Nagaev, S. V. Letter to the editors. Correction to: “An alternative method of the proof of the ergodic theorem for general Markov chains”. (English. Russian original) Zbl 1525.60092 Theory Probab. Appl. 67, No. 3, 498 (2022); translation from Teor. Veroyatn. Primen. 67, No. 3, 622 (2022). MSC: 60J10 37A30 60F05 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Theory Probab. Appl. 67, No. 3, 498 (2022; Zbl 1525.60092); translation from Teor. Veroyatn. Primen. 67, No. 3, 622 (2022) Full Text: DOI
Nagaev, Sergeĭ Viktorovich On the accuracy of approximation of the binomial distribution by the Poisson law. (Russian) Zbl 1508.60018 Mat. Tr. 24, No. 2, 122-149 (2021). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60E05 60E10 60-08 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Mat. Tr. 24, No. 2, 122--149 (2021; Zbl 1508.60018) Full Text: DOI MNR
Nagaev, S. V. An alternative method of the proof of the ergodic theorem for general Markov chains. (English. Russian original) Zbl 1522.60061 Theory Probab. Appl. 66, No. 3, 364-375 (2021); translation from Teor. Veroyatn. Primen. 66, No. 3, 454-467 (2021); correction ibid. 67, No. 3, 498 (2022). MSC: 60J10 37A30 60F05 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Theory Probab. Appl. 66, No. 3, 364--375 (2021; Zbl 1522.60061); translation from Teor. Veroyatn. Primen. 66, No. 3, 454--467 (2021); correction ibid. 67, No. 3, 498 (2021) Full Text: DOI
Nagaev, S. V. An estimate for the sum of the Spitzer series and its generalization. (English. Russian original) Zbl 1469.60141 Theory Probab. Appl. 66, No. 1, 89-104 (2021); translation from Teor. Veroyatn. Primen. 66, No. 1, 110-128 (2021). MSC: 60G50 60F05 60F15 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Theory Probab. Appl. 66, No. 1, 89--104 (2021; Zbl 1469.60141); translation from Teor. Veroyatn. Primen. 66, No. 1, 110--128 (2021) Full Text: DOI
Nagaev, S. V. The central limit theorem for Markov chains with general state space. (Russian, English) Zbl 1438.60098 Mat. Tr. 21, No. 1, 73-124 (2018); translation in Sib. Adv. Math. 28, No. 4, 265-302 (2018). MSC: 60J05 60F05 47A35 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Mat. Tr. 21, No. 1, 73--124 (2018; Zbl 1438.60098); translation in Sib. Adv. Math. 28, No. 4, 265--302 (2018) Full Text: DOI
Nagaev, S. V. The Berry-Esseen bound for general Markov chains. (English) Zbl 1419.60053 J. Math. Sci., New York 234, No. 6, 829-846 (2018). MSC: 60J05 60F05 PDFBibTeX XMLCite \textit{S. V. Nagaev}, J. Math. Sci., New York 234, No. 6, 829--846 (2018; Zbl 1419.60053) Full Text: DOI
Nagaev, S. V.; Chebotarev, V. I. On large deviations for sums of i.i.d. Bernoulli random variables. (English) Zbl 1419.60025 J. Math. Sci., New York 234, No. 6, 816-828 (2018). MSC: 60F10 PDFBibTeX XMLCite \textit{S. V. Nagaev} and \textit{V. I. Chebotarev}, J. Math. Sci., New York 234, No. 6, 816--828 (2018; Zbl 1419.60025) Full Text: DOI
Zolotukhin, Anatolii; Nagaev, Sergei; Chebotarev, Vladimir On a bound of the absolute constant in the Berry-Esseen inequality for i.i.d. Bernoulli random variables. (English) Zbl 1412.60048 Mod. Stoch., Theory Appl. 5, No. 3, 385-410 (2018). MSC: 60F05 65C50 PDFBibTeX XMLCite \textit{A. Zolotukhin} et al., Mod. Stoch., Theory Appl. 5, No. 3, 385--410 (2018; Zbl 1412.60048) Full Text: DOI arXiv
Nagaev, Sergey V. The spectral method and the central limit theorem for general Markov chains. (English. Russian original) Zbl 1390.60269 Izv. Math. 81, No. 6, 1168-1211 (2017); translation from Izv. Ross. Akad. Nauk, Ser. Mat. 81, No. 6, 114-157 (2017). Reviewer: Andrew Wade (Durham) MSC: 60J10 47A35 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Izv. Math. 81, No. 6, 1168--1211 (2017; Zbl 1390.60269); translation from Izv. Ross. Akad. Nauk, Ser. Mat. 81, No. 6, 114--157 (2017) Full Text: DOI
Nagaev, S. V. The spectral method and the central limit theorem for general Markov chains. (English) Zbl 1379.37007 J. Math. Sci., New York 218, No. 2, 216-230 (2016). MSC: 37A30 60J05 60F05 PDFBibTeX XMLCite \textit{S. V. Nagaev}, J. Math. Sci., New York 218, No. 2, 216--230 (2016; Zbl 1379.37007) Full Text: DOI
Lazovskaya, T. V.; Nagaev, S. V. Problems in calculating moments and distribution functions of ladder heights. (English) Zbl 1353.65011 J. Math. Sci., New York 218, No. 2, 195-207 (2016). MSC: 65C50 60F05 60E10 PDFBibTeX XMLCite \textit{T. V. Lazovskaya} and \textit{S. V. Nagaev}, J. Math. Sci., New York 218, No. 2, 195--207 (2016; Zbl 1353.65011) Full Text: DOI
Nagaev, S. V.; Chebotarev, V. I.; Zolotukhin, A. Ya. A non-uniform bound of the remainder term in the central limit theorem for Bernoulli random variables. (English) Zbl 1335.60026 J. Math. Sci., New York 214, No. 1, 83-100 (2016). MSC: 60F05 PDFBibTeX XMLCite \textit{S. V. Nagaev} et al., J. Math. Sci., New York 214, No. 1, 83--100 (2016; Zbl 1335.60026) Full Text: DOI
Nagaev, S. V. Probabilistic inequalities for the Galton-Watson processes. (English. Russian original) Zbl 1376.60077 Theory Probab. Appl. 59, No. 4, 611-640 (2015); translation from Teor. Veroyatn. Primen. 59, No. 4, 693-726 (2014). MSC: 60J80 60E15 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Theory Probab. Appl. 59, No. 4, 611--640 (2015; Zbl 1376.60077); translation from Teor. Veroyatn. Primen. 59, No. 4, 693--726 (2014) Full Text: DOI
