:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Shokrollahi, Foad, Vahdati, Saeed
Format:	Preprint
Published:	2026
Subjects:	Probability
Online Access:	https://arxiv.org/abs/2601.02558
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Discretization of integrals driven by multifractional Brownian motions with discontinuous integrands
by: Ralchenko, Kostiantyn, et al.
Published: (2024)

Regularization of a stationary point process by a stationary increments perturbation
by: Thomassey, Loïc, et al.
Published: (2026)

Non-ergodic inference for stationary-increment harmonizable stable processes
by: Hoang, Ly Viet, et al.
Published: (2024)

Norm-dependent Lamperti-type MAP representations of stable processes and Brownian motions in the orthant
by: Kyprianou, Andreas E., et al.
Published: (2025)

Hedging in Jump Diffusion Model with Transaction Costs
by: Almani, Hamidreza Maleki, et al.
Published: (2024)

Almost periodicity as a path property for $p$-adic self-similar processes with stationary increments
by: Shen, Yi, et al.
Published: (2026)

One-sided Markov additive processes with lattice and non-lattice increments
by: Ivanovs, Jevgenijs, et al.
Published: (2024)

Genealogies of records of stochastic processes with stationary increments as unimodular trees
by: Baccelli, François, et al.
Published: (2024)

Some notes on Lamperti's recurrence of stochastic sequences
by: Abramov, Vyacheslav M.
Published: (2025)

On the peak height distribution of non-stationary Gaussian random fields: 1D general covariance and scale space
by: Zhao, Yu, et al.
Published: (2025)

Poisson approximation of the largest gaps between zeros of a stationary Gaussian process
by: Feng, Renjie, et al.
Published: (2026)

On local maxima of smooth Gaussian nonstationary processes and stationary planar fields with trends
by: Cheng, Dan
Published: (2023)

Tests of independence for pairs of paths of non-stationary Gaussian processes
by: Ernst, Philip A., et al.
Published: (2025)

One-to-one correspondences between discrete multivariate stationary, self-similar and stationary increment fields
by: Voutilainen, Marko
Published: (2024)

The Lamperti transformation in the infinite-dimensional setting, self-similar populations, and coalescents
by: Siri-Jégousse, Arno, et al.
Published: (2024)

Quasi-stationary distributions for single death processes with killing
by: Fang, Zhe-Kang, et al.
Published: (2024)

Rigidity of random stationary measures and applications to point processes
by: Lachièze-Rey, Raphaël
Published: (2024)

Parameter inference from a non-stationary unknown process
by: Owens, Kieran S., et al.
Published: (2024)

Limit theorems for $p$-domain functionals of stationary Gaussian fields
by: Leonenko, Nikolai, et al.
Published: (2024)

Local times of deterministic paths and self-similar processes with stationary increments as normalized numbers of interval crossings
by: Bednorz, Witold, et al.
Published: (2023)

Persistence and entropic repulsion of stationary Gaussian fields with spectral singularity at the origin
by: Feldheim, Naomi, et al.
Published: (2026)

Quasi-stationary distributions for continuous-time $λ$-recurrent jump processes
by: Du, Qian, et al.
Published: (2024)

Gap metrics for stationary point processes and quantitative convexity of the free energy
by: Huesmann, Martin, et al.
Published: (2025)

Analytic property of generalized scale functions for standard processes with no negative jumps and its application to quasi-stationary distributions
by: Noba, Kei, et al.
Published: (2023)

From Discrete to Continuous: A High‐Accuracy Approximation for Pricing Arithmetic Asian Options Under Mixed Fractional Brownian Motion
by: Mehdi Biglari, et al.
Published: (2026)

Solvable stationary non equilibrium states
by: Carinci, Gioia, et al.
Published: (2023)

On Berry Esseen type estimates for randomized Martingales in the non stationary setting
by: Dedecker, J, et al.
Published: (2025)

Large deviation principle for the stationary measures of open asymmetric simple exclusion processes
by: Hegde, Milind, et al.
Published: (2024)

Localization for non-stationary Anderson models in three dimensions
by: Hurtado, Omar
Published: (2026)

Data-driven, non-Markovian modelling of weather in the presence of non-stationary, non-Gaussian, and heteroskedastic climate dynamics
by: Sayer, Thomas, et al.
Published: (2026)

Quasi-stationary distributions of non-absorbing Markov chains
by: Fernandez, Roberto, et al.
Published: (2024)

Exact and asymptotic distribution theory for the empirical correlation of two AR(1) processes with Gaussian increments
by: Ernst, Philip A., et al.
Published: (2023)

Central limit theorems for squared increment sums of fractional Brownian fields based on a Delaunay triangulation in $2D$
by: Chenavier, Nicolas, et al.
Published: (2025)

Limit theorems for squared increment sums of the maximum of two isotropic fractional Brownian fields over a fixed-domain
by: Chenavier, Nicolas, et al.
Published: (2025)

Asymptotic analysis for stationary distributions of scaled reaction networks
by: Hoessly, Linard, et al.
Published: (2024)

On the Markov transformation of Gaussian processes
by: Ley, Armand
Published: (2024)

Weak approximation for Gaussian processes from renewal processes
by: Bardina, Xavier, et al.
Published: (2025)

Limit fluctuations of stationary measure of totally asymmetric simple exclusion process with open boundaries on the coexistence line
by: Bryc, Włodzimierz, et al.
Published: (2024)

Gaussian limit for Pfaffian point processes
by: Wang, Kai, et al.
Published: (2025)

Wasserstein and Convex Gaussian Approximations for Non-stationary Time Series of Diverging Dimensionality
by: Liu, Miaoshiqi, et al.
Published: (2025)