@Preamble{ "" }
@String{ack-nhfb = "Nelson H. F. Beebe,
University of Utah,
Department of Mathematics, 110 LCB,
155 S 1400 E RM 233,
Salt Lake City, UT 84112-0090, USA,
Tel: +1 801 581 5254,
FAX: +1 801 581 4148,
e-mail: \path|beebe@math.utah.edu|,
\path|beebe@acm.org|,
\path|beebe@computer.org| (Internet),
URL: \path|http://www.math.utah.edu/~beebe/|"}
@String{j-PROBAB-SURV = "Probability Surveys"}
@Article{Bass:2004:SDE,
author = "Richard F. Bass",
title = "Stochastic differential equations with jumps",
journal = j-PROBAB-SURV,
volume = "1",
number = "??",
pages = "1--19",
year = "2004",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1099928647",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Roberts:2004:GSS,
author = "Gareth O. Roberts and Jeffrey S. Rosenthal",
title = "General state space {Markov} chains and {MCMC}
algorithms",
journal = j-PROBAB-SURV,
volume = "1",
number = "??",
pages = "20--71",
year = "2004",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1099928648",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Guionnet:2004:LDS,
author = "Alice Guionnet",
title = "Large deviations and stochastic calculus for large
random matrices",
journal = j-PROBAB-SURV,
volume = "1",
number = "??",
pages = "72--172",
year = "2004",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1099928649",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Tsirelson:2004:NSF,
author = "Boris Tsirelson",
title = "Nonclassical stochastic flows and continuous
products",
journal = j-PROBAB-SURV,
volume = "1",
number = "??",
pages = "173--298",
year = "2004",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1104335300",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Jones:2004:MCC,
author = "Galin L. Jones",
title = "On the {Markov} chain central limit theorem",
journal = j-PROBAB-SURV,
volume = "1",
number = "??",
pages = "299--320",
year = "2004",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1104335301",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Obloj:2004:SEP,
author = "Jan Ob{\l}{\'o}j",
title = "The {Skorokhod} embedding problem and its offspring",
journal = j-PROBAB-SURV,
volume = "1",
number = "??",
pages = "321--392",
year = "2004",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1104335302",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Waymire:2005:PIN,
author = "Edward C. Waymire",
title = "Probability \& incompressible {Navier--Stokes}
equations: An overview of some recent developments",
journal = j-PROBAB-SURV,
volume = "2",
number = "??",
pages = "1--32",
year = "2005",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:14 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1109608866",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Hildebrand:2005:SRR,
author = "Martin Hildebrand",
title = "A survey of results on random random walks on finite
groups",
journal = j-PROBAB-SURV,
volume = "2",
number = "??",
pages = "33--63",
year = "2005",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:14 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1109608867",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Chatterjee:2005:EPP,
author = "Sourav Chatterjee and Persi Diaconis and Elizabeth
Meckes",
title = "Exchangeable pairs and {Poisson} approximation",
journal = j-PROBAB-SURV,
volume = "2",
number = "??",
pages = "64--106",
year = "2005",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:14 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1109608868",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Bradley:2005:BPS,
author = "Richard C. Bradley",
title = "Basic Properties of Strong Mixing Conditions. {A}
Survey and Some Open Questions",
journal = j-PROBAB-SURV,
volume = "2",
number = "??",
pages = "107--144",
year = "2005",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:14 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1115386870",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Werner:2005:CRR,
author = "Wendelin Werner",
title = "Conformal restriction and related questions",
journal = j-PROBAB-SURV,
volume = "2",
number = "??",
pages = "145--190",
year = "2005",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:14 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1117553605",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Bertoin:2005:EFL,
author = "Jean Bertoin and Marc Yor",
title = "Exponential functionals of {L{\'e}vy} processes",
journal = j-PROBAB-SURV,
volume = "2",
number = "??",
pages = "191--212",
year = "2005",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:14 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1127136329",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Borkar:2005:CDP,
author = "Vivek S. Borkar",
title = "Controlled diffusion processes",
journal = j-PROBAB-SURV,
volume = "2",
number = "??",
pages = "213--244",
year = "2005",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:14 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1127136330",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{LeGall:2005:RTA,
author = "Jean-Fran{\c{c}}ois {Le Gall}",
title = "Random trees and applications",
journal = j-PROBAB-SURV,
volume = "2",
number = "??",
pages = "245--311",
year = "2005",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:14 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1132583290",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Matsumoto:2005:EFBa,
author = "Hiroyuki Matsumoto and Marc Yor",
title = "Exponential functionals of {Brownian} motion, {I}:
Probability laws at fixed time",
journal = j-PROBAB-SURV,
volume = "2",
number = "??",
pages = "312--347",
year = "2005",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:14 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1132583291",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Matsumoto:2005:EFBb,
author = "Hiroyuki Matsumoto and Marc Yor",
title = "Exponential functionals of {Brownian} motion, {II}:
Some related diffusion processes",
journal = j-PROBAB-SURV,
volume = "2",
number = "??",
pages = "348--384",
year = "2005",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:14 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1132583292",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Konig:2005:OPE,
author = "Wolfgang K{\"o}nig",
title = "Orthogonal polynomial ensembles in probability
theory",
journal = j-PROBAB-SURV,
volume = "2",
number = "??",
pages = "385--447",
year = "2005",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:14 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1133360670",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Major:2005:TBM,
author = "P{\'e}ter Major",
title = "Tail behaviour of multiple random integrals and
{$U$}-statistics",
journal = j-PROBAB-SURV,
volume = "2",
number = "??",
pages = "448--505",
year = "2005",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:14 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1134397603",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Pham:2005:SRA,
author = "Huy{\^e}n Pham",
title = "On some recent aspects of stochastic control and their
applications",
journal = j-PROBAB-SURV,
volume = "2",
number = "??",
pages = "506--549",
year = "2005",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:14 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1135911648",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Merlevede:2006:RAI,
author = "Florence Merlev{\`e}de and Magda Peligrad and Sergey
Utev",
title = "Recent advances in invariance principles for
stationary sequences",
journal = j-PROBAB-SURV,
volume = "3",
number = "??",
pages = "1--36",
year = "2006",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1137162933",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Leandre:2006:GBS,
author = "R{\'e}mi L{\'e}andre",
title = "The geometry of {Brownian} surfaces",
journal = j-PROBAB-SURV,
volume = "3",
number = "??",
pages = "37--88",
year = "2006",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1145452120",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Dyer:2006:MCC,
author = "Martin Dyer and Leslie Ann Goldberg and Mark Jerrum
and Russell Martin",
title = "{Markov} chain comparison",
journal = j-PROBAB-SURV,
volume = "3",
number = "??",
pages = "89--111",
year = "2006",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1145890796",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Velenik:2006:LDR,
author = "Yvan Velenik",
title = "Localization and delocalization of random interfaces",
journal = j-PROBAB-SURV,
volume = "3",
number = "??",
pages = "112--169",
year = "2006",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1146757332",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Feyel:2006:RPR,
author = "D. Feyel and A. S. {\"U}st{\"u}nel and M. Zakai",
title = "The realization of positive random variables via
absolutely continuous transformations of measure on
{Wiener} space",
journal = j-PROBAB-SURV,
volume = "3",
number = "??",
pages = "170--205",
year = "2006",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1146832695",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Hough:2006:DPI,
author = "J. Ben Hough and Manjunath Krishnapur and Yuval Peres
and B{\'a}lint Vir{\'a}g",
title = "Determinantal Processes and Independence",
journal = j-PROBAB-SURV,
volume = "3",
number = "??",
pages = "206--229",
year = "2006",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1146832696",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Kratz:2006:LCO,
author = "Marie F. Kratz",
title = "Level crossings and other level functionals of
stationary {Gaussian} processes",
journal = j-PROBAB-SURV,
volume = "3",
number = "??",
pages = "230--288",
year = "2006",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1166541148",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Haggstrom:2006:UNU,
