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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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Latest Issues

34, No. 3 (2021)
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10, No. 4 (1997)
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9, No. 4 (1996)
...and 33 more Volumes
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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)

Publications by Year

Citations contained in zbMATH Open

1,401 Publications have been cited 9,634 times in 7,588 Documents Cited by Year
A comparison theorem on moment inequalities between negatively associated and independent random variables. Zbl 0971.60015
Shao, Qi-Man
176
2000
Wishart processes. Zbl 0737.60067
Bru, Marie-France
105
1991
A change-of-variable formula with local time on curves. Zbl 1085.60033
Peskir, Goran
80
2005
Random walks and the effective resistance of networks. Zbl 0722.60070
Tetali, Prasad
71
1991
Weak solutions for SPDE’s and backward doubly stochastic differential equations. Zbl 0982.60057
Bally, V.; Matoussi, A.
69
2001
An empirical process approach to the uniform consistency of kernel-type function estimators. Zbl 0995.62042
Einmahl, Uwe; Mason, David M.
68
2000
Maximal inequalities and an invariance principle for a class of weakly dependent random variables. Zbl 1012.60022
Utev, Sergey; Peligrad, Magda
67
2003
On the spectral density and asymptotic normality of weakly dependent random fields. Zbl 0787.60059
Bradley, Richard C.
65
1992
Almost-sure results for a class of dependent random variables. Zbl 0928.60025
Peligrad, Magda; Gut, Allan
64
1999
Semigroups, rings, and Markov chains. Zbl 0980.60014
Brown, Kenneth S.
64
2000
The multifractal spectrum of statistically self-similar measures. Zbl 0805.60034
Falconer, K. J.
62
1994
On exit and ergodicity of the spectrally one-sided Lévy process reflected at its infimum. Zbl 1049.60042
Pistorius, M. R.
62
2004
Asymptotics for sums of random variables with local subexponential behaviour. Zbl 1033.60053
Asmussen, Søren; Foss, Serguei; Korshunov, Dmitry
60
2003
Complete convergence and almost sure convergence of weighted sums of random variables. Zbl 0814.60026
Li, Deli; Bhaskara Rao, M.; Jiang, Tiefeng; Wang, Xiangchen
56
1995
Comparison results for the lower tail of Gaussian seminorms. Zbl 0743.60009
Li, Wenbo V.
48
1992
Nash inequalities for finite Markov chains. Zbl 0870.60064
Diaconis, P.; Saloff-Coste, L.
48
1996
Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences. Zbl 0786.60028
Arcones, M. A.; Yu, B.
46
1994
Asymptotic tail probabilities of sums of dependent subexponential random variables. Zbl 1177.62017
Geluk, Jaap; Tang, Qihe
46
2009
Modified logarithmic Sobolev inequalities in discrete settings. Zbl 1113.60072
Bobkov, Sergey G.; Tetali, Prasad
44
2006
A strong law for weighted sums of i.i.d. random variables. Zbl 0833.60031
Cuzick, Jack
43
1995
More on a new concept of entropy and information. Zbl 1120.94009
Rao, Murali
43
2005
A Cramér type large deviation result for Student’s \(t\)-statistic. Zbl 0927.60045
Shao, Qi-Man
41
1999
Local properties of Lévy processes on a totally disconnected group. Zbl 0683.60010
Evans, Steven N.
40
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
40
2007
Explicit stationary distributions for compositions of random functions and products of random matrices. Zbl 0728.60012
Chamayou, Jean-François; Letac, Gérard
39
1991
Continuity of the multifractal spectrum of a random statistically self-similar measure. Zbl 0977.37024
Barral, Julien
37
2000
On the asymptotic normality of sequences of weak dependent random variables. Zbl 0855.60021
Peligrad, Magda
35
1996
Stability and attraction to normality for Lévy processes at zero and at infinity. Zbl 1015.60043
Doney, R. A.; Maller, R. A.
34
2002
Random flights in higher spaces. Zbl 1138.60014
Orsingher, E.; De Gregorio, A.