Nagaev, S. V. Local renewal theorems in the absence of an expectation. (English) Zbl 1325.60142 Theory Probab. Appl. 59, No. 3, 388-414 (2015); translation from Teor. Veroyatn. Primen. 59, No. 3, 468–498 (2015). MSC: 60K05 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Theory Probab. Appl. 59, No. 3, 388--414 (2015; Zbl 1325.60142); translation from Teor. Veroyatn. Primen. 59, No. 3, 468--498 (2015) Full Text: DOI
Nagaev, S. V. The spectral method and the central limit theorem for general Markov chains. (English. Russian original) Zbl 1319.60046 Dokl. Math. 91, No. 1, 56-59 (2015); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 460, No. 3, 275-278 (2015). MSC: 60F05 60J05 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Dokl. Math. 91, No. 1, 56--59 (2015; Zbl 1319.60046); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 460, No. 3, 275--278 (2015) Full Text: DOI
Nagaev, S. V. The spectral method and ergodic theorems for general Markov chains. (English. Russian original) Zbl 1326.60106 Izv. Math. 79, No. 2, 311-345 (2015); translation from Izv. Ross. Akad. Nauk, Ser. Mat 79, No. 2, 101-136 (2015). MSC: 60J05 47A35 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Izv. Math. 79, No. 2, 311--345 (2015; Zbl 1326.60106); translation from Izv. Ross. Akad. Nauk, Ser. Mat 79, No. 2, 101--136 (2015) Full Text: DOI
Nagaev, S. V. The ergodic theorems for Markov chains with an arbitrary phase space. (English. Russian original) Zbl 1329.60247 Dokl. Math. 88, No. 3, 684-686 (2013); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 453, No. 3, 262-264 (2013). MSC: 60J05 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Dokl. Math. 88, No. 3, 684--686 (2013; Zbl 1329.60247); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 453, No. 3, 262--264 (2013) Full Text: DOI
Nagaev, S. V. Local reconstruction theorem in the absence of mathematical expectation. (English. Russian summary) Zbl 1267.60047 Dokl. Math. 86, No. 3, 831-833 (2012); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 447, No. 5, 490-492 (2012). Reviewer: Allan Gut (Uppsala) MSC: 60G50 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Dokl. Math. 86, No. 3, 831--833 (2012; Zbl 1267.60047); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 447, No. 5, 490--492 (2012) Full Text: DOI
Nagaev, S. V.; Chebotarev, V. I. On the bound of proximity of the binomial distribution to the normal one. (English. Russian original) Zbl 1260.60038 Theory Probab. Appl. 56, No. 2, 213-239 (2012); translation from Teor. Veroyatn. Primen. 56, No. 2, 248-278 (2011). MSC: 60F05 PDFBibTeX XMLCite \textit{S. V. Nagaev} and \textit{V. I. Chebotarev}, Theory Probab. Appl. 56, No. 2, 213--239 (2012; Zbl 1260.60038); translation from Teor. Veroyatn. Primen. 56, No. 2, 248--278 (2011) Full Text: DOI
Nagaev, S. V. Renewal theorems in the case of attraction to the stable law with characteristic exponent smaller than unity. (English) Zbl 1265.60165 Ann. Math. Inform. 39, 173-191 (2012). MSC: 60K05 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Ann. Math. Inform. 39, 173--191 (2012; Zbl 1265.60165) Full Text: Link
Nagaev, S. V. The renewal theorem in the absence of power moments. (English. Russian original) Zbl 1238.60094 Theory Probab. Appl. 56, No. 1, 166-175 (2012); translation from Teor. Veroyatn. Primen. 56, No. 1, 188-197 (2011). MSC: 60K05 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Theory Probab. Appl. 56, No. 1, 166--175 (2012; Zbl 1238.60094); translation from Teor. Veroyatn. Primen. 56, No. 1, 188--197 (2011) Full Text: DOI
Nagaev, S. V.; Chebotarev, V. I. On the bound of proximity of the binomial distribution to the normal one. (English. Russian original) Zbl 1233.60015 Dokl. Math. 83, No. 1, 19-21 (2011); translation from Dokl. Akad. Nauk 436, No. 1, 26-28 (2011). MSC: 60F05 60E15 PDFBibTeX XMLCite \textit{S. V. Nagaev} and \textit{V. I. Chebotarev}, Dokl. Math. 83, No. 1, 19--21 (2011; Zbl 1233.60015); translation from Dokl. Akad. Nauk 436, No. 1, 26--28 (2011) Full Text: DOI
Nagaev, S. V. On sufficient conditions for subexponentiality. (English. Russian original) Zbl 1215.60011 Theory Probab. Appl. 55, No. 1, 153-164 (2011); translation from Teor. Veroyatn. Primen. 55, No. 1, 176-186 (2010). MSC: 60E05 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Theory Probab. Appl. 55, No. 1, 153--164 (2011; Zbl 1215.60011); translation from Teor. Veroyatn. Primen. 55, No. 1, 176--186 (2010) Full Text: DOI
Nagaev, S. V. Exact expressions for the moments of ladder heights. (English. Russian original) Zbl 1219.60047 Sib. Math. J. 51, No. 4, 675-695 (2010); translation from Sib. Mat. Zh. 51, No. 4, 848-870 (2010). Reviewer: Göran Högnäs (Åbo) MSC: 60G50 60E10 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Sib. Math. J. 51, No. 4, 675--695 (2010; Zbl 1219.60047); translation from Sib. Mat. Zh. 51, No. 4, 848--870 (2010) Full Text: DOI
Nagaev, S. V. A new proof of the absolute convergence of the Spitzer series. (English. Russian original) Zbl 1197.60045 Theory Probab. Appl. 54, No. 1, 151-154 (2009); translation from Teor. Veroyatn. Primen. 54, No. 1, 149-152 (2009). MSC: 60G50 60F99 60F05 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Theory Probab. Appl. 54, No. 1, 151--154 (2009; Zbl 1197.60045); translation from Teor. Veroyatn. Primen. 54, No. 1, 149--152 (2009) Full Text: DOI