author = "Olle H{\"a}ggstr{\"o}m and Johan Jonasson",
title = "Uniqueness and non-uniqueness in percolation theory",
journal = j-PROBAB-SURV,
volume = "3",
number = "??",
pages = "289--344",
year = "2006",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1167536197",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Nikeghbali:2006:EGT,
author = "Ashkan Nikeghbali",
title = "An essay on the general theory of stochastic
processes",
journal = j-PROBAB-SURV,
volume = "3",
number = "??",
pages = "345--412",
year = "2006",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1167752810",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Lejay:2006:CSB,
author = "Antoine Lejay",
title = "On the constructions of the skew {Brownian} motion",
journal = j-PROBAB-SURV,
volume = "3",
number = "??",
pages = "413--466",
year = "2006",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1168268869",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Pemantle:2007:SRP,
author = "Robin Pemantle",
title = "A survey of random processes with reinforcement",
journal = j-PROBAB-SURV,
volume = "4",
number = "??",
pages = "1--79",
year = "2007",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1172244137",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Janson:2007:BEA,
author = "Svante Janson",
title = "{Brownian} excursion area, {Wright}'s constants in
graph enumeration, and other {Brownian} areas",
journal = j-PROBAB-SURV,
volume = "4",
number = "??",
pages = "80--145",
year = "2007",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1178804352",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Gnedin:2007:NOP,
author = "Alexander Gnedin and Ben Hansen and Jim Pitman",
title = "Notes on the occupancy problem with infinitely many
boxes: general asymptotics and power laws",
journal = j-PROBAB-SURV,
volume = "4",
number = "??",
pages = "146--171",
year = "2007",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1180728778",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{delaPena:2007:PMS,
author = "Victor H. de la Pe{\~n}a and Michael J. Klass and Tze
Leung Lai",
title = "Pseudo-maximization and self-normalized processes",
journal = j-PROBAB-SURV,
volume = "4",
number = "??",
pages = "172--192",
year = "2007",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1192118046",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Pang:2007:MPM,
author = "Guodong Pang and Rishi Talreja and Ward Whitt",
title = "Martingale proofs of many-server heavy-traffic limits
for {Markovian} queues",
journal = j-PROBAB-SURV,
volume = "4",
number = "??",
pages = "193--267",
year = "2007",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1200511983",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Whitt:2007:PMF,
author = "Ward Whitt",
title = "Proofs of the martingale {FCLT}",
journal = j-PROBAB-SURV,
volume = "4",
number = "??",
pages = "268--302",
year = "2007",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1198788218",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Englander:2007:BDS,
author = "J{\'a}nos Engl{\"a}nder",
title = "Branching diffusions, superdiffusions and random
media",
journal = j-PROBAB-SURV,
volume = "4",
number = "??",
pages = "303--364",
year = "2007",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1200511984",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Penrose:2008:ESL,
author = "Mathew D. Penrose",
title = "Existence and spatial limit theorems for lattice and
continuum particle systems",
journal = j-PROBAB-SURV,
volume = "5",
number = "??",
pages = "1--36",
year = "2008",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1207254889",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Darling:2008:DEA,
author = "R. W. R. Darling and J. R. Norris",
title = "Differential equation approximations for {Markov}
chains",
journal = j-PROBAB-SURV,
volume = "5",
number = "??",
pages = "37--79",
year = "2008",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1208958281",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Austin:2008:ERV,
author = "Tim Austin",
title = "On exchangeable random variables and the statistics of
large graphs and hypergraphs",
journal = j-PROBAB-SURV,
volume = "5",
number = "??",
pages = "80--145",
year = "2008",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1211574613",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Doukhan:2008:NWD,
author = "Paul Doukhan and Michael H. Neumann",
title = "The notion of $ \psi $-weak dependence and its
applications to bootstrapping time series",
journal = j-PROBAB-SURV,
volume = "5",
number = "??",
pages = "146--168",
year = "2008",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1214491946",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Bramson:2008:SQN,
author = "Maury Bramson",
title = "Stability of queueing networks",
journal = j-PROBAB-SURV,
volume = "5",
number = "??",
pages = "169--345",
year = "2008",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1220879338",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{James:2008:GGC,
author = "Lancelot F. James and Bernard Roynette and Marc Yor",
title = "Generalized Gamma Convolutions, {Dirichlet} means,
{Thorin} measures, with explicit examples",
journal = j-PROBAB-SURV,
volume = "5",
number = "??",
pages = "346--415",
year = "2008",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1223654264",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Paulsen:2008:RMI,
author = "Jostein Paulsen",
title = "Ruin models with investment income",
journal = j-PROBAB-SURV,
volume = "5",
number = "??",
pages = "416--434",
year = "2008",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1229524758",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Privault:2008:SAB,
author = "Nicolas Privault",
title = "Stochastic analysis of {Bernoulli} processes",
journal = j-PROBAB-SURV,
volume = "5",
number = "??",
pages = "435--483",
year = "2008",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1230559281",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Mitzenmacher:2009:SRD,
author = "Michael Mitzenmacher",
title = "A survey of results for deletion channels and related
synchronization channels",
journal = j-PROBAB-SURV,
volume = "6",
number = "??",
pages = "1--33",
year = "2009",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1247144661",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Brydges:2009:FIR,
author = "David C. Brydges and John Z. Imbrie and Gordon Slade",
title = "Functional integral representations for self-avoiding
walk",
journal = j-PROBAB-SURV,
volume = "6",
number = "??",
pages = "34--61",
year = "2009",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1249996530",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Caballero:2009:PLR,
author = "Ma. Emilia Caballero and Amaury Lambert and
Ger{\'o}nimo Uribe Bravo",
title = "Proof(s) of the {Lamperti} representation of
continuous-state branching processes",
journal = j-PROBAB-SURV,
volume = "6",
number = "??",
pages = "62--89",
year = "2009",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1259677176",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Janson:2010:MGT,
author = "Svante Janson",
title = "Moments of {Gamma} type and the {Brownian} supremum
process area",
journal = j-PROBAB-SURV,
volume = "7",
number = "??",
pages = "1--52",
year = "2010",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
note = "See addendum \cite{Janson:2010:AMG}.",
URL = "http://projecteuclid.org/euclid.ps/1272029738",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Buckley:2010:LTD,
author = "F. M. Buckley and P. K. Pollett",
title = "Limit theorems for discrete-time metapopulation
models",
journal = j-PROBAB-SURV,
volume = "7",
number = "??",
pages = "53--83",
year = "2010",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1273670365",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Downarowicz:2010:SES,
author = "Tomasz Downarowicz",
title = "Symbolic extensions of smooth interval maps",
journal = j-PROBAB-SURV,
volume = "7",
number = "??",
pages = "84--104",
year = "2010",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1274198273",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Gnedin:2010:RRC,
author = "Alexander V. Gnedin",
title = "Regeneration in random combinatorial structures",
journal = j-PROBAB-SURV,
volume = "7",
number = "??",
pages = "105--156",
year = "2010",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1274198274",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Faris:2010:CCE,
author = "William G. Faris",
title = "Combinatorics and cluster expansions",
journal = j-PROBAB-SURV,
volume = "7",
number = "??",
pages = "157--206",
year = "2010",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1275928347",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Janson:2010:AMG,
author = "Svante Janson",
title = "Addendum to Moments of {Gamma} type and the {Brownian}
supremum process area",
journal = j-PROBAB-SURV,
volume = "7",
number = "??",
pages = "207--208",
year = "2010",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
note = "See \cite{Janson:2010:MGT}.",
URL = "http://projecteuclid.org/euclid.ps/1292249775",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Berger:2011:BTB,
author = "Arno Berger and Theodore P. Hill",
title = "A basic theory of {Benford's Law}",
journal = j-PROBAB-SURV,
volume = "8",
number = "??",
pages = "1--126",
year = "2011",
CODEN = "????",
DOI = "https://doi.org/10.1214/11-PS175",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Tue Nov 15 11:07:49 2011",
bibsource = "http://www.math.utah.edu/pub/tex/bib/benfords-law.bib;
http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1311860830",
abstract = "Drawing from a large, diverse body of work, this
survey presents a comprehensive and unified
