Edit Profile Lifshits, Mikhail A. Compute Distance To: Compute Author ID: lifshits.mikhail-a Published as: Lifshits, M.; Lifshits, M. A.; Lifshits, Mikhail; Lifshits, Mikhail A.; Lifshits, Mikhaĭl A. Homepage: https://liu.se/en/employee/mikli74 External Links: MGP · Math-Net.Ru · Wikidata · ORCID · dblp · GND Documents Indexed: 131 Publications since 1979, including 10 Books all top 5 Co-Authors 39 single-authored 12 Linde, Werner 9 Weber, Michel Jean Georges 8 Aurzada, Frank 8 Shi, Zhan 6 Davydov, Yu. A. 6 Deheuvels, Paul 6 Ibragimov, Il’dar Abdullovich 5 Zaitsev, Andrei Yu. 4 Borodin, Andreĭ Nikolaevich 4 Bulinskiĭ, Aleksandr Vadimovich 4 Nazarov, Alexander I. 4 Nikitin, Yakov Yu. 4 Smorodina, Natal’ya Vasil’evna 3 Dunker, Thomas 3 Kabluchko, Zakhar A. 2 Gorn, Natalia 2 Kühn, Thomas 2 Papageorgiou, Anargyros 2 Woźniakowski, Henryk 2 Zani, Marguerite 1 Berthet, Philippe 1 Borovkov, Aleksandr Alekseevich 1 Charemza, Wojciech W. 1 Chen, Xinxing 1 Cohen, Shani 1 Creutzig, Jakob 1 Dereich, Steffen 1 Derrida, Bernard 1 Ermakov, Mikhaĭl Sergeevich 1 Golubev, Yuriĭ K. 1 Haiman, George 1 Hashorva, Enkelejd 1 Hoffmann, Benjamin 1 Hong, Seokyoung 1 Hu, Yueyun 1 Koldobsky, Alexander L. 1 Kuoza, L. V. 1 Kutoyants, Yury A. 1 Lepskiĭ, Oleg Vital’evich 1 Lifshits, Yury 1 Makarova, Svetlana 1 Nowotka, Dirk 1 Peligrad, Magda 1 Petrov, Valentin Vladimirovich 1 Prokhorov, Yuriĭ Vasil’evich 1 Schilling, René Leander 1 Seleznjev, Oleg 1 Setterqvist, Eric 1 Shiryaev, Al’bert Nikolaevich 1 Shmileva, E. Yu. 1 Simon, Thomas 1 Spokoiny, Vladimir G. 1 Stankevich, E. S. 1 Stepanova, Natalia A. 1 Sudakov, Vladimir Nikolaevich 1 Tsybakov, Alexandre B. 1 Tulyakova, E. V. 1 Tyurin, Ilya 1 van Zanten, J. H. 1 Vershik, Anatoliĭ Moiseevich 1 Volkova, Ksenia Yu. 1 Vysotsky, Vladislav V. 1 Zaporozhets, Dmitry 1 Zinger, Abram Aronovich all top 5 Serials 16 Journal of Mathematical Sciences (New York) 11 Theory of Probability and its Applications 6 Journal of Soviet Mathematics 4 Teoriya Veroyatnosteĭ i eë Primeneniya 4 The Annals of Probability 4 Journal of Complexity 4 Zapiski Nauchnykh Seminarov POMI 3 Russian Mathematical Surveys 3 Studia Mathematica 3 Probability and Mathematical Statistics 3 Journal of Theoretical Probability 3 Stochastic Processes and their Applications 3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 3 Electronic Journal of Probability 3 Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta Imeni V. A. Steklova 2 Proceedings of the London Mathematical Society. Third Series 2 Transactions of the American Mathematical Society 2 Statistics & Probability Letters 2 Vestnik St. Petersburg University. Mathematics 2 Electronic Communications in Probability 2 Bernoulli 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Communications on Pure and Applied Mathematics 1 Journal d’Analyse Mathématique 1 Moscow University Mathematics Bulletin 1 Functional Analysis and its Applications 1 Funktsional’nyĭ Analiz i ego Prilozheniya 1 Journal of Approximation Theory 1 Mathematische Nachrichten 1 Mathematica Scandinavica 1 Mathematika 1 Memoirs of the American Mathematical Society 1 Studia Scientiarum Mathematicarum Hungarica 1 Acta Mathematica Hungarica 1 Probability Theory and Related Fields 1 Journal of Economic Dynamics & Control 1 Comptes Rendus de l’Académie des Sciences. Série I 1 Russian Academy of Sciences. Doklady. Mathematics 1 Izvestiya: Mathematics 1 Teoriya Ĭmovirnosteĭ ta Matematychna Statystyka 1 Theory of Computing Systems 1 Comptes Rendus de l’Académie des Sciences. Série I. Mathématique 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Translations of Mathematical Monographs 1 SpringerBriefs in Mathematics all top 5 Fields 115 Probability theory and stochastic processes (60-XX) 13 Operator theory (47-XX) 7 Statistics (62-XX) 5 Measure and integration (28-XX) 4 History and biography (01-XX) 4 Numerical analysis (65-XX) 4 Statistical mechanics, structure of matter (82-XX) 3 General and overarching topics; collections (00-XX) 3 Combinatorics (05-XX) 3 Order, lattices, ordered algebraic structures (06-XX) 3 Approximations and expansions (41-XX) 3 Functional analysis (46-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 2 Real functions (26-XX) 