Edit Profile (opens in new tab) Borovkov, Konstantin A. Co-Author Distance Author ID: borovkov.konstantin-a Published as: Borovkov, K. A.; Borovkov, Konstantin; Borovkov, K.; Borovkov, Konstantin A. more...less Documents Indexed: 99 Publications since 1980, including 4 Books and 5 Additional arXiv Preprints 1 Contribution as Editor Co-Authors: 29 Co-Authors with 56 Joint Publications 732 Co-Co-Authors all top 5 Co-Authors 42 single-authored 9 Borovkov, Aleksandr Alekseevich 7 Novikov, Aleksandr Aleksandrovich 6 Pfeifer, Dietmar 4 Vatutin, Vladimir Alekseevich 3 Decrouez, Geoffrey 3 Downes, Andrew N. 3 Liang, Vincent 3 McKinlay, Shaun 3 Zhitlukhin, Mikhail V. 2 Last, Günter 2 Mishura, Yuliya Stepanivna 2 Muir, Ellen V. 2 Odell, D. A. 1 Burq, Zaeem A. 1 Dehling, Herold G. 1 Dickson, David C. M. 1 Evans, Robin J. 1 Gilson, Matthieu 1 Hinz, Juri 1 Klebaner, Fima C. 1 Motyer, Allan J. 1 Nguyen, Duy Phat 1 Novak, Serguei Yu. 1 Palmowski, Zbigniew 1 Pan, Yuqing 1 Rice, T. 1 Tokarev, Daniel V. 1 Vere-Jones, David 1 Virag, Eleanor all top 5 Serials 16 Theory of Probability and its Applications 14 Journal of Applied Probability 12 Teoriya Veroyatnosteĭ i eë Primeneniya 9 Statistics & Probability Letters 4 Advances in Applied Probability 4 Electronic Communications in Probability 3 Siberian Mathematical Journal 3 Stochastic Processes and their Applications 3 Stochastic Models 2 Sibirskiĭ Matematicheskiĭ Zhurnal 2 Insurance Mathematics & Economics 1 Journal of Mathematical Biology 1 Annales Academiae Scientiarum Fennicae. Series A I. Mathematica 1 The Annals of Probability 1 Journal of Statistical Planning and Inference 1 SIAM Journal on Control and Optimization 1 Acta Applicandae Mathematicae 1 Mathematical Methods of Statistics 1 Finance and Stochastics 1 Doklady Mathematics 1 Matematicheskie Trudy 1 Methodology and Computing in Applied Probability 1 Stochastics 1 Encyclopedia of Mathematics and Its Applications 1 Universitext all top 5 Fields 94 Probability theory and stochastic processes (60-XX) 12 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Numerical analysis (65-XX) 5 Statistics (62-XX) 5 Biology and other natural sciences (92-XX) 2 Combinatorics (05-XX) 2 Real functions (26-XX) 2 Systems theory; control (93-XX) 1 General and overarching topics; collections (00-XX) 1 Number theory (11-XX) 1 Measure and integration (28-XX) 1 Integral transforms, operational calculus (44-XX) 1 Integral equations (45-XX) 1 Operator theory (47-XX) 1 Computer science (68-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 69 Publications have been cited 440 times in 395 Documents Cited by ▼ Year ▼ Asymptotic analysis of random walks. Heavy-tailed distributions. Translated from the Russian by O. B. Borovkova. Zbl 1231.60001 Borovkov, A. A.; Borovkov, K. A. 85 2008 Probability theory. Edited by K. A. Borovkov. Transl. from the Russian by O. Borovkova and P. S. Ruzankin. Zbl 1297.60002 Borovkov, Alexandr A. 66 2013 On the ruin time distribution for a Sparre Andersen process with exponential claim sizes. Zbl 1141.91486 Borovkov, Konstantin A.; Dickson, David C. M. 31 2008 Kendall’s identity for the first crossing time revisited. Zbl 1008.60065 Borovkov, K.; Burq, Z. 23 2001 Explicit bounds for approximation rates of boundary crossing probabilities for the Wiener process. Zbl 1077.60057 Borovkov, K.; Novikov, A. 22 2005 On