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zbMATH — the first resource for mathematics

Theory of Probability and its Applications

Short Title: Theory Probab. Appl.
Publisher: Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA
ISSN: 0040-585X; 1095-7219/e
Online: http://epubs.siam.org/loi/tprbau
Original: Teoriya Veroyatnosteĭ i eë Primeneniya
Comments: Indexed cover-to-cover
Documents Indexed: 3,951 Publications (since 1956)
References Indexed: 305 Publications with 5,853 References.
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Latest Issues

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41, No. 4 (1996)
41, No. 3 (1996)
41, No. 2 (1996)
41, No. 1 (1996)
38, No. 4 (1993)
37, No. 4 (1992)
...and 70 more Volumes
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Authors

68 Borovkov, Aleksandr Alekseevich
58 Ibragimov, Il’dar Abdullovich
52 Shiryaev, Al’bert Nikolaevich
44 Vatutin, Vladimir Alekseevich
38 Nagaev, Sergey Victorovich
35 Kruglov, Victor M.
33 Khas’minskiĭ, Rafail Zalmanovich
32 Rozovskiĭ, Leonid Viktorovich
30 Shur, Mikhail Grigoryevtsh
27 Prokhorov, Yuriĭ Vasil’evich
27 Rozanov, Yuriĭ Anatol’evich
27 Skorokhod, Anatoliĭ Volodymyrovych
26 Mogul’skii, Anatolii Alfredovich
25 Rogozin, B. A.
25 Zolotarëv, Vladimir Mikhaĭlovich
24 Kholevo, Aleksandr Semënovich
24 Senatov, V. V.
23 Chibisov, Dmitriĭ Mikhaĭlovich
23 Fel’dman, Gennadiĭ Mikhaĭlovich
23 Rotar, Vladimir Il’ich
22 Korolev, Viktor Yur’evich
22 Novikov, Aleksandr Aleksandrovich
20 Borisov, Igor S.
20 Davydov, Yu. A.
20 Gaposhkin, Vladimir Fedorovich
20 Petrov, Valentin Vladimirovich
19 Liptser, Robert
19 Nagaev, Alexander Viktorovich
19 Sevast’yanov, Boris Aleksandrovich
18 Chistyakov, Vladimir Pavlovich
18 Mikhaĭlov, Vladimir Gavrilovich
18 Zubkov, Andreĭ Mikhaĭlovich
17 Götze, Friedrich W.
17 Korolyuk, Volodymyr Semenovych
17 Veretennikov, Alexander Yu.
16 Borovkov, Konstantin A.
16 Gamkrelidze, Nikolaĭ Georgievich
16 Piterbarg, Vladimir Il’ich
16 Presman, Ernst L.
16 Sazonov, Vyacheslav Vasil’evich
16 Tutubalin, Valeriĭ Nikolaevich
16 Yurinskiĭ, Vadim Vladimirovich
15 Afanas’ev, Valeriĭ Ivanovich
15 Darkhovsky, Boris S.
15 Kagan, Abram Meerovich
15 Klebanov, Leo B.
15 Korostelev, Alexander P.
15 Krylov, Nicolaĭ Vladimirovich
15 Shurenkov, V. M.
15 Volodin, Igor N.
14 Dobrushin, Roland Lvovich
14 Feinberg, Eugene Aleksandrovich
14 Ivchenko, G. I.
14 Lebedev, V. A.
14 Martikainen, Alexander I.
14 Pinelis, Iosif Froimovich
14 Smorodina, Natal’ya Vasil’evna
14 Wentzell, Alexander Dmitrievich
14 Yakymiv, Arsen Lubomirovich
14 Yushkevich, Aleksandr Adol’fovich
14 Zaitsev, Andrei Yu.
13 Egorov, V. A.
13 Maksimov, Valeri M.
13 Malevich, Tat’yana L’vovna
13 Shevtsova, I. G.
12 Alekseev, V. G.
12 Bulinskiĭ, Aleksandr Vadimovich
12 Kabanov, Yuriĭ Mikhaĭlovich
12 Lifshits, Mikhail A.
12 Molchanov, Stanislav Alekseevich
12 Pavlov, Igor V.
11 Borodin, Andreĭ Nikolaevich
11 D’yakonova, Elena Evgen’evna
11 Engelbert, Hans Jürgen
11 Ronzhin, A. F.
10 Bogachev, Vladimir Igorevich
10 Buldygin, Valeriĭ Volodymyrovych
10 Girko, Vyacheslav Leonidovich
10 Ivcenko, G. I.
10 Khatuntseva, M. V.
10 Malinovskiĭ, Vsevolod Konstantinovich
10 Maslov, Viktor Pavlovich
10 Miroshin, R. N.
10 Nosko, Vladimir P.
10 Tikhomirov, Alexander Nikolaevich
10 Ul’yanov, Vladimir Vasil’evich
9 Afanaseva, Larisa G.
9 Aleškevičienė, Aldona K.
9 Arak, T. V.
9 Barndorff-Nielsen, Ole Eiler
9 Belyaev, Yuriĭ Konstantinovich
9 Chistyakov, Gennadiy P.
9 Dzhaparidze, Kacha
9 Freidlin, Mark I.
9 Khmaladze, Estate V.
9 Kolchin, Valentin F.
9 Kolmogorov, Andreĭ Nikolaevich
9 Konakov, V. D.
9 Kuznetsov, Sergei E.
9 Lebedev, Alekseĭ Viktorovich
...and 1,863 more Authors
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Fields

2,943 Probability theory and stochastic processes (60-XX)
824 Statistics (62-XX)