34
2007
Large deviations for quadratic functionals of Gaussian processes. Zbl 0894.60026
Bryc, Włodzimierz; Dembo, Amir
33
1997
Convergence in law for the branching random walk seen from its tip. Zbl 1368.60089
Madaule, Thomas
33
2017
Coupling for \(\tau\)-dependent sequences and applications. Zbl 1067.60008
Dedecker, J.; Prieur, C.
33
2004
Lower bounds for covering times for reversible Markov chains and random walks on graphs. Zbl 0684.60055
Aldous, David J.
31
1989
Precise asymptotics in Spitzer’s law of large numbers. Zbl 0932.60026
Spătaru, Aurel
31
1999
Random walks on graphs with a strong isoperimetric property. Zbl 0639.60072
Gerl, Peter
31
1988
How close is the sample covariance matrix to the actual covariance matrix? Zbl 1365.62208
Vershynin, Roman
31
2012
On Kelvin transformation. Zbl 1105.60057
Bogdan, K.; Żak, T.
30
2006
Least absolute deviation estimation for regression with ARMA errors. Zbl 0883.62097
Davis, Richard A.; Dunsmuir, William T. M.
30
1997
The strong law of large numbers for weighted averages under dependence assumptions. Zbl 0857.60021
Chandra, Tapas K.; Ghosal, Subhashis
30
1996
Riesz exponential families on symmetric cones. Zbl 0984.60022
Hassairi, A.; Lajmi, S.
30
2001
Stochastic heat equation with multiplicative fractional-colored noise. Zbl 1203.60078
Balan, Raluca M.; Tudor, Ciprian A.
29
2010
On the cover time of random walks on graphs. Zbl 0681.60064
Kahn, Jeff D.; Linial, Nathan; Nisan, Noam; Saks, Michael E.
28
1989
An elementary proof of the local central limit theorem. Zbl 0841.60013
Davis, Burgess; McDonald, David
28
1995
The Brownian plane. Zbl 1305.05208
Curien, Nicolas; Le Gall, Jean-François
28
2014
Tangent fields and the local structure of random fields. Zbl 1013.60028
Falconer, Kenneth J.
28
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.
28
2003
On distributional properties of perpetuities. Zbl 1173.60309
Alsmeyer, Gerold; Iksanov, Alex; Rösler, Uwe
28
2009
Stochastic calculus for a time-changed semimartingale and the associated stochastic differential equations. Zbl 1252.60054
Kobayashi, Kei
27
2011
On times to quasi-stationarity for birth and death processes. Zbl 1186.60086
Diaconis, Persi; Miclo, Laurent
27
2009
Stochastic flows acting on Schwartz distributions. Zbl 0818.60044
Kunita, H.
26
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
26
1994
Asymptotics for transportation cost in high dimensions. Zbl 0811.60022
Dobrić, V.; Yukich, J. E.
26
1995
Distribution of eigenvalues for the ensemble of real symmetric Toeplitz matrices. Zbl 1086.15024
Hammond, Christopher; Miller, Steven J.
26
2005
A continuous super-Brownian motion in a super-Brownian medium. Zbl 0877.60030
Dawson, Donald A.; Fleischmann, Klaus
25
1997
Composition of stochastic processes governed by higher-order parabolic and hyperbolic equations. Zbl 0878.60050
Hochberg, Kenneth J.; Orsingher, Enzo
25
1996
An exact formula for the move-to-front rule for self-organizing lists. Zbl 0837.60063
Fill, James Allen
25
1996
Occupation times of refracted Lévy processes. Zbl 1306.60049
Kyprianou, A. E.; Pardo, J. C.; Pérez, J. L.
25
2014
Central limit theorems for multiple Skorokhod integrals. Zbl 1202.60038
Nourdin, Ivan; Nualart, David
25
2010
Convergence of discrete snakes. Zbl 1084.60049
Janson, Svante; Marckert, Jean-François
25
2005
Strong limit theorems for weighted sums of negatively associated random variables. Zbl 1162.60008
Jing, Bing-Yi; Liang, Han-Ying
24
2008
Large deviations for empirical measures of Markov chains. Zbl 0711.60023
de Acosta, A.
