Edit Profile (opens in new tab) Piterbarg, Vladimir Il’ich Co-Author Distance Author ID: piterbarg.vladimir-i Published as: Piterbarg, V. I.; Piterbarg, Vladimir I.; Piterbarg, Vladimir; Piterbarg, V. more...less Homepage: http://mech.math.msu.su/~piter/PITER.HTM External Links: MGP · Wikidata · Math-Net.Ru Documents Indexed: 116 Publications since 1968, including 4 Books and 3 Additional arXiv Preprints 1 Further Contribution Co-Authors: 62 Co-Authors with 76 Joint Publications 1,717 Co-Co-Authors all top 5 Co-Authors 38 single-authored 11 Hüsler, Jürg 7 Hashorva, Enkelejd 6 Konakov, V. D. 6 Stamatović, Siniša 4 Fatalov, Vadim Rolandovich 4 Kobel’kov, Sergeĭ Georgievich 4 Pikersgil’, E. A. 4 Rodionov, Igor’ Vladimirovich 3 Belyaev, Yuriĭ Konstantinovich 3 Korshunov, Dmitriĭ Alekseevich 3 Prisyazhnyuk, V. P. 2 Boulongne, Patrick 2 Kormosh, Ya. 2 Kremena, E. V. 2 Mladenović, Pavle 2 Popivoda, Goran 2 Scherbakova, Yu. A. 2 Tyurin, Yuri N. 2 Zhdanov, Aleksandr Ivanovich 1 Abramov, Aleksandr Mikhailovich 1 Albeverio, Sergio A. 1 Ambartzumian, Ruben Victorovich 1 Arnol’d, Vladimir Igorevich 1 Bolsinov, Alexey V. 1 Chepurin, Evgenĭi Vasil’evich 1 Cherevichkina, N. I. 1 de Haan, Laurens 1 Dobrushin, Roland L’vovich 1 Einmahl, John H. J. 1 Farkas, Julia 1 Féron, Robert L. 1 Galgani, Luigi 1 Gečiauskas, Evaldas 1 Gnedenko, Dmitry Borisovich 1 Il’yashenko, Yuliĭ Sergeevich 1 Jarušková, Daniela 1 Ji, Lanpeng 1 Kendall, David George 1 Kent, John T. 1 Khovanskiĭ, Askold Georgievich 1 Kingman, John Frank Charles 1 Kleban, Alexander O. 1 Konakov, Valentin 1 König, Dieter 1 Konstant, D. G. 1 Konstantinides, Dimitrios G. 1 Kozik, I. A. 1 Kozlov, A. M. 1 Kozlov, Valeriĭ Vasil’evich 1 Krickeberg, Klaus 1 Kudrov, A. V. 1 Ladneva, Anna 1 Makarov, A. P. 1 Maksimov, Valeri M. 1 Mardia, Kanti V. 1 Matthes, Klaus 1 Mazur, A. E. 1 Mecke, Joseph 1 Mikhaleva, T. L. 1 Mishura, Yuliya Stepanivna 1 Neĭshtadt, Anatoliĭ Iserovich 1 Nguyen Xuan Xanh 1 Nosko, Vladimir P. 1 Ol’shanskĭ, K. A. 1 Papangelou, Fredos 1 Penskaya, M. Ya 1 Pierre-Loti-Viaud, Daniel 1 Preston, Christopher J. 1 Prisyazhnuk, V. P. 1 Ralchenko, Kostiantyn V. 1 Ripley, Brian David 1 Rumyantseva, Ekaterina 1 Rychlik, Igor 1 Simonova, Irina Èduardovna 1 Stamatović, Biljana 1 Urbanik, Kazimierz 1 Varchenko, Alexander Nikolaevich 1 Yashchenko, Valery V. 1 Yurchenko-Tytarenko, A. Yu. 1 Zessin, Hans N. 1 Zhang, Yueming 1 Zhilinskií, Boris I. all top 5 Serials 18 Theory of Probability and its Applications 11 Extremes 9 Stochastic Processes and their Applications 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 Moscow University Mathematics Bulletin 3 Russian Mathematical Surveys 3 Journal of Soviet Mathematics 3 Doklady Mathematics 2 Advances in Applied Probability 2 Problems of Information Transmission 2 Statistics & Probability Letters 2 Journal of Mathematical Sciences (New York) 2 Electronic Journal of Probability 2 Teoriya Sluchaĭnykh Protsessov 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 Filomat 1 Journal of Mathematical Sciences. University of Tokyo 1 Fundamental’naya i Prikladnaya Matematika 1 Translations of Mathematical Monographs all top 5 Fields 101 Probability theory and stochastic processes (60-XX) 20 Statistics (62-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 History and biography (01-XX) 1 General and overarching topics; collections (00-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) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 83 Publications have been cited 1,200 times in 584 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. 