Journal of Theoretical Probability

1997 - 2025

Current editor(s): Andrea Monica

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Volume 31, issue 4, 2018

A Note on Foster–Lyapunov Drift Condition for Recurrence of Markov Chains on General State Spaces pp. 1923-1928

Lifeng Xu, Shaoyi Zhang and Ren Zhang

On Weighted Depths in Random Binary Search Trees pp. 1929-1951

Rafik Aguech, Anis Amri and Henning Sulzbach

Continuous-State Branching Processes in Lévy Random Environments pp. 1952-1974

Hui He, Zenghu Li and Wei Xu

Two Applications of Random Spanning Forests pp. 1975-2004

L. Avena and A. Gaudillière

Couplings of Brownian Motions of Deterministic Distance in Model Spaces of Constant Curvature pp. 2005-2031

Mihai N. Pascu and Ionel Popescu

LLN for Quadratic Forms of Long Memory Time Series and Its Applications in Random Matrix Theory pp. 2032-2055

Pavel Yaskov

The Probability That All Eigenvalues are Real for Products of Truncated Real Orthogonal Random Matrices pp. 2056-2071

Peter J. Forrester and Santosh Kumar

Phase Transition for Accessibility Percolation on Hypercubes pp. 2072-2111

Li Li

A Behavioral Interpretation of Belief Functions pp. 2112-2128

Timber Kerkvliet and Ronald Meester

Recurrence Criteria for Generalized Dirichlet Forms pp. 2129-2166

Minjung Gim and Gerald Trutnau

From Low- to High-Dimensional Moments Without Magic pp. 2167-2193

Bernhard G. Bodmann, Martin Ehler and Manuel Gräf

Occupation Times of Intervals Until Last Passage Times for Spectrally Negative Lévy Processes pp. 2194-2215

Chunhao Cai and Bo Li

Parabolic Anderson Model with Space-Time Homogeneous Gaussian Noise and Rough Initial Condition pp. 2216-2265

Raluca M. Balan and Le Chen

Fluctuation Theory for Markov Random Walks pp. 2266-2342

Gerold Alsmeyer and Fabian Buckmann

Asymptotic of the Critical Value of the Large-Dimensional SIR Epidemic on Clusters pp. 2343-2365

Xiaofeng Xue

A Law of the Iterated Logarithm for Directed Last Passage Percolation pp. 2366-2375

Michel Ledoux

Random Walks in the Hyperbolic Plane and the Minkowski Question Mark Function pp. 2376-2389

Gérard Letac and Mauro Piccioni

Central Limit Theorem and Diophantine Approximations pp. 2390-2411

Sergey G. Bobkov

Hausdorff Dimension of the Range and the Graph of Stable-Like Processes pp. 2412-2431

Xiaochuan Yang

Infinitely Divisible Approximations for Sums of m-Dependent Random Variables pp. 2432-2445

P. Vellaisamy and V. Čekanavičius

Semicircle Law for Generalized Curie–Weiss Matrix Ensembles at Subcritical Temperature pp. 2446-2458

Werner Kirsch and Thomas Kriecherbauer

Volume 31, issue 3, 2018

On a Multivariate Strong Renewal Theorem pp. 1235-1272

Zhiyi Chi

Weak Convergence of the Empirical Spectral Distribution of High-Dimensional Band Sample Covariance Matrices pp. 1273-1302

Kamil Jurczak

Polar Decomposition of Scale-Homogeneous Measures with Application to Lévy Measures of Strictly Stable Laws pp. 1303-1321

Steven N. Evans and Ilya Molchanov

On the Nonexplosion and Explosion for Nonhomogeneous Markov Pure Jump Processes pp. 1322-1355

Yi Zhang

A Central Limit Theorem for Stochastic Heat Equations in Random Environment pp. 1356-1379

Lu Xu

The Transition Density of Brownian Motion Killed on a Bounded Set pp. 1380-1410

Kôhei Uchiyama

Two Constructions of Markov Chains on the Dual of U(n) pp. 1411-1428

Jeffrey Kuan

Anderson Polymer in a Fractional Brownian Environment: Asymptotic Behavior of the Partition Function pp. 1429-1468

