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Lifshits, Mikhail A.

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Author ID: lifshits.mikhail-a Recent zbMATH articles by "Lifshits, Mikhail A."
Published as: Lifshits, M.; Lifshits, M. A.; Lifshits, Mikhail; Lifshits, Mikhail A.; Lifshits, Mikhaĭl A.
Homepage: https://liu.se/en/employee/mikli74
External Links: MGP · Math-Net.Ru · Wikidata · ORCID · dblp · GND
Documents Indexed: 131 Publications since 1979, including 10 Books
all top 5

Serials

16 Journal of Mathematical Sciences (New York)
11 Theory of Probability and its Applications
6 Journal of Soviet Mathematics
4 Teoriya Veroyatnosteĭ i eë Primeneniya
4 The Annals of Probability
4 Journal of Complexity
4 Zapiski Nauchnykh Seminarov POMI
3 Russian Mathematical Surveys
3 Studia Mathematica
3 Probability and Mathematical Statistics
3 Journal of Theoretical Probability
3 Stochastic Processes and their Applications
3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
3 Electronic Journal of Probability
3 Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta Imeni V. A. Steklova
2 Proceedings of the London Mathematical Society. Third Series
2 Transactions of the American Mathematical Society
2 Statistics & Probability Letters
2 Vestnik St. Petersburg University. Mathematics
2 Electronic Communications in Probability
2 Bernoulli
2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Communications on Pure and Applied Mathematics
1 Journal d’Analyse Mathématique
1 Moscow University Mathematics Bulletin
1 Functional Analysis and its Applications
1 Funktsional’nyĭ Analiz i ego Prilozheniya
1 Journal of Approximation Theory
1 Mathematische Nachrichten
1 Mathematica Scandinavica
1 Mathematika
1 Memoirs of the American Mathematical Society
1 Studia Scientiarum Mathematicarum Hungarica
1 Acta Mathematica Hungarica
1 Probability Theory and Related Fields
1 Journal of Economic Dynamics & Control
1 Comptes Rendus de l’Académie des Sciences. Série I
1 Russian Academy of Sciences. Doklady. Mathematics
1 Izvestiya: Mathematics
1 Teoriya Ĭmovirnosteĭ ta Matematychna Statystyka
1 Theory of Computing Systems
1 Comptes Rendus de l’Académie des Sciences. Série I. Mathématique
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 Translations of Mathematical Monographs
1 SpringerBriefs in Mathematics

Publications by Year

Citations contained in zbMATH

89 Publications have been cited 725 times in 514 Documents Cited by Year
Gaussian random functions. Zbl 0832.60002
Lifshits, M. A.
104
1995
Lectures on Gaussian processes. Zbl 1248.60002
Lifshits, Mikhail
44
2012
Approximation and entropy numbers of Volterra operators with application to Brownian motion. Zbl 0999.47034
Lifshits, Mikhail A.; Linde, Werner
27
2002
On the convergence of generalized moments in almost sure central limit theorem. Zbl 0933.60017
Ibragimov, Ildar; Lifshits, Mikhail
27
1998
Asymptotic behavior of small ball probabilities. Zbl 0994.60017
Lifshits, M. A.
26
1999
Local properties of distributions of stochastic functionals. Transl. from the Russian by V. E. Nazajkinskij and M. A. Shishkova. Zbl 0897.60042
Davydov, Yu. A.; Lifshits, M. A.; Smorodina, N. V.
26
1998
Small deviation probability of sums of independent random variables. Zbl 0902.60039
Dunker, T.; Lifshits, M. A.; Linde, W.
24
1998
Small deviations for fractional stable processes. Zbl 1070.60042
Lifshits, Mikhail; Simon, Thomas
21
2005
The first exit time of Brownian motion form a parabolic domain. Zbl 1018.60084
Lifshits, Mikhail; Shi, Zhan
19
2002
On the lower tail probabilities of some random series. Zbl 0873.60012
Lifshits, M. A.
19
1997
Gaussian random functions. Zbl 0998.60501
Lifshits, M. A.
19
1995
On almost sure limit theorems. Zbl 0970.60032
Ibragimov, I. A.; Lifshits, M. A.
18
1999
Average case tractability of non-homogeneous tensor product problems. Zbl 1262.65212
Lifshits, M. A.; Papageorgiou, A.; Woźniakowski, H.
17
2012
On the absolute continuity of distributions of functionals of random processes. Zbl 0517.60040
Lifshits, M. A.
17
1982
Curse of dimensionality in approximation of random fields. Zbl 1113.41038
Lifshits, M. A.; Tulyakova, E. V.
13
2006
Tractability of multiparametric Euler and Wiener integrated processes. Zbl 1254.65016
Lifshits, M.; Papageorgiou, A.; Woźniakowski, H.
