Edit Profile (opens in new tab) Piterbarg, Vladimir Il’ich Compute Distance To: Compute 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: 111 Publications since 1968, including 4 Books 1 Further Contribution Co-Authors: 62 Co-Authors with 74 Joint Publications 1,617 Co-Co-Authors all top 5 Co-Authors 35 single-authored 11 Hüsler, Jürg 6 Hashorva, Enkelejd 6 Konakov, V. D. 6 Stamatović, Siniša 4 Fatalov, Vadim Rolandovich 4 Pikersgil’, E. A. 4 Rodionov, Igor’ Vladimirovich 3 Belyaev, Yuriĭ Konstantinovich 3 Kobel’kov, Sergeĭ Georgievich 3 Korshunov, Dmitry Alekseevich 3 Prisyazhnyuk, V. P. 2 Boulongne, Patrick 2 Kormosh, Ya. 2 Kremena, E. V. 2 Mladenović, Pavle N. 2 Popivoda, Goran 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 Ilyashenko, Yulij 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 Scherbakova, Yu. A. 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 17 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 Russian Mathematical Surveys 3 Journal of Soviet Mathematics 3 Doklady Mathematics 2 Advances in Applied Probability 2 Moscow University Mathematics Bulletin 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 99 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 77 Publications have been cited 991 times in 497 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 0841.60024Piterbarg, V. I. 204 1996 Extremes of a certain class of Gaussian processes. Zbl 0997.60057Hüsler, J.; Piterbarg, V. 78 1999 Nonparametric estimation of the spectral measure of an extreme value distribution. Zbl 1043.62046Einmahl, John H. J.; de Haan, Laurens; Piterbarg, Vladimir I. 49 2001 Twenty lectures about Gaussian processes. Zbl 1359.60005Piterbarg, Vladimir I. 44 2015 On the ruin probability for physical fractional Brownian motion. Zbl 1070.60036Hüsler, J.; Piterbarg, V. 30 2004 On convergence of the uniform norms for Gaussian processes and linear approximation problems. Zbl 1038.60040Hüsler, J.; Piterbarg, V.; Seleznjev, O. 28 2003 On the supremum of \(\gamma\)-reflected processes with fractional Brownian motion as input. Zbl 1316.60054Hashorva, Enkelejd; Ji, Lanpeng; Piterbarg, Vladimir I. 27 2013 Discrete and continuous time extremes of Gaussian processes. Zbl 1088.60051Piterbarg, Vladimir I. 26 2004 Large deviations of a storage process with fractional Brownian motion as input. Zbl 1003.60053Piterbarg, Vladimir I. 26 2001 The Laplace method for probability measures in Banach spaces. Zbl 0871.46020Piterbarg, V. I.; Fatalov, V. R. 25 1995 On the convergence rate of maximal deviation distribution for kernel regression estimates. Zbl 0554.62034Konakov, V. D.; Piterbarg, V. I. 25 1984 Limit theorem for maximum of the storage process with fractional Brownian motion as input. Zbl 1075.60119Hüsler, Jürg; Piterbarg, Vladimir 24 2004 Über die Arbeit von J. Pickands ”Upcrossing probabilities for stationary Gaussian processes”. Zbl 0241.60031Piterbarg, V. I. 24 1972 On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences. Zbl 1118.60047Mladenović, Pavle; Piterbarg, Vladimir 23 2006 A limit theorem for the time of ruin in a Gaussian ruin problem. Zbl 1151.60313Hüsler, Jürg; Piterbarg, Vladimir 22 2008 High excursions for nonstationary generalized chi-square processes. Zbl 0815.60045Piterbarg, V. I. 21 1994 Log-likelihood ratio test for detecting transient change. Zbl 1209.62141Jarušková, Daniela; Piterbarg, Vladimir I. 17 2011 Asymptotic methods in the theory of Gaussian