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Author ID: utev.sergey Recent zbMATH articles by "Utev, Sergey"
Published as: Utev, Sergey
Documents Indexed: 50 Publications since 1995, including 1 Book and 1 Additional arXiv Preprint
Co-Authors: 19 Co-Authors with 50 Joint Publications
597 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

41 Publications have been cited 613 times in 486 Documents Cited by Year
Maximal inequalities and an invariance principle for a class of weakly dependent random variables. Zbl 1012.60022
Utev, Sergey; Peligrad, Magda
92
2003
Recent advances in invariance principles for stationary sequences. Zbl 1189.60078
Merlevède, Florence; Peligrad, Magda; Utev, Sergey
69
2006
A new maximal inequality and invariance principle for stationary sequences. Zbl 1070.60025
Peligrad, Magda; Utev, Sergey
60
2005
Central limit theorem for linear processes. Zbl 0876.60013
Peligrad, Magda; Utev, Sergey
56
1997
A maximal \(\mathbb{L}_{p}\)-inequality for stationary sequences and its applications. Zbl 1107.60011
Peligrad, Magda; Utev, Sergey; Wu, Wei Biao
33
2007
Central limit theorem for stationary linear processes. Zbl 1101.60014
Peligrad, Magda; Utev, Sergey
32
2006
Comparing sums of exchangeable Bernoulli random variables. Zbl 0855.60017
Lefèvre, Claude; Utev, Sergey
27
1996
Functional Gaussian approximation for dependent structures. Zbl 1447.60003
Merlevède, Florence; Peligrad, Magda; Utev, Sergey
26
2019
Solving the Stein equation in compound Poisson approximation. Zbl 0982.62007
Barbour, A. D.; Utev, Sergey
22
1998
Sharp conditions for the CLT of linear processes in a Hilbert space. Zbl 0885.60015
Merlevède, Florence; Peligrad, Magda; Utev, Sergey
19
1997
Compound Poisson approximation in total variation. Zbl 0991.62008
Barbour, A. D.; Utev, Sergey
15
1999
Generalized stochastic convexity and stochastic orderings of mixtures. Zbl 0966.60015
Denuit, Michel; Lefèvre, Claude; Utev, Sergey
13
1999
Invariance principle for stochastic processes with short memory. Zbl 1122.60038
Peligrad, Magda; Utev, Sergey
13
2006
Measuring the impact of dependence between claims occurrences. Zbl 1033.62100
Denuit, Michel; Lefèvre, Claude; Utev, Sergey
12
2002
Approximating the Reed-Frost epidemic process. Zbl 1113.92054
Barbour, A. D.; Utev, Sergey
12
2004
Exact norms of a Stein-type operator and associated stochastic orderings. Zbl 1039.60015
Lefèvre, Claude; Utev, Sergey
12
2003
Poisson approximation for the final state of a generalized epidemic process. Zbl 0833.60023
Lefèvre, Claude; Utev, Sergey
10
1995
Branching approximation for the collective epidemic model. Zbl 0966.92023
Lefèvre, Claude; Utev, Sergey
9
1999
Stein’s method and stochastic orderings. Zbl 1276.62015
Daly, Fraser; Lefèvre, Claude; Utev, Sergey
9
2012
Optimal stopping for processes with independent increments, and applications. Zbl 1213.60082
Deligiannidis, G.; Le, H.; Utev, S.
