Journal of Theoretical Probability

1997 - 2025

Current editor(s): Andrea Monica

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Volume 36, issue 4, 2023

Exponential Behaviour of Nonlinear Fractional Schrödinger Evolution Equation with Complex Potential and Poisson Jumps pp. 1939-1955

N. Durga and P. Muthukumar

On the Probabilistic Representation of the Free Effective Resistance of Infinite Graphs pp. 1956-1971

Tobias Weihrauch and Stefan Bachmann

Fluctuation Moments Induced by Conjugation with Asymptotically Liberating Random Matrix Ensembles pp. 1972-2039

Josue Vazquez-Becerra

Asymptotic Properties of Extremal Markov Processes Driven by Kendall Convolution pp. 2040-2065

Marek Arendarczyk, Barbara Jasiulis-Gołdyn and Edward Omey

Asymptotic Properties of Random Contingency Tables with Uniform Margin pp. 2066-2092

Da Wu

On the Ergodicity of Certain Markov Chains in Random Environments pp. 2093-2125

Balázs Gerencsér and Miklós Rásonyi

On Conditioning Brownian Particles to Coalesce pp. 2126-2164

Vitalii Konarovskyi and Victor Marx

Fractional Poisson Processes of Order k and Beyond pp. 2165-2191

Neha Gupta and Arun Kumar

Scaling Limits of Slim and Fat Trees pp. 2192-2228

Vladislav Kargin

Stochastic Dynamics of Generalized Planar Random Motions with Orthogonal Directions pp. 2229-2261

Fabrizio Cinque and Enzo Orsingher

Semi-uniform Feller Stochastic Kernels pp. 2262-2283

Eugene A. Feinberg, Pavlo O. Kasyanov and Michael Z. Zgurovsky

Quantitative Russo–Seymour–Welsh for Random Walk on Random Graphs and Decorrelation of Uniform Spanning Trees pp. 2284-2310

Gourab Ray and Tingzhou Yu

Generalized Backward Doubly Stochastic Differential Equations Driven by Lévy Processes with Discontinuous and Linear Growth Coefficients pp. 2311-2338

Jean-Marc Owo and Auguste Aman

On the Relation of One-Dimensional Diffusions on Natural Scale and Their Speed Measures pp. 2339-2358

David Criens

Discretization of the Ergodic Functional Central Limit Theorem pp. 2359-2402

Gilles Pagès and Clément Rey

Strong Local Nondeterminism and Exact Modulus of Continuity for Isotropic Gaussian Random Fields on Compact Two-Point Homogeneous Spaces pp. 2403-2425

Tianshi Lu, Chunsheng Ma and Yimin Xiao

The Oscillating Random Walk on $$ {\mathbf {\mathbb {Z}}} $$ Z pp. 2426-2447

Tran Duy Vo

The Smallest Singular Value of a Shifted Random Matrix pp. 2448-2475

Xiaoyu Dong

On Null-Homology and Stationary Sequences pp. 2476-2500

Gerold Alsmeyer and Chiranjib Mukherjee

Structural Properties of Gibbsian Point Processes in Abstract Spaces pp. 2501-2563

Steffen Betsch

Almost Sure Uniform Convergence of Stochastic Processes in the Dual of a Nuclear Space pp. 2564-2589

C. A. Fonseca-Mora

A Strong Convergence Rate of the Averaging Principle for Two-Time-Scale Forward-Backward Stochastic Differential Equations pp. 2590-2610

Jie Xu and Qiqi Lian

Volume 36, issue 3, 2023

Precise Local Estimates for Differential Equations driven by Fractional Brownian Motion: Elliptic Case pp. 1341-1367

Xi Geng, Cheng Ouyang and Samy Tindel

Resolution of Sigma-Fields for Multiparticle Finite-State Action Evolutions with Infinite Past pp. 1368-1399

Yu Ito, Toru Sera and Kouji Yano

Reflected Backward Stochastic Differential Equations Associated to Jump Markov Processes and Application to Partial Differential Equations pp. 1400-1436

Abdelkarim Oualaid, Khaled Bahlali and Youssef Ouknine

Equivalence–Singularity Dichotomy in Markov Measures pp. 1437-1453

Nachi Avraham-Re’em

A Kolmogorov–Chentsov Type Theorem on General Metric Spaces with Applications to Limit Theorems for Banach-Valued Processes pp. 1454-1486

Volker Krätschmer and Mikhail Urusov

Asymptotic Behavior of Stochastic Complex Lattice Systems Driven by Superlinear Noise pp. 1487-1519

Zhang Chen and Bixiang Wang

Weighted Davis Inequalities for Martingale Square Functions pp. 1520-1533

Dennis Wollgast and Pavel Zorin-Kranich

Expected Number of Zeros of Random Power Series with Finitely Dependent Gaussian Coefficients pp. 1534-1554

Kohei Noda and Tomoyuki Shirai

Transcritical Bifurcation for the Conditional Distribution of a Diffusion Process pp. 1555-1571

