# zbMATH — the first resource for mathematics

## The Annals of Probability

### An Official Journal of the Institute of Mathematical Statistics

 Short Title: Ann. Probab. Publisher: Institute of Mathematical Statistics (IMS), Beachwood, OH/Bethesda, MD ISSN: 0091-1798; 2168-894X/e Online: http://projecteuclid.org/all/euclid.aop Predecessor: Annals of Mathematical Statistics Comments: Indexed cover-to-cover
 Documents Indexed: 4,446 Publications (since 1973) References Indexed: 1,892 Publications with 48,801 References.
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#### Latest Issues

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#### Authors

 37 Talagrand, Michel 35 Peres, Yuval 35 Rosen, Jay S. 33 Nualart, David 28 Durrett, Richard Timothy 28 Liggett, Thomas Milton 28 Mason, David M. 27 Burdzy, Krzysztof 27 Klass, Michael J. 24 Hall, Peter Gavin 24 Kuelbs, James D. 24 Zinn, Joel 23 Adler, Robert Joseph 23 Pemantle, Robin 22 Bramson, Maury D. 22 Cox, J. Theodore 22 Giné-Masdéu, Evarist 22 Marcus, Michael B. 22 Samorodnitsky, Gennady Pinkhosovich 21 Chen, Zhen-Qing 21 Griffeath, David 21 Kesten, Harry 21 Pitman, Jim William 21 Zeitouni, Ofer 20 Bass, Richard F. 20 Götze, Friedrich W. 20 Khoshnevisan, Davar 20 Lai, Tze Leung 20 Perkins, Edwin A. 19 Le Gall, Jean-François 18 Dalang, Robert C. 18 Kurtz, Thomas Gordon 18 Pinsky, Ross George 17 Bolthausen, Erwin 17 Deheuvels, Paul 17 Dembo, Amir 17 Lyons, Russell 16 Benjamini, Itai 16 Chen, Xia 16 den Hollander, Frank 16 Landim, Claudio 16 Müller, Carl E. 16 Mytnik, Leonid 16 Röckner, Michael 15 Deuschel, Jean-Dominique 15 Lalley, Steven P. 15 Pruitt, William E. 15 Schonmann, Roberto Henrique 15 Seppäläinen, Timo 15 Shi, Zhan 14 Alexander, Kenneth S. 14 Bertoin, Jean 14 Csörgő, Miklós 14 Janson, Svante 14 Kallenberg, Olav 14 Mountford, Thomas S. 14 Schramm, Oded 14 Shao, Qi-Man 13 Ben Arous, Gérard 13 Berman, Simeon M. 13 Bobkov, Sergey Germanovich 13 Chen, Louis Hsiao-Yun 13 Dawson, Donald Andrew 13 Dupuis, Paul G. 13 Hairer, Martin 13 Lawler, Gregory Francis 13 Miller, Jason P. 13 Nourdin, Ivan 13 Steif, Jeffrey E. 13 Taqqu, Murad S. 12 Aldous, David John 12 de Acosta, Alejandro D. 12 de Haan, Laurens 12 Fleischmann, Klaus 12 Griffin, Philip S. 12 Jain, Naresh C. 12 Lee, Tzong-Yow 12 Newman, Charles Michael 12 Peccati, Giovanni 12 Protter, Philip Elliott 12 Resnick, Sidney Ira 12 Rosiński, Jan 12 Sheffield, Scott 12 Shepp, Lawrence Alan 12 Sznitman, Alain-Sol 12 Tindel, Samy 12 Yor, Marc 11 Bai, Zhi-Dong 11 Ding, Jian 11 Dynkin, Evgeniĭ Borisovich 11 Einmahl, Uwe 11 Ferrari, Pablo Augusto 11 Hahn, Marjorie Green 11 Hammond, Alan 11 Kieffer, John Cronan 11 Steele, J. Michael 11 Virág, Bálint 11 Zhang, Tusheng S. 10 Arratia, Richard Alejandro 10 Diaconis, Persi Warren ...and 2,861 more Authors
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#### Fields

 4,324 Probability theory and stochastic processes (60-XX) 504 Statistical mechanics, structure of matter (82-XX) 472 Statistics (62-XX) 220 Partial differential equations (35-XX) 211 Measure and integration (28-XX) 167 Combinatorics (05-XX) 98 Dynamical systems and ergodic theory (37-XX) 94 Linear and multilinear algebra; matrix theory (15-XX) 85 Functional analysis (46-XX) 83 Operator theory (47-XX) 82 Potential theory (31-XX) 79 Global analysis, analysis on manifolds (58-XX) 59 Biology and other natural sciences (92-XX) 58 Systems theory; control (93-XX) 57 Real functions (26-XX) 54 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 54 Information and communication theory, circuits (94-XX) 44 Convex and discrete geometry (52-XX) 42 Calculus of variations and optimal control; optimization (49-XX) 40 Harmonic analysis on Euclidean spaces (42-XX) 36 Operations research, mathematical programming (90-XX) 31 Ordinary differential equations (34-XX) 30 Numerical analysis (65-XX) 29 Computer science (68-XX) 28 Special functions (33-XX) 27 Functions of a complex variable (30-XX) 26 Number theory (11-XX) 24 Differential geometry (53-XX) 19 Group theory and generalizations (20-XX) 18 Abstract harmonic analysis (43-XX) 18 Fluid mechanics (76-XX) 15 History and biography (01-XX) 15 Quantum theory (81-XX) 13 Integral transforms, operational calculus (44-XX) 12 Topological groups, Lie groups (22-XX) 12 Approximations and expansions (41-XX) 12 Integral equations (45-XX) 10 Mathematical logic and foundations (03-XX) 8 Order, lattices, ordered algebraic structures (06-XX) 8 General topology (54-XX) 7 Sequences, series, summability (40-XX) 6 Difference and functional equations (39-XX) 5 Geometry (51-XX) 4 Mechanics of deformable solids (74-XX) 3 Several complex variables and analytic spaces (32-XX) 3 Relativity and gravitational theory (83-XX) 2 Manifolds and cell complexes (57-XX) 1 Algebraic geometry (14-XX) 1 Associative rings and algebras (16-XX) 1 Nonassociative rings and algebras (17-XX) 1 Algebraic topology (55-XX) 1 Mechanics of particles and systems (70-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Mathematics education (97-XX)

#### Citations contained in zbMATH Open

4,097 Publications have been cited 70,080 times in 37,553 Documents Cited by Year
I-divergence geometry of probability distributions and minimization problems. Zbl 0318.60013
Csiszar, I.