Kamran Kalbasi, Thomas S. Mountford and Frederi G. Viens

Typical Behavior of the Harmonic Measure in Critical Galton–Watson Trees with Infinite Variance Offspring Distribution pp. 1469-1511

Shen Lin

Segregating Markov Chains pp. 1512-1538

Timo Hirscher and Anders Martinsson

Asymptotic Behavior of Weighted Power Variations of Fractional Brownian Motion in Brownian Time pp. 1539-1589

Raghid Zeineddine

Approximate Central Limit Theorems pp. 1590-1605

Ben Berckmoes and Geert Molenberghs

Large Deviations of the Threshold Estimator of Integrated (Co-)Volatility Vector in the Presence of Jumps pp. 1606-1624

Hacène Djellout and Hui Jiang

Sensitivity to Small Delays of Pathwise Stability for Stochastic Retarded Evolution Equations pp. 1625-1646

Kai Liu

Bounds on Lifting Continuous-State Markov Chains to Speed Up Mixing pp. 1647-1678

Kavita Ramanan and Aaron Smith

Existence Condition of Strong Stationary Times for Continuous Time Markov Chains on Discrete Graphs pp. 1679-1728

Guillaume Copros

Central Limit Theorem for Lipschitz–Killing Curvatures of Excursion Sets of Gaussian Random Fields pp. 1729-1758

Marie Kratz and Sreekar Vadlamani

Moments of the Hermitian Matrix Jacobi Process pp. 1759-1778

Luc Deleaval and Nizar Demni

Large Deviations for Brownian Particle Systems with Killing pp. 1779-1818

Amarjit Budhiraja, Wai-Tong (Louis) Fan and Ruoyu Wu

Heavy-Tailed Random Walks on Complexes of Half-Lines pp. 1819-1859

Mikhail V. Menshikov, Dimitri Petritis and Andrew R. Wade

Existence, Uniqueness and Stability of $$L^1$$ L 1 Solutions for Multidimensional Backward Stochastic Differential Equations with Generators of One-Sided Osgood Type pp. 1860-1899

Sheng Jun Fan

Conservative and Semiconservative Random Walks: Recurrence and Transience pp. 1900-1922

Vyacheslav M. Abramov

Volume 31, issue 2, 2018

Law of Large Numbers for Random Walk with Unbounded Jumps and Birth and Death Process with Bounded Jumps in Random Environment pp. 619-642

Hua-Ming Wang

Lower Bounds on the Generalized Central Moments of the Optimal Alignments Score of Random Sequences pp. 643-683

Ruoting Gong, Christian Houdré and Jüri Lember

Power Law Condition for Stability of Poisson Hail pp. 684-704

Sergey Foss, Takis Konstantopoulos and Thomas Mountford

Approximate Controllability of a Neutral Stochastic Fractional Integro-Differential Inclusion with Nonlocal Conditions pp. 705-740

Alka Chadha and Dwijendra N. Pandey

The Bottom of the Spectrum of Time-Changed Processes and the Maximum Principle of Schrödinger Operators pp. 741-756

Masayoshi Takeda

Critical Multi-type Galton–Watson Trees Conditioned to be Large pp. 757-788

Romain Abraham, Jean-François Delmas and Hongsong Guo

Infinite-Dimensional Calculus Under Weak Spatial Regularity of the Processes pp. 789-826

Franco Flandoli, Francesco Russo and Giovanni Zanco

Strong Feller Property of Sticky Reflected Distorted Brownian Motion pp. 827-852

Martin Grothaus and Robert Voßhall

On the Asymptotic Locations of the Largest and Smallest Extremes of a Stationary Sequence pp. 853-866

Luísa Pereira

Existence of Continuous and Càdlàg Versions for Cylindrical Processes in the Dual of a Nuclear Space pp. 867-894

C. A. Fonseca-Mora

One-Sided FKPP Travelling Waves for Homogeneous Fragmentation Processes pp. 895-931

Robert Knobloch

Pathwise Duals of Monotone and Additive Markov Processes pp. 932-983

Anja Sturm and Jan M. Swart

Central Limit Theorems for Supercritical Superprocesses with Immigration pp. 984-1012

