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## 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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#### 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.
1971
Some limit theorems for stationary processes. Zbl 0119.14204
Ibragimov, I. A.
1963
Finite continuous time Markov chains. Zbl 0112.09802
Kemeny, J. G.; Snell, J. L.
1962
On the strong law of large numbers and related results for quasi- stationary sequences. Zbl 0456.60027
Serfling, R. J.
1980
Prescribing a system of random variables by conditional distributions. Zbl 0264.60037
Dobrushin, R. L.
1970
On non-parametric estimates of density functions and regression curves. Zbl 0134.36302
1965
Some limit theorems for random functions. I. Zbl 0092.33502
Volkonskij, V. A.; Rozanov, Yu. A.
1959
The invariance principle for stationary processes. Zbl 0219.60030
Davydov, Yu. A.
1971
On transforming a certain class of stochastic processes by absolutely continuous substitution of measures. Zbl 0100.34004
Girsanov, I. V.
1962
On optimum methods in quickest detection problems. Zbl 0213.43804
Shiryaev, A. N.
1963
The limiting behavior of a one-dimensional random walk in a random medium. Zbl 0505.60086
Sinaj, Ya. G.
1982
Convergence of distributions generated by stationary stochastic processes. Zbl 0181.44101
Davydov, J. A.
1968
Probability inequalities for sums of independent random variables. Zbl 0259.60024
Fuk, Dao Ha; Nagaev, S. V.
1971
Some new estimates for distribution functions. Zbl 0152.17605
1965
On the strong mixing property for linear sequences. Zbl 0377.60046
Gorodeckii, V. V.
1977
On a method of calculation of semi-invariants. Zbl 0087.33701
Leonov, V. P.; Shiryaev, A. N.
1959
On strong mixing conditions for stationary Gaussian processes. Zbl 0106.12005
Kolmogorov, A. N.; Rozanov, Yu. A.
1961
Asymptotically minimax adaptive estimation. I: Upper bounds. Optimally adaptive estimates. Zbl 0776.62039
Lepskij, O. V.
1991
The Monge-Kantorovich mass transference problem and its stochastic applications. Zbl 0581.60010
Rachev, S. T.
1985
On large deviations from the invariant measure. Zbl 0375.60033
Gärtner, Jürgen
1977
Superposition of Ornstein-Uhlenbeck type processes. Zbl 1003.60039
Barndorff-Nielsen, O. E.
2000
On stochastic processes defined by differential equations with a small parameter. Zbl 0168.16002
Has’minskij, R. Z.
1966
Mixing conditions for Markov chains. Zbl 0297.60031
Davydov, Ju. A.
1973
Martingale approach in the theory of goodness-of-fit tests. Zbl 0481.60055
1982
On a problem of adaptive estimation in Gaussian white noise. Zbl 0745.62083
Lepskij, O. V.
1990
Some limit theorems for large deviations. Zbl 0144.18704
Nagaev, S. V.
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.
1961
Records. Zbl 0677.62044
Nevzorov, V. B.
1987
Power variation and time change. Zbl 1095.60023
Barndorff-Nielsen, O. E.; Shephard, N.
2006
Approximate integration of stochastic differential equations. Zbl 0314.60039
Mil’shtejn, G. N.
1974
Probability metrics. Zbl 0533.60025
Zolotarev, V. M.
1984
Remarks on non-parametric estimates for density functions and regression curves. Zbl 0228.62031
1970
On a generalization of a stochastic integral. Zbl 0333.60060
Skorokhod, A. V.
1975
A note on the central limit theorems for dependent random variables. Zbl 0335.60023
Ibragimov, I. A.
1975
Generalization of Sperner’s theorem on the number of subsets of a finite set. Zbl 0123.36303
Meshalkin, L. D.
1963
On the strong solutions of stochastic differential equations. Zbl 0434.60064
Veretennikov, A. Yu.
1980
Brownian motion with a several-dimensional time. Zbl 0124.08702
McKean, H. P. jun.
1963
On the probabilities of large deviations for sums of independent random variables. Zbl 0235.60028
Petrov, V. V.
1965
Gibbs state describing coexistence of phases for a three-dimensional Ising model. Zbl 0275.60119
Dobrushin, R. L.
1972
On pure phases of the Ising model on the Bethe lattices. Zbl 0715.60122
Blekher, P. M.; Ganikhodzhaev, N. N.
