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: https://www.math.uni.wroc.pl/~pms/publications.php Comments: Journal; Indexed cover-to-cover; This journal is available open access. Documents Indexed: 975 Publications (since 1980) References Indexed: 131 Publications with 2,716 References. all top 5 Latest Issues 43, No. 1 (2023) 42, No. 2 (2022) 42, No. 1 (2022) 41, No. 2 (2021) 41, No. 1 (2021) 40, No. 2 (2020) 40, No. 1 (2020) 39, No. 2 (2019) 39, No. 1 (2019) 38, No. 2 (2018) 38, No. 1 (2018) 37, No. 2 (2017) 37, No. 1 (2017) 36, No. 2 (2016) 36, No. 1 (2016) 35, No. 2 (2015) 35, No. 1 (2015) 34, No. 2 (2014) 34, No. 1 (2014) 33, No. 2 (2013) 33, No. 1 (2013) 32, No. 2 (2012) 32, No. 1 (2012) 31, No. 2 (2011) 31, No. 1 (2011) 30, No. 2 (2010) 30, No. 1 (2010) 29, No. 2 (2009) 29, No. 1 (2009) 28, No. 2 (2008) 28, No. 1 (2008) 27, No. 2 (2007) 27, No. 1 (2007) 26, No. 2 (2006) 26, No. 1 (2006) 25, No. 2 (2005) 25, No. 1 (2005) 24, No. 2 (2004) 24, No. 1 (2004) 23, No. 2 (2003) 23, No. 1 (2003) 22, No. 2 (2002) 22, No. 1 (2002) 21, No. 2 (2001) 21, No. 1 (2001) 20, No. 2 (2000) 20, No. 1 (2000) 19, No. 2 (1999) 19, No. 1 (1999) 18, No. 2 (1998) 18, No. 1 (1998) 17, No. 2 (1997) 17, No. 1 (1997) 16, No. 2 (1996) 16, No. 1 (1996) 15 (1995) 14, No. 2 (1993) 14, No. 1 (1993) 13, No. 2 (1992) 13, No. 1 (1992) 12, No. 2 (1991) 12, No. 1 (1991) 11, No. 2 (1991) 11, No. 1 (1990) 10, No. 2 (1989) 10, No. 1 (1989) 9, No. 2 (1988) 9, No. 1 (1988) 8 (1987) 7 (1986) 6 (1985) 5 (1985) 4 (1984) 3 (1982) 2 (1981/1982) 1 (1980) all top 5 Authors 18 Szynal, Dominik 12 Rychlik, Zdzisław 11 Jajte, Ryszard 11 Szczotka, Władysław 11 Woyczynski, Wojbor A. 10 Jurek, Zbigniew J. 10 Urbanik, Kazimierz 9 Inglot, Tadeusz 9 Paszkiewicz, Adam 9 Rachev, Svetlozar T. 8 Byczkowski, Tomasz 8 Klotz, Lutz Peter 8 Palmowski, Zbigniew 7 Adler, André Bruce 7 Żak, Tomasz 6 Graczyk, Piotr 6 Matuła, Przemysław 6 Osękowski, Adam 6 Rolski, Tomasz 6 Różański, Roman 6 Stettner, Łukasz 6 Zontek, Stefan 5 Accardi, Luigi 5 Bieniek, Mariusz 5 Csörgő, Sándor 5 Doukhan, Paul 5 Maejima, Makoto 5 Makagon, Andrzej 5 Michna, Zbigniew 5 Misiewicz, Jolanta K. 5 Nadarajah, Saralees 5 Ouknine, Youssef 5 Rosiński, Jan 5 Schreiber, Tomasz 5 Szubarga, Antoni 5 Víšek, Jan Ámos 5 Weron, Aleksander 5 Wesołowski, Jacek 5 Yor, Marc 4 Abundo, Mario 4 Alsmeyer, Gerold 4 Ciesielski, Zbigniew 4 de Haan, Laurens 4 Dębicki, Krzysztof 4 Denker, Manfred 4 Hebda-Grabowska, Halina 4 Kaniowski, Krzysztof 4 Lepeltier, Jean-Pierre 4 Lifshits, Mikhail A. 4 Linde, Werner 4 Łuczak, Andrzej 4 Neuenschwander, Daniel 4 Nguyen Nam Hong 4 Nguyen Van Thu 4 Peng, Liang 4 Pietruska-Pałuba, Katarzyna 4 Rüschendorf, Ludger 4 Samorodnitsky, Gennady Pinkhosovich 4 Slaby, Marek 4 Téchené, Jean-Jacques 4 Urban, Roman 4 Vellaisamy, Palaniappan 4 Zabczyk, Jerzy 3 Aurzada, Frank 3 Becker-Kern, Peter 3 Bednarski, Tadeusz 3 Boufoussi, Brahim 3 Boukas, Andreas 3 Bouzar, Nadjib 3 Braverman, Michael Sh. 3 Bryc, Włodzimierz 3 Burdzy, Krzysztof 3 Burnecki, Krzysztof 3 Byczkowska, Halina 3 Csörgő, Miklós 3 Daley, Daryl John 3 Eddahbi, M’hamed 3 Fernique, Xavier 3 Fujita, Takahiko 3 Furmańczyk, Konrad 3 Gradinaru, Mihai 3 Hashorva, Enkelejd 3 Hazod, Wilfried 3 Heinkel, Bernard 3 Hensz-Chądzyńska, Ewa 3 Heyer, Herbert 3 Jakubowski, Tomasz 3 Ji, Un Cig 3 Klonecki, Witold 3 Kokoszka, Piotr S. 3 Kozek, Andrzej S. 3 Krajka, Andrzej 3 Krajka, Tomasz K. 3 Krupa, Grzegorz 3 Kubacki, Krzysztof S. 3 Ledwina, Teresa 3 León, José Rafael R. 3 Lewandowski, Maciej 3 Mielniczuk, Jan 3 Młotkowski, Wojciech ...and 914 more Authors all top 5 Fields 768 Probability theory and stochastic processes (60-XX) 260 Statistics (62-XX) 65 Functional analysis (46-XX) 36 Operator theory (47-XX) 36 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 24 Numerical analysis (65-XX) 21 Measure and integration (28-XX) 19 Partial differential equations (35-XX) 18 Harmonic analysis on Euclidean spaces (42-XX) 17 Quantum theory (81-XX) 16 Potential theory (31-XX) 15 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; 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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) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 612 Publications have been