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## Utev, Sergey

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 Author ID: utev.sergey Published as: Utev, S.; Utev, Sergey
 Documents Indexed: 48 Publications since 1995, including 1 Book
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#### Co-Authors

 0 single-authored 16 Lefèvre, Claude 14 Peligrad, Magda 6 Becker, Niels G. 5 Merlevède, Florence 3 Barbour, Andrew D. 3 Deligiannidis, George 3 Denuit, Michel M. 2 Loisel, Stéphane 2 Mudakkar, Syeda Rabab 2 Tamturk, Muhsin 1 Daly, Fraser 1 Dedecker, Jérôme 1 Dehling, Herold G. 1 Fan, Jun 1 Ma, Xiaojuan 1 Papathanasiou, Vasilis 1 Picard, Philippe 1 Wu, Wei Biao
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#### Serials

 6 Journal of Theoretical Probability 5 The Annals of Probability 3 Journal of Applied Probability 3 Insurance Mathematics & Economics 3 Stochastic Processes and their Applications 3 Methodology and Computing in Applied Probability 2 Advances in Applied Probability 2 Journal of Multivariate Analysis 1 Mathematical Biosciences 1 Annals of the Institute of Statistical Mathematics 1 Biometrical Journal 1 Journal of Statistical Planning and Inference 1 Mathematics of Operations Research 1 Proceedings of the American Mathematical Society 1 Probability Theory and Related Fields 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Electronic Journal of Probability 1 Bernoulli 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Infinite Dimensional Analysis, Quantum Probability and Related Topics 1 Journal of Integer Sequences 1 Probability in the Engineering and Informational Sciences 1 Oxford Studies in Probability 1 Probability Surveys 1 International Journal of Stochastic Analysis
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#### Fields

 38 Probability theory and stochastic processes (60-XX) 14 Statistics (62-XX) 8 Biology and other natural sciences (92-XX) 5 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Numerical analysis (65-XX) 1 Number theory (11-XX) 1 Functions of a complex variable (30-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Functional analysis (46-XX) 1 General topology (54-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Operations research, mathematical programming (90-XX) 1 Systems theory; control (93-XX)