1990
Integral limit theorems taking deviations into account when Cramer’s condition does not hold. I. Zbl 0196.21002
Nagaev, A. V.
1969
Time-sharing service systems. I. Zbl 0378.60102
Klimov, G. P.
1974
Necessary and sufficient conditions for the uniform convergence of means to their expectations. Zbl 0487.60036
Vapnik, V. N.; Chervonenkis, A. Ya.
1982
Conditional Markov processes. Zbl 0106.12401
Stratonovich, R. L.
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.
1971
On Stefan’s problem and optimal stopping rules for Markov processes. Zbl 0178.53303
Grigelionis, B. I.; Shiryaev, A. N.
1966
Estimation of the distribution of noise in an autoregression scheme. Zbl 0526.62085
Boldin, M. V.
1982
A central limit theorem for a class of dependent random variables. Zbl 0123.36103
Ibragimov, I. A.
1963
Weak approximation of solutions of systems of stochastic differential equations. Zbl 0596.60060
Mil’shtejn, G. N.
1986
An information-theoretic proof of the central limit theorem under the Lindeberg conditions. Zbl 0097.13103
Linnik, Yu. V.
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.
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.
2007
On boundary conditions for multidimensional diffusion processes. Zbl 0089.13404
Ventcel’, A. D.
1960
On the decomposition of continuous submartingales. Zbl 0141.15102
Dambis, K. E.
1965
On the convergence rate in the central limit theorem for weakly dependent random variables. Zbl 0471.60030
Tikhomirov, A. N.
1981
Boundary-value problems for random walks and large deviations in function spaces. Zbl 0178.20004
Borovkov, A. A.
1967
On distributions of functionals related to boundary problems for processes with independent increments. Zbl 0178.52701
Rogozin, B. A.
1966
Max domains of attraction of univariate and multivariate $$p$$-max stable laws. Zbl 0788.60033
Mohan, N. R.; Ravi, S.
1992
A general approach to the strong law of large numbers. Zbl 0991.60021
Fazekas, I.; Klesov, O.
2000
Calculation of the Wasserstein distance between probability distributions on the line. Zbl 0351.60009
Vallander, S. S.
1973
Sharp optimality in density deconvolution with dominating bias. II. Zbl 1142.62017
Butucea, C.; Tsybakov, A. B.
2008
Nonparametric estimation of a density of unknown smoothness. Zbl 0593.62034
Efrojmovich, S. Yu.
1986
Principle of averaging for parabolic and elliptic differential equations and for Markov processes with small diffusion. Zbl 0211.20701
Khas’minskiĭ, R. Z.
1963
Sharp optimality in density deconvolution with dominating bias. I. Zbl 1141.62021
Butucea, C.; Tsybakov, A. B.
2008
Sharp large deviations for the Ornstein-Uhlenbeck process. Zbl 1101.60320
Bercu, B.; Rouault, A.
2001
The distribution of the first ladder moment and height and fluctuation of a random walk. Zbl 0269.60053
Rogozin, B. A.
1971
On the problem of the equivalence of probability measures corresponding to stationary Gaussian processes. Zbl 0126.13703
Rozanov, Yu.
1963
Limit measures arising in the asymptotic theory of symmetric groups. I. Zbl 0375.60007
Vershik, A. M.; Shmidt, A. A.
1977
Approximation of binomial distributions by infinitely divisible ones. Zbl 0533.60018
Presman, E. L.
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.
1974
Concerning a certain probability problem. Zbl 0109.36404
Zolotarev, V. M.
1962
Symmetric stable processes as traces of degenerate diffusion processes. Zbl 0281.60091
Molchanov, S. A.; Ostrovskij, E.
1969
More exact statement of limit theorems for homogeneous Markov chains. Zbl 0116.10602
Nagaev, S. V.
1962
Large deviations for trajectories of multi-dimensional random walks. Zbl 0366.60031
Mogul’skij, A. A.
1976
On positive solutions of the equation $${\mathfrak A} u+ V\cdot u=0$$. Zbl 0089.34501
Khas’minskiĭ, R. Z.
1959
Bounds for the mixing rate in the theory of stochastic equations. Zbl 0663.60046
Veretennikov, A. Yu.
1987
The Cramér-Lundberg model with stochastic premium process. Zbl 1033.60093
Boikov, A. V.
