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: Journal; Indexed cover-to-cover Documents Indexed: 4,078 Publications (since 1956) References Indexed: 418 Publications with 8,290 References. all top 5 Latest Issues 68, No. 4 (2024) 68, No. 3 (2023) 68, No. 2 (2023) 68, No. 1 (2023) 67, No. 4 (2023) 67, No. 3 (2022) 67, No. 2 (2022) 67, No. 1 (2022) 66, No. 4 (2022) 66, No. 3 (2021) 66, No. 2 (2021) 66, No. 1 (2021) 65, No. 4 (2021) 65, No. 3 (2020) 65, No. 2 (2020) 65, No. 1 (2020) 64, No. 4 (2020) 64, No. 3 (2019) 64, No. 2 (2019) 64, No. 1 (2019) 63, No. 4 (2019) 63, No. 3 (2019) 63, No. 2 (2018) 63, No. 1 (2018) 62, No. 4 (2018) 62, No. 3 (2018) 62, No. 2 (2018) 62, No. 1 (2018) 61, No. 4 (2017) 61, No. 3 (2017) 61, No. 2 (2017) 61, No. 1 (2017) 60, No. 4 (2016) 60, No. 3 (2016) 60, No. 2 (2016) 60, No. 1 (2016) 59, No. 4 (2015) 59, No. 3 (2015) 59, No. 2 (2015) 59, No. 1 (2015) 58, No. 4 (2014) 58, No. 3 (2014) 58, No. 2 (2014) 58, No. 1 (2014) 57, No. 4 (2013) 57, No. 3 (2013) 57, No. 2 (2013) 57, No. 1 (2013) 56, No. 4 (2012) 56, No. 3 (2012) 56, No. 2 (2012) 56, No. 1 (2012) 55, No. 4 (2011) 55, No. 3 (2011) 55, No. 2 (2011) 55, No. 1 (2011) 54, No. 4 (2010) 54, No. 3 (2010) 54, No. 2 (2010) 54, No. 1 (2010) 53, No. 4 (2009) 53, No. 3 (2009) 53, No. 2 (2009) 53, No. 1 (2009) 52, No. 4 (2008) 52, No. 3 (2008) 52, No. 2 (2008) 52, No. 1 (2008) 51, No. 4 (2007) 51, No. 3 (2007) 51, No. 2 (2007) 51, No. 1 (2007) 50, No. 4 (2006) 50, No. 3 (2006) 50, No. 2 (2006) 50, No. 1 (2006) 49, No. 4 (2005) 49, No. 3 (2005) 49, No. 2 (2005) 49, No. 1 (2005) 48, No. 4 (2003) 48, No. 3 (2003) 48, No. 2 (2003) 48, No. 1 (2003) 47, No. 4 (2002) 47, No. 3 (2002) 47, No. 2 (2002) 47, No. 1 (2002) 46, No. 4 (2001) 46, No. 3 (2001) 46, No. 2 (2001) 46, No. 1 (2001) 45, No. 4 (2000) 45, No. 3 (2000) 45, No. 2 (2000) 45, No. 1 (2000) 44, No. 4 (1999) 44, No. 3 (1999) 44, No. 2 (1999) 44, No. 1 (1999) ...and 80 more Volumes all top 5 Authors 78 Borovkov, Aleksandr Alekseevich 63 Shiryaev, Al’bert Nikolaevich 60 Ibragimov, Il’dar Abdullovich 48 Vatutin, Vladimir Alekseevich 40 Nagaev, Sergeĭ Viktorovich 35 Kruglov, Victor M. 35 Rozovskiĭ, Leonid Viktorovich 33 Khas’minskiĭ, Rafail Zalmanovich 30 Shur, Mikhail Grigoryevtsh 27 Mogul’skii, Anatolii Alfredovich 27 Prokhorov, Yuriĭ Vasil’evich 27 Rozanov, Yuriĭ Anatol’evich 27 Skorokhod, Anatoliĭ Volodymyrovych 25 Kholevo, Aleksandr Semënovich 25 Rogozin, B. A. 25 Zolotarëv, Vladimir Mikhaĭlovich 24 Ivchenko, Grigoriĭ Ivanovich 24 Novikov, Aleksandr Aleksandrovich 24 Senatov, Vladimir Vasil’evich 23 Chibisov, Dmitriĭ Mikhaĭlovich 23 Fel’dman, Gennadiĭ Mikhaĭlovich 23 Rotar, Vladimir Il’ich 22 Borisov, Igor Semenovich 22 Korolev, Viktor Yur’evich 20 Davydov, Yu. A. 20 Gaposhkin, Vladimir Fedorovich 20 Petrov, Valentin Vladimirovich 19 Liptser, Robert 19 Nagaev, Aleksandr Viktorovich 19 Sevast’yanov, Boris Aleksandrovich 18 Chistyakov, Vladimir Pavlovich 18 Götze, Friedrich 18 Mikhaĭlov, Vladimir Gavrilovich 18 Veretennikov, Alexander Yu. 18 Zubkov, Andreĭ Mikhaĭlovich 17 Korolyuk, Volodymyr Semenovych 17 Lifshits, Mikhail A. 17 Piterbarg, Vladimir Il’ich 17 Smorodina, Natal’ya Vasil’evna 16 Afanas’ev, Valeriĭ Ivanovich 16 Borovkov, Konstantin A. 16 Feinberg, Eugene Aleksandrovich 16 Gamkrelidze, Nikolaĭ Georgievich 16 Krylov, Nicolaĭ Vladimirovich 16 Pinelis, Iosif Froimovich 16 Presman, Ernst L. 16 Sazonov, Vyacheslav Vasil’evich 16 Tutubalin, Valeriĭ Nikolaevich 16 Yurinskiĭ, Vadim Vladimirovich 15 Darkhovsky, Boris S. 15 Kagan, Abram Meerovich 15 Klebanov, Leo B. 15 Korostelev, Alexander P. 15 Pavlov, Igor V. 15 Shurenkov, V. M. 15 Volodin, Igor N. 15 Zaitsev, Andrei Yu. 14 Dobrushin, Roland L’vovich 14 Lebedev, V. A. 14 Martikainen, Alexander I. 14 Wentzell, Alexander Dmitrievich 14 Yakymiv, Arsen Lubomirovich 14 Yushkevich, Aleksandr Adol’fovich 13 D’yakonova, Elena Evgen’evna 13 Egorov, V. A. 13 Khatuntseva, M. V. 13 Maksimov, Valeri M. 13 Malevich, Tat’yana L’vovna 13 Shevtsova, I. G. 