24
1990
The equilibrium behavior of reversible coagulation-fragmentation processes. Zbl 0930.60094
Durrett, Richard; Granovsky, Boris L.; Gueron, Shay
24
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
24
2012
Fractional Brownian density process and its self-intersection local time of order \(k\). Zbl 1074.60047
Bojdecki, T.; Gorostiza, L. G.; Talarczyk, A.
24
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.
24
2007
On the weak invariance principle for non-adapted sequences under projective criteria. Zbl 1137.60016
Dedecker, Jérôme; Merlevède, Florence; Volný, Dalibor
24
2007
On hitting times and fastest strong stationary times for skip-free and more general chains. Zbl 1173.60337
Fill, James Allen
24
2009
On transformations and determinants of Wishart variables on symmetric cones. Zbl 0890.60016
Massam, Hélène; Neher, Erhard
23
1997
On the law of the iterated logarithm for Gaussian processes. Zbl 0839.60040
Arcones, Miguel A.
23
1995
Strong approximation for long memory processes with applications. Zbl 1020.60017
Wang, Qiying; Lin, Yan-Xia; Gulati, Chandra M.
23
2003
Discrete and continuous time modulated random walks with heavy-tailed increments. Zbl 1131.60040
Foss, Serguei; Konstantopoulos, Takis; Zachary, Stan
23
2007
Mixing limit theorems for ergodic transformations. Zbl 1137.60017
Zweimüller, Roland
23
2007
Support theorems for the Radon transform and Cramér-Wold theorems. Zbl 1192.44003
Boman, Jan; Lindskog, Filip
23
2009
Multicolor particle systems with large threshold and range. Zbl 0751.60095
Durrett, R.
22
1992
On decoupling, series expansions, and tail behavior of chaos processes. Zbl 0785.60023
Arcones, Miguel A.; Giné, Evarist
22
1993
The central limit theorem for Chébli-Trimèche hypergroups. Zbl 0679.60012
Zeuner, Hansmartin
22
1989
Semi-selfsimilar processes. Zbl 0932.60043
Maejima, Makoto; Sato, Ken-iti
22
1999
Mixing times are hitting times of large sets. Zbl 1323.60094
Peres, Yuval; Sousi, Perla
22
2015
Occupation time fluctuations in branching systems. Zbl 0991.60095
Dawson, D. A.; Gorostiza, L. G.; Wakolbinger, A.
22
2001
Convexity and smoothness of scale functions and de Finetti’s control problem. Zbl 1188.93115
Kyprianou, Andreas E.; Rivero, Víctor; Song, Renming
22
2010
Heat kernel estimates for strongly recurrent random walk on random media. Zbl 1159.60029
Kumagai, Takashi; Misumi, Jun
21
2008
Generalized solutions of a stochastic partial differential equation. Zbl 0802.60056
Kunita, H.
21
1994
Central limit theorems for level functionals of stationary Gaussian processes and fields. Zbl 0994.60021
Kratz, Marie F.; León, José R.
21
2001
Stationary symmetric \(\alpha\)-stable discrete parameter random fields. Zbl 1218.60039
Roy, Parthanil; Samorodnitsky, Gennady
21
2008
Self-similar random fields and rescaled random balls models. Zbl 1213.60096
Biermé, Hermine; Estrade, Anne; Kaj, Ingemar
21
2010
A sharp form of the Cramér-Wold theorem. Zbl 1124.60004
Cuesta-Albertos, Juan Antonio; Fraiman, Ricardo; Ransford, Thomas
21
2007
Estimates of tempered stable densities. Zbl 1393.60050
Sztonyk, Paweł
21
2010
Spectral norm of circulant-type matrices. Zbl 1241.60006
Bose, Arup; Hazra, Rajat Subhra; Saha, Koushik
21
2011
Variance inequalities for functions of Gaussian variables. Zbl 0815.60018
Houdré, Christian; Kagan, Abram
20
1995
Laws of the iterated logarithm for iterated Wiener processes. Zbl 0816.60027
Hu, Y.; Pierre-Loti-Viaud, D.; Shi, Z.
