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 Author ID: piterbarg.vladimir-i Published as: Piterbarg, V.; Piterbarg, V. I.; Piterbarg, Vladimir; Piterbarg, Vladimir I. Homepage: http://mech.math.msu.su/~piter/PITER.HTM External Links: MGP · Math-Net.Ru · Wikidata
 Documents Indexed: 105 Publications since 1968, including 4 Books
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#### Co-Authors

 35 single-authored 11 Hüsler, Jürg 6 Konakov, V. D. 5 Hashorva, Enkelejd 5 Stamatović, Siniša 4 Fatalov, Vadim Rolandovich 4 Pikersgil’, E. A. 3 Belyaev, Yuriĭ Konstantinovich 3 Korshunov, Dmitry 2 Boulongne, Patrick 2 Kormosh, Ya. 2 Kremena, E. V. 2 Mladenović, Pavle N. 2 Prisyazhnyuk, V. P. 2 Rodionov, Igor’ Vladimirovich 2 Tyurin, Yuri N. 2 Zhdanov, Aleksandr Ivanovich 1 Abramov, A. M. 1 Albeverio, Sergio A. 1 Arnol’d, Vladimir Igorevich 1 Bolsinov, Alexey V. 1 Chepurin, E. V. 1 Cherevichkina, N. I. 1 de Haan, Laurens 1 Einmahl, John H. J. 1 Farkas, Julia 1 Galgani, Luigi 1 Gnedenko, Dmitry Borisovich 1 Ilyashenko, Yulij Sergeevich 1 Jarušková, Daniela 1 Ji, Lanpeng 1 Khovanskiĭ, Askold Georgievich 1 Kleban, Alexander O. 1 Kobel’kov, Sergeĭ Georgievich 1 Konstant, D. G. 1 Konstantinides, Dimitrios G. 1 Kozlov, A. M. 1 Kozlov, Valeriĭ Vasil’evich 1 Kudrov, A. V. 1 Ladneva, Anna 1 Makarov, A. P. 1 Martynov, Guennadi V. 1 Mazur, A. E. 1 Mikhaleva, T. L. 1 Mishura, Yuliya Stepanivna 1 Neishtadt, Anatoly I. 1 Nosko, Vladimir P. 1 Ol’shanskĭ, K. A. 1 Penskaya, M. Ya 1 Pierre-Loti-Viaud, Daniel 1 Popivoda, Goran 1 Prisjaznjuk, V. P. 1 Prisyazhnuk, V. P. 1 Ralchenko, Kostiantyn V. 1 Rumyantseva, Ekaterina 1 Rychlik, Igor 1 Seleznjev, Oleg 1 Simonova, I. Eh. 1 Stamatović, Biljana 1 Taran, Vladimir Nikolaevich 1 Varchenko, Alexander Nikolaevich 1 Yashchenko, Valery V. 1 Yurchenko-Tytarenko, A. Yu. 1 Zhang, Yueming 1 Zhilinskií, Boris I.
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#### Serials

 16 Theory of Probability and its Applications 9 Stochastic Processes and their Applications 9 Extremes 6 Teoriya Veroyatnosteĭ i eë Primeneniya 5 Soviet Mathematics. Doklady 4 Theory of Probability and Mathematical Statistics 4 Mathematical Methods of Statistics 3 Lithuanian Mathematical Journal 3 Mathematical Notes 3 Russian Mathematical Surveys 3 Journal of Soviet Mathematics 3 Doklady Mathematics 2 Moscow University Mathematics Bulletin 2 Problems of Information Transmission 2 Statistics & Probability Letters 2 Electronic Journal of Probability 2 Teoriya Sluchaĭnykh Protsessov 1 Advances in Applied Probability 1 Computers & Mathematics with Applications 1 Matematicheskie Zametki 1 The Annals of Statistics 1 Journal of Applied Probability 1 Journal of Multivariate Analysis 1 The Annals of Applied Probability 1 Problemy Peredachi Informatsii 1 Vestnik Moskovskogo Universiteta. Seriya I. Matematika, Mekhanika 1 Mathematica Montisnigri 1 Journal of Mathematical Sciences. University of Tokyo 1 Fundamental’naya i Prikladnaya Matematika 1 Translations of Mathematical Monographs
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#### Fields

 92 Probability theory and stochastic processes (60-XX) 17 Statistics (62-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 History and biography (01-XX) 1 Measure and integration (28-XX) 1 Special functions (33-XX) 1 Approximations and expansions (41-XX) 1 Integral transforms, operational calculus (44-XX) 1 Functional analysis (46-XX) 1 Numerical analysis (65-XX) 1 Operations research, mathematical programming (90-XX) 1 Biology and other natural sciences (92-XX)

#### Citations contained in zbMATH

73 Publications have been cited 860 times in 427 Documents Cited by Year
Asymptotic methods in the theory of Gaussian processes and fields. Transl. from the Russian by V. V. Piterbarg. Transl. ed. by Simeon Ivanov. Zbl 0841.60024
Piterbarg, V. I.