a new approach to calculating expectations for option pricing. Zbl 1016.60053 Borovkov, K.; Novikov, A. 17 2002 Bounds for expected maxima of Gaussian processes and their discrete approximations. Zbl 1361.60027 Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail 17 2017 On probabilities of large deviations for random walks. I. Regularly varying distribution tails. Zbl 1006.60020 Borovkov, A. A.; Borovkov, K. A. 15 2001 On the asymptotic behaviour of random recursive trees in random environments. Zbl 1107.05082 Borovkov, K. A.; Vatutin, V. A. 11 2006 On exit times of Levy-driven Ornstein-Uhlenbeck processes. Zbl 1159.60019 Borovkov, Konstantin; Novikov, Alexander 11 2008 Refinement of Poisson approximation. Zbl 0666.60024 Borovkov, K. A. 9 1988 On improvements of the order of approximation in the Poisson limit theorem. Zbl 0852.60025 Borovkov, K.; Pfeifer, D. 9 1996 On records and related processes for sequences with trends. Zbl 0956.60048 Borovkov, K. 8 1999 Reduced critical branching processes in random environment. Zbl 0942.60074 Borovkov, K. A.; Vatutin, V. A. 7 1997 Explicit formulae for stationary distributions of stress release processes. Zbl 0967.60077 Borovkov, K.; Vere-Jones, D. 7 2000 A functional form of the Erdős-Rényi law of large numbers. Zbl 0741.60024 Borovkov, K. A. 7 1990 On distribution tails and expectations of maxima in critical branching processes. Zbl 0869.60077 Borovkov, K. A.; Vatutin, V. A. 7 1996 First passage densities and boundary crossing probabilities for diffusion processes. Zbl 1293.60075 Downes, Andrew N.; Borovkov, Konstantin 7 2008 On level crossings for a general class of piecewise-deterministic Markov processes. Zbl 1177.60067 Borovkov, K.; Last, G. 7 2008 The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem. Zbl 1427.60050 Pan, Yuqing; Borovkov, Konstantin A. 7 2019 New and refined bounds for expected maxima of fractional Brownian motion. Zbl 1406.60058 Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail 7 2018 On a piece-wise deterministic Markov process model. Zbl 0993.60071 Borovkov, K.; Novikov, A. 6 2001 Probabilities of large deviations for random walks with regular distribution of jumps. Zbl 1045.60027 Borovkov, A. A.; Borovkov, K. A. 6 2000 On the rate of convergence in the invariance principle for generalized renewal processes. Zbl 0517.60035 Borovkov, K. A. 5 1982 On boundary crossing probabilities for diffusion processes. Zbl 1211.60017 Borovkov, K.; Downes, A. N. 5 2010 On simulation of random vectors with given densities in regions and on their boundaries. Zbl 0804.65004 Borovkov, K. A. 5 1994 Jump-diffusion modeling in emission markets. Zbl 1260.91170 Borovkov, Konstantin; Decrouez, Geoffrey; Hinz, Juri 5 2011 Pseudo-Poisson approximation for Markov chains. Zbl 0849.60019 Borovkov, K. A.; Pfeifer, D. 4 1996 Estimates for the Syracuse problem via a probabilistic model. Zbl 0984.60050 Borovkov, K. A.; Pfeifer, D. 4 2000 On random walks with jumps scaled by cumulative sums of random variables. Zbl 0889.60076 Borovkov, Konstantin 4 1997 On Rice’s formula for stationary multivariate piecewise smooth processes. Zbl 1279.60112 Borovkov, Konstantin A.; Last, Günter 4 2012 On explicit form of the stationary distributions for a class of bounded Markov chains. Zbl 1337.60167 McKinlay, S.; Borovkov, K. 4 2016 A method of proof of limit theorems