sums of i.i.d. random variables with infinite mean. Zbl 07051784
Kesseböhmer, Marc; Schindler, Tanja
2019
A smooth transition from Wishart to GOE. Zbl 1447.60027
Rácz, Miklós Z.; Richey, Jacob
2019
A note on conditional versus joint unconditional weak convergence in bootstrap consistency results. Zbl 1420.62187
2019
Scaling limits of solutions of linear stochastic differential equations driven by Lévy white noises. Zbl 07081631
Fageot, Julien; Unser, Michael
2019
On functional records and champions. Zbl 07081635
Dombry, Clément; Falk, Michael; Zott, Maximilian
2019
Ancestral lineages and limit theorems for branching Markov chains in varying environment. Zbl 1442.60084
Bansaye, Vincent
2019
A subtle symmetry of Lebesgue’s measure. Zbl 1408.28021
Uludağ, Muhammed; Ayral, Hakan
2019
The defect of random hyperspherical harmonics. Zbl 07120214
Rossi, Maurizia
2019
Improved mixing rates of directed cycles by added connection. Zbl 07051783
Gerencsér, Balázs; Hendrickx, Julien M.
2019
Matrix liberation process. I: Large deviation upper bound and almost sure convergence. Zbl 07051789
Ueda, Yoshimichi
2019
Higher-order derivative of intersection local time for two independent fractional Brownian motions. Zbl 07081632
Guo, Jingjun; Hu, Yaozhong; Xiao, Yanping
2019
On distributions of certain state-dependent fractional point processes. Zbl 1432.60046
Kataria, K. K.; Vellaisamy, P.
2019
Exponential extinction time of the contact process on rank-one inhomogeneous random graphs. Zbl 1412.82028
Can, Van Hao
2019
Exponential convergence for the Fredrickson-Andersen one-spin facilitated model. Zbl 1442.60103
Mountford, Thomas; Valle, Glauco
2019
Shuffling large decks of cards and the Bernoulli-Laplace urn model. Zbl 1451.60024
Nestoridi, Evita; White, Graham
2019
Correction to: “Conservative and semiconservative random walks: recurrence and transience”. Zbl 1406.60066
Abramov, Vyacheslav M.
2019
Lumpings of algebraic Markov chains arise from subquotients. Zbl 07120199
Pang, C. Y. Amy
2019
Intertwinings for general $$\beta$$-Laguerre and $$\beta$$-Jacobi processes. Zbl 07120201
Assiotis, Theodoros
2019
Realizations and factorizations of positive definite kernels. Zbl 07120204
Jorgensen, Palle; Tian, Feng
2019
On the favorite points of symmetric Lévy processes. Zbl 07120205
Li, Bo; Xiao, Yimin; Yang, Xiaochuan
2019
On the identification of noncausal Wiener functionals from the stochastic Fourier coefficients. Zbl 1436.60053
Hoshino, Kiyoiki; Kazumi, Tetsuya
2019
Existence and uniqueness of quasi-stationary distributions for symmetric Markov processes with tightness property. Zbl 1450.60039
Takeda, Masayoshi
2019
Comparison techniques for competing Brownian particles. Zbl 07051778
Sarantsev, Andrey
2019
Porosities of Mandelbrot percolation. Zbl 1411.28006
2019
Persistent random walks. II. Functional scaling limits. Zbl 07051781
Cénac, Peggy; Le Ny, Arnaud; de Loynes, Basile; Offret, Yoann
2019
Harnack inequality for subordinate random walks. Zbl 07051786
Mimica, Ante; Šebek, Stjepan
2019
Continuous time $$p$$-adic random walks and their path integrals. Zbl 1447.60007
Bakken, Erik; Weisbart, David
2019
Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts. Zbl 1433.60072
Bao, Jianhai; Huang, Xing; Yuan, Chenggui
2019
Lindeberg’s method for moderate deviations and random summation. Zbl 07051791
Eichelsbacher, Peter; Löwe, Matthias
2019
Small ball probabilities for certain Gaussian random fields. Zbl 1422.60077
Rozovsky, Leonid V.
