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  Subjects -> STATISTICS (Total: 130 journals)
Showing 1 - 151 of 151 Journals sorted by number of followers
Review of Economics and Statistics     Hybrid Journal   (Followers: 278)
Statistics in Medicine     Hybrid Journal   (Followers: 144)
Journal of Econometrics     Hybrid Journal   (Followers: 85)
Journal of the American Statistical Association     Full-text available via subscription   (Followers: 77, SJR: 3.746, CiteScore: 2)
Advances in Data Analysis and Classification     Hybrid Journal   (Followers: 52)
Biometrics     Hybrid Journal   (Followers: 49)
Sociological Methods & Research     Hybrid Journal   (Followers: 49)
Journal of the Royal Statistical Society, Series B (Statistical Methodology)     Hybrid Journal   (Followers: 43)
Journal of Business & Economic Statistics     Full-text available via subscription   (Followers: 41, SJR: 3.664, CiteScore: 2)
Computational Statistics & Data Analysis     Hybrid Journal   (Followers: 38)
Annals of Applied Statistics     Full-text available via subscription   (Followers: 37)
Journal of the Royal Statistical Society Series C (Applied Statistics)     Hybrid Journal   (Followers: 37)
Journal of Risk and Uncertainty     Hybrid Journal   (Followers: 35)
Oxford Bulletin of Economics and Statistics     Hybrid Journal   (Followers: 35)
Journal of the Royal Statistical Society, Series A (Statistics in Society)     Hybrid Journal   (Followers: 31)
Journal of Urbanism: International Research on Placemaking and Urban Sustainability     Hybrid Journal   (Followers: 28)
The American Statistician     Full-text available via subscription   (Followers: 25)
Statistical Methods in Medical Research     Hybrid Journal   (Followers: 23)
Journal of Computational & Graphical Statistics     Full-text available via subscription   (Followers: 21)
Journal of Forecasting     Hybrid Journal   (Followers: 21)
Journal of Applied Statistics     Hybrid Journal   (Followers: 20)
British Journal of Mathematical and Statistical Psychology     Full-text available via subscription   (Followers: 19)
International Journal of Quality, Statistics, and Reliability     Open Access   (Followers: 19)
Journal of Statistical Software     Open Access   (Followers: 19, SJR: 13.802, CiteScore: 16)
Journal of Time Series Analysis     Hybrid Journal   (Followers: 18)
Statistical Modelling     Hybrid Journal   (Followers: 18)
Computational Statistics     Hybrid Journal   (Followers: 17)
Journal of Biopharmaceutical Statistics     Hybrid Journal   (Followers: 17)
Risk Management     Hybrid Journal   (Followers: 16)
Decisions in Economics and Finance     Hybrid Journal   (Followers: 15)
Statistics and Computing     Hybrid Journal   (Followers: 14)
Demographic Research     Open Access   (Followers: 14)
Statistics & Probability Letters     Hybrid Journal   (Followers: 13)
Geneva Papers on Risk and Insurance - Issues and Practice     Hybrid Journal   (Followers: 13)
Australian & New Zealand Journal of Statistics     Hybrid Journal   (Followers: 12)
Journal of Statistical Physics     Hybrid Journal   (Followers: 12)
Structural and Multidisciplinary Optimization     Hybrid Journal   (Followers: 12)
International Statistical Review     Hybrid Journal   (Followers: 11)
Statistics: A Journal of Theoretical and Applied Statistics     Hybrid Journal   (Followers: 11)
Journal of Probability and Statistics     Open Access   (Followers: 11)
Pharmaceutical Statistics     Hybrid Journal   (Followers: 10)
The Canadian Journal of Statistics / La Revue Canadienne de Statistique     Hybrid Journal   (Followers: 10)
Communications in Statistics - Theory and Methods     Hybrid Journal   (Followers: 10)
Advances in Complex Systems     Hybrid Journal   (Followers: 10)
Multivariate Behavioral Research     Hybrid Journal   (Followers: 9)
Scandinavian Journal of Statistics     Hybrid Journal   (Followers: 9)
Communications in Statistics - Simulation and Computation     Hybrid Journal   (Followers: 9)