114 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
80 Operations research, mathematical programming (90-XX)
69 History and biography (01-XX)
67 Systems theory; control (93-XX)
60 Measure and integration (28-XX)
44 Partial differential equations (35-XX)
37 Functional analysis (46-XX)
37 Information and communication theory, circuits (94-XX)
34 Numerical analysis (65-XX)
31 Combinatorics (05-XX)
31 Statistical mechanics, structure of matter (82-XX)
27 Quantum theory (81-XX)
25 Linear and multilinear algebra; matrix theory (15-XX)
23 Operator theory (47-XX)
21 Computer science (68-XX)
19 Dynamical systems and ergodic theory (37-XX)
17 General and overarching topics; collections (00-XX)
15 Calculus of variations and optimal control; optimization (49-XX)
12 Real functions (26-XX)
10 Ordinary differential equations (34-XX)
10 Biology and other natural sciences (92-XX)
9 Global analysis, analysis on manifolds (58-XX)
8 Number theory (11-XX)
7 Special functions (33-XX)
6 Integral equations (45-XX)
5 Potential theory (31-XX)
5 Sequences, series, summability (40-XX)
5 Harmonic analysis on Euclidean spaces (42-XX)
5 Fluid mechanics (76-XX)
4 Integral transforms, operational calculus (44-XX)
3 Topological groups, Lie groups (22-XX)
3 Functions of a complex variable (30-XX)
3 Approximations and expansions (41-XX)
3 Abstract harmonic analysis (43-XX)
2 Mathematical logic and foundations (03-XX)
2 Group theory and generalizations (20-XX)
2 Convex and discrete geometry (52-XX)
1 Order, lattices, ordered algebraic structures (06-XX)
1 Nonassociative rings and algebras (17-XX)
1 Several complex variables and analytic spaces (32-XX)
1 Geometry (51-XX)
1 Differential geometry (53-XX)
1 General topology (54-XX)
1 Mechanics of particles and systems (70-XX)
1 Geophysics (86-XX)
1 Mathematics education (97-XX)

Publications by Year

Citations contained in zbMATH Open

2,273 Publications have been cited 15,357 times in 12,007 Documents Cited by Year
On the uniform convergence of relative frequencies of events to their probabilities. Zbl 0247.60005
Vapnik, V. N.; Chervonenkis, A. Ya.
462
1971
Some limit theorems for stationary processes. Zbl 0119.14204
Ibragimov, I. A.
251
1963
Finite continuous time Markov chains. Zbl 0112.09802
Kemeny, J. G.; Snell, J. L.
200
1962
On the strong law of large numbers and related results for quasi- stationary sequences. Zbl 0456.60027
Serfling, R. J.
169
1980
Prescribing a system of random variables by conditional distributions. Zbl 0264.60037
Dobrushin, R. L.
165
1970
On non-parametric estimates of density functions and regression curves. Zbl 0134.36302
Nadaraya, E. A.
159
1965
Some limit theorems for random functions. I. Zbl 0092.33502
Volkonskij, V. A.; Rozanov, Yu. A.
155
1959
The invariance principle for stationary processes. Zbl 0219.60030
Davydov, Yu. A.
154
1971
On transforming a certain class of stochastic processes by absolutely continuous substitution of measures. Zbl 0100.34004
Girsanov, I. V.
144
1962
On optimum methods in quickest detection problems. Zbl 0213.43804
Shiryaev, A. N.
132
1963
The limiting behavior of a one-dimensional random walk in a random medium. Zbl 0505.60086
Sinaj, Ya. G.
109
1982
Convergence of distributions generated by stationary stochastic processes. Zbl 0181.44101
Davydov, J. A.
98
1968
Probability inequalities for sums of independent random variables. Zbl 0259.60024
Fuk, Dao Ha; Nagaev, S. V.
96
1971
Some new estimates for distribution functions. Zbl 0152.17605
Nadaraya, E. A.
91
1965
On the strong mixing property for linear sequences. Zbl 0377.60046
Gorodeckii, V. V.
87
1977
On a method of calculation of semi-invariants. Zbl 0087.33701
Leonov, V. P.; Shiryaev, A. N.
85
1959
On strong mixing conditions for stationary Gaussian processes. Zbl 0106.12005
Kolmogorov, A. N.; Rozanov, Yu. A.