1975
Distribution function inequalities for martingales. Zbl 0301.60035
Burkholder, D. L.
1973
Backward stochastic differential equations and partial differential equations with quadratic growth. Zbl 1044.60045
Kobylanski, Magdalena
2000
Discrete analogues of self-decomposability and stability. Zbl 0418.60020
Steutel, F. W.; van Harn, K.
1979
Reflected solutions of backward SDE’s, and related obstacle problems for PDE’s. Zbl 0899.60047
El Karoui, N.; Kapoudjian, C.; Pardoux, E.; Peng, S.; Quenez, M. C.
1997
The continuum random tree. III. Zbl 0791.60009
Aldous, David
1993
Weak limit theorems for stochastic integrals and stochastic differential equations. Zbl 0742.60053
Kurtz, Thomas G.; Protter, Philip
1991
Stochastic calculus with respect to Gaussian processes. Zbl 1015.60047
Alòs, Elisa; Mazet, Olivier; Nualart, David
2001
Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices. Zbl 1086.15022
Baik, Jinho; Ben Arous, Gérard; Péché, Sandrine
2005
The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator. Zbl 0880.60076
Pitman, Jim; Yor, Marc
1997
Random walks on discrete groups: Boundary and entropy. Zbl 0641.60009
Kaimanovich, V. A.; Vershik, A. M.
1983
Kingman, J. F. C.
1973
Residual life time at great age. Zbl 0295.60014
Balkema, A. A.; de Haan, Laurens
1974
Occupation densities. Zbl 0499.60081
Geman, Donald; Horowitz, Joseph
1980
Random walks in a random environment. Zbl 0305.60029
Solomon, Fred
1975
Conformal invariance of planar loop-erased random walks and uniform spanning trees. Zbl 1126.82011
Lawler, Gregory F.; Schramm, Oded; Werner, Wendelin
2004
Central limit theorems for sequences of multiple stochastic integrals. Zbl 1097.60007
Nualart, David; Peccati, Giovanni
2005
The continuum random tree. I. Zbl 0722.60013
Aldous, David
1991
Dependent central limit theorems and invariance principles. Zbl 0287.60025
McLeish, D. L.
1974
Poisson approximation for dependent trials. Zbl 0335.60016
Chen, Louis H. Y.
1975
Large deviations of sums of independent random variables. Zbl 0418.60033
Nagaev, S. V.
1979
Inequalities for distributions with given marginals. Zbl 0459.62010
Tchen, Andre H.
1980
Contact interactions on a lattice. Zbl 0334.60052
Harris, T. E.
1974
Two moments suffice for Poisson approximations: The Chen-Stein method. Zbl 0675.60017
Arratia, R.; Goldstein, L.; Gordon, L.
1989
Central limit theorems for empirical measures. Zbl 0404.60016
Dudley, R. M.
1978
Approximation theorems for independent and weakly dependent random vectors. Zbl 0392.60024
Berkes, Istvan; Philipp, Walter
1979
Strict stationarity of generalized autoregressive processes. Zbl 0763.60015
Bougerol, Philippe; Picard, Nico
1992
Stopping times and tightness. Zbl 0391.60007
Aldous, David
1978
Coalescents with multiple collisions. Zbl 0963.60079
Pitman, Jim
1999
Sharper bounds for Gaussian and empirical processes. Zbl 0798.60051
Talagrand, M.
1994
Stochastic inequalities on partially ordered spaces. Zbl 0371.60013
Kamae, T.; Krengel, U.; O’Brien, G. L.
1977
Boundary value problems and sharp inequalities for martingale transforms. Zbl 0556.60021
Burkholder, D. L.
1984
Conceptual proofs of $$L\log L$$ criteria for mean behavior of branching processes. Zbl 0840.60077
Lyons, Russell; Pemantle, Robin; Peres, Yuval
1995
Some limit theorems for empirical processes (with discussion). Zbl 0553.60037
Giné, Evarist; Zinn, Joel
1984
Ergodic theorems for weakly interacting infinite systems and the voter model. Zbl 0367.60115
Holley, Richard A.; Liggett, Thomas M.
1975
CLT for linear spectral statistics of large-dimensional sample covariance matrices. Zbl 1063.60022
Bai, Z. D.; Silverstein, Jack W.
2004
Asymptotic error distributions for the Euler method for stochastic differential equations. Zbl 0937.60060
Jacod, Jean; Protter, Philip
1998
A spectral representation for max-stable processes. Zbl 0597.60050
de Haan, Laurens
1984
Some concepts of negative dependence. Zbl 0501.62037
Block, Henry W.; Savits, Thomas H.; Shaked, Moshe
1982
Tightness of probabilities on C([0,1];$$S_ p$$) and D([0,1];$$S_ p$$). Zbl 0527.60004
Mitoma, Itaru
1983
Reflected Brownian motion on an orthant. Zbl 0462.60073
Harrison, J. Michael; Reiman, Martin I.