12
2012
Bounds for entropy numbers for some critical operators. Zbl 1248.47022
Lifshits, M. A.
11
2012
Stationary Gaussian random fields on hyperbolic spaces and on Euclidean spheres. Zbl 1275.60038
Cohen, S.; Lifshits, M. A.
10
2012
Compactness properties of weighted summation operators on trees – the critical case. Zbl 1248.47023
Lifshits, Mikhail; Linde, Werner
10
2011
Compactness properties of weighted summation operators on trees. Zbl 1232.47020
Lifshits, Mikhail; Linde, Werner
9
2011
Small deviations of smooth stationary Gaussian processes. Zbl 1192.60055
Aurzada, F.; Ibragimov, I. A.; Lifshits, M. A.; van Zanten, J. H.
9
2009
On the small deviation problem for some iterated processes. Zbl 1190.60016
Aurzada, Frank; Lifshits, Mikhail
9
2009
Sampling the Lindelöf hypothesis with the Cauchy random walk. Zbl 1235.60047
Lifshits, Mikhail; Weber, Michel
9
2009
Almost sure limit theorem for martingales. Zbl 1021.60024
Lifshits, M. A.
9
2002
Fibering method in some probabilistic problems. Zbl 0571.60048
Davydov, Yu. A.; Lifshits, M. A.
9
1985
Random processes by example. Zbl 1305.60002
Lifshits, Mikhail
8
2014
Small deviation probability via chaining. Zbl 1155.60013
Aurzada, Frank; Lifshits, Mikhail
8
2008
Approximation complexity of additive random fields. Zbl 1152.65014
Lifshits, M. A.; Zani, M.
8
2008
Average volume of sections of star bodies. Zbl 0973.52002
Koldobsky, A.; Lifshits, M.
8
2000
Tail probabilities of Gaussian suprema and Laplace transform. Zbl 0796.60029
Lifshits, M. A.
7
1994
Strassen-type functional laws for strong topologies. Zbl 0793.60037
Deheuvels, Paul; Lifshits, Mikhail A.
7
1993
Approximation of additive random fields based on standard information: average case and probabilistic settings. Zbl 1339.60058
Lifshits, Mikhail; Zani, Marguerite
6
2015
Small deviations of Riemann-Liouville processes in \({L_{\lowercase{q}}}\) spaces with respect to fractal measures. Zbl 1090.60037
Lifshits, Mikhail A.; Linde, Werner; Shi, Zhan
6
2006
Some exact rates in the functional law of the iterated logarithm. Zbl 1018.60030
Berthet, Philippe; Lifshits, Mikhail
6
2002
On the large deviation principle for the almost sure CLT. Zbl 1043.60019
Lifshits, M. A.; Stankevich, E. S.
6
2001
Spectral regularization inequalities. Zbl 0954.28004
Lifshits, Mikhail; Weber, Michel
6
2000
Chung’s law and the Csáki function. Zbl 0937.60013
Gorn, Natalia; Lifshits, Mikhail
6
1999
Local properties of distributions of stochastic functionals. Zbl 1057.60500
Davydov, Yu. A.; Lifshits, M. A.; Smorodina, N. V.
6
1995
Approximation of a random process with variable smoothness. Zbl 1317.60036
Hashorva, Enkelejd; Lifshits, Mikhail; Seleznjev, Oleg
5
2015
Aggregation rates in one-dimensional stochastic systems with adhesion and gravitation. Zbl 1096.60041
Lifshits, Mikhail; Shi, Zhan
5
2005
The almost sure limit theorem for sums of random vectors. Zbl 1001.60035
Lifshits, M. A.
5
1999
Metric entropy of integration operators and small ball probabilites for the Brownian sheet. Zbl 0945.47022
Dunker, T.; Linde, W.; Kühn, T.; Lifshits, M. A.
5
1999
Strassen laws of iterated logarithm for partially observed processes. Zbl 0870.60022
Lifshits, M. A.; Weber, M.
5
1997
Absolute continuity of functionals of ”supremum” type for Gaussian processes. Zbl 0551.60043
Lifshits, M. A.
5
1984
Bifractional Brownian motion: existence and border cases. Zbl 1333.60075
Lifshits, Mikhail; Volkova, Ksenia
4
2015
Energy of taut strings accompanying Wiener process. Zbl 1350.60030
Lifshits, Mikhail; Setterqvist, Eric
4
2015
Fractional integration operators of variable order: continuity and compactness properties. Zbl 1298.26025
Lifshits, Mikhail; Linde, Werner
4
2014
Small deviations of Gaussian random fields in \(L_{q}\)-spaces. Zbl 1127.60030
Lifshits, Mikhail; Linde, Werner; Shi, Zhan
4
2006
Small ball probabilities for a shifted Poisson process. Zbl 1077.60034
Deheuvels, P.; Lifshits, M. A.