for branching processes. Zbl 0636.60085 Borovkov, K. A. 3 1988 On the problem of refinement of Poisson approximation. Zbl 0652.60029 Borovkov, K. A. 3 1988 A method of proving limit theorems for branching processes. Zbl 0668.60073 Borovkov, K. A. 3 1988 On spatial thinning-replacement processes based on Voronoi cells. Zbl 1139.60023 Borovkov, K. A.; Odell, D. A. 3 2007 Stability of an adaptive regulator for partially known nonlinear stochastic systems. Zbl 0933.60078 Brockwell, A.; Borovkov, K.; Evans, R. 3 1999 On record indices and record times. Zbl 0826.60039 Borovkov, Konstantin; Pfeifer, Dietmar 3 1995 On probabilities of large deviations for random walks. II: Regular exponentially decaying distributions. Zbl 1092.60013 Borovkov, A. A.; Borovkov, K. A. 3 2004 A note on diffusion-type approximation to branching processes in random environments. Zbl 1039.60075 Borovkov, K. 3 2002 On a new version of the Monte Carlo method. Zbl 0749.65089 Borovkov, K. A. 3 1991 A bound for the distribution of a stopping time for a stochastic system. Zbl 0958.60043 Borovkov, K. A. 3 1996 On a new variant of the Monte Carlo method. Zbl 0776.65067 Borovkov, K. A. 3 1991 Elements of stochastic modelling. Zbl 1036.60002 Borovkov, K. 3 2003 Gaussian process approximations for multicolor Pólya urn models. Zbl 1476.60015 Borovkov, Konstantin 3 2021 Rate of convergence in the invariance principle for generalized renewal processes. Zbl 0496.60030 Borovkov, K. A. 2 1982 Propagation of chaos for queueing networks. Zbl 0906.60063 Borovkov, K. A. 2 1997 Large deviations probabilities for generalized renewal processes with regularly varying jump distributions. Zbl 1249.60035 Borovkov, A. A.; Borovkov, K. A. 2 2005 On the expectations of maxima of sets of independent random variables. Zbl 1181.62169 Tokarev, Daniel V.; Borovkov, Konstantin A. 2 2009 A note on a limit theorem for differentiable mappings. Zbl 0574.60047 Borovkov, K. A. 2 1985 On the convergence of branching processes to a diffusion process. Zbl 0595.60080 Borovkov, K. A. 2 1986 On the asymptotic behaviour of a simple growing point process model. Zbl 1065.60048 Borovkov, K.; Motyer, A. 2 2005 On asymptotic behavior of weighted sample quantiles. Zbl 0859.62048 Borovkov, K.; Dehling, H.; Pfeifer, D. 2 1996 Stability theorems and estimates of the rate of convergence of the components of factorizations for walks defined on Markov chains. Zbl 0456.60084 Borovkov, K. A. 2 1980 On limiting cluster size distributions for processes of exceedances for stationary sequences. Zbl 1208.60049 Borovkov, Konstantin; Novak, Serguei 2 2010 The exact asymptotics for hitting probability of a remote orthant by a multivariate Lévy process: the Cramér case. Zbl 1422.60078 Borovkov, Konstantin; Palmowski, Zbigniew 2 2019 Simulation studies of some Voronoi point processes. Zbl 1118.60038 Borovkov, K. A.; Odell, D. A. 1 2007 Convergence rate in stability theorems for walks on Markov chains. Zbl 0496.60070 Borovkov, K. A. 1 1982 A note on the rate of convergence in stability theorems. Zbl 0533.60041 Borovkov, K. A. 1 1984 The uniform law for sojourn measures of random fields. Zbl 1251.60044 Borovkov, Konstantin; McKinlay, Shaun 1 2012 Random step functions model for interest rates. Zbl 1035.60086 Borovkov, Konstantin; Klebaner, Fima C.; Virag, Eleanor 1 2003 On the rate of convergence of branching