20
1995
Moderate deviations and large deviations for kernel density estimators. Zbl 1041.62025
Gao, Fuqing
20
2003
Asymptotics and bounds for multivariate Gaussian tails. Zbl 1065.60017
Hashorva, Enkelejd
20
2005
Multifractional, multistable, and other processes with Prescribed local form. Zbl 1171.60010
Falconer, K. J.; Lévy Véhel, J.
20
2009
Conditional limit theorems for exponential families and finite versions of de Finetti’s theorem. Zbl 0655.60029
Diaconis, P.; Freedman, D. A.
20
1988
Limit theorems for weakly subcritical branching processes in random environment. Zbl 1262.60083
Afanasyev, V. I.; Böinghoff, C.; Kersting, G.
20
2012
Strong approximation of additive functionals. Zbl 0762.60024
Csáki, E.; Csörgő, M.; Földes, A.; Révész, P.
19
1992
Bounds on the cover time. Zbl 0681.60063
Broder, Andrei Z.; Karlin, Anna R.
19
1989
Threshold limits for cover times. Zbl 0717.60082
Aldous, David J.
19
1991
Sharp conditions for the CLT of linear processes in a Hilbert space. Zbl 0885.60015
Merlevède, Florence; Peligrad, Magda; Utev, Sergey
19
1997
A noncentral limit theorem for quadratic forms of Gaussian stationary sequences. Zbl 0724.60048
Terrin, Norma; Taqqu, Murad S.
19
1990
Regenerativity of Viterbi process for pairwise Markov models. Zbl 1459.62158
Lember, Jüri; Sova, Joonas
1
2021
Self-normalized moderate deviations for random walk in random scenery. Zbl 07306254
Feng, Xinwei; Shao, Qi-Man; Zeitouni, Ofer
1
2021
A drawdown reflected spectrally negative Lévy process. Zbl 07306263
Wang, Wenyuan; Zhou, Xiaowen
1
2021
Pathwise asymptotics for Volterra type stochastic volatility models. Zbl 07356409
Cellupica, Miriana; Pacchiarotti, Barbara
1
2021
On the convergence of series of dependent random variables. Zbl 07374936
Mukeru, Safari
1
2021
On the long-range dependence of mixed fractional Poisson process. Zbl 07374947
Kataria, K. K.; Khandakar, M.
1
2021
Wasserstein and Kolmogorov error bounds for variance-gamma approximation via Stein’s method. I. Zbl 1430.60026
Gaunt, Robert E.
4
2020
Weakly monotone Fock space and monotone convolution of the Wigner law. Zbl 1445.46046
Crismale, Vitonofrio; Griseta, Maria Elena; Wysoczański, Janusz
3
2020
Approximation of supremum of max-stable stationary processes & Pickands constants. Zbl 1462.60039
Dȩbicki, Krzysztof; Hashorva, Enkelejd
3
2020
The \(n\)-term approximation of periodic generalized Lévy processes. Zbl 1457.60060
Fageot, Julien; Unser, Michael; Ward, John Paul
2
2020
Gradient estimates and exponential ergodicity for mean-field SDEs with jumps. Zbl 07169682
Song, Yulin
2
2020
Kac-Lévy processes. Zbl 1431.60107
Ratanov, Nikita
2
2020
Time-varying isotropic vector random fields on compact two-point homogeneous spaces. Zbl 1444.60042
Ma, Chunsheng; Malyarenko, Anatoliy
2
2020
Lévy processes and infinitely divisible measures in the dual of a nuclear space. Zbl 1450.60004
Fonseca-Mora, C. A.
2
2020
On the convergence of FK-Ising percolation to \(\text{SLE}_{16/3}(16/3 -6)\). Zbl 1434.60230
Garban, Christophe; Wu, Hao
2
2020
Some results on the Brownian meander with drift. Zbl 1456.60090
Iafrate, F.; Orsingher, E.
2
2020
Sojourn times of Gaussian processes with trend. Zbl 07268525
Dȩbicki, Krzysztof; Liu, Peng; Michna, Zbigniew
2
2020
Independent linear forms on the group \(\Omega_p\). Zbl 1431.60006
Myronyuk, Margaryta
1
2020
Self-decomposable laws from continuous branching processes. Zbl 1461.60015
Pakes, Anthony G.