2002
Periodically and almost-periodically correlated random processes with continuous time parameter. Zbl 0138.11003
1963
Generalized continuous-time random walks, subordination by hitting times, and fractional dynamics. Zbl 1193.60046
Kolokoltsov, V. N.
2009
On a non-parametric analogue of the information matrix. Zbl 0388.62037
Kosevnik, Ju. A.; Levit, B. Ja.
1976
The best choice problem for a random number of objects. Zbl 0296.60031
Presman, E. L.; Sonin, I. M.
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.
1982
Minimax detection of a signal in a Gaussian white noise. Zbl 0744.62117
Ermakov, M. S.
1990
On the distribution of the sizes of particles which undergo splitting. Zbl 0242.60050
Filippov, A. F.
1962
On Ito’s stochastic integral equations. Zbl 0281.60066
Krylov, N. V.
1969
Backward stochastic differential equations driven by càdlàg martingales. Zbl 1152.60050
Carbone, R.; Ferrario, B.; Santacroce, M.
2008
Integral limit theorems taking large deviations into account when Cramer’s condition does not hold. II. Zbl 0196.21003
Nagaev, A. V.
1969
Regular conditional expectations of correspondences. Zbl 0367.60002
Dynkin, E. B.; Evstigneev, I. V.
1976
On an inequality and a related characterization of the normal distribution. Zbl 0533.60024
Borovkov, A. A.; Utev, S. A.
1984
Mappings of Gaussian cylindrical measures in Banach spaces. Zbl 0312.60005
Linde, W.; Pietsch, A.
1974
On the rate of convergence for the invariance principle. Zbl 0323.60031
Borovkov, A. A.
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.
1962
Mises’ theorem on the asymptotic behavior of functionals of empirical distribution functions and its statistical applications. Zbl 0118.14501
Filippova, A. A.
1962
On minimax estimation of a discontinuous signal. Zbl 0659.62103
Korostelev, A. P.
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.
2000
Self-similar probability distributions. Zbl 0358.60031
Sinai, Ya. G.
1976
A method of second-order accuracy integration of stochastic differential equations. Zbl 0422.60048
Mil’shtejn, G. N.
1979
An asymptotic expansion for the distribution of a statistic admitting an asymptotic expansion. Zbl 0279.60018
Cibisov, D. M.
1972
On an identity for stochastic integrals. Zbl 0284.60054
Novikov, A. A.
1972
Bessel processes, the integral of geometric Brownian motion, and Asian options. Zbl 1056.91026
Carr, P.; Schröder, M.
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.
2020
Fluctuations of the propagation front of a catalytic branching walk. Zbl 1432.60094
Bulinskaya, E. Vl.
2020
Fatou’s lemma for weakly converging measures under the uniform integrability condition. Zbl 1434.28004
Feinberg, E. A.; Kasyanov, P. O.; Liang, Y.
2020
Lower cone distribution functions and set-valued quantiles form Galois connections. Zbl 1459.60027
Ararat, Ç.; Hamel, A. H.
2020
On the ruin problem with investment when the risky asset is a semimartingale. Zbl 1459.60100
Spielmann, J.; Vostrikova, L.
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.
2020
Incentive-compatible surveys via posterior probabilities. Zbl 1452.91070
Cvitanić, J.; Prelec, D.; Radas, S.; Šikić, H.
2020
On the times of attaining high levels by a random walk in a random environment. Zbl 1456.60268
Afanasyev, V. I.
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.
2020
Integrability and regularity of the flow of stochastic differential equations with jumps. Zbl 1437.60031
Breton, J.-Ch.; Privault, N.
2020
A limit theorem for supercritical random branching walks with branching sources of varying intensity. Zbl 07122183
Khristolyubov, I. I.; Yarovaya, E. B.
2019
Two-colorings of a random hypergraph. Zbl 07062746
Semenov, A. S.
2019
Two-boundary problem for a random walk in a random environment. Zbl 1442.60107
Afanasyev, V. I.
2019
Discrimination of close hypotheses about the distribution tails using higher order statistics. Zbl 1411.62122
Rodionov, I. V.
2019
Statistical analysis of the mixed fractional Ornstein-Uhlenbeck process. Zbl 1411.62053
Chigansky, P.; Kleptsyna, M.
2019
Lamperti-type theorems for random fields. Zbl 1442.60058
Davydov, Yu.; Paulauskas, V.