2 Functions of a complex variable (30-XX) 2 Partial differential equations (35-XX) 2 Computer science (68-XX) 1 Number theory (11-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Geometry (51-XX) 1 Convex and discrete geometry (52-XX) 1 General topology (54-XX) 1 Mechanics of particles and systems (70-XX) 1 Fluid mechanics (76-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 89 Publications have been cited 729 times in 517 Documents Cited by ▼ Year ▼ Gaussian random functions. Zbl 0832.60002Lifshits, M. A. 105 1995 Lectures on Gaussian processes. Zbl 1248.60002Lifshits, Mikhail 45 2012 Approximation and entropy numbers of Volterra operators with application to Brownian motion. Zbl 0999.47034Lifshits, Mikhail A.; Linde, Werner 27 2002 On the convergence of generalized moments in almost sure central limit theorem. Zbl 0933.60017Ibragimov, Ildar; Lifshits, Mikhail 27 1998 Asymptotic behavior of small ball probabilities. Zbl 0994.60017Lifshits, M. A. 26 1999 Local properties of distributions of stochastic functionals. Transl. from the Russian by V. E. Nazajkinskij and M. A. Shishkova. Zbl 0897.60042Davydov, Yu. A.; Lifshits, M. A.; Smorodina, N. V. 26 1998 Small deviation probability of sums of independent random variables. Zbl 0902.60039Dunker, T.; Lifshits, M. A.; Linde, W. 24 1998 Small deviations for fractional stable processes. Zbl 1070.60042Lifshits, Mikhail; Simon, Thomas 21 2005 The first exit time of Brownian motion form a parabolic domain. Zbl 1018.60084Lifshits, Mikhail; Shi, Zhan 19 2002 On the lower tail probabilities of some random series. Zbl 0873.60012Lifshits, M. A. 19 1997 Gaussian random functions. Zbl 0998.60501Lifshits, M. A. 19 1995 On almost sure limit theorems. Zbl 0970.60032Ibragimov, I. A.; Lifshits, M. A. 18 1999 Average case tractability of non-homogeneous tensor product problems. Zbl 1262.65212Lifshits, M. A.; Papageorgiou, A.; Woźniakowski, H. 17 2012 On the absolute continuity of distributions of functionals of random processes. Zbl 0517.60040Lifshits, M. A. 17 1982 Curse of dimensionality in approximation of random fields. Zbl 1113.41038Lifshits, M. A.; Tulyakova, E. V. 13 2006 Tractability of multiparametric Euler and Wiener integrated processes. Zbl 1254.65016Lifshits, M.; Papageorgiou, A.; Woźniakowski, H. 12 2012 Bounds for entropy numbers for some critical operators. Zbl 1248.47022Lifshits, M. A. 11 2012 Stationary Gaussian random fields on hyperbolic spaces and on Euclidean spheres. Zbl 1275.60038Cohen, S.; Lifshits, M. A. 10 2012 Compactness properties of weighted summation operators on trees – the critical case. Zbl 1248.47023Lifshits, Mikhail; Linde, Werner 10 2011 Compactness properties of weighted summation operators on trees. Zbl 1232.47020Lifshits, Mikhail; Linde, Werner 9 2011 Small deviations of smooth stationary Gaussian processes. Zbl 1192.60055Aurzada, F.; Ibragimov, I. A.; Lifshits, M. A.; van Zanten, J. H. 9 2009 On the small deviation problem for some iterated processes. Zbl 1190.60016Aurzada, Frank; Lifshits, Mikhail 9 2009 Sampling the Lindelöf hypothesis with the Cauchy random walk. Zbl 1235.60047Lifshits, Mikhail; Weber, Michel 9 2009 Almost sure limit theorem for martingales. Zbl 1021.60024Lifshits, M. A. 9 2002 Fibering method in some probabilistic problems. Zbl 0571.60048Davydov, Yu. A.; Lifshits, M. A. 9 1985 Random processes by example. Zbl 1305.60002Lifshits, Mikhail 8 2014 Small deviation probability via chaining. Zbl 1155.60013Aurzada, Frank; Lifshits, Mikhail 8 2008 Approximation complexity of additive random fields. Zbl 1152.65014Lifshits, M. A.; Zani, M. 8 2008 Average volume of sections of star bodies. Zbl 0973.52002Koldobsky, A.; Lifshits, M. 8 2000 Tail probabilities of Gaussian suprema and Laplace transform. Zbl 0796.60029Lifshits, M. A. 7 1994 Strassen-type functional laws for strong topologies. Zbl 0793.60037Deheuvels, Paul; Lifshits, Mikhail A. 7 1993 Approximation of additive random fields based on standard information: average case and probabilistic settings. Zbl 1339.60058Lifshits, Mikhail; Zani, Marguerite 6 2015 Small deviations of Riemann-Liouville processes in \({L_{\lowercase{q}}}\) spaces with respect to fractal measures. Zbl 1090.60037Lifshits, Mikhail