74
1961
Asymptotically minimax adaptive estimation. I: Upper bounds. Optimally adaptive estimates. Zbl 0776.62039
Lepskij, O. V.
72
1991
The Monge-Kantorovich mass transference problem and its stochastic applications. Zbl 0581.60010
Rachev, S. T.
71
1985
On large deviations from the invariant measure. Zbl 0375.60033
Gärtner, Jürgen
70
1977
Superposition of Ornstein-Uhlenbeck type processes. Zbl 1003.60039
Barndorff-Nielsen, O. E.
69
2000
On stochastic processes defined by differential equations with a small parameter. Zbl 0168.16002
Has’minskij, R. Z.
66
1966
Mixing conditions for Markov chains. Zbl 0297.60031
Davydov, Ju. A.
66
1973
Martingale approach in the theory of goodness-of-fit tests. Zbl 0481.60055
Khmaladze, E. V.
66
1982
On a problem of adaptive estimation in Gaussian white noise. Zbl 0745.62083
Lepskij, O. V.
64
1990
Some limit theorems for large deviations. Zbl 0144.18704
Nagaev, S. V.
62
1965
Ergodic properties of recurrent diffusion processes and stabilization of the solution to the Cauchy problem for parabolic equations. Zbl 0106.12001
Khas’minskiĭ, R. Z.
59
1961
Records. Zbl 0677.62044
Nevzorov, V. B.
56
1987
Power variation and time change. Zbl 1095.60023
Barndorff-Nielsen, O. E.; Shephard, N.
56
2006
Approximate integration of stochastic differential equations. Zbl 0314.60039
Mil’shtejn, G. N.
54
1974
Probability metrics. Zbl 0533.60025
Zolotarev, V. M.
53
1984
Remarks on non-parametric estimates for density functions and regression curves. Zbl 0228.62031
Nadaraya, Eh. A.
52
1970
On a generalization of a stochastic integral. Zbl 0333.60060
Skorokhod, A. V.
52
1975
A note on the central limit theorems for dependent random variables. Zbl 0335.60023
Ibragimov, I. A.
52
1975
Generalization of Sperner’s theorem on the number of subsets of a finite set. Zbl 0123.36303
Meshalkin, L. D.
51
1963
On the strong solutions of stochastic differential equations. Zbl 0434.60064
Veretennikov, A. Yu.
51
1980
Brownian motion with a several-dimensional time. Zbl 0124.08702
McKean, H. P. jun.
47
1963
On the probabilities of large deviations for sums of independent random variables. Zbl 0235.60028
Petrov, V. V.
46
1965
Gibbs state describing coexistence of phases for a three-dimensional Ising model. Zbl 0275.60119
Dobrushin, R. L.
46
1972
On pure phases of the Ising model on the Bethe lattices. Zbl 0715.60122
Blekher, P. M.; Ganikhodzhaev, N. N.
46
1990
Integral limit theorems taking deviations into account when Cramer’s condition does not hold. I. Zbl 0196.21002
Nagaev, A. V.
44
1969
Time-sharing service systems. I. Zbl 0378.60102
Klimov, G. P.
44
1974
Necessary and sufficient conditions for the uniform convergence of means to their expectations. Zbl 0487.60036
Vapnik, V. N.; Chervonenkis, A. Ya.
44
1982
Conditional Markov processes. Zbl 0106.12401
Stratonovich, R. L.
43
1961
On the expected number of real zeros of random polynomials. I: Coefficients with zero means. Zbl 0277.60051
Ibragimov, I. A.; Maslova, N. B.
42
1971
On Stefan’s problem and optimal stopping rules for Markov processes. Zbl 0178.53303
Grigelionis, B. I.; Shiryaev, A. N.
42
1966
Estimation of the distribution of noise in an autoregression scheme. Zbl 0526.62085
Boldin, M. V.
42
1982
A central limit theorem for a class of dependent random variables. Zbl 0123.36103
Ibragimov, I. A.
41
1963
Weak approximation of solutions of systems of stochastic differential equations. Zbl 0596.60060
Mil’shtejn, G. N.
41
1986
An information-theoretic proof of the central limit theorem under the Lindeberg conditions. Zbl 0097.13103
Linnik, Yu. V.
40
1960
A problem of Zolotarev and analogs of infinitely divisible and stable distributions in a scheme for summing a random number of random variables. Zbl 0579.60016
Klebanov, L. B.; Maniya, G. M.; Melamed, I. A.
40
1985
Large deviations of the empirical current in interacting particle systems. Zbl 1190.82027
Bertini, L.; De Sole, A.; Gabrielli, D.; Jona-Lasinio, G.; Landim, C.
38
2007
On boundary conditions for multidimensional diffusion processes. Zbl 0089.13404
Ventcel’, A. D.
38
1960
On the decomposition of continuous submartingales. Zbl 0141.15102
Dambis, K. E.
38
1965
On the convergence rate in the central limit theorem for weakly dependent random variables. Zbl 0471.60030
Tikhomirov, A. N.