12 Alekseev, V. G. 12 Bogachev, Vladimir Igorevich 12 Bol’shev, Login Nikolaevich 12 Bulinskiĭ, Aleksandr Vadimovich 12 Kabanov, Yuriĭ Mikhaĭlovich 12 Molchanov, Stanislav Alekseevich 11 Borodin, Andreĭ Nikolaevich 11 Engelbert, Hans-Jürgen 11 Ronzhin, A. F. 11 Ul’yanov, Vladimir Vasil’evich 10 Buldygin, Valeriĭ Volodymyrovych 10 Chistyakov, Gennadiy Petrovych 10 Faddeev, Mikhaĭl Mikhaĭlovich 10 Girko, Vyacheslav Leonidovich 10 Malinovskiĭ, Vsevolod Konstantinovich 10 Maslov, Viktor Pavlovich 10 Miroshin, R. N. 10 Nadaraya, Elizbar A. 10 Nosko, Vladimir P. 10 Tikhomirov, Alexander Nikolaevich 9 Afanas’eva, Larisa Grigor’evna 9 Aleškevičienė, Aldona K. 9 Arak, Taivo 9 Barndorff-Nielsen, Ole Eiler 9 Belyaev, Yuriĭ Konstantinovich 9 Dzhaparidze, Kacha 9 Freidlin, Mark I. 9 Kharlamov, Boris Pavlovich 9 Khmaladze, Estate V. 9 Kolchin, Valentin F. 9 Kolmogorov, Andreĭ Nikolaevich ...and 1,930 more Authors all top 5 Fields 3,045 Probability theory and stochastic processes (60-XX) 850 Statistics (62-XX) 125 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 85 Operations research, mathematical programming (90-XX) 83 History and biography (01-XX) 75 Systems theory; control (93-XX) 61 Measure and integration (28-XX) 47 Partial differential equations (35-XX) 40 Information and communication theory, circuits (94-XX) 37 Functional analysis (46-XX) 35 Combinatorics (05-XX) 34 Numerical analysis (65-XX) 30 Quantum theory (81-XX) 30 Statistical mechanics, structure of matter (82-XX) 27 Operator theory (47-XX) 25 Linear and multilinear algebra; matrix theory (15-XX) 21 General and overarching topics; collections (00-XX) 21 Computer science (68-XX) 20 Dynamical systems and ergodic theory (37-XX) 15 Calculus of variations and optimal control; optimization (49-XX) 14 Biology and other natural sciences (92-XX) 11 Real functions (26-XX) 10 Ordinary differential equations (34-XX) 9 Number theory (11-XX) 9 Global analysis, analysis on manifolds (58-XX) 7 Special functions (33-XX) 6 Potential theory (31-XX) 6 Sequences, series, summability (40-XX) 6 Integral equations (45-XX) 6 Fluid mechanics (76-XX) 5 Harmonic analysis on Euclidean spaces (42-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 Geometry (51-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 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 all cited Publications top 5 cited Publications Citations contained in zbMATH Open 2,485 Publications have been cited 19,215 times in 14,664 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. 566 1971 Some limit theorems for stationary processes. Zbl 0119.14204 Ibragimov, I. A. 297 1963 Finite continuous time Markov chains. Zbl 0112.09802 Kemeny, J. G.; Snell, J. L. 202 1962 Some limit theorems for random functions. I. Zbl 0092.33502 Volkonskij, V. A.; Rozanov, Yu. A. 187 1959 Prescribing a system of random variables by conditional distributions. Zbl 0264.60037 Dobrushin, R. L. 186 1970 On non-parametric estimates of density functions and regression curves. Zbl 0134.36302 Nadaraya, E. A. 184 1965 On transforming a certain class of stochastic processes by absolutely continuous substitution of measures. Zbl 0100.34004 Girsanov, I. V. 180 1962 The invariance principle for stationary processes. Zbl 0219.60030 Davydov, Yu. A. 172 1971 On the strong law of large numbers and related results for quasi- stationary sequences. Zbl 0456.60027 Serfling, R. J. 169 1980 On optimum methods in quickest detection problems. Zbl 0213.43804 Shiryaev, A. N. 161 1963 The limiting behavior of a one-dimensional random walk in a random medium. Zbl 0505.60086 Sinaj, Ya. G. 136 1982 Convergence of distributions generated by stationary stochastic processes. Zbl 0181.44101 Davydov, J. A. 116 1968 Some new estimates for distribution functions. Zbl 0152.17605 Nadaraya, E. A. 113 1965 Probability inequalities for sums of independent random variables. Zbl 0259.60024 Fuk, Dao Ha; Nagaev, S. V. 110 1971 On a method of calculation of semi-invariants. Zbl 0087.33701 