297 1996 Extremes of a certain class of Gaussian processes. Zbl 0997.60057 Hüsler, J.; Piterbarg, V. 86 1999 Twenty lectures about Gaussian processes. Zbl 1359.60005 Piterbarg, Vladimir I. 54 2015 Nonparametric estimation of the spectral measure of an extreme value distribution. Zbl 1043.62046 Einmahl, John H. J.; de Haan, Laurens; Piterbarg, Vladimir I. 53 2001 On the ruin probability for physical fractional Brownian motion. Zbl 1070.60036 Hüsler, J.; Piterbarg, V. 33 2004 The Laplace method for probability measures in Banach spaces. Zbl 0871.46020 Piterbarg, V. I.; Fatalov, V. R. 30 1995 Large deviations of a storage process with fractional Brownian motion as input. Zbl 1003.60053 Piterbarg, Vladimir I. 30 2001 On the supremum of \(\gamma\)-reflected processes with fractional Brownian motion as input. Zbl 1316.60054 Hashorva, Enkelejd; Ji, Lanpeng; Piterbarg, Vladimir I. 30 2013 On convergence of the uniform norms for Gaussian processes and linear approximation problems. Zbl 1038.60040 Hüsler, J.; Piterbarg, V.; Seleznjev, O. 29 2003 Discrete and continuous time extremes of Gaussian processes. Zbl 1088.60051 Piterbarg, Vladimir I. 28 2004 On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences. Zbl 1118.60047 Mladenović, Pavle; Piterbarg, Vladimir 26 2006 Über die Arbeit von J. Pickands ”Upcrossing probabilities for stationary Gaussian processes”. Zbl 0241.60031 Piterbarg, V. I. 26 1972 High excursions for nonstationary generalized chi-square processes. Zbl 0815.60045 Piterbarg, V. I. 25 1994 On the convergence rate of maximal deviation distribution for kernel regression estimates. Zbl 0554.62034 Konakov, V. D.; Piterbarg, V. I. 25 1984 A limit theorem for the time of ruin in a Gaussian ruin problem. Zbl 1151.60313 Hüsler, Jürg; Piterbarg, Vladimir 24 2008 Limit theorem for maximum of the storage process with fractional Brownian motion as input. Zbl 1075.60119 Hüsler, Jürg; Piterbarg, Vladimir 24 2004 Asymptotic behaviour of probability of large deviation for Gaussian non- stationary processes. Zbl 0407.60016 Piterbarg, V. I.; Prisjaznjuk, V. P. 23 1978 Log-likelihood ratio test for detecting transient change. Zbl 1209.62141 Jarušková, Daniela; Piterbarg, Vladimir I. 20 2011 Asymptotic methods in the theory of Gaussian stochastic processes and fields. (Asimptoticheskie metody v teorii gaussovskikh sluchajnykh protsessov i polej.) Zbl 0652.60045 Piterbarg, V. I. 18 1988 Asymptotic expansion of Gaussian chaos via probabilistic approach. Zbl 1337.60031 Hashorva, Enkelejd; Korshunov, Dmitry; Piterbarg, Vladimir I. 15 2015 High extrema of Gaussian chaos processes. Zbl 1339.60062 Piterbarg, Vladimir I. 15 2016 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. 14 1996 Extreme values of the cyclostationary Gaussian random process. Zbl 0768.60048 Konstant, D. G.; Piterbarg, V. I. 14 1993 Limit theorem for high level a-upcrossings by \(\chi\)-process. Zbl 1064.60067 Piterbarg, V. I.; Stamatovic, S. 13 2003 On extremal behavior of Gaussian chaos. Zbl 1416.60046 Korshunov, D. A.; Piterbarg, V. I.; Hashorva, E. 12 2013 Extremes of Gaussian processes with a smooth random variance. Zbl 1228.60059 Hüsler, Jürg; Piterbarg, Vladimir; Rumyantseva, Ekaterina 12 2011 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. 11 2018 On the asymptotic Laplace method and its application to random chaos. Zbl 1326.60045 Korshunov, D. A.; Piterbarg, V. I.; Hashorva, E. 11 2015 On maxima of partial samples in Gaussian sequences with pseudo-stationary trends. Zbl 1135.60021 Kudrov, A. V.; Piterbarg, V. I. 10 2007 Gnedenko-type limit theorems for cyclostationary \(c^2\)-processes. Zbl 1055.60047 Konstantinides, D. G.; Piterbarg, V.; Stamatovic, S. 10 2004 Rice method for Gaussian random fields. Zbl 0903.60029 Piterbarg, V. I. 9 1996 High deviations for multidimensional stationary Gaussian processes with independent components. Zbl 0846.60042 Piterbarg, V. I. 9 1994 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. 