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
2019
Stability conditions for queueing systems with regenerative flow of interruptions. Zbl 1409.90055
Afanasyeva, L. G.; Tkachenko, A. V.
2019
Integro-local CLT for sums of independent nonlattice random vectors. Zbl 07062744
Rozovsky, L. V.
2019
Pathwise decompositions of Brownian semistationary processes. Zbl 07062747
Sauri, O.
2019
Branching random walks on $$Z^d$$ with periodic branching sources. Zbl 07099810
Platonova, M. V.; Ryadovkin, K. S.
2019
Short communications moderate large deviations principles for trajectories of compound renewal processes. Zbl 07099815
Borovkov, A. A.
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.
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.
2019
Random mappings with component sizes from a given set. Zbl 07122192
Timashëv, A. N.
2019
The first exit time of fractional Brownian motion from a parabolic domain. Zbl 07122193
Aurzada, F.; Lifshits, M. A.
2019
Sequential testing of two hypotheses for a stationary Ornstein-Uhlenbeck process. Zbl 1411.62244
Lisovskii, D. I.; Shiryaev, A. N.
2019
On a characterization theorem for probability distributions on discrete abelian groups. Zbl 1442.60023
Feldman, G. M.
2019
First-passage times over moving boundaries for asymptotically stable walks. Zbl 1442.60049
Denisov, D.; Sakhanenko, A.; Wachtel, V.
2019
Limit theorems for random exponentials: the bounded support case. Zbl 1442.60035
Grabchak, M.; Molchanov, S. A.
2019
Maximum likelihood method in de Finetti’s theorem. Zbl 1442.60026
Melkumova, L. E.; Shatskikh, S. Ya.
2019
Persistence probabilities and a decorrelation inequality for the Rosenblatt process and Hermite processes. Zbl 1442.60041
Aurzada, F.; Mönch, C.
2019
Fractional diffusion-telegraph equations and their associated stochastic solutions. Zbl 1405.60086
D&rsquo;Ovidio, M.; Polito, F.
2018
Local semicircle law under moment conditions: the Stieltjes transform, rigidity, and delocalization. Zbl 1426.15056
Götze, F.; Naumov, A. A.; Tikhomirov, A. N.
2018
On exponential functionals of processes with independent increments. Zbl 1414.60033
Salminen, P.; Vostrikova, L.
2018
High extremes of Gaussian chaos processes: a discrete time approximation approach. Zbl 1414.60024
Zhdanov, A. I.; Piterbarg, V. I.
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.
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.
2018
On the classical capacity of a channel with stationary quantum Gaussian noise. Zbl 1395.81065
Holevo, A. S.
2018
Any random variable with finite moments is a sum of two variables with determinate moment problem. Zbl 1396.60023
Lykov, K. V.
2018
A discrimination test for tails of Weibull-type distributions. Zbl 1404.62050
Rodionov, I. V.
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.
2018
Heyde’s characterization theorem for some locally compact abelian groups. Zbl 1410.60009
Feldman, G. M.
2018
Spectral asymptotics of a supercritical branching random walk. Zbl 1405.60132
Yarovaya, E. B.
2018
Asymptotic near-minimaxity of the randomized Shiryaev-Roberts-Pollak change-point detection procedure in continuous time. Zbl 1396.62184
Polunchenko, A. S.
2018
Constructing explicit estimators in nonlinear regression problems. Zbl 1404.62071
Linke, Yu. Yu.; Borisov, I. S.
2018
Limit theorems for power-series distributions with finite radius of convergence. Zbl 1414.60018
Timashev, A. N.
2018
Estimates for the rate of convergence in the global CLT for compound mixed Poisson distributions. Zbl 1414.60017
Shevtsova, I. G.
2018
On the order of random permutation with cycle weights. Zbl 1398.05013
Yakymiv, A. L.
2018
The $$I$$-function distribution and its extensions. Zbl 1404.62021
Vellaisamy, P.; Kataria, K. K.
2018
Goodness-of-fit tests based on sup-functionals of weighted empirical processes. Zbl 1404.62046
Stepanova, N.; Pavlenko, T.
2018
Fourier series expansion of stochastic measures. Zbl 1414.60037
2018
Hawkes graphs. Zbl 1390.60176
Embrechts, P.; Kirchner, M.
2018
Integro-local limit theorems for compound renewal processes. Zbl 1426.60110
Borovkov, A. A.
