## Probability and Mathematical Statistics

 Short Title: Probab. Math. Stat. Parallel Title: Main series: Acta Universitatis Wratislaviensis Publisher: University of Wrocław (Uniwersitet Wrocławski), Wrocław ISSN: 0208-4147 Online: http://www.math.uni.wroc.pl/~pms/index.php Comments: Indexed cover-to-cover; This journal is available open access.
 Documents Indexed: 949 Publications (since 1980) References Indexed: 106 Publications with 2,200 References.
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### Fields

 744 Probability theory and stochastic processes (60-XX) 255 Statistics (62-XX) 65 Functional analysis (46-XX) 35 Operator theory (47-XX) 34 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 24 Numerical analysis (65-XX) 21 Measure and integration (28-XX) 17 Partial differential equations (35-XX) 17 Quantum theory (81-XX) 16 Harmonic analysis on Euclidean spaces (42-XX) 15 Potential theory (31-XX) 14 Combinatorics (05-XX) 14 Operations research, mathematical programming (90-XX) 12 Abstract harmonic analysis (43-XX) 12 Integral transforms, operational calculus (44-XX) 11 Linear and multilinear algebra; matrix theory (15-XX) 10 Systems theory; control (93-XX) 8 Information and communication theory, circuits (94-XX) 7 Topological groups, Lie groups (22-XX) 6 Group theory and generalizations (20-XX) 6 Real functions (26-XX) 6 Special functions (33-XX) 5 Order, lattices, ordered algebraic structures (06-XX) 5 Number theory (11-XX) 5 Functions of a complex variable (30-XX) 4 Dynamical systems and ergodic theory (37-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 4 Computer science (68-XX) 4 Statistical mechanics, structure of matter (82-XX) 3 Several complex variables and analytic spaces (32-XX) 3 Approximations and expansions (41-XX) 3 Convex and discrete geometry (52-XX) 3 Differential geometry (53-XX) 3 Global analysis, analysis on manifolds (58-XX) 2 History and biography (01-XX) 2 Mathematical logic and foundations (03-XX) 2 Associative rings and algebras (16-XX) 2 Ordinary differential equations (34-XX) 2 Sequences, series, summability (40-XX) 1 General and overarching topics; collections (00-XX) 1 Nonassociative rings and algebras (17-XX) 1 Geometry (51-XX) 1 General topology (54-XX) 1 Fluid mechanics (76-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Geophysics (86-XX) 1 Biology and other natural sciences (92-XX)

### Citations contained in zbMATH Open

579 Publications have been cited 2,801 times in 2,523 Documents Cited by Year
A variational representation for positive functionals of infinite dimensional Brownian motion. Zbl 0994.60028
Budhiraja, Amarjit; Dupuis, Paul
2000
Properties of Green function of symmetric stable processes. Zbl 0903.60063
1997
Potential theory of Schrödinger operator based on fractional Laplacian. Zbl 0996.31003
Bogdan, Krzysztof; Byczkowski, Tomasz
2000
Improved bounds on Bell numbers and on moments of sums of random variables. Zbl 1230.60014
Berend, Daniel; Tassa, Tamir
2010
On multiple Poisson stochastic integrals and associated Markov semigroups. Zbl 0548.60058
Surgailis, D.
1982
On the fractional anisotropic Wiener field. Zbl 0857.60046
Kamont, Anna
1996
Comparison of sums of independent identically distributed random vectors. Zbl 0827.60005
Montgomery-Smith, S. J.
1993
The infinite divisibility and orthogonal polynomials with a constant recursion formula in free probability theory. Zbl 1020.46019
Saitoh, Naoko; Yoshida, Hiroaki
2001
The estimates for the Green function in Lipschitz domains for the symmetric stable processes. Zbl 1035.60046
Jakubowski, Tomasz
2002
Selfsimilar processes with stationary increments in the second Wiener chaos. Zbl 1261.60041
Maejima, M.; Tudor, C. A.
2012
On Marcinkiewicz-Zygmund laws of large numbers in Banach spaces and related rates of convergence. Zbl 0502.60006
Woyczynski, Wojbor A.
1980
On a Taylor formula for a class of Ito processes. Zbl 0528.60053
Platen, Eckhard; Wagner, Wolfgang
1982
On Lamperti stable processes. Zbl 1198.60022
Caballero, M. E.; Pardo, J. C.; Pérez, J. L.
2010
Positive-definite matrix processes of finite variation. Zbl 1128.60053
Barndorff-Nielsen, Ole Eiler; Stelzer, Robert
2007
Sur un théorème de minimax et son application aux tests. Zbl 0571.62036
Birgé, Lucien
1982
On harmonic measure for Lévy processes. Zbl 0991.60067
Sztonyk, Paweł
2000
On the central limit theorem with almost sure convergence. Zbl 0741.60019
Schatte, Peter
1991
Weak martingale Hardy spaces. Zbl 0985.60041
Weisz, Ferenc
1998
Decoupling and stochastic integration in UMD Banach spaces. Zbl 0718.60050
McConnell, Terry R.
1989
On zero-sum stochastic games with general state space. I. Zbl 0561.60048
Nowak, Andrzej S.