#### Citations contained in zbMATH Open

38 Publications have been cited 484 times in 377 Documents Cited by Year
Maximal inequalities and an invariance principle for a class of weakly dependent random variables. Zbl 1012.60022
Utev, Sergey; Peligrad, Magda
2003
Recent advances in invariance principles for stationary sequences. Zbl 1189.60078
Merlevède, Florence; Peligrad, Magda; Utev, Sergey
2006
A new maximal inequality and invariance principle for stationary sequences. Zbl 1070.60025
Peligrad, Magda; Utev, Sergey
2005
Central limit theorem for linear processes. Zbl 0876.60013
Peligrad, Magda; Utev, Sergey
1997
A maximal $$\mathbb{L}_{p}$$-inequality for stationary sequences and its applications. Zbl 1107.60011
Peligrad, Magda; Utev, Sergey; Wu, Wei Biao
2007
Central limit theorem for stationary linear processes. Zbl 1101.60014
Peligrad, Magda; Utev, Sergey
2006
Comparing sums of exchangeable Bernoulli random variables. Zbl 0855.60017
Lefèvre, Claude; Utev, Sergey
1996
Sharp conditions for the CLT of linear processes in a Hilbert space. Zbl 0885.60015
Merlevède, Florence; Peligrad, Magda; Utev, Sergey
1997
Solving the Stein equation in compound Poisson approximation. Zbl 0982.62007
Barbour, A. D.; Utev, Sergey
1998
Compound Poisson approximation in total variation. Zbl 0991.62008
Barbour, A. D.; Utev, Sergey
1999
Measuring the impact of dependence between claims occurrences. Zbl 1033.62100
Denuit, Michel; Lefèvre, Claude; Utev, Sergey
2002
Generalized stochastic convexity and stochastic orderings of mixtures. Zbl 0966.60015
Denuit, Michel; Lefèvre, Claude; Utev, Sergey
1999
Stochastic orderings of convex/concave-type on an arbitrary grid. Zbl 0984.60025
Denuit, Michel; Lefèvre, Claude; Utev, Sergey
1999
Poisson approximation for the final state of a generalized epidemic process. Zbl 0833.60023
Lefèvre, Claude; Utev, Sergey
1995
Invariance principle for stochastic processes with short memory. Zbl 1122.60038
Peligrad, Magda; Utev, Sergey
2006
Exact norms of a Stein-type operator and associated stochastic orderings. Zbl 1039.60015
Lefèvre, Claude; Utev, Sergey
2003
Stein’s method and stochastic orderings. Zbl 1276.62015
Daly, Fraser; Lefèvre, Claude; Utev, Sergey
2012
Approximating the Reed-Frost epidemic process. Zbl 1113.92054
Barbour, A. D.; Utev, Sergey
2004
Branching approximation for the collective epidemic model. Zbl 0966.92023
Lefèvre, Claude; Utev, Sergey
1999
Optimal stopping for processes with independent increments, and applications. Zbl 1213.60082
Deligiannidis, G.; Le, H.; Utev, S.
2009
Moderate deviations for stationary sequences of bounded random variables. Zbl 1172.60005
Dedecker, Jérôme; Merlevède, Florence; Peligrad, Magda; Utev, Sergey
2009
Functional Gaussian approximation for dependent structures. Zbl 1447.60003
Merlevède, Florence; Peligrad, Magda; Utev, Sergey
2019
On order-preserving properties of probability metrics. Zbl 0926.60014
Lefèvre, Claude; Utev, Sergey
1998
The effect of community structure on the immunity coverage required to prevent epidemics. Zbl 0887.92026
Becker, Niels G.; Utev, Sergey
1998
Protective vaccine efficacy when vaccine response is random. Zbl 0989.62059
Becker, Niels G.; Utev, Sergey
2002
The Lie bracket and the arithmetic derivative. Zbl 1444.11012
Fan, Jun; Utev, Sergey
2020
Markov property in discrete Schur-constant models. Zbl 1402.60092
Lefèvre, Claude; Loisel, Stéphane; Utev, Sergey
2018
On the invariance principle for reversible Markov chains. Zbl 1344.60034
Peligrad, Magda; Utev, Sergey
2016
Convolution property and exponential bounds for symmetric monotone densities. Zbl 1291.60030
Lefèvre, Claude; Utev, Sergey
2013
Generalized Pearson distributions and related characterization problems. Zbl 1051.62014
Lefèvre, Claude; Papathanasiou, Vasilis; Utev, Sergey
2002
Multivariate discrete distributions with a product-type dependence. Zbl 1024.62023
Becker, Niels G.; Utev, Sergey
2002
Threshold results for $$U$$-statistics of dependent binary variables. Zbl 0976.62041
Becker, Niels G.; Utev, Sergey
2001
Ruin probability via quantum mechanics approach. Zbl 1401.91197
Tamturk, Muhsin; Utev, Sergey
2018
On finite exchangeable sequences and their dependence. Zbl 1403.60030
Lefèvre, Claude; Loisel, Stéphane; Utev, Sergey
2017
Asymptotic variance of stationary reversible and normal Markov processes. Zbl 1321.60070
Deligiannidis, George; Peligrad, Magda; Utev, Sergey
2015
Variance of partial sums of stationary sequences. Zbl 1291.60068
Deligiannidis, George; Utev, Sergey
2013
On stochastic dominance of nilpotent operators. Zbl 1277.60080
Mudakkar, Syeda Rabab; Utev, Sergey
2013
Comparison of individual risk models. Zbl 1054.91051
Lefèvre, Claude; Utev, Sergey