8
2009
Moderate deviations for stationary sequences of bounded random variables. Zbl 1172.60005
Dedecker, Jérôme; Merlevède, Florence; Peligrad, Magda; Utev, Sergey
7
2009
Markov property in discrete Schur-constant models. Zbl 1402.60092
Lefèvre, Claude; Loisel, Stéphane; Utev, Sergey
7
2018
Stochastic orderings of convex/concave-type on an arbitrary grid. Zbl 0984.60025
Denuit, Michel; Lefèvre, Claude; Utev, Sergey
6
1999
On order-preserving properties of probability metrics. Zbl 0926.60014
Lefèvre, Claude; Utev, Sergey
6
1998
Functional CLT for martingale-like nonstationary dependent structures. Zbl 1431.60035
Merlevède, Florence; Peligrad, Magda; Utev, Sergey
6
2019
The effect of community structure on the immunity coverage required to prevent epidemics. Zbl 0887.92026
Becker, Niels G.; Utev, Sergey
5
1998
Protective vaccine efficacy when vaccine response is random. Zbl 0989.62059
Becker, Niels G.; Utev, Sergey
5
2002
Generalized Pearson distributions and related characterization problems. Zbl 1051.62014
Lefèvre, Claude; Papathanasiou, Vasilis; Utev, Sergey
4
2002
Ruin probability via quantum mechanics approach. Zbl 1401.91197
Tamturk, Muhsin; Utev, Sergey
4
2018
Multivariate discrete distributions with a product-type dependence. Zbl 1024.62023
Becker, Niels G.; Utev, Sergey
3
2002
Comparison of individual risk models. Zbl 1054.91051
Lefèvre, Claude; Utev, Sergey
3
2001
The Lie bracket and the arithmetic derivative. Zbl 1444.11012
Fan, Jun; Utev, Sergey
3
2020
Threshold results for \(U\)-statistics of dependent binary variables. Zbl 0976.62041
Becker, Niels G.; Utev, Sergey
2
2001
Convolution property and exponential bounds for symmetric monotone densities. Zbl 1291.60030
Lefèvre, Claude; Utev, Sergey
2
2013
On the invariance principle for reversible Markov chains. Zbl 1344.60034
Peligrad, Magda; Utev, Sergey
2
2016
Optimal reinsurance via Dirac-Feynman approach. Zbl 1429.91284
Tamturk, Muhsin; Utev, Sergey
2
2019
Asymptotic variance of stationary reversible and normal Markov processes. Zbl 1321.60070
Deligiannidis, George; Peligrad, Magda; Utev, Sergey
1
2015
On finite exchangeable sequences and their dependence. Zbl 1403.60030
Lefèvre, Claude; Loisel, Stéphane; Utev, Sergey
1
2017
Variance of partial sums of stationary sequences. Zbl 1291.60068
Deligiannidis, George; Utev, Sergey
1
2013
On stochastic dominance of nilpotent operators. Zbl 1277.60080
Mudakkar, Syeda Rabab; Utev, Sergey
1
2013
On branching models with alarm triggerings. Zbl 1473.60127
Lefèvre, Claude; Picard, Philippe; Utev, Sergey
1
2020
The Lie bracket and the arithmetic derivative. Zbl 1444.11012
Fan, Jun; Utev, Sergey
3
2020
On branching models with alarm triggerings. Zbl 1473.60127
Lefèvre, Claude; Picard, Philippe; Utev, Sergey
1
2020
Functional Gaussian approximation for dependent structures. Zbl 1447.60003
Merlevède, Florence; Peligrad, Magda; Utev, Sergey
26
2019
Functional CLT for martingale-like nonstationary dependent structures. Zbl 1431.60035
Merlevède, Florence; Peligrad, Magda; Utev, Sergey
6
2019
Optimal reinsurance via Dirac-Feynman approach. Zbl 1429.91284
Tamturk, Muhsin; Utev, Sergey
2
2019
Markov property in discrete Schur-constant models. Zbl 1402.60092
Lefèvre, Claude; Loisel, Stéphane; Utev, Sergey
7
2018
Ruin probability via quantum mechanics approach. Zbl 1401.91197
Tamturk, Muhsin; Utev, Sergey
4
2018
On finite exchangeable sequences and their dependence. Zbl 1403.60030
Lefèvre, Claude; Loisel, Stéphane; Utev, Sergey
1
2017
On the invariance principle for reversible Markov chains. Zbl 1344.60034
Peligrad, Magda; Utev, Sergey
2
2016
Asymptotic variance of stationary reversible and normal Markov processes. Zbl 1321.60070
Deligiannidis, George; Peligrad, Magda; Utev, Sergey
1
2015
Convolution property and exponential bounds for symmetric monotone densities. Zbl 1291.60030
Lefèvre, Claude; Utev, Sergey
2
2013
Variance of partial sums of stationary sequences. Zbl 1291.60068
Deligiannidis, George; Utev, Sergey
1
2013
On stochastic dominance of nilpotent operators. Zbl 1277.60080
Mudakkar, Syeda Rabab; Utev, Sergey
1
2013
Stein’s method and stochastic orderings. Zbl 1276.62015
Daly, Fraser; Lefèvre, Claude; Utev, Sergey
9
2012
Optimal stopping for processes with independent increments, and applications. Zbl 1213.60082
Deligiannidis, G.; Le, H.; Utev, S.