38
1981
Boundary-value problems for random walks and large deviations in function spaces. Zbl 0178.20004
Borovkov, A. A.
38
1967
On distributions of functionals related to boundary problems for processes with independent increments. Zbl 0178.52701
Rogozin, B. A.
38
1966
Max domains of attraction of univariate and multivariate \(p\)-max stable laws. Zbl 0788.60033
Mohan, N. R.; Ravi, S.
38
1992
A general approach to the strong law of large numbers. Zbl 0991.60021
Fazekas, I.; Klesov, O.
38
2000
Calculation of the Wasserstein distance between probability distributions on the line. Zbl 0351.60009
Vallander, S. S.
38
1973
Sharp optimality in density deconvolution with dominating bias. II. Zbl 1142.62017
Butucea, C.; Tsybakov, A. B.
37
2008
Nonparametric estimation of a density of unknown smoothness. Zbl 0593.62034
Efrojmovich, S. Yu.
37
1986
Principle of averaging for parabolic and elliptic differential equations and for Markov processes with small diffusion. Zbl 0211.20701
Khas’minskiĭ, R. Z.
36
1963
Sharp optimality in density deconvolution with dominating bias. I. Zbl 1141.62021
Butucea, C.; Tsybakov, A. B.
36
2008
Sharp large deviations for the Ornstein-Uhlenbeck process. Zbl 1101.60320
Bercu, B.; Rouault, A.
36
2001
The distribution of the first ladder moment and height and fluctuation of a random walk. Zbl 0269.60053
Rogozin, B. A.
35
1971
On the problem of the equivalence of probability measures corresponding to stationary Gaussian processes. Zbl 0126.13703
Rozanov, Yu.
35
1963
Limit measures arising in the asymptotic theory of symmetric groups. I. Zbl 0375.60007
Vershik, A. M.; Shmidt, A. A.
35
1977
Approximation of binomial distributions by infinitely divisible ones. Zbl 0533.60018
Presman, E. L.
35
1984
On the continuity of the distribution of a sum of dependent variables connected with independent walks on lines. Zbl 0321.60053
Grincevicjus, A. K.
35
1974
Concerning a certain probability problem. Zbl 0109.36404
Zolotarev, V. M.
33
1962
Symmetric stable processes as traces of degenerate diffusion processes. Zbl 0281.60091
Molchanov, S. A.; Ostrovskij, E.
32
1969
More exact statement of limit theorems for homogeneous Markov chains. Zbl 0116.10602
Nagaev, S. V.
32
1962
Large deviations for trajectories of multi-dimensional random walks. Zbl 0366.60031
Mogul’skij, A. A.
32
1976
On positive solutions of the equation \({\mathfrak A} u+ V\cdot u=0\). Zbl 0089.34501
Khas’minskiĭ, R. Z.
31
1959
Bounds for the mixing rate in the theory of stochastic equations. Zbl 0663.60046
Veretennikov, A. Yu.
31
1987
The Cramér-Lundberg model with stochastic premium process. Zbl 1033.60093
Boikov, A. V.
31
2002
Periodically and almost-periodically correlated random processes with continuous time parameter. Zbl 0138.11003
Gladyshev, E. G.
30
1963
Generalized continuous-time random walks, subordination by hitting times, and fractional dynamics. Zbl 1193.60046
Kolokoltsov, V. N.
30
2009
On a non-parametric analogue of the information matrix. Zbl 0388.62037
Kosevnik, Ju. A.; Levit, B. Ja.
30
1976
The best choice problem for a random number of objects. Zbl 0296.60031
Presman, E. L.; Sonin, I. M.
30
1972
Estimates for the distribution function of a sum of two random variables when the marginal distributions are fixed. Zbl 0488.60022
Makarov, G. D.
30
1982
Minimax detection of a signal in a Gaussian white noise. Zbl 0744.62117
Ermakov, M. S.
29
1990
On the distribution of the sizes of particles which undergo splitting. Zbl 0242.60050
Filippov, A. F.
28
1962
On Ito’s stochastic integral equations. Zbl 0281.60066
Krylov, N. V.
28
1969
Backward stochastic differential equations driven by càdlàg martingales. Zbl 1152.60050
Carbone, R.; Ferrario, B.; Santacroce, M.
28
2008
Integral limit theorems taking large deviations into account when Cramer’s condition does not hold. II. Zbl 0196.21003
Nagaev, A. V.
28
1969
Regular conditional expectations of correspondences. Zbl 0367.60002
Dynkin, E. B.; Evstigneev, I. V.
28
1976
On an inequality and a related characterization of the normal distribution. Zbl 0533.60024
Borovkov, A. A.; Utev, S. A.
28
1984
Mappings of Gaussian cylindrical measures in Banach spaces. Zbl 0312.60005
Linde, W.; Pietsch, A.
28
1974
On the rate of convergence for the invariance principle. Zbl 0323.60031
Borovkov, A. A.
