Journal of Theoretical Probability

1997 - 2025

Current editor(s): Andrea Monica

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Volume 32, issue 4, 2019

Asymptotic Behavior for High Moments of the Fractional Heat Equation with Fractional Noise pp. 1617-1646

Litan Yan and Xianye Yu

Gaussian Fluctuations and Moderate Deviations of Eigenvalues in Unitary Invariant Ensembles pp. 1647-1687

Deng Zhang

The Limit of the Empirical Measure of the Product of Two Independent Mallows Permutations pp. 1688-1728

Ke Jin

Exact Coupling of Random Walks on Polish Groups pp. 1729-1745

James T. Murphy

Some Properties of Density Functions on Maxima of Solutions to One-Dimensional Stochastic Differential Equations pp. 1746-1779

Tomonori Nakatsu

Rate of Convergence for Wong–Zakai-Type Approximations of Itô Stochastic Differential Equations pp. 1780-1803

Bilel Kacem Ben Ammou and Alberto Lanconelli

Lumpings of Algebraic Markov Chains Arise from Subquotients pp. 1804-1844

C. Y. Amy Pang

Mixing Properties of Multivariate Infinitely Divisible Random Fields pp. 1845-1879

Riccardo Passeggeri and Almut Veraart

Intertwinings for General $$\beta $$ β -Laguerre and $$\beta $$ β -Jacobi Processes pp. 1880-1891

Theodoros Assiotis

Pathwise Uniqueness of Non-uniformly Elliptic SDEs with Rough Coefficients pp. 1892-1908

Olivier Menoukeu-Pamen, Youssef Ouknine and Ludovic Tangpi

Lévy Subordinators in Cones of Fuzzy Sets pp. 1909-1924

Jan Schneider and Roman Urban

Realizations and Factorizations of Positive Definite Kernels pp. 1925-1942

Palle Jorgensen and Feng Tian

On the Favorite Points of Symmetric Lévy Processes pp. 1943-1972

Bo Li, Yimin Xiao and Xiaochuan Yang

On the Identification of Noncausal Wiener Functionals from the Stochastic Fourier Coefficients pp. 1973-1989

Kiyoiki Hoshino and Tetsuya Kazumi

On the norm of a random jointly exchangeable matrix pp. 1990-2005

Konstantin Tikhomirov and Pierre Youssef

Existence and Uniqueness of Quasi-stationary Distributions for Symmetric Markov Processes with Tightness Property pp. 2006-2019

Masayoshi Takeda

Impatient Random Walk pp. 2020-2043

János Engländer and Stanislav Volkov

Double Asymptotic for Random Walks on Hypercubes pp. 2044-2065

Fabien Montégut

Compactness and Density Estimates for Weighted Fractional Heat Semigroups pp. 2066-2087

Jian Wang

On Random Normal Operators and Their Spectral Measures pp. 2088-2110

Păstorel Gaşpar

Conditioned Point Processes with Application to Lévy Bridges pp. 2111-2134

Giovanni Conforti, Tetiana Kosenkova and Sylvie Rœlly

The Defect of Random Hyperspherical Harmonics pp. 2135-2165

Maurizia Rossi

Volume 32, issue 3, 2019

Symmetric Stochastic Integrals with Respect to a Class of Self-similar Gaussian Processes pp. 1105-1144

Daniel Harnett, Arturo Jaramillo and David Nualart

A Note on Conditional Versus Joint Unconditional Weak Convergence in Bootstrap Consistency Results pp. 1145-1165

Axel Bücher and Ivan Kojadinovic

Scaling Limits of Solutions of Linear Stochastic Differential Equations Driven by Lévy White Noises pp. 1166-1189

Julien Fageot and Michael Unser

Higher-Order Derivative of Intersection Local Time for Two Independent Fractional Brownian Motions pp. 1190-1201

Jingjun Guo, Yaozhong Hu and Yanping Xiao

Fractal-Dimensional Properties of Subordinators pp. 1202-1219

Adam Barker

Empirical Spectral Distribution of a Matrix Under Perturbation pp. 1220-1251

Florent Benaych-Georges, Nathanaël Enriquez and Alkéos Michaïl

On Functional Records and Champions pp. 1252-1277

Clément Dombry, Michael Falk and Maximilian Zott

Fractional Poisson Process Time-Changed by Lévy Subordinator and Its Inverse pp. 1278-1305