introduction to the mathematics underlying the
prevalent logarithmic distribution of significant
digits and significands, often referred to as {\em
Benford's Law\/} (BL) or, in a special case, as the
{\em First Digit Law}. The invariance properties that
characterize BL are developed in detail. Special
attention is given to the emergence of BL in a wide
variety of deterministic and random processes. Though
mainly expository in nature, the article also provides
strengthened versions of, and simplified proofs for,
many key results in the literature. Numerous intriguing
problems for future research arise naturally.",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
keywords = "base-invariance; Benford's Law; difference equation;
mixture of distributions; random probability measure;
scale-invariance; shadowing; significant digits;
sum-invariance; uniform distribution mod 1",
}
@Article{Mazzola:2011:RAC,
author = "E. Mazzola and P. Muliere",
title = "Reviewing alternative characterizations of {Meixner}
process",
journal = j-PROBAB-SURV,
volume = "8",
number = "??",
pages = "127--154",
year = "2011",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1311860831",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Sun:2011:CIS,
author = "Nike Sun",
title = "Conformally invariant scaling limits in planar
critical percolation",
journal = j-PROBAB-SURV,
volume = "8",
number = "??",
pages = "155--209",
year = "2011",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1319806861",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Ross:2011:FSM,
author = "Nathan Ross",
title = "Fundamentals of {Stein}'s method",
journal = j-PROBAB-SURV,
volume = "8",
number = "??",
pages = "210--293",
year = "2011",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1319806862",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Biskup:2011:RPR,
author = "Marek Biskup",
title = "Recent progress on the {Random Conductance Model}",
journal = j-PROBAB-SURV,
volume = "8",
number = "??",
pages = "294--373",
year = "2011",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1325264815",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Dubedat:2011:TAS,
author = "Julien Dub{\'e}dat",
title = "Topics on abelian spin models and related problems",
journal = j-PROBAB-SURV,
volume = "8",
number = "??",
pages = "374--402",
year = "2011",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1325264816",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Grimmett:2011:TTD,
author = "Geoffrey Grimmett",
title = "Three theorems in discrete random geometry",
journal = j-PROBAB-SURV,
volume = "8",
number = "??",
pages = "403--441",
year = "2011",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
note = "See erratum \cite{Grimmett:2012:ETT}.",
URL = "http://projecteuclid.org/euclid.ps/1325264817",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Lawler:2011:SLS,
author = "Gregory F. Lawler",
title = "Scaling limits and the {Schramm--Loewner} evolution",
journal = j-PROBAB-SURV,
volume = "8",
number = "??",
pages = "442--495",
year = "2011",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1325264818",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Bordenave:2012:ACL,
author = "Charles Bordenave and Djalil Chafa{\"\i}",
title = "Around the circular law",
journal = j-PROBAB-SURV,
volume = "9",
number = "??",
pages = "1--89",
year = "2012",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1325604980",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Aldous:2012:LAP,
author = "David Aldous and Daniel Lanoue",
title = "A lecture on the averaging process",
journal = j-PROBAB-SURV,
volume = "9",
number = "??",
pages = "90--102",
year = "2012",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1327328305",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Janson:2012:SGT,
author = "Svante Janson",
title = "Simply generated trees, conditioned {Galton--Watson}
trees, random allocations and condensation",
journal = j-PROBAB-SURV,
volume = "9",
number = "??",
pages = "103--252",
year = "2012",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Jun 10 16:54:13 MDT 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1331216239",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Hirsch:2012:TCM,
author = "Francis Hirsch and Marc Yor",
title = "On temporally completely monotone functions for
{Markov} processes",
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volume = "9",
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pages = "253--286",
year = "2012",
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URL = "http://projecteuclid.org/euclid.ps/1336658304",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Bingham:2012:STP,
author = "N. H. Bingham",
title = "{Szeg{\H{o}}}'s theorem and its probabilistic
descendants",
journal = j-PROBAB-SURV,
volume = "9",
number = "??",
pages = "287--324",
year = "2012",
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bibdate = "Wed Jun 10 16:54:13 MDT 2015",
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acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Bingham:2012:MPM,
author = "N. H. Bingham",
title = "Multivariate prediction and matrix {Szeg{\H{o}}}
theory",
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volume = "9",
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year = "2012",
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acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Meleard:2012:QSD,
author = "Sylvie M{\'e}l{\'e}ard and Denis Villemonais",
title = "Quasi-stationary distributions and population
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volume = "9",
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fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
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author = "Stavros Vakeroudis",
title = "{Bougerol}'s identity in law and extensions",
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volume = "9",
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author = "Geoffrey Grimmett",
title = "Erratum: {Three} theorems in discrete random
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volume = "9",
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author = "David M. Mason and Harrison H. Zhou",
title = "Quantile coupling inequalities and their
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author = "Vincent Beffara and Hugo Duminil-Copin",
title = "Planar percolation with a glimpse of
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fjournal = "Probability Surveys",
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@Article{Alexanderian:2013:SMV,
author = "Alen Alexanderian",
title = "On spectral methods for variance based sensitivity
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author = "Qi-Man Shao and Qiying Wang",
title = "Self-normalized limit theorems: A survey",
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author = "Alexei Borodin and Leonid Petrov",
title = "Integrable probability: From representation theory to
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volume = "11",
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URL = "http://projecteuclid.org/euclid.ps/1395076923",
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fjournal = "Probability Surveys",
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author = "Sabine Jansen and Noemi Kurt",
title = "On the notion(s) of duality for {Markov} processes",
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volume = "11",
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URL = "http://projecteuclid.org/euclid.ps/1398778562",
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fjournal = "Probability Surveys",
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author = "Vladislav Kargin",
title = "Statistical properties of zeta functions' zeros",
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fjournal = "Probability Surveys",
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}
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author = "Angelo Efo{\'e}vi Koudou and Christophe Ley",
title = "Characterizations of {GIG} laws: A survey",
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fjournal = "Probability Surveys",
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author = "Louis H. Y. Chen and Hsien-Kuei Hwang and Vytas
Zacharovas",
title = "Distribution of the sum-of-digits function of random
integers: A survey",
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fjournal = "Probability Surveys",
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@Article{Leonard:2014:RPM,
author = "Christian L{\'e}onard and Sylvie R{\oe}lly and
Jean-Claude Zambrini",
title = "Reciprocal processes. {A} measure-theoretical point of
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}
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author = "Filip Lindskog and Sidney I. Resnick and Joyjit Roy",
title = "Regularly varying measures on metric spaces: Hidden
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pages = "270--314",
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URL = "http://projecteuclid.org/euclid.ps/1413896892",
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fjournal = "Probability Surveys",
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@Article{Rhodes:2014:GMC,
author = "R{\'e}mi Rhodes and Vincent Vargas",
title = "{Gaussian} multiplicative chaos and applications: A
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volume = "11",
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URL = "http://projecteuclid.org/euclid.ps/1415023603",
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fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
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author = "Mamikon S. Ginovyan and Artur A. Sahakyan and Murad S.