stochastic processes and fields. (Asimptoticheskie metody v teorii gaussovskikh sluchajnykh protsessov i polej.) Zbl 0652.60045Piterbarg, V. I. 17 1988 Asymptotic expansion of Gaussian chaos via probabilistic approach. Zbl 1337.60031Hashorva, Enkelejd; Korshunov, Dmitry; Piterbarg, Vladimir I. 15 2015 Extreme values of the cyclostationary Gaussian random process. Zbl 0768.60048Konstant, D. G.; Piterbarg, V. I. 14 1993 High extrema of Gaussian chaos processes. Zbl 1339.60062Piterbarg, Vladimir I. 14 2016 On the distribution of the maximum of a Gaussian field with a constant variance on a smooth manifold. Zbl 0883.60048Mikhaleva, T. L.; Piterbarg, V. I. 13 1996 On extremal behavior of Gaussian chaos. Zbl 1416.60046Korshunov, D. A.; Piterbarg, V. I.; Hashorva, E. 11 2013 Limit theorem for high level a-upcrossings by \(\chi\)-process. Zbl 1064.60067Piterbarg, V. I.; Stamatovic, S. 11 2003 On maxima of partial samples in Gaussian sequences with pseudo-stationary trends. Zbl 1135.60021Kudrov, A. V.; Piterbarg, V. I. 10 2007 Extremes of Gaussian processes with a smooth random variance. Zbl 1228.60059Hüsler, Jürg; Piterbarg, Vladimir; Rumyantseva, Ekaterina 10 2011 Rice method for Gaussian random fields. Zbl 0903.60029Piterbarg, V. I. 9 1996 Rough asymptotics of the probability of simultaneous high extrema of two Gaussian processes: the dual action functional. Zbl 1075.60026Piterbarg, V. I.; Stamatovich, B. 9 2005 On the asymptotic Laplace method and its application to random chaos. Zbl 1326.60045Korshunov, D. A.; Piterbarg, V. I.; Hashorva, E. 9 2015 Stochastic representation and path properties of a fractional Cox-Ingersoll-Ross process. Zbl 1409.60061Mishura, Yu. S.; Piterbarg, V. I.; Ralchenko, K. V.; Yurchenko-Tytarenko, A. Yu. 8 2018 High deviations for multidimensional stationary Gaussian processes with independent components. Zbl 0846.60042Piterbarg, V. I. 8 1994 On probability of high extremes for product of two independent Gaussian stationary processes. Zbl 1408.60031Piterbarg, Vladimir I.; Zhdanov, Alexander 8 2015 On maximum of Gaussian non-centered fields indexed on smooth manifolds. Zbl 1018.60053Piterbarg, Vladimir I.; Stamatovich, Sinisha 8 2001 Asymptotics of the probability of large excursions for a nonstationary Gaussian process. Zbl 0433.60030Piterbarg, V. I.; Prisyazhnyuk, V. P. 7 1979 Extremes of Gaussian processes with random variance. Zbl 1231.60030Hüsler, Juerg; Piterbarg, Vladimir; Zhang, Yueming 7 2011 On clusters of high extremes of Gaussian stationary processes with \(\epsilon \)-separation. Zbl 1226.60082Hüsler, Juerg; Ladneva, Anna; Piterbarg, Vladimir 6 2010 Comparison of distribution functions of maxima of Gaussian processes. Zbl 0488.60051Piterbarg, V. I. 6 1982 Gnedenko-type limit theorems for cyclostationary \(c^2\)-processes. Zbl 1055.60047Konstantinides, D. G.; Piterbarg, V.; Stamatovic, S. 6 2004 High extremes of Gaussian chaos processes: a discrete time approximation approach. Zbl 1414.60024Zhdanov, A. I.; Piterbarg, V. I. 5 2018 On maximum of Gaussian random field having unique maximum point of its variance. Zbl 1473.60068Kobelkov, Sergey G.; Piterbarg, Vladimir I. 5 2019 Asymptotic behavior of the sample mean of a function of the Wiener process and the MacDonald function. Zbl 1205.60144Albeverio, Sergio; Fatalov, Vadim; Piterbarg, Vladimir I. 5 2009 Asymptotic behaviour of probability of large deviation for Gaussian non- stationary processes. Zbl 