Fuzzy Optimization and Decision Making     Hybrid Journal   (Followers: 9)
Current Research in Biostatistics     Open Access   (Followers: 9)
Stata Journal     Full-text available via subscription   (Followers: 9)
Journal of Educational and Behavioral Statistics     Hybrid Journal   (Followers: 8)
Journal of Statistical Planning and Inference     Hybrid Journal   (Followers: 8)
Teaching Statistics     Hybrid Journal   (Followers: 8)
Law, Probability and Risk     Hybrid Journal   (Followers: 8)
Handbook of Statistics     Full-text available via subscription   (Followers: 8)
Research Synthesis Methods     Hybrid Journal   (Followers: 8)
Environmental and Ecological Statistics     Hybrid Journal   (Followers: 7)
Journal of Combinatorial Optimization     Hybrid Journal   (Followers: 7)
Journal of Global Optimization     Hybrid Journal   (Followers: 7)
Journal of Nonparametric Statistics     Hybrid Journal   (Followers: 7)
Queueing Systems     Hybrid Journal   (Followers: 7)
Argumentation et analyse du discours     Open Access   (Followers: 7)
Asian Journal of Mathematics & Statistics     Open Access   (Followers: 7)
Biometrical Journal     Hybrid Journal   (Followers: 6)
Significance     Hybrid Journal   (Followers: 6)
International Journal of Computational Economics and Econometrics     Hybrid Journal   (Followers: 6)
Journal of Mathematics and Statistics     Open Access   (Followers: 6)
Applied Categorical Structures     Hybrid Journal   (Followers: 5)
Engineering With Computers     Hybrid Journal   (Followers: 5)
Lifetime Data Analysis     Hybrid Journal   (Followers: 5)
Optimization Methods and Software     Hybrid Journal   (Followers: 5)
Statistical Methods and Applications     Hybrid Journal   (Followers: 5)
CHANCE     Hybrid Journal   (Followers: 5)
ESAIM: Probability and Statistics     Open Access   (Followers: 4)
Mathematical Methods of Statistics     Hybrid Journal   (Followers: 4)
Metrika     Hybrid Journal   (Followers: 4)
Statistical Papers     Hybrid Journal   (Followers: 4)
Monthly Statistics of International Trade - Statistiques mensuelles du commerce international     Full-text available via subscription   (Followers: 4)
TEST     Hybrid Journal   (Followers: 3)
Journal of Algebraic Combinatorics     Hybrid Journal   (Followers: 3)
Journal of Theoretical Probability     Hybrid Journal   (Followers: 3)
Statistical Inference for Stochastic Processes     Hybrid Journal   (Followers: 3)
Handbook of Numerical Analysis     Full-text available via subscription   (Followers: 3)
Sankhya A     Hybrid Journal   (Followers: 3)
Journal of Statistical and Econometric Methods     Open Access   (Followers: 3)
AStA Advances in Statistical Analysis     Hybrid Journal   (Followers: 2)
Extremes     Hybrid Journal   (Followers: 2)
Optimization Letters     Hybrid Journal   (Followers: 2)
Stochastic Models     Hybrid Journal   (Followers: 2)
Stochastics An International Journal of Probability and Stochastic Processes: formerly Stochastics and Stochastics Reports     Hybrid Journal   (Followers: 2)
IEA World Energy Statistics and Balances -     Full-text available via subscription   (Followers: 2)
Building Simulation     Hybrid Journal   (Followers: 2)
Technology Innovations in Statistics Education (TISE)     Open Access   (Followers: 2)
International Journal of Stochastic Analysis     Open Access   (Followers: 2)
Measurement Interdisciplinary Research and Perspectives     Hybrid Journal   (Followers: 1)
Statistica Neerlandica     Hybrid Journal   (Followers: 1)
Sequential Analysis: Design Methods and Applications     Hybrid Journal   (Followers: 1)
Journal of the Korean Statistical Society     Hybrid Journal   (Followers: 1)
Wiley Interdisciplinary Reviews - Computational Statistics     Hybrid Journal   (Followers: 1)
Statistics and Economics     Open Access  
Review of Socionetwork Strategies     Hybrid Journal  
SourceOECD Measuring Globalisation Statistics - SourceOCDE Mesurer la mondialisation - Base de donnees statistiques     Full-text available via subscription  