Leonov, V. P.; Shiryaev, A. N. 99 1959 On the strong mixing property for linear sequences. Zbl 0377.60046 Gorodeckii, V. V. 93 1977 On a problem of adaptive estimation in Gaussian white noise. Zbl 0745.62083 Lepskij, O. V. 92 1990 On strong mixing conditions for stationary Gaussian processes. Zbl 0106.12005 Kolmogorov, A. N.; Rozanov, Yu. A. 91 1961 On stochastic processes defined by differential equations with a small parameter. Zbl 0168.16002 Has’minskij, R. Z. 87 1966 Asymptotically minimax adaptive estimation. I: Upper bounds. Optimally adaptive estimates. Zbl 0776.62039 Lepskij, O. V. 83 1991 Superposition of Ornstein-Uhlenbeck type processes. Zbl 1003.60039 Barndorff-Nielsen, O. E. 82 2000 Martingale approach in the theory of goodness-of-fit tests. Zbl 0481.60055 Khmaladze, E. V. 80 1982 On boundary conditions for multidimensional diffusion processes. Zbl 0089.13404 Ventcel’, A. D. 80 1960 Mixing conditions for Markov chains. Zbl 0297.60031 Davydov, Ju. A. 80 1973 On large deviations from the invariant measure. Zbl 0375.60033 Gärtner, Jürgen 78 1977 Approximate integration of stochastic differential equations. Zbl 0314.60039 Mil’shtejn, G. N. 77 1974 The Monge-Kantorovich mass transference problem and its stochastic applications. Zbl 0581.60010 Rachev, S. T. 77 1985 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. 74 1961 On the strong solutions of stochastic differential equations. Zbl 0434.60064 Veretennikov, A. Yu. 69 1980 Power variation and time change. Zbl 1095.60023 Barndorff-Nielsen, O. E.; Shephard, N. 68 2006 Some limit theorems for large deviations. Zbl 0144.18704 Nagaev, S. V. 67 1965 On the probabilities of large deviations for sums of independent random variables. Zbl 0235.60028 Petrov, V. V. 64 1965 On a generalization of a stochastic integral. Zbl 0333.60060 Skorokhod, A. V. 64 1975 Records. Zbl 0677.62044 Nevzorov, V. B. 63 1987 Probability metrics. Zbl 0533.60025 Zolotarev, V. M. 63 1984 Calculation of the Wasserstein distance between probability distributions on the line. Zbl 0351.60009 Vallander, S. S. 60 1973 A note on the central limit theorems for dependent random variables. Zbl 0335.60023 Ibragimov, I. A. 59 1975 Generalization of Sperner’s theorem on the number of subsets of a finite set. Zbl 0123.36303 Meshalkin, L. D. 59 1963 Gibbs state describing coexistence of phases for a three-dimensional Ising model. Zbl 0275.60119 Dobrushin, R. L. 59 1972 On pure phases of the Ising model on the Bethe lattices. Zbl 0715.60122 Blekher, P. M.; Ganikhodzhaev, N. N. 57 1990 Remarks on non-parametric estimates for density functions and regression curves. Zbl 0228.62031 Nadaraya, Eh. A. 56 1970 On the convergence rate in the central limit theorem for weakly dependent random variables. Zbl 0471.60030 Tikhomirov, A. N. 54 1981 Integral limit theorems taking deviations into account when Cramer’s condition does not hold. I. Zbl 0196.21002 Nagaev, A. V. 54 1969 A central limit theorem for a class of dependent random variables. Zbl 0123.36103 Ibragimov, I. A. 51 1963 On the expected number of real zeros of random polynomials. I: Coefficients with zero means. Zbl 0277.60051 Ibragimov, I. A.; Maslova, N. B. 51 1971 Brownian motion with a several-dimensional time. Zbl 0124.08702 McKean, H. P. jun. 50 1963 Weak approximation of solutions of systems of stochastic differential equations. Zbl 0596.60060 Mil’shtejn, G. N. 49 1986 Necessary and sufficient conditions for the uniform convergence of means to their expectations. Zbl 0487.60036 Vapnik, V. N.; Chervonenkis, A. Ya. 48 1982 Estimation of the distribution of noise in an autoregression scheme. Zbl 0526.62085 Boldin, M. V. 48 1982 Conditional Markov processes. Zbl 0106.12401 Stratonovich, R. L. 48 1961 Principle of averaging for parabolic and elliptic differential equations and for Markov processes with small diffusion. Zbl 0211.20701 Khas’minskiĭ, R. Z. 47 1963 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. 