Journal of Theoretical Probability

1997 - 2025

Current editor(s): Andrea Monica

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Volume 33, issue 4, 2020

The Multifaceted Behavior of Integrated supOU Processes: The Infinite Variance Case pp. 1801-1831

Danijel Grahovac, Nikolai N. Leonenko and Murad S. Taqqu

Total Variation Cutoff for the Transpose Top-2 with Random Shuffle pp. 1832-1854

Subhajit Ghosh

Percolative Properties of Brownian Interlacements and Its Vacant Set pp. 1855-1893

Xinyi Li

Extreme Value Theory for Long-Range-Dependent Stable Random Fields pp. 1894-1918

Zaoli Chen and Gennady Samorodnitsky

Rate of Convergence for the Weighted Hermite Variations of the Fractional Brownian Motion pp. 1919-1947

Nicholas Ma and David Nualart

Continuity for the Rate Function of the Simple Random Walk on Supercritical Percolation Clusters pp. 1948-1973

Naoki Kubota

Limiting Distributions of Generalised Poisson–Dirichlet Distributions Based on Negative Binomial Processes pp. 1974-2000

Yuguang Ipsen, Ross Maller and Soudabeh Shemehsavar

Two Groups in a Curie–Weiss Model with Heterogeneous Coupling pp. 2001-2026

Werner Kirsch and Gabor Toth

Darling–Kac Theorem for Renewal Shifts in the Absence of Regular Variation pp. 2027-2060

Péter Kevei and Dalia Terhesiu

Scaling Limits in Divisible Sandpiles: A Fourier Multiplier Approach pp. 2061-2088

Alessandra Cipriani, Jan Graaff and Wioletta M. Ruszel

Resolvent Decomposition Theorems and Their Application in Denumerable Markov Processes with Instantaneous States pp. 2089-2118

Anyue Chen

Sojourn Times of Gaussian Processes with Trend pp. 2119-2166

Krzysztof Dȩbicki, Peng Liu and Zbigniew Michna

A Spectral Characterization for Concentration of the Cover Time pp. 2167-2184

Jonathan Hermon

Spectral Radii of Products of Random Rectangular Matrices pp. 2185-2212

Yongcheng Qi and Mengzi Xie

Uniform Dimension Results for the Inverse Images of Symmetric Lévy Processes pp. 2213-2232

Hyunchul Park, Yimin Xiao and Xiaochuan Yang

Random Walks on Comb-Type Subsets of $$\mathbb {Z}^2$$ Z 2 pp. 2233-2257

Endre Csáki and Antónia Földes

Extremes of a Type of Locally Stationary Gaussian Random Fields with Applications to Shepp Statistics pp. 2258-2279

Zhongquan Tan and Shengchao Zheng

Convergence to Equilibrium for Time-Inhomogeneous Jump Diffusions with State-Dependent Jump Intensity pp. 2280-2314

E. Löcherbach

Strong Law of Large Numbers for a Function of the Local Times of a Transient Random Walk in $${\mathbb {Z}}^d$$ Z d pp. 2315-2336

Inna M. Asymont and Dmitry Korshunov

A Note on Duality Theorems in Mass Transportation pp. 2337-2350

Pietro Rigo

On the Quenched Central Limit Theorem for Stationary Random Fields Under Projective Criteria pp. 2351-2379

Na Zhang, Lucas Reding and Magda Peligrad

Limiting Behavior of Largest Entry of Random Tensor Constructed by High-Dimensional Data pp. 2380-2400

Tiefeng Jiang and Junshan Xie

Volume 33, issue 3, 2020

Numerical Scheme for Stochastic Differential Equations Driven by Fractional Brownian Motion with $$ 1/4 pp. 1211-1237

Héctor Araya, Jorge A. León and Soledad Torres

Quenched Invariance Principles for Orthomartingale-Like Sequences pp. 1238-1265

Magda Peligrad and Dalibor Volný

On the Long-Time Behavior of a Perturbed Conservative System with Degeneracy pp. 1266-1295

Wenqing Hu

Scaling Limits of Random Walk Bridges Conditioned to Avoid a Finite Set pp. 1296-1326