0407.60016Piterbarg, V. I.; Prisjaznjuk, V. P. 5 1978 Large deviations of random processes close to Gaussian ones. Zbl 0517.60029Piterbarg, V. I. 5 1982 On shape of high massive excursions of trajectories of Gaussian homogeneous fields. Zbl 1387.60065Hüsler, Jürg; Piterbarg, Vladimir I. 4 2017 On average losses in the ruin problem with fractional Brownian motion as input. Zbl 1224.91046Boulongne, Patrick; Pierre-Loti-Viaud, Daniel; Piterbarg, Vladimir 4 2009 Comparison of distribution functions of maxima of Gaussian processes. Zbl 0477.60038Piterbarg, V. I. 4 1981 On the shape of trajectories of Gaussian processes having large massive excursions. II. Zbl 1370.60065Hüsler, J.; Kremena, E. V.; Piterbarg, V. I. 3 2016 Rate of convergence of maximal deviation distributions for Gaussian processes and empirical density functions. I. Zbl 0503.60036Konakov, V. D.; Piterbarg, V. I. 3 1982 Convergence rate of maximum deviation distributions of Gaussian processes and empirical densities. I. Zbl 0522.60028Konakov, V. D.; Piterbarg, V. I. 3 1982 On estimation of the exponent of regular variation using a sample with missing observations. Zbl 1131.62042Mladenović, Pavle; Piterbarg, Vladimir 3 2008 On large jumps of a Cramer random walk. Zbl 1069.60030Piterbarg, V. I.; Kozlov, A. M. 3 2003 On the shape of trajectories of Gaussian processes having large massive excursions. Zbl 1312.60038Kremena, E. V.; Piterbarg, V. I.; Hüsler, J. 3 2014 Gaussian copula time series with heavy tails and strong time dependence. Zbl 1408.62148Mazur, A. E.; Piterbarg, V. I. 3 2015 Asymptotic behavior of reliability function for multidimensional aggregated Weibull type reliability indices. Zbl 1383.60073Farkas, Julia; Hashorva, Enkelejd; Piterbarg, Vladimir I. 2 2017 Extremes of Gaussian processes with a smooth random trend. Zbl 1488.60087Piterbarg, Vladimir; Popivoda, Goran; Stamatović, Siniša 2 2017 On asymptotic distribution of integrated squared error of an estimate of a component of a convolution. Zbl 0798.62026Piterbarg, V. I.; Penskaya, M. Ya. 2 1993 Testing for homogeneity of two multivariate samples: A Gaussian field on a sphere. Zbl 0798.62062Piterbarg, V. I.; Tyurin, Yu. N. 2 1993 On large jumps of a random walk. Zbl 0741.60067Piterbarg, V. I. 2 1991 High excursions of Bessel and related random processes. Zbl 1456.60088Piterbarg, Vladimir I.; Rodionov, Igor V. 2 2020 Central limit theorem for wave-functionals of Gaussian processes. Zbl 0934.60034Piterbarg, Vladimir; Rychlik, Igor 2 1999 Asymptotic expansions for the probability of large excursions of Gaussian processes. Zbl 0415.60026Piterbarg, V. I. 2 1978 Gaussian stochastic processes. Zbl 0516.60046Piterbarg, V. I. 2 1982 Rate of convergence of maximal deviation distributions for Gaussian processes and empirical density functions. II. Zbl 0527.62047Konakov, V. D.; Piterbarg, V. I. 2 1983 Massive excursions of Gaussian isotropic fields. Method of moments. Zbl 1414.60023Piterbarg, V. I. 1 2018 Nikolai Nikolaevich Nekhoroshev (obituary). Zbl 1175.01064Abramov, 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 High level excursions of Gaussian fields and the weakly optimal choice of the smoothing parameter. I. Zbl 0840.62039Konakov, V. D.; Piterbarg, V. I. 1 1995 On the asymptotics of the probability of a large excursion for a nonstationary Gaussian process. Zbl 0559.60039Piterbarg, V. I. 1 1984 The exact asymptotics for the probability of large span