Taqqu",
title = "The trace problem for {Toeplitz} matrices and
operators and its impact in probability",
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volume = "11",
number = "??",
pages = "393--440",
year = "2014",
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bibdate = "Wed Jun 10 16:54:14 MDT 2015",
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fjournal = "Probability Surveys",
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@Article{Yano:2015:ATE,
author = "Kouji Yano and Marc Yor",
title = "Around {Tsirelson}'s equation, or: The evolution
process may not explain everything",
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fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
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author = "Ruodu Wang",
title = "Current open questions in complete mixability",
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fjournal = "Probability Surveys",
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@Article{Applebaum:2015:IDO,
author = "David Applebaum",
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fjournal = "Probability Surveys",
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author = "Hao Wu",
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author = "Asad Lodhia and Scott Sheffield and Xin Sun and Samuel
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title = "Fractional {Gaussian} fields: A survey",
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fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Bobkov:2016:HMI,
author = "Sergey G. Bobkov and James Melbourne",
title = "Hyperbolic measures on infinite dimensional spaces",
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volume = "13",
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year = "2016",
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fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Kuba:2016:MSM,
author = "Markus Kuba and Alois Panholzer",
title = "On moment sequences and mixed {Poisson}
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volume = "13",
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year = "2016",
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fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
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@Article{Astrauskas:2016:EVD,
author = "Arvydas Astrauskas",
title = "From extreme values of i.i.d. random fields to extreme
eigenvalues of finite-volume {Anderson} {Hamiltonian}",
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volume = "13",
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year = "2016",
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author = "Christophe Ley and Gesine Reinert and Yvik Swan",
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author = "Cecilia Holmgren and Svante Janso",
title = "Fringe trees, {Crump--Mode--Jagers} branching
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fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
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@Article{Mossel:2017:OED,
author = "Elchanan Mossel and Omer Tamuz",
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author = "Alan Hammond",
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journal = j-PROBAB-SURV,
volume = "14",
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year = "2017",
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@Article{Ibragimov:2017:CLM,
author = "Rustam Ibragimov and George Lentzas",
title = "Copulas and long memory",
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volume = "14",
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year = "2017",
CODEN = "????",
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acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Ferrari:2018:THU,
author = "Pablo A. Ferrari",
title = "{TASEP} hydrodynamics using microscopic
characteristics",
journal = j-PROBAB-SURV,
volume = "15",
pages = "1--27",
year = "2018",
CODEN = "????",
DOI = "https://doi.org/10.1214/17-PS284",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Mon Mar 5 18:38:34 2018",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/euclid.ps/1519722018",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Lawler:2018:TLM,
author = "Gregory F. Lawler",
title = "Topics in loop measures and the loop-erased walk",
journal = j-PROBAB-SURV,
volume = "15",
number = "??",
pages = "28--101",
year = "2018",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Fri Mar 15 10:52:53 MDT 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/euclid.ps/1520326908",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Duminil-Copin:2018:BAS,
author = "Hugo Duminil-Copin and Maxime Gagnebin and Matan Harel
and Ioan Manolescu and Vincent Tassion",
title = "The {Bethe} ansatz for the six-vertex and {XXZ}
models: An exposition",
journal = j-PROBAB-SURV,
volume = "15",
number = "??",
pages = "102--130",
year = "2018",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Fri Mar 15 10:52:53 MDT 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/euclid.ps/1521079210",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Limic:2018:EUD,
author = "Vlada Limic and Nedzad Limi{\'c}",
title = "Equidistribution, uniform distribution: a
probabilist's perspective",
journal = j-PROBAB-SURV,
volume = "15",
number = "??",
pages = "131--155",
year = "2018",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Fri Mar 15 10:52:53 MDT 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/euclid.ps/1524556822",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Labbe:2018:SLW,
author = "Cyril Labb{\'e}",
title = "On the scaling limits of weakly asymmetric bridges",
journal = j-PROBAB-SURV,
volume = "15",
number = "??",
pages = "156--242",
year = "2018",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Fri Mar 15 10:52:53 MDT 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/euclid.ps/1537408916",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Jarai:2018:SM,
author = "Antal A. J{\'a}rai",
title = "Sandpile models",
journal = j-PROBAB-SURV,
volume = "15",
number = "??",
pages = "243--306",
year = "2018",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Fri Mar 15 10:52:53 MDT 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/euclid.ps/1537776024",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Arratia:2019:SBO,
author = "Richard Arratia and Larry Goldstein and Fred Kochman",
title = "Size bias for one and all",
journal = j-PROBAB-SURV,
volume = "16",
number = "??",
pages = "1--61",
year = "2019",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Fri Mar 15 10:52:53 MDT 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/euclid.ps/1546657438",
acknowledgement = ack-nhfb,
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Viitasaari:2019:NSC,
author = "Lauri Viitasaari",
title = "Necessary and sufficient conditions for limit theorems
for quadratic variations of {Gaussian} sequences",
journal = j-PROBAB-SURV,
volume = "16",
number = "??",
pages = "62--98",
year = "2019",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Oct 9 14:29:26 MDT 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/euclid.ps/1559289658",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Salins:2019:ECB,
author = "Michael Salins",
title = "Equivalences and counterexamples between several
definitions of the uniform large deviations principle",
journal = j-PROBAB-SURV,
volume = "16",
number = "??",
pages = "99--142",
year = "2019",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Oct 9 14:29:26 MDT 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/euclid.ps/1559289659",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Landim:2019:MMC,
author = "Claudio Landim",
title = "Metastable {Markov} chains",
journal = j-PROBAB-SURV,
volume = "16",
number = "??",
pages = "143--227",
year = "2019",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Oct 9 14:29:26 MDT 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/euclid.ps/1560153809",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Novak:2019:PA,
author = "S. Y. Novak",
title = "{Poisson} approximation",
journal = j-PROBAB-SURV,
volume = "16",
number = "??",
pages = "228--276",
year = "2019",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Oct 9 14:29:26 MDT 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/euclid.ps/1565748164",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Robert:2019:MMG,
author = "Philippe Robert",