Nagaev, S. V. On sufficient conditions for subexponentiality. (English. Russian original) Zbl 1184.62013 Dokl. Math. 80, No. 2, 697-700 (2009); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 428, No. 3, 313-316 (2009). Reviewer: Aurel Spătaru (Bucureşti) MSC: 62E10 60E05 62G32 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Dokl. Math. 80, No. 2, 697--700 (2009; Zbl 1184.62013); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 428, No. 3, 313--316 (2009) Full Text: DOI
Nagaev, S. V. Formula for the Laplace transform of the projection of a distribution on the positive semiaxis and some of its applications. (English. Russian original) Zbl 1219.60013 Math. Notes 84, No. 5, 688-702 (2008); translation from Mat. Zametki 84, No. 5, 741-754 (2008). MSC: 60E10 44A10 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Math. Notes 84, No. 5, 688--702 (2008; Zbl 1219.60013); translation from Mat. Zametki 84, No. 5, 741--754 (2008) Full Text: DOI
Nagaev, S. V. Exact expressions for moments of ladder heights. (English. Russian original) Zbl 1232.60034 Dokl. Math. 78, No. 3, 916-919 (2008); translation from Dokl. Akad. Nauk., Ross. Akad. Nauk. 423, No. 6, 733-736 (2008). Reviewer: Aleksander Iksanov (Kiev) MSC: 60G50 60E10 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Dokl. Math. 78, No. 3, 916--919 (2008; Zbl 1232.60034); translation from Dokl. Akad. Nauk., Ross. Akad. Nauk. 423, No. 6, 733--736 (2008) Full Text: DOI
Nagaev, S. V.; Vakhtel’, V. I. On sums of independent random variables without power moments. (Russian, English) Zbl 1224.60099 Sib. Mat. Zh. 49, No. 6, 1369-1380 (2008); translation in Sib. Math. J. 49, No. 6, 1091-1100 (2008). MSC: 60G50 PDFBibTeX XMLCite \textit{S. V. Nagaev} and \textit{V. I. Vakhtel'}, Sib. Mat. Zh. 49, No. 6, 1369--1380 (2008; Zbl 1224.60099); translation in Sib. Math. J. 49, No. 6, 1091--1100 (2008) Full Text: EuDML EMIS
Nagaev, Sergey V. Asymptotic formulas for probabilities of large deviations of ladder heights. (English) Zbl 1199.60064 Theory Stoch. Process. 14(30), No. 1, 100-116 (2008). MSC: 60F10 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Theory Stoch. Process. 14(30), No. 1, 100--116 (2008; Zbl 1199.60064)
Nagaev, S. V. Formula for the Laplace transform of the projection of a distribution on the positive half-line and some of its applications. (English. Russian original) Zbl 1176.60011 Dokl. Math. 76, No. 3, 872-875 (2007); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 417, No. 3, 319-322 (2007). Reviewer: Kun Soo Chang (Seoul) MSC: 60E10 44A10 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Dokl. Math. 76, No. 3, 872--875 (2007; Zbl 1176.60011); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 417, No. 3, 319--322 (2007) Full Text: DOI
Nagaev, S. V.; Wachtel, V. The critical Galton-Watson process without further power moments. (English) Zbl 1141.60049 J. Appl. Probab. 44, No. 3, 753-769 (2007). Reviewer: Heinrich Hering (Rockenberg) MSC: 60J80 60F05 PDFBibTeX XMLCite \textit{S. V. Nagaev} and \textit{V. Wachtel}, J. Appl. Probab. 44, No. 3, 753--769 (2007; Zbl 1141.60049) Full Text: DOI
Nagaev, S. V. On probability and moment inequalities for supermartingales and martingales. (English. Russian original) Zbl 1122.60046 Theory Probab. Appl. 51, No. 2, 367-377 (2007); translation from Teor. Veroyatn. Primen. 51, No. 2, 391-400 (2006). MSC: 60G48 60E15 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Theory Probab. Appl. 51, No. 2, 367--377 (2007; Zbl 1122.60046); translation from Teor. Veroyatn. Primen. 51, No. 2, 391--400 (2006) Full Text: DOI
Nagaev, S. V. On probability and moment inequalities for supermartingales and martingales. (English) Zbl 1133.60019 Acta Appl. Math. 97, No. 1-3, 151-162 (2007). Reviewer: Klaus Schürger (Bonn) MSC: 60G42 60E15 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Acta Appl. Math. 97, No. 1--3, 151--162 (2007; Zbl 1133.60019) Full Text: DOI Link
Nagaev, S. V.; Vakhtel, V. I. On sums of independent random variables without power moments. (English. Russian original) Zbl 1153.60024 Dokl. Math. 74, No. 2, 683-685 (2006); translation from Dokl. Akad. Nauk., Ross. Akad. Nauk. 410, No. 3, 318-320 (2006). Reviewer: V. M. Kruglov (Moskva) MSC: 60G50 PDFBibTeX XMLCite \textit{S. V. Nagaev} and \textit{V. I. Vakhtel}, Dokl. Math. 74, No. 2, 683--685 (2006; Zbl 1153.60024); translation from Dokl. Akad. Nauk., Ross. Akad. Nauk. 410, No. 3, 318--320 (2006) Full Text: DOI
Nagaev, S. V.; Vakhtel, V. I. On the local limit theorem for a critical Galton-Watson process. (English. Russian original) Zbl 1116.60047 Theory Probab. Appl. 50, No. 3, 400-419 (2006); translation from Teor. Veroyatn. Primen. 50, No. 3, 457-479 (2005). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60J80 PDFBibTeX XMLCite \textit{S. V. Nagaev} and \textit{V. I. Vakhtel}, Theory Probab. Appl. 50, No. 3, 400--419 (2006; Zbl 1116.60047); translation from Teor. Veroyatn. Primen. 50, No. 3, 457--479 (2005) Full Text: DOI
Kharchenko, V. P.; Nagaev, S. V.; Kukush, A. G.; Knakovskaya, E. A.; Dotsenko, S. I. Determination of sample size in a rare event simulation method. (English. Russian original) Zbl 1100.65009 Cybern. Syst. Anal. 42, No. 1, 65-74 (2006); translation from Kibern. Sist. Anal. 2006, No. 1, 76-86 (2006). MSC: 65C50 60G35 PDFBibTeX XMLCite \textit{V. P. Kharchenko} et al., Cybern. Syst. Anal. 42, No. 1, 65--74 (2006; Zbl 1100.65009); translation from Kibern. Sist. Anal. 2006, No. 1, 76--86 (2006) Full Text: DOI