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Similar Journals
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Journal of Theoretical Probability
Journal Prestige (SJR): 0.981
Citation Impact (citeScore): 1
Number of Followers: 3  
 
  Hybrid Journal Hybrid journal (It can contain Open Access articles)
ISSN (Print) 1572-9230 - ISSN (Online) 0894-9840
Published by Springer-Verlag Homepage  [2468 journals]
  • A Conditioned Local Limit Theorem for Nonnegative Random Matrices

    • Free pre-print version: Loading...

      Abstract: Abstract For any fixed real \(a > 0\) and \(x \in {\mathbb {R}}^d, d \ge 1\) , we consider the real-valued random process \((S_n)_{n \ge 0}\) defined by \( S_0= a, S_n= a+\ln \vert g_n\cdots g_1x\vert , n \ge 1\) , where the \(g_k, k \ge 1, \) are i.i.d. nonnegative random matrices. By using the strategy initiated by Denisov and Wachtel to control fluctuations in cones of d-dimensional random walks, we obtain an asymptotic estimate and bounds on the probability that the process \((S_n)_{n \ge 0}\) remains nonnegative up to time n and simultaneously belongs to some compact set \([b, b+\ell ]\subset {\mathbb {R}}^+_*\) at time n.
      PubDate: 2024-05-13
       
  • Measure Pseudo-S-asymptotically Bloch-Type Periodicity of Some Semilinear
           Stochastic Integrodifferential Equations

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      Abstract: This paper gives a new property for stochastic processes, called square-mean \(\mu -\) pseudo-S-asymptotically Bloch-type periodicity. We show how this property is preserved under some operations, such as composition and convolution, for stochastic processes. Our main results extend the classical results on S-asymptotically Bloch-type periodic functions. We also apply our results to some problems involving semilinear stochastic integrodifferential equations in abstract spaces
      PubDate: 2024-05-03
       
  • Multi-dimensional Reflected Backward Stochastic Differential Equations
           Driven by G-Brownian Motion with Diagonal Generators

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      Abstract: Abstract We consider the well-posedness problem of multi-dimensional reflected backward stochastic differential equations driven by G-Brownian motion (G-BSDEs) with diagonal generators. Two methods, including the penalization method and the Picard iteration argument, are provided to prove the existence and uniqueness of the solutions. We also study its connection with the obstacle problem of a system of fully nonlinear PDEs.
      PubDate: 2024-04-26
       
  • Renewed Limit Theorems for Noncritical Galton–Watson Branching
           Systems

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      Abstract: Abstract The paper discusses the Galton–Watson stochastic branching system. We deal only with the noncritical case. Our task in the work is to improve our recent result which explicitly calculated the famous constant in the theory of subcritical Galton–Watson branching systems, announced by Kolmogorov in 1938. We demonstrate the rate of convergence to the Kolmogorov constant. This improvement contributes to determining the speed of approximation rate in a number of classical limit theorems of the theory of Galton–Watson branching systems.
      PubDate: 2024-04-24
       
  • On the $$L^{p}$$ -Spaces of Projective Limits of Probability Measures

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      Abstract: Abstract The present article describes the precise structure of the \(L^{p}\) -spaces of projective limit measures by introducing a category-theoretical perspective. This analysis is applied to measures on vector spaces and in particular to Gaussian measures on nuclear topological vector spaces. A simple application to constructive quantum field theory (QFT) is given through the Osterwalder–Schrader axioms.
      PubDate: 2024-04-20
       
  • Stochastic Differential Equations with Local Growth Singular Drifts

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      Abstract: Abstract In this paper, we study the weak differentiability of global strong solution of stochastic differential equations, the strong Feller property of the associated diffusion semigroups and the global stochastic flow property in which the singular drift b and the weak gradient of Sobolev diffusion \(\sigma \) are supposed to satisfy \(\left\ \left b\right \cdot \mathbbm {1}_{B(R)}\right\ _{p_1}\le O((\log R)^{{(p_1-d)^2}/{2p^2_1}})\) and \(\left\ \left\ \nabla \sigma \right\ \cdot \mathbbm {1}_{B(R)}\right\ _{p_1}\le O((\log ({R}/{3}))^{{(p_1-d)^2}/{2p^2_1}})\) , respectively. The main tools for these results are the decomposition of global two-point motions in Fang et al. (Ann Probab 35(1):180–205, 2007), Krylov’s estimate, Khasminskii’s estimate, Zvonkin’s transformation and the characterization for Sobolev differentiability of random fields in Xie and Zhang (Ann Probab 44(6):3661–3687, 2016).
      PubDate: 2024-04-19
       