2001
The Lie bracket and the arithmetic derivative. Zbl 1444.11012
Fan, Jun; Utev, Sergey
2020
Functional Gaussian approximation for dependent structures. Zbl 1447.60003
Merlevède, Florence; Peligrad, Magda; Utev, Sergey
2019
Markov property in discrete Schur-constant models. Zbl 1402.60092
Lefèvre, Claude; Loisel, Stéphane; Utev, Sergey
2018
Ruin probability via quantum mechanics approach. Zbl 1401.91197
Tamturk, Muhsin; Utev, Sergey
2018
On finite exchangeable sequences and their dependence. Zbl 1403.60030
Lefèvre, Claude; Loisel, Stéphane; Utev, Sergey
2017
On the invariance principle for reversible Markov chains. Zbl 1344.60034
Peligrad, Magda; Utev, Sergey
2016
Asymptotic variance of stationary reversible and normal Markov processes. Zbl 1321.60070
Deligiannidis, George; Peligrad, Magda; Utev, Sergey
2015
Convolution property and exponential bounds for symmetric monotone densities. Zbl 1291.60030
Lefèvre, Claude; Utev, Sergey
2013
Variance of partial sums of stationary sequences. Zbl 1291.60068
Deligiannidis, George; Utev, Sergey
2013
On stochastic dominance of nilpotent operators. Zbl 1277.60080
Mudakkar, Syeda Rabab; Utev, Sergey
2013
Stein’s method and stochastic orderings. Zbl 1276.62015
Daly, Fraser; Lefèvre, Claude; Utev, Sergey
2012
Optimal stopping for processes with independent increments, and applications. Zbl 1213.60082
Deligiannidis, G.; Le, H.; Utev, S.
2009
Moderate deviations for stationary sequences of bounded random variables. Zbl 1172.60005
Dedecker, Jérôme; Merlevède, Florence; Peligrad, Magda; Utev, Sergey
2009
A maximal $$\mathbb{L}_{p}$$-inequality for stationary sequences and its applications. Zbl 1107.60011
Peligrad, Magda; Utev, Sergey; Wu, Wei Biao
2007
Recent advances in invariance principles for stationary sequences. Zbl 1189.60078
Merlevède, Florence; Peligrad, Magda; Utev, Sergey
2006
Central limit theorem for stationary linear processes. Zbl 1101.60014
Peligrad, Magda; Utev, Sergey
2006
Invariance principle for stochastic processes with short memory. Zbl 1122.60038
Peligrad, Magda; Utev, Sergey
2006
A new maximal inequality and invariance principle for stationary sequences. Zbl 1070.60025
Peligrad, Magda; Utev, Sergey
2005
Approximating the Reed-Frost epidemic process. Zbl 1113.92054
Barbour, A. D.; Utev, Sergey
2004
Maximal inequalities and an invariance principle for a class of weakly dependent random variables. Zbl 1012.60022
Utev, Sergey; Peligrad, Magda
2003
Exact norms of a Stein-type operator and associated stochastic orderings. Zbl 1039.60015
Lefèvre, Claude; Utev, Sergey
2003
Measuring the impact of dependence between claims occurrences. Zbl 1033.62100
Denuit, Michel; Lefèvre, Claude; Utev, Sergey
2002
Protective vaccine efficacy when vaccine response is random. Zbl 0989.62059
Becker, Niels G.; Utev, Sergey
2002
Generalized Pearson distributions and related characterization problems. Zbl 1051.62014
Lefèvre, Claude; Papathanasiou, Vasilis; Utev, Sergey
2002
Multivariate discrete distributions with a product-type dependence. Zbl 1024.62023
Becker, Niels G.; Utev, Sergey
2002
Threshold results for $$U$$-statistics of dependent binary variables. Zbl 0976.62041
Becker, Niels G.; Utev, Sergey
2001
Comparison of individual risk models. Zbl 1054.91051
Lefèvre, Claude; Utev, Sergey
2001
Compound Poisson approximation in total variation. Zbl 0991.62008
Barbour, A. D.; Utev, Sergey
1999
Generalized stochastic convexity and stochastic orderings of mixtures. Zbl 0966.60015
Denuit, Michel; Lefèvre, Claude; Utev, Sergey
1999
Stochastic orderings of convex/concave-type on an arbitrary grid. Zbl 0984.60025
Denuit, Michel; Lefèvre, Claude; Utev, Sergey
1999
Branching approximation for the collective epidemic model. Zbl 0966.92023
Lefèvre, Claude; Utev, Sergey
1999
Solving the Stein equation in compound Poisson approximation. Zbl 0982.62007
Barbour, A. D.; Utev, Sergey
1998
On order-preserving properties of probability metrics. Zbl 0926.60014
Lefèvre, Claude; Utev, Sergey
1998
The effect of community structure on the immunity coverage required to prevent epidemics. Zbl 0887.92026
Becker, Niels G.; Utev, Sergey
1998
Central limit theorem for linear processes. Zbl 0876.60013
Peligrad, Magda; Utev, Sergey
1997
Sharp conditions for the CLT of linear processes in a Hilbert space. Zbl 0885.60015
Merlevède, Florence; Peligrad, Magda; Utev, Sergey
1997
Comparing sums of exchangeable Bernoulli random variables. Zbl 0855.60017
Lefèvre, Claude; Utev, Sergey
1996
Poisson approximation for the final state of a generalized epidemic process. Zbl 0833.60023
Lefèvre, Claude; Utev, Sergey
1995
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#### Cited by 418 Authors