Nagaev, A.; Tsitsiashvili, G. Tail asymptotics of the \(n\)th convolution of super-exponential distributions. (English) Zbl 1090.60018 Stat. Probab. Lett. 76, No. 9, 861-870 (2006). MSC: 60E99 60F10 PDFBibTeX XMLCite \textit{A. Nagaev} and \textit{G. Tsitsiashvili}, Stat. Probab. Lett. 76, No. 9, 861--870 (2006; Zbl 1090.60018) Full Text: DOI
Nagaev, S. V.; Vakhtel, V. Probability inequalities for a critical Galton-Watson process. (English. Russian original) Zbl 1331.60173 Theory Probab. Appl. 50, No. 2, 225-247 (2006); translation from Teor. Veroyatn. Primen. 50, No. 2, 266-291 (2005). MSC: 60J80 PDFBibTeX XMLCite \textit{S. V. Nagaev} and \textit{V. Vakhtel}, Theory Probab. Appl. 50, No. 2, 225--247 (2006; Zbl 1331.60173); translation from Teor. Veroyatn. Primen. 50, No. 2, 266--291 (2005) Full Text: DOI
Nagaev, S. V. On large deviations of a self-normalized sum. (English. Russian original) Zbl 1090.60027 Theory Probab. Appl. 49, No. 4, 704-713 (2005); translation from Teor. Veroyatn. Primen. 49, No. 4, 794-802 (2004). MSC: 60F10 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Theory Probab. Appl. 49, No. 4, 704--713 (2005; Zbl 1090.60027); translation from Teor. Veroyatn. Primen. 49, No. 4, 794--802 (2004) Full Text: DOI
Nagaev, S. V.; Chebotarev, V. I. On the accuracy of Gaussian approximation in a Hilbert space. (English. Russian original) Zbl 1125.60300 Sib. Adv. Math. 15, No. 1, 11-73 (2005); translation from Mat. Tr. 7, No. 1, 91-152 (2004). Reviewer: D. A. Korshunov (Novosibirsk) MSC: 60B05 60G15 PDFBibTeX XMLCite \textit{S. V. Nagaev} and \textit{V. I. Chebotarev}, Mat. Tr. 7, No. 1, 91--152 (2004; Zbl 1125.60300); translation from Mat. Tr. 7, No. 1, 91--152 (2004)
Nagaev, A. V.; Nagaev, S. A. Risk-free approach of the European-type vendor with a smooth payoff function. (Russian) Zbl 1048.91045 Èkon. Mat. Metody 40, No. 1, 105-115 (2004). Reviewer: Elena Glukhova (Moskva) MSC: 91B24 91B74 91B30 PDFBibTeX XMLCite \textit{A. V. Nagaev} and \textit{S. A. Nagaev}, Èkon. Mat. Metody 40, No. 1, 105--115 (2004; Zbl 1048.91045)
Nagaev, S. V.; Vakhtel’, V. I. Limit theorems for probabilities of large deviations of a Galton-Watson process. (English. Russian original) Zbl 1102.60316 Discrete Math. Appl. 13, No. 1, 1-26 (2003); translation from Diskretn. Mat. 15, No. 1, 3-27 (2003). MSC: 60J80 60F10 PDFBibTeX XMLCite \textit{S. V. Nagaev} and \textit{V. I. Vakhtel'}, Discrete Math. Appl. 13, No. 1, 1--26 (2003; Zbl 1102.60316); translation from Diskretn. Mat. 15, No. 1, 3--27 (2003) Full Text: DOI
Nagaev, S. V. On probability and moment inequalities for supermartingales and martingales. (English) Zbl 1043.60034 Acta Appl. Math. 79, No. 1-2, 35-46 (2003). Reviewer: Alexander Gushchin (Moskva) MSC: 60G42 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Acta Appl. Math. 79, No. 1--2, 35--46 (2003; Zbl 1043.60034) Full Text: DOI
Nagaev, A. V.; Nagaev, S. A. Asymptotics of riskless profit under selling of discrete time call options. (English) Zbl 1055.91031 Appl. Math. 30, No. 2, 173-191 (2003). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91G20 91B30 62P05 60F17 60G50 PDFBibTeX XMLCite \textit{A. V. Nagaev} and \textit{S. A. Nagaev}, Appl. Math. 30, No. 2, 173--191 (2003; Zbl 1055.91031) Full Text: DOI
Nagaev, S. V. The Berry-Esseen bound for self-normalized sums. (English) Zbl 1046.60020 Sib. Adv. Math. 12, No. 3, 79-125 (2002). Reviewer: A. A. Mogul’skij (Novosibirsk) MSC: 60F05 60F15 60G50 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Sib. Adv. Math. 12, No. 3, 79--125 (2002; Zbl 1046.60020)
Nagaev, S. A. On stability of continuous time models of a financial market. (English) Zbl 1037.91054 J. Math. Sci., New York 111, No. 3, 3592-3600 (2002). Reviewer: José Lúis Fernandez Perez (Madrid) MSC: 91G10 60J65 PDFBibTeX XMLCite \textit{S. A. Nagaev}, J. Math. Sci., New York 111, No. 3, 3592--3600 (2002; Zbl 1037.91054) Full Text: DOI
Nagaev, S. V. Lower bounds for probabilities of large deviations of sums of independent random variables. (English. Russian original) Zbl 1034.60032 Theory Probab. Appl. 46, No. 4, 728-735 (2001); translation from Teor. Veroyatn. Primen. 46, No. 4, 785-792 (2001). Reviewer: Zdzislaw Rychlik (Lublin) MSC: 60F10 60G50 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Theory Probab. Appl. 46, No. 4, 728--735 (2001; Zbl 1034.60032); translation from Teor. Veroyatn. Primen. 46, No. 4, 785--792 (2001) Full Text: DOI
Nagaev, S. V. Lower bounds on large deviation probabilities for sums of independent random variables. (English) Zbl 1014.60022 Balakrishnan, N. (ed.) et al., Asymptotic methods in probability and statistics with applications. Papers from the international conference, St. Petersburg, Russia, June 24-28, 1998. Boston, MA: Birkhäuser. 277-295 (2001). MSC: 60F10 60G50 PDFBibTeX XMLCite \textit{S. V. Nagaev}, in: Asymptotic methods in probability and statistics with applications. Papers from the international conference, St. Petersburg, Russia, June 24--28, 1998. Boston, MA: Birkhäuser. 277--295 (2001; Zbl 1014.60022)