A.; Linde, Werner; Shi, Zhan 6 2006 Some exact rates in the functional law of the iterated logarithm. Zbl 1018.60030Berthet, Philippe; Lifshits, Mikhail 6 2002 On the large deviation principle for the almost sure CLT. Zbl 1043.60019Lifshits, M. A.; Stankevich, E. S. 6 2001 Spectral regularization inequalities. Zbl 0954.28004Lifshits, Mikhail; Weber, Michel 6 2000 Chung’s law and the Csáki function. Zbl 0937.60013Gorn, Natalia; Lifshits, Mikhail 6 1999 Local properties of distributions of stochastic functionals. Zbl 1057.60500Davydov, Yu. A.; Lifshits, M. A.; Smorodina, N. V. 6 1995 Bifractional Brownian motion: existence and border cases. Zbl 1333.60075Lifshits, Mikhail; Volkova, Ksenia 5 2015 Approximation of a random process with variable smoothness. Zbl 1317.60036Hashorva, Enkelejd; Lifshits, Mikhail; Seleznjev, Oleg 5 2015 Aggregation rates in one-dimensional stochastic systems with adhesion and gravitation. Zbl 1096.60041Lifshits, Mikhail; Shi, Zhan 5 2005 The almost sure limit theorem for sums of random vectors. Zbl 1001.60035Lifshits, M. A. 5 1999 Metric entropy of integration operators and small ball probabilites for the Brownian sheet. Zbl 0945.47022Dunker, T.; Linde, W.; Kühn, T.; Lifshits, M. A. 5 1999 Strassen laws of iterated logarithm for partially observed processes. Zbl 0870.60022Lifshits, M. A.; Weber, M. 5 1997 The distribution of the maximum of a Gaussian process. Zbl 0589.60036Lifshits, M. A. 5 1986 Absolute continuity of functionals of ”supremum” type for Gaussian processes. Zbl 0551.60043Lifshits, M. A. 5 1984 Energy of taut strings accompanying Wiener process. Zbl 1350.60030Lifshits, Mikhail; Setterqvist, Eric 4 2015 Fractional integration operators of variable order: continuity and compactness properties. Zbl 1298.26025Lifshits, Mikhail; Linde, Werner 4 2014 Small deviations of Gaussian random fields in \(L_{q}\)-spaces. Zbl 1127.60030Lifshits, Mikhail; Linde, Werner; Shi, Zhan 4 2006 Small ball probabilities for a shifted Poisson process. Zbl 1077.60034Deheuvels, P.; Lifshits, M. A. 4 2001 On the absolute continuity of distributions of functionals of stochastic processes. Zbl 0495.60045Lifshits, M. A. 4 1982 A probabilistic inequality related to negative definite functions. Zbl 1270.60030Lifshits, Mikhail; Schilling, René L.; Tyurin, Ilya 3 2013 Small deviations of weighted fractional processes and average non-linear approximation. Zbl 1068.60054Lifshits, Mikhail A.; Linde, Werner 3 2005 Aggregation in a one-dimensional gas model with stable initial data. Zbl 1074.82533Kuoza, L. V.; Lifshits, M. A. 3 2004 The escape rate of favorite sites of simple random walk and Brownian motion. Zbl 1067.60072Lifshits, Mikhail A.; Shi, Zhan 3 2004 Metric entropy of the integration operator and small ball probabilities for the Brownian sheet. Zbl 0918.60025Dunker, Thomas; Kühn, Thomas; Lifshits, Mikhail; Linde, Werner 3 1998 Toward the history of the Saint St. Petersburg school of probability and statistics. I: Limit theorems for sums of independent random variables. Zbl 1401.60002Lifshits, M. A.; Nikitin, Ya. Yu.; Petrov, V. V.; Zaitsev, A. Yu.; Zinger, A. A. 2 2018 Least energy approximation for processes with stationary increments. Zbl 1419.60030Kabluchko, Zakhar; Lifshits, Mikhail 2 2017 Small deviations in \(L_2\)-norm for Gaussian dependent sequences. Zbl 1336.60075Hong, Seok Young; Lifshits, Mikhail; Nazarov, Alexander 2 2016 Small deviations of stable processes and entropy of the associated random operators. Zbl 1214.60019Aurzada, Frank; Lifshits, Mikhail; Linde, Werner 2 2009 Free-knot spline approximation of fractional Brownian motion. Zbl 1141.65326Creutzig, Jakob; Lifshits, Mikhail 2 2008 Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results. Zbl 1202.91344Charemza, Wojciech W.; Lifshits, Mikhail; Makarova, Svetlana 2 2005 Tail behavior of anisotropic norms for Gaussian random fields. Zbl 1023.60047Lifshits, Mikhail; Nazarov, Alexander; Nikitin, Yakov 2 2003 Rate of convergence in the functional law of the iterated logarithm with non-standard normalizing factors. Zbl 0859.60032Bulinskij, A. V.; Lifshits, M. A. 2 1995 Necessary and sufficient conditions for the Strassen law of the iterated logarithm in