cited 3,347 times in 3,004 Documents Cited by ▼ Year ▼ A variational representation for positive functionals of infinite dimensional Brownian motion. Zbl 0994.60028 Budhiraja, Amarjit; Dupuis, Paul 163 2000 Properties of Green function of symmetric stable processes. Zbl 0903.60063 Kulczycki, Tadeusz 101 1997 Potential theory of Schrödinger operator based on fractional Laplacian. Zbl 0996.31003 Bogdan, Krzysztof; Byczkowski, Tomasz 65 2000 Improved bounds on Bell numbers and on moments of sums of random variables. Zbl 1230.60014 Berend, Daniel; Tassa, Tamir 57 2010 On multiple Poisson stochastic integrals and associated Markov semigroups. Zbl 0548.60058 Surgailis, D. 56 1982 On the fractional anisotropic Wiener field. Zbl 0857.60046 Kamont, Anna 51 1996 The infinite divisibility and orthogonal polynomials with a constant recursion formula in free probability theory. Zbl 1020.46019 Saitoh, Naoko; Yoshida, Hiroaki 38 2001 Comparison of sums of independent identically distributed random vectors. Zbl 0827.60005 Montgomery-Smith, S. J. 37 1993 The estimates for the Green function in Lipschitz domains for the symmetric stable processes. Zbl 1035.60046 Jakubowski, Tomasz 37 2002 Selfsimilar processes with stationary increments in the second Wiener chaos. Zbl 1261.60041 Maejima, M.; Tudor, C. A. 33 2012 On a Taylor formula for a class of Ito processes. Zbl 0528.60053 Platen, Eckhard; Wagner, Wolfgang 29 1982 Positive-definite matrix processes of finite variation. Zbl 1128.60053 Barndorff-Nielsen, Ole Eiler; Stelzer, Robert 28 2007 Reflected BSDE with superlinear quadratic coefficient. Zbl 1013.60036 Kobylanski, M.; Lepeltier, J. P.; Quenez, M. C.; Torres, S. 28 2002 On Marcinkiewicz-Zygmund laws of large numbers in Banach spaces and related rates of convergence. Zbl 0502.60006 Woyczynski, Wojbor A. 27 1980 On Lamperti stable processes. Zbl 1198.60022 Caballero, M. E.; Pardo, J. C.; Pérez, J. L. 27 2010 On harmonic measure for Lévy processes. Zbl 0991.60067 Sztonyk, Paweł 25 2000 On zero-sum stochastic games with general state space. I. Zbl 0561.60048 Nowak, Andrzej S. 24 1984 Sur un théorème de minimax et son application aux tests. Zbl 0571.62036 Birgé, Lucien 24 1982 Weak martingale Hardy spaces. Zbl 0985.60041 Weisz, Ferenc 23 1998 An invariance principle for weakly dependent stationary general models. Zbl 1124.60031 Doukhan, Paul; Wintenberger, Olivier 22 2007 Distributional properties of the negative binomial Lévy process. Zbl 1170.60021 Kozubowski, Tomasz J.; Podgórski, Krzystof 22 2009 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 22 2009 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 21 1999 Decoupling and stochastic integration in UMD Banach spaces. Zbl 0718.60050 McConnell, Terry R. 21 1989 On the central limit theorem with almost sure convergence. Zbl 0741.60019 Schatte, Peter 21 1991 Computing VaR and AVaR in infinitely divisible distributions. Zbl 1222.60018 Kim, Young Shin S.; Rachev, Svetlozar T.; Bianchi, Michele Leonardo; Fabozzi, Frank J. 19 2010 An interacting free Fock space and the arcsine law. Zbl 0880.60065 Lu, Y. G. 19 1997 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 18 1987 On polynomial chaos and integrability. Zbl 0555.60008 Borell, Christer 18 1982 Optimality of the auxiliary particle filter. Zbl 1176.62092 Douc, Randal; Moulines, Éric; Olsson, Jimmy 18 2009 On capacities of quantum channels. Zbl 0880.60102 Ohya, Masanori; Petz, Dénes; Watanabe, Noboru 18 1997 Test for association of random variables in the domain of attraction of multivariate stable law. Zbl 0807.62047 Rachev, Svetlozar T.; Xin, Huang 17 1993 Intrinsic compound kernel estimates for the transition probability density of Lévy-type processes and their applications. Zbl 1367.60054 Knopova, Victoria; Kulik, Aleksei 17 2017 Empirical processes, Vapnik-Chervonenkis classes and Poisson processes. Zbl 0502.60019 Durst, Mark; Dudley, Richard M. 16 1980 Lévy processes and stochastic integrals in Banach spaces. Zbl 1124.60044 Applebaum, David 16 2007 On extremal index of max-stable stationary processes. Zbl 1393.60055 Dębicki, Krzysztof; Hashorva, Enkelejd 16 2017 Intrinsic ultracontractivity for Lévy processes. Zbl 1146.60043 Grzywny, Tomasz 15 2008 On Besov regularity