Nagaev, S. V. Lower bounds on large deviation probabilities for sums of independent random variables. (English. Russian original) Zbl 0990.60022 Theory Probab. Appl. 46, No. 1, 79-102 (2001); translation from Teor. Veroyatn. Primen. 46, No. 1, 50-73 (2001). MSC: 60F10 60G50 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Theory Probab. Appl. 46, No. 1, 79--102 (2001; Zbl 0990.60022); translation from Teor. Veroyatn. Primen. 46, No. 1, 50--73 (2001) Full Text: DOI
Kagan, Abram; Nagaev, Sergei How many moments can be estimated from a large sample? (English) Zbl 0999.62019 Stat. Probab. Lett. 55, No. 1, 99-105 (2001). MSC: 62F12 PDFBibTeX XMLCite \textit{A. Kagan} and \textit{S. Nagaev}, Stat. Probab. Lett. 55, No. 1, 99--105 (2001; Zbl 0999.62019) Full Text: DOI
Nagaev, S. V. On probability and moment inequalities for dependent random variables. (English. Russian original) Zbl 0981.60005 Theory Probab. Appl. 45, No. 1, 152-160 (2000); translation from Teor. Veroyatn. Primen. 45, No. 1, 194-204 (2000). Reviewer: Andreas N.Philippou (Nicosia) MSC: 60E10 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Theory Probab. Appl. 45, No. 1, 152--160 (2000; Zbl 0981.60005); translation from Teor. Veroyatn. Primen. 45, No. 1, 194--204 (2000) Full Text: DOI
Nagaev, S. V.; Nedorezov, L. V.; Vakhtel’, V. I. A probabilistic discrete-continuous model of the dynamics of the quantity of an isolated population. (Russian) Zbl 0937.92024 Sib. Zh. Ind. Mat. 2, No. 2, 147-152 (1999). Reviewer: V.V.Gorshkov (Novosibirsk) MSC: 92D25 PDFBibTeX XMLCite \textit{S. V. Nagaev} et al., Sib. Zh. Ind. Mat. 2, No. 2, 147--152 (1999; Zbl 0937.92024)
Nagaev, S. V.; Chebotarev, V. I. On the accuracy of Gaussian approximation in Hilbert space. (English) Zbl 0952.60016 Acta Appl. Math. 58, No. 1-3, 189-215 (1999). Reviewer: O.Lipovan (Timişoara) MSC: 60B12 PDFBibTeX XMLCite \textit{S. V. Nagaev} and \textit{V. I. Chebotarev}, Acta Appl. Math. 58, No. 1--3, 189--215 (1999; Zbl 0952.60016) Full Text: DOI
Nagaev, S. V. An analytic approach to the Markov chains recursive in the sense of Harris, and the Berry-Esseen estimate. (English. Russian original) Zbl 0967.60072 Dokl. Math. 57, No. 2, 264-266 (1998); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 359, No. 5, 590-592 (1998). Reviewer: M.Quine (Sydney) MSC: 60J05 60F05 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Dokl. Math. 57, No. 2, 590--592 (1998; Zbl 0967.60072); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 359, No. 5, 590--592 (1998)
Nagaev, S. V. Concentration functions and the accuracy of approximation by infinitely divisible laws in a Hilbert space. (English. Russian original) Zbl 0984.60011 Dokl. Math. 57, No. 2, 254-256 (1998); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 359, No. 4, 461-463 (1998). Reviewer: Dongsheng Tu (Kingston) MSC: 60B11 60E07 60F05 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Dokl. Math. 57, No. 2, 461--463 (1998; Zbl 0984.60011); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 359, No. 4, 461--463 (1998)
Nagaev, S. V.; Presman, E. L. On the iterated logarithm law in a control problem. (English. Russian original) Zbl 0954.60024 Theory Probab. Appl. 43, No. 2, 288-293 (1998); translation from Teor. Veroyatn. Primen. 43, No. 2, 364-369 (1998). MSC: 60F10 93E20 PDFBibTeX XMLCite \textit{S. V. Nagaev} and \textit{E. L. Presman}, Theory Probab. Appl. 43, No. 2, 288--293 (1998; Zbl 0954.60024); translation from Teor. Veroyatn. Primen. 43, No. 2, 364--369 (1998) Full Text: DOI
Nagaev, A. V.; Nagaev, S. A. Applied aspects of the theory of mathematical options. (Russian) Zbl 1075.91551 Obozr. Prikl. Prom. Mat. 4, No. 4, 719-732 (1997). MSC: 91G20 PDFBibTeX XMLCite \textit{A. V. Nagaev} and \textit{S. A. Nagaev}, Obozr. Prikl. Prom. Mat. 4, No. 4, 719--732 (1997; Zbl 1075.91551)
Nagaev, S. V. Error estimates of approximation by stable laws. I. (English. Russian original) Zbl 0923.60037 Theory Probab. Math. Stat. 56, 151-165 (1998); translation from Teor. Jmovirn. Mat. Stat. 56, 145-160 (1997). Reviewer: A.V.Swishchuk (Kyïv) MSC: 60F10 60E05 60E07 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Teor. Ĭmovirn. Mat. Stat. 56, 145--160 (1997; Zbl 0923.60037); translation from Teor. Jmovirn. Mat. Stat. 56, 145--160 (1997)
Nagaev, S. V. Some refinements of probabilistic and moment inequalities. (English. Russian original) Zbl 0923.60023 Theory Probab. Appl. 42, No. 4, 707-713 (1997); translation from Teor. Veroyatn. Primen. 42, No. 4, 832-838 (1997). Reviewer: Alexander Gushchin (Moskva) MSC: 60E15 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Teor. Veroyatn. Primen. 42, No. 4, 832--838 (1997; Zbl 0923.60023); translation from Teor. Veroyatn. Primen. 42, No. 4, 832--838 (1997) Full Text: DOI Link
Nagaev, S. V. Probabilistic inequalities for sums of independent random variables in terms of truncated pseudomoments. (English. Russian original) Zbl 0923.60035 Theory Probab. Appl. 42, No. 3, 520-528 (1997); translation from Teor. Veroyatn. Primen. 42, No. 3, 615-623 (1997). Reviewer: Alexander Gushchin (Moskva) MSC: 60F10 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Teor. Veroyatn. Primen. 42, No. 3, 615--623 (1997; Zbl 0923.60035); translation from Teor. Veroyatn. Primen. 42, No. 3, 615--623 (1997) Full Text: DOI Link