  • Reflected and Doubly Reflected Backward Stochastic Differential Equations
           with Irregular Obstacles and a Large Set of Stopping Strategies

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      Abstract: Abstract We introduce a new formulation of reflected backward stochastic differential equations (BSDEs) and doubly reflected BSDEs associated with irregular obstacles. In the first part of the paper, we consider an extension of the classical optimal stopping problem over a larger set of stopping systems than the set of stopping times (namely, the set of split stopping times), where the payoff process \(\xi \) is irregular and in the case of a general filtration. Split stopping times are a powerful tool for modeling financial contracts and derivatives that depend on multiple conditions or triggers, and for incorporating stochastic processes with jumps and other types of discontinuities. We show that the value family can be aggregated by an optional process v, which is characterized as the Snell envelope of the reward process \(\xi \) over split stopping times. Using this, we prove the existence and uniqueness of a solution Y to irregular reflected BSDEs. In the second part of the paper, motivated by the classical Dynkin game with completely irregular rewards considered by Grigorova et al. (Electron J Probab 23:1–38, 2018), we generalize the previous equations to the case of two reflecting barrier processes.
      PubDate: 2024-04-11
       
  • Wigner- and Marchenko–Pastur-Type Limit Theorems for Jacobi
           Processes

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      Abstract: Abstract We study Jacobi processes \((X_{t})_{t\ge 0}\) on \([-1,1]^N\) and \([1,\infty [^N\) which are motivated by the Heckman–Opdam theory and associated integrable particle systems. These processes depend on three positive parameters and degenerate in the freezing limit to solutions of deterministic dynamical systems. In the compact case, these models tend for \(t\rightarrow \infty \) to the distributions of the \(\beta \) -Jacobi ensembles and, in the freezing case, to vectors consisting of ordered zeros of one-dimensional Jacobi polynomials. We derive almost sure analogues of Wigner’s semicircle and Marchenko–Pastur limit laws for \(N\rightarrow \infty \) for the empirical distributions of the N particles on some local scale. We there allow for arbitrary initial conditions, which enter the limiting distributions via free convolutions. These results generalize corresponding stationary limit results in the compact case for \(\beta \) -Jacobi ensembles and, in the deterministic case, for the empirical distributions of the ordered zeros of Jacobi polynomials. The results are also related to free limit theorems for multivariate Bessel processes, \(\beta \) -Hermite and \(\beta \) -Laguerre ensembles, and the asymptotic empirical distributions of the zeros of Hermite and Laguerre polynomials for \(N\rightarrow \infty \) .
      PubDate: 2024-04-11
       
  • Stochastic Differential Equations with Singular Coefficients: The
           Martingale Problem View and the Stochastic Dynamics View

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      Abstract: Abstract We consider stochastic differential equations (SDEs) with (distributional) drift in negative Besov spaces and random initial condition and investigate them from two different viewpoints. In the first part we set up a martingale problem and show its well-posedness. We then prove further properties of the martingale problem, such as continuity with respect to the drift and the link with the Fokker–Planck equation. We also show that the solutions are weak Dirichlet processes for which we evaluate the quadratic variation of the martingale component. In the second part we identify the dynamics of the solution of the martingale problem by describing the proper associated SDE. Under suitable assumptions we show equivalence with the solution to the martingale problem.
      PubDate: 2024-04-06
       
  • Approximation Schemes for McKean–Vlasov and Boltzmann-Type Equations
           (Error Analysis in Total Variation Distance)

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      Abstract: Abstract We deal with McKean–Vlasov and Boltzmann-type jump equations. This means that the coefficients of the stochastic equation depend on the law of the solution, and the equation is driven by a Poisson point measure with intensity measure which depends on the law of the solution as well. Alfonsi and Bally (Construction of Boltzmann and McKean Vlasov type flows (the sewing lemma approach), 2021, arXiv:2105.12677) have proved that under some suitable conditions, the solution \(X_t\) of such equation exists and is unique. One also proves that \(X_t\) is the probabilistic interpretation of an analytical weak equation. Moreover, the Euler scheme \(X_t^{{\mathcal {P}}}\) of this equation converges to \(X_t\) in Wasserstein distance. In this paper, under more restrictive assumptions, we show that the Euler scheme \(X_t^{{\mathcal {P}}}\) converges to \(X_t\) in total variation distance and \(X_t\) has a smooth density (which is a function solution of the analytical weak equation). On the other hand, in view of simulation, we use a truncated Euler scheme \(X^{{\mathcal {P}},M}_t\) which has a finite numbers of jumps in any compact interval. We prove that \(X^{{\mathcal {P}},M}_{t}\) also converges to \(X_t\) in total variation distance. Finally, we give an algorithm based on a particle system associated with \(X^{{\mathcal {P}},M}_t\) in order to approximate the density of the law of \(X_t\) . Complete estimates of the error are obtained.
      PubDate: 2024-04-03
       