2018
The joint law of terminal values of a nonnegative submartingale and its compensator. Zbl 1434.60125
Gushchin, A. A.
2018
Asymptotic properties of one-step weighted $$M$$-estimators with applications to regression. Zbl 1396.62038
2018
On the spectrum of sample covariance matrices for time series. Zbl 1396.62219
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.
2018
Criteria of relative and stochastic compactness for distributions of sums of independent random variables. Zbl 1414.60029
Khartov, A. A.
2018
Poisson statistics of eigenvalues in the hierarchical Dyson model. Zbl 1414.60051
Bendikov, A.; Braverman, A.; Pike, J.
2018
On estimation of parameters in the case of discontinuous densities. Zbl 1404.62024
Borovkov, A. A.
2018
Massive excursions of Gaussian isotropic fields. Method of moments. Zbl 1414.60023
Piterbarg, V. I.
2018
Bounds for the concentration functions of random sums under relaxed moment conditions. Zbl 1388.60047
Korolev, V. Yu.; Dorofeeva, A. V.
2018
Geometry and probability. Zbl 1426.60012
Zorich, V. A.
2018
$$N$$-branching random walk with $$\alpha$$-stable spine. Zbl 1434.60247
Mallein, B.
2018
Characterizations of probability distributions through $$Q$$-independence. Zbl 1434.60063
Rao, B. L. S. Prakasa
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.
2017
Large deviations for the squared radial Ornstein-Uhlenbeck process. Zbl 1376.62049
du Roy de Chaumaray, M.
2017
On the time of reaching a high level by a transient random walk in a random environment. Zbl 1378.60070
Afanasyev, V. I.
2017
Explicit description of HARA forward utilities and their optimal portfolios. Zbl 1358.91090
Choulli, T.; Ma, J.
2017
Stochastic interpretation of quasilinear parabolic systems with cross diffusion. Zbl 1372.35136
Belopolskaya, Yana I.
2017
On the distribution of the first passage time of a random walk to an arbitrary remote boundary. Zbl 1378.60071
Borovkov, A. A.
2017
Generalization and refinement of the integro-local Stone theorem for sums of random vectors. Zbl 1377.60058
Borovkov, A. A.
2017
Conditional central limit theorem. Zbl 1377.60039
Bulinski, A. V.
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
2017
Binomial-$$\chi^2$$ vector random fields. Zbl 1376.60064
Ma, C.
2017
Probabilistic representation of a solution of the Cauchy problem for evolution equations with Riemann-Liouville operators. Zbl 1383.60055
Platonova, M. V.
2017
Extremal characteristics of statistical criteria with given total variation distances between hypotheses. Zbl 1380.62092
Savelov, M. P.
2017
Brownian bridges on random intervals. Zbl 1358.91105
Bedini, Matteo L.; Buckdahn, Rainer; Engelbert, Hans-Jürgen
2017
On an optimal stopping problem of an insider. Zbl 1386.60153
Bayraktar, E.; Zhou, Zh.
2017
On one integral representation of functionals of Brownian motion. Zbl 1386.60283
Glonti, O. A.; Purtukhia, O. G.
2017
Investment timing and quantity strategies under asymmetric information. Zbl 1358.91109
Cui, X.; Shibata, T.
2017
The distribution density of the commutant of random rotations of a three-dimensional Euclidean space. Zbl 1378.60018
Malyshev, F. M.
2017
Random permutations with prime lengths of cycles. Zbl 1378.60028
Timashev, A. N.
2017
Large deviation probabilities for the system $$\mathrm{M}/\mathrm{G}/1/\infty$$ with an unreliable server. Zbl 1378.60113
Aibatov, Serik
2017
Independent random variables in abelian groups with independent sum and difference. Zbl 1378.60017
Feldman, G. M.
2017
Small deviations of sums of correlated stationary Gaussian sequences. Zbl 1377.60048
Aurzada, F.; Lifshits, M. A.
2017
Ergodic and statistical properties of $$\mathcal B$$-free numbers. Zbl 1378.11084
Avdeeva, M.; Cellarosi, F.; Sinai, Ya. G.
2017
Reflected backward SDEs with general jumps. Zbl 1341.60054
Hamadène, S.; Ouknine, Y.
2016
A new perspective on the fundamental theorem of asset pricing for large financial markets. Zbl 1352.91035
Cuchiero, Christa; Klein, Irene; Teichmann, Josef
2016
Weak Lévy-Khintchine representation for weak infinite divisibility. Zbl 1331.60032
Jasiulis-Gołdyn, B. H.; Misiewicz, J. K.