1996
Extremes of a certain class of Gaussian processes. Zbl 0997.60057
Hüsler, J.; Piterbarg, V.
1999
Nonparametric estimation of the spectral measure of an extreme value distribution. Zbl 1043.62046
Einmahl, John H. J.; de Haan, Laurens; Piterbarg, Vladimir I.
2001
Twenty lectures about Gaussian processes. Zbl 1359.60005
2015
On the supremum of $$\gamma$$-reflected processes with fractional Brownian motion as input. Zbl 1316.60054
Hashorva, Enkelejd; Ji, Lanpeng; Piterbarg, Vladimir I.
2013
On the ruin probability for physical fractional Brownian motion. Zbl 1070.60036
Hüsler, J.; Piterbarg, V.
2004
Large deviations of a storage process with fractional Brownian motion as input. Zbl 1003.60053
2001
Limit theorem for maximum of the storage process with fractional Brownian motion as input. Zbl 1075.60119
2004
On convergence of the uniform norms for Gaussian processes and linear approximation problems. Zbl 1038.60040
Hüsler, J.; Piterbarg, V.; Seleznjev, O.
2003
A limit theorem for the time of ruin in a Gaussian ruin problem. Zbl 1151.60313
2008
On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences. Zbl 1118.60047
2006
Discrete and continuous time extremes of Gaussian processes. Zbl 1088.60051
2004
The Laplace method for probability measures in Banach spaces. Zbl 0871.46020
Piterbarg, V. I.; Fatalov, V. R.
1995
On the convergence rate of maximal deviation distribution for kernel regression estimates. Zbl 0554.62034
Konakov, V. D.; Piterbarg, V. I.
1984
Über die Arbeit von J. Pickands ”Upcrossing probabilities for stationary Gaussian processes”. Zbl 0241.60031
Piterbarg, V. I.
1972
Asymptotic methods in the theory of Gaussian stochastic processes and fields. Zbl 0652.60045
Piterbarg, V. I.
1988
Asymptotic expansion of Gaussian chaos via probabilistic approach. Zbl 1337.60031
Hashorva, Enkelejd; Korshunov, Dmitry; Piterbarg, Vladimir I.
2015
Log-likelihood ratio test for detecting transient change. Zbl 1209.62141
2011
High excursions for nonstationary generalized chi-square processes. Zbl 0815.60045
Piterbarg, V. I.
1994
High extrema of Gaussian chaos processes. Zbl 1339.60062
2016
On extremal behavior of Gaussian chaos. Zbl 1416.60046
Korshunov, D. A.; Piterbarg, V. I.; Hashorva, E.
2013
Extreme values of the cyclostationary Gaussian random process. Zbl 0768.60048
Konstant, D. G.; Piterbarg, V. I.
1993
On maxima of partial samples in Gaussian sequences with pseudo-stationary trends. Zbl 1135.60021
Kudrov, A. V.; Piterbarg, V. I.
2007
Limit theorem for high level a-upcrossings by $$\chi$$-process. Zbl 1064.60067
Piterbarg, V. I.; Stamatovic, S.
2003
On the distribution of the maximum of a Gaussian field with a constant variance on a smooth manifold. Zbl 0883.60048
Mikhaleva, T. L.; Piterbarg, V. I.
1996
Rice method for Gaussian random fields. Zbl 0903.60029
Piterbarg, V. I.
1996
Rough asymptotics of the probability of simultaneous high extrema of two Gaussian processes: the dual action functional. Zbl 1075.60026
Piterbarg, V. I.; Stamatovich, B.