9 2005 Extremes of Gaussian processes with random variance. Zbl 1231.60030 Hüsler, Juerg; Piterbarg, Vladimir; Zhang, Yueming 9 2011 On maximum of Gaussian non-centered fields indexed on smooth manifolds. Zbl 1018.60053 Piterbarg, Vladimir I.; Stamatovich, Sinisha 8 2001 On probability of high extremes for product of two independent Gaussian stationary processes. Zbl 1408.60031 Piterbarg, Vladimir I.; Zhdanov, Alexander 8 2015 On maximum of Gaussian random field having unique maximum point of its variance. Zbl 1473.60068 Kobelkov, Sergey G.; Piterbarg, Vladimir I. 8 2019 Asymptotics of the probability of large excursions for a nonstationary Gaussian process. Zbl 0433.60030 Piterbarg, V. I.; Prisyazhnyuk, V. P. 7 1979 High extremes of Gaussian chaos processes: a discrete time approximation approach. Zbl 1414.60024 Zhdanov, A. I.; Piterbarg, V. I. 7 2018 Comparison of distribution functions of maxima of Gaussian processes. Zbl 0488.60051 Piterbarg, V. I. 6 1982 On clusters of high extremes of Gaussian stationary processes with \(\epsilon \)-separation. Zbl 1226.60082 Hüsler, Juerg; Ladneva, Anna; Piterbarg, Vladimir 6 2010 On average losses in the ruin problem with fractional Brownian motion as input. Zbl 1224.91046 Boulongne, Patrick; Pierre-Loti-Viaud, Daniel; Piterbarg, Vladimir 6 2009 On shape of high massive excursions of trajectories of Gaussian homogeneous fields. Zbl 1387.60065 Hüsler, Jürg; Piterbarg, Vladimir I. 5 2017 Comparison of distribution functions of maxima of Gaussian processes. Zbl 0477.60038 Piterbarg, V. I. 5 1981 Large deviations of random processes close to Gaussian ones. Zbl 0517.60029 Piterbarg, V. I. 5 1982 Extremes of Gaussian processes with a smooth random trend. Zbl 1488.60087 Piterbarg, Vladimir; Popivoda, Goran; Stamatović, Siniša 5 2017 High excursions of Bessel and related random processes. Zbl 1456.60088 Piterbarg, Vladimir I.; Rodionov, Igor V. 5 2020 Asymptotic behavior of the sample mean of a function of the Wiener process and the MacDonald function. Zbl 1205.60144 Albeverio, Sergio; Fatalov, Vadim; Piterbarg, Vladimir I. 5 2009 On the shape of trajectories of Gaussian processes having large massive excursions. Zbl 1312.60038 Kremena, E. V.; Piterbarg, V. I.; Hüsler, J. 4 2014 Convergence rate of maximum deviation distributions of Gaussian processes and empirical densities. I. Zbl 0522.60028 Konakov, V. D.; Piterbarg, V. I. 3 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. 3 1982 On estimation of the exponent of regular variation using a sample with missing observations. Zbl 1131.62042 Mladenović, Pavle; Piterbarg, Vladimir 3 2008 On large jumps of a Cramer random walk. Zbl 1069.60030 Piterbarg, V. I.; Kozlov, A. M. 3 2003 Gaussian copula time series with heavy tails and strong time dependence. Zbl 1408.62148 Mazur, A. E.; Piterbarg, V. I. 3 2015 On the shape of trajectories of Gaussian processes having large massive excursions. II. Zbl 1370.60065 Hüsler, J.; Kremena, E. V.; Piterbarg, V. I. 3 2016 Central limit theorem for wave-functionals of Gaussian processes. Zbl 0934.60034 Piterbarg, Vladimir; Rychlik, Igor 2 1999 Testing for homogeneity of two multivariate samples: A Gaussian field on a sphere. Zbl 0798.62062 Piterbarg, V. I.; Tyurin, Yu. N. 2 1993 Gaussian stochastic processes. Zbl 0516.60046 Piterbarg, V. I. 2 1982 Asymptotic behavior of reliability function for multidimensional aggregated Weibull type reliability indices. Zbl 1383.60073 Farkas, Julia; Hashorva, Enkelejd; Piterbarg, Vladimir I. 2 2017 On large jumps of a random walk. Zbl 0741.60067 Piterbarg, V. I. 2 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. 2 1983 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. 2 1993 Extremes of Gaussian processes with smooth random expectation and smooth random variance. Zbl 1365.60036 Piterbarg, Vladimir; Popivoda, Goran; Stamatović, Siniša 2 2017 On the maximum of a Gaussian process with unique maximum point of its variance. Zbl 1487.60078 Kobelkov, S. G.; Piterbarg, V. I.; Rodionov, I. V.; Hashorva, E. 2 2022 Asymptotic expansions for the probability of large excursions of Gaussian processes. Zbl 0415.60026 Piterbarg, V. I. 2 1978 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. 