1984
Principe d’invariance faible pour la fonction de repartition empirique dans un cadre multidimensionnel et melangeant. (Weak invariance principle for multivariate and mixing empirical distributions). Zbl 0651.60042
Doukhan, Paul; Portal, Frederic
1987
On polynomial chaos and integrability. Zbl 0555.60008
Borell, Christer
1982
An invariance principle for weakly dependent stationary general models. Zbl 1124.60031
Doukhan, Paul; Wintenberger, Olivier
2007
Optimality of the auxiliary particle filter. Zbl 1176.62092
Douc, Randal; Moulines, Éric; Olsson, Jimmy
2009
Reflected BSDE with superlinear quadratic coefficient. Zbl 1013.60036
Kobylanski, M.; Lepeltier, J. P.; Quenez, M. C.; Torres, S.
2002
The modified tempered stable distribution, GARCH models and option pricing. Zbl 1166.60013
Kim, Yong Shin; Rachev, Svetlozar T.; Chung, Dong Myung; Bianchi, Michele Leonardo
2009
Empirical processes, Vapnik-Chervonenkis classes and Poisson processes. Zbl 0502.60019
Durst, Mark; Dudley, Richard M.
1980
Computing VaR and AVaR in infinitely divisible distributions. Zbl 1222.60018
Kim, Young Shin S.; Rachev, Svetlozar T.; Bianchi, Michele Leonardo; Fabozzi, Frank J.
2010
Test for association of random variables in the domain of attraction of multivariate stable law. Zbl 0807.62047
Rachev, Svetlozar T.; Xin, Huang
1993
Distributional properties of the negative binomial Lévy process. Zbl 1170.60021
Kozubowski, Tomasz J.; Podgórski, Krzystof
2009
An interacting free Fock space and the arcsine law. Zbl 0880.60065
Lu, Y. G.
1997
Remarks on Banach spaces of stable type. Zbl 0511.60005
Rosinski, Jan
1980
Stochastic processes with linear conditional expectation and quadratic conditional variance. Zbl 0803.60073
Wesołowski, Jacek
1993
On capacities of quantum channels. Zbl 0880.60102
Ohya, Masanori; Petz, Dénes; Watanabe, Noboru
1997
Invariant measures for stochastic heat equations. Zbl 0986.60057
Tessitore, Gianmario; Zabczyk, Jerzy
1998
Infinite horizon reflected backward stochastic differential equations and applications in mixed control and game problems. Zbl 0985.60063
Hamadène, S.; Lepeltier, J.-P.; Wu, Zhen
1999
Interacting particle approximation for nonlocal quadratic evolution problems. Zbl 0985.60091
Biler, Piotr; Funaki, Tadahisa; Woyczynski, Wojbor A.
1999
Curse of dimensionality in approximation of random fields. Zbl 1113.41038
Lifshits, M. A.; Tulyakova, E. V.
2006
Eigenvalue distribution of large sample covariance matrices of linear processes. Zbl 1260.62072
Pfaffel, Oliver; Schlemm, Eckhard
2011
On extremal index of max-stable stationary processes. Zbl 1393.60055
Dębicki, Krzysztof; Hashorva, Enkelejd
2017
Law of the iterated logarithm for subsequences. Zbl 0613.60022
Gut, Allan
1986
Tightness criteria for random measures with application to the principle of conditioning in Hilbert spaces. Zbl 0669.60010
1988
Tractability of multiparametric Euler and Wiener integrated processes. Zbl 1254.65016
Lifshits, M.; Papageorgiou, A.; Woźniakowski, H.
2012
Differential metrics in probability spaces. Zbl 0562.62003
1982
Prediction of infinite variance fractional ARIMA. Zbl 0857.60032
Kokoszka, Piotr S.
1996
Simulation of Pickands constants. Zbl 1013.60030
Burnecki, K.; Michna, Z.
2002
Lévy processes and stochastic integrals in Banach spaces. Zbl 1124.60044
Applebaum, David
2007
A probabilistic approach to the reduite in optimal stopping. Zbl 0777.60034
El Karoui, N.; Lepeltier, J.-P.; Millet, A.
1992
On the approximation theorem of the Wong-Zakai type for the functional stochastic differential equations. Zbl 0774.60056
Twardowska, Krystyna
1991
A strong and weak approximation scheme for stochastic differential equations driven by a time-changed Brownian motion. Zbl 1357.60070
Jum, Ernest; Kobayashi, Kei
2016
The ladder variables of a Markov random walk. Zbl 0988.60069
Alsmeyer, Gerold
2000
On first-passage times for one-dimensional jump-diffusion processes. Zbl 0988.60073
Abundo, Mario
2000
Minimal integral representations of stable processes. Zbl 1121.60032
Rosiński, Jan
2006
Remarks on Pickands’ theorem. Zbl 1393.60035
Michna, Zbigniew
2017
Intrinsic compound kernel estimates for the transition probability density of Lévy-type processes and their applications. Zbl 1367.60054
Knopova, Victoria; Kulik, Aleksei
2017
An Erdős-Rényi law for mixing processes. Zbl 1125.60023
Denker, Manfred; Kabluchko, Zakhar
2007
On the almost sure central limit theorem for associated random variables. Zbl 0985.60033
Matuła, Przemysław
1998
Computing the portfolio conditional value-at-risk in the $$\alpha$$-stable case. Zbl 1255.91395
Stoyanov, Stoyan; Samorodnitsky, Gennady; Rachev, Svetlozar T.; Ortobelli, Sergio
2006
On a particular class of self-decomposable random variables: the durations of Bessel excursions straddling independent exponential times. Zbl 1123.60063
Bertoin, J.; Fujita, T.; Roynette, B.; Yor, M.