47 1985 Time-sharing service systems. I. Zbl 0378.60102 Klimov, G. P. 47 1974 A general approach to the strong law of large numbers. Zbl 0991.60021 Fazekas, I.; Klesov, O. 46 2000 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. 45 2007 Sharp large deviations for the Ornstein-Uhlenbeck process. Zbl 1101.60320 Bercu, B.; Rouault, A. 45 2001 An information-theoretic proof of the central limit theorem under the Lindeberg conditions. Zbl 0097.13103 Linnik, Yu. V. 44 1960 More exact statement of limit theorems for homogeneous Markov chains. Zbl 0116.10602 Nagaev, S. V. 44 1962 Max domains of attraction of univariate and multivariate \(p\)-max stable laws. Zbl 0788.60033 Mohan, N. R.; Ravi, S. 43 1992 Boundary-value problems for random walks and large deviations in function spaces. Zbl 0178.20004 Borovkov, A. A. 43 1967 Sharp optimality in density deconvolution with dominating bias. I. Zbl 1141.62021 Butucea, C.; Tsybakov, A. B. 43 2008 Estimates for the distribution function of a sum of two random variables when the marginal distributions are fixed. Zbl 0488.60022 Makarov, G. D. 42 1982 Concerning a certain probability problem. Zbl 0109.36404 Zolotarev, V. M. 42 1962 Periodically and almost-periodically correlated random processes with continuous time parameter. Zbl 0138.11003 Gladyshev, E. G. 42 1963 On Stefan’s problem and optimal stopping rules for Markov processes. Zbl 0178.53303 Grigelionis, B. I.; Shiryaev, A. N. 42 1966 Symmetric stable processes as traces of degenerate diffusion processes. Zbl 0281.60091 Molchanov, S. A.; Ostrovskij, E. 42 1969 Bounds for the mixing rate in the theory of stochastic equations. Zbl 0663.60046 Veretennikov, A. Yu. 41 1987 On the decomposition of continuous submartingales. Zbl 0141.15102 Dambis, K. E. 41 1965 Limit measures arising in the asymptotic theory of symmetric groups. I. Zbl 0375.60007 Vershik, A. M.; Shmidt, A. A. 41 1977 Nonparametric estimation of a density of unknown smoothness. Zbl 0593.62034 Efrojmovich, S. Yu. 40 1986 Sharp optimality in density deconvolution with dominating bias. II. Zbl 1142.62017 Butucea, C.; Tsybakov, A. B. 40 2008 Generalized continuous-time random walks, subordination by hitting times, and fractional dynamics. Zbl 1193.60046 Kolokoltsov, V. N. 39 2009 On the problem of the equivalence of probability measures corresponding to stationary Gaussian processes. Zbl 0126.13703 Rozanov, Yu. 39 1963 On distributions of functionals related to boundary problems for processes with independent increments. Zbl 0178.52701 Rogozin, B. A. 39 1966 On the continuity of the distribution of a sum of dependent variables connected with independent walks on lines. Zbl 0321.60053 Grincevicjus, A. K. 39 1974 Approximation of binomial distributions by infinitely divisible ones. Zbl 0533.60018 Presman, E. L. 38 1984 Reflected backward SDEs with general jumps. Zbl 1341.60054 Hamadène, S.; Ouknine, Y. 38 2016 Backward stochastic differential equations driven by càdlàg martingales. Zbl 1152.60050 Carbone, R.; Ferrario, B.; Santacroce, M. 38 2008 Branching diffusion processes. Zbl 0264.60058 Skorokhod, A. V. 37 1965 The distribution of the first ladder moment and height and fluctuation of a random walk. Zbl 0269.60053 Rogozin, B. A. 37 1971 On the uniqueness in law and the pathwise uniqueness for stochastic differential equations. Zbl 1036.60051 Cherny, A. S. 36 2001 The Cramér-Lundberg model with stochastic premium process. Zbl 1033.60093 Boikov, A. V. 36 2002 On the distribution of the sizes of particles which undergo splitting. Zbl 0242.60050 Filippov, A. F. 36 1962 On an identity for stochastic integrals. Zbl 0284.60054 Novikov, A. A. 36 1972 On the asymptotic behavior of the probability of non-extinction for critical branching processes in a random environment. Zbl 0384.60058 Kozlov, M. V. 36 1976 Stochastic equations for diffusion processes in a bounded region. II. Zbl 0201.49302 Skorokhod, A. V. 36 1962 On positive solutions of the equation \({\mathfrak A} u+ V\cdot u=0\). Zbl 0089.34501 Khas’minskiĭ, R. Z. 