nonuniform topologies. Zbl 0840.60027Deheuvels, Paul; Lifshits, Mikhail A. 2 1994 On the distribution of the maximum of a Gaussian process. Zbl 0602.60040Lifshits, M. A. 2 1987 On representation of Levy’s fields by indicators. Zbl 0446.60038Lifshits, M. A. 2 1980 On the representation of Levy’s fields by indicators. Zbl 0438.60045Lifshits, M. A. 2 1979 Local time for functions and Gaussian processes. Zbl 0417.60076Lifshits, M. A. 2 1979 Some extensions of linear approximation and prediction problems for stationary processes. Zbl 1422.60055Ibragimov, Ildar; Kabluchko, Zakhar; Lifshits, Mikhail 1 2019 \(L_{2}\)-small deviations for weighted stationary processes. Zbl 1434.60115Lifshits, Mikhail; Nazarov, Alexander 1 2018 Small deviations of sums of correlated stationary Gaussian sequences. Zbl 1377.60048Aurzada, F.; Lifshits, M. A. 1 2017 Cyclic behavior of maxima in a hierarchical summation scheme. Zbl 1333.60103Lifshits, M. A. 1 2014 Persistence probabilities for a Bridge of an integrated simple random walk. Zbl 1316.60060Aurzada, Frank; Dereich, Steffen; Lifshits, Mikhail 1 2014 On the supremum of some random Dirichlet polynomials. Zbl 1199.30013Lifshits, M.; Weber, M. 1 2009 On the supremum of random Dirichlet polynomials. Zbl 1124.30004Lifshits, Mikhail; Weber, Michel 1 2007 Functional large deviations for Burgers particle systems. Zbl 1121.35146Lifshits, Mikhail A.; Shi, Zhan 1 2007 Criterion for the quasi-invariance of Poisson measures under “linear” transformations of a space. Zbl 1057.60016Lifshits, M. A.; Shmileva, E. Yu. 1 2001 Oscillations of Gaussian Stein’s elements. Zbl 0906.60038Lifshits, Mikhail; Weber, Michel 1 1998 On the Hausdorff dimension of the set generated by exponential oscillations of a Wiener process. Zbl 0908.60012Deheuvels, P.; Lifshits, M. A. 1 1997 Spectral regularization in ergodic theory and probability. Zbl 0892.46080Lifshits, Mikhail; Weber, Michel 1 1997 Gaussian large deviations of a smooth seminorm. Zbl 0764.60009Lifshits, M. A. 1 1992 Unexpected limit behaviour of the Gaussian tail probabilities. Zbl 0768.60007Lifshits, M. A. 1 1991 Computation of the exact asymptotics of some Gaussian large deviations. Zbl 0760.60026Lifshits, M. A. 1 1990 Distribution of the norm of a stable vector. Zbl 0672.60028Smorodina, N. V.; Lifshits, M. A. 1 1989 Invariant measures generated by random fields with independent values. Zbl 0626.60046Lifshits, M. A. 1 1985 An application of the stratification method to the study of functionals of processes with independent increments. Zbl 0598.60080Lifshits, M. A. 1 1985 The method of stratification in some probabilistic problems. Zbl 0566.60040Davydov, Yu. A.; Lifshits, M. A. 1 1984 The absolute continuity of functionals of the ”supremum” type for Gaussian processes. Zbl 0501.60049Lifshits, M. A. 1 1982 Some extensions of linear approximation and prediction problems for stationary processes. Zbl 1422.60055Ibragimov, Ildar; Kabluchko, Zakhar; Lifshits, Mikhail 1 2019 Toward the history of the Saint St. Petersburg school of probability and statistics. I: Limit theorems for sums of independent random variables. Zbl 1401.60002Lifshits, M. A.; Nikitin, Ya. Yu.; Petrov, V. V.; Zaitsev, A. Yu.; Zinger, A. A. 2 2018 \(L_{2}\)-small deviations for weighted stationary processes. Zbl 1434.60115Lifshits, Mikhail; Nazarov, Alexander 1 2018 Least energy approximation for processes with stationary increments. Zbl 1419.60030Kabluchko, Zakhar; Lifshits, Mikhail 2 2017 Small deviations of sums of correlated stationary Gaussian sequences. Zbl 1377.60048Aurzada, F.; Lifshits, M. A. 1 2017 Small deviations in \(L_2\)-norm for Gaussian dependent sequences. Zbl 1336.60075Hong, Seok Young; Lifshits, Mikhail; Nazarov, Alexander 2 2016 Approximation of additive random fields based on standard information: average case and probabilistic settings. Zbl 1339.60058Lifshits, Mikhail; Zani, Marguerite 6 2015 Bifractional Brownian motion: existence and border cases. Zbl 1333.60075Lifshits, Mikhail; Volkova, Ksenia 5 2015 Approximation of a random process with variable smoothness. Zbl 1317.60036Hashorva, Enkelejd; Lifshits, Mikhail; Seleznjev, Oleg 5 2015 Energy of taut strings accompanying Wiener process. Zbl 