Statistics & Probability Letters

1982 - 2026

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

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 236, issue C, 2026

Edge statistics for singular values of products of rectangular complex Gaussian matrices

Yandong Gu

A simple geometric proof for the characterisation of e-merging functions

Eugenio Clerico

Characterizations of distributions of (k1,k2,…,km) patterns

Kiyoshi Inoue

Exact moment formulae for mean-normalized statistics with applications to inequality measures

Haolin Zou, Heyuan Yao and Victor H. de la Peña

A high-dimensional additive model with a nonparametric extension of Box–Cox transformations

Weijuan Liang, Qingzhao Zhang and Shuangge Ma

Asymptotic non-equivalence of a diffusion and its Euler scheme experiments with unknown variance

Natesh S. Pillai and Aaron Smith

Sublinear expectation structure under discrete state space

Shuzhen Yang and Wenqing Zhang

Parabolic Anderson model on infinite-dimensional hypercube(I): Asymptotic total mass

Jijun Zhao, Caishi Wang and Nan Fan

Computing expectiles via fixed point iterations

Thi Khanh Linh Ha, Andreas H. Hamel and Daniel Kostner

Functional central limit theorems for the dynamic elephant random walk

Go Tokumitsu

A zero intercept Vec model

Christian M. Hafner and Arie Preminger

A sample-path approach to almost sure exponential stability of moment exponentially stable stochastic functional differential equations

Yiyi Tang

Identifiable sparse Bayesian factorizations via meta regression

Antonio Canale, Lorenzo Schiavon and Federica Stolf

Transfer learning for high-dimensional linear regression under grouped variables

Peng Lai and Yujie Sun

A relaxation of conditions for the convergence of the maximum of stationary random field to an extreme value distribution

Kazuki Nakajima

A finite-sample Borel–Cantelli inequality under m-dependence

Chatchawan Panraksa

Markov processes on a circular lattice

Sourav Majumdar

Boundary behavior of continuous-state interacting multi-type branching processes with immigration

Peng Jin and Jiaqi Zhou

Multi-treatment classification weighted learning for estimating optimal treatment regimes

Yuexin Fang, Hongmei Li and Xiangyong Tan

Bartlett identities for spatial point processes

Daniel E. Clark

Cramér-type moderate deviations for autoregressive processes with Weibull-type innovations

Xiequan Fan, Haijuan Hu and Huazhang Li

Continuity for g-expectation of distribution functions under Kolmogorov distance

Hui Zhang, Dejian Tian and Long Jiang

A matrix-variate log-normal model for covariance matrices

Edoardo Otranto

On a variation of gambler’s ruin problem

Zhiyi Chi and Vladimir Pozdnyakov

Adaptive regularization of high-dimensional Toeplitz covariance matrix

Deliang Dai, Yuli Liang, Stanislas Muhinyuza and Jianxin Pan

A law of large numbers for predicting several steps ahead

Vladimir Vovk

Functionals of reflected diffusion processes

Yi Zhang and Jun Peng

Reduction and classification of higher-order Markov chains

C. Gallesco, C.T. Genovese Huss Oliveira and D.Y. Takahashi

On recovering the conditional quantile and regression functions from moments, Part 1: Approximation

Robert M. Mnatsakanov

High-dimensional probabilistic PCA with strong and weak factors: Estimation of noise variance

Zhijun Liu, Jiang Hu, Zhidong Bai and Guangyun Wu

Decreasing nature of a sequence related to the Coupon Collector’s problem

Kia Keng Giam

Transfer learning for latent variable Gaussian graphical models

Hailiang Gao and Lixin Zhang

Wilks confidence regions for empirical weighted quantiles

M. Allouche and E. Gobet

A note on the relation between one–step, outcome regression and IPW–type estimators of parameters with the mixed bias property

Andrea Rotnitzky, Ezequiel Smucler and James M. Robins

On lower bounds for hypergeometric tails

Jianhang Ai and Christos Pelekis

Tempered fractional iterated Ornstein–Uhlenbeck processes

Jixia Wang, Haochuang Liu and Limin Liu

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