# zbMATH — the first resource for mathematics

Compute Distance To:
 Documents Indexed: 41 Publications since 2006, including 2 Books
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#### Co-Authors

 8 single-authored 8 Lifshits, Mikhail A. 5 Dereich, Steffen 3 Kramm, Tanja 3 Scheutzow, Michael K. R. 3 Simon, Thomas 2 Baumgarten, Christoph 2 Buck, Micha 2 Döring, Leif 2 Guillotin-Plantard, Nadine 2 Pène, Françoise 2 Savov, Mladen Svetoslavov 1 Andersen, Lars Nørvang 1 Asmussen, Søren 1 Beck, Sergej 1 Devulder, Alexis 1 Döring, Hanna 1 Gao, Fuchang 1 Glynn, Peter W. 1 Ibragimov, Il’dar Abdullovich 1 Iksanov, Aleksander M. 1 Kettner, Marvin 1 Kühn, Thomas 1 Li, Wenbo V. 1 Linde, Werner 1 Maejima, Makoto 1 Meiners, Matthias 1 Mönch, Christian 1 Ortgiese, Marcel 1 Pihlsgård, Mats 1 Schwinn, Sebastian 1 Shao, Qi-Man 1 van Zanten, J. H. 1 Vormoor, Christian
all top 5

#### Serials

 4 Theory of Probability and its Applications 3 Journal of Statistical Physics 3 Probability and Mathematical Statistics 3 Journal of Theoretical Probability 2 Statistics & Probability Letters 2 Journal of Complexity 2 Stochastic Processes and their Applications 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Electronic Communications in Probability 2 Bernoulli 1 Advances in Applied Probability 1 Journal of Mathematical Analysis and Applications 1 The Annals of Probability 1 Mathematische Nachrichten 1 Electronic Journal of Probability 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Markov Processes and Related Fields 1 Probability in the Engineering and Informational Sciences 1 Foundations of Computational Mathematics 1 Lecture Notes in Mathematics 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Journal of Physics A: Mathematical and Theoretical 1 European Actuarial Journal
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#### Fields

 39 Probability theory and stochastic processes (60-XX) 2 Statistics (62-XX) 2 Statistical mechanics, structure of matter (82-XX) 2 Information and communication theory, circuits (94-XX) 1 General and overarching topics; collections (00-XX) 1 Partial differential equations (35-XX) 1 Approximations and expansions (41-XX) 1 Operator theory (47-XX) 1 Operations research, mathematical programming (90-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX)

