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  1. 2022
  2. Published

    Branching processes with immigration in atypical random environment

    Foss, S., Korshunov, D. & Palmowski, S., 31/03/2022, In: Extremes. 25, 1, p. 55-77 23 p.

    Research output: Contribution to journalJournal articlepeer-review

  3. Published

    Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure

    Fairbrother, J., Turner, A. & Wallace, S. W., 31/01/2022, In: Mathematical Programming. 191, 1, p. 141-182 42 p.

    Research output: Contribution to journalJournal articlepeer-review

  4. 2021
  5. Forthcoming

    Slowly varying asymptotics for signed stochastic difference equations

    Korshunov, D., 18/12/2021, (Accepted/In press) A Lifetime of Excursions Through Random Walks and Lévy Processes: A Volume in Honour of Ron Doney's 80th Birthday. Kyprianou, A. E. & Chaumon, L. (eds.). Birkhauser, (Progress in Probability; vol. 78).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter (peer-reviewed)peer-review

  6. Forthcoming

    Growth of Stationary Hastings-Levitov

    Berger, N., Procaccia, E. B. & Turner, A., 21/10/2021, (Accepted/In press) In: Annals of Applied Probability.

    Research output: Contribution to journalJournal articlepeer-review

  7. E-pub ahead of print

    Moment-sequence transforms

    Belton, A., Guillot, D., Khare, A. & Putinar, M., 31/05/2022, In: Journal of the European Mathematical Society. 24, 9, p. 3109–3160 52 p.

    Research output: Contribution to journalJournal articlepeer-review

  8. Published

    Editorial: Special issue on the workshop ‘Modern Applied Probability’

    Konstantopoulos, T. & Korshunov, D., 31/08/2021, In: Queueing Systems. 98, p. 209-210 2 p.

    Research output: Contribution to journalJournal articlepeer-review

  9. Published

    Permutations, moments, measures

    Blitvic, N. & Steingrimsson, E., 31/08/2021, In: Transactions of the American Mathematical Society. 374, 8, p. 5473-5508 36 p.

    Research output: Contribution to journalJournal articlepeer-review

  10. Published

    Precise asymptotics of longest cycles in random permutations without macroscopic cycles

    Betz, V., Mühlbauer, J., Schäfer, H. & Zeindler, D., 31/08/2021, In: Bernoulli. 27, 3, p. 1529-1555 27 p.

    Research output: Contribution to journalJournal articlepeer-review

  11. Published

    Long cycle of random permutations with polynomially growing cycle weights

    Zeindler, D., 30/07/2021, In: Random Structures and Algorithms . 58, 4, p. 726-739 14 p.

    Research output: Contribution to journalJournal articlepeer-review

  12. Published

    Scaling limits and fluctuations for random growth under capacity rescaling

    Liddle, G. & Turner, A., 31/05/2021, In: Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques. 57, 2, p. 980-1015 36 p.

    Research output: Contribution to journalJournal articlepeer-review

  13. Published

    Quantum stochastic cocycles and completely bounded semigroups on operator spaces II

    Lindsay, M. & Wills, S., 15/03/2021, In: Communications in Mathematical Physics. 383, 1, p. 153-199 47 p.

    Research output: Contribution to journalJournal articlepeer-review

  14. 2020
  15. Published

    Strong law of large numbers for a function of the local times of a transient random walk in $Z^d$

    Asymont, I. & Korshunov, D., 1/12/2020, In: Journal of Theoretical Probability. 33, p. 2315–2336 22 p.

    Research output: Contribution to journalJournal articlepeer-review

  16. Published

    Aging a little: On the optimality of limited senescence in Escherichia coli

    Blitvic, N. & Fernandez, V., 7/10/2020, In: Journal of Theoretical Biology. 502, 8 p., 110331.

    Research output: Contribution to journalJournal articlepeer-review

  17. Published

    Random permutations with logarithmic cycle weights

    Robles, N. & Zeindler, D., 1/10/2020, In: Annales de l'institut Henri Poincare (B) Probability and Statistics. 56, 3, p. 1991-2016 26 p.

    Research output: Contribution to journalJournal articlepeer-review

  18. Published

    Renewal Theory for Transient Markov Chains with Asymptotically Zero Drift

    Denisov, D., Korshunov, D. & Wachtel, V., 6/08/2020, In: Transactions of the American Mathematical Society. 373, 10, p. 7253-7286 34 p.

    Research output: Contribution to journalJournal articlepeer-review

  19. Published

    Random permutations without macroscopic cycles

    Betz, V., Schäfer, H. & Zeindler, D., 1/06/2020, In: Annals of Applied Probability. 30, 3, p. 1484-1505 22 p.

