Statistics & Probability Letters

1982 - 2026

Current editor(s): Somnath Datta and Hira L. Koul

From Elsevier
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Volume 239, issue C, 2026

A Gaussian extremal property for a two-dimensional moment ratio in the symmetric stable family

Vaios Dermitzakis

Moment diagnostics for NBUE/NWUE ageing of the conditional time to ruin in the classical Cramér–Lundberg risk model

Vaios Dermitzakis

Extremes of Gaussian fields with a product term in the variance

Svyatoslav Novikov

Weak convergence from projections along a positive-measure set of directions

Alejandro Cholaquidis and Manuel Hernández-Banadik

A note on tamed Euler approximations for reflected stochastic differential equations with delay

Richeng Huang, Qingran Wang and Jing Wu

The information limit of consensus detection on bounded ordinal scales

Vincent Looten and Emeric Saguin

Sharp two-point local time estimates for critical branching random walks in low dimensions

Qitong Chen and Shuwen Lai

The Wiener stochastic flow associated with the skew sticky Tanaka equation

Wajdi Touhami

Convergence of the numerical segment process for super-linear stochastic functional differential equations

Shounian Deng, Weiyin Fei and Banban Shi

On a new state-dependent extreme shock model

Dheeraj Goyal and Maxim Finkelstein

Laws of large numbers for arrays of random variables under totally monotone capacities

Duong Xuan Giap

Addressing parity blindness of data-driven Sobolev tests on the hypersphere

Marcio Reverbel

On spectral clustering under non-isotropic Gaussian mixture models

Kohei Kawamoto, Yuichi Goto and Koji Tsukuda

Central limit theorem and Berry–Esseen bound for weighted sums generated by a bisexual branching process in random environments

Sheng Xiao

Some relations between the renewal and the harmonic renewal density

Sotirios Losidis, Konstadinos Politis and Vaios Dermitzakis

Distributed sketching on data partitions for OLS regression

Luyuan Yang, Brayden S. Garner, Shayan Shafaei and Chao Lan

Extreme Value Theory analysis of prime gap distributions: Statistical analysis of Cramér’s conjecture and light-tailed behavior

Gideon Afriyie

A note on k-NN gating in RAG

Gérard Biau and Claire Boyer

Continuous kernel point processes with spectral transform

Amitakshar Biswas

Modular aggregation as a debiasing method for non-stationary discrete sources: Convergence and numerical validation

Eduardo Gueron

Finite-sample Borel–Cantelli inequalities under mixing conditions

Chatchawan Panraksa

On conditional independence within multivariate Bernoulli random vectors

Samuel Valiquette and Christian Genest

Tail ratio limits and one-sided hazard convergence for class L(γ)

Nan Liu, Peihan Song and Wei Chen

Local precise large deviations for the elephant random walk with random step sizes

Shuyuan Liang

Nonparametric estimation of splicing points in actuarial loss distributions via data transformation

Benedikt Funke and Masayuki Hirukawa

Self-normalized tests for multistep conditional predictive ability

Qitong Chen and Shuwen Lai

On the equivalence of weak and strong convergences of densities

Kairat Mynbaev and Carlos Martins-Filho

Functional law of large numbers and central limit theorem for Crump–Mode–Jagers branching processes

Ibrahima Dramé and Etienne Pardoux

Divergence-private query release and high-dimensional mean estimation

Fengnan Deng and Anand N. Vidyashankar

Volume 238, issue C, 2026

Extending infinitely divisible distributions: An algebraic approach

David Berger

Geometric ergodicity of Gibbs sampler for Bayesian linear regression with tail adaptive shrinkage

Abhisek Chakraborty

An improved trajectory fitting estimator for reflected Cox–Ingersoll–Ross interest rate processes with two-sided barriers

Xuekang Zhang, Jiaqi Wu and Hongjian Liu

Sharp W1 bounds for compound sums

Vaios Dermitzakis

Range-based last passage time for spectrally negative Lévy processes

Mengni Yang

Variational shrinkage and excess risk in sparse normal means

Farrukh Javed

Wasserstein convergence properties for Gaussian-smoothed empirical measures

Huaiqian Li and Bingyao Wu

Game options with jumps and multiple defaults: Valuation via doubly reflected BSDEs

Badr Elmansouri

From the GNZ identity to a Dyson–Schwinger cumulant hierarchy for point processes

Daniel E. Clark

Sharp large deviation estimates for heavy-tailed extrema

José M. Zapata

On the distribution and asymptotics of the quadratic variation of Brownian motion on a time scale

Suman Sanyal

Asymptotic theory for multiple samples with flexible random membership

Ha-Young Shin

From Lévy jumps to Gaussian fluctuations: A weak error analysis

Hongbo Fu and Li Wan

A semi-implicit Euler–Maruyama approximation for SDEs with super-linearly growing drifts

Thanh-Phuong Hua, Quynh-Chi Le, Xuan-Tung Nghiem, Duc-Trong Luong and Hoang Long Ngo

Degenerate boundary conditions in mean-reverting optimal stopping problems

Makoto Goto

Spatial independent component analysis for heteroskedastic random fields

Rodrigo Morales Martínez, Klaus Nordhausen and Anne M. Ruiz

An adaptive test procedure for high-dimensional regression coefficients

Ping Zhao, Fengyi Song and Huifang Ma

Maximum entropy of sums of independent ternary random variables

Mladen Kovačević

Statistical inference for sequential feature selection after domain adaptation

Duong Tan Loc, Nguyen Thang Loi and Vo Nguyen Le Duy

Absolute moment inequalities under quadratic-form positivity

Zhekai Pang

Measures of inaccuracy based on varextropy

Faranak Goodarzi and Somayeh Ghafouri

The generalized word count in two-level fractional factorial designs

Xietao Zhou and Steven G. Gilmour

On invariant moment matching priors for Bayesian point prediction

Shintaro Hashimoto

On the Kolmogorov–Feller weak law of large numbers for the Fréchet mean on non-compact symmetric spaces

Jongmin Lee and Sungkyu Jung

Precise large deviations for random Dirichlet series

Xianjie Xia

Split empirical likelihood via universal inference for bounded means

Jiade Xu and Zhouping Li

Time-varying fractional and bifractional Brownian motions on metric spaces

Chunsheng Ma

Longest visible rays in Boolean models with general convex grains

Christoph Thäle

Optimal design evaluation and selection for order-of-addition factorial experiments

Shengli Zhao, Guangpeng Pang and Haojie Yan

A modeling framework for analyzing repeated outcomes from high-dimensional complex big data using statistical learning models

Rafiqul Chowdhury, M. Tariqul Hasan and Shahariar Huda

Bayesian multiplicity correction in the probabilistic forward stepwise framework

Andrew Womack and Daniel Taylor-Rodríguez

On the estimation of large-dimensional covariance matrices based on noisy observations

Yibo Deng, Ningning Xia and Wenxin Yu