4
2001
The distribution of the maximum of a Gaussian process. Zbl 0589.60036
Lifshits, M. A.
4
1986
On the absolute continuity of distributions of functionals of stochastic processes. Zbl 0495.60045
Lifshits, M. A.
4
1982
A probabilistic inequality related to negative definite functions. Zbl 1270.60030
Lifshits, Mikhail; Schilling, René L.; Tyurin, Ilya
3
2013
Small deviations of weighted fractional processes and average non-linear approximation. Zbl 1068.60054
Lifshits, Mikhail A.; Linde, Werner
3
2005
Aggregation in a one-dimensional gas model with stable initial data. Zbl 1074.82533
Kuoza, L. V.; Lifshits, M. A.
3
2004
The escape rate of favorite sites of simple random walk and Brownian motion. Zbl 1067.60072
Lifshits, Mikhail A.; Shi, Zhan
3
2004
Metric entropy of the integration operator and small ball probabilities for the Brownian sheet. Zbl 0918.60025
Dunker, Thomas; Kühn, Thomas; Lifshits, Mikhail; Linde, Werner
3
1998
Toward the history of the Saint St. Petersburg school of probability and statistics. I: Limit theorems for sums of independent random variables. Zbl 1401.60002
Lifshits, M. A.; Nikitin, Ya. Yu.; Petrov, V. V.; Zaitsev, A. Yu.; Zinger, A. A.
2
2018
Least energy approximation for processes with stationary increments. Zbl 1419.60030
Kabluchko, Zakhar; Lifshits, Mikhail
2
2017
Small deviations in \(L_2\)-norm for Gaussian dependent sequences. Zbl 1336.60075
Hong, Seok Young; Lifshits, Mikhail; Nazarov, Alexander
2
2016
Small deviations of stable processes and entropy of the associated random operators. Zbl 1214.60019
Aurzada, Frank; Lifshits, Mikhail; Linde, Werner
2
2009
Free-knot spline approximation of fractional Brownian motion. Zbl 1141.65326
Creutzig, Jakob; Lifshits, Mikhail
2
2008
Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results. Zbl 1202.91344
Charemza, Wojciech W.; Lifshits, Mikhail; Makarova, Svetlana
2
2005
Tail behavior of anisotropic norms for Gaussian random fields. Zbl 1023.60047
Lifshits, Mikhail; Nazarov, Alexander; Nikitin, Yakov
2
2003
Rate of convergence in the functional law of the iterated logarithm with non-standard normalizing factors. Zbl 0859.60032
Bulinskij, A. V.; Lifshits, M. A.
2
1995
Necessary and sufficient conditions for the Strassen law of the iterated logarithm in nonuniform topologies. Zbl 0840.60027
Deheuvels, Paul; Lifshits, Mikhail A.
2
1994
On the distribution of the maximum of a Gaussian process. Zbl 0602.60040
Lifshits, M. A.
2
1987
On representation of Levy’s fields by indicators. Zbl 0446.60038
Lifshits, M. A.
2
1980
On the representation of Levy’s fields by indicators. Zbl 0438.60045
Lifshits, M. A.
2
1979
Local time for functions and Gaussian processes. Zbl 0417.60076
Lifshits, M. A.
2
1979
Some extensions of linear approximation and prediction problems for stationary processes. Zbl 1422.60055
Ibragimov, Ildar; Kabluchko, Zakhar; Lifshits, Mikhail
1
2019
\(L_{2}\)-small deviations for weighted stationary processes. Zbl 1434.60115
Lifshits, Mikhail; Nazarov, Alexander
1
2018
Small deviations of sums of correlated stationary Gaussian sequences. Zbl 1377.60048
Aurzada, F.; Lifshits, M. A.
1
2017
Cyclic behavior of maxima in a hierarchical summation scheme. Zbl 1333.60103
Lifshits, M. A.
1
2014
Persistence probabilities for a Bridge of an integrated simple random walk. Zbl 1316.60060
Aurzada, Frank; Dereich, Steffen; Lifshits, Mikhail
1
2014
On the supremum of some random Dirichlet polynomials. Zbl 1199.30013
Lifshits, M.; Weber, M.
1
2009
On the supremum of random Dirichlet polynomials. Zbl 1124.30004
Lifshits, Mikhail; Weber, Michel
1
2007
Functional large deviations for Burgers particle systems. Zbl 1121.35146
Lifshits, Mikhail A.; Shi, Zhan
1
2007
Criterion for the quasi-invariance of Poisson measures under “linear” transformations of a space. Zbl 1057.60016
Lifshits, M. A.; Shmileva, E. Yu.