Kôhei Uchiyama

Local Semicircle Law Under Fourth Moment Condition pp. 1327-1362

F. Götze, A. Naumov and A. Tikhomirov

Remarks on a Free Analogue of the Beta Prime Distribution pp. 1363-1400

Hiroaki Yoshida

A Donsker-Type Theorem for Log-Likelihood Processes pp. 1401-1425

Zhonggen Su and Hanchao Wang

Borodin–Péché Fluctuations of the Free Energy in Directed Random Polymer Models pp. 1426-1444

Zsófia Talyigás and Bálint Vető

Moment Bounds for Large Autocovariance Matrices Under Dependence pp. 1445-1492

Fang Han and Yicheng Li

On Free Regular and Bondesson Convolution Semigroups pp. 1493-1505

A. Kuznetsov

The Distribution of Permutation Matrix Entries Under Randomized Basis pp. 1506-1522

Benjamin Tsou

Functional Inequalities for Feynman–Kac Semigroups pp. 1523-1540

James Thompson

Gaussian Fluctuations for Linear Eigenvalue Statistics of Products of Independent iid Random Matrices pp. 1541-1612

Natalie Coston and Sean O’Rourke

Nearly Hyperharmonic Functions are Infima of Excessive Functions pp. 1613-1629

Wolfhard Hansen and Ivan Netuka

Isotropic Covariance Matrix Functions on Compact Two-Point Homogeneous Spaces pp. 1630-1656

Tianshi Lu and Chunsheng Ma

Range and Speed of Rotor Walks on Trees pp. 1657-1690

Wilfried Huss and Ecaterina Sava-Huss

Hurst Index Estimation in Stochastic Differential Equations Driven by Fractional Brownian Motion pp. 1691-1714

Jan Gairing, Peter Imkeller, Radomyra Shevchenko and Ciprian Tudor

Random Walks on Finite Quantum Groups pp. 1715-1736

Isabelle Baraquin

Stable Processes with Stationary Increments Parameterized by Metric Spaces pp. 1737-1754

Zuopeng Fu and Yizao Wang

Existence of Invariant Measures for Reflected Stochastic Partial Differential Equations pp. 1755-1767

Jasdeep Kalsi

Constructive Regularization of the Random Matrix Norm pp. 1768-1790

Elizaveta Rebrova

Correction to: Cylindrical Martingale Problems Associated with Lévy Generators pp. 1791-1800

David Criens

Volume 33, issue 2, 2020

A Penalised Model Reproducing the Mod-Poisson Fluctuations in the Sathé–Selberg Theorem pp. 567-589

Yacine Barhoumi-Andréani

Self-similar Growth Fragmentations as Scaling Limits of Markov Branching Processes pp. 590-610

Benjamin Dadoun

Density Bounds for Solutions to Differential Equations Driven by Gaussian Rough Paths pp. 611-648

Benjamin Gess, Cheng Ouyang and Samy Tindel

Lévy Processes and Infinitely Divisible Measures in the Dual of a Nuclear Space pp. 649-691

C. A. Fonseca-Mora

Talagrand Inequality at Second Order and Application to Boolean Analysis pp. 692-714

Kevin Tanguy

Law of the First Passage Triple of a Spectrally Positive Strictly Stable Process pp. 715-748

Zhiyi Chi

Cramér Moderate Deviation Expansion for Martingales with One-Sided Sakhanenko’s Condition and Its Applications pp. 749-787

Xiequan Fan, Ion Grama and Quansheng Liu

Limits for Partial Maxima of Gaussian Random Vectors pp. 788-827

James Kuelbs and Joel Zinn

On the Convergence of FK–Ising Percolation to $$\mathrm {SLE}(16/3, (16/3)-6)$$SLE(16/3,(16/3)-6) pp. 828-865

Christophe Garban and Hao Wu

Limit Theorems for Cylindrical Martingale Problems Associated with Lévy Generators pp. 866-905

David Criens

Pinned Diffusions and Markov Bridges pp. 906-917

Florian Hildebrandt and Sylvie Rœlly

An Integral Characterization of the Dirichlet Process pp. 918-930

Günter Last

Bridges with Random Length: Gamma Case pp. 931-953

Mohamed Erraoui, Astrid Hilbert and Mohammed Louriki

Lower Bound for the Coarse Ricci Curvature of Continuous-Time Pure-Jump Processes pp. 954-991