1 1995 Multivariate rank correlations: A Gaussian field on a direct product of spheres. Zbl 1061.62534 Piterbarg, V. I.; Tyurin, Yu. N. 1 2000 Nonstationarity criterion for a Gaussian autoregression time series under a close alternative. Zbl 0777.62087 Kormosh, Ya.; Piterbarg, V. I. 1 1991 The exact asymptotics for the probability of large span of a Gaussian stationary process. Zbl 0472.60036 Piterbarg, V. I.; Prisyazhnuk, V. P. 1 1981 A Poisson limit theorem for large excursions of a Gaussian sequence. Zbl 0477.60028 Piterbarg, V. I. 1 1981 The strong mixing property of a quantized Gaussian process. Zbl 0292.28006 Piterbarg, V. I. 1 1973 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. 1 1972 On J. Pickands’ paper ”Upcrossing probabilities for stationary Gaussian processes”. Zbl 0262.60020 Piterbarg, V. I. 1 1973 The central limit theorems for the number of level crossings by a stationary Gaussian process. Zbl 0388.60022 Piterbarg, V. I. 1 1978 Asymptotic expansions for the probabilities of large runs of nonstationary Gaussian processes. Zbl 0553.60043 Piterbarg, V. I.; Simonova, I. Eh. 1 1984 On the asymptotics of the probability of a large excursion for a nonstationary Gaussian process. Zbl 0559.60039 Piterbarg, V. I. 1 1984 The central limit theorem for the number of level crossings of a stationary Gaussian process. Zbl 0423.60023 Piterbarg, V. I. 1 1978 Correction to: “On maximum of Gaussian random fields having unique maximum point of its variance”. Zbl 1473.60069 Kobelkov, Sergey G.; Piterbarg, Vladimir I.; Rodionov, Igor V. 1 2021 Method of moments for exit probabilities of Gaussian vector processes from a large region. Zbl 1442.60042 Kleban, A. O.; Piterbarg, V. I. 1 2019 Massive excursions of Gaussian isotropic fields. Method of moments. Zbl 1414.60023 Piterbarg, V. I. 1 2018 Large extremes of Gaussian chaos processes. Zbl 1343.60065 Piterbarg, V. I. 1 2016 Exact asymptotics for large deviation probabilities of normalized Brownian bridge with applications to empirical processes. Zbl 0729.60021 Piterbarg, V. I.; Taran, V. 1 1991 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. 1 2009 On the maximum of a Gaussian process with unique maximum point of its variance. Zbl 1487.60078 Kobelkov, S. G.; Piterbarg, V. I.; Rodionov, I. V.; Hashorva, E. 2 2022 Correction to: “On maximum of Gaussian random fields having unique maximum point of its variance”. Zbl 1473.60069 Kobelkov, Sergey G.; Piterbarg, Vladimir I.; Rodionov, Igor V. 1 2021 High excursions of Bessel and related random processes. Zbl 1456.60088 Piterbarg, Vladimir I.; Rodionov, Igor V. 5 2020 On maximum of Gaussian random field having unique maximum point of its variance. Zbl 1473.60068 Kobelkov, Sergey G.; Piterbarg, Vladimir I. 8 2019 Method of moments for exit probabilities of Gaussian vector processes from a large region. Zbl 1442.60042 Kleban, A. O.; Piterbarg, V. I. 1 2019 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. 11 2018 High extremes of Gaussian chaos processes: a discrete time approximation approach. Zbl 1414.60024 Zhdanov, A. I.; Piterbarg, V. I. 7 2018 Massive excursions of Gaussian isotropic fields. Method of moments. Zbl 1414.60023 Piterbarg, V. I. 1 2018 On shape of high massive excursions of trajectories of Gaussian homogeneous fields. Zbl 1387.60065 Hüsler, Jürg; Piterbarg, Vladimir I. 5 2017 Extremes of Gaussian processes with a smooth random trend. Zbl 1488.60087 Piterbarg, Vladimir; Popivoda, Goran; Stamatović, Siniša 5 2017 Asymptotic behavior of reliability function for multidimensional aggregated Weibull type reliability indices. Zbl 1383.60073 Farkas, Julia; Hashorva, Enkelejd; Piterbarg, Vladimir I. 2 2017 Extremes of Gaussian processes with smooth random expectation and smooth random variance. Zbl 1365.60036 Piterbarg, Vladimir; Popivoda, Goran; Stamatović, Siniša 2 2017 High extrema of Gaussian chaos processes. Zbl 1339.60062 Piterbarg, Vladimir I. 15 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. 