of Brownian motions in infinite dimensions. Zbl 1136.60358 Hytönen, Tuomas P.; Veraar, Mark C. 15 2008 Tractability of multiparametric Euler and Wiener integrated processes. Zbl 1254.65016 Lifshits, M.; Papageorgiou, A.; Woźniakowski, H. 15 2012 Invariant measures for stochastic heat equations. Zbl 0986.60057 Tessitore, Gianmario; Zabczyk, Jerzy 15 1998 Interacting particle approximation for nonlocal quadratic evolution problems. Zbl 0985.60091 Biler, Piotr; Funaki, Tadahisa; Woyczynski, Wojbor A. 15 1999 Stochastic processes with linear conditional expectation and quadratic conditional variance. Zbl 0803.60073 Wesołowski, Jacek 15 1993 Random iteration with place dependent probabilities. Zbl 1453.60130 Kapica, R.; Ślęczka 15 2020 Tightness criteria for random measures with application to the principle of conditioning in Hilbert spaces. Zbl 0669.60010 Jakubowski, Adam 14 1988 On the approximation theorem of the Wong-Zakai type for the functional stochastic differential equations. Zbl 0774.60056 Twardowska, Krystyna 14 1991 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. 14 2006 Remarks on Banach spaces of stable type. Zbl 0511.60005 Rosinski, Jan 14 1980 The ladder variables of a Markov random walk. Zbl 0988.60069 Alsmeyer, Gerold 14 2000 Curse of dimensionality in approximation of random fields. Zbl 1113.41038 Lifshits, M. A.; Tulyakova, E. V. 14 2006 A strong and weak approximation scheme for stochastic differential equations driven by a time-changed Brownian motion. Zbl 1357.60070 Jum, Ernest; Kobayashi, Kei 14 2016 Remarks on Pickands’ theorem. Zbl 1393.60035 Michna, Zbigniew 14 2017 Moments of Poisson stochastic integrals with random integrands. Zbl 1268.60069 Privault, Nicolas 14 2012 Eigenvalue distribution of large sample covariance matrices of linear processes. Zbl 1260.62072 Pfaffel, Oliver; Schlemm, Eckhard 14 2011 An Erdős-Rényi law for mixing processes. Zbl 1125.60023 Denker, Manfred; Kabluchko, Zakhar 13 2007 Computing the portfolio conditional value-at-risk in the \(\alpha\)-stable case. Zbl 1255.91395 Stoyanov, Stoyan; Samorodnitsky, Gennady; Rachev, Svetlozar T.; Ortobelli, Sergio 13 2006 Minimal integral representations of stable processes. Zbl 1121.60032 Rosiński, Jan 13 2006 Law of the iterated logarithm for subsequences. Zbl 0613.60022 Gut, Allan 13 1986 A probabilistic approach to the reduite in optimal stopping. Zbl 0777.60034 El Karoui, N.; Lepeltier, J.-P.; Millet, A. 13 1992 Prediction of infinite variance fractional ARIMA. Zbl 0857.60032 Kokoszka, Piotr S. 13 1996 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. 12 2007 Differential metrics in probability spaces. Zbl 0562.62003 Burbea, Jacob; Rao, C. Radhakrishna 12 1982 Stable probability distributions and their domains of attraction: A direct approach. Zbl 0994.60011 Geluk, J. L.; de Haan, L. 12 2000 On first-passage times for one-dimensional jump-diffusion processes. Zbl 0988.60073 Abundo, Mario 12 2000 Diagonalizability of non-homogeneous quantum Markov states and associated von Neumann algebras. Zbl 1088.46038 Fidaleo, Francesco; Mukhamedov, Farruh 12 2004 Stochastic differential equations with constraints driven by processes with bounded \(p\)-variation. Zbl 1333.60119 Falkowski, Adrian; Słomiński, Leszek 12 2015 Simulation of Pickands constants. Zbl 1013.60030 Burnecki, K.; Michna, Z. 12 2002 Fractional negative binomial and Pólya processes. Zbl 1410.60043 Vellaisamy, Palaniappan; Maheshwari, Aditya 12 2018 On exact strong laws of large numbers under general dependence conditions. Zbl 1410.60035 Adler, André; Matuła, Przemysław 12 2018 Cumulants for stationary mixing random sequences and applications to empirical spectral density. Zbl 0684.60027 Doukhan, P.; León, J. R. 11 1989 On the almost sure central limit theorem for associated random variables. Zbl 0985.60033 Matuła, Przemysław 11 1998 On a new affine invariant and consistent test for multivariate normality. Zbl 1087.62069 Pudełko, Jan (Kraków) 11 2005 Backward stochastic nonlinear Volterra integral equations with local Lipschitz drift. Zbl 1089.60514 Aman, Auguste; N’Zi, Modeste 11 2005 Inequalities for quantiles of the chi-square distribution. Zbl 1231.62092 Inglot, Tadeusz 10 2010 Discrete time periodically