Denis Villemonais

Inhomogeneous Percolation on Ladder Graphs pp. 992-1010

Réka Szabó and Daniel Valesin

On Distributions Determined by Their Upward, Space–Time Wiener–Hopf Factor pp. 1011-1033

Loïc Chaumont and Ron Doney

Some Results on the Brownian Meander with Drift pp. 1034-1060

F. Iafrate and E. Orsingher

Stable Lévy Motion with Values in the Skorokhod Space: Construction and Approximation pp. 1061-1110

Raluca M. Balan and Becem Saidani

Total Variation Approximation of Random Orthogonal Matrices by Gaussian Matrices pp. 1111-1143

Kathryn Stewart

On Hitting Time, Mixing Time and Geometric Interpretations of Metropolis–Hastings Reversiblizations pp. 1144-1163

Michael C. H. Choi and Lu-Jing Huang

Asymptotics of One-Dimensional Lévy Approximations pp. 1164-1195

Arno Berger and Chuang Xu

Large Deviations for Scaled Sums of p-Adic-Valued Rotation-Symmetric Independent and Identically Distributed Random Variables pp. 1196-1210

Kumi Yasuda

Volume 33, issue 1, 2020

Independent Linear Forms on the Group $$\varOmega _p$$Ωp pp. 1-21

Margaryta Myronyuk

Uniform Ergodicity for Brownian Motion in a Bounded Convex Set pp. 22-35

Jackson Loper

Mean Residual Life Processes and Associated Submartingales pp. 36-64

Antoine-Marie Bogso

Persistence of One-Dimensional AR(1)-Sequences pp. 65-102

Günter Hinrichs, Martin Kolb and Vitali Wachtel

Real Zeroes of Random Analytic Functions Associated with Geometries of Constant Curvature pp. 103-133

Hendrik Flasche and Zakhar Kabluchko

Self-Stabilizing Processes Based on Random Signs pp. 134-152

K. J. Falconer and J. Lévy Véhel

Multiple Points of Operator Semistable Lévy Processes pp. 153-179

Tomasz Luks and Yimin Xiao

The $$n$$n-term Approximation of Periodic Generalized Lévy Processes pp. 180-200

Julien Fageot, Michael Unser and John Paul Ward

Gradient Estimates and Exponential Ergodicity for Mean-Field SDEs with Jumps pp. 201-238

Yulin Song

Kac–Lévy Processes pp. 239-267

Nikita Ratanov

Weakly Monotone Fock Space and Monotone Convolution of the Wigner Law pp. 268-294

Vitonofrio Crismale, Maria Elena Griseta and Janusz Wysoczański

Integration with Respect to the Hermitian Fractional Brownian Motion pp. 295-318

Aurélien Deya

Time-Varying Isotropic Vector Random Fields on Compact Two-Point Homogeneous Spaces pp. 319-339

Chunsheng Ma and Anatoliy Malyarenko

Prime Residue Class of Uniform Charges on the Integers pp. 340-360

Michael Spece and Joseph B. Kadane

Self-Decomposable Laws from Continuous Branching Processes pp. 361-395

Anthony G. Pakes

An Improved Second-Order Poincaré Inequality for Functionals of Gaussian Fields pp. 396-427

Anna Vidotto

Large Deviations Principle for the Largest Eigenvalue of the Gaussian $$\beta $$β-Ensemble at High Temperature pp. 428-443

Cambyse Pakzad

Approximation of Supremum of Max-Stable Stationary Processes & Pickands Constants pp. 444-464

Krzysztof Dȩbicki and Enkelejd Hashorva

Wasserstein and Kolmogorov Error Bounds for Variance-Gamma Approximation via Stein’s Method I pp. 465-505

Robert E. Gaunt

A Generalization of the Submartingale Property: Maximal Inequality and Applications to Various Stochastic Processes pp. 506-521

János Engländer

Subgeometric Rates of Convergence for Discrete-Time Markov Chains Under Discrete-Time Subordination pp. 522-532

Chang-Song Deng

Bi-monotonic Independence for Pairs of Algebras pp. 533-566

Yinzheng Gu, Takahiro Hasebe and Paul Skoufranis