title = "Mathematical models of gene expression",
journal = j-PROBAB-SURV,
volume = "16",
number = "??",
pages = "277--332",
year = "2019",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Fri Jul 24 15:34:02 MDT 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1572509200",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Kovchegov:2020:RSS,
author = "Yevgeniy Kovchegov and Ilya Zaliapin",
title = "Random self-similar trees: A mathematical theory of
{Horton} laws",
journal = j-PROBAB-SURV,
volume = "17",
number = "??",
pages = "1--213",
year = "2020",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Fri Jul 24 15:34:02 MDT 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1582340412",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Goldenshluger:2020:UAS,
author = "Alexander Goldenshluger and Yaakov Malinovsky and
Assaf Zeevi",
title = "A unified approach for solving sequential selection
problems",
journal = j-PROBAB-SURV,
volume = "17",
number = "??",
pages = "214--256",
year = "2020",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Fri Jul 24 15:34:02 MDT 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1587974426",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Howard:2020:TUC,
author = "Steven R. Howard and Aaditya Ramdas and Jon McAuliffe
and Jasjeet Sekhon",
title = "Time-uniform {Chernoff} bounds via nonnegative
supermartingales",
journal = j-PROBAB-SURV,
volume = "17",
number = "??",
pages = "257--317",
year = "2020",
CODEN = "????",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Fri Jul 24 15:34:02 MDT 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "http://projecteuclid.org/euclid.ps/1589940218",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Stufler:2020:LRT,
author = "Benedikt Stufler",
title = "Limits of random tree-like discrete structures",
journal = j-PROBAB-SURV,
volume = "17",
number = "??",
pages = "318--477",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-PS338",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
MRclass = "60C05; 05C80",
bibdate = "Mon Mar 29 14:12:52 MDT 2021",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/journals/probability-surveys/volume-17/issue-none/Limits-of-random-tree-like-discrete-structures/10.1214/19-PS338.full",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
keywords = "branching processes; local convergence; Random graphs;
scaling limits; tree-like structures",
}
@Article{Rolla:2020:ARW,
author = "Leonardo T. Rolla",
title = "Activated Random Walks on {$ \mathbb {Z}^d $}",
journal = j-PROBAB-SURV,
volume = "17",
number = "??",
pages = "478--544",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-PS339",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
MRclass = "60K35; 82C22; 82C26",
bibdate = "Mon Mar 29 14:12:52 MDT 2021",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/journals/probability-surveys/volume-17/issue-none/Activated-Random-Walks-on-mathbbZd/10.1214/19-PS339.full",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
keywords = "Absorbing-state phase transition",
}
@Article{Yaroslavtsev:2020:LCT,
author = "Ivan S. Yaroslavtsev",
title = "Local characteristics and tangency of vector-valued
martingales",
journal = j-PROBAB-SURV,
volume = "17",
number = "??",
pages = "545--676",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-PS337",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
MRclass = "60G44; 60B11; 60G51; 60G57; 60H05; 28A50",
bibdate = "Mon Mar 29 14:12:52 MDT 2021",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/journals/probability-surveys/volume-17/issue-none/Local-characteristics-and-tangency-of-vector-valued-martingales/10.1214/19-PS337.full",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
keywords = "Canonical decomposition; Decoupling; Independent
increments; local characteristics; L{\'e}vy-Khinchin
formula; stochastic integration; Tangent martingales;
UMD Banach spaces",
}
@Article{Mai:2020:IEP,
author = "Jan-Frederik Mai",
title = "The infinite extendibility problem for exchangeable
real-valued random vectors",
journal = j-PROBAB-SURV,
volume = "17",
number = "??",
pages = "677--753",
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-PS336",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
MRclass = "60G09; 60E05; 62H99",
bibdate = "Mon Mar 29 14:12:52 MDT 2021",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/journals/probability-surveys/volume-17/issue-none/The-infinite-extendibility-problem-for-exchangeable-real-valued-random-vectors/10.1214/19-PS336.full",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
keywords = "conditionally iid; exchangeability; multivariate
probability distributions",
}
@Article{Khanfir:2021:TPM,
author = "Robin Khanfir",
title = "Time and place of the maximum for one-dimensional
diffusion bridges and meanders",
journal = j-PROBAB-SURV,
volume = "18",
number = "??",
pages = "1--43",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/18-PS312",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
MRclass = "60J65; 60J60",
bibdate = "Mon Mar 29 14:12:52 MDT 2021",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/journals/probability-surveys/volume-18/issue-none/Time-and-place-of-the-maximum-for-one-dimensional-diffusion/10.1214/18-PS312.full",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
keywords = "agreement formula; Bessel process; Brownian scaling;
diffusion bridge; divergent series; extremal value;
Meander; skew Brownian motion",
}
@Article{Bruss:2021:BIA,
author = "F. Thomas Bruss",
title = "The {BRS}-inequality and its applications",
journal = j-PROBAB-SURV,
volume = "18",
number = "??",
pages = "44--76",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-PS351",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Apr 6 06:21:45 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/journals/probability-surveys/volume-18/issue-none/The-BRS-inequality-and-its-applications/10.1214/20-PS351.full",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
keywords = "60-01; 60-02; Borel-Cantelli lemma; general point
process; knapsack problem; Monotone subsequence; online
selection; optimal selection; Poisson process; random
sum; resource dependent branching process; selection
bias; stopping time; tiling; Wald's lemma",
}
@Article{Morvai:2021:UAC,
author = "Guszt{\'a}v Morvai and Benjamin Weiss",
title = "On universal algorithms for classifying and predicting
stationary processes",
journal = j-PROBAB-SURV,
volume = "18",
number = "??",
pages = "77--131",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-PS345",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
MRclass = "60G25; 60G10",
bibdate = "Wed Apr 6 06:21:45 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/journals/probability-surveys/volume-18/issue-none/On-universal-algorithms-for-classifying-and-predicting-stationary-processes/10.1214/20-PS345.full",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
keywords = "Prediction theory; Stationary processes",
}
@Article{Bouzianis:2021:LIM,
author = "George Bouzianis and Lane P. Hughston and Sebastian
Jaimungal and Leandro S{\'a}nchez-Betancourt",
title = "{L{\'e}vy--Ito} models in finance",
journal = j-PROBAB-SURV,
volume = "18",
number = "??",
pages = "132--178",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-PS1",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
MRclass = "91G30; 60H05; 91G80",
bibdate = "Wed Apr 6 06:21:45 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/journals/probability-surveys/volume-18/issue-none/L%c3%a9vy-Ito-models-in-finance/10.1214/21-PS1.full",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
keywords = "Asset pricing; foreign exchange; interest rate models;
L{\'e}vy measure; L{\'e}vy processes; Poisson random
measure; pricing kernels; risk aversion; risk premium;
Siegel's paradox; Vasicek model",
}
@Article{Yuan:2021:NAS,
author = "Sida Yuan and Reiichiro Kawai",
title = "Numerical aspects of shot noise representation of
infinitely divisible laws and related processes",
journal = j-PROBAB-SURV,
volume = "18",
number = "??",
pages = "201--271",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-PS359",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
MRclass = "60E07; 60G55; 60G51; 65C05; 65C30",
bibdate = "Wed Apr 6 06:21:45 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/journals/probability-surveys/volume-18/issue-none/Numerical-aspects-of-shot-noise-representation-of-infinitely-divisible-laws/10.1214/20-PS359.full",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