2019
On the number of eigenvalues of modified permutation matrices in mesoscopic intervals. Zbl 1447.60016
Bahier, Valentin
2019
Low-degree factors of random polynomials. Zbl 1454.60072
O&rsquo;Rourke, Sean; Wood, Philip Matchett
2019
Fractal-dimensional properties of subordinators. Zbl 07081633
2019
Empirical spectral distribution of a matrix under perturbation. Zbl 1433.15037
Benaych-Georges, Florent; Enriquez, Nathanaël; Michaïl, Alkéos
2019
Fractional Poisson process time-changed by Lévy subordinator and its inverse. Zbl 07081636
Maheshwari, A.; Vellaisamy, P.
2019
Derivative formulas and applications for degenerate stochastic differential equations with fractional noises. Zbl 07081638
Fan, Xiliang
2019
Sharp moderate maximal inequalities for upward skip-free Markov chains. Zbl 1446.60055
Jia, Chen
2019
Ergodicity and stationary solution for stochastic neutral retarded partial differential equations driven by fractional Brownian motion. Zbl 1447.60114
Li, Zhi; Yan, Litan
2019
Centers of probability measures without the mean. Zbl 07081644
Puccetti, Giovanni; Rigo, Pietro; Wang, Bin; Wang, Ruodu
2019
Average number of real zeros of random algebraic polynomials defined by the increments of fractional Brownian motion. Zbl 1465.60034
Mukeru, Safari
2019
Best finite approximations of Benford’s law. Zbl 07081646
Berger, Arno; Xu, Chuang
2019
Local convergence of large critical multi-type Galton-Watson trees and applications to random maps. Zbl 1393.05244
Stephenson, Robin
2018
Strong Feller property of sticky reflected distorted Brownian motion. Zbl 1429.60073
Grothaus, Martin; Voßhall, Robert
2018
Persistent random walks. I. Recurrence versus transience. Zbl 1390.60165
Cénac, Peggy; Le Ny, Arnaud; de Loynes, Basile; Offret, Yoann
2018
Mixed stochastic differential equations: existence and uniqueness result. Zbl 1431.60043
da Silva, José Luís; Erraoui, Mohamed; Essaky, El Hassan
2018
Central limit theorem for Lipschitz-Killing curvatures of excursion sets of Gaussian random fields. Zbl 1404.60034
2018
Existence of continuous and càdlàg versions for cylindrical processes in the dual of a nuclear space. Zbl 1405.60005
Fonseca-Mora, C. A.
2018
Continuous-state branching processes in Lévy random environments. Zbl 1428.60125
He, Hui; Li, Zenghu; Xu, Wei
2018
Critical multi-type Galton-Watson trees conditioned to be large. Zbl 1422.60146
Abraham, Romain; Delmas, Jean-François; Guo, Hongsong
2018
Pathwise duals of monotone and additive Markov processes. Zbl 1397.82039
Sturm, Anja; Swart, Jan M.
2018
Two applications of random spanning forests. Zbl 1397.05161
Avena, L.; Gaudillière, A.
2018
Parabolic Anderson model with space-time homogeneous Gaussian noise and rough initial condition. Zbl 1428.60088
Balan, Raluca M.; Chen, Le
2018
The surface area deviation of the Euclidean ball and a polytope. Zbl 1390.52010
Hoehner, Steven D.; Schütt, Carsten; Werner, Elisabeth M.