 24 Peligrad, Magda 23 Lefèvre, Claude 21 Utev, Sergey 20 Merlevède, Florence 15 Denuit, Michel M. 13 Dedecker, Jérôme 12 Sung, Soohak 11 Volný, Dalibor 10 Cuny, Christophe 10 Hu, Shuhe 10 Loisel, Stéphane 9 Wang, Xuejun 8 Barbour, Andrew D. 7 Giraudo, Davide 7 Lin, Zhengyan 7 Melbourne, Ian 7 Wu, Qunying 6 Ball, Frank G. 6 Cai, Guanghui 6 Jirak, Moritz 6 Neal, Peter J. 6 Shen, Aiting 5 Chen, Pingyan 5 Daly, Fraser 5 Račkauskas, Alfredas Yurgevich 5 Volodin, Andrei I. 5 Yang, Wenzhi 4 Čekanavičius, Vydas 4 Chen, Jia 4 Mesfioui, Mhamed 4 Miao, Yu 4 Wu, Yongfeng 4 Xia, Aihua 3 Becker, Niels G. 3 Bradley, Richard C. jun. 3 Fan, Xiequan 3 Jiang, Yuanying 3 Jørgensen, Palle E. T. 3 Klicnarová, Jana 3 Ko, Mi-Hwa 3 Li, Degui 3 Li, Xiaoqin 3 Nicol, Matthew 3 Ortega, Eva-María 3 Park, Joon Y. 3 Peligrad, Costel 3 Picard, Philippe 3 Shen, Yan 3 Suquet, Charles 3 Wang, Yizao 3 Wu, Wei Biao 3 Wu, Yi 2 Atchadé, Yves F. 2 Basrak, Bojan 2 Boutsikas, Michael V. 2 Castañer, Anna 2 Chen, Zhanshou 2 Christensen, Soren 2 Claramunt, M. Mercè 2 Courtois, Cindy 2 Cousin, Areski 2 Dede, Sophie 2 Deligiannidis, George 2 Doukhan, Paul 2 Düker, Marie-Christine 2 Durieu, Olivier 2 Fu, Ke’ang 2 Gan, Shixin 2 Gaunt, Robert Edward 2 Giraitis, Liudas 2 Goldstein, Larry 2 Gordin, Mikhail Iosifovich 2 Gupta, Ramesh Chandra 2 Haukkanen, Pentti 2 He, ZhuoHeng 2 Hu, Tienchung 2 Huang, Haiwu 2 Kacem, Manel 2 Khaledi, Baha-Eldin 2 Li, Wei 2 Li, Yunxia 2 Lin, Michael 2 Liu, Weidong 2 Longla, Martial 2 Meng, Yanjiao 2 Merikoski, Jorma Kaarlo 2 Mudakkar, Syeda Rabab 2 Pellis, Lorenzo 2 Rio, Emmanuel 2 Röllin, Adrian 2 Salminen, Paavo H. 2 Segers, Johan 2 Shaked, Moshe 2 Soulier, Philippe 2 Tang, Qihe 2 Tone, Cristina 2 Tossavainen, Timo 2 Trapman, Pieter 2 Tyran-Kamińska, Marta 2 Vaggelatou, Eutichia ...and 318 more Authors
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#### Cited in 107 Serials

