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Sgibnev, Mikhaĭl Sergeevich

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Author ID: sgibnev.mikhail-sergeevich Recent zbMATH articles by "Sgibnev, Mikhaĭl Sergeevich"
Published as: Sgibnev, M. S.; Sgibnev, Mikhail; Sgibnev, Mikhail S.; Sgibnev, Mikhaĭl Sergeevich
Documents Indexed: 86 Publications since 1977

Co-Authors

76 single-authored
9 Rogozin, B. A.
1 Alsmeyer, Gerold

Publications by Year

Citations contained in zbMATH

39 Publications have been cited 161 times in 103 Documents Cited by Year
Submultiplicative moments of the supremum of a random walk with negative drift. Zbl 0903.60055
Sgibnev, M. S.
16
1997
Banach algebras of measures on the real line with a given asymptotics of distributions at infinity. Zbl 0936.46021
Rogozin, B. A.; Sgibnev, M. S.
13
1999
On the distribution of the maxima of partial sums. Zbl 0862.60040
Sgibnev, M. S.
13
1996
Banach algebras of measures on the line. Zbl 0457.46024
Rogozin, B. A.; Sgibnev, M. S.
12
1980
Renewal theorem in the case of an infinite variance. Zbl 0499.60092
Sgibnev, M. S.
10
1982
Asymptotics of infinitely divisible distributions on \({\mathbb{R}}\). Zbl 0714.60010
Sgibnev, M. S.
8
1990
The matrix analogue of the blackwell renewal theorem on the real line. Zbl 1144.60052
Sgibnev, M. S.
6
2006
An asymptotic expansion for the distribution of the supremum of a random walk. Zbl 0962.60019
Sgibnev, M. S.
6
2000
Strongly subexponential distributions and Banach algebras of measures. Zbl 0944.60037
Rogozin, B. A.; Sgibnev, M. S.
6
1999
Asymptotics of infinitely divisible distributions in R. Zbl 0703.60010
Sgibnev, M. S.
6
1990
Homogeneous conservative Wiener-Hopf equation. Zbl 1143.45001
Sgibnev, M. S.
5
2007
Stone’s decomposition of the renewal measure via Banach-algebraic techniques. Zbl 0996.60096
Sgibnev, M. S.
5
2002
Banach algebras of measures of class \({\mathcal S}(\gamma)\). Zbl 0653.46027
Sgibnev, M. S.
5
1988
On the renewal theorem in case of infinite dispersion. Zbl 0481.60080
Sgibnev, M. S.
5
1981
Exponential estimates of the convergence rate for higher renewal moments. Zbl 0746.60085
Sgibnev, M. S.
4
1991
The discrete Wiener-Hopf equation with probability kernel of oscillating type. Zbl 1433.60026
Sgibnev, M. S.
3
2019
Semimultiplicative moments of factors in Wiener-Hopf matrix factorization. Zbl 1165.47017
Sgibnev, M. S.
3
2008
On the tail behaviour of the supremum of a random walk defined on a Markov chain. Zbl 0958.60047
Alsmeyer, Gerold; Sgibnev, Mikhail
3
1999
Equivalence of two conditions on singular components. Zbl 0942.60023
Sgibnev, M. S.
3
1998
Banach algebras of measures of class S(\(\gamma\) ). Zbl 0667.46016
Sgibnev, M. S.
3
1988
Banach-Algebren von absolutstetigen Maßen auf der Geraden. Zbl 0407.46045
Rogozin, B. A.; Sgibnev, M. S.
3
1979
The uniqueness of a solution to the renewal type system of integral equations on the line. Zbl 1253.45004
Sgibnev, M. S.
2
2010
Systems of renewal-type integral equations on the line. Zbl 1071.45004
Sgibnev, M. S.
2
2004
Systems of renewal equations on the line. Zbl 1036.60078