processes to a diffusion process. Zbl 0572.60085 Borovkov, K. A. 1 1985 On pair and tuple formation under independent Poisson or renewal arrival processes. Zbl 1062.60027 Borovkov, K. 1 2004 The functional form of Erdős-Rényi law of large numbers. Zbl 0717.60042 Borovkov, K. A. 1 1990 On the convergence of projections of uniform distributions on balls. Zbl 0735.60018 Borovkov, K. A. 1 1990 A refined version of the integro-local Stone theorem. Zbl 1356.60032 Borovkov, Alexander A.; Borovkov, Konstantin A. 1 2017 Limit theorems for record indicators in threshold \(F^\alpha \)-schemes. Zbl 1456.60069 He, P.; Borovkov, K. A. 1 2020 An extension of the concept of slowly varying function with applications to large deviation limit theorems. Zbl 1270.60031 Borovkov, Alexander A.; Borovkov, Konstantin A. 1 2013 High host density favors greater virulence: a model of parasite-host dynamics based on multi-type branching processes. Zbl 1370.92157 Borovkov, K.; Day, R.; Rice, T. 1 2013 Gaussian process approximations for multicolor Pólya urn models. Zbl 1476.60015 Borovkov, Konstantin 3 2021 Limit theorems for record indicators in threshold \(F^\alpha \)-schemes. Zbl 1456.60069 He, P.; Borovkov, K. A. 1 2020 The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem. Zbl 1427.60050 Pan, Yuqing; Borovkov, Konstantin A. 7 2019 The exact asymptotics for hitting probability of a remote orthant by a multivariate Lévy process: the Cramér case. Zbl 1422.60078 Borovkov, Konstantin; Palmowski, Zbigniew 2 2019 New and refined bounds for expected maxima of fractional Brownian motion. Zbl 1406.60058 Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail 7 2018 Bounds for expected maxima of Gaussian processes and their discrete approximations. Zbl 1361.60027 Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail 17 2017 A refined version of the integro-local Stone theorem. Zbl 1356.60032 Borovkov, Alexander A.; Borovkov, Konstantin A. 1 2017 On explicit form of the stationary distributions for a class of bounded Markov chains. Zbl 1337.60167 McKinlay, S.; Borovkov, K. 4 2016 Probability theory. Edited by K. A. Borovkov. Transl. from the Russian by O. Borovkova and P. S. Ruzankin. Zbl 1297.60002 Borovkov, Alexandr A. 66 2013 An extension of the concept of slowly varying function with applications to large deviation limit theorems. Zbl 1270.60031 Borovkov, Alexander A.; Borovkov, Konstantin A. 1 2013 High host density favors greater virulence: a model of parasite-host dynamics based on multi-type branching processes. Zbl 1370.92157 Borovkov, K.; Day, R.; Rice, T. 1 2013 On Rice’s formula for stationary multivariate piecewise smooth processes. Zbl 1279.60112 Borovkov, Konstantin A.; Last, Günter 4 2012 The uniform law for sojourn measures of random fields. Zbl 1251.60044 Borovkov, Konstantin; McKinlay, Shaun 1 2012 Jump-diffusion modeling in emission markets. Zbl 1260.91170 Borovkov, Konstantin; Decrouez, Geoffrey; Hinz, Juri 5 2011 On boundary crossing probabilities for diffusion processes. Zbl 1211.60017 Borovkov, K.; Downes, A. N. 5 2010 On limiting cluster size distributions for processes of exceedances for stationary sequences. Zbl 1208.60049 Borovkov, Konstantin; Novak, Serguei 2 2010 On the expectations of maxima of sets of independent random variables. Zbl 1181.62169 Tokarev, Daniel V.; Borovkov, Konstantin A. 2 2009 