A. Maheshwari and P. Vellaisamy

Cylindrical Martingale Problems Associated with Lévy Generators pp. 1306-1359

David Criens

Derivative Formulas and Applications for Degenerate Stochastic Differential Equations with Fractional Noises pp. 1360-1381

Xiliang Fan

Sharp Moderate Maximal Inequalities for Upward Skip-Free Markov Chains pp. 1382-1398

Chen Jia

Ergodicity and Stationary Solution for Stochastic Neutral Retarded Partial Differential Equations Driven by Fractional Brownian Motion pp. 1399-1419

Zhi Li and Litan Yan

Global Spectrum Fluctuations for Gaussian Beta Ensembles: A Martingale Approach pp. 1420-1437

Khanh Duy Trinh

The Random $$(n-k)$$ ( n - k ) -Cycle to Transpositions Walk on the Symmetric Group pp. 1438-1460

Alperen Y. Özdemir

Third Cumulant Stein Approximation for Poisson Stochastic Integrals pp. 1461-1481

Nicolas Privault

Centers of probability measures without the mean pp. 1482-1501

Giovanni Puccetti, Pietro Rigo, Bin Wang and Ruodu Wang

Average Number of Real Zeros of Random Algebraic Polynomials Defined by the Increments of Fractional Brownian Motion pp. 1502-1524

Safari Mukeru

Best Finite Approximations of Benford’s Law pp. 1525-1553

Arno Berger and Chuang Xu

On Distributions of Certain State-Dependent Fractional Point Processes pp. 1554-1580

K. K. Kataria and P. Vellaisamy

Drawdown and Drawup for Fractional Brownian Motion with Trend pp. 1581-1612

Long Bai and Peng Liu

Correction to: Dynamical Bulk Scaling Limit of Gaussian Unitary Ensembles and Stochastic Differential Equation Gaps pp. 1613-1613

Yosuke Kawamoto and Hirofumi Osada

Correction to: Solution to the OK Corral Model via Decoupling of Friedman’s Urn pp. 1614-1615

J. F. C. Kingman and S. E. Volkov

Volume 32, issue 2, 2019

Comparison Techniques for Competing Brownian Particles pp. 545-585

Andrey Sarantsev

Random Walk in Balls and an Extension of the Banach Integral in Abstract Spaces pp. 586-607

Tadeusz Banek and August M. Zapała

Porosities of Mandelbrot Percolation pp. 608-632

Artemi Berlinkov and Esa Järvenpää

Persistent Random Walks. II. Functional Scaling Limits pp. 633-658

Peggy Cénac, Arnaud Ny, Basile Loynes and Yoann Offret

Random Conformal Welding for Finitely Connected Regions pp. 659-683

Shi-Yi Lan and Wang Zhou

Improved Mixing Rates of Directed Cycles by Added Connection pp. 684-701

Balázs Gerencsér and Julien M. Hendrickx

Strong Laws of Large Numbers for Intermediately Trimmed Sums of i.i.d. Random Variables with Infinite Mean pp. 702-720

Marc Kesseböhmer and Tanja Schindler

Chung’s Functional Law of the Iterated Logarithm for Increments of a Fractional Brownian Motion pp. 721-736

Yonghong Liu and Yongxiang Mo

Harnack Inequality for Subordinate Random Walks pp. 737-764

Ante Mimica and Stjepan Šebek

The Hausdorff dimension of the range of the Lévy multistable processes pp. 765-780

R. Guével

Continuous Time p-Adic Random Walks and Their Path Integrals pp. 781-805

Erik Bakken and David Weisbart

Matrix Liberation Process I: Large Deviation Upper Bound and Almost Sure Convergence pp. 806-847

Yoshimichi Ueda

Convergence Rate of Euler–Maruyama Scheme for SDEs with Hölder–Dini Continuous Drifts pp. 848-871

Jianhai Bao, Xing Huang and Chenggui Yuan

Lindeberg’s Method for Moderate Deviations and Random Summation pp. 872-897

Peter Eichelsbacher and Matthias Löwe

A Smooth Transition from Wishart to GOE pp. 898-906

Miklós Z. Rácz and Jacob Richey

Dynamical Bulk Scaling Limit of Gaussian Unitary Ensembles and Stochastic Differential Equation Gaps pp. 907-933