1
2001
Oscillations of Gaussian Stein’s elements. Zbl 0906.60038
Lifshits, Mikhail; Weber, Michel
1
1998
On the Hausdorff dimension of the set generated by exponential oscillations of a Wiener process. Zbl 0908.60012
Deheuvels, P.; Lifshits, M. A.
1
1997
Spectral regularization in ergodic theory and probability. Zbl 0892.46080
Lifshits, Mikhail; Weber, Michel
1
1997
Gaussian large deviations of a smooth seminorm. Zbl 0764.60009
Lifshits, M. A.
1
1992
Unexpected limit behaviour of the Gaussian tail probabilities. Zbl 0768.60007
Lifshits, M. A.
1
1991
Computation of the exact asymptotics of some Gaussian large deviations. Zbl 0760.60026
Lifshits, M. A.
1
1990
Distribution of the norm of a stable vector. Zbl 0672.60028
Smorodina, N. V.; Lifshits, M. A.
1
1989
Invariant measures generated by random fields with independent values. Zbl 0626.60046
Lifshits, M. A.
1
1985
An application of the stratification method to the study of functionals of processes with independent increments. Zbl 0598.60080
Lifshits, M. A.
1
1985
The method of stratification in some probabilistic problems. Zbl 0566.60040
Davydov, Yu. A.; Lifshits, M. A.
1
1984
The absolute continuity of functionals of the ”supremum” type for Gaussian processes. Zbl 0501.60049
Lifshits, M. A.
1
1982
Some extensions of linear approximation and prediction problems for stationary processes. Zbl 1422.60055
Ibragimov, Ildar; Kabluchko, Zakhar; Lifshits, Mikhail
1
2019
Toward the history of the Saint St. Petersburg school of probability and statistics. I: Limit theorems for sums of independent random variables. Zbl 1401.60002
Lifshits, M. A.; Nikitin, Ya. Yu.; Petrov, V. V.; Zaitsev, A. Yu.; Zinger, A. A.
2
2018
\(L_{2}\)-small deviations for weighted stationary processes. Zbl 1434.60115
Lifshits, Mikhail; Nazarov, Alexander
1
2018
Least energy approximation for processes with stationary increments. Zbl 1419.60030
Kabluchko, Zakhar; Lifshits, Mikhail
2
2017
Small deviations of sums of correlated stationary Gaussian sequences. Zbl 1377.60048
Aurzada, F.; Lifshits, M. A.
1
2017
Small deviations in \(L_2\)-norm for Gaussian dependent sequences. Zbl 1336.60075
Hong, Seok Young; Lifshits, Mikhail; Nazarov, Alexander
2
2016
Approximation of additive random fields based on standard information: average case and probabilistic settings. Zbl 1339.60058
Lifshits, Mikhail; Zani, Marguerite
6
2015
Approximation of a random process with variable smoothness. Zbl 1317.60036
Hashorva, Enkelejd; Lifshits, Mikhail; Seleznjev, Oleg
5
2015
Bifractional Brownian motion: existence and border cases. Zbl 1333.60075
Lifshits, Mikhail; Volkova, Ksenia
4
2015
Energy of taut strings accompanying Wiener process. Zbl 1350.60030
Lifshits, Mikhail; Setterqvist, Eric
4
2015
Random processes by example. Zbl 1305.60002
Lifshits, Mikhail
8
2014
Fractional integration operators of variable order: continuity and compactness properties. Zbl 1298.26025
Lifshits, Mikhail; Linde, Werner
4
2014
Cyclic behavior of maxima in a hierarchical summation scheme. Zbl 1333.60103
Lifshits, M. A.
1
2014
Persistence probabilities for a Bridge of an integrated simple random walk. Zbl 1316.60060
Aurzada, Frank; Dereich, Steffen; Lifshits, Mikhail
1
2014
A probabilistic inequality related to negative definite functions. Zbl 1270.60030
Lifshits, Mikhail; Schilling, René L.; Tyurin, Ilya
3
2013
Lectures on Gaussian processes. Zbl 1248.60002
Lifshits, Mikhail
44
2012
Average case tractability of non-homogeneous tensor product problems. Zbl 1262.65212
Lifshits, M. A.; Papageorgiou, A.; Woźniakowski, H.
17
2012
Tractability of multiparametric Euler and Wiener integrated processes. Zbl 1254.65016
Lifshits, M.; Papageorgiou, A.; Woźniakowski, H.
12
2012
Bounds for entropy numbers for some critical operators. Zbl 1248.47022
Lifshits, M. A.
11
2012
Stationary Gaussian random fields on hyperbolic spaces and on Euclidean spheres. Zbl 1275.60038
Cohen, S.; Lifshits, M. A.