correlated Markov processes. Zbl 0991.60057 Nematollahi, A. R.; Soltani, A. R. 10 2000 Convergence rates in the strong law for associated random variables. Zbl 0987.60044 Louhichi, Sana 10 2000 Almost sure convergence of the distributional limit theorem for order statistics. Zbl 1050.62023 Peng, Liang; Qi, Yongcheng 10 2003 Data-driven score tests for homoscedastic linear regression model: asymptotic results. Zbl 1104.62051 Inglot, Tadeusz; Ledwina, Teresa 10 2006 Two approaches to constructing simultaneous confidence bounds for quantiles. Zbl 0591.62039 Csörgö, M.; Révész, P. 10 1984 Two-dimensional ruin probability for subexponential claim size. Zbl 1393.60100 Foss, Sergey; Korshunov, Dmitry; Palmowski, Zbigniew; Rolski, Tomasz 10 2017 Second-order theory for iteration stable tessellations. Zbl 1270.60019 Schreiber, Tomasz; Thäle, Christoph 10 2012 Multivariate Liouville distributions. II. Zbl 0771.62041 Gupta, Rameshwar D.; Richards, Donald St. P. 9 1991 Rosiński measures for tempered stable and related Ornstein-Uhlenbeck processes. Zbl 1134.60014 Terdik, György; Woyczyński, Wojbor A. 9 2006 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 9 2007 Laws of large numbers for two tailed Pareto random variables. Zbl 1137.60014 Adler, André 9 2008 On estimates for an averaged square risk. Zbl 0507.62024 Borovkov, A. A.; Sakhanenko, A. I. 9 1980 Compound negative binomial approximations for sums of random variables. Zbl 1202.62029 Vellaisamy, P.; Upadhye, N. S. 9 2009 On some representations concerning the stochastic integrals. Zbl 0565.60049 Yamada, Toshio 9 1984 On data driven Neyman’s tests. Zbl 0847.62034 Kallenberg, Wilbert C. M.; Ledwina, Teresa 9 1995 Exit time and Green function of cone for symmetric stable processes. Zbl 0986.60071 Kulczycki, Tadeusz 9 1999 Selfdecomposable laws associated with hyperbolic functions. Zbl 1066.60019 Jurek, Zbigniew J.; Yor, Marc 9 2004 On some stopping and impulsive control problems with a general discount rate criteria. Zbl 0721.60050 Stettner, Łukasz 9 1989 Existence of a persistent hub in the convex preferential attachment model. Zbl 1341.05229 Galashin, Pavel 9 2016 Kendall random walks. Zbl 1343.60052 Jasiulis-Gołdyn, Barbara H. 9 2016 Dynamic reliability estimation in a rank-based design. Zbl 1422.62169 Mahdizadeh, M.; Zamanzade, Ehsan 9 2019 Strong exponential integrability of sums of independent B-valued random vectors. Zbl 0502.60007 de Acosta, Alejandro 8 1980 Linear estimators of the mean vector in linear models: Problem of admissibility. Zbl 0527.62005 Klonecki, Witold 8 1982 On the supremum from Gaussian processes over infinite horizon. Zbl 0985.60034 Dȩbicki, Krzysztof; Michna, Zbigniew; Rolski, Tomasz 8 1998 Weighted least-squares estimators of tail indices. Zbl 0982.62053 Viharos, László 8 1999 Bellman’s inclusions and excessive measures. Zbl 0992.60077 Zabczyk, J. 8 2001 Weak limits and integrals of Gaussian covariances in Banach spaces. Zbl 1089.28010 van Neerven, J. M. A. M.; Weis, L. 8 2005 Continuous-state branching processes with spectrally positive migration. Zbl 1505.60083 Vidmar, Matija 2 2022 Lévy processes, generalized moments and uniform integrability. Zbl 1520.60027 Berger, D.; Kühn, F.; Schilling, R. L. 2 2022 A limit theorem for the last exit time over a moving nonlinear boundary for a Gaussian process. Zbl 1521.60019 Karagodin, Nikita 1 2022 Poisson approximation to the convolution of power series distributions. Zbl 07596636 Kumar, A. N.; Vellaisamy, P.; Viens, F. 1 2022 Weighted maximal inequalities for martingale transforms. Zbl 1495.60031 Brzozowski, Michał; Osękowski, Adam 2 2021 On optimal matching of Gaussian samples. III. Zbl 1482.60013 Ledoux, Michel; Zhu, Jie-Xiang 2 2021 On the Besov regularity of the bifractional Brownian motion. Zbl 1485.60041 Boufoussi, Brahim; Nachit, Yassine 2 2021 Energy of taut strings accompanying random walk. Zbl 1475.60073 Lifshits, Mikhail A.; Siuniaev, Anatoly A. 1 2021 Borell and Landau-Shepp inequalities for Cauchy-type measures. Zbl 1478.60074 Byczkowski, Tomasz; Żak, Tomasz 1 2021 On tails of symmetric and totally asymmetric \(\alpha\)-stable distributions. Zbl 1484.60018 Bednorz, Witold M.; Łochowski, Rafał M.; Martynek, Rafał 1 2021 Complete \(f\)-moment convergence of moving average processes and its application to nonparametric regression models. Zbl 1493.62247 Yao, Chi; Wang, Rui; Chen, Ling; Wang, Xuejun 1 2021 Random iteration with place dependent probabilities. Zbl 1453.60130 Kapica, R.; Ślęczka 15 2020 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. 