3 2016 Large extremes of Gaussian chaos processes. Zbl 1343.60065 Piterbarg, V. I. 1 2016 Twenty lectures about Gaussian processes. Zbl 1359.60005 Piterbarg, Vladimir I. 54 2015 Asymptotic expansion of Gaussian chaos via probabilistic approach. Zbl 1337.60031 Hashorva, Enkelejd; Korshunov, Dmitry; Piterbarg, Vladimir I. 15 2015 On the asymptotic Laplace method and its application to random chaos. Zbl 1326.60045 Korshunov, D. A.; Piterbarg, V. I.; Hashorva, E. 11 2015 On probability of high extremes for product of two independent Gaussian stationary processes. Zbl 1408.60031 Piterbarg, Vladimir I.; Zhdanov, Alexander 8 2015 Gaussian copula time series with heavy tails and strong time dependence. Zbl 1408.62148 Mazur, A. E.; Piterbarg, V. I. 3 2015 On the shape of trajectories of Gaussian processes having large massive excursions. Zbl 1312.60038 Kremena, E. V.; Piterbarg, V. I.; Hüsler, J. 4 2014 On the supremum of \(\gamma\)-reflected processes with fractional Brownian motion as input. Zbl 1316.60054 Hashorva, Enkelejd; Ji, Lanpeng; Piterbarg, Vladimir I. 30 2013 On extremal behavior of Gaussian chaos. Zbl 1416.60046 Korshunov, D. A.; Piterbarg, V. I.; Hashorva, E. 12 2013 Log-likelihood ratio test for detecting transient change. Zbl 1209.62141 Jarušková, Daniela; Piterbarg, Vladimir I. 20 2011 Extremes of Gaussian processes with a smooth random variance. Zbl 1228.60059 Hüsler, Jürg; Piterbarg, Vladimir; Rumyantseva, Ekaterina 12 2011 Extremes of Gaussian processes with random variance. Zbl 1231.60030 Hüsler, Juerg; Piterbarg, Vladimir; Zhang, Yueming 9 2011 On clusters of high extremes of Gaussian stationary processes with \(\epsilon \)-separation. Zbl 1226.60082 Hüsler, Juerg; Ladneva, Anna; Piterbarg, Vladimir 6 2010 On average losses in the ruin problem with fractional Brownian motion as input. Zbl 1224.91046 Boulongne, Patrick; Pierre-Loti-Viaud, Daniel; Piterbarg, Vladimir 6 2009 Asymptotic behavior of the sample mean of a function of the Wiener process and the MacDonald function. Zbl 1205.60144 Albeverio, Sergio; Fatalov, Vadim; Piterbarg, Vladimir I. 5 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. 1 2009 A limit theorem for the time of ruin in a Gaussian ruin problem. Zbl 1151.60313 Hüsler, Jürg; Piterbarg, Vladimir 24 2008 On estimation of the exponent of regular variation using a sample with missing observations. Zbl 1131.62042 Mladenović, Pavle; Piterbarg, Vladimir 3 2008 On maxima of partial samples in Gaussian sequences with pseudo-stationary trends. Zbl 1135.60021 Kudrov, A. V.; Piterbarg, V. I. 10 2007 On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences. Zbl 1118.60047 Mladenović, Pavle; Piterbarg, Vladimir 26 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. 9 2005 On the ruin probability for physical fractional Brownian motion. Zbl 1070.60036 Hüsler, J.; Piterbarg, V. 33 2004 Discrete and continuous time extremes of Gaussian processes. Zbl 1088.60051 Piterbarg, Vladimir I. 28 2004 Limit theorem for maximum of the storage process with fractional Brownian motion as input. Zbl 1075.60119 Hüsler, Jürg; Piterbarg, Vladimir 24 2004 Gnedenko-type limit theorems for cyclostationary \(c^2\)-processes. Zbl 1055.60047 Konstantinides, D. G.; Piterbarg, V.; Stamatovic, S. 10 2004 On convergence of the uniform norms for Gaussian processes and linear approximation problems. Zbl 1038.60040 Hüsler, J.; Piterbarg, V.; Seleznjev, O. 29 2003 Limit theorem for high level a-upcrossings by \(\chi\)-process. Zbl 1064.60067 Piterbarg, V. I.; Stamatovic, S. 13 2003 On large jumps of a Cramer random walk. Zbl 1069.60030 Piterbarg, V. I.; Kozlov, A. M. 3 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. 