2005
On probability of high extremes for product of two independent Gaussian stationary processes. Zbl 1408.60031
2015
Extremes of Gaussian processes with random variance. Zbl 1231.60030
Hüsler, Juerg; Piterbarg, Vladimir; Zhang, Yueming
2011
On maximum of Gaussian non-centered fields indexed on smooth manifolds. Zbl 1018.60053
2001
High deviations for multidimensional stationary Gaussian processes with independent components. Zbl 0846.60042
Piterbarg, V. I.
1994
On the asymptotic Laplace method and its application to random chaos. Zbl 1326.60045
Korshunov, D. A.; Piterbarg, V. I.; Hashorva, E.
2015
Extremes of Gaussian processes with a smooth random variance. Zbl 1228.60059
Hüsler, Jürg; Piterbarg, Vladimir; Rumyantseva, Ekaterina
2011
On clusters of high extremes of Gaussian stationary processes with $$\epsilon$$-separation. Zbl 1226.60082
2010
Comparison of distribution functions of maxima of Gaussian processes. Zbl 0488.60051
Piterbarg, V. I.
1982
Asymptotic behavior of the sample mean of a function of the Wiener process and the MacDonald function. Zbl 1205.60144
2009
Gnedenko-type limit theorems for cyclostationary $$c^2$$-processes. Zbl 1055.60047
Konstantinides, D. G.; Piterbarg, V.; Stamatovic, S.
2004
Large deviations of random processes close to Gaussian ones. Zbl 0517.60029
Piterbarg, V. I.
1982
Asymptotics of the probability of large excursions for a nonstationary Gaussian process. Zbl 0433.60030
Piterbarg, V. I.; Prisyazhnyuk, V. P.
1979
High extremes of Gaussian chaos processes: a discrete time approximation approach. Zbl 1414.60024
Zhdanov, A. I.; Piterbarg, V. I.
2018
On shape of high massive excursions of trajectories of Gaussian homogeneous fields. Zbl 1387.60065
2017
On the shape of trajectories of Gaussian processes having large massive excursions. Zbl 1312.60038
Kremena, E. V.; Piterbarg, V. I.; Hüsler, J.
2014
On average losses in the ruin problem with fractional Brownian motion as input. Zbl 1224.91046
Boulongne, Patrick; Pierre-Loti-Viaud, Daniel; Piterbarg, Vladimir
2009
Convergence rate of maximum deviation distributions of Gaussian processes and empirical densities. I. Zbl 0522.60028
Konakov, V. D.; Piterbarg, V. I.
1982
Comparison of distribution functions of maxima of Gaussian processes. Zbl 0477.60038
Piterbarg, V. I.
1981
Stochastic representation and path properties of a fractional Cox-Ingersoll-Ross process. Zbl 1409.60061
Mishura, Yu. S.; Piterbarg, V. I.; Ralchenko, K. V.; Yurchenko-Tytarenko, A. Yu.
2018
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
On large jumps of a Cramer random walk. Zbl 1069.60030
Piterbarg, V. I.; Kozlov, A. M.
2003
Asymptotic behaviour of probability of large deviation for Gaussian non- stationary processes. Zbl 0407.60016
Piterbarg, V. I.; Prisjaznjuk, V. P.
1978
On maximum of Gaussian random field having unique maximum point of its variance. Zbl 07101830
Kobelkov, Sergey G.; Piterbarg, Vladimir I.
2019
Asymptotic behavior of reliability function for multidimensional aggregated Weibull type reliability indices. Zbl 1383.60073
Farkas, Julia; Hashorva, Enkelejd; Piterbarg, Vladimir I.
2017
On estimation of the exponent of regular variation using a sample with missing observations. Zbl 1131.62042
2008
Central limit theorem for wave-functionals of Gaussian processes. Zbl 0934.60034
1999
Testing for homogeneity of two multivariate samples: A Gaussian field on a sphere. Zbl 0798.62062
Piterbarg, V. I.; Tyurin, Yu. N.
1993
On asymptotic distribution of integrated squared error of an estimate of a component of a convolution. Zbl 0798.62026
Piterbarg, V. I.; Penskaya, M. Ya.
1993
On large jumps of a random walk. Zbl 0741.60067
Piterbarg, V. I.
1991
Rate of convergence of maximal deviation distributions for Gaussian processes and empirical density functions. II. Zbl 0527.62047
Konakov, V. D.; Piterbarg, V. I.
1983
Gaussian stochastic processes. Zbl 0516.60046
Piterbarg, V. I.
1982
Rate of convergence of maximal deviation distributions for Gaussian processes and empirical density functions. I. Zbl 0503.60036
Konakov, V. D.; Piterbarg, V. I.