  • Exact Modulus of Continuities for $$\Lambda $$ -Fleming–Viot Processes
           with Brownian Spatial Motion

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      Abstract: Abstract For a class of \(\Lambda \) -Fleming–Viot processes with Brownian spatial motion in \(\mathbb {R}^d\) whose associated \(\Lambda \) -coalescents come down from infinity, we obtain sharp global and local moduli of continuity for the ancestral processes recovered from the associated lookdown representations. As applications, we establish both global and local moduli of continuity for the \(\Lambda \) -Fleming–Viot support processes. In particular, if the \(\Lambda \) -coalescent is the Beta \((2-\beta ,\beta )\) coalescent for \(\beta \in (1,2]\) with \(\beta =2\) corresponding to Kingman’s coalescent, then for \(h(t)=\sqrt{t\log (1/t)}\) , the global modulus of continuity holds for the support process with modulus function \(\sqrt{2\beta /(\beta -1)}h(t)\) , and both the left and right local moduli of continuity hold for the support process with modulus function \(\sqrt{2/(\beta -1)}h(t)\) .
      PubDate: 2024-04-03
       
  • Limit Behavior in High-Dimensional Regime for the Wishart Tensors in
           Wiener Chaos

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      Abstract: Abstract We analyze the p-random Wishart tensor ( \(p\ge 2\) ) associated with an initial \(n\times d\) random matrix \(\mathcal {X}_{n,d}\) whose entries are independent and belong to the Wiener chaos. The order of the Wiener chaos is constant in each row of the matrix, and it may change from one row to another. Therefore, the entries of our starting matrix are not identically distributed (we only assume that their second moments coincide). We prove that, in high-dimensional regime (i.e. when n and d are large enough), the multidimensional random vector corresponding to the p-Wishart tensor is close in distribution to a standard multidimensional Gaussian vector. We also evaluate the Wasserstein distance between the probability distributions of these two random vectors. By using the techniques of the Stein–Malliavin calculus, we show that when the dimensions n and d are large enough and p is fixed, this Wasserstein distance is of order less than \(\sqrt{\frac{n^{2p-1}}{d}}\) .
      PubDate: 2024-03-30
       
  • Asymptotic Behaviors for Random Geometric Series

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      Abstract: Abstract In this paper, we consider asymptotic behaviors for random geometric series. We first study the convergence rates in the central limit theorem, i.e., the Berry–Esseen bound and Edgeworth expansions, and precise deviations. Then we define a bounded linear operator from the path space of random walk to the path space of the random geometric series and establish the functional central limit theorem, the functional law of iterated logarithm, and functional large deviation principles for the random geometric series.
      PubDate: 2024-03-29
       
  • A Note on the Markovian SIR Epidemic on a Random Graph with Given Degrees

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      Abstract: Abstract We consider a Markovian model of an SIR epidemic spreading on a contact graph that is drawn uniformly at random from the set of all graphs with n vertices and given vertex degrees. Janson, Luczak and Windridge (Random Struct Alg 45(4):724–761, 2014) prove that the evolution of such an epidemic is well approximated by the solution to a simple set of differential equations, thus providing probabilistic underpinnings to the works of Miller (J Math Biol 62(3):349–358, 2011) and Volz (J Math Biol 56(3):293–310, 2008). The present paper provides an additional probabilistic interpretation of the limiting deterministic functions in Janson, Luczak and Windridge (Random Struct Alg 45(4):724–761, 2014), thus clarifying further the connection between their results and the results of Miller and Volz.
      PubDate: 2024-03-24
       
  • Exit Times for a Discrete Markov Additive Process

    • Free pre-print version: Loading...