    Research output: Contribution to journalJournal articlepeer-review

  20. Published

    A panorama of positivity. II: fixed dimension

    Belton, A., Guillot, D., Khare, A. & Putinar, M., 31/03/2020, Complex Analysis and Spectral Theory. Dales, H. G., Khavinson, D. & Mashreghi, J. (eds.). Providence, RI: American Mathematical Society, p. 109-150 42 p. (Contemporary Mathematics; vol. 743).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter (peer-reviewed)peer-review

  21. Published

    Tail asymptotics for Shepp-statistics of Brownian motion in ℝ d

    Korshunov, D. & Wang, L., 31/03/2020, In: Extremes. 23, 1, p. 35-54 20 p.

    Research output: Contribution to journalJournal articlepeer-review

  22. Published

    Coexistence in a random growth model with competition

    Turnbull, S. & Turner, A., 27/03/2020, In: Electronic Communications in Probability. 25, p. 1-14 14 p., 26.

    Research output: Contribution to journalJournal articlepeer-review

  23. Published

    Special issue on ‘Analytical and computational methods in probability theory and its applications conference’

    Korshunov, D. & Veretennikov, A., 7/03/2020, In: Queueing Systems. 94, p. 211-212 2 p.

    Research output: Contribution to journalEditorialpeer-review

  24. Published

    On a Generalized Fibonacci Recurrence

    Blitvic, N. & Fernandez, V., 13/01/2020, In: arXiv.

    Research output: Contribution to journalJournal article

  25. 2019
  26. Published

    More than five-twelfths of the zeros of ζ are on the critical line

    Zeindler, D., Robles, N., Zaharescu, A. & Pratt, K., 6/12/2019, In: Research in the Mathematical Sciences.. 7, 1, 74 p., 2.

    Research output: Contribution to journalJournal articlepeer-review

  27. Published

    Type B Gaussian Statistics as Noncommutative Central Limits

    Blitvic, N. & Ejsmont, W., 1/12/2019, In: Journal of Mathematical Analysis and Applications. 480, 2, 13 p., 123294.

    Research output: Contribution to journalJournal articlepeer-review

  28. Published

    One-dimensional scaling limits in a planar Laplacian random growth model

    Sola, A., Turner, A. & Viklund, F., 5/10/2019, In: Communications in Mathematical Physics. 371, 1, p. 285-329

    Research output: Contribution to journalJournal articlepeer-review

  29. Published

    Simultaneous kernels of matrix Hadamard powers

    Belton, A., Guillot, D., Khare, A. & Putinar, M., 1/09/2019, In: Linear Algebra and its Applications. 576, p. 142-157 16 p.

    Research output: Contribution to journalJournal articlepeer-review

  30. Published

    Quasifree Stochastic Cocycles and Quantum Random Walks

    Belton, A. C. R., Gnacik, M., Lindsay, J. M. & Zhong, P., 15/07/2019, In: Journal of Statistical Physics. 176, 1, p. 1-39 39 p.

    Research output: Contribution to journalJournal articlepeer-review

  31. Published

    Quantum stochastic Lie-Trotter product formula II

    Lindsay, J. M., 1/06/2019, In: International Mathematics Research Notices. 2019, 12, p. 3901–3939 39 p.

    Research output: Contribution to journalJournal articlepeer-review

  32. Published

    A panorama of positivity. I: dimension free

    Belton, A., Guillot, D., Khare, A. & Putinar, M., 31/05/2019, Analysis of Operators on Function Spaces: The Serguei Shimorin Memorial Volume. Aleman, A., Hedenmalm, H., Khavinson, D. & Putinar, M. (eds.). Cham: Birkhauser, p. 117-165 49 p. (Trends in Mathematics).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter (peer-reviewed)peer-review

  33. Published

    From Lichen to Lightning: Understanding Random Growth

    Turner, A., 1/05/2019, In: Newsletter of the London Mathematical Society. 482, p. 14-19 6 p.

    Research output: Contribution to journalJournal article

  34. Published

    Markov chains on Z +: analysis of stationary measure via harmonic functions approach

    Denisov, D., Korshunov, D. & Wachtel, V., 1/04/2019, In: Queueing Systems. 91, 3-4, p. 265–295 31 p.

    Research output: Contribution to journalJournal articlepeer-review

  35. Published

    On stopping Fock-space processes

    Belton, A. C. R., 03/2019, In: Journal of Theoretical Probability. 32, 1, p. 484-526 43 p.

    Research output: Contribution to journalJournal articlepeer-review

  36. Published

    On mean values of mollifiers and L-functions associated to primitive cusp forms

    Kühn, P., Robles, N. & Zeindler, D., 1/02/2019, In: Mathematische Zeitschrift. 291, 1-2, p. 661-709 19 p.

    Research output: Contribution to journalJournal articlepeer-review

  37. Published

    Singular scaling limits in a planar random growth model

    Turner, A., 4/01/2019, In: Oberwolfach Reports. 15, 1, p. 235-238 4 p.