Asymptotic analysis of random walks. Heavy-tailed distributions. Translated from the Russian by O. B. Borovkova. Zbl 1231.60001 Borovkov, A. A.; Borovkov, K. A. 85 2008 On the ruin time distribution for a Sparre Andersen process with exponential claim sizes. Zbl 1141.91486 Borovkov, Konstantin A.; Dickson, David C. M. 31 2008 On exit times of Levy-driven Ornstein-Uhlenbeck processes. Zbl 1159.60019 Borovkov, Konstantin; Novikov, Alexander 11 2008 First passage densities and boundary crossing probabilities for diffusion processes. Zbl 1293.60075 Downes, Andrew N.; Borovkov, Konstantin 7 2008 On level crossings for a general class of piecewise-deterministic Markov processes. Zbl 1177.60067 Borovkov, K.; Last, G. 7 2008 On spatial thinning-replacement processes based on Voronoi cells. Zbl 1139.60023 Borovkov, K. A.; Odell, D. A. 3 2007 Simulation studies of some Voronoi point processes. Zbl 1118.60038 Borovkov, K. A.; Odell, D. A. 1 2007 On the asymptotic behaviour of random recursive trees in random environments. Zbl 1107.05082 Borovkov, K. A.; Vatutin, V. A. 11 2006 Explicit bounds for approximation rates of boundary crossing probabilities for the Wiener process. Zbl 1077.60057 Borovkov, K.; Novikov, A. 22 2005 Large deviations probabilities for generalized renewal processes with regularly varying jump distributions. Zbl 1249.60035 Borovkov, A. A.; Borovkov, K. A. 2 2005 On the asymptotic behaviour of a simple growing point process model. Zbl 1065.60048 Borovkov, K.; Motyer, A. 2 2005 On probabilities of large deviations for random walks. II: Regular exponentially decaying distributions. Zbl 1092.60013 Borovkov, A. A.; Borovkov, K. A. 3 2004 On pair and tuple formation under independent Poisson or renewal arrival processes. Zbl 1062.60027 Borovkov, K. 1 2004 Elements of stochastic modelling. Zbl 1036.60002 Borovkov, K. 3 2003 Random step functions model for interest rates. Zbl 1035.60086 Borovkov, Konstantin; Klebaner, Fima C.; Virag, Eleanor 1 2003 On a new approach to calculating expectations for option pricing. Zbl 1016.60053 Borovkov, K.; Novikov, A. 17 2002 A note on diffusion-type approximation to branching processes in random environments. Zbl 1039.60075 Borovkov, K. 3 2002 Kendall’s identity for the first crossing time revisited. Zbl 1008.60065 Borovkov, K.; Burq, Z. 23 2001 On probabilities of large deviations for random walks. I. Regularly varying distribution tails. Zbl 1006.60020 Borovkov, A. A.; Borovkov, K. A. 15 2001 On a piece-wise deterministic Markov process model. Zbl 0993.60071 Borovkov, K.; Novikov, A. 6 2001 Explicit formulae for stationary distributions of stress release processes. Zbl 0967.60077 Borovkov, K.; Vere-Jones, D. 7 2000 Probabilities of large deviations for random walks with regular distribution of jumps. Zbl 1045.60027 Borovkov, A. A.; Borovkov, K. A. 6 2000 Estimates for the Syracuse problem via a probabilistic model. Zbl 0984.60050 Borovkov, K. A.; Pfeifer, D. 4 2000 On records and related processes for sequences with trends. Zbl 0956.60048 Borovkov, K. 8 1999 Stability of an adaptive regulator for partially known nonlinear stochastic systems. Zbl 0933.60078 Brockwell, A.; Borovkov, K.; Evans, R. 3 1999 Reduced critical branching processes in random environment. Zbl 0942.60074 Borovkov, K. A.; Vatutin, V. A. 7 1997 On random walks with jumps scaled by cumulative