2006
Intrinsic ultracontractivity for Lévy processes. Zbl 1146.60043
Grzywny, Tomasz
2008
Asymptotic distribution of unibiased linear estimators in the presence of heavy-tailed stochastic regressors and residuals. Zbl 1131.62013
Samorodnitsky, Gennady; Rachev, Svetlozar T.; Kurz-Kim, Jeong-Ryeol; Stoyanov, Stoyan V.
2007
Two approaches to constructing simultaneous confidence bounds for quantiles. Zbl 0591.62039
Csörgö, M.; Révész, P.
1984
Almost sure convergence of the distributional limit theorem for order statistics. Zbl 1050.62023
Peng, Liang; Qi, Yongcheng
2003
On data driven Neyman’s tests. Zbl 0847.62034
Kallenberg, Wilbert C. M.; Ledwina, Teresa
1995
Cumulants for stationary mixing random sequences and applications to empirical spectral density. Zbl 0684.60027
Doukhan, P.; León, J. R.
1989
Multivariate Liouville distributions. II. Zbl 0771.62041
Gupta, Rameshwar D.; Richards, Donald St. P.
1991
Exit time and Green function of cone for symmetric stable processes. Zbl 0986.60071
1999
Discrete time periodically correlated Markov processes. Zbl 0991.60057
Nematollahi, A. R.; Soltani, A. R.
2000
Stable probability distributions and their domains of attraction: A direct approach. Zbl 0994.60011
Geluk, J. L.; de Haan, L.
2000
Convergence rates in the strong law for associated random variables. Zbl 0987.60044
Louhichi, Sana
2000
Diagonalizability of non-homogeneous quantum Markov states and associated von Neumann algebras. Zbl 1088.46038
Fidaleo, Francesco; Mukhamedov, Farruh
2004
Moments of Poisson stochastic integrals with random integrands. Zbl 1268.60069
Privault, Nicolas
2012
Second-order theory for iteration stable tessellations. Zbl 1270.60019
Schreiber, Tomasz; Thäle, Christoph
2012
Fractional negative binomial and Pólya processes. Zbl 1410.60043
2018
On some representations concerning the stochastic integrals. Zbl 0565.60049
1984
On a new affine invariant and consistent test for multivariate normality. Zbl 1087.62069
Pudełko, Jan (Kraków)
2005
Backward stochastic nonlinear Volterra integral equations with local Lipschitz drift. Zbl 1089.60514
Aman, Auguste; N’Zi, Modeste
2005
On the structure of a class of distributions obeying the principle of a single big jump. Zbl 1342.60016
Xu, Hui; Scheutzow, Michael; Wang, Yuebao; Cui, Zhaolei
2016
Strong exponential integrability of sums of independent B-valued random vectors. Zbl 0502.60007
de Acosta, Alejandro
1980
Linear estimators of the mean vector in linear models: Problem of admissibility. Zbl 0527.62005
Klonecki, Witold
1982
Large deviation approximations for maximum likelihood estimators. Zbl 0615.62032
Skovgaard, I. M.
1985
Mathematical expectation and strong law of large numbers for random variables with values in a metric space of negative curvature. Zbl 0766.60009
Herer, Wojciech
1992
On some stopping and impulsive control problems with a general discount rate criteria. Zbl 0721.60050
Stettner, Łukasz
1989
Bellman’s inclusions and excessive measures. Zbl 0992.60077
Zabczyk, J.
2001
Data-driven score tests for homoscedastic linear regression model: asymptotic results. Zbl 1104.62051
2006
Rosiński measures for tempered stable and related Ornstein-Uhlenbeck processes. Zbl 1134.60014
Terdik, György; Woyczyński, Wojbor A.
2006
On Besov regularity of Brownian motions in infinite dimensions. Zbl 1136.60358
Hytönen, Tuomas P.; Veraar, Mark C.
2008
On the strong law of large numbers for sequences of blockwise independent and blockwise $$p$$-orthogonal random elements in Rademacher type $$p$$ Banach spaces. Zbl 1148.60018
Rosalsky, Andrew; Le Van Thanh
2007
Two-dimensional ruin probability for subexponential claim size. Zbl 1393.60100
Foss, Sergey; Korshunov, Dmitry; Palmowski, Zbigniew; Rolski, Tomasz
2017
On exact strong laws of large numbers under general dependence conditions. Zbl 1410.60035
2018
On invariant tests for multidimensional normality. Zbl 0644.62002
Szkutnik, Zbigniew
1987
Bahadur’s representation of sample quantiles based on smoothed estimates of a distribution function. Zbl 0659.62056
Mack, Y. P.
