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Borovkov, Konstantin A.

Author ID: borovkov.konstantin-a Recent zbMATH articles by "Borovkov, Konstantin A."
Published as: Borovkov, K. A.; Borovkov, Konstantin; Borovkov, K.; Borovkov, Konstantin A.

Publications by Year

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 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