28
1973
The extreme terms of a sample and their role in the sum of independent variables. Zbl 0098.11202
Arov, D. Z.; Bobrov, A. A.
27
1962
Mises’ theorem on the asymptotic behavior of functionals of empirical distribution functions and its statistical applications. Zbl 0118.14501
Filippova, A. A.
27
1962
On minimax estimation of a discontinuous signal. Zbl 0659.62103
Korostelev, A. P.
27
1987
Stopping Brownian motion without anticipation as close as possible to its ultimate maximum. Zbl 0982.60082
Graversen, S. E.; Peskir, G.; Shiryaev, A. N.
27
2000
Self-similar probability distributions. Zbl 0358.60031
Sinai, Ya. G.
27
1976
A method of second-order accuracy integration of stochastic differential equations. Zbl 0422.60048
Mil’shtejn, G. N.
27
1979
An asymptotic expansion for the distribution of a statistic admitting an asymptotic expansion. Zbl 0279.60018
Cibisov, D. M.
26
1972
On an identity for stochastic integrals. Zbl 0284.60054
Novikov, A. A.
26
1972
Bessel processes, the integral of geometric Brownian motion, and Asian options. Zbl 1056.91026
Carr, P.; Schröder, M.
25
2003
Properties of the deviation rate function and the asymptotics for the Laplace transform of the distribution of a compound renewal process. Zbl 1432.60080
Borovkov, A. A.; Mogulskii, A. A.; Prokopenko, E. I.
1
2020
Fluctuations of the propagation front of a catalytic branching walk. Zbl 1432.60094
Bulinskaya, E. Vl.
1
2020
Fatou’s lemma for weakly converging measures under the uniform integrability condition. Zbl 1434.28004
Feinberg, E. A.; Kasyanov, P. O.; Liang, Y.
1
2020
Lower cone distribution functions and set-valued quantiles form Galois connections. Zbl 1459.60027
Ararat, Ç.; Hamel, A. H.
1
2020
On the ruin problem with investment when the risky asset is a semimartingale. Zbl 1459.60100
Spielmann, J.; Vostrikova, L.
1
2020
Fatou’s lemma in its classical form and Lebesgue’s convergence theorems for varying measures with applications to Markov decision processes. Zbl 07247827
Feinberg, E. A.; Kasyanov, P. O.; Liang, Y.
1
2020
Incentive-compatible surveys via posterior probabilities. Zbl 1452.91070
Cvitanić, J.; Prelec, D.; Radas, S.; Šikić, H.
1
2020
On the times of attaining high levels by a random walk in a random environment. Zbl 1456.60268
Afanasyev, V. I.
1
2020
A fundamental theorem of asset pricing for continuous time large financial markets in a two filtration setting. Zbl 1448.91306
Cuchiero, C.; Klein, I.; Teichmann, J.
1
2020
Integrability and regularity of the flow of stochastic differential equations with jumps. Zbl 1437.60031
Breton, J.-Ch.; Privault, N.
1
2020
A limit theorem for supercritical random branching walks with branching sources of varying intensity. Zbl 07122183
Khristolyubov, I. I.; Yarovaya, E. B.
3
2019
Two-colorings of a random hypergraph. Zbl 07062746
Semenov, A. S.
2
2019
Two-boundary problem for a random walk in a random environment. Zbl 1442.60107
Afanasyev, V. I.
2
2019
Discrimination of close hypotheses about the distribution tails using higher order statistics. Zbl 1411.62122
Rodionov, I. V.
2
2019
Statistical analysis of the mixed fractional Ornstein-Uhlenbeck process. Zbl 1411.62053
Chigansky, P.; Kleptsyna, M.
2
2019
Lamperti-type theorems for random fields. Zbl 1442.60058
Davydov, Yu.; Paulauskas, V.
2
2019
A note on the quasi-stationary distribution of the Shiryaev martingale on the positive half-line. Zbl 1442.60078
Polunchenko, A. S.; Martínez, S.; Martín, J. San
2
2019
Stability conditions for queueing systems with regenerative flow of interruptions. Zbl 1409.90055
Afanasyeva, L. G.; Tkachenko, A. V.
2
2019
Integro-local CLT for sums of independent nonlattice random vectors. Zbl 07062744
Rozovsky, L. V.
1
2019
Pathwise decompositions of Brownian semistationary processes. Zbl 07062747
Sauri, O.
1
2019
Branching random walks on \(Z^d\) with periodic branching sources. Zbl 07099810
Platonova, M. V.; Ryadovkin, K. S.
1
2019
Short communications moderate large deviations principles for trajectories of compound renewal processes. Zbl 07099815
Borovkov, A. A.
1
2019
Berry-Esseen bounds and ASCLTs for drift parameter estimator of mixed fractional Ornstein-Uhlenbeck process with discrete observations. (English. Russian original). Zbl 1441.62066
Alazemi, F.; Douissi, S.; Es-Sebaiy, Kh.
1
2019
Multiserver queueing system with constant service time and simultaneous service of a customer by random number of servers. Zbl 1426.90069
Grishunina, S. A.