6 2020 Regularly log-periodic functions and some applications. Zbl 1460.44001 Kevei, Péter 4 2020 Pickands-Piterbarg constants for self-similar Gaussian processes. Zbl 1472.60063 Dębicki, Krzysztof; Tabiś, Kamil 3 2020 Lower bounds for discrete approximations to sums of \(m\)-dependent random variables. Zbl 1453.60069 Cekanavicius, Vydas; Vellaisamy, Palaniappan 2 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 2 2020 Free infinite divisibility for generalized power distributions with free Poisson term. Zbl 1479.46076 Morishita, Junki; Ueda, Yuki 2 2020 Ruin probabilities for two collaborating insurance companies. Zbl 1473.60077 Michna, Zbigniew 2 2020 On potential theory of hyperbolic Brownian motion with drift. Zbl 1453.60140 Serafin, Grzegorz 1 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 1 2020 On adjoint additive processes. Zbl 1470.60219 Evans, Kristian P.; Jacob, Niels 1 2020 Wiener-Hopf factorization for time-inhomogeneous Markov chains and its application. Zbl 1470.60214 Bielecki, T. R.; Cialenco, Igor; Gong, Ruoting; Huang, Yicong 1 2020 Weyl multifractional Ornstein-Uhlenbeck processes mixed with a gamma distribution. Zbl 1472.60069 Es-Sebaiy, Khalifa; Farah, Fatima-Ezzahra; Hilbert, Astrid 1 2020 Distribution tails for solutions of SDE driven by an asymmetric stable Lévy process. Zbl 1472.60095 Eon, Richard; Gradinaru, Mihai 1 2020 Intermediate efficiency of tests under heavy-tailed alternatives. Zbl 1468.62279 Inglot, Tadeusz 1 2020 On a relation between classical and free infinitely divisible transforms. Zbl 1472.60031 Jurek, Zbigniew J. 1 2020 Dynamic reliability estimation in a rank-based design. Zbl 1422.62169 Mahdizadeh, M.; Zamanzade, Ehsan 9 2019 Cauchy-Stieltjes families with polynomial variance functions and generalized orthogonality. Zbl 1447.60045 Bryc, Włodzimierz; Fakhfakh, Raouf; Młotkowski, Wojciech 7 2019 Wishart laws and variance function on homogeneous cones. Zbl 1440.62228 Graczyk, Piotr; Ishi, Hideyuki; Kołodziejek, Bartosz 6 2019 Reflected BSDEs with general filtration and two completely separated barriers. Zbl 1482.60083 Topolewski, Mateusz 6 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. 5 2019 On the exact dimension of Mandelbrot measure. Zbl 1445.11082 Attia, Najmeddine 3 2019 On a limit structure of the Galton-Watson branching processes with regularly varying generating functions. Zbl 1486.60111 Imomov, Azam A. 3 2019 Averaging for some simple constrained Markov processes. Zbl 1491.60118 Genadot, Alexandre 3 2019 Embedded Markov chain approximations in Skorokhod topologies. Zbl 1434.60010 Böttcher, Björn 2 2019 Tanaka formula for strictly stable processes. Zbl 1479.60160 Tsukada, Hiroshi 2 2019 Large deviations for generalized conditioned Gaussian processes and their bridges. Zbl 1484.60034 Pacchiarotti, Barbara 2 2019 bm-Central limit theorems associated with non-symmetric positive cones. Zbl 1512.60017 Oussi, Lahcen; Wysoczański, Janusz 2 2019 Stochastic complex integrals associated with homogeneous independently scattered random measures on the line. Zbl 1481.60034 Yamamuro, Kouji 2 2019 Karhunen-Loève decomposition of Gaussian measures on Banach spaces. Zbl 1434.60013 Bay, Xavier; Croix, Jean-Charles 1 2019 Admissible and minimax estimation of the parameters of the selected normal population in two-stage adaptive under reflected normal loss function. Zbl 1439.62077 Mazarei, Hasan; Nematollahi, Nader 1 2019 Estimates of the transition densities for the reflected Brownian motion on simple nested fractals. Zbl 1434.60208 Olszewski, Mariusz 1 2019 A two-parameter extension of Urbanik’s product convolution semigroup. Zbl 1447.60044 Berg, Christian 1 2019 Asymmetrically tempered stable distributions with applications to finance. Zbl 1448.60042 Arefi, A.; Pourtaheri, R. 1 2019 Data driven efficient score tests for Poissonity. Zbl 1422.62162 Inglot, Tadeusz 1 2019 Fractional negative binomial and Pólya