sums of random variables. Zbl 0889.60076 Borovkov, Konstantin 4 1997 Propagation of chaos for queueing networks. Zbl 0906.60063 Borovkov, K. A. 2 1997 On improvements of the order of approximation in the Poisson limit theorem. Zbl 0852.60025 Borovkov, K.; Pfeifer, D. 9 1996 On distribution tails and expectations of maxima in critical branching processes. Zbl 0869.60077 Borovkov, K. A.; Vatutin, V. A. 7 1996 Pseudo-Poisson approximation for Markov chains. Zbl 0849.60019 Borovkov, K. A.; Pfeifer, D. 4 1996 A bound for the distribution of a stopping time for a stochastic system. Zbl 0958.60043 Borovkov, K. A. 3 1996 On asymptotic behavior of weighted sample quantiles. Zbl 0859.62048 Borovkov, K.; Dehling, H.; Pfeifer, D. 2 1996 On record indices and record times. Zbl 0826.60039 Borovkov, Konstantin; Pfeifer, Dietmar 3 1995 On simulation of random vectors with given densities in regions and on their boundaries. Zbl 0804.65004 Borovkov, K. A. 5 1994 On a new version of the Monte Carlo method. Zbl 0749.65089 Borovkov, K. A. 3 1991 On a new variant of the Monte Carlo method. Zbl 0776.65067 Borovkov, K. A. 3 1991 A functional form of the Erdős-Rényi law of large numbers. Zbl 0741.60024 Borovkov, K. A. 7 1990 The functional form of Erdős-Rényi law of large numbers. Zbl 0717.60042 Borovkov, K. A. 1 1990 On the convergence of projections of uniform distributions on balls. Zbl 0735.60018 Borovkov, K. A. 1 1990 Refinement of Poisson approximation. Zbl 0666.60024 Borovkov, K. A. 9 1988 A method of proof of limit theorems for branching processes. Zbl 0636.60085 Borovkov, K. A. 3 1988 On the problem of refinement of Poisson approximation. Zbl 0652.60029 Borovkov, K. A. 3 1988 A method of proving limit theorems for branching processes. Zbl 0668.60073 Borovkov, K. A. 3 1988 On the convergence of branching processes to a diffusion process. Zbl 0595.60080 Borovkov, K. A. 2 1986 A note on a limit theorem for differentiable mappings. Zbl 0574.60047 Borovkov, K. A. 2 1985 On the rate of convergence of branching processes to a diffusion process. Zbl 0572.60085 Borovkov, K. A. 1 1985 A note on the rate of convergence in stability theorems. Zbl 0533.60041 Borovkov, K. A. 1 1984 On the rate of convergence in the invariance principle for generalized renewal processes. Zbl 0517.60035 Borovkov, K. A. 5 1982 Rate of convergence in the invariance principle for generalized renewal processes. Zbl 0496.60030 Borovkov, K. A. 2 1982 Convergence rate in stability theorems for walks on Markov chains. Zbl 0496.60070 Borovkov, K. A. 1 1982 Stability theorems and estimates of the rate of convergence of the components of factorizations for walks defined on Markov chains. Zbl 0456.60084 Borovkov, K. A. 2 1980 all cited Publications top 5 cited Publications all top 5 Cited by 508 Authors 23 Borovkov, Konstantin A. 18 Borovkov, Aleksandr Alekseevich 10 Novikov, Aleksandr Aleksandrovich 8 Blanchet, Jose H. 8 Hashorva, Enkelejd 8 Vatutin, Vladimir Alekseevich 7 Čekanavičius, Vydas 7 Mishura, Yuliya Stepanivna 6 Dębicki, Krzysztof 6 Mogul’skii, Anatolii Alfredovich 5 Bisewski, Krzysztof 5 Bulinskaya, Ekaterina Vladimirovna 5 Landriault, David 5 Novak, Serguei Yu. 5 Pakes, Anthony G. 5 Yarovaya, Elena B. 4 Asmussen, Søren 4 D’yakonova, Elena Evgen’evna 4 Foss, Sergey G. 4 Glynn, Peter W. 4 Goffard, Pierre-Olivier 4 Grama, Ion G. 4 Korshunov, Dmitry