1982
Asymptotics of the average number of A-points of overshoot of a Gaussian field beyond a high level. Zbl 0293.60032
Belyaev, Yu. K.; Piterbarg, V. I.
1972
Massive excursions of Gaussian isotropic fields. Method of moments. Zbl 1414.60023
Piterbarg, V. I.
2018
Large extremes of Gaussian chaos processes. Zbl 1343.60065
Piterbarg, V. I.
2016
Gaussian copula time series with heavy tails and strong time dependence. Zbl 1408.62148
Mazur, A. E.; Piterbarg, V. I.
2015
Nikolai Nikolaevich Nekhoroshev (obituary). Zbl 1175.01064
Abramov, A. M.; Arnol’d, V. I.; Bolsinov, A. V.; Varchenko, A. N.; Galgani, L.; Zhilinskii, B. I.; Il’yashenko, Yu. S.; Kozlov, Valerii V.; Neishtadt, Anatolii I.; Piterbarg, Vladimir I.; Khovanskii, Askold G.; Yashchenko, Valerii V.
2009
Multivariate rank correlations: A Gaussian field on a direct product of spheres. Zbl 1061.62534
Piterbarg, V. I.; Tyurin, Yu. N.
2000
High level excursions of Gaussian fields and the weakly optimal choice of the smoothing parameter. I. Zbl 0840.62039
Konakov, V. D.; Piterbarg, V. I.
1995
Exact asymptotics for large deviation probabilities of normalized Brownian bridge with applications to empirical processes. Zbl 0729.60021
Piterbarg, V. I.; Taran, V.
1991
On the asymptotics of the probability of a large excursion for a nonstationary Gaussian process. Zbl 0559.60039
Piterbarg, V. I.
1984
A Poisson limit theorem for large excursions of a Gaussian sequence. Zbl 0477.60028
Piterbarg, V. I.
1981
The exact asymptotics for the probability of large span of a Gaussian stationary process. Zbl 0472.60036
Piterbarg, V. I.; Prisyazhnuk, V. P.
1981
Asymptotic expansions for the probability of large excursions of Gaussian processes. Zbl 0415.60026
Piterbarg, V. I.
1978
The strong mixing property of a quantized Gaussian process. Zbl 0292.28006
Piterbarg, V. I.
1973
On J. Pickands’ paper ”Upcrossing probabilities for stationary Gaussian processes”. Zbl 0262.60020
Piterbarg, V. I.
1973
On maximum of Gaussian random field having unique maximum point of its variance. Zbl 07101830
Kobelkov, Sergey G.; Piterbarg, Vladimir I.
2019
High extremes of Gaussian chaos processes: a discrete time approximation approach. Zbl 1414.60024
Zhdanov, A. I.; Piterbarg, V. I.
2018
Stochastic representation and path properties of a fractional Cox-Ingersoll-Ross process. Zbl 1409.60061
Mishura, Yu. S.; Piterbarg, V. I.; Ralchenko, K. V.; Yurchenko-Tytarenko, A. Yu.
2018
Massive excursions of Gaussian isotropic fields. Method of moments. Zbl 1414.60023
Piterbarg, V. I.
2018
On shape of high massive excursions of trajectories of Gaussian homogeneous fields. Zbl 1387.60065
2017
Asymptotic behavior of reliability function for multidimensional aggregated Weibull type reliability indices. Zbl 1383.60073
Farkas, Julia; Hashorva, Enkelejd; Piterbarg, Vladimir I.
2017
High extrema of Gaussian chaos processes. Zbl 1339.60062
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
Large extremes of Gaussian chaos processes. Zbl 1343.60065
Piterbarg, V. I.
2016
Twenty lectures about Gaussian processes. Zbl 1359.60005
2015
Asymptotic expansion of Gaussian chaos via probabilistic approach. Zbl 1337.60031
Hashorva, Enkelejd; Korshunov, Dmitry; Piterbarg, Vladimir I.
2015
On probability of high extremes for product of two independent Gaussian stationary processes. Zbl 1408.60031
2015
On the asymptotic Laplace method and its application to random chaos. Zbl 1326.60045
Korshunov, D. A.; Piterbarg, V. I.; Hashorva, E.
2015
Gaussian copula time series with heavy tails and strong time dependence. Zbl 1408.62148
Mazur, A. E.; Piterbarg, V. I.