processes. Zbl 1410.60043 Vellaisamy, Palaniappan; Maheshwari, Aditya 12 2018 On exact strong laws of large numbers under general dependence conditions. Zbl 1410.60035 Adler, André; Matuła, Przemysław 12 2018 Series representation of time-stable stochastic processes. Zbl 1411.60073 Kopp, Christoph; Molchanov, Ilya 5 2018 The area of a spectrally positive stable process stopped at zero. Zbl 1410.60047 Letemplier, Julien; Simon, Thomas 5 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 3 2018 Limiting spectral distributions of sums of products ofnon-Hermitian random matrices. Zbl 1411.60013 Kösters, Holger; Tikhomirov, Alexander 3 2018 On the longest runs in Markov chains. Zbl 1411.60044 Liu, Zhenxia; Yang, Xiangfeng 3 2018 Bellman functions and \(L^p\) estimates for paraproducts. Zbl 1411.60065 Kovač, Vjekoslav; Škreb, Kristina Ana 3 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 2 2018 Extremes of order statistics of stationary Gaussian processes. Zbl 1410.60041 Zhao, Chunming 2 2018 On joint sum/max stability and sum/max domains of attraction. Zbl 1410.60026 Hees, Katharina; Scheffler, Hans-Peter 2 2018 Boundary value problems for the Dunkl Laplacian. Zbl 1414.35068 Chrouda, Mohamed Ben; El Mabrouk, Khalifa; Hassine, Kods 1 2018 On the number of reflexive and shared nearest neighbor pairs in one-dimensional uniform data. Zbl 1393.05005 Bahadir, Selim; Ceyhan, Elvan 1 2018 Extremes of multidimensional stationary Gaussian random fields. Zbl 1410.60040 Soja-Kukieła, Natalia 1 2018 A consistent estimator for spectral density matrix of a discrete time periodically correlated process. Zbl 1410.62161 Azimmohseni, Majid; Soltani, Ahmad Reza; Khalafi, Mahnaz; Ghalesary, Naeemeh Akbari 1 2018 Intrinsic compound kernel estimates for the transition probability density of Lévy-type processes and their applications. Zbl 1367.60054 Knopova, Victoria; Kulik, Aleksei 17 2017 On extremal index of max-stable stationary processes. Zbl 1393.60055 Dębicki, Krzysztof; Hashorva, Enkelejd 16 2017 Remarks on Pickands’ theorem. Zbl 1393.60035 Michna, Zbigniew 14 2017 Two-dimensional ruin probability for subexponential claim size. Zbl 1393.60100 Foss, Sergey; Korshunov, Dmitry; Palmowski, Zbigniew; Rolski, Tomasz 10 2017 Tail asymptotics of light-tailed Weibull-like sums. Zbl 1395.62031 Asmussen, Søren; Hashorva, Enkelejd; Laub, Patrick J.; Taimre, Thomas 7 2017 Two queues with random time-limited polling. Zbl 1403.90251 Saxena, Mayank; Boxma, Onno; Kapodistria, Stella; Queija, Rudesindo Núńez 5 2017 Tangential existence and comparison, with applications to single and multiple integration. Zbl 1367.60045 Kallenberg, Olav 4 2017 Distance covariance for stochastic processes. Zbl 1396.62115 Matsui, Muneya; Mikosch, Thomas; Samorodnitsky, Gennady 4 2017 Cramér type large deviations for trimmed \(L\)-statistics. Zbl 1365.62168 Gribkova, Nadezhda 3 2017 Martingale approach for tail asymptotic problems in the generalized Jackson network. Zbl 1393.60109 Miyazawa, Masakiyo 3 2017 Exponential rate of convergence independent of the dimension in a mean-field system of particles. Zbl 1367.60120 Dyda, Bartłomiej; Tugaut, Julian 2 2017 On the joint distribution of tax payments and capitalinjections for a Lévy risk model. Zbl 1393.60048 Albrecher, Hansjörg; Ivanovs, Jevgenijs 2 2017 Heavy-traffic approximations for a layered network with limited resources. Zbl 1393.60105 Aveklouris, Angelos; Vlasiou, Maria; Zhang, Jiheng; Zwart, Bert 2 2017 Green function for gradient perturbation of unimodal Lévy processes. Zbl 1370.60089 Grzywny, Tomasz; Jakubowski, Tomasz; Żurek, Grzegorz 1 2017 Functional limit theorems in Hölder space for residuals of nearly nonstationary AR(1) process. Zbl 1367.60029 Markevičiūtė, Jurgita 1 2017 Renewal function asymptotics refined á la Feller. Zbl 1393.60098 Daley, Daryl 1 2017 Recurrence classification for a family of non-linear storage models. Zbl 1393.60076 Glynn, Peter W.; Glynn, John E.; Rai, Sanatan 1 2017 Tail asymptotics of signal-to-interference ratio distribution in spatial cellular network models. Zbl 1393.60052 Miyoshi, Naoto; Shirai, Tomoyuki 1 2017 A note on first passage probabilities of a Lévy process reflected at a general barrier. Zbl 1393.60049 