10
2012
Compactness properties of weighted summation operators on trees – the critical case. Zbl 1248.47023
Lifshits, Mikhail; Linde, Werner
10
2011
Compactness properties of weighted summation operators on trees. Zbl 1232.47020
Lifshits, Mikhail; Linde, Werner
9
2011
Small deviations of smooth stationary Gaussian processes. Zbl 1192.60055
Aurzada, F.; Ibragimov, I. A.; Lifshits, M. A.; van Zanten, J. H.
9
2009
On the small deviation problem for some iterated processes. Zbl 1190.60016
Aurzada, Frank; Lifshits, Mikhail
9
2009
Sampling the Lindelöf hypothesis with the Cauchy random walk. Zbl 1235.60047
Lifshits, Mikhail; Weber, Michel
9
2009
Small deviations of stable processes and entropy of the associated random operators. Zbl 1214.60019
Aurzada, Frank; Lifshits, Mikhail; Linde, Werner
2
2009
On the supremum of some random Dirichlet polynomials. Zbl 1199.30013
Lifshits, M.; Weber, M.
1
2009
Small deviation probability via chaining. Zbl 1155.60013
Aurzada, Frank; Lifshits, Mikhail
8
2008
Approximation complexity of additive random fields. Zbl 1152.65014
Lifshits, M. A.; Zani, M.
8
2008
Free-knot spline approximation of fractional Brownian motion. Zbl 1141.65326
Creutzig, Jakob; Lifshits, Mikhail
2
2008
On the supremum of random Dirichlet polynomials. Zbl 1124.30004
Lifshits, Mikhail; Weber, Michel
1
2007
Functional large deviations for Burgers particle systems. Zbl 1121.35146
Lifshits, Mikhail A.; Shi, Zhan
1
2007
Curse of dimensionality in approximation of random fields. Zbl 1113.41038
Lifshits, M. A.; Tulyakova, E. V.
13
2006
Small deviations of Riemann-Liouville processes in \({L_{\lowercase{q}}}\) spaces with respect to fractal measures. Zbl 1090.60037
Lifshits, Mikhail A.; Linde, Werner; Shi, Zhan
6
2006
Small deviations of Gaussian random fields in \(L_{q}\)-spaces. Zbl 1127.60030
Lifshits, Mikhail; Linde, Werner; Shi, Zhan
4
2006
Small deviations for fractional stable processes. Zbl 1070.60042
Lifshits, Mikhail; Simon, Thomas
21
2005
Aggregation rates in one-dimensional stochastic systems with adhesion and gravitation. Zbl 1096.60041
Lifshits, Mikhail; Shi, Zhan
5
2005
Small deviations of weighted fractional processes and average non-linear approximation. Zbl 1068.60054
Lifshits, Mikhail A.; Linde, Werner
3
2005
Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results. Zbl 1202.91344
Charemza, Wojciech W.; Lifshits, Mikhail; Makarova, Svetlana
2
2005
Aggregation in a one-dimensional gas model with stable initial data. Zbl 1074.82533
Kuoza, L. V.; Lifshits, M. A.
3
2004
The escape rate of favorite sites of simple random walk and Brownian motion. Zbl 1067.60072
Lifshits, Mikhail A.; Shi, Zhan
3
2004
Tail behavior of anisotropic norms for Gaussian random fields. Zbl 1023.60047
Lifshits, Mikhail; Nazarov, Alexander; Nikitin, Yakov
2
2003
Approximation and entropy numbers of Volterra operators with application to Brownian motion. Zbl 0999.47034
Lifshits, Mikhail A.; Linde, Werner
27
2002
The first exit time of Brownian motion form a parabolic domain. Zbl 1018.60084
Lifshits, Mikhail; Shi, Zhan
19
2002
Almost sure limit theorem for martingales. Zbl 1021.60024
Lifshits, M. A.
9
2002
Some exact rates in the functional law of the iterated logarithm. Zbl 1018.60030
Berthet, Philippe; Lifshits, Mikhail
6
2002
On the large deviation principle for the almost sure CLT. Zbl 1043.60019
Lifshits, M. A.; Stankevich, E. S.
6
2001
Small ball probabilities for a shifted Poisson process. Zbl 1077.60034
Deheuvels, P.; Lifshits, M. A.
4
2001
Criterion for the quasi-invariance of Poisson measures under “linear” transformations of a space. Zbl 1057.60016
Lifshits, M. A.; Shmileva, E. Yu.
1
2001
Average volume of sections of star bodies. Zbl 0973.52002
Koldobsky, A.; Lifshits, M.
8
2000
Spectral regularization inequalities. Zbl 0954.28004
Lifshits, Mikhail; Weber, Michel
6
2000
Asymptotic behavior of small ball probabilities. Zbl 0994.60017
Lifshits, M. A.
26
1999
On almost sure limit theorems. Zbl 0970.60032
Ibragimov, I. A.; Lifshits, M. A.
