Statistics & Probability Letters

1982 - 2025

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

From Elsevier
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Volume 197, issue C, 2023

Rates of convergence in the free central limit theorem

Makoto Maejima and Noriyoshi Sakuma

Optimal non-asymptotic concentration of centered empirical relative entropy in the high-dimensional regime

Yanpeng Li and Boping Tian

Berry-Essén theorem for random determinants

Charles-Philippe Diez and Ciprian A. Tudor

Local polynomial estimation of nonparametric general estimating equations

Francesco Bravo

Multivariate exponential power Lévy processes and random fields

Chunsheng Ma

On expected waiting time until given words appear in random sequence

Takashi Maeda and Yuya Unten

Large deviations of aggregate amount of claims in compound risk model with arbitrary dependence between claim sizes and waiting times

Qingwu Gao, Lin, Jia’nan and Xijun Liu

The stochastic nonlinear Schrödinger equations driven by pure jump noise

Jian Wang, Jianliang Zhai and Jiahui Zhu

The eigenvector LSD of information plus noise matrices and its application to linear regression model

Yuling Li, Huanchao Zhou and Jiang Hu

Optimal guessing under nonextensive framework and associated moment bounds

Abhik Ghosh

Exact uniform modulus of continuity for q-isotropic Gaussian random fields

Adrián Hinojosa-Calleja

Which Urbanik class Lk, do the hyperbolic and the generalized logistic characteristic functions belong to?

Zbigniew J. Jurek

Compound Poisson processes: Potentials, Green measures and random times

Yuri Kondratiev and José L. da Silva

Causal predictability and weak solutions of the stochastic differential equations with driving semimartingales

Ana Merkle

Limit Theorems for an extended inverse Hawkes process with general exciting functions

Dharmaraja Selvamuthu, Shamiksha Pandey and Paola Tardelli

Baum–Katz-type complete and complete moment convergence theorems for the maximum of partial sums under sub-linear expectations

Fengxiang Feng

Controlling the false discovery rate via competition: Is the +1 needed?

Andrew Rajchert and Uri Keich

Product inequalities for multivariate Gaussian, gamma, and positively upper orthant dependent distributions

Dominic Edelmann, Donald Richards and Thomas Royen

On a cover time problem on a dynamic graph with steps at random times

Yunus Emre Demirci, Ümi̇t Işlak and Mehmet Akif Yıldız

On the compression phenomenon of typical discrepancies

Kai Jia, Renjun Qiu, Zhengming Wang and Xiaojun Duan

Generalized weak laws of large numbers in Hilbert spaces

Mengmeng Chang and Yu Miao

Multivariate Poisson model adjusting for unidirectional covariate misrepresentation

Pengcheng Zhang and Xueyuan Wu

Volume 196, issue C, 2023

Endogenous treatment effect for any response conditional on control propensity score

Jin-young Choi, Goeun Lee and Myoung-jae Lee

Adaptive signal recovery with Subbotin noise

Joshua C. Miller and Natalia A. Stepanova

Tempered space fractional negative binomial process

Aditya Maheshwari

Asymptotic results for the absorption time of telegraph processes with a non-standard barrier at the origin

Antonella Iuliano and Claudio Macci

Uniformly most powerful unbiased tests for the dispersion parameter of the Conway–Maxwell–Poisson distribution

S. Bedbur and U. Kamps

On a class of mixed stochastic heat equations driven by spatially homogeneous Gaussian noise

Bin Zhang, Zhigang Yao and Junfeng Liu

Volume 195, issue C, 2023

Two-step estimation in linear regressions with adaptive learning

Alexander Mayer

Adaptive and efficient estimation in the Gaussian sequence model

Jingfu Peng

Exponential inequalities for the number of subgraphs in the Erdös–Rényi random graph

Alexander A. Bystrov and Nadezhda V. Volodko

Laplace’s method and BIC model selection for least absolute value criterion

Jean-Marc Bardet

Speed function for biased random walks with traps

Volker Betz, Matthias Meiners and Ivana Tomic

Stationary distributions for stochastic differential equations with memory driven by α-stable processes

Wei Wang and Xiulian Wang

Generalization of the Glivenko–Cantelli theorem to finite-dimensional distributions of ergodic homogeneous random fields

Arkady Tempelman

Well-posedness and regularity for solutions of Caputo stochastic fractional delay differential equations

P.T. Huong and N.T. The

A note on an SLLN of Dvoretzky–Erdös Type

Jiansheng Xie and Ruisong Zhou

Stability analysis for a class of stochastic delay nonlinear systems driven by G-Lévy Process

Li Ma, Yujing Li and Quanxin Zhu

Diffusion approximation of an infinite-server queue under Markovian environment with rapid switching

Ankita Sen and N. Selvaraju

On the time to identify the nodes in a random graph

Jonathan R. Stewart

Moderate deviations of hitting times of a family of density-dependent Markov chains

Yuheng He and Xiaofeng Xue

Exploration nonlocal controllability for Hilfer fractional differential inclusions with Clarke subdifferential and nonlinear noise

Hamdy M. Ahmed and Quanxin Zhu

Asymptotic behavior for supercritical branching processes

Juan Wang, Xueke Wang and Junping Li

Some new inequalities for beta distributions

Alexander Henzi and Lutz Dümbgen

Skew-product decomposition of Brownian motion on an ellipsoid

Ivana Valentić

A record-values property of a renewal process with random inspection time

Udo Kamps and Diana Rauwolf

Hitting times, number of jumps, and occupation times for continuous-time finite state Markov chains

David B. Colwell

On inverse-Gamma distribution delayed by Poisson process

Aîcha Bareche and Abdelouahab Bibi

W2 barycenters for radially related distributions

N. Ghaffari and S.G. Walker

On the averaging principle for stochastic differential equations driven by G-Lévy process

Mingxia Yuan, Bingjun Wang and Zhiyan Yang

Reweighted madogram-type estimator of Pickands dependence function

Nan Zou