53 2001 Large deviations of a storage process with fractional Brownian motion as input. Zbl 1003.60053 Piterbarg, Vladimir I. 30 2001 On maximum of Gaussian non-centered fields indexed on smooth manifolds. Zbl 1018.60053 Piterbarg, Vladimir I.; Stamatovich, Sinisha 8 2001 Multivariate rank correlations: A Gaussian field on a direct product of spheres. Zbl 1061.62534 Piterbarg, V. I.; Tyurin, Yu. N. 1 2000 Extremes of a certain class of Gaussian processes. Zbl 0997.60057 Hüsler, J.; Piterbarg, V. 86 1999 Central limit theorem for wave-functionals of Gaussian processes. Zbl 0934.60034 Piterbarg, Vladimir; Rychlik, Igor 2 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. 297 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. 14 1996 Rice method for Gaussian random fields. Zbl 0903.60029 Piterbarg, V. I. 9 1996 The Laplace method for probability measures in Banach spaces. Zbl 0871.46020 Piterbarg, V. I.; Fatalov, V. R. 30 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. 1 1995 High excursions for nonstationary generalized chi-square processes. Zbl 0815.60045 Piterbarg, V. I. 25 1994 High deviations for multidimensional stationary Gaussian processes with independent components. Zbl 0846.60042 Piterbarg, V. I. 9 1994 Extreme values of the cyclostationary Gaussian random process. Zbl 0768.60048 Konstant, D. G.; Piterbarg, V. I. 14 1993 Testing for homogeneity of two multivariate samples: A Gaussian field on a sphere. Zbl 0798.62062 Piterbarg, V. I.; Tyurin, Yu. N. 2 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. 2 1993 On large jumps of a random walk. Zbl 0741.60067 Piterbarg, V. I. 2 1991 Nonstationarity criterion for a Gaussian autoregression time series under a close alternative. Zbl 0777.62087 Kormosh, Ya.; Piterbarg, V. I. 1 1991 Exact asymptotics for large deviation probabilities of normalized Brownian bridge with applications to empirical processes. Zbl 0729.60021 Piterbarg, V. I.; Taran, V. 1 1991 Asymptotic methods in the theory of Gaussian stochastic processes and fields. (Asimptoticheskie metody v teorii gaussovskikh sluchajnykh protsessov i polej.) Zbl 0652.60045 Piterbarg, V. I. 18 1988 On the convergence rate of maximal deviation distribution for kernel regression estimates. Zbl 0554.62034 Konakov, V. D.; Piterbarg, V. I. 25 1984 Asymptotic expansions for the probabilities of large runs of nonstationary Gaussian processes. Zbl 0553.60043 Piterbarg, V. I.; Simonova, I. Eh. 1 1984 On the asymptotics of the probability of a large excursion for a nonstationary Gaussian process. Zbl 0559.60039 Piterbarg, V. I. 1 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. 2 1983 Comparison of distribution functions of maxima of Gaussian processes. Zbl 0488.60051 Piterbarg, V. I. 6 1982 Large deviations of random processes close to Gaussian ones. Zbl 0517.60029 Piterbarg, V. I. 5 1982 Convergence rate of maximum deviation distributions of Gaussian processes and empirical densities. I. Zbl 0522.60028 Konakov, V. D.; Piterbarg, V. I. 3 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. 3 1982 Gaussian stochastic processes. Zbl 0516.60046 Piterbarg, V. I. 2 1982 Comparison of distribution functions of maxima of Gaussian processes. Zbl 0477.60038 Piterbarg, V. I. 5 1981 The exact asymptotics for the probability of large span of a Gaussian stationary process. Zbl 0472.60036 Piterbarg, V. I.; Prisyazhnuk, V. P. 1 1981 A Poisson limit theorem for large excursions of a Gaussian sequence. Zbl 0477.60028 Piterbarg, V. I. 1 1981 Asymptotics of the probability of large excursions for a nonstationary Gaussian process. Zbl 0433.60030 Piterbarg, V. I.; Prisyazhnyuk, V. P. 7 1979 Asymptotic behaviour of probability of large deviation for