Sgibnev, M. S.
2
2003
Banach algebras of absolutely continuous measures on the straight line. Zbl 0427.46031
Rogozin, B. A.; Sgibnev, M. S.
2
1979
Banach algebras of absolutely continuous measures on a straight line. Zbl 0418.46014
Rogozin, B. A.; Sgibnev, M. S.
2
1978
Wiener-Hopf equation whose kernel is a probability distribution. Zbl 1388.60095
Sgibnev, M. S.
1
2017
On invertibility conditions for elements of Banach algebras of measures. Zbl 1283.46032
Sgibnev, M. S.
1
2013
Behavior at infinity of a solution to a differential-difference equation. Zbl 1271.34063
Sgibnev, M. S.
1
2012
On a renewal function when the second moment is infinite. Zbl 1163.60324
Sgibnev, M. S.
1
2009
An asymptotic expansion of the solution to a system of integrodifferential equations with exact asymptotics for the remainder. Zbl 1164.45317
Sgibnev, M. S.
1
2008
An asymptotic expansion for the expectation of an age-dependent branching process with a submultiplicative estimate of the remainder. Zbl 1004.60083
Sgibnev, M. S.
1
2001
Exact asymptotic behaviour of the distribution of the supremum. Zbl 0990.60051
Sgibnev, M. S.
1
2001
Exact asymptotic behaviour in a renewal theorem for convolution equivalent distributions with exponential tails. Zbl 0958.60083
Sgibnev, Mikhail S.
1
1999
An infinite variance solidarity theorem for Markov renewal functions. Zbl 0866.60076
Sgibnev, M. S.
1
1996
An asymptotic of high order moments of the renewal. Zbl 0736.60081
Sgibnev, M. S.
1
1991
Banach algebras of functions with the same asymptotic behavior at infinity. Zbl 0512.46051
Sgibnev, M. S.
1
1982
Banachsche Algebren von Funktionen, die das gleiche asymptotische Verhalten im Unendlichen haben. Zbl 0473.46037
Sgibnev, M. S.
1
1981
Asymptotics of the density of a renewal function. Zbl 0427.60091
Sgibnev, M. S.
1
1979
The discrete Wiener-Hopf equation with probability kernel of oscillating type. Zbl 1433.60026
Sgibnev, M. S.
3
2019
Wiener-Hopf equation whose kernel is a probability distribution. Zbl 1388.60095
Sgibnev, M. S.
1
2017
On invertibility conditions for elements of Banach algebras of measures. Zbl 1283.46032
Sgibnev, M. S.
1
2013
Behavior at infinity of a solution to a differential-difference equation. Zbl 1271.34063
Sgibnev, M. S.
1
2012
The uniqueness of a solution to the renewal type system of integral equations on the line. Zbl 1253.45004
Sgibnev, M. S.
2
2010
On a renewal function when the second moment is infinite. Zbl 1163.60324
Sgibnev, M. S.
1
2009
Semimultiplicative moments of factors in Wiener-Hopf matrix factorization. Zbl 1165.47017
Sgibnev, M. S.
3
2008
An asymptotic expansion of the solution to a system of integrodifferential equations with exact asymptotics for the remainder. Zbl 1164.45317
Sgibnev, M. S.
1
2008
Homogeneous conservative Wiener-Hopf equation. Zbl 1143.45001
Sgibnev, M. S.
5
2007
The matrix analogue of the blackwell renewal theorem on the real line. Zbl 1144.60052
Sgibnev, M. S.
6
2006
Systems of renewal-type integral equations on the line. Zbl 1071.45004
Sgibnev, M. S.
2
2004
Systems of renewal equations on the line. Zbl 1036.60078
