STOCHASTIC PROCESSES AND THEIR APPLICATIONS

STOCHASTIC PROCESSES AND THEIR APPLICATIONS(英文缩写 STOCH PROC APPL),ISSN 0304-4149,eISSN 1879-209X 是一本学术期刊。本页汇总该期刊的最新影响因子、分区信息以及最新收录于 PubMed 的文献,帮助您快速了解期刊全貌。

指标来源：jcr_cas_ifqb

历年影响因子趋势

STOCHASTIC PROCESSES AND THEIR APPLICATIONS 最新收录文献

1. Limit theorems for the site frequency spectrum of neutral mutations in an exponentially growing population.
   Einar Bjarki Gunnarsson, Kevin Leder, Xuanming Zhang
   Stochastic processes and their applications 2025 IF: 1.20 Q3 PMID: 40191782

   The site frequency spectrum (SFS) is a widely used summary statistic of genomic data. Motivated by recent evidence for the role of neutral evolution in cancer, we investigate the SFS of neutral mutati…

   查看详情 DOI
2. Adaptive Huber Regression on Markov-dependent Data.
   Jianqing Fan, Yongyi Guo, Bai Jiang
   Stochastic processes and their applications 2022 IF: 1.20 Q3 PMID: 35756192

   High-dimensional linear regression has been intensively studied in the community of statistics in the last two decades. For the convenience of theoretical analyses, classical methods usually assume in…

   查看详情 DOI
3. Perturbation bounds for Monte Carlo within Metropolis via restricted approximations.
   Felipe Medina-Aguayo, Daniel Rudolf, Nikolaus Schweizer
   Stochastic processes and their applications 2020 IF: 1.20 Q3 PMID: 32255890

   The Monte Carlo within Metropolis (MCwM) algorithm, interpreted as a perturbed Metropolis-Hastings (MH) algorithm, provides an approach for approximate sampling when the target distribution is intract…

   查看详情 DOI
4. MARKOV PROCESSES CONDITIONED ON THEIR LOCATION AT LARGE EXPONENTIAL TIMES.
   Steven N Evans, Alexandru Hening
   Stochastic processes and their applications 2019 IF: 1.20 Q3 PMID: 31680715

   Suppose that ( ) is a one-dimensional Brownian motion with negative drift -. It is possible to make sense of conditioning this process to be in the state 0 at an independent exponential random time an…

   查看详情 DOI
5. Heavy-tailed fractional Pearson diffusions.
   N N Leonenko, I Papić, A Sikorskii, N Šuvak
   Stochastic processes and their applications 2017 IF: 1.20 Q3 PMID: 28989225

   We define heavy-tailed fractional reciprocal gamma and Fisher-Snedecor diffusions by a non-Markovian time change in the corresponding Pearson diffusions. Pearson diffusions are governed by the backwar…

   查看详情 DOI
6. DOOB-MARTIN COMPACTIFICATION OF A MARKOV CHAIN FOR GROWING RANDOM WORDS SEQUENTIALLY.
   Hye Soo Choi, Steven N Evans
   Stochastic processes and their applications 2017 IF: 1.20 Q3 PMID: 28966434

   We consider a Markov chain that iteratively generates a sequence of random finite words in such a way that the word is uniformly distributed over the set of words of length 2 in which letters are and …

   查看详情 DOI
7. Asymptotic Normality of Quadratic Estimators.
   James Robins, Lingling Li, Eric Tchetgen, Aad van der Vaart
   Stochastic processes and their applications 2016 IF: 1.20 Q3 PMID: 28090132

   We prove conditional asymptotic normality of a class of quadratic U-statistics that are dominated by their degenerate second order part and have kernels that change with the number of observations. Th…

   查看详情 DOI
8. Finite sampling inequalities: an application to two-sample Kolmogorov-Smirnov statistics.
   Evan Greene, Jon A Wellner
   Stochastic processes and their applications 2016 IF: 1.20 Q3 PMID: 28070139

   We review a finite-sampling exponential bound due to Serfling and discuss related exponential bounds for the hypergeometric distribution. We then discuss how such bounds motivate some new results for …

   查看详情 DOI
9. A law of the iterated logarithm for Grenander's estimator.
   Lutz Dümbgen, Jon A Wellner, Malcolm Wolff
   Stochastic processes and their applications 2016 IF: 1.20 Q3 PMID: 28042197

   In this note we prove the following law of the iterated logarithm for the Grenander estimator of a monotone decreasing density: If () > 0, () 0, and is continuous in a neighborhood of , then [Formula:…

   查看详情 DOI
10. An excursion approach to maxima of the Brownian bridge.
    Mihael Perman, Jon A Wellner
    Stochastic processes and their applications 2014 IF: 1.20 Q3 PMID: 27134338

    Distributions of functionals of Brownian bridge arise as limiting distributions in non-parametric statistics. In this paper we will give a derivation of distributions of extrema of the Brownian bridge…

    查看详情 DOI