2015
On the shape of trajectories of Gaussian processes having large massive excursions. Zbl 1312.60038
Kremena, E. V.; Piterbarg, V. I.; Hüsler, J.
2014
On the supremum of $$\gamma$$-reflected processes with fractional Brownian motion as input. Zbl 1316.60054
Hashorva, Enkelejd; Ji, Lanpeng; Piterbarg, Vladimir I.
2013
On extremal behavior of Gaussian chaos. Zbl 1416.60046
Korshunov, D. A.; Piterbarg, V. I.; Hashorva, E.
2013
Log-likelihood ratio test for detecting transient change. Zbl 1209.62141
2011
Extremes of Gaussian processes with random variance. Zbl 1231.60030
Hüsler, Juerg; Piterbarg, Vladimir; Zhang, Yueming
2011
Extremes of Gaussian processes with a smooth random variance. Zbl 1228.60059
Hüsler, Jürg; Piterbarg, Vladimir; Rumyantseva, Ekaterina
2011
On clusters of high extremes of Gaussian stationary processes with $$\epsilon$$-separation. Zbl 1226.60082
2010
Asymptotic behavior of the sample mean of a function of the Wiener process and the MacDonald function. Zbl 1205.60144
2009
On average losses in the ruin problem with fractional Brownian motion as input. Zbl 1224.91046
Boulongne, Patrick; Pierre-Loti-Viaud, Daniel; Piterbarg, Vladimir
2009
Nikolai Nikolaevich Nekhoroshev (obituary). Zbl 1175.01064
Abramov, A. M.; Arnol’d, V. I.; Bolsinov, A. V.; Varchenko, A. N.; Galgani, L.; Zhilinskii, B. I.; Il’yashenko, Yu. S.; Kozlov, Valerii V.; Neishtadt, Anatolii I.; Piterbarg, Vladimir I.; Khovanskii, Askold G.; Yashchenko, Valerii V.
2009
A limit theorem for the time of ruin in a Gaussian ruin problem. Zbl 1151.60313
2008
On estimation of the exponent of regular variation using a sample with missing observations. Zbl 1131.62042
2008
On maxima of partial samples in Gaussian sequences with pseudo-stationary trends. Zbl 1135.60021
Kudrov, A. V.; Piterbarg, V. I.
2007
On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences. Zbl 1118.60047
2006
Rough asymptotics of the probability of simultaneous high extrema of two Gaussian processes: the dual action functional. Zbl 1075.60026
Piterbarg, V. I.; Stamatovich, B.
2005
On the ruin probability for physical fractional Brownian motion. Zbl 1070.60036
Hüsler, J.; Piterbarg, V.
2004
Limit theorem for maximum of the storage process with fractional Brownian motion as input. Zbl 1075.60119
2004
Discrete and continuous time extremes of Gaussian processes. Zbl 1088.60051
2004
Gnedenko-type limit theorems for cyclostationary $$c^2$$-processes. Zbl 1055.60047
Konstantinides, D. G.; Piterbarg, V.; Stamatovic, S.
2004
On convergence of the uniform norms for Gaussian processes and linear approximation problems. Zbl 1038.60040
Hüsler, J.; Piterbarg, V.; Seleznjev, O.
2003
Limit theorem for high level a-upcrossings by $$\chi$$-process. Zbl 1064.60067
Piterbarg, V. I.; Stamatovic, S.
2003
On large jumps of a Cramer random walk. Zbl 1069.60030
Piterbarg, V. I.; Kozlov, A. M.
2003
Nonparametric estimation of the spectral measure of an extreme value distribution. Zbl 1043.62046
Einmahl, John H. J.; de Haan, Laurens; Piterbarg, Vladimir I.
2001
Large deviations of a storage process with fractional Brownian motion as input. Zbl 1003.60053
2001
On maximum of Gaussian non-centered fields indexed on smooth manifolds. Zbl 1018.60053
2001
Multivariate rank correlations: A Gaussian field on a direct product of spheres. Zbl 1061.62534
Piterbarg, V. I.; Tyurin, Yu. N.
2000
Extremes of a certain class of Gaussian processes. Zbl 0997.60057
Hüsler, J.; Piterbarg, V.
1999
Central limit theorem for wave-functionals of Gaussian processes. Zbl 0934.60034
1999
Asymptotic methods in the theory of Gaussian processes and fields. Transl. from the Russian by V. V. Piterbarg. Transl. ed. by Simeon Ivanov. Zbl 0841.60024
Piterbarg, V. I.