Gaussian non- stationary processes. Zbl 0407.60016 Piterbarg, V. I.; Prisjaznjuk, V. P. 23 1978 Asymptotic expansions for the probability of large excursions of Gaussian processes. Zbl 0415.60026 Piterbarg, V. I. 2 1978 The central limit theorems for the number of level crossings by a stationary Gaussian process. Zbl 0388.60022 Piterbarg, V. I. 1 1978 The central limit theorem for the number of level crossings of a stationary Gaussian process. Zbl 0423.60023 Piterbarg, V. I. 1 1978 The strong mixing property of a quantized Gaussian process. Zbl 0292.28006 Piterbarg, V. I. 1 1973 On J. Pickands’ paper ”Upcrossing probabilities for stationary Gaussian processes”. Zbl 0262.60020 Piterbarg, V. I. 1 1973 Über die Arbeit von J. Pickands ”Upcrossing probabilities for stationary Gaussian processes”. Zbl 0241.60031 Piterbarg, V. I. 26 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. 1 1972 all cited Publications top 5 cited Publications all top 5 Cited by 523 Authors 66 Hashorva, Enkelejd 63 Dębicki, Krzysztof 39 Piterbarg, Vladimir Il’ich 36 Tan, Zhongquan 24 Ji, Lanpeng 17 Peng, Zuoxiang 16 Liu, Peng 14 Fatalov, Vadim Rolandovich 13 Hüsler, Jürg 11 Azaïs, Jean-Marc 11 Bai, Long 10 Mishura, Yuliya Stepanivna 9 Nadarajah, Saralees 8 Albeverio, Sergio A. 8 Mandjes, Michel Robertus Hendrikus 8 Michna, Zbigniew 8 Weng, Zhichao 7 Bouzebda, Salim 7 Cheng, Dan 7 Liu, Jingchen 7 Peng, Xiaofan 7 Stamatović, Siniša 6 Bisewski, Krzysztof 6 Kabluchko, Zakhar A. 6 Kobel’kov, Sergeĭ Georgievich 6 Ling, Chengxiu 6 Mladenović, Pavle 6 Popivoda, Goran 6 Rodionov, Igor’ Vladimirovich 6 Rolski, Tomasz 6 Samorodnitsky, Gennady Pinkhosovich 6 Seleznjev, Oleg 5 Ascione, Giacomo 5 Jarušková, Daniela 5 Kosiński, Kamil Marcin 5 Kozachenko, Yuriĭ Vasyl’ovych 5 Mikosch, Thomas 5 Mojirsheibani, Majid 5 Pereira, Luísa 5 Sabourin, Anne 5 Segers, Johan 5 Wang, Kaiyong 5 Wschebor, Mario 4 de Haan, Laurens 4 Glynn, Peter W. 4 Jasnovidov, Grigori 4 Korshunov, Dmitriĭ Alekseevich 4 Naveau, Philippe 4 Peng, Liang 4 Pirozzi, Enrica 4 Resnick, Sidney Ira 4 Tabiś, Kamil 4 Tang, Linjun 4 Xu, Gongjun 4 Yamnenko, Rostyslav E. 4 Yang, Yang 4 Yurchenko-Tytarenko, Anton 4 Zhdanov, Aleksandr Ivanovich 4 Zwart, Bert P. 3 Abramowicz, Konrad 3 Albin, J. M. P. 3 Borst, Sem C. 3 Chan, Hock Peng 3 Cheng, Dongya 3 Dai, Wanyang 3 Dieker, A. B. 3 Einmahl, John H. J. 3 Ermakov, Mikhaĭl Sergeevich 3 Ferreira, Helena 3 Gao, Qingwu 3 Giné-Masdéu, Evarist 3 Glavaš, Lenka 3 Horváth, Lajos 3 Klüppelberg, Claudia 3 Konakov, V. D. 3 Kremena, E. V. 3 Kriukov, Nikolai 3 Lifshits, Mikhail A. 3 Liu, Xijun 3 Luo, Li 3 Mastrogiacomo, Elisa 3 Mazur, A. E. 3 Neuenkirch, Andreas 3 Qiao, Wanli 3 Robert, Christian-Yann 3 Spodarev, Evgueni 3 Steblovskaya, Victoria R. 3 Wang, Yizao 3 Wang, Yuebao 3 Zari, Tarek 3 Zheng, Shengchao 2 Abundo, Mario 2 Adler, Robert Joseph 2 Al-Sharadqah, Ali A. 2 Arendarczyk, Marek 2 Aurzada, Frank 2 Bakshaev, Aleksej 2 Beran, Jan 2 Betz, Volker 2 Bissantz, Nicolai ...and 423 more Authors all top 5 Cited in 128 Serials 57 Extremes 42 Statistics & Probability Letters 42 Stochastic Processes and their Applications 22 Journal of Multivariate Analysis 18 The Annals of Applied Probability 17 Journal of Applied Probability 16 Communications in Statistics. Theory and Methods 14 Journal of Mathematical Sciences (New York) 13 Lithuanian Mathematical Journal 12 Theory of Probability and its Applications 12 Queueing Systems 10 Journal of Theoretical Probability 10 Bernoulli 10 Methodology and Computing in Applied Probability 10 Stochastics 9 Advances in Applied Probability 9 Journal of Mathematical Analysis and Applications 8 Moscow University Mathematics Bulletin 8 The Annals of Statistics 8 Journal of Statistical Planning and Inference 8 Scandinavian Actuarial Journal 8 Stochastic Models 7 The Annals of Probability 7 Probability Theory and Related