Li Wang

Exit-Problem of McKean–Vlasov Diffusions in Double-Well Landscape pp. 1013-1023

Julian Tugaut

Central Limit Theorem for Linear Eigenvalue Statistics for a Tensor Product Version of Sample Covariance Matrices pp. 1024-1057

A. Lytova

Large Deviations of Continuous Regular Conditional Probabilities pp. 1058-1096

W. Zuijlen

Turning a Coin over Instead of Tossing It pp. 1097-1118

János Engländer and Stanislav Volkov

Mixed Stochastic Differential Equations: Existence and Uniqueness Result pp. 1119-1141

José Luís Silva, Mohamed Erraoui and El Hassan Essaky

A General Darling–Erdős Theorem in Euclidean Space pp. 1142-1165

Gauthier Dierickx and Uwe Einmahl

Speed of Vertex-Reinforced Jump Process on Galton–Watson Trees pp. 1166-1211

Xinxin Chen and Xiaolin Zeng

Some Kinds of Uniform Integrability and Laws of Large Numbers in Noncommutative Probability pp. 1212-1234

Nguyen Quang, Do The Son and Le Hong Son

Volume 31, issue 1, 2018

Spatial Central Limit Theorem for Supercritical Superprocesses pp. 1-40

Piotr Miłoś

Large and Moderate Deviations for the Total Population Arising from a Sub-critical Galton–Watson Process with Immigration pp. 41-67

Shihang Yu, Dehui Wang and Xia Chen

Lamplighter Random Walks on Fractals pp. 68-92

Takashi Kumagai and Chikara Nakamura

Euclidean Distance Between Haar Orthogonal and Gaussian Matrices pp. 93-118

C. E. González-Guillén, C. Palazuelos and I. Villanueva

On the Representation for Dynamically Consistent Nonlinear Evaluations: Uniformly Continuous Case pp. 119-158

Shiqiu Zheng and Shoumei Li

Local Convergence of Large Critical Multi-type Galton–Watson Trees and Applications to Random Maps pp. 159-205

Robin Stephenson

Optimal Approximation of Skorohod Integrals pp. 206-231

Andreas Neuenkirch and Peter Parczewski

Persistent Random Walks. I. Recurrence Versus Transience pp. 232-243

Peggy Cénac, Arnaud Ny, Basile Loynes and Yoann Offret

The Surface Area Deviation of the Euclidean Ball and a Polytope pp. 244-267

Steven D. Hoehner, Carsten Schütt and Elisabeth M. Werner

Generation and Motion of Interfaces in One-Dimensional Stochastic Allen–Cahn Equation pp. 268-293

Kai Lee

Large and Moderate Deviation Principles for Engel Continued Fractions pp. 294-318

Lulu Fang, Min Wu and Lei Shang

Bouncing Skew Brownian Motions pp. 319-363

Arnaud Gloter and Miguel Martinez

Large deviation principle for a stochastic Allen–Cahn equation pp. 364-401

Martin Heida and Matthias Röger

No Outliers in the Spectrum of the Product of Independent Non-Hermitian Random Matrices with Independent Entries pp. 402-444

Yuriy Nemish

The Multifractal Random Walk as Pathwise Stochastic Integral: Construction and Simulation pp. 445-465

Soledad Torres and Ciprian A. Tudor

Random Reflections in a High-Dimensional Tube pp. 466-493

Krzysztof Burdzy and Tvrtko Tadić

Transience and Recurrence of Random Walks on Percolation Clusters in an Ultrametric Space pp. 494-526

D. A. Dawson and L. G. Gorostiza

Positive-part moments via characteristic functions, and more general expressions pp. 527-555

Iosif Pinelis

An Exponential Inequality for U-Statistics Under Mixing Conditions pp. 556-578

Fang Han

An Erdös–Révész Type Law of the Iterated Logarithm for Order Statistics of a Stationary Gaussian Process pp. 579-597

K. Dębicki and K. M. Kosiński

Asymptotic Behavior of Semistable Lévy Exponents and Applications to Fractal Path Properties pp. 598-617

Peter Kern, Mark M. Meerschaert and Yimin Xiao