    Research output: Contribution to journalJournal article

  38. Published

    Introduction to classical and quantum Markov semigroups

    Belton, A., 2019, Open Quantum Systems: A Mathematical Perspective. Bahns, D., Pohl, A. & Witt, I. (eds.). Cham: Birkhauser, p. 1-54 54 p. (Tutorials, Schools, and Workshops in the Mathematical Sciences).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  39. 2018
  40. Published

    Strong convergence of quantum random walks via semigroup decomposition

    Belton, A. C. R., Gnacik, M. & Lindsay, J. M., 06/2018, In: Annales Henri Poincaré. 19, 6, p. 1711-1746 36 p.

    Research output: Contribution to journalJournal articlepeer-review

  41. Published

    Additive units of product systems

    Bhat, B. V. R., Lindsay, J. M. & Mukherjee, M., 1/04/2018, In: Transactions of the American Mathematical Society. 370, p. 2605-2637 33 p.

    Research output: Contribution to journalJournal articlepeer-review

  42. Published

    On subexponential tails for the maxima of negatively driven compound renewal and Lévy processes

    Korshunov, D., 04/2018, In: Stochastic Processes and their Applications. 128, 4, p. 1316-1332 17 p.

    Research output: Contribution to journalJournal articlepeer-review

  43. Published

    Scenario generation for single-period portfolio selection problems with tail risk measures: coping with high dimensions and integer variables

    Fairbrother, J., Turner, A. & Wallace, S., 2018, In: INFORMS Journal on Computing. 30, 3, p. 472-491 20 p.

    Research output: Contribution to journalJournal articlepeer-review

  44. 2017
  45. Published

    The cocycle identity holds under stopping

    Belton, A. C. R. & Sinha, K. B., 1/09/2017, In: The Quarterly Journal of Mathematics. 68, 3, p. 817-830 14 p.

    Research output: Contribution to journalJournal articlepeer-review

  46. Published

    On a mollifier of the perturbed Riemann zeta-function

    Kühn, P., Robles, N. & Zeindler, D., 05/2017, In: Journal of Number Theory. 174, p. 274-321 48 p.

    Research output: Contribution to journalJournal articlepeer-review

  47. Published

    Two-dimensional ruin probability for subexponential claim size

    Foss, S., Korshunov, D., Palmowski, S. & Rolski, T., 2017, In: Probability and Mathematical Statistics. 37, 2, p. 319-335 17 p.

    Research output: Contribution to journalJournal articlepeer-review

  48. 2016
  49. Published

    Total variation distance and the Erdős-Turán law for random permutations with polynomially growing cycle weights

    Storm, J. & Zeindler, D., 17/11/2016, In: Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques. 52, 4, p. 1614-1640 27 p.

    Research output: Contribution to journalJournal articlepeer-review

  50. Published

    Moment-sequence transforms

    Belton, A., Guillot, D., Khare, A. & Putinar, M., 27/10/2016, Arxiv, 33 p.

    Research output: Working paper

  51. Published

    Matrix positivity preservers in fixed dimension. I

    Belton, A., Guillot, D., Khare, A. & Putinar, M., 6/08/2016, In: Advances in Mathematics. 298, p. 325-368 44 p.

    Research output: Contribution to journalJournal articlepeer-review

  52. Published

    Schur polynomials and matrix positivity preservers

    Belton, A., Guillot, D., Khare, A. & Putinar, M., 25/05/2016, Proceedings of the 28th International Conference on Formal Power Series and Algebraic Combinatorics: FPSAC 2016 Vancouver, Canada. DMTCS Proceedings, p. 155-166 12 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNConference contribution/Paperpeer-review

  53. Published

    Matrix positivity preservers in fixed dimension

    Belton, A., Guillot, D., Khare, A. & Putinar, M., 02/2016, In: Comptes Rendus Mathématique. 354, 2, p. 143-148 6 p.

    Research output: Contribution to journalJournal articlepeer-review

  54. 2015
  55. Published

    The order of large random permutations with cycle weights

    Storm, J. & Zeindler, D., 5/12/2015, In: Electronic Journal of Probability. 20, 34 p., 126.

    Research output: Contribution to journalJournal article

  56. E-pub ahead of print

    Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure

    Fairbrother, J., Turner, A. & Wallace, S. W., 11/2015, (E-pub ahead of print) In: arxiv.org.

    Research output: Contribution to journalJournal article

  57. Published

    Quantum random walk approximation in Banach algebra

    Das, B. K. & Lindsay, J. M., 1/10/2015, In: Journal of Mathematical Analysis and Applications. 430, 1, p. 465-482 18 p.

    Research output: Contribution to journalJournal articlepeer-review

  58. Published

    Asymptotic expansion of Gaussian chaos via probabilistic approach

    Hashorva, E., Korshunov, D. & Piterbarg, V. I., 09/2015, In: Extremes. 18, 3, p. 315-347 33 p.

    Research output: Contribution to journalJournal articlepeer-review

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