1
2019
Random mappings with component sizes from a given set. Zbl 07122192
Timashëv, A. N.
1
2019
The first exit time of fractional Brownian motion from a parabolic domain. Zbl 07122193
Aurzada, F.; Lifshits, M. A.
1
2019
Sequential testing of two hypotheses for a stationary Ornstein-Uhlenbeck process. Zbl 1411.62244
Lisovskii, D. I.; Shiryaev, A. N.
1
2019
On a characterization theorem for probability distributions on discrete abelian groups. Zbl 1442.60023
Feldman, G. M.
1
2019
First-passage times over moving boundaries for asymptotically stable walks. Zbl 1442.60049
Denisov, D.; Sakhanenko, A.; Wachtel, V.
1
2019
Limit theorems for random exponentials: the bounded support case. Zbl 1442.60035
Grabchak, M.; Molchanov, S. A.
1
2019
Maximum likelihood method in de Finetti’s theorem. Zbl 1442.60026
Melkumova, L. E.; Shatskikh, S. Ya.
1
2019
Persistence probabilities and a decorrelation inequality for the Rosenblatt process and Hermite processes. Zbl 1442.60041
Aurzada, F.; Mönch, C.
1
2019
Fractional diffusion-telegraph equations and their associated stochastic solutions. Zbl 1405.60086
D’Ovidio, M.; Polito, F.
7
2018
Local semicircle law under moment conditions: the Stieltjes transform, rigidity, and delocalization. Zbl 1426.15056
Götze, F.; Naumov, A. A.; Tikhomirov, A. N.
7
2018
On exponential functionals of processes with independent increments. Zbl 1414.60033
Salminen, P.; Vostrikova, L.
6
2018
High extremes of Gaussian chaos processes: a discrete time approximation approach. Zbl 1414.60024
Zhdanov, A. I.; Piterbarg, V. I.
4
2018
Distances between stationary distributions of diffusions and solvability of nonlinear Fokker-Planck-Kolmogorov equations. Zbl 1388.60139
Bogachev, V. I.; Kirillov, A. I.; Shaposhnikov, S. V.
4
2018
Analysis of the asymptotic behavior of the solution to a linear stochastic differential equation with subexponentially stable matrix and its application to a control problem. Zbl 1396.60068
Palamarchuk, E. S.
3
2018
On the classical capacity of a channel with stationary quantum Gaussian noise. Zbl 1395.81065
Holevo, A. S.
3
2018
Any random variable with finite moments is a sum of two variables with determinate moment problem. Zbl 1396.60023
Lykov, K. V.
3
2018
A discrimination test for tails of Weibull-type distributions. Zbl 1404.62050
Rodionov, I. V.
3
2018
Initial boundary value problems in a bounded domain: probabilistic representations of solutions and limit theorems. II. Zbl 1406.35090
Ibragimov, I. A.; Smorodina, N. V.; Faddeev, M. M.
2
2018
Heyde’s characterization theorem for some locally compact abelian groups. Zbl 1410.60009
Feldman, G. M.
2
2018
Spectral asymptotics of a supercritical branching random walk. Zbl 1405.60132
Yarovaya, E. B.
2
2018
Asymptotic near-minimaxity of the randomized Shiryaev-Roberts-Pollak change-point detection procedure in continuous time. Zbl 1396.62184
Polunchenko, A. S.
2
2018
Constructing explicit estimators in nonlinear regression problems. Zbl 1404.62071
Linke, Yu. Yu.; Borisov, I. S.
2
2018
Limit theorems for power-series distributions with finite radius of convergence. Zbl 1414.60018
Timashev, A. N.
2
2018
Estimates for the rate of convergence in the global CLT for compound mixed Poisson distributions. Zbl 1414.60017
Shevtsova, I. G.
2
2018
On the order of random permutation with cycle weights. Zbl 1398.05013
Yakymiv, A. L.
2
2018
The \(I\)-function distribution and its extensions. Zbl 1404.62021
Vellaisamy, P.; Kataria, K. K.
2
2018
Goodness-of-fit tests based on sup-functionals of weighted empirical processes. Zbl 1404.62046
Stepanova, N.; Pavlenko, T.
2
2018
Fourier series expansion of stochastic measures. Zbl 1414.60037
Radchenko, V. M.
2
2018
Hawkes graphs. Zbl 1390.60176
Embrechts, P.; Kirchner, M.
2
2018
Integro-local limit theorems for compound renewal processes. Zbl 1426.60110
Borovkov, A. A.
2
2018
The joint law of terminal values of a nonnegative submartingale and its compensator. Zbl 1434.60125
Gushchin, A. A.
2
2018
Asymptotic properties of one-step weighted \(M\)-estimators with applications to regression. Zbl 1396.62038
Linke, Yu. Yu.
1
2018
On the spectrum of sample covariance matrices for time series. Zbl 1396.62219
Yaskov, P. A.