2018
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Cited by 6,614 Authors

 41 Hu, Shuhe 41 Wang, Xuejun 39 Xiao, Yimin 35 Zhang, Li-Xin 34 Lin, Zhengyan 32 Song, Renming 32 Yan, Litan 31 Nualart, David 31 Sung, Soohak 28 Chen, Zhen-Qing 28 Peligrad, Magda 28 Shao, Qi-Man 28 Wang, Yuebao 28 Wu, Qunying 27 Dedecker, Jérôme 27 Kyprianou, Andreas E. 27 Merlevède, Florence 26 Diaconis, Persi Warren 26 Peres, Yuval 25 Barral, Julien 25 Chen, Pingyan 25 Hashorva, Enkelejd 25 Orsingher, Enzo 24 Csáki, Endre 24 Nourdin, Ivan 23 Shen, Aiting 22 Fel’dman, Gennadiĭ Mikhaĭlovich 22 Mason, David M. 21 Maller, Ross Arthur 21 Miao, Yu 21 Taqqu, Murad S. 21 Voit, Michael 21 Volodin, Andrei I. 20 Götze, Friedrich W. 20 Nane, Erkan 20 Peccati, Giovanni 20 Saloff-Coste, Laurent 19 Fu, Ke’ang 19 Kabluchko, Zakhar A. 19 Li, Deli 19 Li, Wenbo V. 19 Lifshits, Mikhail A. 19 Račkauskas, Alfredas Yurgevich 19 Tudor, Ciprian A. 19 Wesołowski, Jacek 19 Woess, Wolfgang 18 Csörgő, Miklós 18 Kim, Panki 18 Letac, Gérard G. 17 Bouzebda, Salim 17 Meerschaert, Mark Marvin 17 Rosalsky, Andrew 17 Thäle, Christoph 17 Tindel, Samy 17 Wang, Feng-Yu 17 Yang, Wenzhi 16 Bose, Arup 16 Cai, Guanghui 16 Gut, Allan 16 Hong, Wenming 16 Kevei, Péter 16 Maejima, Makoto 16 Révész, Pál 16 Shen, Guangjun 16 Shi, Zhan 15 Adamczak, Radosław 15 Fan, Xiequan 15 Földes, Antónia 15 Gorostiza, Luis G. 15 Hassairi, Abdelhamid 15 Hu, Yaozhong 15 Ko, Mi-Hwa 15 Le Gall, Jean-François 15 Liu, Quansheng 15 Nazarov, Alexander I. 15 Qi, Yongcheng 15 Steinberg, Benjamin 15 Vondraček, Zoran 15 Wang, Yizao 15 Zhang, Tusheng S. 14 Albeverio, Sergio A. 14 Applebaum, David B. 14 Bradley, Richard C. jun. 14 Giné-Masdéu, Evarist 14 Miclo, Laurent 14 Pap, Gyula 14 Scheffler, Hans-Peter 14 Wang, Kaiyong 14 Wu, Yi 14 Yin, Chuancun 13 Barczy, Mátyás 13 Becker-Kern, Peter 13 Berkes, István 13 Bobkov, Sergey Germanovich 13 Jiang, Zhaolin 13 Kuelbs, James D. 13 Liang, Hanying 13 Peskir, Goran 13 Ren, Yanxia 13 Shah, Riddhi ...and 6,514 more Authors
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Cited in 566 Journals

 533 Stochastic Processes and their Applications 506 Journal of Theoretical Probability 443 Statistics & Probability Letters 318 The Annals of Probability 193 Probability Theory and Related Fields 172 Journal of Mathematical Analysis and Applications 171 Bernoulli 153 The Annals of Applied Probability 124 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 120 Journal of Statistical Physics 119 Journal of Applied Probability 101 Journal of Multivariate Analysis 99 Communications in Statistics. Theory and Methods 98 Electronic Journal of Probability 93 Stochastic Analysis and Applications 90 Journal of Statistical Planning and Inference 90 Transactions of the American Mathematical Society 72 Lithuanian Mathematical Journal 72 Journal of Functional Analysis 70 Advances in Applied Probability 69 Potential Analysis 65 The Annals of Statistics 62 Proceedings of the American Mathematical Society 61 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 58 Journal of Mathematical Sciences (New York) 57 Acta Mathematica Sinica. English Series 56 Communications in Mathematical Physics 54 Stochastics 53 Stochastics and Dynamics 52 Journal of Mathematical Physics 52 Journal of Inequalities and Applications 52 Comptes Rendus. Mathématique. Académie des Sciences, Paris 49 Electronic Journal of Statistics 44 ALEA. Latin American Journal of Probability and Mathematical Statistics 42 Infinite Dimensional Analysis, Quantum Probability and Related Topics 41 Insurance Mathematics & Economics 39 Methodology and Computing in Applied Probability 36 Israel Journal of Mathematics 34 Frontiers of Mathematics in China 34 Science China. Mathematics 33 Theory of Probability and its Applications 33 Acta Mathematica Hungarica 33 Abstract and Applied Analysis 32 Linear Algebra and its Applications 31 Acta Applicandae Mathematicae 30 Advances in Mathematics 30 Journal of Differential Equations 29 Journal of Econometrics 28 Ergodic Theory and Dynamical Systems 28 Acta Mathematicae Applicatae Sinica. English Series 28 Statistics 27 Journal of Computational and Applied Mathematics 27 Advances in Applied Mathematics 27 Journal of Nonparametric Statistics 27 Random Matrices: Theory and Applications 26 Extremes 26 Stochastic Models 25 Annals of the Institute of Statistical Mathematics 25 Electronic Communications in Probability 24 Test 22 Combinatorics, Probability and Computing 21 Metrika 21 Statistical Papers 21 Brazilian Journal of Probability and Statistics 20 Mathematische Nachrichten 20 Journal of the Korean Statistical Society 19 Random Structures & Algorithms 19 Econometric Theory 18 Probability and Mathematical Statistics 18 Random Operators and Stochastic Equations 18 Finance and Stochastics 18 Doklady Mathematics 18 Discrete Dynamics in Nature and Society 18 Probability in the Engineering and Informational Sciences 17 Fuzzy Sets and Systems 17 Mathematische Zeitschrift 17 Queueing Systems 17 Science in China. Series A 17 Proceedings of the Indian Academy of Sciences. Mathematical Sciences 17 Applied Mathematics. Series B (English Edition) 17 International Journal of Theoretical and Applied Finance 17 Journal of Evolution Equations 17 Probability Surveys 16 Computers & Mathematics with Applications 16 Monatshefte für Mathematik 16 Theoretical Computer Science 16 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 16 Statistical Inference for Stochastic Processes 15 Illinois Journal of Mathematics 15 Statistical Science 15 Revista Matemática Iberoamericana 15 Computational Statistics and Data Analysis 15 Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM 15 Sankhyā. Series A 14 Nonlinearity 14 Chaos, Solitons and Fractals 14 Journal of Approximation Theory 14 Journal of Time Series Analysis 14 Discrete and Continuous Dynamical Systems 14 The Journal of Fourier Analysis and Applications ...and 466 more Journals
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Cited in 62 Fields

 6,182 Probability theory and stochastic processes (60-XX) 1,381 Statistics (62-XX) 443 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 403 Partial differential equations (35-XX) 399 Combinatorics (05-XX) 383 Statistical mechanics, structure of matter (82-XX) 307 Dynamical systems and ergodic theory (37-XX) 276 Linear and multilinear algebra; matrix theory (15-XX) 264 Measure and integration (28-XX) 254 Operator theory (47-XX) 239 Functional analysis (46-XX) 216 Numerical analysis (65-XX) 126 Systems theory; control (93-XX) 122 Information and communication theory, circuits (94-XX) 119 Real functions (26-XX) 114 Ordinary differential equations (34-XX) 113 Computer science (68-XX) 112 Biology and other natural sciences (92-XX) 109 Harmonic analysis on Euclidean spaces (42-XX) 106 Potential theory (31-XX) 105 Group theory and generalizations (20-XX) 104 Abstract harmonic analysis (43-XX) 96 Operations research, mathematical programming (90-XX) 93 Number theory (11-XX) 87 Global analysis, analysis on manifolds (58-XX) 84 Special functions (33-XX) 71 Quantum theory (81-XX) 70 Calculus of variations and optimal control; optimization (49-XX) 65 Convex and discrete geometry (52-XX) 58 Topological groups, Lie groups (22-XX) 56 Approximations and expansions (41-XX) 51 Integral transforms, operational calculus (44-XX) 50 Differential geometry (53-XX) 41 Difference and functional equations (39-XX) 37 Functions of a complex variable (30-XX) 32 Integral equations (45-XX) 27 Fluid mechanics (76-XX) 24 Associative rings and algebras (16-XX) 23 General topology (54-XX) 20 Order, lattices, ordered algebraic structures (06-XX) 20 Sequences, series, summability (40-XX) 18 Nonassociative rings and algebras (17-XX) 17 Mathematical logic and foundations (03-XX) 13 History and biography (01-XX) 10 Algebraic geometry (14-XX) 10 Relativity and gravitational theory (83-XX) 9 Mechanics of particles and systems (70-XX) 8 Geometry (51-XX) 7 Several complex variables and analytic spaces (32-XX) 6 Mechanics of deformable solids (74-XX) 5 General and overarching topics; collections (00-XX) 5 Commutative algebra (13-XX) 5 Optics, electromagnetic theory (78-XX) 5 Classical thermodynamics, heat transfer (80-XX) 5 Geophysics (86-XX) 4 Manifolds and cell complexes (57-XX) 3 Field theory and polynomials (12-XX) 2 Astronomy and astrophysics (85-XX) 1 General algebraic systems (08-XX) 1 Category theory; homological algebra (18-XX) 1 Algebraic topology (55-XX) 1 Mathematics education (97-XX)