Nagaev, Sergei On accuracy of approximation in central limit theorem. (English) Zbl 0869.60016 Ibragimov, I. A. (ed.) et al., Probability theory and mathematical statistics. Lectures presented at the semester held in St. Petersburg, Russia, March 2–April 23, 1993. Amsterdam: Gordon and Breach Publishers. 95-108 (1996). Reviewer: S.Nagaev (Novosibirsk) MSC: 60F05 60G50 PDFBibTeX XMLCite \textit{S. Nagaev}, in: Probability theory and mathematical statistics. Lectures presented at the semester held in St. Petersburg, Russia, March 2--April 23, 1993. Amsterdam: Gordon and Breach Publishers. 95--108 (1996; Zbl 0869.60016)
Nagaev, S. V. Some refinements of probability inequalities. (Russian) Zbl 0894.60019 Vestn. Mosk. Univ., Ser. I 1996, No. 6, 64-66 (1996). Reviewer: R.K.Azimov (Andizhan) MSC: 60E15 60F10 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Vestn. Mosk. Univ., Ser. I 1996, No. 6, 64--66 (1996; Zbl 0894.60019)
Metrikin, V. S.; Nagaev, R. F.; Stepanova, V. V. Periodic and stochastic self-excited oscillations in a system with hereditary-type dry friction. (English. Russian original) Zbl 0948.70525 J. Appl. Math. Mech. 60, No. 5, 845-850 (1996); translation from Prikl. Mat. Mekh. 60, No. 5, 859-864 (1996). MSC: 70K40 70L05 PDFBibTeX XMLCite \textit{V. S. Metrikin} et al., J. Appl. Math. Mech. 60, No. 5, 845--850 (1996; Zbl 0948.70525); translation from Prikl. Mat. Mekh. 60, No. 5, 859--864 (1996) Full Text: DOI
Nagaev, S. V. Some refinements of probability inequalities. (English. Russian original) Zbl 0908.60003 Mosc. Univ. Math. Bull. 51, No. 6, 44-46 (1996); translation from Vestn. Mosk. Univ., Ser. I 1996, No. 6, 64-66 (1996). MSC: 60E15 60F10 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Mosc. Univ. Math. Bull. 51, No. 6, 64--66 (1996; Zbl 0908.60003); translation from Vestn. Mosk. Univ., Ser. I 1996, No. 6, 64--66 (1996)
Nagaev, S. V.; Khodzhabagyan, S. S. On an estimate of the concentration function of sums of independent random variables. (English. Russian original) Zbl 0892.60032 Theory Probab. Appl. 41, No. 3, 560-569 (1996); translation from Teor. Veroyatn. Primen. 41, No. 3, 655-665 (1996). Reviewer: A.V.Bulinskij (Moskva) MSC: 60F05 PDFBibTeX XMLCite \textit{S. V. Nagaev} and \textit{S. S. Khodzhabagyan}, Theory Probab. Appl. 41, No. 3, 560--569 (1996; Zbl 0892.60032); translation from Teor. Veroyatn. Primen. 41, No. 3, 655--665 (1996)
Nagaev, A. V.; Shkol’nik, S. M. Asymptotic properties of symmetric stable distributions with small index. (English) Zbl 0853.60012 J. Math. Sci., New York 76, No. 2, 2299-2306 (1995). Reviewer: R.Yanushkevichius (Vilnius) MSC: 60E07 60F05 PDFBibTeX XMLCite \textit{A. V. Nagaev} and \textit{S. M. Shkol'nik}, J. Math. Sci., New York 76, No. 2, 2299--2306 (1995; Zbl 0853.60012) Full Text: DOI
Nagaev, S. V. On a model of a random walk. (English) Zbl 1029.60513 Àrato, M. (ed.) et al., New trends in probability and mathematical statistics. Proceedings of the second Ukrainian-Hungarian conference, Mukachevo, Ukraine, September 25-October 1, 1992. Kiev: TViMS. Teor. Veroyatn. Mat. Stat./Probab. Theory Math. Stat. 2, 223-226 (1995). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 60G50 60J10 PDFBibTeX XMLCite \textit{S. V. Nagaev}, in: New trends in probability and mathematical statistics. Proceedings of the second Ukrainian-Hungarian conference, Mukachevo, Ukraine, September 25--October 1, 1992. Kiev: TViMS. 223--226 (1995; Zbl 1029.60513)
Nagaev, S. On accuracy of approximation with stable laws. (English) Zbl 0851.60018 Grigelionis, B. (ed.) et al., Probability theory and mathematical statistics. Proceedings of the sixth Vilnius conference, Vilnius, Lithuania, June 28 - July 3, 1993. Utrecht: VSP. 591-604 (1994). Reviewer: A.Földes (Staten Island) MSC: 60F05 60F10 PDFBibTeX XMLCite \textit{S. Nagaev}, in: Probability theory and mathematical statistics. Proceedings of the sixth Vilnius conference, Vilnius, Lithuania, June 28 - July 3, 1993. Utrecht: VSP; Vilnius: TEV. 591--604 (1994; Zbl 0851.60018)
Nagaev, S. V.; Chebotarev, V. I. On Edgeworth expansions in Hilbert space. (English. Russian original) Zbl 0866.60012 Sib. Adv. Math. 3, No. 3, 89-122 (1993); translation from Tr. Inst. Mat. SO RAN 20, 170-203 (1993). Reviewer: V.Tarieladze (Tbilisi) MSC: 60B12 PDFBibTeX XMLCite \textit{S. V. Nagaev} and \textit{V. I. Chebotarev}, Sib. Adv. Math. 3, No. 3, 1 (1993; Zbl 0866.60012); translation from Tr. Inst. Mat. SO RAN 20, 170--203 (1993)
Karpenko, A. V.; Nagaev, S. V. Limit theorems for the total number of descendants for the Galton-Watson branching process. (English. Russian original) Zbl 0819.60073 Theory Probab. Appl. 38, No. 3, 433-454 (1993); translation from Teor. Veroyatn. Primen. 38, No. 3, 503-528 (1993). Reviewer: J.D.Biggins (Sheffield) MSC: 60J80 60F99 PDFBibTeX XMLCite \textit{A. V. Karpenko} and \textit{S. V. Nagaev}, Teor. Veroyatn. Primen. 38, No. 3, 503--528 (1993; Zbl 0819.60073); translation from Teor. Veroyatn. Primen. 38, No. 3, 503--528 (1993)
Nagaev, S. V.; Chebotarev, V. I. On the Bergström type asymptotic expansion in Hilbert space. (English. Russian original) Zbl 0723.60007 Sib. Adv. Math. 1, No. 2, 130-145 (1991); translation from Tr. Inst. Mat. 13, 66-77 (1989). MSC: 60B12 PDFBibTeX XMLCite \textit{S. V. Nagaev} and \textit{V. I. Chebotarev}, Sib. Adv. Math. 1, No. 2, 130--145 (1991; Zbl 0723.60007); translation from Tr. Inst. Mat. 13, 66--77 (1989)