35 1959 Self-similar probability distributions. Zbl 0358.60031 Sinai, Ya. G. 35 1976 Large deviations for trajectories of multi-dimensional random walks. Zbl 0366.60031 Mogul’skij, A. A. 35 1976 On a non-parametric analogue of the information matrix. Zbl 0388.62037 Kosevnik, Ju. A.; Levit, B. Ja. 35 1976 The best choice problem for a random number of objects. Zbl 0296.60031 Presman, E. L.; Sonin, I. M. 34 1972 Integral limit theorems taking large deviations into account when Cramer’s condition does not hold. II. Zbl 0196.21003 Nagaev, A. V. 34 1969 Large-deviation probabilities for maxima of sums of independent random variables with negative mean and subexponential distribution. Zbl 1005.60060 Korshunov, D. A. 34 2001 Sharp large deviations for the fractional Ornstein-Uhlenbeck process. Zbl 1252.60026 Bercu, B.; Coutin, L.; Savy, N. 33 2011 On polynomial mixing and convergence rate for stochastic difference and differential equations. Zbl 0969.60070 Veretennikov, A. Yu. 33 1999 A generalization of Khasminskij’s theorem on the existence of invariant measures for locally integrable drifts. Zbl 1004.60061 Bogachev, V.; Röckner, M. 33 2000 On estimation of the spectral function of a stationary Gaussian process. Zbl 0137.12901 Ibragimov, I. A. 32 1963 Regular conditional expectations of correspondences. Zbl 0367.60002 Dynkin, E. B.; Evstigneev, I. V. 32 1976 On Ito’s stochastic integral equations. Zbl 0281.60066 Krylov, N. V. 31 1969 Remarks on inequalities for large deviation probabilities. Zbl 0583.60023 Pinelis, I. F.; Sakhanenko, A. I. 31 1986 Uniqueness of the inverse first-passage time problem and the shape of the Shiryaev boundary. Zbl 1507.60053 Klump, A.; Kolb, M. 2 2023 Series expansions of fractional Brownian motions and strong local nondeterminism of bifractional Brownian motions on balls and spheres. Zbl 1509.60095 Lu, T.; Ma, C.; Wang, F. 2 2023 On mm-entropy of a Banach space with Gaussian measure. Zbl 07764857 Vershik, A. M.; Lifshits, M. A. 1 2023 Towards insensitivity of Nadaraya-Watson estimators to design correlation. Zbl 07723256 Linke, Yu. Yu. 1 2023 Global rate optimality of integral curve estimators in high order tensor models. Zbl 1519.92108 Banerjee, C.; Sakhanenko, L. A.; Zhu, D. C. 1 2023 Quenched small deviation for the trajectory of a random walk with random environment in time. Zbl 07723260 Lv, Y.; Hong, W. 1 2023 Partial linear eigenvalue statistics for non-Hermitian random matrices. Zbl 07669784 O’Rourke, S.; Williams, N. 1 2023 On the convergence rate in precise asymptotics. Zbl 1515.60075 Rozovsky, L. V. 1 2023 Controlled diffusion mean field games with common noise and McKean-Vlasov second order backward SDEs. Zbl 1483.91029 Barrasso, A.; Touzi, N. 4 2022 Log-optimal portfolio without NFLVR: existence, complete characterization, and duality. Zbl 1502.91053 Choulli, T.; Yansori, S. 3 2022 Chebyshev-Hermite polynomials and distributions of polynomials in Gaussian random variables. Zbl 1492.60033 Bogachev, V. I. 3 2022 A trajectorial approach to the gradient flow properties of Langevin-Smoluchowski diffusions. Zbl 1480.60237 Karatzas, I.; Schachermayer, W.; Tschiderer, B. 3 2022 On alternative approximating distributions in the multivariate version of Kolmogorov’s second uniform limit theorem. Zbl 1492.60056 Götze, F.; Zaitsev, A. Yu. 2 2022 Explicit expressions of the Hua-Pickrell semigroup. Zbl 1513.76137 Arista, J.; Demni, N. 2 2022 Complete \(f\)-moment convergence for randomly weighted sums of extended negatively dependent random variables and its statistical application. Zbl 07573884 Lang, J.; Cheng, L.; Yu, Z.; Wu, Y.; Wang, X. 2 2022 Distributional uncertainty of the financial time series measured by \(G\)-expectation. Zbl 07481235 Peng, S.; Yang, S. 2 2022 Stable random variables with complex stability index. I. Zbl 1498.60069 Alexeev, I. A. 2 2022 Limiting spectral distribution for large sample covariance matrices with graph-dependent elements. Zbl 1498.60127 Yaskov, P. A. 2 2022 