1996
On the distribution of the maximum of a Gaussian field with a constant variance on a smooth manifold. Zbl 0883.60048
Mikhaleva, T. L.; Piterbarg, V. I.
1996
Rice method for Gaussian random fields. Zbl 0903.60029
Piterbarg, V. I.
1996
The Laplace method for probability measures in Banach spaces. Zbl 0871.46020
Piterbarg, V. I.; Fatalov, V. R.
1995
High level excursions of Gaussian fields and the weakly optimal choice of the smoothing parameter. I. Zbl 0840.62039
Konakov, V. D.; Piterbarg, V. I.
1995
High excursions for nonstationary generalized chi-square processes. Zbl 0815.60045
Piterbarg, V. I.
1994
High deviations for multidimensional stationary Gaussian processes with independent components. Zbl 0846.60042
Piterbarg, V. I.
1994
Extreme values of the cyclostationary Gaussian random process. Zbl 0768.60048
Konstant, D. G.; Piterbarg, V. I.
1993
Testing for homogeneity of two multivariate samples: A Gaussian field on a sphere. Zbl 0798.62062
Piterbarg, V. I.; Tyurin, Yu. N.
1993
On asymptotic distribution of integrated squared error of an estimate of a component of a convolution. Zbl 0798.62026
Piterbarg, V. I.; Penskaya, M. Ya.
1993
On large jumps of a random walk. Zbl 0741.60067
Piterbarg, V. I.
1991
Exact asymptotics for large deviation probabilities of normalized Brownian bridge with applications to empirical processes. Zbl 0729.60021
Piterbarg, V. I.; Taran, V.
1991
Asymptotic methods in the theory of Gaussian stochastic processes and fields. Zbl 0652.60045
Piterbarg, V. I.
1988
On the convergence rate of maximal deviation distribution for kernel regression estimates. Zbl 0554.62034
Konakov, V. D.; Piterbarg, V. I.
1984
On the asymptotics of the probability of a large excursion for a nonstationary Gaussian process. Zbl 0559.60039
Piterbarg, V. I.
1984
Rate of convergence of maximal deviation distributions for Gaussian processes and empirical density functions. II. Zbl 0527.62047
Konakov, V. D.; Piterbarg, V. I.
1983
Comparison of distribution functions of maxima of Gaussian processes. Zbl 0488.60051
Piterbarg, V. I.
1982
Large deviations of random processes close to Gaussian ones. Zbl 0517.60029
Piterbarg, V. I.
1982
Convergence rate of maximum deviation distributions of Gaussian processes and empirical densities. I. Zbl 0522.60028
Konakov, V. D.; Piterbarg, V. I.
1982
Gaussian stochastic processes. Zbl 0516.60046
Piterbarg, V. I.
1982
Rate of convergence of maximal deviation distributions for Gaussian processes and empirical density functions. I. Zbl 0503.60036
Konakov, V. D.; Piterbarg, V. I.
1982
Comparison of distribution functions of maxima of Gaussian processes. Zbl 0477.60038
Piterbarg, V. I.
1981
A Poisson limit theorem for large excursions of a Gaussian sequence. Zbl 0477.60028
Piterbarg, V. I.
1981
The exact asymptotics for the probability of large span of a Gaussian stationary process. Zbl 0472.60036
Piterbarg, V. I.; Prisyazhnuk, V. P.
1981
Asymptotics of the probability of large excursions for a nonstationary Gaussian process. Zbl 0433.60030
Piterbarg, V. I.; Prisyazhnyuk, V. P.
1979
Asymptotic behaviour of probability of large deviation for Gaussian non- stationary processes. Zbl 0407.60016
Piterbarg, V. I.; Prisjaznjuk, V. P.
1978
Asymptotic expansions for the probability of large excursions of Gaussian processes. Zbl 0415.60026
Piterbarg, V. I.
1978
The strong mixing property of a quantized Gaussian process. Zbl 0292.28006
Piterbarg, V. I.
1973
On J. Pickands’ paper ”Upcrossing probabilities for stationary Gaussian processes”. Zbl 0262.60020
Piterbarg, V. I.
1973
Über die Arbeit von J. Pickands ”Upcrossing probabilities for stationary Gaussian processes”. Zbl 0241.60031
Piterbarg, V. I.