Nagaev, S. V. Ergodic theorems for discrete time random processes. (English) Zbl 0786.60047 New trends in probability and statistics. Vol. 1, Proc. 23rd Bakuriani Colloq. in Honour of Yu. V. Prokhorov, Bakuriani/USSR 1990, 190-197 (1991). Reviewer: V.Parkhomenko (Kiev) MSC: 60G10 60F99 PDFBibTeX XMLCite \textit{S. V. Nagaev}, in: New trends in probability and statistics. Vol. 1. Proceedings of the XXIII Bakuriani colloquium in Honour of Yu. V. Prokhorov, Bakuriani, Georgia, 24 February - 4 March, 1990. Utrecht: VSP; Vilnius: Mokslas. 190--197 (1991; Zbl 0786.60047)
Nagaev, S. V. On a new approach to the study of the distribution of a norm of a random element in Hilbert space. (English) Zbl 0733.60013 Probability theory and mathematical statistics, Proc. 5th Vilnius Conf., Vilnius/Lith. 1989, Vol. II, 214-226 (1990). Reviewer: R.Norvaiša MSC: 60B12 PDFBibTeX XML
Nagaev, S. V.; Khodzhabagyan, S. S. On an upper estimate of the concentration function. (Russian) Zbl 0723.60018 Dokl. Akad. Nauk UzSSR 1990, No. 10, 8-9 (1990). Reviewer: V.Paulauskas (Vilnius) MSC: 60E15 60E05 PDFBibTeX XMLCite \textit{S. V. Nagaev} and \textit{S. S. Khodzhabagyan}, Dokl. Akad. Nauk UzSSR 1990, No. 10, 8--9 (1990; Zbl 0723.60018)
Nagaev, R. F.; Sarafyan, G. S. Friction-induced free vibrations in a system with a piecewise-linear friction characteristic. (English. Russian original) Zbl 0850.70215 Sov. Appl. Mech. 26, No. 10, 992-997 (1990); translation from Prikl. Mekh., Kiev 26, No. 10, 84-90 (1990). MSC: 70J99 PDFBibTeX XMLCite \textit{R. F. Nagaev} and \textit{G. S. Sarafyan}, Sov. Appl. Mech. 26, No. 10, 992--997 (1990; Zbl 0850.70215); translation from Prikl. Mekh., Kiev 26, No. 10, 84--90 (1990) Full Text: DOI
Nagaev, S. V.; Chebotarev, V. I. Asymptotic expansion of Bergström type in Hilbert space. (Russian) Zbl 0705.60008 Tr. Inst. Mat. 13, 66-77 (1989). Reviewer: R.Norvaiša MSC: 60B12 PDFBibTeX XML
Nagaev, S. V. A Berry-Esseen type estimate for sums of Hilbert space valued random variables. (English. Russian original) Zbl 0697.60008 Sib. Math. J. 30, No. 3, 413-423 (1989); translation from Sib. Mat. Zh. 30, No. 3(175), 84-96 (1989). MSC: 60B12 60F05 60G50 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Sib. Math. J. 30, No. 3, 413--423 (1989; Zbl 0697.60008); translation from Sib. Mat. Zh. 30, No. 3(175), 84--96 (1989) Full Text: DOI
Nagaev, S. V. Ergodic theorems for homogeneous Markov chains. (English. Russian original) Zbl 0695.60067 Sov. Math., Dokl. 39, No. 3, 483-486 (1989); translation from Dokl. Akad. Nauk SSSR 306, No. 2, 283-286 (1989). Reviewer: A.L.Dawidowicz MSC: 60J05 60F99 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Sov. Math., Dokl. 39, No. 3, 483--486 (1989; Zbl 0695.60067); translation from Dokl. Akad. Nauk SSSR 306, No. 2, 283--286 (1989)
Nagaev, A. V.; Shkolnik, S. M. Some asymptotic properties of the stable laws. (English) Zbl 0692.60012 Stability problems for stochastic models, Proc. 11th Int. Semin., Sukhumi/USSR 1987, Lect. Notes Math. 1412, 229-238 (1989). Reviewer: S.M.Shkol’nik MSC: 60E07 60F10 PDFBibTeX XML
Nagaev, S. V. An estimate of Berry-Esseen type for sums of random variables with values in Hilbert space. (English. Russian original) Zbl 0684.60010 Sov. Math., Dokl. 38, No. 3, 476-477 (1989); translation from Dokl. Akad. Nauk SSSR 303, No. 1, 37 (1988). Reviewer: R.Helmers MSC: 60E15 60B12 60G50 60F05 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Sov. Math., Dokl. 38, No. 3, 476--477 (1989; Zbl 0684.60010); translation from Dokl. Akad. Nauk SSSR 303, No. 1, 37 (1988)
Nagajev, A. V.; Goldfield, S. M. The limit theorem for the uniform distribution on the circumference. (English) Zbl 0678.60015 Wiss. Z. Tech. Univ. Dres. 38, No. 1, 163-165 (1989). Reviewer: W.Weil MSC: 60D05 52A22 60F05 PDFBibTeX XMLCite \textit{A. V. Nagajev} and \textit{S. M. Goldfield}, Wiss. Z. Tech. Univ. Dres. 38, No. 1, 163--165 (1989; Zbl 0678.60015)
Nagaev, S. V. An estimate of Berry-Esseen type for sums of random variables with values in a Hilbert space. (Russian) Zbl 0675.60010 Sib. Mat. Zh. 30, No. 3(175), 84-96 (1989). Reviewer: L.Paditz MSC: 60B12 60F05 60G50 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Sib. Mat. Zh. 30, No. 3(175), 84--96 (1989; Zbl 0675.60010) Full Text: EuDML
Nagajev, A. V.; Jurovskaja, S. A. Remark on \(\epsilon\)-distinguishability of alternatives. (English) Zbl 0672.62009 Wiss. Z. Tech. Univ. Dres. 38, No. 1, 167-168 (1989). MSC: 62C10 PDFBibTeX XMLCite \textit{A. V. Nagajev} and \textit{S. A. Jurovskaja}, Wiss. Z. Tech. Univ. Dres. 38, No. 1, 167--168 (1989; Zbl 0672.62009)
Nagaev, A. V.; Shkol’nik, S. M. Some properties of symmetric stable distributions close to the normal distribution. (English. Russian original) Zbl 0676.60016 Theory Probab. Appl. 33, No. 1, 139-144 (1988); translation from Teor. Veroyatn. Primen. 33, No. 1, 150-154 (1988). MSC: 60E05 60E10 PDFBibTeX XMLCite \textit{A. V. Nagaev} and \textit{S. M. Shkol'nik}, Theory Probab. Appl. 33, No. 1, 139--144 (1988; Zbl 0676.60016); translation from Teor. Veroyatn. Primen. 33, No. 1, 150--154 (1988) Full Text: DOI
Nagaev, A. V.; Shkolnik, S. M. Some properties of close to normal symmetric stable distributions. (Russian) Zbl 0644.60014 Teor. Veroyatn. Primen. 33, No. 1, 150-154 (1988). Reviewer: V.M.Kruglov MSC: 60E05 60E10 PDFBibTeX XMLCite \textit{A. V. Nagaev} and \textit{S. M. Shkolnik}, Teor. Veroyatn. Primen. 33, No. 1, 150--154 (1988; Zbl 0644.60014)