Sgibnev, M. S.
2
2003
Stone’s decomposition of the renewal measure via Banach-algebraic techniques. Zbl 0996.60096
Sgibnev, M. S.
5
2002
An asymptotic expansion for the expectation of an age-dependent branching process with a submultiplicative estimate of the remainder. Zbl 1004.60083
Sgibnev, M. S.
1
2001
Exact asymptotic behaviour of the distribution of the supremum. Zbl 0990.60051
Sgibnev, M. S.
1
2001
An asymptotic expansion for the distribution of the supremum of a random walk. Zbl 0962.60019
Sgibnev, M. S.
6
2000
Banach algebras of measures on the real line with a given asymptotics of distributions at infinity. Zbl 0936.46021
Rogozin, B. A.; Sgibnev, M. S.
13
1999
Strongly subexponential distributions and Banach algebras of measures. Zbl 0944.60037
Rogozin, B. A.; Sgibnev, M. S.
6
1999
On the tail behaviour of the supremum of a random walk defined on a Markov chain. Zbl 0958.60047
Alsmeyer, Gerold; Sgibnev, Mikhail
3
1999
Exact asymptotic behaviour in a renewal theorem for convolution equivalent distributions with exponential tails. Zbl 0958.60083
Sgibnev, Mikhail S.
1
1999
Equivalence of two conditions on singular components. Zbl 0942.60023
Sgibnev, M. S.
3
1998
Submultiplicative moments of the supremum of a random walk with negative drift. Zbl 0903.60055
Sgibnev, M. S.
16
1997
On the distribution of the maxima of partial sums. Zbl 0862.60040
Sgibnev, M. S.
13
1996
An infinite variance solidarity theorem for Markov renewal functions. Zbl 0866.60076
Sgibnev, M. S.
1
1996
Exponential estimates of the convergence rate for higher renewal moments. Zbl 0746.60085
Sgibnev, M. S.
4
1991
An asymptotic of high order moments of the renewal. Zbl 0736.60081
Sgibnev, M. S.
1
1991
Asymptotics of infinitely divisible distributions on \({\mathbb{R}}\). Zbl 0714.60010
Sgibnev, M. S.
8
1990
Asymptotics of infinitely divisible distributions in R. Zbl 0703.60010
Sgibnev, M. S.
6
1990
Banach algebras of measures of class \({\mathcal S}(\gamma)\). Zbl 0653.46027
Sgibnev, M. S.
5
1988
Banach algebras of measures of class S(\(\gamma\) ). Zbl 0667.46016
Sgibnev, M. S.
3
1988
Renewal theorem in the case of an infinite variance. Zbl 0499.60092
Sgibnev, M. S.
10
1982
Banach algebras of functions with the same asymptotic behavior at infinity. Zbl 0512.46051
Sgibnev, M. S.
1
1982
On the renewal theorem in case of infinite dispersion. Zbl 0481.60080
Sgibnev, M. S.
5
1981
Banachsche Algebren von Funktionen, die das gleiche asymptotische Verhalten im Unendlichen haben. Zbl 0473.46037
Sgibnev, M. S.
1
1981
Banach algebras of measures on the line. Zbl 0457.46024
Rogozin, B. A.; Sgibnev, M. S.
12
1980
Banach-Algebren von absolutstetigen Maßen auf der Geraden. Zbl 0407.46045
Rogozin, B. A.; Sgibnev, M. S.
3
1979
Banach algebras of absolutely continuous measures on the straight line. Zbl 0427.46031
Rogozin, B. A.; Sgibnev, M. S.
2
1979
Asymptotics of the density of a renewal function. Zbl 0427.60091
Sgibnev, M. S.
1
1979
Banach algebras of absolutely continuous measures on a straight line. Zbl 0418.46014
Rogozin, B. A.; Sgibnev, M. S.
2
1978
all top 5