of a Gaussian stationary process. Zbl 0472.60036Piterbarg, V. I.; Prisyazhnuk, V. P. 1 1981 A Poisson limit theorem for large excursions of a Gaussian sequence. Zbl 0477.60028Piterbarg, V. I. 1 1981 The strong mixing property of a quantized Gaussian process. Zbl 0292.28006Piterbarg, V. I. 1 1973 Asymptotics of the average number of A-points of overshoot of a Gaussian field beyond a high level. Zbl 0293.60032Belyaev, Yu. K.; Piterbarg, V. I. 1 1972 Asymptotic expansions for the probabilities of large runs of nonstationary Gaussian processes. Zbl 0553.60043Piterbarg, V. I.; Simonova, I. Eh. 1 1984 Exact asymptotics for large deviation probabilities of normalized Brownian bridge with applications to empirical processes. Zbl 0729.60021Piterbarg, V. I.; Taran, V. 1 1991 Extremes of Gaussian processes with smooth random expectation and smooth random variance. Zbl 1365.60036Piterbarg, Vladimir; Popivoda, Goran; Stamatović, Siniša 1 2017 On J. Pickands’ paper ”Upcrossing probabilities for stationary Gaussian processes”. Zbl 0262.60020Piterbarg, V. I. 1 1973 Large extremes of Gaussian chaos processes. Zbl 1343.60065Piterbarg, V. I. 1 2016 Multivariate rank correlations: A Gaussian field on a direct product of spheres. Zbl 1061.62534Piterbarg, V. I.; Tyurin, Yu. N. 1 2000 High excursions of Bessel and related random processes. Zbl 1456.60088Piterbarg, Vladimir I.; Rodionov, Igor V. 2 2020 On maximum of Gaussian random field having unique maximum point of its variance. Zbl 1473.60068Kobelkov, Sergey G.; Piterbarg, Vladimir I. 5 2019 Stochastic representation and path properties of a fractional Cox-Ingersoll-Ross process. Zbl 1409.60061Mishura, Yu. S.; Piterbarg, V. I.; Ralchenko, K. V.; Yurchenko-Tytarenko, A. Yu. 8 2018 High extremes of Gaussian chaos processes: a discrete time approximation approach. Zbl 1414.60024Zhdanov, A. I.; Piterbarg, V. I. 5 2018 Massive excursions of Gaussian isotropic fields. Method of moments. Zbl 1414.60023Piterbarg, V. I. 1 2018 On shape of high massive excursions of trajectories of Gaussian homogeneous fields. Zbl 1387.60065Hüsler, Jürg; Piterbarg, Vladimir I. 4 2017 Asymptotic behavior of reliability function for multidimensional aggregated Weibull type reliability indices. Zbl 1383.60073Farkas, Julia; Hashorva, Enkelejd; Piterbarg, Vladimir I. 2 2017 Extremes of Gaussian processes with a smooth random trend. Zbl 1488.60087Piterbarg, Vladimir; Popivoda, Goran; Stamatović, Siniša 2 2017 Extremes of Gaussian processes with smooth random expectation and smooth random variance. Zbl 1365.60036Piterbarg, Vladimir; Popivoda, Goran; Stamatović, Siniša 1 2017 High extrema of Gaussian chaos processes. Zbl 1339.60062Piterbarg, Vladimir I. 14 2016 On the shape of trajectories of Gaussian processes having large massive excursions. II. Zbl 1370.60065Hüsler, J.; Kremena, E. V.; Piterbarg, V. I. 3 2016 Large extremes of Gaussian chaos processes. Zbl 1343.60065Piterbarg, V. I. 1 2016 Twenty lectures about Gaussian processes. Zbl 1359.60005Piterbarg, Vladimir I. 44 2015 Asymptotic expansion of Gaussian chaos via probabilistic approach. Zbl 1337.60031Hashorva, Enkelejd; Korshunov, Dmitry; Piterbarg, Vladimir I. 15 2015 On the asymptotic Laplace method and its application to random chaos. Zbl 1326.60045Korshunov, D. A.; Piterbarg, V. I.; Hashorva, E. 9 2015 On probability of high extremes for product of two independent Gaussian stationary processes. Zbl 1408.60031Piterbarg, Vladimir