#### Citations contained in zbMATH

31 Publications have been cited 171 times in 113 Documents Cited by Year
Persistence probabilities and exponents. Zbl 1338.60077
2015
Universality of the asymptotics of the one-sided exit problem for integrated processes. Zbl 1285.60042
2013
On the lower tail probabilities of some random sequences in $$l_{ p }$$. Zbl 1140.60012
2007
Small deviations of general Lévy processes. Zbl 1187.60035
2009
A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights. Zbl 1153.60022
2008
Small deviations of smooth stationary Gaussian processes. Zbl 1192.60055
Aurzada, F.; Ibragimov, I. A.; Lifshits, M. A.; van Zanten, J. H.
2009
On the small deviation problem for some iterated processes. Zbl 1190.60016
2009
Small deviation probability via chaining. Zbl 1155.60013
2008
On the one-sided exit problem for fractional Brownian motion. Zbl 1244.60042
2011
Survival probabilities of weighted random walks. Zbl 1276.60057
2011
Persistence probabilities for stationary increment processes. Zbl 1396.60037
2018
The first passage time problem over a moving boundary for asymptotically stable Lévy processes. Zbl 1354.60049
2016
Small time Chung-type LIL for Lévy processes. Zbl 1270.60044
2013
First passage times of Lévy processes over a one-sided moving boundary. Zbl 1321.60091
Aurzada, F.; Kramm, T.; Savov, M.
2015
Persistence of fractional Brownian motion with moving boundaries and applications. Zbl 1267.82047
2013
Intermittency and ageing for the symbiotic branching model. Zbl 1222.60075
2011
Small deviation probabilities of some stochastic processes. Zbl 1118.60018
2006
Small deviations for a family of smooth Gaussian processes. Zbl 1297.60022
Aurzada, Frank; Gao, Fuchang; Kühn, Thomas; Li, Wenbo V.; Shao, Qi-Man
2013
First exit of Brownian motion from a one-sided moving boundary. Zbl 1271.60088
2013
The coding complexity of Lévy processes. Zbl 1175.60046
2009
High resolution quantization and entropy coding of jump processes. Zbl 1177.94120
Aurzada, Frank; Dereich, Steffen; Scheutzow, Michael; Vormoor, Christian
2009
Small ball probabilities for stable convolutions. Zbl 1184.60010
2007
Persistence probabilities of two-sided (integrated) sums of correlated stationary Gaussian sequences. Zbl 1388.60086
2018
Exponential moments of first passage times and related quantities for Lévy processes. Zbl 1330.60063
Aurzada, Frank; Iksanov, Alexander; Meiners, Matthias
2015
Small deviations of stable processes and entropy of the associated random operators. Zbl 1214.60019
Aurzada, Frank; Lifshits, Mikhail; Linde, Werner
2009
Metric entropy and the small deviation problem for stable processes. Zbl 1136.60033
2007
Persistence probabilities and a decorrelation inequality for the Rosenblatt process and Hermite processes. Zbl 1442.60041
2019
Small deviations of sums of correlated stationary Gaussian sequences. Zbl 1377.60048
2017
Random walks and branching processes in correlated Gaussian environment. Zbl 1434.82036
2017
Persistence probabilities for a Bridge of an integrated simple random walk. Zbl 1316.60060
Aurzada, Frank; Dereich, Steffen; Lifshits, Mikhail
2014
Moments of recurrence times for Markov chains. Zbl 1231.60063
Aurzada, Frank; Döring, Hanna; Ortgiese, Marcel; Scheutzow, Michael
2011
Persistence probabilities and a decorrelation inequality for the Rosenblatt process and Hermite processes. Zbl 1442.60041
2019
Persistence probabilities for stationary increment processes. Zbl 1396.60037
2018
Persistence probabilities of two-sided (integrated) sums of correlated stationary Gaussian sequences. Zbl 1388.60086
2018
Small deviations of sums of correlated stationary Gaussian sequences. Zbl 1377.60048
2017
Random walks and branching processes in correlated Gaussian environment. Zbl 1434.82036
2017
The first passage time problem over a moving boundary for asymptotically stable Lévy processes. Zbl 1354.60049
2016
Persistence probabilities and exponents. Zbl 1338.60077
2015
First passage times of Lévy processes over a one-sided moving boundary. Zbl 1321.60091
Aurzada, F.; Kramm, T.; Savov, M.
2015
Exponential moments of first passage times and related quantities for Lévy processes. Zbl 1330.60063
Aurzada, Frank; Iksanov, Alexander; Meiners, Matthias
2015
Persistence probabilities for a Bridge of an integrated simple random walk. Zbl 1316.60060
Aurzada, Frank; Dereich, Steffen; Lifshits, Mikhail
2014
Universality of the asymptotics of the one-sided exit problem for integrated processes. Zbl 1285.60042
2013
Small time Chung-type LIL for Lévy processes. Zbl 1270.60044
2013
Persistence of fractional Brownian motion with moving boundaries and applications. Zbl 1267.82047
2013
Small deviations for a family of smooth Gaussian processes. Zbl 1297.60022
Aurzada, Frank; Gao, Fuchang; Kühn, Thomas; Li, Wenbo V.; Shao, Qi-Man
2013
First exit of Brownian motion from a one-sided moving boundary. Zbl 1271.60088
2013
On the one-sided exit problem for fractional Brownian motion. Zbl 1244.60042
2011
Survival probabilities of weighted random walks. Zbl 1276.60057
2011
Intermittency and ageing for the symbiotic branching model. Zbl 1222.60075
2011
Moments of recurrence times for Markov chains. Zbl 1231.60063
Aurzada, Frank; Döring, Hanna; Ortgiese, Marcel; Scheutzow, Michael
2011
Small deviations of general Lévy processes. Zbl 1187.60035
2009
Small deviations of smooth stationary Gaussian processes. Zbl 1192.60055
Aurzada, F.; Ibragimov, I. A.; Lifshits, M. A.; van Zanten, J. H.
2009
On the small deviation problem for some iterated processes. Zbl 1190.60016
2009
The coding complexity of Lévy processes. Zbl 1175.60046
2009
High resolution quantization and entropy coding of jump processes. Zbl 1177.94120
Aurzada, Frank; Dereich, Steffen; Scheutzow, Michael; Vormoor, Christian
2009
Small deviations of stable processes and entropy of the associated random operators. Zbl 1214.60019
Aurzada, Frank; Lifshits, Mikhail; Linde, Werner
2009
A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights. Zbl 1153.60022
2008
Small deviation probability via chaining. Zbl 1155.60013
2008
On the lower tail probabilities of some random sequences in $$l_{ p }$$. Zbl 1140.60012
2007
Small ball probabilities for stable convolutions. Zbl 1184.60010
2007
Metric entropy and the small deviation problem for stable processes. Zbl 1136.60033
2007
Small deviation probabilities of some stochastic processes. Zbl 1118.60018
2006
all top 5