Alekseevich 4 Olvera-Cravioto, Mariana 4 Palmowski, Zbigniew 4 Stadje, Wolfgang 4 Steinebach, Josef G. 4 Xiao, Hui 4 Zacks, Shelemyahu 3 Afanas’eva, Larisa Grigor’evna 3 Albrecher, Hansjörg 3 Bo, Lijun 3 Dickson, David C. M. 3 Downes, Andrew N. 3 Gouet, Raúl 3 Horváth, Lajos 3 Iyer, Tejas 3 Kortschak, Dominik 3 Last, Günter 3 Li, Shuanming 3 Liu, Quansheng 3 Löpker, Andreas H. 3 Perry, David 3 Pötzelberger, Klaus 3 Rytova, Anastasiya I. 3 Sanz, Gerardo 3 Sénizergues, Delphin 3 Shi, Tianxiang 3 Tang, Qihe 3 Xia, Aihua 3 Zhang, Zhimin 3 Zwart, Bert P. 2 Alexander, Scott 2 Barbe, Philippe 2 Borisov, Igor Semenovich 2 Boxma, Onno Johan 2 Broniatowski, Michel 2 Cheliotis, Dimitris 2 Cui, Zhaolei 2 Dalmao, Federico 2 Denisov, Denis E. 2 Dshalalow, Jewgeni H. 2 Ducharme, Gilles R. 2 Eberlein, Ernst W. 2 Fountoulakis, Nikolaos 2 Frostig, Esther 2 Fusai, Gianluca 2 Genadot, Alexandre 2 Germano, Guido 2 Giacomin, Giambattista 2 Gryazina, Elena N. 2 Gür, Sercan 2 Hoayek, Anis S. 2 Ivanovs, Jevgeņijs 2 Javier López, F. 2 Kaishev, Vladimir K. 2 Khraibani, Zaher 2 Klein, Thierry E. 2 Klüppelberg, Claudia 2 Kortchemski, Igor 2 Kouloumpou, Dimitra 2 Krug, Joachim 2 Lafuente, Miguel 2 Lagarias, Jeffrey C. 2 Lagnoux, Agnès 2 Lefèvre, Claude 2 Lehtomaa, Jaakko 2 Limnios, Nikolaos 2 Liu, Jingchen 2 Mailler, Cécile 2 Maller, Ross Arthur 2 Marazzina, Daniele 2 McKinlay, Shaun 2 Mordecki, Ernesto 2 Murthy, Karthyek R. A. 2 Nagaev, Sergeĭ Viktorovich 2 Odell, D. A. 2 Olenko, Andriy Yakovych 2 Papapantoleon, Antonis 2 Paris, Richard Bruce ...and 408 more Authors all top 5 Cited in 129 Serials 26 Journal of Applied Probability 24 Stochastic Processes and their Applications 21 Statistics & Probability Letters 19 Insurance Mathematics & Economics 16 Advances in Applied Probability 16 Siberian Mathematical Journal 14 Theory of Probability and its Applications 13 Journal of Theoretical Probability 11 The Annals of Applied Probability 9 The Annals of Probability 9 Extremes 9 Methodology and Computing in Applied Probability 8 Queueing Systems 7 Journal of Mathematical Sciences (New York) 7 Stochastic Models 6 Lithuanian Mathematical Journal 5 Electronic Journal of Probability 5 Bernoulli 5 Quantitative Finance 5 Journal of Statistical Mechanics: Theory and Experiment 4 Journal of Mathematical Analysis and Applications 4 Scandinavian Actuarial Journal 4 Proceedings of the Steklov Institute of Mathematics 3 Journal of Multivariate Analysis 3 Annals of Operations Research 3 Communications in Statistics. Theory and Methods 3 Applied Mathematical Finance 3 Doklady Mathematics 2 Mathematical Notes 2 Physica A 2 Problems of Information Transmission 2 Russian Mathematical Surveys 2 Annales de l’Institut Fourier 2 Journal of Computational and Applied Mathematics 2 Operations Research Letters 2 Stochastic Analysis and Applications 2 Acta Applicandae Mathematicae 2 Probability Theory and Related Fields 2 Computational Statistics 2 Automation and Remote Control 2 European Journal of Operational Research 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Electronic Communications in Probability 2 Finance and Stochastics 2 International Journal of Theoretical and Applied Finance 2 Journal of the Australian Mathematical Society 2 Stochastics and Dynamics 2 ASTIN Bulletin 2 Stochastics 2 ALEA. Latin American Journal of Probability and Mathematical