Cited by 89 Authors

34 Sgibnev, Mikhaĭl Sergeevich
12 Tang, Qihe
6 Wang, Yuebao
5 Ng, Kai Wang
5 Šiaulys, Jonas
4 Wang, Kaiyong
4 Yakymiv, Arsen Lubomirovich
3 Cui, Zhaolei
3 Geluk, Jaap L.
3 Iksanov, Aleksander M.
3 Leipus, Remigijus
3 Rogozin, B. A.
3 Yang, Yang
2 Albin, J. M. P.
2 Daley, Daryl John
2 Foss, Sergey G.
2 Jelenković, Predrag R.
2 Khachatryan, Khachatur Aghavardovich
2 Kievinaitė, Dominyka
2 Kim, Bara
2 Lin, Jianxi
2 Marynych, Alexander V.
2 Olvera-Cravioto, Mariana
2 Pakes, Anthony G.
2 Tsitsiashvili, Gurami Sh.
2 Watanabe, Toshiro
1 Abbas, Lamia
1 Afanaseva, Larisa G.
1 Aĭbatov, Serik Zhagalbaevich
1 Alsmeyer, Gerold
1 Andrulytė, Ieva Marija
1 Bae, Yun Han
1 Baltrūnas, Aleksandras
1 Bebbington, Mark
1 Bernackaitė, Emilija
1 Chen, Yiqing
1 Chen, Yuxin
1 Cheng, Dongya
1 Choi, Bong Dae
1 Davydov, Youri
1 de Vries, Casper G.
1 Demongeot, Jacques
1 Doney, Ron
1 Finkelshteĭn, Dmitriĭ Leonidovich
1 Fougères, Anne-Laure
1 Gao, Qibing
1 Glade, Nicolas
1 Griffin, Philip S.
1 Grübel, Rudolf
1 Ha, Xuemiao
1 Hashorva, Enkelejd
1 Hoffmann, Marc R.
1 Jiang, Tao
1 Kaas, Rob
1 Kaleta, Kamil
1 Kim, Hwansung
1 Kim, Jeongsim
1 Kim, Jerim
1 Konstantinides, Dimitrios G.
1 Konstantopoulos, Takis
1 Korshunov, Dmitry
1 Krell, Nathalie
1 Li, Jinzhu
1 Liu, Jiajun
1 Liu, Yuanyuan
1 Losidis, Sotirios
1 Ma, Xiuli
1 Meiners, Matthias
1 Meraghni, Djamel
1 Mercadier, Cécile
1 Miyazawa, Masakiyo
1 Necir, Abdelhakim
1 Politis, Konstadinos
1 Rassoul, Abdelaziz
1 Rolski, Tomasz
1 Shimura, Takaaki
1 Sundén, Mattias
1 Sztonyk, Paweł
1 Tkachov, Pasha
1 Vatutin, Vladimir Alekseevich
1 Vesilo, R. A.
1 Wang, Bingchang
1 Wei, Li
1 Yang, Hailiang
1 Yang, Yang
1 Yuen, Kam Chuen
1 Zachary, Stan
1 Zhu, Chunhua
1 Zitikis, Ričardas
all top 5

Cited in 40 Serials

15 Siberian Mathematical Journal
12 Statistics & Probability Letters
10 Journal of Applied Probability
7 Differential Equations
5 Mathematical Notes
4 Insurance Mathematics & Economics
4 Stochastic Processes and their Applications
3 Bernoulli
3 Stochastic Models
2 Advances in Applied Probability
2 Journal of Mathematical Analysis and Applications
2 Theory of Probability and its Applications
2 Stochastic Analysis and Applications
2 Probability Theory and Related Fields
2 Journal of Theoretical Probability
2 Extremes
2 Sibirskie Èlektronnye Matematicheskie Izvestiya
2 Modern Stochastics. Theory and Applications
1 Lithuanian Mathematical Journal
1 The Annals of Probability
1 Proceedings of the American Mathematical Society
1 Transactions of the American Mathematical Society
1 Transactions of the Moscow Mathematical Society
1 Operations Research Letters
1 The Annals of Applied Probability
1 Discrete Mathematics and Applications
1 Communications in Statistics. Theory and Methods
1 Journal of Mathematical Sciences (New York)
1 Electronic Communications in Probability
1 Journal of Applied Mathematics and Decision Sciences
1 Philosophical Transactions of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences
1 Acta Mathematica Sinica. English Series
1 Probability in the Engineering and Informational Sciences
1 Applied Stochastic Models in Business and Industry
1 Journal of the Australian Mathematical Society
1 ASTIN Bulletin
1 North American Actuarial Journal
1 Journal of Industrial and Management Optimization
1 Journal of Probability and Statistics
1 Izvestiya Saratovskogo Universiteta. Novaya Seriya. Seriya Matematika, Mekhanika, Informatika

Citations by Year