I.; Zhdanov, Alexander 8 2015 Gaussian copula time series with heavy tails and strong time dependence. Zbl 1408.62148Mazur, A. E.; Piterbarg, V. I. 3 2015 On the shape of trajectories of Gaussian processes having large massive excursions. Zbl 1312.60038Kremena, E. V.; Piterbarg, V. I.; Hüsler, J. 3 2014 On the supremum of \(\gamma\)-reflected processes with fractional Brownian motion as input. Zbl 1316.60054Hashorva, Enkelejd; Ji, Lanpeng; Piterbarg, Vladimir I. 27 2013 On extremal behavior of Gaussian chaos. Zbl 1416.60046Korshunov, D. A.; Piterbarg, V. I.; Hashorva, E. 11 2013 Log-likelihood ratio test for detecting transient change. Zbl 1209.62141Jarušková, Daniela; Piterbarg, Vladimir I. 17 2011 Extremes of Gaussian processes with a smooth random variance. Zbl 1228.60059Hüsler, Jürg; Piterbarg, Vladimir; Rumyantseva, Ekaterina 10 2011 Extremes of Gaussian processes with random variance. Zbl 1231.60030Hüsler, Juerg; Piterbarg, Vladimir; Zhang, Yueming 7 2011 On clusters of high extremes of Gaussian stationary processes with \(\epsilon \)-separation. Zbl 1226.60082Hüsler, Juerg; Ladneva, Anna; Piterbarg, Vladimir 6 2010 Asymptotic behavior of the sample mean of a function of the Wiener process and the MacDonald function. Zbl 1205.60144Albeverio, Sergio; Fatalov, Vadim; Piterbarg, Vladimir I. 5 2009 On average losses in the ruin problem with fractional Brownian motion as input. Zbl 1224.91046Boulongne, Patrick; Pierre-Loti-Viaud, Daniel; Piterbarg, Vladimir 4 2009 Nikolai Nikolaevich Nekhoroshev (obituary). Zbl 1175.01064Abramov, 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 1151.60313Hüsler, Jürg; Piterbarg, Vladimir 22 2008 On estimation of the exponent of regular variation using a sample with missing observations. Zbl 1131.62042Mladenović, Pavle; Piterbarg, Vladimir 3 2008 On maxima of partial samples in Gaussian sequences with pseudo-stationary trends. Zbl 1135.60021Kudrov, A. V.; Piterbarg, V. I. 10 2007 On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences. Zbl 1118.60047Mladenović, Pavle; Piterbarg, Vladimir 23 2006 Rough asymptotics of the probability of simultaneous high extrema of two Gaussian processes: the dual action functional. Zbl 1075.60026Piterbarg, V. I.; Stamatovich, B. 9 2005 On the ruin probability for physical fractional Brownian motion. Zbl 1070.60036Hüsler, J.; Piterbarg, V. 30 2004 Discrete and continuous time extremes of Gaussian processes. Zbl 1088.60051Piterbarg, Vladimir I. 26 2004 Limit theorem for maximum of the storage process with fractional Brownian motion as input. Zbl 1075.60119Hüsler, Jürg; Piterbarg, Vladimir 24 2004 Gnedenko-type limit theorems for cyclostationary \(c^2\)-processes. Zbl 1055.60047Konstantinides, D. G.; Piterbarg, V.; Stamatovic, S. 6 2004 On convergence of the uniform norms for Gaussian processes and linear approximation problems. Zbl 1038.60040Hüsler, J.; Piterbarg, V.; Seleznjev, O. 28 2003 Limit theorem for high level a-upcrossings by \(\chi\)-process. Zbl 1064.60067Piterbarg, V. I.; Stamatovic, S. 11 2003 On large jumps of a Cramer random walk. Zbl 1069.60030Piterbarg, V. I.; Kozlov, A. M. 3 2003 Nonparametric estimation of the spectral measure of an extreme value distribution. Zbl 1043.62046Einmahl, John H. J.; de Haan, Laurens; Piterbarg, Vladimir I. 49 2001 Large deviations of a storage process with fractional Brownian motion as input. Zbl 1003.60053Piterbarg, Vladimir I. 26 2001 On maximum of Gaussian