1
2020
Large deviations principle for the largest eigenvalue of the Gaussian \(\beta \)-ensemble at high temperature. Zbl 1431.60008
Pakzad, Cambyse
1
2020
Self-similar growth fragmentations as scaling limits of Markov branching processes. Zbl 1445.60062
Dadoun, Benjamin
1
2020
Density bounds for solutions to differential equations driven by Gaussian rough paths. Zbl 1456.60084
Gess, Benjamin; Ouyang, Cheng; Tindel, Samy
1
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
1
2020
Lower bound for the coarse Ricci curvature of continuous-time pure-jump processes. Zbl 1451.60025
Villemonais, Denis
1
2020
Inhomogeneous percolation on ladder graphs. Zbl 1441.60089
Szabó, Réka; Valesin, Daniel
1
2020
On distributions determined by their upward, space-time Wiener-Hopf factor. Zbl 1455.60031
Chaumont, Loïc; Doney, Ron
1
2020
Total variation approximation of random orthogonal matrices by Gaussian matrices. Zbl 1445.60013
Stewart, Kathryn
1
2020
On hitting time, mixing time and geometric interpretations of Metropolis-Hastings reversiblizations. Zbl 1434.60199
Choi, Michael C. H.; Huang, Lu-Jing
1
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
1
2020
Quenched invariance principles for orthomartingale-like sequences. Zbl 1464.60020
Peligrad, Magda; Volný, Dalibor
1
2020
Gaussian fluctuations for linear eigenvalue statistics of products of independent iid random matrices. Zbl 1450.60006
Coston, Natalie; O&rsquo;Rourke, Sean
1
2020
Isotropic covariance matrix functions on compact two-point homogeneous spaces. Zbl 1464.60051
Lu, Tianshi; Ma, Chunsheng
1
2020
Range and speed of rotor walks on trees. Zbl 1444.05133
Huss, Wilfried; Sava-Huss, Ecaterina
1
2020
Hurst index estimation in stochastic differential equations driven by fractional Brownian motion. Zbl 1464.60032
Gairing, Jan; Imkeller, Peter; Shevchenko, Radomyra; Tudor, Ciprian
1
2020
Stable processes with stationary increments parameterized by metric spaces. Zbl 1467.60027
Fu, Zuopeng; Wang, Yizao
1
2020
Constructive regularization of the random matrix norm. Zbl 1444.60014
Rebrova, Elizaveta
1
2020
The multifaceted behavior of integrated supOU processes: the infinite variance case. Zbl 07268514
Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S.
1
2020
Two groups in a Curie-Weiss model with heterogeneous coupling. Zbl 07268521
Kirsch, Werner; Toth, Gabor
1
2020
Scaling limits in divisible sandpiles: a Fourier multiplier approach. Zbl 1452.31012
Cipriani, Alessandra; de Graaff, Jan; Ruszel, Wioletta M.