1981
On tail probabilities for martingales. Zbl 0313.60037
Freedman, David A.
1975
On the gap between deterministic and stochastic ordinary differential equations. Zbl 0391.60056
Sussmann, Hector J.
1978
The law of large numbers and the central limit theorem in Banach spaces. Zbl 0368.60022
Hoffmann-Jørgensen, Jørgen; Pisier, G.
1976
Sample functions of the Gaussian process. Zbl 0261.60033
Dudley, R. M.
1973
The tight constant in the Dvoretzky-Kiefer-Wolfowitz inequality. Zbl 0713.62021
Massart, P.
1990
Domination by product measures. Zbl 0882.60046
Liggett, T. M.; Schonmann, R. H.; Stacey, A. M.
1997
Limit theory for moving averages of random variables with regularly varying tail probabilities. Zbl 0562.60026
Davis, Richard; Resnick, Sidney
1985
Backward stochastic differential equations with reflection and Dynkin games. Zbl 0876.60031
Cvitanić, Jakša; Karatzas, Ioannis
1996
Exponential and uniform ergodicity of Markov processes. Zbl 0852.60075
Down, D.; Meyn, S. P.; Tweedie, R. L.
1995
Oriented percolation in two dimensions. Zbl 0567.60095
Durrett, Richard
1984
Shock models and wear processes. Zbl 0262.60067
Esary, J. D.; Marshall, A. W.; Proschan, F.
1973
Limit of the smallest eigenvalue of a large dimensional sample covariance matrix. Zbl 0779.60026
Bai, Z. D.; Yin, Y. Q.
1993
A maximal inequality and dependent strong laws. Zbl 0353.60035
McLeish, D. L.
1975
Random walks and percolation on trees. Zbl 0714.60089
Lyons, Russell
1990
No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices. Zbl 0937.60017
Bai, Z. D.; Silverstein, Jack W.
1998
Bootstrapping general empirical measures. Zbl 0706.62017
Giné, Evarist; Zinn, Joel
1990
Invariant manifolds for stochastic partial differential equations. Zbl 1052.60048
Duan, Jinqiao; Lu, Kening; Schmalfuss, Björn
2003
Stationary max-stable fields associated to negative definite functions. Zbl 1208.60051
Kabluchko, Zakhar; Schlather, Martin; de Haan, Laurens
2009
On mixing and stability of limit theorems. Zbl 0376.60026
Aldous, D. J.; Eagleson, G. K.
1978
Random matrices: universality of ESDs and the circular law. Zbl 1203.15025
Tao, Terence; Vu, Van; Krishnapur, Manjunath
2010
A limit theorem for the norm of random matrices. Zbl 0428.60039
Geman, Stuart
1980
Uniqueness and universality of the Brownian map. Zbl 1282.60014
Le Gall, Jean-François
2013
On skew Brownian motion. Zbl 0462.60076
Harrison, J. M.; Shepp, L. A.
1981
Strong stationary times via a new form of duality. Zbl 0723.60083
Diaconis, Persi; Fill, James Allen
1990
Finitely additive conditional probabilities, conglomerability and disintegrations. Zbl 0302.60002
Dubins, Lester E.
1975
The oscillation behavior of empirical processes. Zbl 0489.60038
Stute, Winfried
1982
Transportation cost-information inequalities and applications to random dynamical systems and diffusions. Zbl 1061.60011
Djellout, H.; Guillin, A.; Wu, L.
2004
Large deviations for a general class of random vectors. Zbl 0534.60026
Ellis, Richard S.
1984
Weighted empirical and quantile processes. Zbl 0589.60029
Csörgö, Miklós; Csörgö, Sándor; Horváth, Lajos; Mason, David M.
1986
Characterization of the law of the iterated logarithm in Banach spaces. Zbl 0662.60008
Ledoux, M.; Talagrand, M.
1988
Invariant measures for the zero range process. Zbl 0492.60096
Andjel, Enrique Daniel
1982
When is the Student $$t$$-statistic asymptotically standard normal? Zbl 0958.60023
Giné, Evarist; Götze, Friedrich; Mason, David M.
1997
The concept of normality for fuzzy random variables. Zbl 0583.60011
Puri, Madan L.; Ralescu, Dan A.
1985
A strong law of large numbers for random compact sets. Zbl 0313.60012
Artstein, Zvi; Vitale, Richard A.
1975
Fractional Cauchy problems on bounded domains. Zbl 1247.60078
Meerschaert, Mark M.; Nane, Erkan; Vellaisamy, P.
2009
An invariance principle for certain dependent sequences. Zbl 0465.60009
Newman, C. M.; Wright, A. L.
1981
On the Poisson equation and diffusion approximation. I. Zbl 1029.60053
Pardoux, E.; Veretennikov, A. Yu.
2001
Bakry-Émery curvature-dimension condition and Riemannian Ricci curvature bounds. Zbl 1307.49044
Ambrosio, Luigi; Gigli, Nicola; Savaré, Giuseppe
2015
Large deviations for infinite dimensional stochastic dynamical systems. Zbl 1155.60024
Budhiraja, Amarjit; Dupuis, Paul; Maroulas, Vasileios
2008
Limit theorems for $$U$$-processes. Zbl 0789.60031
Arcones, Miguel A.; Giné, Evarist
1993
Central limit theorems for additive functionals of Markov chains. Zbl 1044.60014
Maxwell, Michael; Woodroofe, Michael
2000
Mean-field backward stochastic differential equations: A limit approach. Zbl 1176.60042
Buckdahn, Rainer; Djehiche, Boualem; Li, Juan; Peng, Shige
2009
A geometrical characterization of Banach spaces in which martingale difference sequences are unconditional. Zbl 0474.60036
Burkholder, D. L.