      Abstract: Abstract In this paper, we consider (upward skip-free) discrete-time and discrete-space Markov additive chains (MACs) and develop the theory for the so-called \(\widetilde{{\textbf {W}}}\) and \(\widetilde{{\textbf {Z}}}\) scale matrices, which are shown to play a vital role in the determination of a number of exit problems and related fluctuation identities. The theory developed in this fully discrete set-up follows similar lines of reasoning as the analogous theory for Markov additive processes in continuous time and is exploited to obtain the probabilistic construction of the scale matrices, identify the form of the generating function and produce a simple recursion relation for \(\widetilde{{\textbf {W}}}\) , as well as its connection with the so-called occupation mass formula. In addition to the standard one- and two-sided exit problems (upwards and downwards), we also derive distributional characteristics for a number of quantities related to the one- and two-sided ‘reflected’ processes.
      PubDate: 2024-03-17
       
  • Hausdorff Measure and Uniform Dimension for Space-Time Anisotropic
           Gaussian Random Fields

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      Abstract: Abstract Let \(X=\{ X(t), t\in \mathbb {R}^{N}\} \) be a centered space-time anisotropic Gaussian random field in \(\mathbb {R}^d\) with stationary increments, where the components \(X_{i}(i=1,\ldots ,d)\) are independent but distributed differently. Under certain conditions, we not only give the Hausdorff dimension of the graph sets of X in the asymmetric metric in the recurrent case, but also determine the exact Hausdorff measure functions of the graph sets of X in the transient and recurrent cases, respectively. Moreover, we establish a uniform Hausdorff dimension result for the image sets of X. Our results extend the corresponding results on fractional Brownian motion and space or time anisotropic Gaussian random fields.
      PubDate: 2024-03-15
      DOI: 10.1007/s10959-024-01323-7
       
  • The Voter Model with a Slow Membrane

    • Free pre-print version: Loading...

      Abstract: Abstract We introduce the voter model on the infinite integer lattice with a slow membrane and investigate its hydrodynamic behavior and nonequilibrium fluctuations. The voter model is one of the classical interacting particle systems with state space \(\{0,1\}^{\mathbb Z^d}\) . In our model, a voter adopts one of its neighbors’ opinion at rate one except for neighbors crossing the hyperplane \(\{x:x_1 = 1/2\}\) , where the rate is \(\alpha N^{-\beta }\) and thus is called a slow membrane. Above, \(\alpha >0 \ \textrm{and} \ \beta \ge 0\) are given parameters and the positive integer N is a scaling parameter. We consider the limit \(N \rightarrow \infty \) and prove that the hydrodynamic limits are given by the heat equation without or with Robin/Neumann conditions depending on the values of \(\beta \) . We also consider the nonequilibrium fluctuations, where the limit is described by generalized Ornstein–Uhlenbeck processes with certain boundary conditions corresponding to the hydrodynamic equation.
      PubDate: 2024-03-13
      DOI: 10.1007/s10959-024-01321-9
       
  • Rough Differential Equations Containing Path-Dependent Bounded Variation
           Terms

    • Free pre-print version: Loading...

      Abstract: Abstract We consider rough differential equations whose coefficients contain path-dependent bounded variation terms and prove the existence and a priori estimate of solutions. These equations include classical path-dependent stochastic differential equations containing running maximum processes and normal reflection terms. We apply these results to determine the topological support of the solution processes.
      PubDate: 2024-03-08
      DOI: 10.1007/s10959-024-01319-3
       
  • Homogenization of a Multivariate Diffusion with Semipermeable Interfaces

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      Abstract: Abstract We study the homogenization problem for a system of stochastic differential equations with local time terms that models a multivariate diffusion in the presence of semipermeable hyperplane interfaces with oblique penetration. We show that this system has a unique weak solution and determine its weak limit as the distances between the interfaces converge to zero. In the limit, the singular local times terms vanish and give rise to an additional regular interface-induced drift.
      PubDate: 2024-03-07
      DOI: 10.1007/s10959-024-01317-5
       
  • Precise Tail Behaviour of Some Dirichlet Series

    • Free pre-print version: Loading...