1972
Asymptotics of the average number of A-points of overshoot of a Gaussian field beyond a high level. Zbl 0293.60032
Belyaev, Yu. K.; Piterbarg, V. I.
1972
all top 5

#### Cited by 398 Authors

 51 Hashorva, Enkelejd 44 Dębicki, Krzysztof 31 Piterbarg, Vladimir Il’ich 28 Tan, Zhongquan 18 Ji, Lanpeng 14 Liu, Peng 13 Hüsler, Jürg 13 Peng, Zuoxiang 12 Fatalov, Vadim Rolandovich 10 Azaïs, Jean-Marc 9 Bai, Long 9 Nadarajah, Saralees 8 Albeverio, Sergio A. 7 Liu, Jingchen 7 Weng, Zhichao 6 Cheng, Dan 6 Kabluchko, Zakhar A. 6 Mandjes, Michel Robertus Hendrikus 6 Seleznjev, Oleg 5 Bouzebda, Salim 5 Jarušková, Daniela 5 Kosiński, Kamil Marcin 5 Michna, Zbigniew 5 Pereira, Luísa 5 Samorodnitsky, Gennady Pinkhosovich 5 Wschebor, Mario 4 de Haan, Laurens 4 Ferreira, Helena 4 Glynn, Peter W. 4 Ling, Chengxiu 4 Mikosch, Thomas 4 Mladenović, Pavle N. 4 Naveau, Philippe 4 Peng, Liang 4 Resnick, Sidney Ira 4 Rodionov, Igor’ Vladimirovich 4 Sabourin, Anne 4 Segers, Johan 4 Stamatović, Siniša 4 Xu, Gongjun 3 Abramowicz, Konrad 3 Albin, J. M. P. 3 Borst, Sem C. 3 Chan, Hock Peng 3 Dieker, A. B. 3 Einmahl, John H. J. 3 Ermakov, Mikhaĭl Sergeevich 3 Giné-Masdéu, Evarist 3 Horváth, Lajos 3 Klüppelberg, Claudia 3 Kobel’kov, Sergeĭ Georgievich 3 Konakov, V. D. 3 Kozachenko, Yuriĭ Vasyl’ovych 3 Luo, Li 3 Mastrogiacomo, Elisa 3 Mojirsheibani, Majid 3 Neuenkirch, Andreas 3 Popivoda, Goran 3 Robert, Christian Yann 3 Rolski, Tomasz 3 Rudzkis, Rimantas 3 Steblovskaya, Victoria R. 3 Tabiś, Kamil 3 Tang, Linjun 3 Wang, Yuebao 3 Yamnenko, Rostyslav E. 3 Zari, Tarek 3 Zhdanov, Aleksandr Ivanovich 3 Zwart, Bert P. 2 Adler, Robert Joseph 2 Al-Sharadqah, Ali 2 Arendarczyk, Marek 2 Beran, Jan 2 Bissantz, Nicolai 2 Blanchet, Jose H. 2 Bucchia, Béatrice 2 Cao, Lunfeng 2 Chen, Yang 2 Di Persio, Luca 2 Engelke, Sebastian 2 Farkas, Julia 2 Genovese, Christopher R. 2 Guillou, Armelle 2 Harper, Adam J. 2 Hernandez-Campos, Felix 2 Holzmann, Hajo 2 Ilić, Ivana 2 Inahama, Yuzuru 2 Jeffay, Kevin 2 Jiang, Yingying 2 Kisowski, Paweł 2 Kleban, Alexander O. 2 Korshunov, Dmitry 2 Kozek, Andrzej S. 2 Kratz, Marie-France 2 Kremena, E. V. 2 Kudrov, A. V. 2 Kuhn, Gabriel 2 León, José Rafael R. 2 Li, Jinzhu ...and 298 more Authors
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#### Cited in 103 Serials

 47 Extremes 37 Statistics & Probability Letters 36 Stochastic Processes and their Applications 21 Journal of Multivariate Analysis 15 The Annals of Applied Probability 14 Journal of Applied Probability 10 Lithuanian Mathematical Journal 9 Bernoulli 8 Advances in Applied Probability 8 Journal of Mathematical Analysis and Applications 8 Theory of Probability and its Applications 8 The Annals of Statistics 8 Journal of Statistical Planning and Inference 7 The Annals of Probability 7 Journal of Theoretical Probability 7 Scandinavian Actuarial Journal 6 Mathematical Notes 6 Moscow University Mathematics Bulletin 6 Probability Theory and Related Fields 6 Communications in Statistics. Theory and Methods 6 Mathematical Methods of Statistics 6 Methodology and Computing in Applied Probability 6 Stochastic Models 5 Theoretical and Mathematical Physics 5 Queueing Systems 5 Journal of Mathematical Sciences (New York) 5 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 4 Problems of Information Transmission 4 Statistics 4 Journal of Nonparametric Statistics 4 Electronic Journal of Statistics 4 Science China. Mathematics 3 Annals of the Institute of Statistical Mathematics 3 Journal of Econometrics 3 Insurance Mathematics & Economics 3 Journal of Time Series Analysis 3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Scandinavian Journal of Statistics 2 