1981
Finite exchangeable sequences. Zbl 0434.60034
Diaconis, P.; Freedman, D.
1980
Additive set-valued Markov processes and graphical methods. Zbl 0378.60106
Harris, T. E.
1978
Tailfree and neutral random probabilities and their posterior distributions. Zbl 0279.60097
Doksum, Kjell
1974
Semicircle law on short scales and delocalization of eigenvectors for Wigner random matrices. Zbl 1175.15028
Erdős, László; Schlein, Benjamin; Yau, Horng-Tzer
2009
Superprocesses and partial differential equations. Zbl 0806.60066
Dynkin, E. B.
1993
Strong invariance principles for dependent random variables. Zbl 1166.60307
Wu, Wei Biao
2007
Gaussian estimates for Markov chains and random walks on groups. Zbl 0776.60086
Hebisch, W.; Saloff-Coste, L.
1993
Analysis of Wiener functionals (Malliavin calculus) and its applications to heat kernels. Zbl 0633.60077
Watanabe, Shinzo
1987
Exchangeably weighted bootstraps of the general empirical process. Zbl 0792.62038
Præstgaard, Jens; Wellner, Jon A.
1993
Anticipated backward stochastic differential equations. Zbl 1186.60053
Peng, Shige; Yang, Zhe
2009
Stochastic integration in UMD Banach spaces. Zbl 1121.60060
van Neerven, J. M. A. M.; Veraar, M. C.; Weis, L.
2007
Conformal weldings of random surfaces: SLE and the quantum gravity zipper. Zbl 1388.60144
Sheffield, Scott
2016
A functional central limit theorem for weakly dependent sequences of random variables. Zbl 0536.60030
Herrndorf, Norbert
1984
Gaussian and their subordinates self-similar random generalized fields. Zbl 0392.60039
Dobrushin, R. L.
1979
The critical contact process dies out. Zbl 0718.60109
Bezuidenhout, Carol; Grimmett, Geoffrey
1990
The Euler scheme for Lévy driven stochastic differential equations. Zbl 0876.60030
Protter, Philip; Talay, Denis
1997
Fractal geometry of $$\text{Airy}_2$$ processes coupled via the Airy sheet. Zbl 1457.82165
Basu, Riddhipratim; Ganguly, Shirshendu; Hammond, Alan
2021
Survival and extinction of epidemics on random graphs with general degree. Zbl 07310792
Bhamidi, Shankar; Nam, Danny; Nguyen, Oanh; Sly, Allan
2021
Random walk on random planar maps: spectral dimension, resistance and displacement. Zbl 07367503
Gwynne, Ewain; Miller, Jason
2021
On the derivative martingale in a branching random walk. Zbl 07367505
Buraczewski, Dariusz; Iksanov, Alexander; Mallein, Bastien
2021
The smallest singular value of inhomogeneous square random matrices. Zbl 1467.60010
Livshyts, Galyna V.; Tikhomirov, Konstantin; Vershynin, Roman
2021
The Tutte embedding of the mated-CRT map converges to Liouville quantum gravity. Zbl 07367520
Gwynne, Ewain; Miller, Jason; Sheffield, Scott
2021
Local laws and rigidity for Coulomb gases at any temperature. Zbl 1457.82004
Armstrong, Scott; Serfaty, Sylvia
2021
Freeness over the diagonal for large random matrices. Zbl 07310789
Au, Benson; Cébron, Guillaume; Dahlqvist, Antoine; Gabriel, Franck; Male, Camille
2021
The overlap gap property and approximate message passing algorithms for $$p$$-spin models. Zbl 07310790
Gamarnik, David; Jagannath, Aukosh
2021
On the uniqueness of global multiple SLEs. Zbl 07310795
Beffara, Vincent; Peltola, Eveliina; Wu, Hao
2021
Modified log-Sobolev inequalities for strongly log-concave distributions. Zbl 07310798
Cryan, Mary; Guo, Heng; Mousa, Giorgos
2021
Quantitative homogenization of the parabolic and elliptic Green’s functions on percolation clusters. Zbl 1467.35033
Dario, Paul; Gu, Chenlin
2021
Cut-off for sandpiles on tiling graphs. Zbl 1467.82045
Hough, Robert; Son, Hyojeong
2021
A solution to the Monge transport problem for Brownian martingales. Zbl 07367496
Ghoussoub, Nassif; Kim, Young-Heon; Palmer, Aaron Zeff
2021
Diffusion approximation for fully coupled stochastic differential equations. Zbl 07367506
Röckner, Michael; Xie, Longjie
2021
Global well posedness of the two-dimensional stochastic nonlinear wave equation on an unbounded domain. Zbl 1467.35221
Tolomeo, Leonardo
2021
A nonamenable “factor” of a Euclidean space. Zbl 07367513
Timár, Ádám
2021
Anti-concentration for subgraph counts in random graphs. Zbl 1467.05242
Fox, Jacob; Kwan, Matthew; Sauermann, Lisa
2021
Color-position symmetry in interacting particle systems. Zbl 07367518
Borodin, Alexei; Bufetov, Alexey
2021
External diffusion-limited aggregation on a spanning-tree-weighted random planar map. Zbl 07367519