Palmowski, Zbigniew; Świątek, Przemysław 1 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 14 2016 Existence of a persistent hub in the convex preferential attachment model. Zbl 1341.05229 Galashin, Pavel 9 2016 Kendall random walks. Zbl 1343.60052 Jasiulis-Gołdyn, Barbara H. 9 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 8 2016 The local structure of \(q\)-Gaussian processes. Zbl 1357.60081 Bryc, W.; Wang, Y. 7 2016 Extremes of chi-square processes with trend. Zbl 1343.60064 Liu, Peng; Ji, Lanpeng 6 2016 Two lilypond systems of finite line-segments. Zbl 1356.60017 Daley, D. J.; Ebert, S.; Last, G. 5 2016 A functional limit theorem for locally perturbed random walks. Zbl 1357.60035 Iksanov, A.; Pilipenko, A. 5 2016 On the order of approximation in the random central limit theorem for \(m\)-dependent random variables. Zbl 1343.60018 Prakasa Rao, B. L. S.; Sreehari, M. 5 2016 On the moment determinacy of products of non-identically distributed random variables. Zbl 1342.60014 Lin, Gwo Dong; Stoyanov, Jordan 3 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 3 2016 A constant regression characterization of the Marchenko-Pastur law. Zbl 1359.46056 Szpojankowski, Kamil 3 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 2 2016 Efficient classes of ratio-cum-product estimators of population mean in stratified random sampling. Zbl 1358.62020 Vishwakarma, Gajendra K.; Kumar, Manish 2 2016 Asymptotics of Monte Carlo maximum likelihood estimators. Zbl 1358.62028 Miasojedow, B.; Niemiro, W.; Palczewski, J.; Rejchel, W. 2 2016 Cross-variation of Young integral with respect to long-memory fractional Brownian motions. Zbl 1343.60067 Nourdin, Ivan; Zintout, Rola 2 2016 Strong stationary duality for Möbius monotone Markov chains: examples. Zbl 1343.60106 Lorek, Pawelł; Szekli, Ryszard 2 2016 Sharp bounds for the bias of trimmed means of progressively censored order statistics. Zbl 1342.62076 Bieniek, Mariusz 1 2016 Sharp inequalities for the Haar system and martingale transforms. Zbl 1345.60042 Osękowski, Adam 1 2016 Stochastic differential equations with constraints driven by processes with bounded \(p\)-variation. Zbl 1333.60119 Falkowski, Adrian; Słomiński, Leszek 12 2015 ...and 512 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 3,366 Authors 23 Bogdan, Krzysztof 23 Dębicki, Krzysztof 23 Kim, Panki 22 Song, Renming 19 Bryc, Włodzimierz 17 Klimsiak, Tomasz 16 Hashorva, Enkelejd 15 Chen, Zhen-Qing 15 Nadarajah, Saralees 15 Privault, Nicolas 15 Wesołowski, Jacek 15 Zhai, Jianliang 14 Budhiraja, Amarjit S. 14 Rachev, Svetlozar T. 13 Kulczycki, Tadeusz 13 Matuła, Przemysław 13 Misiewicz, Jolanta K. 13 Ryznar, Michał 13 Xiao, Yimin 12 Grzywny, Tomasz 12 Jakubowski, Tomasz 12 Liu, Wei 12 Pardo, Juan Carlos 12 Stelzer, Robert 12 Veraar, Mark C. 12 Zhang, Tusheng S. 11 Doukhan, Paul 11 Fabozzi, Frank J. 11 Mukhamedov, Farruh Maksutovich 11 Peccati, Giovanni 11 Taqqu, Murad S. 11 Wang, Yizao 11 Zhang, Xicheng 10 Berkes, István 10 Harel, Michel 10 Jarohs, Sven 10 Jurek, Zbigniew J. 10 Klotz, Lutz Peter 10 Kuznetsov, Dmitriĭ Feliksovich 10 Maejima, Makoto 10 Simon, Thomas 10 Sztonyk, Paweł 10 Thäle, Christoph 10 Vondraček, Zoran 9 Giné-Masdéu, Evarist 9 Hasebe, Takahiro 9 Horbacz, Katarzyna 9 Kondrat’yev, Yuriĭ Grygorovych 9 Kyprianou, Andreas E. 9 Lifshits, Mikhail A. 9 Lytvynov, Eugene W. 9 Mohan, Manil Thankamani 9 Serafin, Grzegorz 9 Suvinthra, Murugan 9 Tan, Zhongquan 9 Tudor, Ciprian A. 8 Bozejko, Marek 8 Dupuis, Paul G. 8 Fakhfakh, Raouf 8 Gamboa, Fabrice 8 Jakubowski, Adam 8 Jasiulis-Gołdyn, Barbara Helena 8 Ji, Lanpeng 8 Kaleta, Kamil 8 Leonenko, Nikolai N. 8 Palmowski, Zbigniew 8 Paulauskas, Vygantas Ionovič 8 Peng, Zuoxiang 8 Puri, Madan Lal 8 Rosalsky, Andrew 8 Schilling, René Leander 8 Szewczak, Zbigniew Stanisław 8 Wang, Jian 8 Withers, Christopher Stroude 7 Abundo, Mario 7 Adler, André Bruce 7 Alsmeyer, Gerold 7 Aurzada, Frank 7 Balachandran, Krishnan 7 Becker-Kern, Peter 7 Czapla, Dawid 7 Fall, Mouhamed Moustapha 7 Grabchak, Michael 7 Heyer, Herbert 7 Horváth, Lajos 7 Jiao, Yong 7 Knopova, Victoria Pavlovna 7 Kruk, Łukasz 7 Last, Günter 7 Lê Vǎn Thành 7 Liu, Peng 7 Meerschaert, Mark Marvin 7 Mikosch, Thomas 7 Ouknine, Youssef 7 Rozkosz, Andrzej 7 Salins, Michael 