1
2020
Spectral radii of products of random rectangular matrices. Zbl 1452.60008
Qi, Yongcheng; Xie, Mengzi
1
2020
Uniform dimension results for the inverse images of symmetric Lévy processes. Zbl 1459.60180
Park, Hyunchul; Xiao, Yimin; Yang, Xiaochuan
1
2020
On the quenched central limit theorem for stationary random fields under projective criteria. Zbl 07268534
Zhang, Na; Reding, Lucas; Peligrad, Magda
1
2020
Empirical distributions of eigenvalues of product ensembles. Zbl 1442.15056
Jiang, Tiefeng; Qi, Yongcheng
5
2019
Cylindrical martingale problems associated with Lévy generators. Zbl 07081637
Criens, David
5
2019
Asymptotic behaviour of the trajectory fitting estimator for reflected Ornstein-Uhlenbeck processes. Zbl 1442.60079
Zang, Qingpei; Zhang, Lixin
4
2019
Mild solutions and Harnack inequality for functional stochastic partial differential equations with Dini drift. Zbl 1418.60080
Huang, Xing; Zhang, Shao-Qin
4
2019
Global spectrum fluctuations for Gaussian beta ensembles: a martingale approach. Zbl 1447.60030
Trinh, Khanh Duy
4
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
3
2019
A smooth transition from Wishart to GOE. Zbl 1447.60027
Rácz, Miklós Z.; Richey, Jacob
3
2019
A note on conditional versus joint unconditional weak convergence in bootstrap consistency results. Zbl 1420.62187
Bücher, Axel; Kojadinovic, Ivan
3
2019
Scaling limits of solutions of linear stochastic differential equations driven by Lévy white noises. Zbl 07081631
Fageot, Julien; Unser, Michael
3
2019
On functional records and champions. Zbl 07081635
Dombry, Clément; Falk, Michael; Zott, Maximilian
3
2019
Ancestral lineages and limit theorems for branching Markov chains in varying environment. Zbl 1442.60084
Bansaye, Vincent
2
2019
A subtle symmetry of Lebesgue’s measure. Zbl 1408.28021
Uludağ, Muhammed; Ayral, Hakan
2
2019
The defect of random hyperspherical harmonics. Zbl 07120214
Rossi, Maurizia
2
2019
Improved mixing rates of directed cycles by added connection. Zbl 07051783
Gerencsér, Balázs; Hendrickx, Julien M.
2
2019
Matrix liberation process. I: Large deviation upper bound and almost sure convergence. Zbl 07051789
Ueda, Yoshimichi
2
2019
Higher-order derivative of intersection local time for two independent fractional Brownian motions. Zbl 07081632
Guo, Jingjun; Hu, Yaozhong; Xiao, Yanping
2
2019
On distributions of certain state-dependent fractional point processes. Zbl 1432.60046
Kataria, K. K.; Vellaisamy, P.
2
2019
Exponential extinction time of the contact process on rank-one inhomogeneous random graphs. Zbl 1412.82028
Can, Van Hao
1
2019
Exponential convergence for the Fredrickson-Andersen one-spin facilitated model. Zbl 1442.60103
Mountford, Thomas; Valle, Glauco
1
2019
Shuffling large decks of cards and the Bernoulli-Laplace urn model. Zbl 1451.60024
Nestoridi, Evita; White, Graham
1
2019
Correction to: “Conservative and semiconservative random walks: recurrence and transience”. Zbl 1406.60066
Abramov, Vyacheslav M.
1
2019
Lumpings of algebraic Markov chains arise from subquotients. Zbl 07120199
Pang, C. Y. Amy
1
2019
Intertwinings for general \(\beta\)-Laguerre and \(\beta\)-Jacobi processes. Zbl 07120201
Assiotis, Theodoros
1
2019
Realizations and factorizations of positive definite kernels. Zbl 07120204
Jorgensen, Palle; Tian, Feng
1
2019
On the favorite points of symmetric Lévy processes. Zbl 07120205
Li, Bo; Xiao, Yimin; Yang, Xiaochuan
1
2019
On the identification of noncausal Wiener functionals from the stochastic Fourier coefficients. Zbl 1436.60053
Hoshino, Kiyoiki; Kazumi, Tetsuya
1
2019
Existence and uniqueness of quasi-stationary distributions for symmetric Markov processes with tightness property. Zbl 1450.60039
Takeda, Masayoshi
1
2019
Comparison techniques for competing Brownian particles. Zbl 07051778
Sarantsev, Andrey
1
2019
Porosities of Mandelbrot percolation. Zbl 1411.28006
Berlinkov, Artemi; Järvenpää, Esa
1
2019
Persistent random walks. II. Functional scaling limits. Zbl 07051781
Cénac, Peggy; Le Ny, Arnaud; de Loynes, Basile; Offret, Yoann
1
2019
Harnack inequality for subordinate random walks. Zbl 07051786
Mimica, Ante; Šebek, Stjepan
1
2019
Continuous time \(p\)-adic random walks and their path integrals. Zbl 1447.60007
Bakken, Erik; Weisbart, David
1
2019
Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts. Zbl 1433.60072
Bao, Jianhai; Huang, Xing; Yuan, Chenggui
1
2019
Lindeberg’s method for moderate deviations and random summation. Zbl 07051791
Eichelsbacher, Peter; Löwe, Matthias
1
2019
Small ball probabilities for certain Gaussian random fields. Zbl 1422.60077
Rozovsky, Leonid V.