On optimal stochastic linear quadratic control with inversely proportional time-weighting in the cost. Zbl 1490.93133 Palamarchuk, E. S. 1 2022 Asymptotics of the persistence exponent of integrated fractional Brownian motion and fractionally integrated Brownian motion. Zbl 1492.60094 Aurzada, F.; Kilian, M. 1 2022 A new version of uniform integrability via power series summability methods. Zbl 1489.60040 Ordóñez Cabrera, M.; Rosalsky, A.; Ünver, M.; Volodin, A. 1 2022 Background driving distribution functions and series representations for log-gamma self-decomposable random variables. Zbl 1492.60042 Jurek, Z. J. 1 2022 Galton-Watson processes and their role as building blocks for branching processes. Zbl 1492.60236 Bruss, F. Thomas 1 2022 On Senatov moments in asymptotic expansions in the central limit theorem. Zbl 1492.60060 Sobolev, V. N.; Kondratenko, A. E. 1 2022 On two limit values of the chromatic number of a random hypergraph. Zbl 1495.05313 Demidovich, Yu. A.; Shabanov, D. A. 1 2022 Likelihood ratio processes under nonstandard settings. Zbl 07573883 Goto, Y.; Kaneko, T.; Kojima, S.; Taniguchi, M. 1 2022 Records and increases of multivariate extremes of random particle scores in supercritical branching processes with max-linear heredity. Zbl 1502.60127 Lebedev, A. V. 1 2022 The life, work, and legacy of P. L. Chebyshev. Zbl 1492.01012 Bingham, N. H. 1 2022 On the sojourn time distribution of a random walk at a multidimensional lattice point. Zbl 1495.60077 Aparin, A. A.; Popov, G. A.; Yarovaya, E. B. 1 2022 Chebyshev-type inequalities and large deviation principles. Zbl 1492.60047 Borovkov, A. A.; Logachov, A. V.; Mogulskii, A. A. 1 2022 Kolmogorov’s equations for jump Markov processes and their applications to control problems. Zbl 1492.60223 Feinberg, E. A.; Shiryaev, A. N. 1 2022 Clustering effect for multitype branching random walk. Zbl 1498.60337 Balashova, D. M. 1 2022 Normal limit law for protected node profile of random recursive trees. Zbl 1498.60100 Toofanpour, J.; Javanian, M.; Imany-Nabiyyi, R. 1 2022 Another proof of a Sakhanenko theorem. Zbl 1498.60118 Formanov, Sh. K. 1 2022 Breaking a chain of interacting Brownian particles: a Gumbel limit theorem. Zbl 1475.82016 Aurzada, F.; Betz, V.; Lifshits, M. 7 2021 Ergodicities and exponential ergodicities of Dawson-Watanabe type processes. Zbl 1470.60230 Li, Z. 6 2021 On modifications of the Lindeberg and Rotar’ conditions in the central limit theorem. Zbl 1469.60080 Ibragimov, I. A.; Presman, E. L.; Formanov, Sh. K. 4 2021 On exact large deviation principles for compound renewal processes. Zbl 1470.60082 Borovkov, A. A. 3 2021 On the distribution of the last exit time over a slowly growing linear boundary for a Gaussian process. Zbl 1479.60075 Karagodin, N. A.; Lifshits, M. A. 2 2021 A vacation queue \(M|G|1\) with close-down times. Zbl 1462.90035 Afanasyev, G. A. 2 2021 Resource allocation in communication networks with large number of users: the dual stochastic gradient method. Zbl 1462.90032 Rokhlin, D. B. 2 2021 Convergence rate of random geometric sum distributions to the Laplace law. Zbl 1466.62258 Slepov, N. A. 2 2021 Large deviations for a terminating compound renewal process. Zbl 1470.60081 Bakay, G. A. 2 2021 Subcritical branching processes in random environment with immigration: survival of a single family. Zbl 1456.60228 Vatutin, V. A.; Dyakonova, E. E. 2 2021 On tests for distinguishing distribution tails. Zbl 1476.62080 Kogut, N. S.; Rodionov, I. V. 1 2021 An exponential inequality for \(U\)-statistics of i.i.d. data. Zbl 1476.62083 Giraudo, D. 1 2021 Local limit theorems for compound discrete distributions. Zbl 1479.60053 Timashev, A. N. 1 2021 Asymptotics for the distribution of the time of attaining the maximum for a trajectory of a Poisson process with linear drift and intensity switch. Zbl 1469.60110 Mosyagin, V. E. 1 2021 The expectation of a solution of a linear system of differential equations with random coefficients. Zbl 1470.60170 