Gwynne, Ewain; Pfeffer, Joshua
2021
On words of non-Hermitian random matrices. Zbl 1467.60007
Dubach, Guillaume; Peled, Yuval
2021
On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients. Zbl 07206753
Hutzenthaler, Martin; Jentzen, Arnulf
2020
From nonlinear Fokker-Planck equations to solutions of distribution dependent SDE. Zbl 07224963
Barbu, Viorel; Röckner, Michael
2020
Correlated random matrices: band rigidity and edge universality. Zbl 1434.60017
Alt, Johannes; Erdős, László; Krüger, Torben; Schröder, Dominik
2020
Quenched invariance principle for random walks among random degenerate conductances. Zbl 1450.60064
Bella, Peter; Schäffner, Mathias
2020
Convergence of transport noise to Ornstein-Uhlenbeck for 2D Euler equations under the enstrophy measure. Zbl 1440.35234
Flandoli, Franco; Luo, Dejun
2020
The endpoint distribution of directed polymers. Zbl 1444.60087
Bates, Erik; Chatterjee, Sourav
2020
Confluence of geodesics in Liouville quantum gravity for $$\gamma \in (0,2)$$. Zbl 1453.60141
Gwynne, Ewain; Miller, Jason
2020
An almost sure KPZ relation for SLE and Brownian motion. Zbl 1455.60111
Gwynne, Ewain; Holden, Nina; Miller, Jason
2020
Constructing a solution of the $$(2+1)$$-dimensional KPZ equation. Zbl 1434.60148
Chatterjee, Sourav; Dunlap, Alexander
2020
The two-dimensional KPZ equation in the entire subcritical regime. Zbl 1444.60061
Caravenna, Francesco; Sun, Rongfeng; Zygouras, Nikos
2020
Large deviations for the largest eigenvalue of Rademacher matrices. Zbl 1444.60021
Guionnet, Alice; Husson, Jonathan
2020
The Riemann zeta function and Gaussian multiplicative chaos: statistics on the critical line. Zbl 07276939
Saksman, Eero; Webb, Christian
2020
Transition from Tracy-Widom to Gaussian fluctuations of extremal eigenvalues of sparse Erdős-Rényi graphs. Zbl 1440.05181
Huang, Jiaoyang; Landon, Benjamin; Yau, Horng-Tzer
2020
Continuous Breuer-Major theorem: tightness and nonstationarity. Zbl 07206755
Campese, Simon; Nourdin, Ivan; Nualart, David
2020
Algorithmic thresholds for tensor PCA. Zbl 1444.62080
Arous, Gérard Ben; Gheissari, Reza; Jagannath, Aukosh
2020
Nonlinear large deviation bounds with applications to Wigner matrices and sparse Erdős-Rényi graphs. Zbl 1456.60063
Augeri, Fanny
2020
The Aldous chain on cladograms in the diffusion limit. Zbl 1452.60045
Löhr, Wolfgang; Mytnik, Leonid; Winter, Anita
2020
The distribution of Gaussian multiplicative chaos on the unit interval. Zbl 1462.60063
Remy, Guillaume; Zhu, Tunan
2020
Dimers and imaginary geometry. Zbl 1445.60014
Berestycki, Nathanaël; Laslier, Benoît; Ray, Gourab
2020
Averaging dynamics driven by fractional Brownian motion. Zbl 1453.60087
Hairer, Martin; Li, Xue-Mei
2020
Locality of the critical probability for transitive graphs of exponential growth. Zbl 07226363
Hutchcroft, Tom
2020
Random matrix products: universality and least singular values. Zbl 1451.60017
Kopel, Phil; O&rsquo;Rourke, Sean; Vu, Van
2020
Mean field systems on networks, with singular interaction through hitting times. Zbl 1448.82032
2020
Capacity of the range in dimension 5. Zbl 07276946
Schapira, Bruno
2020
Translation-invariant Gibbs states of the Ising model: general setting. Zbl 1434.82026
Raoufi, Aran
2020
On the nature of the Swiss cheese in dimension 3. Zbl 1434.60081
Asselah, Amine; Schapira, Bruno
2020
From the master equation to mean field game limit theory: large deviations and concentration of measure. Zbl 1445.60025
Delarue, François; Lacker, Daniel; Ramanan, Kavita
2020
Exact asymptotics for Duarte and supercritical rooted kinetically constrained models. Zbl 1451.60106
Marêché, Laure; Martinelli, Fabio; Toninelli, Cristina
2020
Mallows permutations and finite dependence. Zbl 1456.60081
Holroyd, Alexander E.; Hutchcroft, Tom; Levy, Avi
2020
Planar Brownian motion and Gaussian multiplicative chaos. Zbl 07224956
Jego, Antoine
2020
Random walks on dynamical random environments with nonuniform mixing. Zbl 1453.60163
Blondel, Oriane; Hilário, Marcelo R.; Teixeira, Augusto
2020
Connectivity properties of the adjacency graph of $$\text{SLE}_{\kappa}$$ bubbles for $$\kappa\in(4,8)$$. Zbl 1456.60214
Gwynne, Ewain; Pfeffer, Joshua
2020
Identification of the polaron measure in strong coupling and the Pekar variational formula. Zbl 1456.60211
Mukherjee, Chiranjib; Varadhan, S. R. S.
