Probability and Mathematical Statistics

38, z. 2, 2018


Boundary value problems for the Dunkl Laplacian
(Mohamed Ben Chrouda, Khalifa El Mabrouk, Kods Hassine)

Convergence of random oscillatory integrals in the presence of long-range d...
(Atef Lechiheb, Ivan Nourdin, Guangqu Zheng, Ezzedine Haouala)

An equivalent characterization of weak BMO martingale spaces
(Dejian Zhou, Weiwei Li, Yong Jiao)

Series representation of time-stable stochastic processes
(Christoph Kopp, Ilya Kiriya)

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38, z. 1, 2018


Stationarity against integration in the autoregressive process with polynom...
(Frédéric Proïa)

The area of a spectrally positive stable process stopped at zero
(Julien Letemplier, Thomas Simon)

Sharp bounds on the expectations of linear combinations of kth records expr...
(Paweł Marcin Kozyra , Tomasz Rychlik)

Extremes of order statistics of stationary Gaussian processes
(Chunming Zhao)

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37, z. 2, 2017


Liczba stron: 320

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On the joint distribution of tax payments and capital injections for a Lévy...
(Hansjörg Albrechter, Jevgienijs Ivanovs)

The SI and SIR epidemics on general networks
(David Aldous)

Tail asymptotics of light-tailed Weibull-like sums
(Søren Asmussen, Enkelejd Hashorva, Patrick J. Laub, Thomas Taimre)

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37, z. 1, 2017


Liczba stron: 216

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In memoriam: Czesław Ryll-Nardzewski’s contributions to probability theory
(Tomasz Rolski, Wojbor A. Woyczyński)

Tangential existence and comparison, with applications to single and multip...
(Olav Kallenberg)

Intrinsic compound kernel estimates for the transition probability density ...
(Victoria Knopova, Aleksei Kulik)

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36, z. 2, 2016


Minimax estimation of the mean matrix of the matrix-variate normal distribu...
(S. Zinodiny, S. Rezaei, Saralees Nadarajah)

A strong and weak approximation scheme for stochastic differential equation...
(Ernest Jum, Kei Kobayashi)

Two lilypond systems of finite line-segments
(Daryl J. Daley, Sven Ebert, Günter Last)

Asymptotic properties of GPH estimators of the memory parameters of the fra...
(Alireza Ghodsi, Mahendran Shitan)

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34, z. 1, 2014


Persistence probabilities for a bridge of an integrated simple random walk
(Frank Aurzada, Steffen Dereich, Mikhail Lifshits)

On pathwise stochastic integration with respect to semimartingales
(Rafał M. Łochowski)

Limit properties of exceedances point processes of scaled stationary Gaussi...
(Enkelejd Hashorva, Zuoxiang Peng, Zhichao Weng)

36, z. 1, 2016


Liczba stron: 188

Extremes of chi-square processes with trend
(Peng Liu, Lanpeng Ji)

On the moment determinacy of products of non-identically distributed random...
(Gwo Dong Lin, Jordan Stoyanov)

Cross-variation of Young integral with respect to long-memory fractional Br...
(Ivan Nourdin, Rola Zintout)

On the order of approximation in the random central limit theorem for m-dep...
(B. L. S. Prakasa Rao, M. Sreehari)

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34, z. 2, 2014


Asymptotic results for random polynomials on the unit circle
(Gabriel H. Tucci, Philip Whiting)

On dual generators for non-local semi-Dirichlet forms
(Toshihiro Uemura)

A unified weighted family of distributions which contains the skew-elliptic...
(Mohd T. Alodat, S. O. Al-Salman, Mohammad Y. Al-Rawwash)

The limiting behaviour of sums and maximums of iid random variables from th...
(Tomasz K. Krajka, Zdzisław Rychlik)

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32, z. 2, 2012


Do non-strictly stable laws on positively graduated simply connected nilpot...
(Daniel Neuenschwander)

On completeness of random transition counts for Markov chains. II
(Agnieszka Palma)

On elementary characterizations of the α-modifi ed Poisson distribution
(Katarzyna Steliga, Dominik Szynal)

Moments of Poisson stochastic integrals with random integrands
(Nicolas Privault)

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32, z. 1, 2012


Liczba stron: 186

On indistinguishability of quantum states
(Marcin Adamczyk )

Normal maximum likelihood, weighted least squares, and ridge regression est...
(Christopher S. Withers, Saralees Nadarajah)

Asymptotic results for exit probabilities of stochastic processes governed ...
(Mario Abundo, Claudio Macci, Gabriele Stabile)

Gradient perturbations of the sum of two fractional Laplacians
(Karol Szczypkowski)

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31, z. 2, 2011


Unbiased estimates for linear regression with roundoff error
(Christopher S. Withers, Saralees Nadarajah)

Upper and lower class separating sequences for Brownian motion with random ...
(Christoph Aistleitner, Siegfried Hörmann)

Quantum Lapalacians on generalized operators on boson Fock space
(Luigi Accardi, Abdessatar Barhoumi, Un Cig Ji)

Weak-type inequality for the martingale square function and a related chara...
(Adam Osękowski)

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31, z. 1, 2011


Denseness of certain smooth Lévy functionals in D1,2
(Christel Geiss, Eija Laukkarinen)

On a random number of disorders
(Krzysztof Szajowski)

Nonlinearity of ARCH and stochastic and volatility models and Bartlett's fo...
(Piotr S. Kokoszka, Dimitris N. Politis)

Path regularity of Gaussian processes via small deviations
(Frank Aurzada)

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35, z. 2, 2015


New interpolations between classical and free Gaussian processes
(Artur Buchholz)

HCM property and the half-Cauchy distribution
(Pierre Bosch)

Supremum distribution of Bessel process of drifting Brownian motion
(Andrzej Pyć, Grzegorz Serafin, Tomasz Żak)

Geometric stable and semistable distributions on (Z+)^d
(Nadjib Bouzar)

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35, z. 1, 2015


Liczba stron: 178

On non-uniform Berry–Esseen bounds for time series
(Moritz Jirak)

Innovation and factorization of the density of a regular PC sequence
(Andrzej Makagon)

J-regularity of multivariate stationary sequences for some families J
(Lutz Klotz, Conrad Mädler)

Contractions and central extensions of Quantum White Noise Lie algebras
(Luigi Accardi, Andreas Boukas)

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30, z. 2, 2010


Improved bounds on Bell numbers and on moments of sums of random variables
(Daniel Berend, Tamir Tassa)

q-analogs of order statistics
(Wojciech Kordecki, Anna Łyczkowska-Hanćkowiak)

A central limit theorem for multivariate strongly mixing random fields
(Cristina Tone)

Computing VaR and AVaR in infinitely divisible distributions
(Young Shin Kim, Svetlozar T. Rachev, Michel Leonardo Bianchi, Frank J. Fabozzi)

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