Zadorozhniy, V. G. 1 2021 Backward nonlinear smoothing diffusions. Zbl 1470.60220 Anderson, B. D. O.; Bishop, A. N.; Moral, P. Del; Palmier, C. 1 2021 Kolmogorov’s strong law of large numbers holds for pairwise uncorrelated random variables. Zbl 1470.60099 Janisch, M. 1 2021 The joint law of a max-continuous local submartingale and its maximum. Zbl 1469.60128 Gushchin, A. A. 1 2021 Probabilistic approximation of the solution of the Cauchy problem for the higher-order Schrödinger equation. Zbl 1469.60218 Platonova, M. V.; Tsykin, S. V. 1 2021 Gaussian approximation of the distribution of strongly repelling particles on the unit circle. Zbl 1469.60035 Soshnikov, A.; Xu, Yuanyuan 1 2021 On solvability of stochastic differential equations with osmotic velocities. Zbl 1469.60183 Gliklikh, Yu. E. 1 2021 Fatou’s lemma in its classical form and Lebesgue’s convergence theorems for varying measures with applications to Markov decision processes. Zbl 1480.28005 Feinberg, E. A.; Kasyanov, P. O.; Liang, Y. 13 2020 Fatou’s lemma for weakly converging measures under the uniform integrability condition. Zbl 1434.28004 Feinberg, E. A.; Kasyanov, P. O.; Liang, Y. 9 2020 A fundamental theorem of asset pricing for continuous time large financial markets in a two filtration setting. 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A. 34 Shaposhnikov, Stanislav V. 33 Horváth, Lajos 33 Korolev, Viktor Yur’evich 33 Peligrad, Magda 33 Zeifman, Alexander Izrailevich 32 Bobkov, Sergey Germanovich 32 Borovkov, Aleksandr Alekseevich 31 Fel’dman, Gennadiĭ Mikhaĭlovich 30 Liang, Hanying 30 Rachev, Svetlozar T. 30 Shao, Qi-Man 30 Zaitsev, Andrei Yu. 29 Bradley, Richard C. jun. 29 Efromovich, Sam 29 Feinberg, Eugene Aleksandrovich 29 Hu, Shuhe 29 Taqqu, Murad S. 28 Prakasa Rao, B. L. S. 27 Dedecker, Jérôme 26 Merlevède, Florence 26 Mukhamedov, Farruh Maksutovich 26 Rozovskiĭ, Leonid Viktorovich 26 Surgailis, Donatas 25 Barakat, Haroon Mohamed 25 Ginovyan, Mamikon S. 25 Shirokov, Maksim Evgen’evich 24 Cai, Tony Tony 24 Chistyakov, Gennadiy Petrovych 23 Mogul’skii, Anatolii Alfredovich 23 Orsingher, Enzo 23 Privault, Nicolas 23 Puri, Madan Lal 22 D’yakonova, Elena Evgen’evna 22 Hall, Peter Gavin 22 Kifer, Yuri 22 Nualart, David 22 Sunklodas, Jonas Kazys 22 Tran, Lanh Tat 22 Volodin, Andrei I. 21 Barndorff-Nielsen, Ole Eiler 21 Berkes, István 21 Kutoyants, Yury A. 21 Mishura, Yuliya Stepanivna 21 Peskir, Goran 21 Shiryaev, Al’bert Nikolaevich 21 Tartakovsky, Alexander G. 21 Wachtel, Vitali I. 20 Anthony, Martin H. G. 20 Kholevo, Aleksandr Semënovich 20 Lee, Sangyeol 20 Liu, Quansheng 20 Ouknine, Youssef 20 Pitman, Jim William 20 Veretennikov, Alexander Yu. 20 Vershik, Anatoliĭ Moiseevich 20 Yor, Marc 20 Zhang, Yi 19 Ahmad, Ibrahim A. 19 Chen, Pingyan 19 Hernández-Lerma, Onésimo 19 Lepskiĭ, Oleg Vital’evich 19 Li, Zenghu 19 Lifshits, Mikhail A. 19 Maller, Ross Arthur 19 Piunovskiĭ, Alekseĭ Borisovich 19 Račkauskas, Alfredas Yurgevich 19 Shi, Zhan 19 Yang, Wenzhi 19 Yarovaya, Elena B. 18 Deheuvels, Paul 18 Gapeev, Pavel V. 18 Karatzas, Ioannis 18 Lotov, Vladimir Ivanovich 18 Nazarov, Alexander I. 18 Peccati, Giovanni 18 Yakymiv, Arsen Lubomirovich 17 Bentkus, Vidmants-Kastytis 17 Doney, Ronald Arthur 17 Gombay, Edit 17 Guo, Xianping 17 Jiang, Hui 17 Koul, Hira Lal 17 Kozubowski, Tomasz J. 17 Mikhaĭlov, Vladimir Gavrilovich 17 Pinelis, Iosif Froimovich 17 Roos, Bero 17 Weiß, Christian H. 17 Xiao, Yimin 17 Yin, Gang George 16 Afanas’ev, Valeriĭ Ivanovich 16 Blanchet, Jose H. ...and 13,407 more Authors all top 5 Cited in 864 Journals 657 Stochastic Processes and their Applications 604 Statistics & Probability Letters 362 Journal of Statistical Planning and Inference 342 Journal of Multivariate Analysis 315 Probability Theory and Related Fields 304 Communications in Statistics. 