Michel Benaïm, Nicolas Champagnat, William Oçafrain and Denis Villemonais

Wasserstein-Type Distances of Two-Type Continuous-State Branching Processes in Lévy Random Environments pp. 1572-1590

Shukai Chen, Rongjuan Fang and Xiangqi Zheng

Central Limit Theorem for Kernel Estimator of Invariant Density in Bifurcating Markov Chains Models pp. 1591-1625

S. Valère Bitseki Penda and Jean-François Delmas

Limit Theorems for Deviation Means of Independent and Identically Distributed Random Variables pp. 1626-1666

Mátyás Barczy and Zsolt Páles

Selfsimilar Free Additive Processes and Freely Selfdecomposable Distributions pp. 1667-1697

Makoto Maejima and Noriyoshi Sakuma

Existence and Uniqueness of Solutions for Multi-dimensional Reflected Backward Stochastic Differential Equations with Diagonally Quadratic Generators pp. 1698-1719

Yuyang Chen and Peng Luo

Support Theorem for Lévy-driven Stochastic Differential Equations pp. 1720-1742

Oleksii Kulyk

On the Characterization of a Finite Random Field by Conditional Distribution and its Gibbs Form pp. 1743-1761

Linda Khachatryan and Boris S. Nahapetian

Functional Inequalities for Some Generalised Mehler Semigroups pp. 1762-1796

Luciana Angiuli, Simone Ferrari and Diego Pallara

Using Stein’s Method to Analyze Euler–Maruyama Approximations of Regime-Switching Jump Diffusion Processes pp. 1797-1828

Xinghu Jin, Tian Shen and Zhonggen Su

Error distribution of the Euler approximation scheme for stochastic Volterra equations pp. 1829-1876

David Nualart and Bhargobjyoti Saikia

Ergodic Theorems with Random Weights for Stationary Random Processes and Fields pp. 1877-1901

Arkady Tempelman

Log-Harnack Inequality and Exponential Ergodicity for Distribution Dependent Chan–Karolyi–Longstaff–Sanders and Vasicek Models pp. 1902-1921

Yifan Bai and Xing Huang

Vector Random Fields on the Probability Simplex with Metric-Dependent Covariance Matrix Functions pp. 1922-1938

Chunsheng Ma

Volume 36, issue 2, 2023

The Large Deviation Principle for Inhomogeneous Erdős–Rényi Random Graphs pp. 711-727

Maarten Markering

A Support Theorem for Stochastic Differential Equations Driven by a Fractional Brownian Motion pp. 728-761

Jie Xu, Yanhua Sun and Jie Ren

$$L^p$$ L p -Error Estimates for Numerical Schemes for Solving Certain Kinds of Mean-Field Backward Stochastic Differential Equations pp. 762-778

Wei Zhang and Hui Min

A Central Limit Theorem for the Mean Starting Hitting Time for a Random Walk on a Random Graph pp. 779-810

Matthias Löwe and Sara Terveer

Lower Deviation Probabilities for Level Sets of the Branching Random Walk pp. 811-844

Shuxiong Zhang

From Irrevocably Modulated Filtrations to Dynamical Equations Over Random Networks pp. 845-875

Levent Ali Mengütürk

Almost Sure Behavior for the Local Time of a Diffusion in a Spectrally Negative Lévy Environment pp. 876-925

Grégoire Véchambre

Macroscopic Multi-fractality of Gaussian Random Fields and Linear Stochastic Partial Differential Equations with Colored Noise pp. 926-947

Jaeyun Yi

A Version of the Random Directed Forest and its Convergence to the Brownian Web pp. 948-1002

Glauco Valle and Leonel Zuaznábar

Iterative Weak Approximation and Hard Bounds for Switching Diffusion pp. 1003-1036

Qinjing Qiu and Reiichiro Kawai

An Exponential Nonuniform Berry–Esseen Bound for the Fractional Ornstein–Uhlenbeck Process pp. 1037-1058

Hui Jiang and Jingying Zhou

Reaction–Diffusion Models for a Class of Infinite-Dimensional Nonlinear Stochastic Differential Equations pp. 1059-1087

Conrado Costa, Bernardo Freitas Paulo da Costa and Daniel Valesin

Commutative Monoid Duality pp. 1088-1115

Jan Niklas Latz and Jan M. Swart

Some Bounds for the Expectations of Functions on Order Statistics and Their Applications pp. 1116-1147

Arvydas Astrauskas

Spectral Heat Content for Time-Changed Killed Brownian Motions pp. 1148-1180

Kei Kobayashi and Hyunchul Park

Hoffmann-Jørgensen Inequalities for Random Walks on the Cone of Positive Definite Matrices pp. 1181-1202

Armine Bagyan and Donald Richards

The Limiting Spectral Distribution of Large-Dimensional General Information-Plus-Noise-Type Matrices pp. 1203-1226

Huanchao Zhou, Zhidong Bai and Jiang Hu

Entropies of Sums of Independent Gamma Random Variables pp. 1227-1242

Giorgos Chasapis, Salil Singh and Tomasz Tkocz

Wasserstein Convergence Rates for Empirical Measures of Subordinated Processes on Noncompact Manifolds pp. 1243-1268