2016
Fluctuations of linear eigenvalue statistics of random band matrices. Zbl 1348.15024
Jana, I.; Saha, K.; Soshnikov, A.
2016
Large deviation principles for trajectories of compound renewal processes. I. Zbl 1341.60009
Borovkov, A. A.; Mogulskii, A. A.
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.
2016
Refinement of Fisher’s one-step estimators in the case of slowly converging initial estimators. Zbl 1384.62074
2016
The small ball asymptotics in Hilbert norm for the Kac-Kiefer-Wolfowitz processes. Zbl 1347.60038
Nazarov, A. I.; Petrova, Y. P.
2016
Asymptotic expansions for the distributions of canonical $$V$$-statistics of third order. Zbl 1384.62050
Borisov, I. S.; Volodko, N. V.
2016
The structure of decomposable reduced branching processes. II: Functional limit theorems. Zbl 1337.60217
Vatutin, V. A.
2016
Processes that can be embedded in a geometric Brownian motion. Zbl 1341.60101
Gushchin, A. A.; Urusov, M. A.
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.
2016
...and 1031 more Documents
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#### Cited by 10,915 Authors

 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 19 Yin, Gang George 18 Deheuvels, Paul 18 Kutoyants, Yury A. 18 Maller, Ross Arthur 18 Peskir, Goran 18 Račkauskas, Alfredas Yurgevich 17 Bentkus, Vidmants-Kastytis 17 Cai, Tony Tony 17 Chen, Pingyan 17 D’yakonova, Elena Evgen’evna 17 Gombay, Edit 17 Kozubowski, Tomasz J. 17 Lotov, Vladimir Ivanovich 17 Pergamenshchikov, Sergeĭ Markovich 17 Pitman, Jim William 17 Veretennikov, Alexander Yu. 17 Wachtel, Vitali I. 17 Wu, Wei Biao 16 Farahmand, Kambiz 16 Guo, Xianping 16 Karatzas, Ioannis 16 Kohler, Michael 16 Koul, Hira Lal 16 Lepskiĭ, Oleg Vital’evich 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 ...and 10,815 more Authors
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#### Cited in 724 Journals

 598 Stochastic Processes and their Applications 557 Statistics & Probability Letters 352 Journal of Statistical Planning and Inference 332 Journal of Multivariate Analysis 282 Probability Theory and Related Fields 271 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 225 The Annals of Probability 224 The Annals of Statistics 224 Journal of Mathematical Sciences (New York) 223 Communications in Statistics. Theory and Methods 218 Journal of Theoretical Probability 196 Journal of Statistical Physics 191 Lithuanian Mathematical Journal 190 Journal of Econometrics 166 Journal of Mathematical Analysis and Applications 163 The Annals of Applied Probability 153 Theory of Probability and its Applications 148 Journal of Applied Probability 148 Bernoulli 142 Annals of the Institute of Statistical Mathematics 131 Stochastic Analysis and Applications 116 Journal of Soviet Mathematics 111 Advances in Applied Probability 110 Journal of Nonparametric Statistics 105 Communications in Mathematical Physics 94 Sequential Analysis 82 Electronic Journal of Statistics 81 Statistics 74 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 69 Queueing Systems 68 Journal of Mathematical Physics 68 Journal of Functional Analysis 66 Mathematical Notes 65 Stochastics 64 Mathematical Methods of Statistics 63 Journal of Time Series Analysis 62 Journal of Computational and Applied Mathematics 61 Discrete Mathematics and Applications 60 Metrika 59 Doklady Mathematics 59 Econometric Theory 57 Computational Statistics and Data Analysis 56 Ukrainian Mathematical Journal 56 Siberian Mathematical Journal 55 Transactions of the American Mathematical Society 54 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 53 Acta Applicandae Mathematicae 51 Applied Mathematics and Optimization 51 Theoretical Computer Science 50 Linear Algebra and its Applications 47 Insurance Mathematics & Economics 47 Automation and Remote Control 47 Methodology and Computing in Applied Probability 47 Stochastics and Dynamics 46 Stochastics 46 Electronic Journal of Probability 45 Test 44 Applied Mathematics and Computation 43 Discrete Applied Mathematics 43 Stochastic Models 41 Automatica 41 European Journal of Operational