keywords = "Infinitely divisible laws; infinitely divisible
processes; L{\'e}vy processes; Monte Carlo methods;
shot noise representation",
}
@Article{Novak:2021:PAA,
author = "S. Y. Novak",
title = "{Poisson} approximation. Addendum",
journal = j-PROBAB-SURV,
volume = "18",
number = "??",
pages = "272--275",
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-PS2",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
MRclass = "60F05; 60F05; 60G70",
bibdate = "Wed Apr 6 06:21:45 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/journals/probability-surveys/volume-18/issue-none/Poisson-approximation-Addendum/10.1214/21-PS2.full",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
keywords = "Poisson approximation",
}
@Article{Ginovyan:2022:LTT,
author = "Mamikon S. Ginovyan and Murad S. Taqqu",
title = "Limit theorems for {Toeplitz}-type quadratic
functionals of stationary processes and applications",
journal = j-PROBAB-SURV,
volume = "19",
number = "??",
pages = "1--64",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-PS3",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
MRclass = "60F05; 60G10; 60G15; 62F12; 62G05",
bibdate = "Wed Apr 6 06:21:46 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/journals/probability-surveys/volume-19/issue-none/Limit-theorems-for-Toeplitz-type-quadratic-functionals-of-stationary-processes/10.1214/21-PS3.full",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
keywords = "Brownian motion; central and non-central limit
theorems; parametric and nonparametric estimation;
Spectral density; Stationary processes; Toeplitz type
quadratic functional",
}
@Article{Dauvergne:2022:RLP,
author = "Duncan Dauvergne and Mihai Nica and B{\'a}lint
Vir{\'a}g",
title = "{RSK} in last passage percolation: a unified
approach",
journal = j-PROBAB-SURV,
volume = "19",
number = "??",
pages = "65--112",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-PS4",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
MRclass = "05A05; 60K35",
bibdate = "Wed Apr 6 06:21:46 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/journals/probability-surveys/volume-19/issue-none/RSK-in-last-passage-percolation-a-unified-approach/10.1214/22-PS4.full",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
keywords = "Greene's theorem; KPZ universality class; Last passage
percolation; Pitman transform; Robinson-Schensted
correspondence; RSK bijection; Young tableaux",
}
@Article{Werner:2022:FBA,
author = "Elisabeth M. Werner",
title = "Floating bodies and approximation of convex bodies by
polytopes",
journal = j-PROBAB-SURV,
volume = "19",
number = "??",
pages = "113--128",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-PS5",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
MRclass = "52A20; 52A40",
bibdate = "Wed Apr 6 06:21:46 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/journals/probability-surveys/volume-19/issue-none/Floating-bodies-and-approximation-of-convex-bodies-by-polytopes/10.1214/22-PS5.full",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
keywords = "60B; affine surface area; Floating bodies; Random
polytopes",
}
@Article{Yano:2022:ICP,
author = "Kouji Yano",
title = "Infinite convolutions of probability measures on
{Polish} semigroups",
journal = j-PROBAB-SURV,
volume = "19",
number = "??",
pages = "129--159",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-PS6",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
MRclass = "60B15; 60F05; 60G50",
bibdate = "Wed Apr 6 06:21:46 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/journals/probability-surveys/volume-19/issue-none/Infinite-convolutions-of-probability-measures-on-Polish-semigroups/10.1214/22-PS6.full",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
keywords = "convolution idempotent; Ellis-Zelazko theorem;
infinite convolution; Polish semigroup; Rees
decomposition",
}
@Article{Bingham:2022:PTS,
author = "N. H. Bingham",
title = "Prediction theory for stationary functional time
series",
journal = j-PROBAB-SURV,
volume = "19",
number = "??",
pages = "160--184",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-PS360",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
bibdate = "Wed Apr 6 06:21:46 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/journals/probability-surveys/volume-19/issue-none/Prediction-theory-for-stationary-functional-time-series/10.1214/20-PS360.full",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
keywords = "60-02; 62-02; Beurling-Lax-Halmos theorem; Cram{\'e}r
representation; functional principal components;
functional time series; Karhunen-Lo{\`e}ve expansion;
kernel methods; Kolmogorov isomorphism theorem;
Szeg{\H{o}} alternative; Szeg{\H{o}}'s theorem;
Verblunsky coefficients",
}
@Article{Doring:2022:MCN,
author = "Hanna D{\"o}ring and Sabine Jansen and Kristina
Schubert",
title = "The method of cumulants for the normal approximation",
journal = j-PROBAB-SURV,
volume = "19",
number = "??",
pages = "185--270",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-PS7",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
MRclass = "60F05; 60F10; 60G70; 60K35",
bibdate = "Sat Jun 4 15:11:40 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/journals/probability-surveys/volume-19/issue-none/The-method-of-cumulants-for-the-normal-approximation/10.1214/22-PS7.full",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
keywords = "Berry--Esseen theorems; central limit theorems;
Cumulants; heavy-tailed variables; large and moderate
deviations",
}
@Article{Cekanavicius:2022:CPA,
author = "V. Cekanavicius and S. Y. Novak",
title = "Compound {Poisson} approximation",
journal = j-PROBAB-SURV,
volume = "19",
number = "??",
pages = "271--350",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-PS8",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
MRclass = "60E15; 60F05; 60G50; 60G51; 60G55; 60G70; 60J75;
62E17; 62E20",
bibdate = "Sat Jun 4 15:11:40 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/journals/probability-surveys/volume-19/issue-none/Compound-Poisson-approximation/10.1214/22-PS8.full",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
keywords = "compound Poisson approximation; Gini-Kantorovich
distance; Kolmogorov's problem; signed compound Poisson
measure; total variation distance",
}
@Article{Wang:2022:LDS,
author = "Yilin Wang",
title = "Large deviations of {Schramm--Loewner} evolutions: a
survey",
journal = j-PROBAB-SURV,
volume = "19",
number = "??",
pages = "351--403",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-PS9",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
MRclass = "60J67; 60F10; 30C55",
bibdate = "Sat Jun 4 15:11:40 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/journals/probability-surveys/volume-19/issue-none/Large-deviations-of-Schramm-Loewner-evolutions-A-survey/10.1214/22-PS9.full",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
keywords = "large deviation principle; Loewner energy;
Loewner-Kufarev energy; Schramm-Loewner evolution;
Weil-Petersson quasicircle",
}
@Article{Fakhfakh:2022:SEF,
author = "Raouf Fakhfakh",
title = "A survey on the effects of free and boolean
convolutions on {Cauchy--Stieltjes} Kernel families",
journal = j-PROBAB-SURV,
volume = "19",
number = "??",
pages = "404--449",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-PS10",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
MRclass = "60E10; 46L54",
bibdate = "Sat Jun 4 15:11:40 MDT 2022",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/journals/probability-surveys/volume-19/issue-none/A-survey-on-the-effects-of-free-and-boolean-convolutions/10.1214/22-PS10.full",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
keywords = "boolean convolution; Free convolution; Stieltjes
transform; variance function",
}
@Article{Saldi:2022:GIS,
author = "Naci Saldi and Serdar Y{\"u}ksel",
title = "Geometry of information structures, strategic measures
and associated stochastic control topologies",
journal = j-PROBAB-SURV,
volume = "19",
number = "??",
pages = "450--532",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-PS356",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
MRclass = "93E03; 60B10; 90B99",
bibdate = "Wed Mar 22 09:24:21 MDT 2023",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/journals/probability-surveys/volume-19/issue-none/Geometry-of-information-structures-strategic-measures-and-associated-stochastic-control/10.1214/20-PS356.full",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