 32 Stochastic Processes and their Applications 24 Statistics & Probability Letters 20 Journal of Theoretical Probability 17 The Annals of Probability 16 Journal of Inequalities and Applications 15 Journal of Applied Probability 13 Insurance Mathematics & Economics 10 Journal of Mathematical Analysis and Applications 10 Bernoulli 9 Journal of Statistical Planning and Inference 9 Communications in Statistics. Theory and Methods 8 Advances in Applied Probability 8 Lithuanian Mathematical Journal 7 Mathematical Biosciences 7 Journal of Econometrics 7 Journal of Multivariate Analysis 6 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 6 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 6 Econometric Theory 5 Discrete Dynamics in Nature and Society 5 Probability in the Engineering and Informational Sciences 5 Stochastics and Dynamics 4 Statistics 4 The Annals of Applied Probability 4 Abstract and Applied Analysis 4 Comptes Rendus. Mathématique. Académie des Sciences, Paris 3 Journal of Statistical Physics 3 Transactions of the American Mathematical Society 3 Statistical Papers 3 Journal of Mathematical Sciences (New York) 3 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 3 Journal of Integer Sequences 3 Methodology and Computing in Applied Probability 3 Journal of Mathematical Inequalities 3 Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM 2 Computers & Mathematics with Applications 2 Periodica Mathematica Hungarica 2 The Annals of Statistics 2 Applied Mathematics and Computation 2 Biometrics 2 Proceedings of the American Mathematical Society 2 Ergodic Theory and Dynamical Systems 2 Stochastic Analysis and Applications 2 Probability Theory and Related Fields 2 Applied Mathematics Letters 2 Journal of Nonparametric Statistics 2 Statistical Inference for Stochastic Processes 2 ASTIN Bulletin 2 Journal of the Korean Statistical Society 2 Probability Surveys 2 Science China. Mathematics 1 Israel Journal of Mathematics 1 Journal of Mathematical Biology 1 Mathematical Notes 1 Metrika 1 Nonlinearity 1 Rocky Mountain Journal of Mathematics 1 Theory of Probability and its Applications 1 Advances in Mathematics 1 Anais da Academia Brasileira de Ciências 1 Applied Mathematics and Optimization 1 Automatica 1 Biometrical Journal 1 Illinois Journal of Mathematics 1 Information Sciences 1 Journal of Computational and Applied Mathematics 1 Journal of Mathematical Economics 1 Mathematics of Operations Research 1 Mathematica Slovaca 1 Scandinavian Actuarial Journal 1 Siberian Mathematical Journal 1 Bulletin of the Iranian Mathematical Society 1 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire 1 Acta Mathematicae Applicatae Sinica. English Series 1 Econometric Reviews 1 Journal of Applied Mathematics and Stochastic Analysis 1 Economics Letters 1 European Journal of Operational Research 1 Journal of Statistical Computation and Simulation 1 SIAM Review 1 Applied Mathematics. Series B (English Edition) 1 Mathematical Methods of Statistics 1 Electronic Communications in Probability 1 Journal of Mathematical Chemistry 1 Taiwanese Journal of Mathematics 1 Infinite Dimensional Analysis, Quantum Probability and Related Topics 1 Wuhan University Journal of Natural Sciences (WUJNS) 1 The Econometrics Journal 1 Extremes 1 Acta Mathematica Sinica. English Series 1 Integers 1 Brazilian Journal of Probability and Statistics 1 The ANZIAM Journal 1 Scandinavian Actuarial Journal 1 Nonlinear Analysis. Modelling and Control 1 Quantitative Finance 1 Journal of Systems Science and Complexity 1 Statistical Methods in Medical Research 1 Stochastics 1 Discrete and Continuous Dynamical Systems. Series S ...and 7 more Serials
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#### Cited in 30 Fields

 307 Probability theory and stochastic processes (60-XX) 117 Statistics (62-XX) 31 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 29 Biology and other natural sciences (92-XX) 14 Dynamical systems and ergodic theory (37-XX) 14 Numerical analysis (65-XX) 7 Combinatorics (05-XX) 7 Operations research, mathematical programming (90-XX) 5 Number theory (11-XX) 5 Linear and multilinear algebra; matrix theory (15-XX) 5 Functional analysis (46-XX) 5 Systems theory; control (93-XX) 3 Real functions (26-XX) 3 Operator theory (47-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 3 Statistical mechanics, structure of matter (82-XX) 2 Measure and integration (28-XX) 2 Functions of a complex variable (30-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Global analysis, analysis on manifolds (58-XX) 1 History and biography (01-XX) 1 Commutative algebra (13-XX) 1 Topological groups, Lie groups (22-XX) 1 Special functions (33-XX) 1 Ordinary differential equations (34-XX) 1 Mechanics of particles and systems (70-XX) 1 Fluid mechanics (76-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Quantum theory (81-XX) 1 Information and communication theory, circuits (94-XX)