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Simulation and Computation 54 Automation and Remote Control 54 Finance and Stochastics 53 Theoretical Computer Science 52 Journal of Differential Equations 52 Linear Algebra and its Applications 51 Statistical Papers 51 Stochastic Models 50 Insurance Mathematics & Economics 50 Theory of Probability and Mathematical Statistics 49 Applied Mathematics and Computation 48 Test 47 SIAM Journal on Control and Optimization 47 Extremes 46 Stochastics 46 European Journal of Operational Research 45 Discrete Applied Mathematics 44 Automatica 44 Proceedings of the Steklov Institute of Mathematics 43 Journal of Statistical Computation and Simulation 43 Mathematical Finance 41 Theoretical and Mathematical Physics 41 Cybernetics and Systems Analysis 41 Lobachevskii Journal of Mathematics 40 Discrete Mathematics 40 Potential Analysis 39 Annals of Operations Research 39 Random Structures & Algorithms 37 Annales de l’Institut Henri Poincaré. Nouvelle Série. Section B. 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Series A 34 Proceedings of the American Mathematical Society 33 Computers & Mathematics with Applications 33 Israel Journal of Mathematics 32 Journal of Complexity 32 Journal of Inequalities and Applications 32 Matematicheskie Voprosy Kriptografii 31 Physica A 31 Journal of Computer and System Sciences 31 Electronic Communications in Probability 31 Journal of Statistical Mechanics: Theory and Experiment 31 Journal of the Korean Statistical Society 30 Kybernetika 30 Discrete & Computational Geometry 29 Probability in the Engineering and Informational Sciences ...and 764 more Journals all top 5 Cited in 61 Fields 8,876 Probability theory and stochastic processes (60-XX) 4,890 Statistics (62-XX) 1,208 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 798 Numerical analysis (65-XX) 686 Partial differential equations (35-XX) 673 Statistical mechanics, structure of matter (82-XX) 634 Computer science (68-XX) 630 Operations research, mathematical programming (90-XX) 550 Systems theory; control (93-XX) 509 Combinatorics (05-XX) 346 Dynamical systems and ergodic theory (37-XX) 299 Operator theory (47-XX) 282 Functional analysis (46-XX) 281 Information and communication theory, circuits (94-XX) 256 Quantum theory (81-XX) 255 Biology and other natural sciences (92-XX) 249 Measure and integration (28-XX) 231 Ordinary differential equations (34-XX) 228 Calculus of variations and optimal control; optimization (49-XX) 180 Linear and multilinear algebra; matrix theory (15-XX) 164 Harmonic analysis on Euclidean spaces (42-XX) 151 Real functions (26-XX) 122 Number theory (11-XX) 101 Convex and discrete geometry (52-XX) 95 Fluid mechanics (76-XX) 94 Approximations and expansions (41-XX) 86 Global analysis, analysis on manifolds (58-XX) 84 Integral equations (45-XX) 79 Special functions (33-XX) 72 Abstract harmonic analysis (43-XX) 69 Mathematical logic and foundations (03-XX) 62 Functions of a complex variable (30-XX) 54 Potential theory (31-XX) 49 History and biography (01-XX) 48 Group theory and generalizations (20-XX) 43 Integral transforms, operational calculus (44-XX) 40 Differential geometry (53-XX) 38 Mechanics of particles and systems (70-XX) 33 Difference and functional equations (39-XX) 33 General topology (54-XX) 32 Order, lattices, ordered algebraic structures (06-XX) 31 Topological groups, Lie groups (22-XX) 30 Mechanics of deformable solids (74-XX) 28 Geophysics (86-XX) 27 Sequences, series, summability (40-XX) 23 Classical thermodynamics, heat transfer (80-XX) 20 General and overarching topics; collections (00-XX) 14 Commutative algebra (13-XX) 13 Field theory and polynomials (12-XX) 12 Nonassociative rings and algebras (17-XX) 11 Algebraic geometry (14-XX) 8 Several complex variables and analytic spaces (32-XX) 7 Associative rings and algebras (16-XX) 7 Manifolds and cell complexes (57-XX) 6 Relativity and gravitational theory (83-XX) 4 Geometry (51-XX) 4 Astronomy and astrophysics (85-XX) 4 Mathematics education (97-XX) 3 Category theory; homological algebra (18-XX) 3 Optics, electromagnetic theory (78-XX) 2 Algebraic topology (55-XX) Citations by Year