}
@Article{Upadhye:2022:UAS,
author = "Neelesh S. Upadhye and Kalyan Barman",
title = "A unified approach to {Stein}'s method for stable
distributions",
journal = j-PROBAB-SURV,
volume = "19",
number = "??",
pages = "533--589",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-PS354",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
MRclass = "60E07; 60E10; 60F05",
bibdate = "Wed Mar 22 09:24:21 MDT 2023",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/journals/probability-surveys/volume-19/issue-none/A-unified-approach-to-Steins-method-for-stable-distributions/10.1214/20-PS354.full",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
keywords = "semigroup approach; Stable approximation; Stable
distributions; Stein's method",
}
@Article{Zygouras:2022:SAS,
author = "Nikos Zygouras",
title = "Some algebraic structures in {KPZ} universality",
journal = j-PROBAB-SURV,
volume = "19",
number = "??",
pages = "590--700",
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-PS335",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
MRclass = "82B23; 82B23",
bibdate = "Wed Mar 22 09:24:21 MDT 2023",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/journals/probability-surveys/volume-19/issue-none/Some-algebraic-structures-in-KPZ-universality/10.1214/19-PS335.full",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
keywords = "05EXX; branching rule; directed polymer models;
Gelfand-Tsetlin patterns; growth models; KPZ
universality; Pieri rule; Robinson-Schensted-Knuth
correspondence; Schur functions; tropical
combinatorics; Whittaker functions; Young tableaux",
}
@Article{Malyarenko:2023:TSV,
author = "Anatoliy Malyarenko and Martin Ostoja-Starzewski",
title = "Tensor- and spinor-valued random fields with
applications to continuum physics and cosmology",
journal = j-PROBAB-SURV,
volume = "20",
number = "??",
pages = "1--86",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-PS12",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
MRclass = "60G60; 74A40; 74E35; 74H50; 74S60; 76F55; 76M35",
bibdate = "Wed Mar 22 09:24:22 MDT 2023",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/journals/probability-surveys/volume-20/issue-none/Tensor--and-spinor-valued-random-fields-with-applications-to/10.1214/22-PS12.full",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
keywords = "Cosmic microwave background; microstructure; Random
field; spectral expansion",
}
@Article{Bremont:2023:HOR,
author = "Julien Br{\'e}mont",
title = "On homogeneous and oscillating random walks on the
integers",
journal = j-PROBAB-SURV,
volume = "20",
number = "??",
pages = "87--112",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-PS13",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
MRclass = "60G17; 60J10",
bibdate = "Wed Mar 22 09:24:22 MDT 2023",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/journals/probability-surveys/volume-20/issue-none/On-homogeneous-and-oscillating-random-walks-on-the-integers/10.1214/23-PS13.full",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
keywords = "Homogeneous random walk; oscillating random walk;
recurrence criterion",
}
@Article{Foldes:2023:MSC,
author = "Juraj F{\"o}ldes and David P. Herzog",
title = "The method of stochastic characteristics for linear
second-order hypoelliptic equations",
journal = j-PROBAB-SURV,
volume = "20",
number = "??",
pages = "113--169",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-PS11",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
MRclass = "60H30; 35H10; 35G15; 60H10; 34B27; 35A01; 35A02",
bibdate = "Wed Mar 22 09:24:22 MDT 2023",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/journals/probability-surveys/volume-20/issue-none/The-method-of-stochastic-characteristics-for-linear-second-order-hypoelliptic/10.1214/22-PS11.full",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
keywords = "boundary-valued PDE; hypoelliptic operator; stochastic
characteristics",
}
@Article{Forrester:2023:RER,
author = "Peter J. Forrester",
title = "A review of exact results for fluctuation formulas in
random matrix theory",
journal = j-PROBAB-SURV,
volume = "20",
number = "??",
pages = "170--225",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-PS15",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
MRclass = "60B20; 60F99",
bibdate = "Wed Mar 22 09:24:22 MDT 2023",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/journals/probability-surveys/volume-20/issue-none/A-review-of-exact-results-for-fluctuation-formulas-in-random/10.1214/23-PS15.full",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
keywords = "Fluctuation formulas; linear statistics; random
matrices",
}
@Article{Deaconu:2023:PRF,
author = "Madalina Deaconu and Antoine Lejay",
title = "Probabilistic representations of fragmentation
equations",
journal = j-PROBAB-SURV,
volume = "20",
number = "??",
pages = "226--290",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-PS14",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
MRclass = "60K35; 60K35; 60K35",
bibdate = "Wed Mar 22 09:24:22 MDT 2023",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/journals/probability-surveys/volume-20/issue-none/Probabilistic-representations-of-fragmentation-equations/10.1214/23-PS14.full",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
keywords = "fragmentation equation; Markov jump process; Piecewise
deterministic Markov process; SDE with jumps",
}
@Article{Fleermann:2023:PMR,
author = "Michael Fleermann and Werner Kirsch",
title = "Proof methods in random matrix theory",
journal = j-PROBAB-SURV,
volume = "20",
number = "??",
pages = "291--381",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-PS16",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
MRclass = "60B20",
bibdate = "Wed Mar 22 09:24:22 MDT 2023",
bibsource = "http://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/journals/probability-surveys/volume-20/issue-none/Proof-methods-in-random-matrix-theory/10.1214/23-PS16.full",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
keywords = "Marchenko-Pastur law; method of moments; Random matrix
theory; semicircle law; Stieltjes transform method",
}
@Article{Kuhn:2023:MIS,
author = "Franziska K{\"u}hn and Ren{\'e} L. Schilling",
title = "Maximal inequalities and some applications",
journal = j-PROBAB-SURV,
volume = "20",
number = "??",
pages = "382--485",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-PS17",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
MRclass = "60E15; 60G15; 60G44; 60G51; 60G53; 60J25; 42B25;
42A61",
bibdate = "Thu Oct 31 07:20:23 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/journals/probability-surveys/volume-20/issue-none/Maximal-inequalities-and-some-applications/10.1214/23-PS17.full",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
keywords = "Burkholder-Davis-Gundy inequality; concentration
function; Doob's maximal inequality; Feller process;
Gaussian process; good-$\lambda$ inequality;
Hardy--Littlewood maximal function; L{\'e}vy process;
L{\'e}vy-type process; Markov process; martingale
inequality; maximal function; maximal inequality;
moment estimate; Stochastic differential equation; tail
estimate",
}
@Article{Chessari:2023:NMB,
author = "Jared Chessari and Reiichiro Kawai and Yuji Shinozaki
and Toshihiro Yamada",
title = "Numerical methods for backward stochastic differential
equations: a survey",
journal = j-PROBAB-SURV,
volume = "20",
number = "??",
pages = "486--567",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-PS18",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
MRclass = "65C30; 65C05; 93E24; 49L20; 60H07",
bibdate = "Thu Oct 31 07:20:23 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/journals/probability-surveys/volume-20/issue-none/Numerical-methods-for-backward-stochastic-differential-equations-A-survey/10.1214/23-PS18.full",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
keywords = "BSDEs; deep learning; Least-squares regression;
Malliavin calculus; Monte Carlo methods; Picard
iteration; Semilinear PDEs",
}
@Article{Schnurr:2023:MPS,
author = "Alexander Schnurr and Sebastian Rickelhoff",
title = "From {Markov} processes to semimartingales",
journal = j-PROBAB-SURV,
volume = "20",
number = "??",
pages = "568--607",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-PS19",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
MRclass = "60J76; 60H10; 60J25; 60G17",
