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Theory of Probability and Mathematical Statistics is a peer-reviewed journal published by American Mathematical Society, covering Stochastic processes and financial applications, Stochastic processes and statistical mechanics, Probability and Risk Models. Over its lifetime it has published 719 papers, which have received 2,602 citations.
| Publisher | American Mathematical Society |
|---|---|
| Reference style | Numbered (AMS) Numbered — [1], [2] in the text [1] A. Smith, B. Jones, and C. Lee, A representative article title, Theory of Probability and Mathematical Statistics 12 (2023), 45–58.
Formats any DOI in Theory of Probability and Mathematical Statistics style. No sign-up. |
| Publishes research in | Stochastic processes and financial applications Stochastic processes and statistical mechanics Probability and Risk Models Financial Risk and Volatility Modeling advanced mathematical theories |
| ISSN | 0094-9000 |
| Citation impact (2-yr) | 4.02 |
| h-index | 20 |
| i10-index | 71 |
| Top institutions publishing here | Taras Shevchenko National University of Kyiv |
| Journal website | www.ams.org |
| You get | A submission-ready PDF and the editable LaTeX source — ready to submit. |
Citations each year’s papers have accumulated so far — the most recent years are still building up.
New weak and strong existence and weak and strong uniqueness results for the solutions of multi-dimensional stochastic McKeanâVlasov equation are established under relaxed regularity conditions. Weak existence requires a non-degeneracy of diffusion and no more than a linear growth of both coefficients in the state variable. Weak and strong uniqueness are established under the restricted…
A continuous time branching random walk on the lattice $\mathbf {Z}$ in which particles may produce children only at the origin is considered. Assuming that the underlying random walk is symmetric and the offspring reproduction law is critical, we find the asymptotic behavior of the survival probability of the process at time $t$ as $t\to…
We study the problem of optimal estimation of a linear functional of unknown values of a periodically correlated random sequence from observed values of a sequence with an additive noise. Formulas for calculating the mean square error and spectral characteristic of the optimal linear estimate of a functional are established in the case where the…
The problem of the optimal estimation is considered for the linear functional \[ A{\zeta }=\sum _{j=0}^\infty {a}(j){\zeta }(-j) \] that depends on unknown values of a periodically correlated stochastic sequence $\zeta (j)$; the estimator is constructed from observations of the sequence $\zeta (j)+\theta (j)$, $j\leq 0$, where $\theta (j)$ is a periodically correlated noise. We…
Let $X_i$, $i=1,\dots ,n$, be a sequence of positive independent identically distributed random variables and define \[ T_n:=\frac {X_1^2+X_2^2+\dots +X_n^2}{(X_1+X_2+\dots +X_n)^2}. \] Utilizing Karamataâs theory of functions of regular variation, we determine the asymptotic behaviour of arbitrary moments $\mathsf {E}(T_n^k)$, $k\in \mathbb {N}$, for large $n$, given that $X_1$ satisfies a tail condition, akin to…
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Transactions of the American Mathematical Society, Series B
AMS Journal (American Mathematical Society)
Communications of the American Mathematical Society
Journal of Algebraic Geometry
Mathematics of Computation
SIAM Journal on Mathematics of Data Science
SIAM Review