1350.60030Lifshits, Mikhail; Setterqvist, Eric 4 2015 Random processes by example. Zbl 1305.60002Lifshits, Mikhail 8 2014 Fractional integration operators of variable order: continuity and compactness properties. Zbl 1298.26025Lifshits, Mikhail; Linde, Werner 4 2014 Cyclic behavior of maxima in a hierarchical summation scheme. Zbl 1333.60103Lifshits, M. A. 1 2014 Persistence probabilities for a Bridge of an integrated simple random walk. Zbl 1316.60060Aurzada, Frank; Dereich, Steffen; Lifshits, Mikhail 1 2014 A probabilistic inequality related to negative definite functions. Zbl 1270.60030Lifshits, Mikhail; Schilling, René L.; Tyurin, Ilya 3 2013 Lectures on Gaussian processes. Zbl 1248.60002Lifshits, Mikhail 45 2012 Average case tractability of non-homogeneous tensor product problems. Zbl 1262.65212Lifshits, M. A.; Papageorgiou, A.; Woźniakowski, H. 17 2012 Tractability of multiparametric Euler and Wiener integrated processes. Zbl 1254.65016Lifshits, M.; Papageorgiou, A.; Woźniakowski, H. 12 2012 Bounds for entropy numbers for some critical operators. Zbl 1248.47022Lifshits, M. A. 11 2012 Stationary Gaussian random fields on hyperbolic spaces and on Euclidean spheres. Zbl 1275.60038Cohen, S.; Lifshits, M. A. 10 2012 Compactness properties of weighted summation operators on trees – the critical case. Zbl 1248.47023Lifshits, Mikhail; Linde, Werner 10 2011 Compactness properties of weighted summation operators on trees. Zbl 1232.47020Lifshits, Mikhail; Linde, Werner 9 2011 Small deviations of smooth stationary Gaussian processes. Zbl 1192.60055Aurzada, F.; Ibragimov, I. A.; Lifshits, M. A.; van Zanten, J. H. 9 2009 On the small deviation problem for some iterated processes. Zbl 1190.60016Aurzada, Frank; Lifshits, Mikhail 9 2009 Sampling the Lindelöf hypothesis with the Cauchy random walk. Zbl 1235.60047Lifshits, Mikhail; Weber, Michel 9 2009 Small deviations of stable processes and entropy of the associated random operators. Zbl 1214.60019Aurzada, Frank; Lifshits, Mikhail; Linde, Werner 2 2009 On the supremum of some random Dirichlet polynomials. Zbl 1199.30013Lifshits, M.; Weber, M. 1 2009 Small deviation probability via chaining. Zbl 1155.60013Aurzada, Frank; Lifshits, Mikhail 8 2008 Approximation complexity of additive random fields. Zbl 1152.65014Lifshits, M. A.; Zani, M. 8 2008 Free-knot spline approximation of fractional Brownian motion. Zbl 1141.65326Creutzig, Jakob; Lifshits, Mikhail 2 2008 On the supremum of random Dirichlet polynomials. Zbl 1124.30004Lifshits, Mikhail; Weber, Michel 1 2007 Functional large deviations for Burgers particle systems. Zbl 1121.35146Lifshits, Mikhail A.; Shi, Zhan 1 2007 Curse of dimensionality in approximation of random fields. Zbl 1113.41038Lifshits, M. A.; Tulyakova, E. V. 13 2006 Small deviations of Riemann-Liouville processes in \({L_{\lowercase{q}}}\) spaces with respect to fractal measures. Zbl 1090.60037Lifshits, Mikhail A.; Linde, Werner; Shi, Zhan 6 2006 Small deviations of Gaussian random fields in \(L_{q}\)-spaces. Zbl 1127.60030Lifshits, Mikhail; Linde, Werner; Shi, Zhan 4 2006 Small deviations for fractional stable processes. Zbl 1070.60042Lifshits, Mikhail; Simon, Thomas 21 2005 Aggregation rates in one-dimensional stochastic systems with adhesion and gravitation. Zbl 1096.60041Lifshits, Mikhail; Shi, Zhan 5 2005 Small deviations of weighted fractional processes and average non-linear approximation. Zbl 1068.60054Lifshits, Mikhail A.; Linde, Werner 3 2005 Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results. Zbl 1202.91344Charemza, Wojciech W.; Lifshits, Mikhail; Makarova, Svetlana 2 2005 Aggregation in a one-dimensional gas model with stable initial data. Zbl 1074.82533Kuoza, L. V.; Lifshits, M. A. 3 2004 The escape rate of favorite sites of simple random walk and Brownian motion. Zbl 1067.60072Lifshits, Mikhail A.; Shi, Zhan 3 2004 Tail behavior of anisotropic norms for Gaussian random fields. Zbl 1023.60047Lifshits, Mikhail; Nazarov, Alexander; Nikitin, Yakov 2 2003 Approximation and entropy numbers of Volterra operators with application to Brownian motion. Zbl 0999.47034Lifshits, Mikhail A.; Linde, Werner 27 2002 The first exit time of Brownian motion form a parabolic domain. Zbl 