1987
On boundedness and convergence of some Banach space valued random series. Zbl 0505.60015
Sztencel, Rafal
1981
On estimates for an averaged square risk. Zbl 0507.62024
Borovkov, A. A.; Sakhanenko, A. I.
1980
Some remarks on Gaussian measures in Banach spaces. Zbl 0511.60004
Kwapien, Stanislaw; Szymanski, Boguslaw
1980
Inequalities for quantiles of the chi-square distribution. Zbl 1231.62092
2010
Mathematical expectation and martingales of random subsets of a metric space. Zbl 0745.60007
Herer, Wojciech
1991
Maximum d’entropie et problème des moments: Cas multidimensionnel. (Maximum entropy and the moment problem: Multidimensional case). Zbl 0766.60003
Gamboa, F.; Gassiat, E.
1991
Stochastic differential equations with constraints driven by processes with bounded $$p$$-variation. Zbl 1333.60119
2015
Asymptotic representations of self-normalized sums. Zbl 0694.60016
Csörgö, Miklós; Horváth, Lajos
1988
A note on existence of global solutions and invariant measures for jump SDEs with locally one-sided Lipschitz drift. Zbl 1459.60129
Majka, Mateusz B.
2020
Random iteration with place dependent probabilities. Zbl 1453.60130
Kapica, R.; Ślęczka
2020
Regularly log-periodic functions and some applications. Zbl 1460.44001
Kevei, Péter
2020
Distribution tails for solutions of SDE driven by an asymmetric stable Lévy process. Zbl 1472.60095
2020
Ruin probabilities for two collaborating insurance companies. Zbl 1473.60077
Michna, Zbigniew
2020
On potential theory of hyperbolic Brownian motion with drift. Zbl 1453.60140
Serafin, Grzegorz
2020
Lower bounds for discrete approximations to sums of $$m$$-dependent random variables. Zbl 1453.60069
Cekanavicius, Vydas; Vellaisamy, Palaniappan
2020
Optimal Parisian-type dividend payments penalized by the number of claims for the classical and perturbed classical risk process. Zbl 1453.60149
Czarna, Irmina; Palmowski, Zbigniew; Li, Yanhong; Zhao, Chunming
2020
An explicit characterization of admissible linear estimators of fixed and random effects in balanced random models. Zbl 1450.62025
Synówka-Bejenka, Ewa; Zontek, Stefan
2020
Reflected BSDEs with general filtration and two completely separated barriers. Zbl 1482.60083
Topolewski, Mateusz
2019
Cauchy-Stieltjes families with polynomial variance functions and generalized orthogonality. Zbl 1447.60045
Bryc, Włodzimierz; Fakhfakh, Raouf; Młotkowski, Wojciech
2019
Wishart laws and variance function on homogeneous cones. Zbl 1440.62228
Graczyk, Piotr; Ishi, Hideyuki; Kołodziejek, Bartosz
2019
On the exact dimension of Mandelbrot measure. Zbl 1445.11082
Attia, Najmeddine
2019
Dynamic reliability estimation in a rank-based design. Zbl 1422.62169
2019
Averaging for some simple constrained Markov processes. Zbl 07089242
2019
Large deviations for generalized conditioned Gaussian processes and their bridges. Zbl 1484.60034
Pacchiarotti, Barbara
2019
Embedded Markov chain approximations in Skorokhod topologies. Zbl 1434.60010
Böttcher, Björn
2019
Karhunen-Loève decomposition of Gaussian measures on Banach spaces. Zbl 1434.60013
Bay, Xavier; Croix, Jean-Charles
2019
On the distribution and $$q$$-variation of the solution to the heat equation with fractional Laplacian. Zbl 1447.60065
Khalil, Z. Mahdi; Tudor, C. A.
2019
A two-parameter extension of Urbanik’s product convolution semigroup. Zbl 1447.60044
Berg, Christian
2019
Tanaka formula for strictly stable processes. Zbl 1479.60160
2019
On a limit structure of the Galton-Watson branching processes with regularly varying generating functions. Zbl 07089236
Imomov, Azam A.
2019
Asymmetrically tempered stable distributions with applications to finance. Zbl 1448.60042
Arefi, A.; Pourtaheri, R.
