Statistics & Probability Letters

1982 - 2026

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

From Elsevier
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Volume 235, issue C, 2026

Bandwidth of gamma-distribution-shaped functions via Lambert W function

Anthony LoPrete and Johannes Burge

Symmetrization for high dimensional dependent random variables

Jonathan B. Hill

A new mixed generalized δ-shock model

Sirous Fathi Manesh, Muhyiddin Izadi and Baha-Eldin Khaledi

First to reach n game

Stanislav Volkov and Magnus Wiktorsson

Kac–Stroock type approximations for the Brownian motion from renewal processes

Xavier Bardina and Salim Boukfal

Minimum variance designs with constrained maximum bias

Douglas P. Wiens

A directional Poisson point process for univariate extremes

Lambert De Monte and Ioannis Papastathopoulos

Existence and non-existence of the CLT for a family of SDEs driven by stable processes

Yingjun Mo and Yu Wang

Explicit occupation-time laws via operator reduction for Lévy processes with two-sided rational jumps

Djilali Ait-Aoudia

Discrete-time partially observable stopping games with a risk probability criterion

Wenzhao Zhang, Jinwen Xu and Qing Li

On the characteristic function of the asymmetric Student’s t-distribution and an integral involving the sine function

Robert E. Gaunt

Limit theorems for marked dynamic contagion processes with mean-reverting Cox–Ingersoll–Ross intensity

Shamiksha Pandey and Dharmaraja Selvamuthu

An objective non-local prior for skew-symmetric models

F.J. Rubio

Ergodicity and exponential ergodicity of generalized stochastic Gilpin–Ayala model driven by α-stable process

Xiangyu Zhou, Huisheng Shu, Jie Ding and Xuekang Zhang

Sharp large deviation estimates for Gaussian extrema

José M. Zapata

Portfolio optimization with probability distortion

Sally Giuseppe Arcidiacono and Salvatore Greco

Empirical Orlicz norms

Fabian Mies

An inequality involving alternating binomial sums

Aristides V. Doumas

A note on the exact simulation of a random eigenvalue of a gue matrix

Luc Devroye and Jad Hamdan

Chung’s LIL for the linear stochastic fractional heat equation at origin

Chang Liu and Ran Wang

The maximal correlation coefficient associated with the minimum

Yinshan Chang and Qinwei Chen

A family of conjugate priors for the natural exponential family generated by the generalized hyperbolic secant distributions

Koichi Tojo and Taro Yoshino

A law of thin processes with neighbour-count thinning

Kateryna Hlyniana

Landscape k-complexity of isotropic centered Gaussian fields

Jean-Marc Azaïs and Céline Delmas

Worst-case Chernoff bounds for sums of random variables with known means and unequal ranges

Jackson Loper and Jeffrey Regier

On necessary conditions of rational-infinite divisibility for distributions with non-zero discrete parts

A.A. Khartov

The discrepancy in min-max statistics between two random matrices with finite third moments

Zijun Chen, Yiming Chen and Chengfu Wei

Extended Glivenko–Cantelli theorem in nonlinear autoregressive time series

Fuxia Cheng

Stochastic homogenization of stable-like processes with divergence free drifts

Xin Chen and Kun Yin

Poisson–Dirichlet approximation for the stationary distribution of the inclusion process

Han L. Gan

Central limit theorem for distribution dependent SDEs with multiplicative fractional noise

Jin Qian and Guangjun Shen

On existence of local times for additive Lévy fields

Pradeep Vishwakarma and Kuldeep Kumar Kataria

Nonparametric estimation of a bivariate mean inactivity time function with application in pink eye disease data

Swaroop Georgy Zachariah, Mohd. Arshad and Mojammel Haque Sarkar

Volume 234, issue C, 2026

Hawkes process with tempered Mittag-Leffler kernel

Neha Gupta and Aditya Maheshwari

Mean convergence theorems and weak law of large number for multidimensional arrays of pairwise negatively dependent random variables

Nguyen Chi Dzung, Nguyen Thi Thuy and Vo Thi Hong Van

Strong consistency of the SIMEX estimator in linear regression with a conditionally Poisson covariate

Aijun Yang, Mary Lesperance and Farouk S. Nathoo

Moderate deviation principle for the chi-square statistics

Zhenhong Yu and Yu Miao

Classical central limit theorem via conditional expectations

Luca Pratelli and Pietro Rigo

On Fisher information for multivariate elliptically contoured distributions

György Terdik

An elementary proof of Walker’s refined Cauchy–Schwarz inequality

Mehrnoush Mokhtarpour, Hamzeh Agahi and Ahmad Pourdarvish

Multivariate Archimedean copulas with fractal support

Lea Maislinger and Wolfgang Trutschnig

Influence functions for LTS and reweighted LTS estimators based on moment conditions

Ben Jann, Vincenzo Verardi and Catherine Vermandele

Remarks on stationary GARCH processes under heavy tail distributions

Marc Taberner-Ortiz and Manfred Denker

Walker’s self-improvement inequality revisited

Cezar Lupu and Roxana Tanase

Fourth-moment lower bounds on probability of a random vector falling inside a Euclidean ball

Katarzyna Budny

Dependent empirical copula suprema: Gaussian comparison and linearization

Božidar V. Popović

Robust variance estimators for risk ratio estimators from logistic regression in cohort and case-cohort studies

Hisashi Noma

Central limit theorem and invariance principle for triangular arrays of weakly dependent random variables with values in Lp[0,1]

Ibrohim Muxtorov and Olimjon Sharipov

Infinite-time ruin probability of a multivariate renewal risk model with Brownian perturbations

Dimitrios G. Konstantinides

Spatial model: Unit root estimation

J. Nulph and G. Richardson

Convergence rate of the projection scheme for reflected SDEs with non-Lipschitz coefficients

Mingbo Zhang

The Largest Lyapunov exponent for products of rotationally invariant random matrices

Qichao Dong

A Boolean-dilation based property of the free Poisson law

Raouf Fakhfakh, Ghadah Alomani, Ayed R.A. Alanzi, Shokrya S. Alshqaq and Ibrahim-Elkhalil Ahmed

Asymptotic degeneracy of the Benjamini–Hochberg estimator for non-null hypothesis proportions

Nabaneet Das

A note on physical dependence and mixing conditions for triangular arrays

Florian Heinrichs

On the singularity of the Fisher Information matrix in the sine-skewed family on the d-dimensional torus

Emily Schutte, Sophia Loizidou and Vincent Laheurte

Expected discrimination frequency for multi-server queues

Bara Kim and Jeongsim Kim

Itô formula for reduced rough paths

Nannan Li and Xing Gao