18
1999
Chung’s law and the Csáki function. Zbl 0937.60013
Gorn, Natalia; Lifshits, Mikhail
6
1999
The almost sure limit theorem for sums of random vectors. Zbl 1001.60035
Lifshits, M. A.
5
1999
Metric entropy of integration operators and small ball probabilites for the Brownian sheet. Zbl 0945.47022
Dunker, T.; Linde, W.; Kühn, T.; Lifshits, M. A.
5
1999
On the convergence of generalized moments in almost sure central limit theorem. Zbl 0933.60017
Ibragimov, Ildar; Lifshits, Mikhail
27
1998
Local properties of distributions of stochastic functionals. Transl. from the Russian by V. E. Nazajkinskij and M. A. Shishkova. Zbl 0897.60042
Davydov, Yu. A.; Lifshits, M. A.; Smorodina, N. V.
26
1998
Small deviation probability of sums of independent random variables. Zbl 0902.60039
Dunker, T.; Lifshits, M. A.; Linde, W.
24
1998
Metric entropy of the integration operator and small ball probabilities for the Brownian sheet. Zbl 0918.60025
Dunker, Thomas; Kühn, Thomas; Lifshits, Mikhail; Linde, Werner
3
1998
Oscillations of Gaussian Stein’s elements. Zbl 0906.60038
Lifshits, Mikhail; Weber, Michel
1
1998
On the lower tail probabilities of some random series. Zbl 0873.60012
Lifshits, M. A.
19
1997
Strassen laws of iterated logarithm for partially observed processes. Zbl 0870.60022
Lifshits, M. A.; Weber, M.
5
1997
On the Hausdorff dimension of the set generated by exponential oscillations of a Wiener process. Zbl 0908.60012
Deheuvels, P.; Lifshits, M. A.
1
1997
Spectral regularization in ergodic theory and probability. Zbl 0892.46080
Lifshits, Mikhail; Weber, Michel
1
1997
Gaussian random functions. Zbl 0832.60002
Lifshits, M. A.
104
1995
Gaussian random functions. Zbl 0998.60501
Lifshits, M. A.
19
1995
Local properties of distributions of stochastic functionals. Zbl 1057.60500
Davydov, Yu. A.; Lifshits, M. A.; Smorodina, N. V.
6
1995
Rate of convergence in the functional law of the iterated logarithm with non-standard normalizing factors. Zbl 0859.60032
Bulinskij, A. V.; Lifshits, M. A.
2
1995
Tail probabilities of Gaussian suprema and Laplace transform. Zbl 0796.60029
Lifshits, M. A.
7
1994
Necessary and sufficient conditions for the Strassen law of the iterated logarithm in nonuniform topologies. Zbl 0840.60027
Deheuvels, Paul; Lifshits, Mikhail A.
2
1994
Strassen-type functional laws for strong topologies. Zbl 0793.60037
Deheuvels, Paul; Lifshits, Mikhail A.
7
1993
Gaussian large deviations of a smooth seminorm. Zbl 0764.60009
Lifshits, M. A.
1
1992
Unexpected limit behaviour of the Gaussian tail probabilities. Zbl 0768.60007
Lifshits, M. A.
1
1991
Computation of the exact asymptotics of some Gaussian large deviations. Zbl 0760.60026
Lifshits, M. A.
1
1990
Distribution of the norm of a stable vector. Zbl 0672.60028
Smorodina, N. V.; Lifshits, M. A.
1
1989
On the distribution of the maximum of a Gaussian process. Zbl 0602.60040
Lifshits, M. A.
2
1987
The distribution of the maximum of a Gaussian process. Zbl 0589.60036
Lifshits, M. A.
4
1986
Fibering method in some probabilistic problems. Zbl 0571.60048
Davydov, Yu. A.; Lifshits, M. A.
9
1985
Invariant measures generated by random fields with independent values. Zbl 0626.60046
Lifshits, M. A.
1
1985
An application of the stratification method to the study of functionals of processes with independent increments. Zbl 0598.60080
Lifshits, M. A.
1
1985
Absolute continuity of functionals of ”supremum” type for Gaussian processes. Zbl 0551.60043
Lifshits, M. A.
5
1984
The method of stratification in some probabilistic problems. Zbl 0566.60040
Davydov, Yu. A.; Lifshits, M. A.
1
1984
On the absolute continuity of distributions of functionals of random processes. Zbl 0517.60040
Lifshits, M. A.
17
1982
On the absolute continuity of distributions of functionals of stochastic processes. Zbl 0495.60045
Lifshits, M. A.
4
1982
The absolute continuity of functionals of the ”supremum” type for Gaussian processes. Zbl 0501.60049
Lifshits, M. A.
1
1982
On representation of Levy’s fields by indicators. Zbl 0446.60038
Lifshits, M. A.