      Abstract: Abstract Let \(\eta _1\) , \(\eta _2,\ldots \) be independent copies of a random variable \(\eta \) with zero mean and finite variance which is bounded from the right, that is, \(\eta \le b\) almost surely for some \(b>0\) . Considering different types of the asymptotic behaviour of the probability \(\mathbb {P}\{\eta \in [b-x,b]\}\) as \(x\rightarrow 0+\) , we derive precise tail asymptotics of the random Dirichlet series \(\sum _{k\ge 1}k^{-\alpha }\eta _k\) for \(\alpha \in (1/2, 1]\) .
      PubDate: 2024-03-05
      DOI: 10.1007/s10959-024-01318-4
       
 
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  Subjects -> STATISTICS (Total: 130 journals)
Showing 1 - 151 of 151 Journals sorted by number of followers
Review of Economics and Statistics     Hybrid Journal   (Followers: 278)
Statistics in Medicine     Hybrid Journal   (Followers: 144)
Journal of Econometrics     Hybrid Journal   (Followers: 85)
Journal of the American Statistical Association     Full-text available via subscription   (Followers: 77, SJR: 3.746, CiteScore: 2)
Advances in Data Analysis and Classification     Hybrid Journal   (Followers: 52)
Biometrics     Hybrid Journal   (Followers: 49)
Sociological Methods & Research     Hybrid Journal   (Followers: 49)
Journal of the Royal Statistical Society, Series B (Statistical Methodology)     Hybrid Journal   (Followers: 43)
Journal of Business & Economic Statistics     Full-text available via subscription   (Followers: 41, SJR: 3.664, CiteScore: 2)
Computational Statistics & Data Analysis     Hybrid Journal   (Followers: 38)
Annals of Applied Statistics     Full-text available via subscription   (Followers: 37)
Journal of the Royal Statistical Society Series C (Applied Statistics)     Hybrid Journal   (Followers: 37)
Journal of Risk and Uncertainty     Hybrid Journal   (Followers: 35)
Oxford Bulletin of Economics and Statistics     Hybrid Journal   (Followers: 35)
Journal of the Royal Statistical Society, Series A (Statistics in Society)     Hybrid Journal   (Followers: 31)
Journal of Urbanism: International Research on Placemaking and Urban Sustainability     Hybrid Journal   (Followers: 28)
The American Statistician     Full-text available via subscription   (Followers: 25)
Statistical Methods in Medical Research     Hybrid Journal   (Followers: 23)
Journal of Computational & Graphical Statistics     Full-text available via subscription   (Followers: 21)
Journal of Forecasting     Hybrid Journal   (Followers: 21)
Journal of Applied Statistics     Hybrid Journal   (Followers: 20)
British Journal of Mathematical and Statistical Psychology     Full-text available via subscription   (Followers: 19)
International Journal of Quality, Statistics, and Reliability     Open Access   (Followers: 19)
Journal of Statistical Software     Open Access   (Followers: 19, SJR: 13.802, CiteScore: 16)
Journal of Time Series Analysis     Hybrid Journal   (Followers: 18)
Statistical Modelling     Hybrid Journal   (Followers: 18)
Computational Statistics     Hybrid Journal   (Followers: 17)
Journal of Biopharmaceutical Statistics     Hybrid Journal   (Followers: 17)
Risk Management     Hybrid Journal   (Followers: 16)
Decisions in Economics and Finance     Hybrid Journal   (Followers: 15)
Statistics and Computing     Hybrid Journal   (Followers: 14)
Demographic Research     Open Access   (Followers: 14)
Statistics & Probability Letters     Hybrid Journal   (Followers: 13)
Geneva Papers on Risk and Insurance - Issues and Practice     Hybrid Journal   (Followers: 13)
Australian & New Zealand Journal of Statistics     Hybrid Journal   (Followers: 12)
Journal of Statistical Physics     Hybrid Journal   (Followers: 12)
Structural and Multidisciplinary Optimization     Hybrid Journal   (Followers: 12)
International Statistical Review     Hybrid Journal   (Followers: 11)
Statistics: A Journal of Theoretical and Applied Statistics     Hybrid Journal   (Followers: 11)
Journal of Probability and Statistics     Open Access   (Followers: 11)
Pharmaceutical Statistics     Hybrid Journal   (Followers: 10)
The Canadian Journal of Statistics / La Revue Canadienne de Statistique     Hybrid Journal   (Followers: 10)
Communications in Statistics - Theory and Methods     Hybrid Journal   (Followers: 10)
Advances in Complex Systems     Hybrid Journal   (Followers: 10)
