Journal of Theoretical Probability

1997 - 2025

Current editor(s): Andrea Monica

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Volume 29, issue 4, 2016

Limit Theorems for Orthogonal Polynomials Related to Circular Ensembles pp. 1199-1239

Joseph Najnudel, Ashkan Nikeghbali and Alain Rouault

The Eyring–Kramers Law for Markovian Jump Processes with Symmetries pp. 1240-1279

Nils Berglund and Sébastien Dutercq

Dimension-Free Harnack Inequalities on $$\hbox {RCD}(K, \infty )$$ RCD ( K, ∞ ) Spaces pp. 1280-1297

Huaiqian Li

Strong Stationary Duality for Diffusion Processes pp. 1298-1338

James Allen Fill and Vince Lyzinski

On the Almost Sure Location of the Singular Values of Certain Gaussian Block-Hankel Large Random Matrices pp. 1339-1443

Philippe Loubaton

Picard Iterations for Diffusions on Symmetric Matrices pp. 1444-1457

Carlos G. Pacheco

Risk-Sensitive Control and an Abstract Collatz–Wielandt Formula pp. 1458-1484

Ari Arapostathis, Vivek S. Borkar and K. Suresh Kumar

Uniform Bounds on the Relative Error in the Approximation of Upper Quantiles for Sums of Arbitrary Independent Random Variables pp. 1485-1509

Michael J. Klass and Krzysztof Nowicki

A Multivariate CLT for Bounded Decomposable Random Vectors with the Best Known Rate pp. 1510-1523

Xiao Fang

A Nonconventional Local Limit Theorem pp. 1524-1553

Yeor Hafouta and Yuri Kifer

Fixation Results for the Two-Feature Axelrod Model with a Variable Number of Opinions pp. 1554-1580

Nicolas Lanchier and Paul-Henri Moisson

A Random Matrix Approximation for the Non-commutative Fractional Brownian Motion pp. 1581-1598

Juan Carlos Pardo, José-Luis Pérez and Victor Pérez-Abreu

Multivariate Higher-Degree Stochastic Increasing Convexity pp. 1599-1623

Michel M. Denuit and Mhamed Mesfioui

Small Ball Estimates for Quasi-Norms pp. 1624-1643

Omer Friedland, Ohad Giladi and Olivier Guédon

Dvoretzky Type Theorems for Subgaussian Coordinate Projections pp. 1644-1660

Shahar Mendelson

The Hitting Distribution of a Line Segment for Two-Dimensional Random Walks pp. 1661-1684

Kôhei Uchiyama

Some Limit Theorems for Heights of Random Walks on a Spider pp. 1685-1709

Endre Csáki, Miklós Csörgő, Antónia Földes and Pál Révész

The Universality of Homogeneous Polynomial Forms and Critical Limits pp. 1710-1727

Shuyang Bai and Murad S. Taqqu

Banach Random Walk in the Unit Ball $$S\subset l^{2}$$ S ⊂ l 2 and Chaotic Decomposition of $$l^{2}\left( S,{{\mathbb {P}}}\right) $$ l 2 S, P pp. 1728-1735

Tadeusz Banek

Volume 29, issue 3, 2016

On Convergence to Stochastic Integrals pp. 717-736

Zhengyan Lin and Hanchao Wang

The First Passage Time Problem Over a Moving Boundary for Asymptotically Stable Lévy Processes pp. 737-760

Frank Aurzada and Tanja Kramm

The Generalized Entropy Ergodic Theorem for Nonhomogeneous Markov Chains pp. 761-775

Zhongzhi Wang and Weiguo Yang

The First Passage Time of a Stable Process Conditioned to Not Overshoot pp. 776-796

Fernando Cordero

Uniquely Determined Uniform Probability on the Natural Numbers pp. 797-825

Timber Kerkvliet and Ronald Meester

A Distributional Equality for Suprema of Spectrally Positive Lévy Processes pp. 826-842

Ivana Geček Tuđen and Zoran Vondraček

Time Regularity of Generalized Ornstein–Uhlenbeck Processes with Lévy Noises in Hilbert Spaces pp. 843-866

Yong Liu and Jianliang Zhai

Quasi-Linear Equations with a Small Diffusion Term and the Evolution of Hierarchies of Cycles pp. 867-895

Leonid Koralov and Lucas Tcheuko

Escape Rates for Multidimensional Shift Self-similar Additive Sequences pp. 896-921

Toshiro Watanabe

Unimodality of the Freely Selfdecomposable Probability Laws pp. 922-940

Takahiro Hasebe and Steen Thorbjørnsen

A first-order limit law for functionals of two independent fractional Brownian motions in the critical case pp. 941-957

Junna Bi and Fangjun Xu

Moment Formulas for Multitype Continuous State and Continuous Time Branching Process with Immigration pp. 958-995

Mátyás Barczy, Zenghu Li and Gyula Pap

Existence and Uniqueness of Invariant Measures for Stochastic Reaction–Diffusion Equations in Unbounded Domains pp. 996-1026

Oleksandr Misiats, Oleksandr Stanzhytskyi and Nung Kwan Yip

Predator–Prey Dynamics on Infinite Trees: A Branching Random Walk Approach pp. 1027-1046

