An official Journal of the Institute of Mathematical Statistics.
Ergodicity of stochastic differential equations driven by fractional Brownian motion
Martin Hairer. (2005)
The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator
Jim Pitman, et al. (1997)
Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
Jinho Baik, et al. (2005)
A variational representation for certain functionals of Brownian motion
Michelle Boué, et al. (1998)