2020
Martingale Benamou-Brenier: a probabilistic perspective. Zbl 07276924
Backhoff-Veraguas, Julio; Beiglböck, Mathias; Huesmann, Martin; Källblad, Sigrid
2020
Anomalous diffusion for multi-dimensional critical kinetic Fokker-Planck equations. Zbl 1456.60276
Fournier, Nicolas; Tardif, Camille
2020
The CLT in high dimensions: quantitative bounds via martingale embedding. Zbl 07276931
Eldan, Ronen; Mikulincer, Dan; Zhai, Alex
2020
Anisotropic bootstrap percolation in three dimensions. Zbl 1456.60250
Blanquicett, Daniel
2020
Localization in Gaussian disordered systems at low temperature. Zbl 1456.60270
Bates, Erik; Chatterjee, Sourav
2020
A covariance formula for topological events of smooth Gaussian fields. Zbl 07276942
Beliaev, Dmitry; Muirhead, Stephen; Rivera, Alejandro
2020
Comparison theorem for some extremal eigenvalue statistics. Zbl 1464.60007
Landon, Benjamin; Lopatto, Patrick; Marcinek, Jake
2020
On singularity of energy measures for symmetric diffusions with full off-diagonal heat kernel estimates. Zbl 1453.31016
Kajino, Naotaka; Murugan, Mathav
2020
Well-posedness, stability and sensitivities for stochastic delay equations: a generalized coupling approach. Zbl 07276947
Kulik, Alexei; Scheutzow, Michael
2020
The exclusion process mixes (almost) faster than independent particles. Zbl 07276948
Hermon, Jonathan; Pymar, Richard
2020
Localization in random geometric graphs with too many edges. Zbl 1446.60024
Chatterjee, Sourav; Harel, Matan
2020
The maximum of the four-dimensional membrane model. Zbl 1462.60047
Schweiger, Florian
2020
Cutoff for the mean-field zero-range process with bounded monotone rates. Zbl 1442.82033
Hermon, Jonathan; Salez, Justin
2020
Busemann functions and Gibbs measures in directed polymer models on $$\mathbb{Z}^2$$. Zbl 1444.60083
Janjigian, Christopher; Rassoul-Agha, Firas
2020
Hydrodynamics in a condensation regime: the disordered asymmetric zero-range process. Zbl 1453.60153
2020
A simple proof of the DPRZ theorem for 2d cover times. Zbl 1448.60167
Schmidt, Marius A.
2020
Elliptic stochastic quantization. Zbl 1446.60041
Albeverio, Sergio; De Vecchi, Francesco C.; Gubinelli, Massimiliano
2020
Growth-fragmentation processes in Brownian motion indexed by the Brownian tree. Zbl 1464.60078
Le Gall, Jean-François; Riera, Armand
2020
Points of infinite multiplicity of planar Brownian motion: measures and local times. Zbl 07224960
Aïdékon, Elie; Hu, Yueyun; Shi, Zhan
2020
Periodic Pólya urns, the density method and asymptotics of Young tableaux. Zbl 1453.60010
Banderier, Cyril; Marchal, Philippe; Wallner, Michael
2020
Near-critical spanning forests and renormalization. Zbl 07224966
Benoist, Stéphane; Dumaz, Laure; Werner, Wendelin
2020
On the topological boundary of the range of super-Brownian motion. Zbl 07226357
Hong, Jieliang; Mytnik, Leonid; Perkins, Edwin
2020
Normal approximation for weighted sums under a second-order correlation condition. Zbl 07226358
Bobkov, S. G.; Chistyakov, G. P.; Götze, F.
2020
Entrance and exit at infinity for stable jump diffusions. Zbl 07226359
Döring, Leif; Kyprianou, Andreas E.
2020
Operator limit of the circular beta ensemble. Zbl 1452.60009
Valkó, Benedek; Virág, Bálint
2020
Entropic repulsion for the occupation-time field of random interlacements conditioned on disconnection. Zbl 1456.60189
Chiarini, Alberto; Nitzschner, Maximilian
2020
Percolation for level-sets of Gaussian free fields on metric graphs. Zbl 07226365
Ding, Jian; Wirth, Mateo
2020
Couplings and quantitative contraction rates for Langevin dynamics. Zbl 1466.60160
Eberle, Andreas; Guillin, Arnaud; Zimmer, Raphael
2019
Structure of optimal martingale transport plans in general dimensions. Zbl 1447.60070
Ghoussoub, Nassif; Kim, Young-Heon; Lim, Tongseok
2019
Metric gluing of Brownian and $$\sqrt{8/3}$$-Liouville quantum gravity surfaces. Zbl 1466.60020
Gwynne, Ewain; Miller, Jason
2019
Bipolar orientations on planar maps and $$\mathrm{SLE}_{12}$$. Zbl 1466.60170
Kenyon, Richard; Miller, Jason; Sheffield, Scott; Wilson, David B.
2019
Canonical RDEs and general semimartingales as rough paths. Zbl 07036341
Chevyrev, Ilya; Friz, Peter K.