Research 41 Statistical Inference for Stochastic Processes 40 Extremes 38 Theory of Probability and Mathematical Statistics 38 Finance and Stochastics 37 Annales de l’Institut Henri Poincaré. Nouvelle Série. Section B. Calcul des Probabilités et Statistique 37 Statistical Papers 36 Discrete Mathematics 35 Theoretical and Mathematical Physics 35 Cybernetics and Systems Analysis 34 Annals of Operations Research 33 Journal of Combinatorial Theory. Series A 33 Journal of Differential Equations 32 Computers & Mathematics with Applications 32 Potential Analysis 32 Mathematical Finance 32 International Journal of Theoretical and Applied Finance 31 Proceedings of the American Mathematical Society 31 Journal of Statistical Computation and Simulation 31 Science China. Mathematics 30 Journal of Computer and System Sciences 30 Communications in Statistics. Simulation and Computation 28 Mathematical Proceedings of the Cambridge Philosophical Society 28 Kybernetika 28 SIAM Journal on Control and Optimization 28 Random Structures & Algorithms 27 Journal of Complexity 27 Mathematical and Computer Modelling 26 Israel Journal of Mathematics 25 Operations Research Letters 25 Discrete & Computational Geometry 25 Acta Mathematica Sinica. English Series 25 Quantitative Finance 25 Journal of the Korean Statistical Society 25 Proceedings of the Steklov Institute of Mathematics 25 Modern Stochastics. Theory and Applications 24 The Canadian Journal of Statistics 24 Mathematical Biosciences 24 Information Sciences ...and 624 more Journals
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#### Cited in 61 Fields

 7,340 Probability theory and stochastic processes (60-XX) 4,078 Statistics (62-XX) 943 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 679 Numerical analysis (65-XX) 545 Statistical mechanics, structure of matter (82-XX) 538 Operations research, mathematical programming (90-XX) 514 Computer science (68-XX) 470 Partial differential equations (35-XX) 447 Systems theory; control (93-XX) 368 Combinatorics (05-XX) 241 Dynamical systems and ergodic theory (37-XX) 220 Operator theory (47-XX) 215 Information and communication theory, circuits (94-XX) 214 Functional analysis (46-XX) 201 Measure and integration (28-XX) 199 Biology and other natural sciences (92-XX) 180 Ordinary differential equations (34-XX) 176 Quantum theory (81-XX) 151 Calculus of variations and optimal control; optimization (49-XX) 135 Harmonic analysis on Euclidean spaces (42-XX) 126 Linear and multilinear algebra; matrix theory (15-XX) 100 Real functions (26-XX) 95 Number theory (11-XX) 75 Global analysis, analysis on manifolds (58-XX) 72 Fluid mechanics (76-XX) 70 Approximations and expansions (41-XX) 67 Convex and discrete geometry (52-XX) 64 Integral equations (45-XX) 60 Abstract harmonic analysis (43-XX) 56 Mathematical logic and foundations (03-XX) 51 Special functions (33-XX) 45 Potential theory (31-XX) 38 Functions of a complex variable (30-XX) 37 Group theory and generalizations (20-XX) 35 Differential geometry (53-XX) 33 History and biography (01-XX) 29 Order, lattices, ordered algebraic structures (06-XX) 29 Integral transforms, operational calculus (44-XX) 27 Difference and functional equations (39-XX) 26 Topological groups, Lie groups (22-XX) 25 General topology (54-XX) 24 Mechanics of particles and systems (70-XX) 24 Geophysics (86-XX) 22 Mechanics of deformable solids (74-XX) 21 Classical thermodynamics, heat transfer (80-XX) 20 Sequences, series, summability (40-XX) 11 Field theory and polynomials (12-XX) 10 Nonassociative rings and algebras (17-XX) 9 General and overarching topics; collections (00-XX) 9 Algebraic geometry (14-XX) 7 Commutative algebra (13-XX) 6 Associative rings and algebras (16-XX) 6 Several complex variables and analytic spaces (32-XX) 5 Relativity and gravitational theory (83-XX) 4 Astronomy and astrophysics (85-XX) 3 Geometry (51-XX) 3 Manifolds and cell complexes (57-XX) 2 Category theory; homological algebra (18-XX) 2 Mathematics education (97-XX) 1 Algebraic topology (55-XX) 1 Optics, electromagnetic theory (78-XX)