1
2018
Small deviation probabilities for weighted sum of independent random variables with a common distribution having a power decrease at zero, under minimal moment assumptions. Zbl 1405.60043
Rozovsky, L. V.
1
2018
Criteria of relative and stochastic compactness for distributions of sums of independent random variables. Zbl 1414.60029
Khartov, A. A.
1
2018
Poisson statistics of eigenvalues in the hierarchical Dyson model. Zbl 1414.60051
Bendikov, A.; Braverman, A.; Pike, J.
1
2018
On estimation of parameters in the case of discontinuous densities. Zbl 1404.62024
Borovkov, A. A.
1
2018
Massive excursions of Gaussian isotropic fields. Method of moments. Zbl 1414.60023
Piterbarg, V. I.
1
2018
Bounds for the concentration functions of random sums under relaxed moment conditions. Zbl 1388.60047
Korolev, V. Yu.; Dorofeeva, A. V.
1
2018
Geometry and probability. Zbl 1426.60012
Zorich, V. A.
1
2018
\(N\)-branching random walk with \(\alpha\)-stable spine. Zbl 1434.60247
Mallein, B.
1
2018
Characterizations of probability distributions through \(Q\)-independence. Zbl 1434.60063
Rao, B. L. S. Prakasa
1
2018
Truncation bounds for approximations of inhomogeneous continuous-time Markov chains. Zbl 1376.60079
Zeifman, A. I.; Korotysheva, A. V.; Korolev, V. Yu.; Satin, Ya. A.
8
2017
Large deviations for the squared radial Ornstein-Uhlenbeck process. Zbl 1376.62049
du Roy de Chaumaray, M.
4
2017
On the time of reaching a high level by a transient random walk in a random environment. Zbl 1378.60070
Afanasyev, V. I.
4
2017
Explicit description of HARA forward utilities and their optimal portfolios. Zbl 1358.91090
Choulli, T.; Ma, J.
3
2017
Stochastic interpretation of quasilinear parabolic systems with cross diffusion. Zbl 1372.35136
Belopolskaya, Yana I.
3
2017
On the distribution of the first passage time of a random walk to an arbitrary remote boundary. Zbl 1378.60071
Borovkov, A. A.
3
2017
Generalization and refinement of the integro-local Stone theorem for sums of random vectors. Zbl 1377.60058
Borovkov, A. A.
2
2017
Conditional central limit theorem. Zbl 1377.60039
Bulinski, A. V.
2
2017
Initial boundary value problems in a bounded domain: probabilistic representations of solutions and limit theorems. I. Zbl 06823440
Ibragimov, I. A.; Smorodina, N. V.; Faddeev, M. M
2
2017
Binomial-\(\chi^2\) vector random fields. Zbl 1376.60064
Ma, C.
1
2017
Probabilistic representation of a solution of the Cauchy problem for evolution equations with Riemann-Liouville operators. Zbl 1383.60055
Platonova, M. V.
1
2017
Extremal characteristics of statistical criteria with given total variation distances between hypotheses. Zbl 1380.62092
Savelov, M. P.
1
2017
Brownian bridges on random intervals. Zbl 1358.91105
Bedini, Matteo L.; Buckdahn, Rainer; Engelbert, Hans-Jürgen
1
2017
On an optimal stopping problem of an insider. Zbl 1386.60153
Bayraktar, E.; Zhou, Zh.
1
2017
On one integral representation of functionals of Brownian motion. Zbl 1386.60283
Glonti, O. A.; Purtukhia, O. G.
1
2017
Investment timing and quantity strategies under asymmetric information. Zbl 1358.91109
Cui, X.; Shibata, T.
1
2017
The distribution density of the commutant of random rotations of a three-dimensional Euclidean space. Zbl 1378.60018
Malyshev, F. M.
1
2017
Random permutations with prime lengths of cycles. Zbl 1378.60028
Timashev, A. N.
1
2017
Large deviation probabilities for the system \(\mathrm{M}/\mathrm{G}/1/\infty\) with an unreliable server. Zbl 1378.60113
Aibatov, Serik
1
2017
Independent random variables in abelian groups with independent sum and difference. Zbl 1378.60017
Feldman, G. M.
1
2017
Small deviations of sums of correlated stationary Gaussian sequences. Zbl 1377.60048
Aurzada, F.; Lifshits, M. A.
1
2017
Ergodic and statistical properties of \(\mathcal B\)-free numbers. Zbl 1378.11084
Avdeeva, M.; Cellarosi, F.; Sinai, Ya. G.
1
2017
Reflected backward SDEs with general jumps. Zbl 1341.60054
Hamadène, S.; Ouknine, Y.
20
2016
A new perspective on the fundamental theorem of asset pricing for large financial markets. Zbl 1352.91035
Cuchiero, Christa; Klein, Irene; Teichmann, Josef
14
2016
Weak Lévy-Khintchine representation for weak infinite divisibility. Zbl 1331.60032
Jasiulis-Gołdyn, B. H.; Misiewicz, J. K.