2019
Liouville first-passage percolation: subsequential scaling limits at high temperature. Zbl 1466.60204
Ding, Jian; Dunlap, Alexander
2019
Phase transitions in the ASEP and stochastic six-vertex model. Zbl 1466.60191
Aggarwal, Amol; Borodin, Alexei
2019
Central limit theorems for empirical transportation cost in general dimension. Zbl 1466.60042
Del Barrio, Eustasio; Loubes, Jean-Michel
2019
Largest eigenvalues of sparse inhomogeneous Erdős-Rényi graphs. Zbl 1447.60017
Benaych-Georges, Florent; Bordenave, Charles; Knowles, Antti
2019
Towards a universality picture for the relaxation to equilibrium of kinetically constrained models. Zbl 1466.60210
Martinelli, Fabio; Toninelli, Cristina
2019
The spectral gap of dense random regular graphs. Zbl 1407.05212
Tikhomirov, Konstantin; Youssef, Pierre
2019
Comparison principle for stochastic heat equation on $$\mathbb{R}^{d}$$. Zbl 1433.60049
Chen, Le; Huang, Jingyu
2019
Paracontrolled quasilinear SPDEs. Zbl 1447.60099
Furlan, Marco; Gubinelli, Massimiliano
2019
Cutoff phenomenon for the asymmetric simple exclusion process and the biased card shuffling. Zbl 1466.60152
Labbé, Cyril; Lacoin, Hubert
2019
Irreducible convex paving for decomposition of multidimensional martingale transport plans. Zbl 1467.60028
2019
The scaling limit of critical Ising interfaces is $$\mathrm{CLE}_3$$. Zbl 1467.60061
Benoist, Stéphane; Hongler, Clément
2019
Thouless-Anderson-Palmer equations for generic $$p$$-spin glasses. Zbl 1426.82067
Auffinger, Antonio; Jagannath, Aukosh
2019
Differential subordination under change of law. Zbl 1467.60029
Domelevo, Komla; Petermichl, Stefanie
2019
Extremal theory for long range dependent infinitely divisible processes. Zbl 1439.60050
2019
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#### Cited by 23,134 Authors

 125 Nualart, David 119 Röckner, Michael 116 Peres, Yuval 97 Horváth, Lajos 88 Chen, Zhen-Qing 85 Osękowski, Adam 80 Wang, Feng-Yu 76 Durrett, Richard Timothy 74 Xiao, Yimin 74 Zhang, Tusheng S. 73 Lin, Zhengyan 68 Götze, Friedrich W. 68 van der Hofstad, Remco W. 67 Csörgő, Miklós 67 Hashorva, Enkelejd 67 Zeitouni, Ofer 66 Mikosch, Thomas 66 Song, Renming 64 Peccati, Giovanni 64 Shao, Qi-Man 63 Khoshnevisan, Davar 62 Berkes, István 62 Taqqu, Murad S. 61 Yor, Marc 60 Samorodnitsky, Gennady Pinkhosovich 60 Tudor, Ciprian A. 59 Mason, David M. 59 Zhang, Li-Xin 58 Peligrad, Magda 58 Pitman, Jim William 57 Benjamini, Itai 56 Bai, Zhi-Dong 56 Hall, Peter Gavin 55 Janson, Svante 55 Nourdin, Ivan 54 Borodin, Alexei 54 Landim, Claudio 54 Russo, Francesco 53 Burdzy, Krzysztof 53 Mountford, Thomas S. 53 Tindel, Samy 53 Zhang, Xicheng 52 Bobkov, Sergey Germanovich 52 Diaconis, Persi Warren 52 Rosalsky, Andrew 51 Yan, Litan 50 Albeverio, Sergio A. 50 Bertoin, Jean 50 Kim, Panki 50 Kyprianou, Andreas E. 49 Brzeźniak, Zdzisław 49 Ferrari, Pablo Augusto 48 Kabluchko, Zakhar A. 47 Meerschaert, Mark Marvin 47 Ouknine, Youssef 47 Resnick, Sidney Ira 46 Deheuvels, Paul 46 Devroye, Luc P. J. A. 46 Sidoravicius, Vladas 45 Leonenko, Nikolai N. 45 Li, Deli 45 Seppäläinen, Timo 45 Shi, Zhan 44 Dembo, Amir 44 den Hollander, Frank 44 Flandoli, Franco 44 Maller, Ross Arthur 44 Pardoux, Etienne 43 Budhiraja, Amarjit S. 43 Csáki, Endre 43 Erdős, László 43 Le Gall, Jean-François 43 Merlevède, Florence 42 Corwin, Ivan 42 Falk, Michael 42 Ren, Yanxia 42 Wu, Wei Biao 42 Xiong, Jie 41 Bouzebda, Salim 41 Miller, Jason P. 41 Révész, Pál 41 Surgailis, Donatas 41 Weiß, Christian H. 40 Aldous, David John 40 Dalang, Robert C. 40 Dedecker, Jérôme 40 Deuschel, Jean-Dominique 40 Giné-Masdéu, Evarist 40 Guillin, Arnaud 40 Hairer, Martin 40 Iksanov, Aleksander M. 40 Imkeller, Peter 40 Rosen, Jay S. 40 Thäle, Christoph 40 Wang, Yuebao 39 Bollobás, Béla 39 Ding, Jian 39 Jara, Milton D. 39 Paulauskas, Vygantas Ionovič 39 Talagrand, Michel ...and 23,034 more Authors
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#### Cited in 939 Journals

 2,548 Stochastic Processes and their Applications 1,667 Statistics & Probability Letters 1,596 The Annals of Probability 1,414 Probability Theory and Related Fields 1,035 Journal of Statistical Physics 951 The Annals of Applied Probability 892 Journal of Theoretical Probability 723 Journal of Multivariate Analysis 606 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 590 Communications in Mathematical Physics 582 Bernoulli 564 Journal of Mathematical Analysis and Applications 555 The Annals of Statistics 543 Journal of Statistical Planning and Inference 531 Journal of Functional Analysis 499 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 498 Journal of Applied Probability 437 Stochastic Analysis and Applications 419 Transactions of the American Mathematical Society 413 Communications in Statistics. Theory and Methods 383 Advances in Applied Probability 369 Electronic Journal of Probability 324 Journal of Econometrics 306 Proceedings of the American Mathematical Society 277 Lithuanian Mathematical Journal 266 Potential Analysis 244 Journal of Mathematical Physics 220 Electronic Journal of Statistics 218 Advances in Mathematics 209 Annals of the Institute of Statistical Mathematics 207 Stochastics and Dynamics 206 Journal of Differential Equations 200 Journal of Mathematical Sciences (New York) 193 Comptes Rendus. Mathématique. Académie des