Yosuke Kawamoto and Hirofumi Osada

Small Ball Probabilities for Certain Gaussian Random Fields pp. 934-949

Leonid V. Rozovsky

Derivatives of Feynman–Kac Semigroups pp. 950-973

James Thompson

On the Number of Eigenvalues of Modified Permutation Matrices in Mesoscopic Intervals pp. 974-1022

Valentin Bahier

Regularity of the Law of Stochastic Differential Equations with Jumps Under Hörmander’s Conditions: The Lent Particle Method pp. 1023-1050

Jiagang Ren and Hua Zhang

Asymptotic Expansion of Spherical Integral pp. 1051-1075

Jiaoyang Huang

Low-Degree Factors of Random Polynomials pp. 1076-1104

Sean O’Rourke and Philip Matchett Wood

Volume 32, issue 1, 2019

Singularity Analysis for Heavy-Tailed Random Variables pp. 1-46

Nicholas M. Ercolani, Sabine Jansen and Daniel Ueltschi

Limit Distribution of the Banach Random Walk pp. 47-63

Tadeusz Banek, Patrycja Jędrzejewska and August M. Zapała

Nested Critical Points for a Directed Polymer on a Disordered Diamond Lattice pp. 64-89

Tom Alberts and Jeremy Clark

On a Coupling of Solutions to the Interface Stochastic Differential Equation on a Star Graph pp. 90-105

Hatem Hajri and Marc Arnaudon

Exponential Extinction Time of the Contact Process on Rank-One Inhomogeneous Random Graphs pp. 106-130

Can Van Hao

Large Deviations for Cascades of Diffusions Arising in Oscillating Systems of Interacting Hawkes Processes pp. 131-162

E. Löcherbach

On the Separating Variables Method for Markov Death-Process Equations pp. 163-182

Aleksandr V. Kalinkin and Anton V. Mastikhin

Asymptotic Behaviour of the Trajectory Fitting Estimator for Reflected Ornstein–Uhlenbeck Processes pp. 183-201

Qingpei Zang and Lixin Zhang

Optimal Scale Invariant Wigner Spectrum Estimation of Gaussian Locally Self-Similar Processes Using Hermite Functions pp. 202-215

Yasaman Maleki

Reflected and Doubly Reflected Backward Stochastic Differential Equations with Time-Delayed Generators pp. 216-248

Monia Karouf

Ancestral Lineages and Limit Theorems for Branching Markov Chains in Varying Environment pp. 249-281

Vincent Bansaye

Exponential Convergence for the Fredrickson–Andersen One-Spin Facilitated Model pp. 282-302

Thomas Mountford and Glauco Valle

Mild Solutions and Harnack Inequality for Functional Stochastic Partial Differential Equations with Dini Drift pp. 303-329

Xing Huang and Shao-Qin Zhang

Limit Theorems for Local and Occupation Times of Random Walks and Brownian Motion on a Spider pp. 330-352

Endre Csáki, Miklós Csörgő, Antónia Földes and Pál Révész

Empirical Distributions of Eigenvalues of Product Ensembles pp. 353-394

Tiefeng Jiang and Yongcheng Qi

Viability for Stochastic Differential Equations Driven by G-Brownian Motion pp. 395-416

Peng Luo and Falei Wang

Shuffling Large Decks of Cards and the Bernoulli–Laplace Urn Model pp. 417-446

Evita Nestoridi and Graham White

Ergodic-Type Limit Theorem for Fundamental Solutions of Critical Schrödinger Operators pp. 447-459

Masaki Wada

A Stochastic Generalized Ginzburg–Landau Equation Driven by Jump Noise pp. 460-483

Lin Lin and Hongjun Gao

On Stopping Fock-Space Processes pp. 484-526

Alexander C. R. Belton

A Subtle Symmetry of Lebesgue’s Measure pp. 527-540

Muhammed Uludağ and Hakan Ayral

Correction to: Conservative and Semiconservative Random Walks: Recurrence and Transience pp. 541-543

Vyacheslav M. Abramov