bibdate = "Thu Oct 31 07:20:23 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/journals/probability-surveys/volume-20/issue-none/From-Markov-processes-to-semimartingales/10.1214/23-PS19.full",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
keywords = "generator; killing; L{\'e}vy process; Markov process;
semimartingale characteristics; Stochastic differential
equations",
}
@Article{Babayan:2023:ABP,
author = "Nikolay M. Babayan and Mamikon S. Ginovyan",
title = "Asymptotic behavior of the prediction error for
stationary sequences",
journal = j-PROBAB-SURV,
volume = "20",
number = "??",
pages = "664--721",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-PS21",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
MRclass = "60G10; 60G25; 62M15; 62M20; 30C10",
bibdate = "Thu Oct 31 07:20:23 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/journals/probability-surveys/volume-20/issue-none/Asymptotic-behavior-of-the-prediction-error-for-stationary-sequences/10.1214/23-PS21.full",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
keywords = "15A18; deterministic and nondeterministic process;
eigenvalues of truncated Toeplitz matrices; Ibragimov's
theorems; prediction error; Rosenblatt's theorems;
Spectral density; Szeg{\H{o}}'s condition; Transfinite
diameter",
}
@Article{Fredes:2023:MRS,
author = "Luis Fredes and Jean-Fran{\c{c}}ois Marckert",
title = "Models of random subtrees of a graph",
journal = j-PROBAB-SURV,
volume = "20",
number = "??",
pages = "722--801",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-PS22",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
MRclass = "60C05; 60J10; 60F17",
bibdate = "Thu Oct 31 07:20:23 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/journals/probability-surveys/volume-20/issue-none/Models-of-random-subtrees-of-a-graph/10.1214/23-PS22.full",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
keywords = "60-02; Diffusion limited aggregation; Lattice trees;
Minimal spanning tree; random generation; Random trees;
Spanning trees",
}
@Article{Dotti:2023:EPI,
author = "Sylvain Dotti",
title = "Elementary processes for {It{\^o}} Integral against
cylindrical {Wiener} process",
journal = j-PROBAB-SURV,
volume = "20",
number = "??",
pages = "802--836",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-PS23",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
MRclass = "60H05; 60J65; 60G99; 60H40",
bibdate = "Thu Oct 31 07:20:23 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/journals/probability-surveys/volume-20/issue-none/Elementary-processes-for-It%c3%b4-Integral-against-cylindrical-Wiener-process/10.1214/23-PS23.full",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
keywords = "Cylindrical Wiener process; elementary processes;
It{\^o} integral; white noise theory",
}
@Article{Khezeli:2023:UFG,
author = "Ali Khezeli",
title = "A unified framework for generalizing the
{Gromov--Hausdorff} metric",
journal = j-PROBAB-SURV,
volume = "20",
number = "??",
pages = "837--896",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-PS340",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
MRclass = "60B05; 51F99",
bibdate = "Thu Oct 31 07:20:23 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/journals/probability-surveys/volume-20/issue-none/A-unified-framework-for-generalizing-the-Gromov-Hausdorff-metric/10.1214/20-PS340.full",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
keywords = "boundedly-compact; functor; Gromov-Hausdorff metric;
Gromov-Hausdorff-Prokhorov metric",
}
@Article{Beliaev:2023:SGF,
author = "Dmitry Beliaev",
title = "Smooth {Gaussian} fields and percolation",
journal = j-PROBAB-SURV,
volume = "20",
number = "??",
pages = "897--937",
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-PS24",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
MRclass = "60K35; 60D05; 60G15",
bibdate = "Thu Oct 31 07:20:23 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/journals/probability-surveys/volume-20/issue-none/Smooth-Gaussian-fields-and-percolation/10.1214/23-PS24.full",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
keywords = "percolation; Smooth Gaussian fields",
}
@Article{Levine:2024:UCA,
author = "Lionel Levine and Vittoria Silvestri",
title = "Universality conjectures for activated random walk",
journal = j-PROBAB-SURV,
volume = "21",
number = "??",
pages = "1--27",
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/24-PS25",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
MRclass = "60K35; 82C22; 82C26; 82B26; 82B27",
bibdate = "Thu Oct 31 07:23:22 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/journals/probability-surveys/volume-21/issue-none/Universality-conjectures-for-activated-random-walk/10.1214/24-PS25.full",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
keywords = "Abelian network; Activated random walk;
hyperuniformity; incompressibility; microscopic limit;
quadrature inequality; Scaling limit; spatial mixing;
stationary distribution; temporal mixing",
}
@Article{Bignamini:2024:DID,
author = "Davide A. Bignamini and Simone Ferrari and Simona
Fornaro and Margherita Zanella",
title = "Differentiability in infinite dimension and the
{Malliavin} calculus",
journal = j-PROBAB-SURV,
volume = "21",
number = "??",
pages = "28--66",
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/24-PS26",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
MRclass = "28C20; 46G05",
bibdate = "Thu Oct 31 07:23:22 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/journals/probability-surveys/volume-21/issue-none/Differentiability-in-infinite-dimension-and-the-Malliavin-calculus/10.1214/24-PS26.full",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
keywords = "interpolation theory; Lasry-Lions approximation;
Malliavin calculus; Malliavin derivative",
}
@Article{Foss:2024:LPP,
author = "Sergey Foss and Takis Konstantopoulos and Bastien
Mallein and Sanjay Ramassamy",
title = "Last passage percolation and limit theorems in
{Barak--Erd{\H{o}}s} directed random graphs and related
models",
journal = j-PROBAB-SURV,
volume = "21",
number = "??",
pages = "67--170",
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/24-PS28",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
MRclass = "05C80; 60J80; 60F05; 60F17; 60K35; 70F45",
bibdate = "Thu Oct 31 07:23:22 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/journals/probability-surveys/volume-21/issue-none/Last-passage-percolation-and-limit-theorems-in-Barak-Erd%c5%91s-directed/10.1214/24-PS28.full",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
keywords = "05C20; Barak--Erd{\H{o}}s graph; Branching random
walk; Brownian percolation; coupling; infinite bin
model; Last passage percolation; perfect simulation;
Poisson-weighted infinite tree; random graph; Random
tree; selection; Stochastic ordered graph; Tracy-Widom
distribution",
}
@Article{Jerrum:2024:FPR,
author = "Mark Jerrum",
title = "Fundamentals of partial rejection sampling",
journal = j-PROBAB-SURV,
volume = "21",
number = "??",
pages = "171--199",
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/24-PS29",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
MRclass = "60C05; 68R07; 68W20",
bibdate = "Thu Oct 31 07:23:22 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/journals/probability-surveys/volume-21/issue-none/Fundamentals-of-partial-rejection-sampling/10.1214/24-PS29.full",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
keywords = "Lov{\'a}sz local lemma; perfect sampling; rejection
sampling",
}
@Article{Bauerschmidt:2024:SDP,
author = "Roland Bauerschmidt and Thierry Bodineau and Benoit
Dagallier",
title = "Stochastic dynamics and the {Polchinski} equation: an
introduction",
journal = j-PROBAB-SURV,
volume = "21",
number = "??",
pages = "200--290",
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/24-PS27",
ISSN = "1549-5787",
ISSN-L = "1549-5787",
MRclass = "60H30; 60K35; 82C20; 82C21; 82C27",
bibdate = "Thu Oct 31 07:23:22 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/probabsurv.bib",
URL = "https://projecteuclid.org/journals/probability-surveys/volume-21/issue-none/Stochastic-dynamics-and-the-Polchinski-equation-An-introduction/10.1214/24-PS27.full",
acknowledgement = ack-nhfb,
ajournal = "Probab. Surv.",
fjournal = "Probability Surveys",
journal-URL = "http://projecteuclid.org/all/euclid.ps",
keywords = "39B62; functional inequalities; Gibbs measure; Glauber
dynamics; Log-Sobolev inequality; Polchinski equation;
renormalisation group; stochastic localisation;
transport map",
}