Journal of the American Statistical Association 2 Probability and Mathematical Statistics 2 Test 2 Applied Mathematics. Series B (English Edition) 2 Theory of Probability and Mathematical Statistics 2 Doklady Mathematics 2 Journal of Inequalities and Applications 2 Infinite Dimensional Analysis, Quantum Probability and Related Topics 2 Journal of the Royal Statistical Society. Series B. Statistical Methodology 2 Acta Mathematica Sinica. English Series 2 Stochastics 2 Journal of the Korean Statistical Society 2 Statistics and Computing 1 The Canadian Journal of Statistics 1 Computers & Mathematics with Applications 1 Computer Methods in Applied Mechanics and Engineering 1 Journal of Mathematical Physics 1 Applied Mathematics and Computation 1 Applied Mathematics and Optimization 1 Journal of Approximation Theory 1 Journal of Functional Analysis 1 Journal of Soviet Mathematics 1 Kybernetika 1 Scandinavian Actuarial Journal 1 Siberian Mathematical Journal 1 Statistica Neerlandica 1 Tohoku Mathematical Journal. Second Series 1 Transactions of the American Mathematical Society 1 Operations Research Letters 1 Chinese Annals of Mathematics. Series B 1 Stochastic Analysis and Applications 1 Acta Mathematicae Applicatae Sinica. English Series 1 Constructive Approximation 1 Applied Mathematics Letters 1 Journal of Integral Equations and Applications 1 Computational Mathematics and Modeling 1 Japan Journal of Industrial and Applied Mathematics 1 Discrete Mathematics and Applications 1 Computational Statistics 1 Computational Statistics and Data Analysis 1 Stochastics and Stochastics Reports 1 Experimental Mathematics 1 Potential Analysis 1 Statistical Papers 1 Bulletin des Sciences Mathématiques 1 Electronic Journal of Probability 1 Izvestiya: Mathematics 1 The Journal of Fourier Analysis and Applications 1 ACM Transactions on Modeling and Computer Simulation 1 Finance and Stochastics 1 Fractional Calculus & Applied Analysis 1 International Journal of Communication Systems 1 Regular and Chaotic Dynamics 1 Econometric Theory 1 Brazilian Journal of Probability and Statistics 1 Nonlinear Analysis. Modelling and Control 1 Stochastics and Dynamics 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Frontiers of Mathematics in China 1 AStA. Advances in Statistical Analysis 1 The Annals of Applied Statistics 1 Set-Valued and Variational Analysis ...and 3 more Serials
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#### Cited in 29 Fields

 342 Probability theory and stochastic processes (60-XX) 142 Statistics (62-XX) 31 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 25 Numerical analysis (65-XX) 10 Computer science (68-XX) 9 Operations research, mathematical programming (90-XX) 8 Functional analysis (46-XX) 6 Partial differential equations (35-XX) 6 Approximations and expansions (41-XX) 4 Measure and integration (28-XX) 4 Ordinary differential equations (34-XX) 4 Integral transforms, operational calculus (44-XX) 4 Statistical mechanics, structure of matter (82-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 3 Quantum theory (81-XX) 2 Number theory (11-XX) 2 Real functions (26-XX) 2 Differential geometry (53-XX) 2 Global analysis, analysis on manifolds (58-XX) 2 Geophysics (86-XX) 2 Biology and other natural sciences (92-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Difference and functional equations (39-XX) 1 Integral equations (45-XX) 1 Algebraic topology (55-XX) 1 Mechanics of deformable solids (74-XX) 1 Optics, electromagnetic theory (78-XX) 1 Systems theory; control (93-XX) 1 Information and communication theory, circuits (94-XX)

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