2
1980
On the representation of Levy’s fields by indicators. Zbl 0438.60045
Lifshits, M. A.
2
1979
Local time for functions and Gaussian processes. Zbl 0417.60076
Lifshits, M. A.
2
1979
all top 5

Cited by 516 Authors

33 Lifshits, Mikhail A.
15 Aurzada, Frank
13 Vasil’eva, Anastasiya Andreevna
12 Weber, Michel Jean Georges
11 Hashorva, Enkelejd
11 Linde, Werner
10 Nazarov, Alexander I.
10 Rozovskiĭ, Leonid Viktorovich
10 Wu, Qunying
8 Fatalov, Vadim Rolandovich
7 Dębicki, Krzysztof
7 Gao, Fuchang
7 Khartov, A. A.
7 Li, Wenbo V.
7 Xu, Guiqiao
6 Breton, Jean-Christophe
6 Ma, Chunsheng
6 Nikitin, Yakov Yu.
5 Alpay, Daniel Aron
5 Bogachev, Vladimir Igorevich
5 Davydov, Yu. A.
5 Deblassie, Dante
5 Deheuvels, Paul
5 Giuliano, Rita
5 Ibragimov, Il’dar Abdullovich
5 Macci, Claudio
5 Molchan, George M.
5 Nane, Erkan
5 Tan, Zhongquan
4 Berkes, István
4 Dereich, Steffen
4 El-Nouty, Charles
4 Koldobsky, Alexander L.
4 Kühn, Thomas
4 Lepskiĭ, Oleg Vital’evich
4 Levanony, David
4 Petrova, Yu. P.
4 Pusev, R. S.
4 Seleznjev, Oleg
4 Simon, Thomas
4 Surgailis, Donatas
4 Ushakova, Elena Pavlovna
4 Viitasaari, Lauri
4 Yang, Xiangfeng
4 Zani, Marguerite
3 Ayache, Antoine
3 Azaïs, Jean-Marc
3 Azmoodeh, Ehsan
3 Bercu, Bernard
3 Berthet, Philippe
3 Bloznelis, Mindaugas
3 Dindar, Zacharie
3 Dorogovtsev, Andriĭ Anatoliĭovych
3 Ferger, Dietmar
3 Frolov, Andrei N.
3 Hefter, Mario
3 Jo, Sihun
3 Kabluchko, Zakhar A.
3 Lang, Jan
3 Mishura, Yuliya Stepanivna
3 Nourdin, Ivan
3 Pacchiarotti, Barbara
3 Papageorgiou, Anargyros
3 Peng, Zuoxiang
3 Setterqvist, Eric
3 Shevchenko, Georgiy M.
3 Shi, Zhan
3 Smits, Robert G.
3 Steland, Ansgar
3 Stepanov, Vladimir Dmitrievich
2 Abramowicz, Konrad
2 Adler, Robert Joseph
2 Bañuelos, Rodrigo
2 Bilyk, Dmitry
2 Chaabane, Faouzi
2 Chen, Jia
2 Chernozhukov, Victor
2 Collet, Pierre
2 Creutzig, Jakob
2 Dabo-Niang, Sophie
2 Davydov, Youri
2 de Jonge, René
2 Delgado, Miguel Ángel
2 Doukhan, Paul
2 Edmunds, David Eric
2 Ermakov, Mikhaĭl Sergeevich
2 Escanciano, Juan Carlos
2 Fang, Zheng
2 Garai, Elena S.
2 Gogatishvili, Amiran
2 Goldenshluger, Alexander
2 Guillotin-Plantard, Nadine
2 Gulisashvili, Archil
2 Herzwurm, André
2 Hörmann, Siegfried
2 Izyumtseva, O. L.
2 Ji, Lanpeng
2 Jørgensen, Palle E. T.
2 Kato, Kengo
2 Kebaier, Ahmed
...and 416 more Authors
all top 5

Cited in 122 Serials

41 Statistics & Probability Letters
40 Stochastic Processes and their Applications
31 Journal of Mathematical Sciences (New York)
30 Journal of Theoretical Probability
24 Journal of Complexity
13 Journal of Mathematical Analysis and Applications
13 Electronic Journal of Statistics
12 Journal of Functional Analysis
11 The Annals of Probability
10 Lithuanian Mathematical Journal
10 Theory of Probability and its Applications
9 Mathematical Notes
9 Journal of Econometrics
9 Transactions of the American Mathematical Society
9 Probability Theory and Related Fields
8 Journal of Approximation Theory
7 Journal of Soviet Mathematics
7 Journal of Statistical Planning and Inference
7 Bernoulli
7 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
6 Proceedings of the American Mathematical Society
6 Vestnik St. Petersburg University. Mathematics
6 Russian Journal of Mathematical Physics
6 Doklady Mathematics
6 Comptes Rendus. Mathématique. Académie des Sciences, Paris
5 The Annals of Applied Probability
5 Potential Analysis
5 Proceedings of the Steklov Institute of Mathematics
4 Journal of Statistical Physics
4 Theoretical and Mathematical Physics
4 Advances in Mathematics
4 Stochastic Analysis and Applications
4 Theory of Probability and Mathematical Statistics
4 The Journal of Fourier Analysis and Applications
4 Journal of Inequalities and Applications
4 Extremes
3 Metrika
3 Periodica Mathematica Hungarica
3 Journal of Time Series Analysis
3 St. Petersburg Mathematical Journal