non-centered fields indexed on smooth manifolds. Zbl 1018.60053Piterbarg, Vladimir I.; Stamatovich, Sinisha 8 2001 Multivariate rank correlations: A Gaussian field on a direct product of spheres. Zbl 1061.62534Piterbarg, V. I.; Tyurin, Yu. N. 1 2000 Extremes of a certain class of Gaussian processes. Zbl 0997.60057Hüsler, J.; Piterbarg, V. 78 1999 Central limit theorem for wave-functionals of Gaussian processes. Zbl 0934.60034Piterbarg, 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 0841.60024Piterbarg, V. I. 204 1996 On the distribution of the maximum of a Gaussian field with a constant variance on a smooth manifold. Zbl 0883.60048Mikhaleva, T. L.; Piterbarg, V. I. 13 1996 Rice method for Gaussian random fields. Zbl 0903.60029Piterbarg, V. I. 9 1996 The Laplace method for probability measures in Banach spaces. Zbl 0871.46020Piterbarg, V. I.; Fatalov, V. R. 25 1995 High level excursions of Gaussian fields and the weakly optimal choice of the smoothing parameter. I. Zbl 0840.62039Konakov, V. D.; Piterbarg, V. I. 1 1995 High excursions for nonstationary generalized chi-square processes. Zbl 0815.60045Piterbarg, V. I. 21 1994 High deviations for multidimensional stationary Gaussian processes with independent components. Zbl 0846.60042Piterbarg, V. I. 8 1994 Extreme values of the cyclostationary Gaussian random process. Zbl 0768.60048Konstant, D. G.; Piterbarg, V. I. 14 1993 On asymptotic distribution of integrated squared error of an estimate of a component of a convolution. Zbl 0798.62026Piterbarg, V. I.; Penskaya, M. Ya. 2 1993 Testing for homogeneity of two multivariate samples: A Gaussian field on a sphere. Zbl 0798.62062Piterbarg, V. I.; Tyurin, Yu. N. 2 1993 On large jumps of a random walk. Zbl 0741.60067Piterbarg, V. I. 2 1991 Exact asymptotics for large deviation probabilities of normalized Brownian bridge with applications to empirical processes. Zbl 0729.60021Piterbarg, 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 0652.60045Piterbarg, V. I. 17 1988 On the convergence rate of maximal deviation distribution for kernel regression estimates. Zbl 0554.62034Konakov, V. D.; Piterbarg, V. I. 25 1984 On the asymptotics of the probability of a large excursion for a nonstationary Gaussian process. Zbl 0559.60039Piterbarg, V. I. 1 1984 Asymptotic expansions for the probabilities of large runs of nonstationary Gaussian processes. Zbl 0553.60043Piterbarg, V. I.; Simonova, I. Eh. 1 1984 Rate of convergence of maximal deviation distributions for Gaussian processes and empirical density functions. II. Zbl 0527.62047Konakov, V. D.; Piterbarg, V. I. 2 1983 Comparison of distribution functions of maxima of Gaussian processes. Zbl 0488.60051Piterbarg, V. I. 6 1982 Large deviations of random processes close to Gaussian ones. Zbl 0517.60029Piterbarg, V. I. 5 1982 Rate of convergence of maximal deviation distributions for Gaussian processes and empirical density functions. I. Zbl 0503.60036Konakov, V. D.; Piterbarg, V. I. 3 1982 Convergence rate of maximum deviation distributions of Gaussian processes and empirical densities. I. Zbl 0522.60028Konakov, V. D.; Piterbarg, V. I. 3 1982 Gaussian stochastic processes. Zbl 0516.60046Piterbarg, V. I. 2 1982 Comparison of distribution functions of maxima of Gaussian processes. Zbl 0477.60038Piterbarg, V. I. 4 1981 The exact asymptotics for the probability of large span of a Gaussian stationary process. Zbl 0472.60036Piterbarg, V. I.; Prisyazhnuk, V. P. 