7 Vellaisamy, Palaniappan 7 Wang, Bixiang 7 Wang, Yuebao 7 Watanabe, Noboru ...and 3,266 more Authors all top 5 Cited in 463 Journals 205 Stochastic Processes and their Applications 147 Statistics & Probability Letters 102 Journal of Theoretical Probability 63 Journal of Mathematical Analysis and Applications 61 Bernoulli 56 Journal of Statistical Planning and Inference 56 Potential Analysis 55 Journal of Multivariate Analysis 49 Probability Theory and Related Fields 48 Journal of Functional Analysis 47 The Annals of Probability 43 Lithuanian Mathematical Journal 41 The Annals of Applied Probability 37 The Annals of Statistics 37 Journal of Applied Probability 36 Probability and Mathematical Statistics 32 Stochastic Analysis and Applications 32 Journal of Mathematical Sciences (New York) 31 Annales de l’Institut Henri Poincaré. 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(English Edition) 9 Probability Surveys 8 Theory of Probability and its Applications 8 SIAM Journal on Control and Optimization 8 Statistical Science 8 SIAM Journal on Mathematical Analysis 8 Electronic Communications in Probability 8 Lobachevskii Journal of Mathematics 8 Journal of Evolution Equations 8 Comptes Rendus. Mathématique. Académie des Sciences, Paris 8 Complex Analysis and Operator Theory 8 Statistics and Computing 8 Modern Stochastics. Theory and Applications 7 Applied Mathematics and Computation 7 Demonstratio Mathematica 7 Mathematische Annalen 7 Monatshefte für Mathematik 7 Advances in Applied Mathematics 7 Acta Mathematicae Applicatae Sinica. English Series 7 Journal of Statistical Computation and Simulation 7 Statistical Papers 7 Filomat 7 Annales Henri Poincaré 7 Quantitative Finance 6 Archive for Rational Mechanics and Analysis 6 Periodica Mathematica Hungarica 6 Chaos, Solitons and Fractals 6 Information Sciences 6 Journal of Optimization Theory and Applications ...and 363 more Journals all top 5 Cited in 62 Fields 2,175 Probability theory and stochastic processes (60-XX) 722 Statistics (62-XX) 300 Partial differential equations (35-XX) 203 Functional analysis (46-XX) 196 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 151 Numerical analysis (65-XX) 133 Operator theory (47-XX) 94 Dynamical systems and ergodic theory (37-XX) 80 Quantum theory (81-XX) 79 Systems theory; control (93-XX) 69 Computer science (68-XX) 67 Combinatorics (05-XX) 66 Potential theory (31-XX) 66 Operations research, mathematical programming (90-XX) 57 Harmonic analysis on Euclidean spaces (42-XX) 52 Ordinary differential equations (34-XX) 52 Statistical mechanics, structure of matter (82-XX) 46 Measure and integration (28-XX) 44 Real functions (26-XX) 44 Fluid mechanics (76-XX) 39 Calculus of variations and optimal control; optimization (49-XX) 37 Information and communication theory, circuits (94-XX) 35 Number theory (11-XX) 35 Biology and other natural sciences (92-XX) 33 Special functions (33-XX) 32 Approximations and expansions (41-XX) 26 Linear and multilinear algebra; matrix theory (15-XX) 26 Integral transforms, operational calculus (44-XX) 21 Abstract harmonic analysis (43-XX) 21 Integral equations (45-XX) 20 Functions of a complex variable (30-XX) 19 Convex and discrete geometry (52-XX) 19 Differential geometry (53-XX) 17 Global analysis, analysis on manifolds (58-XX) 16 Group theory and generalizations (20-XX) 13 Topological groups, Lie groups (22-XX) 11 Mathematical logic and foundations (03-XX) 11 Difference and functional equations (39-XX) 9 General topology (54-XX) 8 Order, lattices, ordered algebraic structures (06-XX) 6 History and biography (01-XX) 6 Geophysics (86-XX) 5 Sequences, series, summability (40-XX) 4 Nonassociative rings and algebras (17-XX) 4 Several complex variables and analytic spaces (32-XX) 4 Mechanics of particles and systems (70-XX) 3 Commutative algebra (13-XX) 3 Algebraic geometry (14-XX) 3 Classical thermodynamics, heat transfer (80-XX) 2 General and overarching topics; collections (00-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 \(K\)-theory (19-XX) 1 Algebraic topology (55-XX) 1 Manifolds and cell complexes (57-XX) 1 Optics, electromagnetic theory (78-XX) 1 Astronomy and astrophysics (85-XX) 1 Mathematics education (97-XX) Citations by Year