2019
Data driven efficient score tests for Poissonity. Zbl 1422.62162
2019
bm-Central limit theorems associated with non-symmetric positive cones. Zbl 07089244
Oussi, Lahcen; Wysoczański, Janusz
2019
Stochastic complex integrals associated with homogeneous independently scattered random measures on the line. Zbl 1481.60034
Yamamuro, Kouji
2019
Fractional negative binomial and Pólya processes. Zbl 1410.60043
2018
On exact strong laws of large numbers under general dependence conditions. Zbl 1410.60035
2018
The area of a spectrally positive stable process stopped at zero. Zbl 1410.60047
Letemplier, Julien; Simon, Thomas
2018
Series representation of time-stable stochastic processes. Zbl 1411.60073
Kopp, Christoph; Molchanov, Ilya
2018
Convergence of random oscillatory integrals in the presence of long-range dependence and application to homogenization. Zbl 1411.60039
Lechiheb, Atef; Nourdin, Ivan; Zheng, Guangqu; Haouala, Ezzedine
2018
Limiting spectral distributions of sums of products ofnon-Hermitian random matrices. Zbl 1411.60013
Kösters, Holger; Tikhomirov, Alexander
2018
Sharp bounds on the expectations of linear combinations of $$k$$th records expressed in the Gini mean difference units. Zbl 1410.60028
Kozyra, Paweł Marcin; Rychlik, Tomasz
2018
On joint sum/max stability and sum/max domains of attraction. Zbl 1410.60026
Hees, Katharina; Scheffler, Hans-Peter
2018
Extremes of order statistics of stationary Gaussian processes. Zbl 1410.60041
Zhao, Chunming
2018
On the number of reflexive and shared nearest neighbor pairs in one-dimensional uniform data. Zbl 1393.05005
2018
Extremes of multidimensional stationary Gaussian random fields. Zbl 1410.60040
Soja-Kukieła, Natalia
2018
Boundary value problems for the Dunkl Laplacian. Zbl 1414.35068
Chrouda, Mohamed Ben; El Mabrouk, Khalifa; Hassine, Kods
2018
On the longest runs in Markov chains. Zbl 1411.60044
Liu, Zhenxia; Yang, Xiangfeng
2018
Bellman functions and $$L^p$$ estimates for paraproducts. Zbl 1411.60065
Kovač, Vjekoslav; Škreb, Kristina Ana
2018
On extremal index of max-stable stationary processes. Zbl 1393.60055
Dębicki, Krzysztof; Hashorva, Enkelejd
2017
Remarks on Pickands’ theorem. Zbl 1393.60035
Michna, Zbigniew
2017
Intrinsic compound kernel estimates for the transition probability density of Lévy-type processes and their applications. Zbl 1367.60054
Knopova, Victoria; Kulik, Aleksei
2017
Two-dimensional ruin probability for subexponential claim size. Zbl 1393.60100
Foss, Sergey; Korshunov, Dmitry; Palmowski, Zbigniew; Rolski, Tomasz
2017
Tail asymptotics of light-tailed Weibull-like sums. Zbl 1395.62031
Asmussen, Søren; Hashorva, Enkelejd; Laub, Patrick J.; Taimre, Thomas
2017
Distance covariance for stochastic processes. Zbl 1396.62115
Matsui, Muneya; Mikosch, Thomas; Samorodnitsky, Gennady
2017
Martingale approach for tail asymptotic problems in the generalized Jackson network. Zbl 1393.60109
Miyazawa, Masakiyo
2017
Cramér type large deviations for trimmed $$L$$-statistics. Zbl 1365.62168
2017
On the joint distribution of tax payments and capitalinjections for a Lévy risk model. Zbl 1393.60048
Albrecher, Hansjörg; Ivanovs, Jevgenijs
2017
Two queues with random time-limited polling. Zbl 1403.90251
Saxena, Mayank; Boxma, Onno; Kapodistria, Stella; Queija, Rudesindo Núńez
2017
Heavy-traffic approximations for a layered network with limited resources. Zbl 1393.60105
Aveklouris, Angelos; Vlasiou, Maria; Zhang, Jiheng; Zwart, Bert
2017
Tangential existence and comparison, with applications to single and multiple integration. Zbl 1367.60045
Kallenberg, Olav
2017
Exponential rate of convergence independent of the dimension in a mean-field system of particles. Zbl 1367.60120
Dyda, Bartłomiej; Tugaut, Julian
2017
Renewal function asymptotics refined á la Feller. Zbl 1393.60098
Daley, Daryl
2017
Recurrence classification for a family of non-linear storage models. Zbl 1393.60076
Glynn, Peter W.; Glynn, John E.; Rai, Sanatan
2017
Tail asymptotics of signal-to-interference ratio distribution in spatial cellular network models. Zbl 1393.60052
Miyoshi, Naoto; Shirai, Tomoyuki
2017
A note on first passage probabilities of a Lévy process reflected at a general barrier. Zbl 1393.60049
Palmowski, Zbigniew; Świątek, Przemysław
2017
Green function for gradient perturbation of unimodal Lévy processes. Zbl 1370.60089
Grzywny, Tomasz; Jakubowski, Tomasz; Żurek, Grzegorz
2017
Functional limit theorems in Hölder space for residuals of nearly nonstationary AR(1) process. Zbl 1367.60029
Markevičiūtė, Jurgita
2017
A strong and weak approximation scheme for stochastic differential equations driven by a time-changed Brownian motion. Zbl 1357.60070
Jum, Ernest; Kobayashi, Kei
2016
On the structure of a class of distributions obeying the principle of a single big jump. Zbl 1342.60016
Xu, Hui; Scheutzow, Michael; Wang, Yuebao; Cui, Zhaolei
2016
Extremes of chi-square processes with trend. Zbl 1343.60064
Liu, Peng; Ji, Lanpeng
2016
Existence of a persistent hub in the convex preferential attachment model. Zbl 1341.05229
Galashin, Pavel
2016
Two lilypond systems of finite line-segments. Zbl 1356.60017
Daley, D. J.; Ebert, S.; Last, G.