Multivariate Behavioral Research     Hybrid Journal   (Followers: 9)
Scandinavian Journal of Statistics     Hybrid Journal   (Followers: 9)
Communications in Statistics - Simulation and Computation     Hybrid Journal   (Followers: 9)
Fuzzy Optimization and Decision Making     Hybrid Journal   (Followers: 9)
Current Research in Biostatistics     Open Access   (Followers: 9)
Stata Journal     Full-text available via subscription   (Followers: 9)
Journal of Educational and Behavioral Statistics     Hybrid Journal   (Followers: 8)
Journal of Statistical Planning and Inference     Hybrid Journal   (Followers: 8)
Teaching Statistics     Hybrid Journal   (Followers: 8)
Law, Probability and Risk     Hybrid Journal   (Followers: 8)
Handbook of Statistics     Full-text available via subscription   (Followers: 8)
Research Synthesis Methods     Hybrid Journal   (Followers: 8)
Environmental and Ecological Statistics     Hybrid Journal   (Followers: 7)
Journal of Combinatorial Optimization     Hybrid Journal   (Followers: 7)
Journal of Global Optimization     Hybrid Journal   (Followers: 7)
Journal of Nonparametric Statistics     Hybrid Journal   (Followers: 7)
Queueing Systems     Hybrid Journal   (Followers: 7)
Argumentation et analyse du discours     Open Access   (Followers: 7)
Asian Journal of Mathematics & Statistics     Open Access   (Followers: 7)
Biometrical Journal     Hybrid Journal   (Followers: 6)
Significance     Hybrid Journal   (Followers: 6)
International Journal of Computational Economics and Econometrics     Hybrid Journal   (Followers: 6)
Journal of Mathematics and Statistics     Open Access   (Followers: 6)
Applied Categorical Structures     Hybrid Journal   (Followers: 5)
Engineering With Computers     Hybrid Journal   (Followers: 5)
Lifetime Data Analysis     Hybrid Journal   (Followers: 5)
Optimization Methods and Software     Hybrid Journal   (Followers: 5)
Statistical Methods and Applications     Hybrid Journal   (Followers: 5)
CHANCE     Hybrid Journal   (Followers: 5)
ESAIM: Probability and Statistics     Open Access   (Followers: 4)
Mathematical Methods of Statistics     Hybrid Journal   (Followers: 4)
Metrika     Hybrid Journal   (Followers: 4)
Statistical Papers     Hybrid Journal   (Followers: 4)
Monthly Statistics of International Trade - Statistiques mensuelles du commerce international     Full-text available via subscription   (Followers: 4)
TEST     Hybrid Journal   (Followers: 3)
Journal of Algebraic Combinatorics     Hybrid Journal   (Followers: 3)
Journal of Theoretical Probability     Hybrid Journal   (Followers: 3)
Statistical Inference for Stochastic Processes     Hybrid Journal   (Followers: 3)
Handbook of Numerical Analysis     Full-text available via subscription   (Followers: 3)
Sankhya A     Hybrid Journal   (Followers: 3)
Journal of Statistical and Econometric Methods     Open Access   (Followers: 3)
AStA Advances in Statistical Analysis     Hybrid Journal   (Followers: 2)
Extremes     Hybrid Journal   (Followers: 2)
Optimization Letters     Hybrid Journal   (Followers: 2)
Stochastic Models     Hybrid Journal   (Followers: 2)
Stochastics An International Journal of Probability and Stochastic Processes: formerly Stochastics and Stochastics Reports     Hybrid Journal   (Followers: 2)
IEA World Energy Statistics and Balances -     Full-text available via subscription   (Followers: 2)
Building Simulation     Hybrid Journal   (Followers: 2)
Technology Innovations in Statistics Education (TISE)     Open Access   (Followers: 2)
International Journal of Stochastic Analysis     Open Access   (Followers: 2)
Measurement Interdisciplinary Research and Perspectives     Hybrid Journal   (Followers: 1)
Statistica Neerlandica     Hybrid Journal   (Followers: 1)
Sequential Analysis: Design Methods and Applications     Hybrid Journal   (Followers: 1)
Journal of the Korean Statistical Society     Hybrid Journal   (Followers: 1)
Wiley Interdisciplinary Reviews - Computational Statistics     Hybrid Journal   (Followers: 1)
Statistics and Economics     Open Access  
Review of Socionetwork Strategies     Hybrid Journal  
SourceOECD Measuring Globalisation Statistics - SourceOCDE Mesurer la mondialisation - Base de donnees statistiques     Full-text available via subscription  

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