6
2016
Fluctuations of linear eigenvalue statistics of random band matrices. Zbl 1348.15024
Jana, I.; Saha, K.; Soshnikov, A.
6
2016
Large deviation principles for trajectories of compound renewal processes. I. Zbl 1341.60009
Borovkov, A. A.; Mogulskii, A. A.
5
2016
An exact asymptotics for the moment of crossing a curved boundary by an asymptotically stable random walk. Zbl 1375.60088
Wachtel, Vitali I.; Denisov, Denis E.
5
2016
Refinement of Fisher’s one-step estimators in the case of slowly converging initial estimators. Zbl 1384.62074
Linke, Yu. Yu.
4
2016
The small ball asymptotics in Hilbert norm for the Kac-Kiefer-Wolfowitz processes. Zbl 1347.60038
Nazarov, A. I.; Petrova, Y. P.
4
2016
Asymptotic expansions for the distributions of canonical \(V\)-statistics of third order. Zbl 1384.62050
Borisov, I. S.; Volodko, N. V.
3
2016
The structure of decomposable reduced branching processes. II: Functional limit theorems. Zbl 1337.60217
Vatutin, V. A.
3
2016
Processes that can be embedded in a geometric Brownian motion. Zbl 1341.60101
Gushchin, A. A.; Urusov, M. A.
3
2016
On the shape of trajectories of Gaussian processes having large massive excursions. II. Zbl 1370.60065
Hüsler, J.; Kremena, E. V.; Piterbarg, V. I.
3
2016
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51 Götze, Friedrich W.
42 Leonenko, Nikolai N.
38 Bogachev, Vladimir Igorevich
36 Vatutin, Vladimir Alekseevich
36 Wang, Xuejun
35 Čekanavičius, Vydas
35 Röckner, Michael
35 Rozikov, Utkir A.
34 Devroye, Luc P. J. A.
31 Zeifman, Alexander Izrailevich
30 Korolev, Viktor Yur’evich
29 Horváth, Lajos
29 Hu, Shuhe
29 Rachev, Svetlozar T.
28 Bradley, Richard C. jun.
27 Bobkov, Sergey Germanovich
27 Liang, Hanying
27 Shaposhnikov, Stanislav V.
26 Efromovich, Sam
26 Peligrad, Magda
26 Shao, Qi-Man
25 Zaitsev, Andrei Yu.
24 Barakat, Haroon Mohamed
24 Fel’dman, Gennadiĭ Mikhaĭlovich
23 Hall, Peter Gavin
23 Puri, Madan Lal
23 Surgailis, Donatas
23 Taqqu, Murad S.
22 Dedecker, Jérôme
22 Tran, Lanh Tat
21 Barndorff-Nielsen, Ole Eiler
21 Kifer, Yuri
21 Yor, Marc
20 Anthony, Martin H. G.
20 Berkes, István
20 Chistyakov, Gennadiy P.
20 Ginovyan, Mamikon S.
20 Mishura, Yuliya Stepanivna
20 Mukhamedov, Farruh Maksutovich
20 Orsingher, Enzo
20 Prakasa Rao, B. L. S.
20 Sunklodas, Jonas Kazys
20 Tartakovsky, Alexander G.
19 Ahmad, Ibrahim A.
19 Feinberg, Eugene Aleksandrovich
19 Hernández-Lerma, Onésimo
19 Lee, Sangyeol
19 Merlevède, Florence
19 Nualart, David
19 Rozovskiĭ, Leonid Viktorovich
19 Shi, Zhan
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18 Deheuvels, Paul
18 Kutoyants, Yury A.
18 Maller, Ross Arthur
18 Peskir, Goran
18 Račkauskas, Alfredas Yurgevich
17 Bentkus, Vidmants-Kastytis
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17 Gombay, Edit
17 Kozubowski, Tomasz J.
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17 Pergamenshchikov, Sergeĭ Markovich
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17 Wachtel, Vitali I.
17 Wu, Wei Biao
16 Farahmand, Kambiz
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16 Lifshits, Mikhail A.
16 Mogul’skii, Anatolii Alfredovich
16 Nikulin, Mikhail Stepanovich
16 Peccati, Giovanni
16 Ratsaby, Joel
16 Roos, Bero
16 Shirokov, Maksim Evgen’evich
16 Tang, Qihe
16 Vershik, Anatoliĭ Moiseevich
16 Yang, Wenzhi
16 Zhang, Yi
15 Borovkov, Aleksandr Alekseevich
15 Comte, Fabienne
15 Dokuchaev, Nikolai G.
15 Maslov, Viktor Pavlovich
15 Tsybakov, Alexandre B.
15 Volodin, Andrei I.
15 Xiao, Yimin
15 Zitikis, Ričardas
14 Blanchet, Jose H.
14 Cai, Zongwu
14 Dehay, Dominique
14 Gonzalez-Velasco, Miguel
14 Ingster, Yuriĭ Izmaĭlovich
14 Kakizawa, Yoshihide
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