1018.60084Lifshits, Mikhail; Shi, Zhan 19 2002 Almost sure limit theorem for martingales. Zbl 1021.60024Lifshits, M. A. 9 2002 Some exact rates in the functional law of the iterated logarithm. Zbl 1018.60030Berthet, Philippe; Lifshits, Mikhail 6 2002 On the large deviation principle for the almost sure CLT. Zbl 1043.60019Lifshits, M. A.; Stankevich, E. S. 6 2001 Small ball probabilities for a shifted Poisson process. Zbl 1077.60034Deheuvels, P.; Lifshits, M. A. 4 2001 Criterion for the quasi-invariance of Poisson measures under “linear” transformations of a space. Zbl 1057.60016Lifshits, M. A.; Shmileva, E. Yu. 1 2001 Average volume of sections of star bodies. Zbl 0973.52002Koldobsky, A.; Lifshits, M. 8 2000 Spectral regularization inequalities. Zbl 0954.28004Lifshits, Mikhail; Weber, Michel 6 2000 Asymptotic behavior of small ball probabilities. Zbl 0994.60017Lifshits, M. A. 26 1999 On almost sure limit theorems. Zbl 0970.60032Ibragimov, I. A.; Lifshits, M. A. 18 1999 Chung’s law and the Csáki function. Zbl 0937.60013Gorn, Natalia; Lifshits, Mikhail 6 1999 The almost sure limit theorem for sums of random vectors. Zbl 1001.60035Lifshits, M. A. 5 1999 Metric entropy of integration operators and small ball probabilites for the Brownian sheet. Zbl 0945.47022Dunker, T.; Linde, W.; Kühn, T.; Lifshits, M. A. 5 1999 On the convergence of generalized moments in almost sure central limit theorem. Zbl 0933.60017Ibragimov, Ildar; Lifshits, Mikhail 27 1998 Local properties of distributions of stochastic functionals. Transl. from the Russian by V. E. Nazajkinskij and M. A. Shishkova. Zbl 0897.60042Davydov, Yu. A.; Lifshits, M. A.; Smorodina, N. V. 26 1998 Small deviation probability of sums of independent random variables. Zbl 0902.60039Dunker, T.; Lifshits, M. A.; Linde, W. 24 1998 Metric entropy of the integration operator and small ball probabilities for the Brownian sheet. Zbl 0918.60025Dunker, Thomas; Kühn, Thomas; Lifshits, Mikhail; Linde, Werner 3 1998 Oscillations of Gaussian Stein’s elements. Zbl 0906.60038Lifshits, Mikhail; Weber, Michel 1 1998 On the lower tail probabilities of some random series. Zbl 0873.60012Lifshits, M. A. 19 1997 Strassen laws of iterated logarithm for partially observed processes. Zbl 0870.60022Lifshits, M. A.; Weber, M. 5 1997 On the Hausdorff dimension of the set generated by exponential oscillations of a Wiener process. Zbl 0908.60012Deheuvels, P.; Lifshits, M. A. 1 1997 Spectral regularization in ergodic theory and probability. Zbl 0892.46080Lifshits, Mikhail; Weber, Michel 1 1997 Gaussian random functions. Zbl 0832.60002Lifshits, M. A. 105 1995 Gaussian random functions. Zbl 0998.60501Lifshits, M. A. 19 1995 Local properties of distributions of stochastic functionals. Zbl 1057.60500Davydov, Yu. A.; Lifshits, M. A.; Smorodina, N. V. 6 1995 Rate of convergence in the functional law of the iterated logarithm with non-standard normalizing factors. Zbl 0859.60032Bulinskij, A. V.; Lifshits, M. A. 2 1995 Tail probabilities of Gaussian suprema and Laplace transform. Zbl 0796.60029Lifshits, M. A. 7 1994 Necessary and sufficient conditions for the Strassen law of the iterated logarithm in nonuniform topologies. Zbl 0840.60027Deheuvels, Paul; Lifshits, Mikhail A. 2 1994 Strassen-type functional laws for strong topologies. Zbl 0793.60037Deheuvels, Paul; Lifshits, Mikhail A. 7 1993 Gaussian large deviations of a smooth seminorm. Zbl 0764.60009Lifshits, M. A. 1 1992 Unexpected limit behaviour of the Gaussian tail probabilities. Zbl 0768.60007Lifshits, M. A. 1 1991 Computation of the exact asymptotics of some Gaussian large deviations. Zbl 0760.60026Lifshits, M. A. 1 1990 Distribution of the norm of a stable vector. Zbl 0672.60028Smorodina, N. V.; Lifshits, M. A. 1 1989 On the distribution of the maximum of a Gaussian process. Zbl 0602.60040Lifshits, M. A. 2 1987 The distribution of the maximum of a Gaussian process. Zbl 0589.60036Lifshits, M. A. 5 1986 Fibering method in some probabilistic problems. Zbl 0571.60048Davydov, Yu. A.; Lifshits, M. A. 9 1985 Invariant measures generated by random fields with independent values. Zbl 0626.60046Lifshits, M. A. 1 1985 An application of the stratification method to the study of functionals