#### Cited by 127 Authors

 20 Aurzada, Frank 10 Rozovskiĭ, Leonid Viktorovich 7 Lifshits, Mikhail A. 6 Wachtel, Vitali I. 4 Denisov, Denis E. 4 Gao, Fuchang 4 Molchan, George M. 4 Nazarov, Alexander I. 4 Simon, Thomas 3 Dembo, Amir 3 Dereich, Steffen 3 Frolov, Andrei N. 3 Guillotin-Plantard, Nadine 3 Hausenblas, Erika 3 Iksanov, Aleksander M. 3 Profeta, Christophe 3 Razafimandimby, Paul André 3 Vysotsky, Vladislav V. 2 Kühn, Thomas 2 Li, Wenbo V. 2 Mallein, Bastien 2 Maller, Ross Arthur 2 Mörters, Peter 2 Mukherjee, Sumit 2 Nane, Erkan 2 Ortgiese, Marcel 2 Pène, Françoise 2 Pusev, R. S. 2 Sakhanenko, Aleksandr Ivanovich 2 Sidorova, Nadia 2 Sottinen, Tommi 2 Zaporozhets, Dmitry 1 Arendarczyk, Marek 1 Barker, Adam 1 Beliaev, Dmitri B. 1 Benigni, Lucas 1 Bessaih, Hakima 1 Borovkov, Aleksandr Alekseevich 1 Buchmann, Boris 1 Buck, Micha 1 Can, Van Hao 1 Çetin, Umut 1 Chanphana, R. 1 Chatraphorn, P. 1 Chen, Xinxin 1 Cosco, Clément 1 Cranston, Michael Craig 1 Dębicki, Krzysztof 1 Devroye, Luc P. J. A. 1 Devulder, Alexis 1 Dimitrova, Dimitrina S. 1 Ding, Jian 1 Döring, Leif 1 Fabozzi, Frank J. 1 Farkas, Julia 1 Fernando, Pani W. 1 Gautié, Tristan 1 Grabchak, Michael 1 Hammer, Matthias 1 Hashorva, Enkelejd 1 Heidenreich, Felix 1 Hinrichs, Günter 1 Hognas, Goran 1 Holmgren, Cecilia Ingrid 1 Ibragimov, Il’dar Abdullovich 1 Ignatov, Zvetan G. 1 Ivanovs, Jevgeņijs 1 Jung, Brita 1 Junglen, Stefan 1 Kaishev, Vladimir K. 1 Kaji, Shojiro 1 Karol’, Andrei I. 1 Kettner, Marvin 1 Kley, Oliver 1 Knopova, Victoria P. 1 Kobayashi, Kei 1 Kolb, Martin 1 Kramm, Tanja 1 Krishna, M. B. 1 Krishnapur, Manjunath 1 Le Doussal, Pierre 1 Linde, Werner 1 Luschgy, Harald 1 Lyu, Hanbaek 1 Majumdar, Satya N. 1 Marynych, Alexander V. 1 Mas, André 1 Mazzola, E. 1 Meiners, Matthias 1 Miłoś, piotr 1 Mishura, Yuliya Stepanivna 1 Mittnik, Stefan 1 Mönch, Christian 1 Muirhead, Stephen 1 Muliere, Pietro 1 Pakkanen, Mikko S. 1 Pham, Viet-Hung 1 Prakasa Rao, B. L. S. 1 Rachev, Svetlozar T. 1 Rásonyi, Miklós ...and 27 more Authors
all top 5

#### Cited in 45 Serials

 11 Statistics & Probability Letters 10 Stochastic Processes and their Applications 8 Journal of Statistical Physics 8 Theory of Probability and its Applications 6 Journal of Theoretical Probability 5 The Annals of Probability 5 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 4 Probability Theory and Related Fields 4 Journal of Mathematical Sciences (New York) 4 Bernoulli 3 Journal of Complexity 3 Vestnik St. Petersburg University. Mathematics 3 Electronic Communications in Probability 3 ALEA. Latin American Journal of Probability and Mathematical Statistics 2 Proceedings of the American Mathematical Society 2 Transactions of the American Mathematical Society 2 Electronic Journal of Probability 1 Advances in Applied Probability 1 Communications in Mathematical Physics 1 Indian Journal of Pure & Applied Mathematics 1 Journal of Mathematical Analysis and Applications 1 Theoretical and Mathematical Physics 1 Journal of Applied Probability 1 Mathematische Nachrichten 1 Stochastic Analysis and Applications 1 The Annals of Applied Probability 1 Communications in Statistics. Theory and Methods 1 SIAM Journal on Mathematical Analysis 1 Potential Analysis 1 Theory of Probability and Mathematical Statistics 1 St. Petersburg Mathematical Journal 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 International Journal of Theoretical and Applied Finance 1 Extremes 1 Methodology and Computing in Applied Probability 1 Foundations of Computational Mathematics 1 Journal of Applied Mathematics 1 Stochastics and Dynamics 1 Central European Journal of Mathematics 1 Stochastics 1 Electronic Journal of Statistics 1 Probability Surveys 1 International Journal of Stochastic Analysis 1 Sankhyā. Series A 1 ISRN Probability and Statistics
all top 5

#### Cited in 20 Fields

 110 Probability theory and stochastic processes (60-XX) 9 Statistical mechanics, structure of matter (82-XX) 7 Partial differential equations (35-XX) 5 Statistics (62-XX) 4 Operator theory (47-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Functional analysis (46-XX) 2 Combinatorics (05-XX) 2 Real functions (26-XX) 2 Approximations and expansions (41-XX) 2 Information and communication theory, circuits (94-XX) 1 History and biography (01-XX) 1 Number theory (11-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Measure and integration (28-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Convex and discrete geometry (52-XX) 1 Computer science (68-XX) 1 Fluid mechanics (76-XX) 1 Systems theory; control (93-XX)

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