1
2019
On the number of eigenvalues of modified permutation matrices in mesoscopic intervals. Zbl 1447.60016
Bahier, Valentin
1
2019
Low-degree factors of random polynomials. Zbl 1454.60072
O&rsquo;Rourke, Sean; Wood, Philip Matchett
1
2019
Fractal-dimensional properties of subordinators. Zbl 07081633
Barker, Adam
1
2019
Empirical spectral distribution of a matrix under perturbation. Zbl 1433.15037
Benaych-Georges, Florent; Enriquez, Nathanaël; Michaïl, Alkéos
1
2019
Fractional Poisson process time-changed by Lévy subordinator and its inverse. Zbl 07081636
Maheshwari, A.; Vellaisamy, P.
1
2019
Derivative formulas and applications for degenerate stochastic differential equations with fractional noises. Zbl 07081638
Fan, Xiliang
1
2019
Sharp moderate maximal inequalities for upward skip-free Markov chains. Zbl 1446.60055
Jia, Chen
1
2019
Ergodicity and stationary solution for stochastic neutral retarded partial differential equations driven by fractional Brownian motion. Zbl 1447.60114
Li, Zhi; Yan, Litan
1
2019
Centers of probability measures without the mean. Zbl 07081644
Puccetti, Giovanni; Rigo, Pietro; Wang, Bin; Wang, Ruodu
1
2019
Average number of real zeros of random algebraic polynomials defined by the increments of fractional Brownian motion. Zbl 1465.60034
Mukeru, Safari
1
2019
Best finite approximations of Benford’s law. Zbl 07081646
Berger, Arno; Xu, Chuang
1
2019
Local convergence of large critical multi-type Galton-Watson trees and applications to random maps. Zbl 1393.05244
Stephenson, Robin
17
2018
Strong Feller property of sticky reflected distorted Brownian motion. Zbl 1429.60073
Grothaus, Martin; Voßhall, Robert
8
2018
Persistent random walks. I. Recurrence versus transience. Zbl 1390.60165
Cénac, Peggy; Le Ny, Arnaud; de Loynes, Basile; Offret, Yoann
6
2018
Mixed stochastic differential equations: existence and uniqueness result. Zbl 1431.60043
da Silva, José Luís; Erraoui, Mohamed; Essaky, El Hassan
6
2018
Central limit theorem for Lipschitz-Killing curvatures of excursion sets of Gaussian random fields. Zbl 1404.60034
Kratz, Marie; Vadlamani, Sreekar
6
2018
Existence of continuous and càdlàg versions for cylindrical processes in the dual of a nuclear space. Zbl 1405.60005
Fonseca-Mora, C. A.
5
2018
Continuous-state branching processes in Lévy random environments. Zbl 1428.60125
He, Hui; Li, Zenghu; Xu, Wei
5
2018
Critical multi-type Galton-Watson trees conditioned to be large. Zbl 1422.60146
Abraham, Romain; Delmas, Jean-François; Guo, Hongsong
4
2018
Pathwise duals of monotone and additive Markov processes. Zbl 1397.82039
Sturm, Anja; Swart, Jan M.
4
2018
Two applications of random spanning forests. Zbl 1397.05161
Avena, L.; Gaudillière, A.
4
2018
Parabolic Anderson model with space-time homogeneous Gaussian noise and rough initial condition. Zbl 1428.60088
Balan, Raluca M.; Chen, Le
4
2018
The surface area deviation of the Euclidean ball and a polytope. Zbl 1390.52010
Hoehner, Steven D.; Schütt, Carsten; Werner, Elisabeth M.
3
2018
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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
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Cited in 566 Journals

533 Stochastic Processes and their Applications
506 Journal of Theoretical Probability
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171 Bernoulli
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120 Journal of Statistical Physics
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33 Acta Mathematica Hungarica
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16 Monatshefte für Mathematik
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16 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI
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15 Illinois Journal of Mathematics
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15 Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM
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