of processes with independent increments. Zbl 0598.60080Lifshits, M. A. 1 1985 Absolute continuity of functionals of ”supremum” type for Gaussian processes. Zbl 0551.60043Lifshits, M. A. 5 1984 The method of stratification in some probabilistic problems. Zbl 0566.60040Davydov, Yu. A.; Lifshits, M. A. 1 1984 On the absolute continuity of distributions of functionals of random processes. Zbl 0517.60040Lifshits, M. A. 17 1982 On the absolute continuity of distributions of functionals of stochastic processes. Zbl 0495.60045Lifshits, M. A. 4 1982 The absolute continuity of functionals of the ”supremum” type for Gaussian processes. Zbl 0501.60049Lifshits, M. A. 1 1982 On representation of Levy’s fields by indicators. Zbl 0446.60038Lifshits, M. A. 2 1980 On the representation of Levy’s fields by indicators. Zbl 0438.60045Lifshits, M. A. 2 1979 Local time for functions and Gaussian processes. Zbl 0417.60076Lifshits, M. A. 2 1979 all cited Publications top 5 cited Publications all top 5 Cited by 524 Authors 33 Lifshits, Mikhail A. 15 Aurzada, Frank 13 Vasil’eva, Anastasiya Andreevna 12 Weber, Michel Jean Georges 11 Hashorva, Enkelejd 11 Linde, Werner 10 Nazarov, Alexander I. 10 Rozovskiĭ, Leonid Viktorovich 10 Wu, Qunying 8 Fatalov, Vadim Rolandovich 7 Dębicki, Krzysztof 7 Gao, Fuchang 7 Khartov, A. A. 7 Li, Wenbo V. 7 Xu, Guiqiao 6 Breton, Jean-Christophe 6 Ma, Chunsheng 6 Nikitin, Yakov Yu. 5 Alpay, Daniel Aron 5 Bogachev, Vladimir Igorevich 5 Davydov, Yu. A. 5 Deblassie, Dante 5 Deheuvels, Paul 5 Giuliano, Rita 5 Ibragimov, Il’dar Abdullovich 5 Macci, Claudio 5 Molchan, George M. 5 Nane, Erkan 5 Tan, Zhongquan 4 Berkes, István 4 Dereich, Steffen 4 El-Nouty, Charles 4 Koldobsky, Alexander L. 4 Lepskiĭ, Oleg Vital’evich 4 Levanony, David 4 Petrova, Yu. P. 4 Pusev, R. S. 4 Seleznjev, Oleg 4 Simon, Thomas 4 Surgailis, Donatas 4 Ushakova, Elena Pavlovna 4 Viitasaari, Lauri 4 Yang, Xiangfeng 4 Zani, Marguerite 3 Ayache, Antoine 3 Azaïs, Jean-Marc 3 Azmoodeh, Ehsan 3 Bercu, Bernard 3 Berthet, Philippe 3 Bloznelis, Mindaugas 3 Dindar, Zacharie 3 Dorogovtsev, Andriĭ Anatoliĭovych 3 Ferger, Dietmar 3 Frolov, Andrei N. 3 Hefter, Mario 3 Jo, Sihun 3 Kabluchko, Zakhar A. 3 Kühn, Thomas 3 Lang, Jan 3 Mishura, Yuliya Stepanivna 3 Nourdin, Ivan 3 Pacchiarotti, Barbara 3 Papageorgiou, Anargyros 3 Peng, Zuoxiang 3 Setterqvist, Eric 3 Shevchenko, Georgiy M. 3 Shi, Zhan 3 Smits, Robert G. 3 Steland, Ansgar 3 Stepanov, Vladimir Dmitrievich 2 Abramowicz, Konrad 2 Adler, Robert Joseph 2 Bañuelos, Rodrigo 2 Bilyk, Dmitry 2 Chaabane, Faouzi 2 Chen, Jia 2 Chernozhukov, Victor 2 Collet, Pierre 2 Creutzig, Jakob 2 Dabo-Niang, Sophie 2 Davydov, Youri 2 de Jonge, René 2 Delgado, Miguel Ángel 2 Doukhan, Paul 2 Edmunds, David Eric 2 Ermakov, Mikhaĭl Sergeevich 2 Escanciano, Juan Carlos 2 Fang, Zheng 2 Garai, Elena S. 2 Gogatishvili, Amiran 2 Goldenshluger, Alexander 2 Guillotin-Plantard, Nadine 2 Gulisashvili, Archil 2 Herzwurm, André 2 Hörmann, Siegfried 2 Izyumtseva, O. L. 2 Ji, Lanpeng 2 Jørgensen, Palle E. T. 2 Kato, Kengo 2 Kebaier, Ahmed ...and 424 more Authors all top 5 Cited in 125 Serials 41 Statistics & Probability Letters 40 Stochastic Processes and their Applications 31 Journal of Mathematical Sciences (New York) 30 Journal of Theoretical Probability 24 Journal of Complexity 13 Journal of Mathematical Analysis and Applications 13 Electronic Journal of Statistics 12 Journal of Functional Analysis 11 The Annals of Probability 10 Lithuanian Mathematical Journal 10 Theory of Probability and its Applications 9 Mathematical Notes 9 Journal of Econometrics 9 Transactions of the American Mathematical Society 9 Probability Theory and Related Fields 8 Journal of Approximation Theory 7 Journal of Soviet Mathematics 7 Journal of Statistical Planning and Inference 7 Bernoulli 7 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 6 Proceedings of the American Mathematical Society 6 Vestnik St. Petersburg University. Mathematics 6 Russian Journal of Mathematical Physics 6 Doklady Mathematics 6 Comptes Rendus. Mathématique. Académie des Sciences, Paris 5 The Annals of Applied Probability 5 Potential Analysis 5 Proceedings of the Steklov Institute of Mathematics 4 Journal of