Fields 6 Mathematical Notes 6 Probability and Mathematical Statistics 6 Mathematical Methods of Statistics 6 ALEA. Latin American Journal of Probability and Mathematical Statistics 6 Electronic Journal of Statistics 5 Theoretical and Mathematical Physics 5 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 4 Problems of Information Transmission 4 Scandinavian Journal of Statistics 4 Journal of Econometrics 4 Insurance Mathematics & Economics 4 Stochastic Analysis and Applications 4 Statistics 4 Electronic Journal of Probability 4 Journal of Nonparametric Statistics 4 Science China. Mathematics 3 Journal of Statistical Physics 3 Annals of the Institute of Statistical Mathematics 3 Journal of Time Series Analysis 3 Japan Journal of Industrial and Applied Mathematics 3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 3 Test 3 Applied Mathematics. Series B (English Edition) 3 Theory of Probability and Mathematical Statistics 3 Doklady Mathematics 3 Statistics and Computing 2 Computers & Mathematics with Applications 2 Journal of the American Statistical Association 2 Journal of Functional Analysis 2 Computational Statistics 2 Statistical Papers 2 Filomat 2 Electronic Communications in Probability 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 Econometric Theory 2 Nonlinear Analysis. Modelling and Control 2 Acta Mathematica Scientia. Series B. (English Edition) 2 Journal of Industrial and Management Optimization 2 Journal of the Korean Statistical Society 2 Modern Stochastics. Theory and Applications 1 The Canadian Journal of Statistics 1 Computer Methods in Applied Mechanics and Engineering 1 Journal of Mathematical Physics 1 Physica A 1 ZAMP. Zeitschrift für angewandte Mathematik und Physik 1 Acta Mathematica Vietnamica 1 Applied Mathematics and Computation 1 Applied Mathematics and Optimization 1 Journal of Approximation Theory 1 Journal of Computational and Applied Mathematics 1 Journal of Soviet Mathematics 1 Kybernetika 1 Proceedings of the London Mathematical Society. Third Series 1 Scandinavian Actuarial Journal 1 Siberian Mathematical Journal 1 Statistica Neerlandica 1 Tôhoku Mathematical Journal. Second Series 1 Transactions of the American Mathematical Society 1 Operations Research Letters 1 Chinese Annals of Mathematics. Series B 1 Acta Mathematicae Applicatae Sinica. 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Mathematics 1 Computational Statistics and Data Analysis 1 Stochastics and Stochastics Reports 1 Experimental Mathematics 1 Potential Analysis 1 Bulletin des Sciences Mathématiques ...and 28 more Serials all top 5 Cited in 32 Fields 473 Probability theory and stochastic processes (60-XX) 194 Statistics (62-XX) 47 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 26 Numerical analysis (65-XX) 15 Operations research, mathematical programming (90-XX) 11 Computer science (68-XX) 8 Partial differential equations (35-XX) 8 Functional analysis (46-XX) 7 Statistical mechanics, structure of matter (82-XX) 6 Ordinary differential equations (34-XX) 5 Approximations and expansions (41-XX) 5 Global analysis, analysis on manifolds (58-XX) 4 Real functions (26-XX) 4 Measure and integration (28-XX) 4 Integral transforms, operational calculus (44-XX) 3 Dynamical systems and ergodic theory (37-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 3 Quantum theory (81-XX) 2 Number theory (11-XX) 2 Differential geometry (53-XX) 2 Geophysics (86-XX) 2 Biology and other natural sciences (92-XX) 1 General and overarching topics; collections (00-XX) 1 Special functions (33-XX) 1 Difference and functional equations (39-XX) 1 Integral equations (45-XX) 1 Algebraic topology (55-XX) 1 Manifolds and cell complexes (57-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) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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