Statistics 2 Journal of Physics A: Mathematical and Theoretical 2 Probability Surveys 2 Stochastic Systems 1 Archive for Rational Mechanics and Analysis 1 Astrophysics and Space Science 1 Computers & Mathematics with Applications 1 Communications in Mathematical Physics 1 Discrete Mathematics 1 Journal of Engineering Mathematics 1 Journal of Statistical Physics 1 Mathematical Biosciences 1 Psychometrika 1 Mathematics of Computation 1 Annals of the Institute of Statistical Mathematics 1 Applied Mathematics and Computation 1 Bulletin of the London Mathematical Society 1 Functiones et Approximatio. Commentarii Mathematici 1 Journal of Combinatorial Theory. Series A 1 Journal of Number Theory 1 Journal of Optimization Theory and Applications 1 Journal of Soviet Mathematics 1 Journal of Statistical Planning and Inference 1 Kybernetika 1 Proceedings of the American Mathematical Society 1 Scandinavian Actuarial Journal 1 Theoretical Population Biology 1 Transactions of the American Mathematical Society 1 Systems & Control Letters 1 Mathematical Social Sciences 1 Acta Mathematica Hungarica 1 Acta Mathematicae Applicatae Sinica. English Series 1 Optimization 1 Information and Computation 1 Journal of Applied Mathematics and Stochastic Analysis 1 Japan Journal of Industrial and Applied Mathematics 1 Siberian Advances in Mathematics 1 Discrete Mathematics and Applications 1 International Journal of Computer Mathematics 1 Journal of Statistical Computation and Simulation 1 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics 1 SIAM Review 1 Cybernetics and Systems Analysis 1 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 1 Experimental Mathematics 1 Potential Analysis 1 Test 1 SIAM Journal on Scientific Computing 1 Theory of Probability and Mathematical Statistics 1 Applicationes Mathematicae 1 The Electronic Journal of Combinatorics ...and 29 more Serials all top 5 Cited in 39 Fields 348 Probability theory and stochastic processes (60-XX) 77 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 68 Statistics (62-XX) 24 Numerical analysis (65-XX) 20 Operations research, mathematical programming (90-XX) 19 Combinatorics (05-XX) 10 Statistical mechanics, structure of matter (82-XX) 9 Computer science (68-XX) 9 Systems theory; control (93-XX) 8 Partial differential equations (35-XX) 8 Biology and other natural sciences (92-XX) 6 Real functions (26-XX) 6 Dynamical systems and ergodic theory (37-XX) 5 Number theory (11-XX) 5 Integral transforms, operational calculus (44-XX) 4 Approximations and expansions (41-XX) 4 Integral equations (45-XX) 4 Functional analysis (46-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 2 Field theory and polynomials (12-XX) 2 Measure and integration (28-XX) 2 Potential theory (31-XX) 2 Special functions (33-XX) 2 Ordinary differential equations (34-XX) 2 Geophysics (86-XX) 2 Information and communication theory, circuits (94-XX) 1 Mathematical logic and foundations (03-XX) 1 Algebraic geometry (14-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Topological groups, Lie groups (22-XX) 1 Difference and functional equations (39-XX) 1 Operator theory (47-XX) 1 Convex and discrete geometry (52-XX) 1 Differential geometry (53-XX) 1 Mechanics of particles and systems (70-XX) 1 Fluid mechanics (76-XX) 1 Quantum theory (81-XX) 1 Astronomy and astrophysics (85-XX) Citations by Year