3 Statistical Inference for Stochastic Processes
3 Stochastics and Dynamics
3 Stochastics
2 Advances in Applied Probability
2 Journal d’Analyse Mathématique
2 Problems of Information Transmission
2 Rocky Mountain Journal of Mathematics
2 Ukrainian Mathematical Journal
2 Annals of the Institute of Statistical Mathematics
2 The Annals of Statistics
2 Journal of Applied Probability
2 Mathematische Nachrichten
2 Mathematika
2 Nagoya Mathematical Journal
2 Acta Mathematica Hungarica
2 Communications in Statistics. Theory and Methods
2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
2 Applied Mathematics. Series B (English Edition)
2 Applied and Computational Harmonic Analysis
2 Mathematical Methods of Statistics
2 Bulletin des Sciences Mathématiques
2 Izvestiya: Mathematics
2 Methodology and Computing in Applied Probability
2 Econometric Theory
2 Lobachevskii Journal of Mathematics
2 Journal of Applied Mathematics
2 Central European Journal of Mathematics
2 Journal of the Korean Statistical Society
2 East Asian Mathematical Journal
2 SIAM Journal on Financial Mathematics
2 Modern Stochastics. Theory and Applications
2 European Journal of Mathematics
1 American Mathematical Monthly
1 Computer Methods in Applied Mechanics and Engineering
1 Israel Journal of Mathematics
1 Mathematical Proceedings of the Cambridge Philosophical Society
1 Moscow University Mathematics Bulletin
1 Reports on Mathematical Physics
1 Russian Mathematical Surveys
1 Chaos, Solitons and Fractals
1 Geometriae Dedicata
1 Inventiones Mathematicae
1 Journal of Multivariate Analysis
1 Mathematische Zeitschrift
1 Results in Mathematics
1 Siberian Mathematical Journal
1 Topology and its Applications
1 Advances in Applied Mathematics
1 Operations Research Letters
1 Statistics
1 Constructive Approximation
1 Revista Matemática Iberoamericana
1 Applied Mathematics Letters
1 Queueing Systems
1 Journal of Applied Mathematics and Stochastic Analysis
1 Proceedings of the Indian Academy of Sciences. Mathematical Sciences
1 Computational Statistics and Data Analysis
1 Indagationes Mathematicae. New Series
1 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI
1 SIAM Journal on Scientific Computing
...and 22 more Serials
all top 5

Cited in 38 Fields

390 Probability theory and stochastic processes (60-XX)
95 Statistics (62-XX)
40 Functional analysis (46-XX)
38 Operator theory (47-XX)
33 Approximations and expansions (41-XX)
28 Numerical analysis (65-XX)
19 Harmonic analysis on Euclidean spaces (42-XX)
15 Measure and integration (28-XX)
14 Number theory (11-XX)
14 Real functions (26-XX)
14 Partial differential equations (35-XX)
10 Convex and discrete geometry (52-XX)
10 Computer science (68-XX)
10 Statistical mechanics, structure of matter (82-XX)
8 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
6 Dynamical systems and ergodic theory (37-XX)
5 Ordinary differential equations (34-XX)
4 Functions of a complex variable (30-XX)
4 Calculus of variations and optimal control; optimization (49-XX)
4 Global analysis, analysis on manifolds (58-XX)
4 Information and communication theory, circuits (94-XX)
3 History and biography (01-XX)
3 Difference and functional equations (39-XX)
3 Abstract harmonic analysis (43-XX)
3 Mechanics of particles and systems (70-XX)
3 Operations research, mathematical programming (90-XX)
2 Combinatorics (05-XX)
2 Topological groups, Lie groups (22-XX)
2 Potential theory (31-XX)
2 Integral transforms, operational calculus (44-XX)
2 Fluid mechanics (76-XX)
2 Systems theory; control (93-XX)
1 General and overarching topics; collections (00-XX)
1 Linear and multilinear algebra; matrix theory (15-XX)
1 Special functions (33-XX)
1 Integral equations (45-XX)
1 Differential geometry (53-XX)
1 Quantum theory (81-XX)

Citations by Year

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