1 1981 A Poisson limit theorem for large excursions of a Gaussian sequence. Zbl 0477.60028Piterbarg, V. I. 1 1981 Asymptotics of the probability of large excursions for a nonstationary Gaussian process. Zbl 0433.60030Piterbarg, V. I.; Prisyazhnyuk, V. P. 7 1979 Asymptotic behaviour of probability of large deviation for Gaussian non- stationary processes. Zbl 0407.60016Piterbarg, V. I.; Prisjaznjuk, V. P. 5 1978 Asymptotic expansions for the probability of large excursions of Gaussian processes. Zbl 0415.60026Piterbarg, V. I. 2 1978 The strong mixing property of a quantized Gaussian process. Zbl 0292.28006Piterbarg, V. I. 1 1973 On J. Pickands’ paper ”Upcrossing probabilities for stationary Gaussian processes”. Zbl 0262.60020Piterbarg, V. I. 1 1973 Über die Arbeit von J. Pickands ”Upcrossing probabilities for stationary Gaussian processes”. Zbl 0241.60031Piterbarg, V. I. 24 1972 Asymptotics of the average number of A-points of overshoot of a Gaussian field beyond a high level. Zbl 0293.60032Belyaev, Yu. K.; Piterbarg, V. I. 1 1972 all cited Publications top 5 cited Publications all top 5 Cited by 443 Authors 57 Hashorva, Enkelejd 54 Dębicki, Krzysztof 36 Piterbarg, Vladimir Il’ich 32 Tan, Zhongquan 22 Ji, Lanpeng 15 Peng, Zuoxiang 14 Liu, Peng 13 Fatalov, Vadim Rolandovich 13 Hüsler, Jürg 11 Bai, Long 10 Azaïs, Jean-Marc 9 Nadarajah, Saralees 8 Albeverio, Sergio A. 7 Liu, Jingchen 7 Mandjes, Michel Robertus Hendrikus 7 Weng, Zhichao 6 Cheng, Dan 6 Kabluchko, Zakhar A. 6 Kobel’kov, Sergeĭ Georgievich 6 Mishura, Yuliya Stepanivna 6 Rodionov, Igor’ Vladimirovich 6 Rolski, Tomasz 6 Seleznjev, Oleg 6 Stamatović, Siniša 5 Bouzebda, Salim 5 Jarušková, Daniela 5 Kosiński, Kamil Marcin 5 Ling, Chengxiu 5 Michna, Zbigniew 5 Mladenović, Pavle N. 5 Mojirsheibani, Majid 5 Pereira, Luísa 5 Popivoda, Goran 5 Sabourin, Anne 5 Samorodnitsky, Gennady Pinkhosovich 5 Wschebor, Mario 4 Ascione, Giacomo 4 Bisewski, Krzysztof 4 de Haan, Laurens 4 Glynn, Peter W. 4 Mikosch, Thomas 4 Naveau, Philippe 4 Peng, Liang 4 Peng, Xiaofan 4 Pirozzi, Enrica 4 Resnick, Sidney Ira 4 Segers, Johan 4 Tabiś, Kamil 4 Tang, Linjun 4 Xu, Gongjun 4 Yang, Yang 4 Zhdanov, Aleksandr Ivanovich 3 Abramowicz, Konrad 3 Albin, J. M. P. 3 Borst, Sem C. 3 Chan, Hock Peng 3 Dai, Wanyang 3 Dieker, A. B. 3 Einmahl, John H. J. 3 Ermakov, Mikhaĭl Sergeevich 3 Ferreira, Helena 3 Giné-Masdéu, Evarist 3 Horváth, Lajos 3 Klüppelberg, Claudia 3 Konakov, V. D. 3 Kozachenko, Yuriĭ Vasyl’ovych 3 Kremena, E. V. 3 Kriukov, Nikolai 3 Lifshits, Mikhail A. 3 Mastrogiacomo, Elisa 3 Mazur, A. E. 3 Neuenkirch, Andreas 3 Qiao, Wanli 3 Robert, Christian Yann 3 Steblovskaya, Victoria R. 3 Wang, Yuebao 3 Yamnenko, Rostyslav E. 3 Zari, Tarek 3 Zwart, Bert P. 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 2 Blanchet, Jose H. 2 Bucchia, Béatrice 2 Cao, Lunfeng 2 Chen, Yang 2 Cheng, Dongya 2 Di Persio, Luca 2 Drees, Holger 2 Engelke, Sebastian 2 Farkas, Julia 2 Genovese, Christopher R. 2 Glavaš, Lenka 2 Guillou, Armelle 2 Harper, Adam J. ...and 343 more Authors all top 5 Cited in 112 Serials 53 Extremes 39 Stochastic Processes and their Applications 38 Statistics & Probability Letters 22 Journal of Multivariate Analysis 17 Journal of Applied Probability 16 The Annals of Applied Probability 14 Journal of Mathematical Sciences (New York) 12 Lithuanian Mathematical Journal 11 Theory of Probability and its Applications 11 Communications in