2016
The local structure of $$q$$-Gaussian processes. Zbl 1357.60081
Bryc, W.; Wang, Y.
2016
On the order of approximation in the random central limit theorem for $$m$$-dependent random variables. Zbl 1343.60018
Rao, B. L. S. Prakasa; Sreehari, M.
2016
A limit process for a sequence of partial sums of residuals of a simple regression on order statistics with Markov-modulated noise. Zbl 1343.60032
Kovalevskii, Artyom; Shatalin, Evgeny
2016
A constant regression characterization of the Marchenko-Pastur law. Zbl 1359.46056
Szpojankowski, Kamil
2016
Kendall random walks. Zbl 1343.60052
Jasiulis-Gołdyn, Barbara H.
2016
On the moment determinacy of products of non-identically distributed random variables. Zbl 1342.60014
Lin, Gwo Dong; Stoyanov, Jordan
2016
Asymptotic properties of GPH estimators of the memory parameters of the fractionally integrated separable spatial ARMA (FISSARMA) models. Zbl 1359.62398
Ghodsi, Alireza; Shitan, Mahendran
2016
A functional limit theorem for locally perturbed random walks. Zbl 1357.60035
Iksanov, A.; Pilipenko, A.
2016
Cross-variation of Young integral with respect to long-memory fractional Brownian motions. Zbl 1343.60067
Nourdin, Ivan; Zintout, Rola
2016
Strong stationary duality for Möbius monotone Markov chains: examples. Zbl 1343.60106
Lorek, Pawelł; Szekli, Ryszard
2016
Sharp bounds for the bias of trimmed means of progressively censored order statistics. Zbl 1342.62076
Bieniek, Mariusz
2016
Sharp inequalities for the Haar system and martingale transforms. Zbl 1345.60042
2016
Efficient classes of ratio-cum-product estimators of population mean in stratified random sampling. Zbl 1358.62020
Vishwakarma, Gajendra K.; Kumar, Manish
2016
Asymptotics of Monte Carlo maximum likelihood estimators. Zbl 1358.62028
Miasojedow, B.; Niemiro, W.; Palczewski, J.; Rejchel, W.
2016
Stochastic differential equations with constraints driven by processes with bounded $$p$$-variation. Zbl 1333.60119
2015
Supremum distribution of Bessel process of drifting Brownian motion. Zbl 1333.60175
Pyć, Andrzej; Serafin, Grzegorz; Żak, Tomasz
2015
HCM property and the Half-Cauchy distribution. Zbl 1366.60049
Bosch, Pierre
2015
Small deviation probabilities of weighted sums with fast decreasing weights. Zbl 1322.60038
Rozovsky, Leonid V.
2015
Almost sure central limit theorems for random ratios and applications to LSE for fractional Ornstein-Uhlenbeck processes. Zbl 1333.60048
Cénac, Peggy; Es-Sebaiy, Khalifa
2015
On non-uniform Berry-Esseen bounds for time series. Zbl 1328.60067
Jirak, Moritz
2015
Contractions and central extensions of quantum white noise Lie algebras. Zbl 1323.81039
Accardi, Luigi; Boukas, Andreas
2015
Almost sure limit points of lightly trimmed sums when the distribution function belongs to the domain of partial attraction of a positive semi-stable law. Zbl 1322.60025
Vasudeva, Rasbagh; Srilakshminarayana, Gali
2015
New interpolations between classical and free Gaussian processes. Zbl 1348.46062
Buchholz, Artur
2015
Extremal properties of one-dimensional Cauchy-type measures. Zbl 1366.60039
Byczkowski, T.; Żak, T.
2015
Limit theory for bivariate central and bivariate intermediate dual generalized order statistics. Zbl 1331.62253
Barakat, H. M.; Nigm, E. M.; Abd Elgawad, M. A.
2015
On a general concept of sufficiency in von Neumann algebras. Zbl 1348.46063
Łuczak, Andrzej
2015
Frobenius-Perron operator description of Markov chains. Zbl 1359.37020
Kowalski, Zbigniew S.
2015
Limit properties of exceedances point processes of scaled stationary Gaussian sequences. Zbl 1295.60027
Hashorva, Enkelejd; Peng, Zuoxiang; Weng, Zhichao
2014
Extremes of moving averages and moving maxima on a regular lattice. Zbl 1296.60134
Basrak, Bojan; Tafro, Azra
2014
Estimation based on sequential order statistics with random removals. Zbl 1418.62113
Esmailian, M.; Doostparast, Mahdi
2014
On pathwise stochastic integration with respect to semimartingales. Zbl 1298.60052
Łochowski, Rafał M.