Statistical Physics 4 Theoretical and Mathematical Physics 4 Advances in Mathematics 4 Stochastic Analysis and Applications 4 Theory of Probability and Mathematical Statistics 4 The Journal of Fourier Analysis and Applications 4 Journal of Inequalities and Applications 4 Extremes 3 Metrika 3 Periodica Mathematica Hungarica 3 Journal of Time Series Analysis 3 St. Petersburg Mathematical Journal 3 Statistical Inference for Stochastic Processes 3 Stochastics and Dynamics 3 Stochastics 2 Advances in Applied Probability 2 Journal d’Analyse Mathématique 2 Problems of Information Transmission 2 Rocky Mountain Journal of Mathematics 2 Ukrainian Mathematical Journal 2 Annals of the Institute of Statistical Mathematics 2 The Annals of Statistics 2 Journal of Applied Probability 2 Mathematische Nachrichten 2 Mathematika 2 Nagoya Mathematical Journal 2 Acta Mathematica Hungarica 2 Communications in Statistics. Theory and Methods 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Applied Mathematics. Series B (English Edition) 2 Applied and Computational Harmonic Analysis 2 Mathematical Methods of Statistics 2 Bulletin des Sciences Mathématiques 2 Izvestiya: Mathematics 2 Methodology and Computing in Applied Probability 2 Econometric Theory 2 Lobachevskii Journal of Mathematics 2 Journal of Applied Mathematics 2 Central European Journal of Mathematics 2 Journal of the Korean Statistical Society 2 East Asian Mathematical Journal 2 SIAM Journal on Financial Mathematics 2 Modern Stochastics. Theory and Applications 2 European Journal of Mathematics 1 American Mathematical Monthly 1 Computer Methods in Applied Mechanics and Engineering 1 Israel Journal of Mathematics 1 Mathematical Proceedings of the Cambridge Philosophical Society 1 Moscow University Mathematics Bulletin 1 Reports on Mathematical Physics 1 Russian Mathematical Surveys 1 Chaos, Solitons and Fractals 1 Geometriae Dedicata 1 Inventiones Mathematicae 1 Journal of Multivariate Analysis 1 Mathematische Zeitschrift 1 Results in Mathematics 1 Siberian Mathematical Journal 1 Topology and its Applications 1 Advances in Applied Mathematics 1 Operations Research Letters 1 Statistics 1 Constructive Approximation 1 Revista Matemática Iberoamericana 1 Applied Mathematics Letters 1 Queueing Systems 1 Journal of Applied Mathematics and Stochastic Analysis 1 Proceedings of the Indian Academy of Sciences. Mathematical Sciences 1 Computational Statistics and Data Analysis 1 Indagationes Mathematicae. New Series 1 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 1 SIAM Journal on Scientific Computing ...and 25 more Serials all top 5 Cited in 38 Fields 392 Probability theory and stochastic processes (60-XX) 96 Statistics (62-XX) 40 Functional analysis (46-XX) 38 Operator theory (47-XX) 33 Approximations and expansions (41-XX) 28 Numerical analysis (65-XX) 19 Harmonic analysis on Euclidean spaces (42-XX) 15 Number theory (11-XX) 15 Measure and integration (28-XX) 14 Real functions (26-XX) 14 Partial differential equations (35-XX) 10 Convex and discrete geometry (52-XX) 10 Computer science (68-XX) 10 Statistical mechanics, structure of matter (82-XX) 7 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Dynamical systems and ergodic theory (37-XX) 5 Ordinary differential equations (34-XX) 4 Functions of a complex variable (30-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 4 Global analysis, analysis on manifolds (58-XX) 4 Information and communication theory, circuits (94-XX) 3 History and biography (01-XX) 3 Difference and functional equations (39-XX) 3 Abstract harmonic analysis (43-XX) 3 Mechanics of particles and systems (70-XX) 3 Operations research, mathematical programming (90-XX) 2 Combinatorics (05-XX) 2 Topological groups, Lie groups (22-XX) 2 Potential theory (31-XX) 2 Integral transforms, operational calculus (44-XX) 2 Fluid mechanics (76-XX) 2 Systems theory; control (93-XX) 1 General and overarching topics; collections (00-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Special functions (33-XX) 1 Integral equations (45-XX) 1 Differential geometry (53-XX) 1 Quantum theory (81-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. Updates and corrections should be made in Wikidata.