Statistics. Theory and Methods 10 Bernoulli 9 Advances in Applied Probability 9 Stochastics 8 Journal of Mathematical Analysis and Applications 8 The Annals of Statistics 8 Journal of Statistical Planning and Inference 8 Methodology and Computing in Applied Probability 8 Scandinavian Actuarial Journal 7 Moscow University Mathematics Bulletin 7 The Annals of Probability 7 Journal of Theoretical Probability 7 Queueing Systems 6 Mathematical Notes 6 Probability Theory and Related Fields 6 Mathematical Methods of Statistics 6 Stochastic Models 5 Theoretical and Mathematical Physics 5 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 5 Electronic Journal of Statistics 4 Problems of Information Transmission 4 Insurance Mathematics & Economics 4 Statistics 4 Journal of Nonparametric Statistics 4 Science China. Mathematics 3 Annals of the Institute of Statistical Mathematics 3 Journal of Econometrics 3 Journal of Time Series Analysis 3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 3 Theory of Probability and Mathematical Statistics 3 Electronic Journal of Probability 2 Scandinavian Journal of Statistics 2 Journal of the American Statistical Association 2 Journal of Functional Analysis 2 Probability and Mathematical Statistics 2 Stochastic Analysis and Applications 2 Japan Journal of Industrial and Applied Mathematics 2 Test 2 Applied Mathematics. Series B (English Edition) 2 Statistical Papers 2 Filomat 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 Nonlinear Analysis. Modelling and Control 2 Journal of the Korean Statistical Society 2 ALEA. Latin American Journal of Probability and Mathematical Statistics 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 Soviet Mathematics 1 Kybernetika 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. English Series 1 Constructive Approximation 1 Statistical Science 1 Applied Mathematics Letters 1 Journal of Integral Equations and Applications 1 Computational Mathematics and Modeling 1 Discrete Mathematics and Applications 1 Computational Statistics 1 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics 1 Computational Statistics and Data Analysis 1 Stochastics and Stochastics Reports 1 Experimental Mathematics 1 Potential Analysis 1 Bulletin des Sciences Mathématiques 1 Electronic Communications in 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 Theoretical and Applied Finance 1 International Journal of Communication Systems 1 Regular and Chaotic Dynamics 1 Communications in Nonlinear Science and Numerical Simulation 1 Econometric Theory ...and 12 more Serials all top 5 Cited in 31 Fields 404 Probability theory and stochastic processes (60-XX) 163 Statistics (62-XX) 39 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 26 Numerical analysis (65-XX) 10 Operations research, mathematical programming (90-XX) 9 Computer science (68-XX) 8 Functional analysis (46-XX) 7 Partial differential equations (35-XX) 6 Approximations and expansions (41-XX) 5 Statistical mechanics, structure of matter (82-XX) 4 Real functions (26-XX) 4 Measure and integration (28-XX) 4 Ordinary differential equations (34-XX) 4 Integral transforms, operational calculus (44-XX) 4 Global analysis, analysis on manifolds (58-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 Special functions (33-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 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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