Sciences, Paris 179 Extremes 178 Insurance Mathematics & Economics 177 Israel Journal of Mathematics 162 Econometric Theory 158 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 158 Stochastics 152 Queueing Systems 151 Statistics 150 Acta Mathematica Sinica. English Series 148 Random Structures & Algorithms 147 Electronic Communications in Probability 140 Applied Mathematics and Optimization 140 ALEA. Latin American Journal of Probability and Mathematical Statistics 138 Methodology and Computing in Applied Probability 131 Journal of Nonparametric Statistics 130 Computational Statistics and Data Analysis 124 Science China. Mathematics 120 Journal of Computational and Applied Mathematics 118 SIAM Journal on Control and Optimization 115 Ergodic Theory and Dynamical Systems 114 Theoretical Population Biology 113 Metrika 112 Combinatorics, Probability and Computing 110 Journal of Mathematical Biology 110 Sequential Analysis 108 Infinite Dimensional Analysis, Quantum Probability and Related Topics 108 Journal of Statistical Mechanics: Theory and Experiment 107 Finance and Stochastics 104 Acta Mathematicae Applicatae Sinica. English Series 100 Stochastic Models 97 The Canadian Journal of Statistics 97 Acta Applicandae Mathematicae 97 Probability in the Engineering and Informational Sciences 95 Applied Mathematics and Computation 92 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 91 Journal of Time Series Analysis 91 Linear Algebra and its Applications 89 Theory of Probability and its Applications 89 Journal of Inequalities and Applications 88 International Journal of Theoretical and Applied Finance 85 Test 85 Stochastic and Partial Differential Equations. Analysis and Computations 84 Stochastics 82 Communications on Pure and Applied Mathematics 82 Journal of the Korean Statistical Society 82 Random Matrices: Theory and Applications 81 SIAM Journal on Mathematical Analysis 80 Advances in Applied Mathematics 80 European Journal of Operational Research 80 Discrete and Continuous Dynamical Systems 79 Duke Mathematical Journal 79 Frontiers of Mathematics in China 78 Mathematical Proceedings of the Cambridge Philosophical Society 78 International Journal of Approximate Reasoning 77 Statistical Inference for Stochastic Processes 76 Acta Mathematica Hungarica 76 Bulletin des Sciences Mathématiques 75 Statistical Papers 74 Inventiones Mathematicae 73 Journal of Statistical Computation and Simulation 73 Mathematical Finance 73 Annales Henri Poincaré 71 Mathematische Zeitschrift 71 Journal de Mathématiques Pures et Appliquées. Neuvième Série 70 Journal of Soviet Mathematics 69 Fuzzy Sets and Systems ...and 839 more Journals
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#### Cited in 63 Fields

 27,051 Probability theory and stochastic processes (60-XX) 8,241 Statistics (62-XX) 3,594 Statistical mechanics, structure of matter (82-XX) 2,819 Partial differential equations (35-XX) 2,614 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1,902 Combinatorics (05-XX) 1,610 Numerical analysis (65-XX) 1,479 Dynamical systems and ergodic theory (37-XX) 1,192 Operations research, mathematical programming (90-XX) 1,167 Systems theory; control (93-XX) 1,136 Biology and other natural sciences (92-XX) 1,084 Functional analysis (46-XX) 1,013 Linear and multilinear algebra; matrix theory (15-XX) 991 Computer science (68-XX) 967 Measure and integration (28-XX) 883 Operator theory (47-XX) 766 Calculus of variations and optimal control; optimization (49-XX) 609 Ordinary differential equations (34-XX) 540 Global analysis, analysis on manifolds (58-XX) 526 Quantum theory (81-XX) 502 Harmonic analysis on Euclidean spaces (42-XX) 451 Convex and discrete geometry (52-XX) 450 Potential theory (31-XX) 445 Real functions (26-XX) 428 Information and communication theory, circuits (94-XX) 373 Fluid mechanics (76-XX) 337 Differential geometry (53-XX) 318 Number theory (11-XX) 288 Group theory and generalizations (20-XX) 268 Functions of a complex variable (30-XX) 260 Special functions (33-XX) 188 Approximations and expansions (41-XX) 182 Abstract harmonic analysis (43-XX) 170 Mathematical logic and foundations (03-XX) 161 Topological groups, Lie groups (22-XX) 149 Integral equations (45-XX) 138 Integral transforms, operational calculus (44-XX) 130 Difference and functional equations (39-XX) 103 General topology (54-XX) 79 History and biography (01-XX) 79 Mechanics of particles and systems (70-XX) 77 Geophysics (86-XX) 76 Order, lattices, ordered algebraic structures (06-XX) 56 Mechanics of deformable solids (74-XX) 55 Classical thermodynamics, heat transfer (80-XX) 54 Relativity and gravitational theory (83-XX) 52 Manifolds and cell complexes (57-XX) 47 Sequences, series, summability (40-XX) 46 Algebraic geometry (14-XX) 42 Geometry (51-XX) 40 General and overarching topics; collections (00-XX) 38 Associative rings and algebras (16-XX) 38 Several complex variables and analytic spaces (32-XX) 37 Nonassociative rings and algebras (17-XX) 32 Algebraic topology (55-XX) 31 Optics, electromagnetic theory (78-XX) 16 Astronomy and astrophysics (85-XX) 9 Commutative algebra (13-XX) 9 Category theory; homological algebra (18-XX) 7 Field theory and polynomials (12-XX) 6 Mathematics education (97-XX) 1 General algebraic systems (08-XX) 1 $$K$$-theory (19-XX)