2014
Dimension results related to the St. Petersburg game. Zbl 1301.60046
Kern, Peter; Wedrich, Lisa
2014
The quantum decomposition associated with the Lévy white noise processes without moments. Zbl 1312.60055
Accardi, Luigi; Rebei, Habib; Riahi, Anis
2014
A Wick functional limit theorem. Zbl 1296.60060
Parczewski, Peter
2014
Bargmann measures for $$t$$-deformed probability. Zbl 1308.30041
Krystek, Anna Dorota; Wojakowski, Łukasz Jan
2014
Persistence probabilities for a Bridge of an integrated simple random walk. Zbl 1316.60060
Aurzada, Frank; Dereich, Steffen; Lifshits, Mikhail
2014
...and 479 more Documents
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### Cited by 2,844 Authors

 22 Kim, Panki 21 Bogdan, Krzysztof 21 Dębicki, Krzysztof 21 Song, Renming 16 Bryc, Włodzimierz 14 Hashorva, Enkelejd 13 Budhiraja, Amarjit S. 13 Chen, Zhen-Qing 13 Klimsiak, Tomasz 13 Kulczycki, Tadeusz 13 Matuła, Przemysław 13 Ryznar, Michał 12 Nadarajah, Saralees 12 Privault, Nicolas 12 Rachev, Svetlozar T. 12 Wesołowski, Jacek 12 Xiao, Yimin 12 Zhai, Jianliang 11 Grzywny, Tomasz 11 Pardo, Juan Carlos 11 Peccati, Giovanni 11 Taqqu, Murad S. 10 Berkes, István 10 Doukhan, Paul 10 Harel, Michel 10 Jakubowski, Tomasz 10 Jarohs, Sven 10 Misiewicz, Jolanta K. 10 Stelzer, Robert 10 Sztonyk, Paweł 10 Veraar, Mark C. 10 Zhang, Tusheng S. 10 Zhang, Xicheng 9 Fabozzi, Frank J. 9 Giné-Masdéu, Evarist 9 Klotz, Lutz Peter 9 Maejima, Makoto 9 Mukhamedov, Farruh Maksutovich 9 Wang, Yizao 8 Bozejko, Marek 8 Dupuis, Paul G. 8 Gamboa, Fabrice 8 Jurek, Zbigniew J. 8 Kondrat’yev, Yuriĭ Grygorovych 8 Kyprianou, Andreas E. 8 Leonenko, Nikolai N. 8 Lifshits, Mikhail A. 8 Liu, Wei 8 Lytvynov, Eugene W. 8 Paulauskas, Vygantas Ionovič 8 Peng, Zuoxiang 8 Puri, Madan Lal 8 Serafin, Grzegorz 8 Simon, Thomas 8 Thäle, Christoph 8 Vondraček, Zoran 7 Fall, Mouhamed Moustapha 7 Hasebe, Takahiro 7 Heyer, Herbert 7 Horváth, Lajos 7 Jakubowski, Adam 7 Jiao, Yong 7 Kuznetsov, Dmitriĭ Feliksovich 7 Meerschaert, Mark Marvin 7 Mikosch, Thomas 7 Nowak, Andrzej S. 7 Palmowski, Zbigniew 7 Rosalsky, Andrew 7 Schulte, Matthias 7 Szewczak, Zbigniew Stanisław 7 Tan, Zhongquan 7 Wang, Jian 6 Abundo, Mario 6 Anh, Vo V. 6 Aurzada, Frank 6 Becker-Kern, Peter 6 Brzeźniak, Zdzisław 6 Götze, Friedrich 6 Grabchak, Michael 6 Ji, Lanpeng 6 Kaleta, Kamil 6 Khartov, Alekseĭ Andreevich 6 Kuznetsov, Alexey 6 Kwaśnicki, Mateusz 6 Last, Günter 6 Mohan, Manil Thankamani 6 Neuenschwander, Daniel 6 Nourdin, Ivan 6 Ouknine, Youssef 6 Page, Frank H. jun. 6 Peng, Liang 6 Samorodnitsky, Gennady Pinkhosovich 6 Schilling, René Leander 6 Shen, Guangjun 6 Słomiński, Leszek 6 Tudor, Ciprian A. 6 Wang, Yuebao 6 Watanabe, Noboru 6 Withers, Christopher Stroude 6 Woyczynski, Wojbor A. ...and 2,744 more Authors
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### Cited in 414 Journals

 181 Stochastic Processes and their Applications 138 Statistics & Probability Letters 90 Journal of Theoretical Probability 57 Bernoulli 55 Journal of Multivariate Analysis 54 Journal of Statistical Planning and Inference 52 Journal of Mathematical Analysis and Applications 50 Potential Analysis 46 The Annals of Probability 44 Journal of Functional Analysis 42 Probability Theory and Related Fields 38 Lithuanian Mathematical Journal 36 The Annals of Statistics 34 The Annals of Applied Probability 30 Journal of Applied Probability 30 Journal of Mathematical Sciences (New York) 29 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 28 Probability and Mathematical Statistics 26 Advances in Applied Probability 25 Journal of Differential Equations 25 Transactions of the American Mathematical Society 25 Stochastic Analysis and Applications 21 Infinite Dimensional Analysis, Quantum Probability and Related Topics 20 Electronic Journal of Probability 19 Communications in Statistics. Theory and Methods 19 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 18 Annals of the Institute of Statistical Mathematics 18 Electronic Journal of Statistics 17 Journal of Statistical Physics 17 Applied Mathematics and Optimization 17 Computational Statistics and Data Analysis 17 Extremes 17 Methodology and Computing in Applied Probability 15 Journal of Econometrics 15 Journal of Complexity 15 Test 14 Communications in Mathematical Physics 14 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 14 Stochastics and Dynamics 13 Queueing Systems 13 Discrete and Continuous Dynamical Systems 13 Science China. Mathematics 12 Metrika 12 Journal of Computational and