Igor Kortchemski

Semicircle Law for a Matrix Ensemble with Dependent Entries pp. 1047-1068

Winfried Hochstättler, Werner Kirsch and Simone Warzel

Stochastic Ordering of Infinite Geometric Galton–Watson Trees pp. 1069-1082

Erik I. Broman

On Dynamical Systems Perturbed by a Null-Recurrent Fast Motion: The Continuous Coefficient Case with Independent Driving Noises pp. 1083-1099

Zsolt Pajor-Gyulai and Michael Salins

On the Semicircular Law of Large-Dimensional Random Quaternion Matrices pp. 1100-1120

Yanqing Yin, Zhidong Bai and Jiang Hu

Central Limit Theorem for Linear Eigenvalue Statistics of Elliptic Random Matrices pp. 1121-1191

Sean O’Rourke and David Renfrew

Perpetual Integrals for Lévy Processes pp. 1192-1198

Leif Döring and Andreas E. Kyprianou

Volume 29, issue 2, 2016

A Multivalued Strong Law of Large Numbers pp. 349-358

Pedro Terán

Affine Processes on Symmetric Cones pp. 359-422

Christa Cuchiero, Martin Keller-Ressel, Eberhard Mayerhofer and Josef Teichmann

Countable Partially Exchangeable Mixtures pp. 423-442

Cecilia Prosdocimi and Lorenzo Finesso

Functionals of a Lévy Process on Canonical and Generic Probability Spaces pp. 443-458

Alexander Steinicke

Ergodic Property of Stable-Like Markov Chains pp. 459-490

Nikola Sandrić

Functional Convergence of Linear Processes with Heavy-Tailed Innovations pp. 491-526

Raluca Balan, Adam Jakubowski and Sana Louhichi

Coalescence and Meeting Times on $$n$$ n -Block Markov Chains pp. 527-549

Kathleen Lan and Kevin McGoff

The Lukacs–Olkin–Rubin Theorem on Symmetric Cones Without Invariance of the “Quotient” pp. 550-568

Bartosz Kołodziejek

$$L^1$$ L 1 -Uniqueness of Kolmogorov Operators Associated with Two-Dimensional Stochastic Navier–Stokes Coriolis Equations with Space–Time White Noise pp. 569-589

Martin Sauer

Pathwise Integrals and Itô–Tanaka Formula for Gaussian Processes pp. 590-616

Tommi Sottinen and Lauri Viitasaari

Blow-up for Stochastic Reaction-Diffusion Equations with Jumps pp. 617-631

Jianhai Bao and Chenggui Yuan

Moderate Deviations and Strassen’s Law for Additive Processes pp. 632-652

Franziska Kühn and René L. Schilling

Classical and Free Fourth Moment Theorems: Universality and Thresholds pp. 653-680

Ivan Nourdin, Giovanni Peccati, Guillaume Poly and Rosaria Simone

Tempered Fractional Stable Motion pp. 681-706

Mark M. Meerschaert and Farzad Sabzikar

The Cameron–Martin Theorem for (p-)Slepian Processes pp. 707-715

Wolfgang Bischoff and Andreas Gegg

Volume 29, issue 1, 2016

Lower Bounds for the Distribution of Suprema of Brownian Increments and Brownian Motion Normalized by the Corresponding Modulus Functions pp. 1-31

Vladimir Dobric and Lisa Marano

Kolmogorov Type Law of the Logarithm for Arrays pp. 32-47

Jørgen Hoffmann-Jørgensen, Yu Miao, Xiao Chun Li and Shou Fang Xu

The Kearns–Saul Inequality for Bernoulli and Poisson-Binomial Distributions pp. 48-62

Eckhard Schlemm

Limit Theory for the Sample Autocovariance for Heavy-Tailed Stationary Infinitely Divisible Processes Generated by Conservative Flows pp. 63-95

Takashi Owada

Normal Approximation of Poisson Functionals in Kolmogorov Distance pp. 96-117

Matthias Schulte

On the Distribution of a Sum of Sarmanov Distributed Random Variables pp. 118-142

Raluca Vernic

On Möbius Duality and Coarse-Graining pp. 143-179

Thierry Huillet and Servet Martínez

Typical Martingale Diverges at a Typical Point pp. 180-205

Ondřej F. K. Kalenda and Jiří Spurný

Exchangeable Markov Processes on $$[k]^{\mathbb N}$$ [ k ] N with Cadlag Sample Paths pp. 206-230

Harry Crane and Steven P. Lalley

Rates of Convergence in Normal Approximation Under Moment Conditions Via New Bounds on Solutions of the Stein Equation pp. 231-247

Robert E. Gaunt

On the Extremal Theory of Continued Fractions pp. 248-266

Alina Bazarova, István Berkes and Lajos Horvath

Convergence and Precise Asymptotics for Series Involving Self-normalized Sums pp. 267-276

Aurel Spătaru

A Maxtrimmed St. Petersburg Game pp. 277-291

Allan Gut and Anders Martin-Löf

Strong Mixing and Operator-Selfdecomposability pp. 292-306

Richard C. Bradley and Zbigniew J. Jurek

Solving a Nonlinear Fractional Stochastic Partial Differential Equation with Fractional Noise pp. 307-347

Junfeng Liu and Litan Yan