Nagaev, S. V.; Chebotarev, V. I. On asymptotic expansion for the distribution of the sum of independent identically distributed random variables taking values in Hilbert space. (English) Zbl 0684.60004 Probability theory and applications, Proc. World Congr. Bernoulli Soc., Tashkent/USSR 1986, Vol. 1, 693-696 (1987). Reviewer: H.Bergström MSC: 60B12 PDFBibTeX XML
Nagaev, S. V.; Chebotarev, V. I. Asymptotic expansions of the distributions of sums of i.i.d. Hilbert space valued random variables. (English) Zbl 0673.60007 Probability theory and mathematical statistics, Proc. 4th Conf., Vilnius/USSR 1985, Vol. 2, 357-363 (1987). Reviewer: C.Hipp MSC: 60B12 PDFBibTeX XML
Gol’dman, P. S.; Nagaev, R. F. Self-synchronization of multidimensional nonconservative objects with a single position coordinate. (English. Russian original) Zbl 0655.70017 Sov. Appl. Mech. 23, No. 12, 1182-1188 (1987); translation from Prikl. Mekh., Kiev 23, No. 12, 87-94 (1987). MSC: 70J30 PDFBibTeX XMLCite \textit{P. S. Gol'dman} and \textit{R. F. Nagaev}, Sov. Appl. Mech. 23, No. 12, 1182--1188 (1987; Zbl 0655.70017); translation from Prikl. Mekh., Kiev 23, No. 12, 87--94 (1987) Full Text: DOI
Nagaev, S. V. Probability inequalities for sums of independent random variables with values in a Banach space. (English) Zbl 0638.60021 Sib. Math. J. 28, No. 4, 652-664 (1987). MSC: 60E15 60B11 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Sib. Math. J. 28, No. 4, 652--664 (1987; Zbl 0638.60021) Full Text: DOI EuDML
Nagaev, S. V. Probability inequalities for sums of independent random variables with values in a Banach space. (Russian) Zbl 0626.60023 Sib. Mat. Zh. 28, No. 4(164), 171-184 (1987). Reviewer: R.Norvaiša MSC: 60E15 60B11 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Sib. Mat. Zh. 28, No. 4(164), 171--184 (1987; Zbl 0626.60023) Full Text: EuDML
Nagaev, A. V.; Shcolnick, S. M. Properties of mode of spectral positive stable distributions. (English) Zbl 0613.60010 Stability problems for stochastic models, Proc. 9th Int. Semin., Varna/Bulg. 1985, Lect. Notes Math. 1233, 69-78 (1987). MSC: 60E07 PDFBibTeX XML
Nagaev, S. V.; Chebotarev, V. I. A refinement of the error estimate of the normal approximation in a Hilbert space. (English. Russian original) Zbl 0661.60015 Sib. Math. J. 27, 434-450 (1986); translation from Sib. Mat. Zh. 27, No. 3(157), 154-173 (1986). MSC: 60B12 PDFBibTeX XMLCite \textit{S. V. Nagaev} and \textit{V. I. Chebotarev}, Sib. Math. J. 27, 434--450 (1986; Zbl 0661.60015); translation from Sib. Mat. Zh. 27, No. 3(157), 154--173 (1986) Full Text: DOI
Nagaev, S. V. On the rate of convergence to normal law in Hilbert space. (English. Russian original) Zbl 0657.60009 Theory Probab. Appl. 30, 19-37 (1986); translation from Teor. Veroyatn. Primen. 30, No. 1, 19-32 (1985). MSC: 60B12 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Theory Probab. Appl. 30, 19--37 (1986; Zbl 0657.60009); translation from Teor. Veroyatn. Primen. 30, No. 1, 19--32 (1985) Full Text: DOI
Nagaev, S. V. Probabilistic inequalities for sums of independent random variables with values in a Banach space. (English. Russian original) Zbl 0606.60027 Sov. Math., Dokl. 33, 385-387 (1986); translation from Dokl. Akad. Nauk SSSR 287, 284-286 (1986). Reviewer: R.Norvaiša MSC: 60E15 60G50 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Sov. Math., Dokl. 33, 385--387 (1986; Zbl 0606.60027); translation from Dokl. Akad. Nauk SSSR 287, 284--286 (1986)
Nagaev, S. V.; Chebotarev, V. I. Sharpening of the error estimate for normal approximation in Hilbert space. (Russian) Zbl 0604.60009 Sib. Mat. Zh. 27, No. 3(157), 154-173 (1986). Reviewer: V.Kvaratskhelia MSC: 60B12 PDFBibTeX XMLCite \textit{S. V. Nagaev} and \textit{V. I. Chebotarev}, Sib. Mat. Zh. 27, No. 3(157), 154--173 (1986; Zbl 0604.60009) Full Text: EuDML
Nagaev, S. V.; Asadullin, M. Kh. On a scheme for summation of a random number of independent random variables, with an application to branching processes with immigration. (English. Russian original) Zbl 0601.60047 Sov. Math., Dokl. 32, 684-687 (1985); translation from Dokl. Akad. Nauk SSSR 285, 293-296 (1985). Reviewer: Ge Yubo MSC: 60G50 60J80 PDFBibTeX XMLCite \textit{S. V. Nagaev} and \textit{M. Kh. Asadullin}, Sov. Math., Dokl. 32, 684--687 (1985; Zbl 0601.60047); translation from Dokl. Akad. Nauk SSSR 285, 293--296 (1985)
Nagaev, S. V.; Gizbrekht, N. V. On the scheme of a random walk describing the phenomenon of transport of particles. (Russian) Zbl 0588.60066 Predel’nye Teoremy Teorii Veroyatnostej, Tr. Inst. Mat. 5, 103-126 (1985). Reviewer: G.Oprişan MSC: 60G50 60J05 PDFBibTeX XML
Nagaev, A. V.; Shkol’nik, S. M. A family of probability distributions. (English. Russian original) Zbl 0582.60023 Math. Notes 37, 328-330 (1985); translation from Mat. Zametki 37, No. 4, 594-598 (1985). MSC: 60E07 60E05 PDFBibTeX XMLCite \textit{A. V. Nagaev} and \textit{S. M. Shkol'nik}, Math. Notes 37, 328--330 (1985; Zbl 0582.60023); translation from Mat. Zametki 37, No. 4, 594--598 (1985) Full Text: DOI
Nagaev, S. V. Rate of convergence to the normal law in Hilbert space. (Russian) Zbl 0579.60003 Teor. Veroyatn. Primen. 30, No. 1, 19-32 (1985). Reviewer: Z.G.Gorgadze MSC: 60B12 PDFBibTeX XMLCite \textit{S. V. Nagaev}, Teor. Veroyatn. Primen. 30, No. 1, 19--32 (1985; Zbl 0579.60003)