Huaiqian Li and Bingyao Wu

On the Second Eigenvalue of Random Bipartite Biregular Graphs pp. 1269-1303

Yizhe Zhu

On Order Isomorphisms Intertwining Semigroups for Dirichlet Forms pp. 1304-1320

Liping Li and Hanlai Lin

Limit Theorems for Iterates of the Szász–Mirakyan Operator in Probabilistic View pp. 1321-1338

Jiro Akahori, Ryuya Namba and Shunsuke Semba

Correction to: Strong Approximation of the Anisotropic Random Walk Revisited pp. 1339-1339

Endre Csáki and Antónia Földes

Volume 36, issue 1, 2023

High-Dimensional Central Limit Theorems for Homogeneous Sums pp. 1-45

Yuta Koike

Almost Sure Uniform Convergence of Stochastic Processes in the Dual of a Nuclear Space pp. 1-26

C. A. Fonseca-Mora

Volatility Estimation of Gaussian Ornstein–Uhlenbeck Processes of the Second Kind pp. 1-17

Rachid Belfadli, Khalifa Es-Sebaiy and Fatima-Ezzahra Farah

Moderate Deviation Principle for Multiscale Systems Driven by Fractional Brownian Motion pp. 1-57

Solesne Bourguin, Thanh Dang and Konstantinos Spiliopoulos

On Null-Homology and Stationary Sequences pp. 1-25

Gerold Alsmeyer and Chiranjib Mukherjee

The Galerkin Analysis for the Random Periodic Solution of Semilinear Stochastic Evolution Equations pp. 1-27

Yue Wu and Chenggui Yuan

Discretization of the Ergodic Functional Central Limit Theorem pp. 1-44

Gilles Pagès and Clément Rey

On the Normalized Laplacian Spectra of Random Geometric Graphs pp. 46-77

Mounia Hamidouche, Laura Cottatellucci and Konstantin Avrachenkov

Parameter Estimation for Ornstein–Uhlenbeck Driven by Ornstein–Uhlenbeck Processes with Small Lévy Noises pp. 78-98

Xuekang Zhang, Huisheng Shu and Haoran Yi

The Limit Empirical Spectral Distribution of Gaussian Monic Complex Matrix Polynomials pp. 99-133

Giovanni Barbarino and Vanni Noferini

Optimal Hardy Inequalities for Schrödinger Operators Based on Symmetric Stable Processes pp. 134-166

Yusuke Miura

Moment Bounds for a Generalized Anderson Model with Gaussian Noise Rough in Space pp. 167-200

Junfeng Liu

Entropic Regularization of Wasserstein Distance Between Infinite-Dimensional Gaussian Measures and Gaussian Processes pp. 201-296

Hà Quang Minh

Integral Functionals for Spectrally Positive Lévy Processes pp. 297-314

Pei-Sen Li and Xiaowen Zhou

On the Exponential Ergodicity of (2+2)-Affine Processes in Total Variation Distances pp. 315-330

Shukai Chen

The Local Limit Theorem for Supercritical Branching Processes with Immigration pp. 331-347

Liuyan Li and Junping Li

On Self-Similar Bernstein Functions and Corresponding Generalized Fractional Derivatives pp. 348-371

Peter Kern and Svenja Lage

A Strong Version of the Skorohod Representation Theorem pp. 372-389

Luca Pratelli and Pietro Rigo

Hoeffding–Serfling Inequality for U-Statistics Without Replacement pp. 390-408

Jianhang Ai, Ondřej Kuželka and Yuyi Wang

Asymptotic Normality in Banach Spaces via Lindeberg Method pp. 409-455

Alfredas Račkauskas and Charles Suquet

Hydrodynamic Limit for the d-Facilitated Exclusion Process pp. 456-493

Yuhuan Lei and Zhonggen Su

Generalization of the Energy Distance by Bernstein Functions pp. 494-521

Jean Carlo Guella

On Chemical Distance and Local Uniqueness of a Sufficiently Supercritical Finitary Random Interlacements pp. 522-592

Zhenhao Cai, Xiao Han, Jiayan Ye and Yuan Zhang

The Heyde Theorem on a Group $$\mathbb {R}^n \times D$$ R n × D, Where D is a Discrete Abelian Group pp. 593-604

Margaryta Myronyuk

Backward Euler–Maruyama Method for the Random Periodic Solution of a Stochastic Differential Equation with a Monotone Drift pp. 605-622

Yue Wu

A Class of Non-Reversible Hypercube Long-Range Random Walks and Bernoulli Autoregression pp. 623-645

Andrea Collevecchio and Robert Griffiths

A Proof of Sanov’s Theorem via Discretizations pp. 646-660

Rangel Baldasso, Roberto I. Oliveira, Alan Pereira and Guilherme Reis

Large Deviation Principle for Occupation Measures of Stochastic Generalized Burgers–Huxley Equation pp. 661-709

Ankit Kumar and Manil T. Mohan