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Found 775 Documents (Results 1–100)

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Nonnegative chainable matrices and Kolmogorov’s condition. (English. Russian original) Zbl 07543059

J. Math. Sci., New York 262, No. 1, 1-10 (2022); translation from Zap. Nauchn. Semin. POMI 504, 5-20 (2021).
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Large deviations of weighted sums of independent identically distributed random variables with functionally-defined weights. (English. Russian original) Zbl 07537771

J. Math. Sci., New York 262, No. 4, 525-536 (2022); translation from Fundam. Prikl. Mat. 23, No. 1, 191-206 (2020).
MSC:  60F10 60F17
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Local time and local reflection of the Wiener process. (English) Zbl 1483.60119

Karapetyants, Alexey N. (ed.) et al., Operator theory and harmonic analysis. OTHA 2020, Part II – probability-analytical models, methods and applications. Based on the international conference on modern methods, problems and applications of operator theory and harmonic analysis. Cham: Springer. Springer Proc. Math. Stat. 358, 233-242 (2021).
MSC:  60J65 60J55
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Limit theorems for the maximal path weight in a directed graph on the line with random weights of edges. (English. Russian original) Zbl 1469.05064

Probl. Inf. Transm. 57, No. 2, 161-177 (2021); translation from Probl. Peredachi Inf. 57, No. 2, 71-89 (2021).
MSC:  05C20 05C38 05C22
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Approximation of a Wiener process local time by functionals of random walks. (English. Russian original) Zbl 1469.60255

Theory Probab. Appl. 66, No. 1, 58-74 (2021); translation from Teor. Veroyatn. Primen. 66, No. 1, 73-93 (2021).
MSC:  60J65 60J55
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Ergodic properties of quasi-Markovian generalized Langevin equations with configuration dependent noise and non-conservative force. (English) Zbl 1442.82021

Giacomin, Giambattista (ed.) et al., Stochastic dynamics out of equilibrium. Lecture notes from the IHP trimester, Institut Henri Poincaré (IHP), Paris, France, April – July, 2017. Cham: Springer. Springer Proc. Math. Stat. 282, 282-330 (2019).
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Quenched central limit theorem for the stochastic heat equation in weak disorder. (English) Zbl 1430.60063

Friz, Peter (ed.) et al., Probability and analysis in interacting physical systems. In honor of S. R. S. Varadhan. Based on a workshop on the occasion of Varadhan’s 75th birthday, TU Berlin, Germany, August 15–19, 2016. Cham: Springer. Springer Proc. Math. Stat. 283, 173-189 (2019).
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Reflecting Lévy processes and associated families of linear operators. (English. Russian original) Zbl 1480.60213

Theory Probab. Appl. 64, No. 3, 335-354 (2019); translation from Teor. Veroyatn. Primen. 64, No. 3, 417-441 (2019).
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Integro-local limit theorems for compound renewal processes under Cramér’s condition. II. (English. Russian original) Zbl 1404.60129

Sib. Math. J. 59, No. 4, 578-597 (2018); translation from Sib. Mat. Zh. 59, No. 4, 736-758 (2018).
MSC:  60K05 60F17 60F10
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