Applied Mathematics 12 Mathematische Zeitschrift 12 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 12 Proceedings of the American Mathematical Society 12 Acta Mathematica Hungarica 12 Theory of Probability and Mathematical Statistics 11 Computers & Mathematics with Applications 11 Bulletin des Sciences Mathématiques 11 Statistical Inference for Stochastic Processes 11 ALEA. Latin American Journal of Probability and Mathematical Statistics 10 Journal of Mathematical Physics 10 Insurance Mathematics & Economics 10 Acta Applicandae Mathematicae 10 Statistics 10 Linear Algebra and its Applications 10 Journal of Inequalities and Applications 10 Acta Mathematica Sinica. English Series 9 Mathematical and Computer Modelling 9 Annals of Operations Research 8 Journal of Time Series Analysis 8 Comptes Rendus. Mathématique. Académie des Sciences, Paris 8 Communications on Pure and Applied Analysis 7 Advances in Mathematics 7 Applied Mathematics and Computation 7 Demonstratio Mathematica 7 Mathematische Nachrichten 7 Monatshefte für Mathematik 7 SIAM Journal on Control and Optimization 7 Annales Henri Poincaré 7 Journal of Evolution Equations 7 Quantitative Finance 7 Discrete and Continuous Dynamical Systems. Series B 7 Complex Analysis and Operator Theory 6 Archive for Rational Mechanics and Analysis 6 Studia Mathematica 6 Theory of Probability and its Applications 6 Information Sciences 6 Journal of Optimization Theory and Applications 6 Kybernetika 6 Theoretical Computer Science 6 Advances in Applied Mathematics 6 Statistical Science 6 Journal of Statistical Computation and Simulation 6 Statistical Papers 6 Annales Mathématiques Blaise Pascal 6 Filomat 6 Random Operators and Stochastic Equations 6 Electronic Communications in Probability 6 Lobachevskii Journal of Mathematics 6 Mediterranean Journal of Mathematics 6 Probability Surveys 6 Journal of Probability and Statistics 5 International Journal of Theoretical Physics 5 Israel Journal of Mathematics 5 Periodica Mathematica Hungarica 5 Chaos, Solitons and Fractals 5 Fuzzy Sets and Systems ...and 314 more Journals
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### Cited in 58 Fields

 1,807 Probability theory and stochastic processes (60-XX) 619 Statistics (62-XX) 234 Partial differential equations (35-XX) 170 Functional analysis (46-XX) 164 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 135 Numerical analysis (65-XX) 108 Operator theory (47-XX) 70 Quantum theory (81-XX) 68 Systems theory; control (93-XX) 66 Dynamical systems and ergodic theory (37-XX) 58 Operations research, mathematical programming (90-XX) 57 Potential theory (31-XX) 55 Computer science (68-XX) 52 Combinatorics (05-XX) 45 Harmonic analysis on Euclidean spaces (42-XX) 43 Ordinary differential equations (34-XX) 41 Statistical mechanics, structure of matter (82-XX) 40 Measure and integration (28-XX) 34 Calculus of variations and optimal control; optimization (49-XX) 32 Information and communication theory, circuits (94-XX) 30 Fluid mechanics (76-XX) 29 Number theory (11-XX) 28 Approximations and expansions (41-XX) 27 Real functions (26-XX) 27 Biology and other natural sciences (92-XX) 26 Special functions (33-XX) 21 Abstract harmonic analysis (43-XX) 21 Integral transforms, operational calculus (44-XX) 19 Linear and multilinear algebra; matrix theory (15-XX) 18 Convex and discrete geometry (52-XX) 17 Integral equations (45-XX) 16 Group theory and generalizations (20-XX) 15 Functions of a complex variable (30-XX) 15 Differential geometry (53-XX) 14 Global analysis, analysis on manifolds (58-XX) 13 Topological groups, Lie groups (22-XX) 10 Mathematical logic and foundations (03-XX) 9 General topology (54-XX) 8 Order, lattices, ordered algebraic structures (06-XX) 8 Difference and functional equations (39-XX) 6 History and biography (01-XX) 5 Sequences, series, summability (40-XX) 3 Commutative algebra (13-XX) 3 Nonassociative rings and algebras (17-XX) 3 Several complex variables and analytic spaces (32-XX) 3 Mechanics of particles and systems (70-XX) 3 Classical thermodynamics, heat transfer (80-XX) 3 Geophysics (86-XX) 2 General and overarching topics; collections (00-XX) 2 Algebraic geometry (14-XX) 2 Associative rings and algebras (16-XX) 2 Geometry (51-XX) 2 Mechanics of deformable solids (74-XX) 2 Relativity and gravitational theory (83-XX) 1 Field theory and polynomials (12-XX) 1 Category theory; homological algebra (18-XX) 1 Optics, electromagnetic theory (78-XX) 1 Astronomy and astrophysics (85-XX)