8
2009
Moderate deviations for stationary sequences of bounded random variables. Zbl 1172.60005
Dedecker, Jérôme; Merlevède, Florence; Peligrad, Magda; Utev, Sergey
7
2009
A maximal \(\mathbb{L}_{p}\)-inequality for stationary sequences and its applications. Zbl 1107.60011
Peligrad, Magda; Utev, Sergey; Wu, Wei Biao
33
2007
Recent advances in invariance principles for stationary sequences. Zbl 1189.60078
Merlevède, Florence; Peligrad, Magda; Utev, Sergey
69
2006
Central limit theorem for stationary linear processes. Zbl 1101.60014
Peligrad, Magda; Utev, Sergey
32
2006
Invariance principle for stochastic processes with short memory. Zbl 1122.60038
Peligrad, Magda; Utev, Sergey
13
2006
A new maximal inequality and invariance principle for stationary sequences. Zbl 1070.60025
Peligrad, Magda; Utev, Sergey
60
2005
Approximating the Reed-Frost epidemic process. Zbl 1113.92054
Barbour, A. D.; Utev, Sergey
12
2004
Maximal inequalities and an invariance principle for a class of weakly dependent random variables. Zbl 1012.60022
Utev, Sergey; Peligrad, Magda
92
2003
Exact norms of a Stein-type operator and associated stochastic orderings. Zbl 1039.60015
Lefèvre, Claude; Utev, Sergey
12
2003
Measuring the impact of dependence between claims occurrences. Zbl 1033.62100
Denuit, Michel; Lefèvre, Claude; Utev, Sergey
12
2002
Protective vaccine efficacy when vaccine response is random. Zbl 0989.62059
Becker, Niels G.; Utev, Sergey
5
2002
Generalized Pearson distributions and related characterization problems. Zbl 1051.62014
Lefèvre, Claude; Papathanasiou, Vasilis; Utev, Sergey
4
2002
Multivariate discrete distributions with a product-type dependence. Zbl 1024.62023
Becker, Niels G.; Utev, Sergey
3
2002
Comparison of individual risk models. Zbl 1054.91051
Lefèvre, Claude; Utev, Sergey
3
2001
Threshold results for \(U\)-statistics of dependent binary variables. Zbl 0976.62041
Becker, Niels G.; Utev, Sergey
2
2001
Compound Poisson approximation in total variation. Zbl 0991.62008
Barbour, A. D.; Utev, Sergey
15
1999
Generalized stochastic convexity and stochastic orderings of mixtures. Zbl 0966.60015
Denuit, Michel; Lefèvre, Claude; Utev, Sergey
13
1999
Branching approximation for the collective epidemic model. Zbl 0966.92023
Lefèvre, Claude; Utev, Sergey
9
1999
Stochastic orderings of convex/concave-type on an arbitrary grid. Zbl 0984.60025
Denuit, Michel; Lefèvre, Claude; Utev, Sergey
6
1999
Solving the Stein equation in compound Poisson approximation. Zbl 0982.62007
Barbour, A. D.; Utev, Sergey
22
1998
On order-preserving properties of probability metrics. Zbl 0926.60014
Lefèvre, Claude; Utev, Sergey
6
1998
The effect of community structure on the immunity coverage required to prevent epidemics. Zbl 0887.92026
Becker, Niels G.; Utev, Sergey
5
1998
Central limit theorem for linear processes. Zbl 0876.60013
Peligrad, Magda; Utev, Sergey
56
1997
Sharp conditions for the CLT of linear processes in a Hilbert space. Zbl 0885.60015
Merlevède, Florence; Peligrad, Magda; Utev, Sergey
19
1997
Comparing sums of exchangeable Bernoulli random variables. Zbl 0855.60017
Lefèvre, Claude; Utev, Sergey
27
1996
Poisson approximation for the final state of a generalized epidemic process. Zbl 0833.60023
Lefèvre, Claude; Utev, Sergey
10
1995
all top 5

Cited by 544 Authors

32 Peligrad, Magda
27 Merlevède, Florence
26 Lefèvre, Claude
22 Utev, Sergey
18 Dedecker, Jérôme
17 Sung, Soohak
16 Wang, Xuejun
13 Cuny, Christophe
13 Denuit, Michel M.
11 Loisel, Stéphane
11 Volný, Dalibor
10 Chen, Pingyan
10 Hu, Shuhe
9 Giraudo, Davide
8 Barbour, Andrew David
8 Melbourne, Ian
8 Shen, Aiting
8 Wu, Qunying
8 Wu, Yi
7 Ball, Frank G.
7 Daly, Fraser
7 Lin, Zhengyan
7 Neal, Peter J.
6 Cai, Guanghui
6 Hafouta, Yeor
6 Jirak, Moritz
6 Miao, Yu
6 Račkauskas, Alfredas Yurgevich
6 Wu, Yongfeng
6 Yang, Wenzhi
5 Čekanavičius, Vydas
5 Gaunt, Robert Edward
5 Rio, Emmanuel
5 Volodin, Andrei I.
5 Zhang, Yong
4 Chen, Jia
4 Claramunt, M. Mercè
4 Ko, Mi-Hwa
4 Nicol, Matthew
4 Ortega, Eva-María
4 Peligrad, Costel
4 Picard, Philippe
4 Shen, Yan
4 Xia, Aihua
3 Becker, Niels G.
3 Bradley, Richard C. jun.
3 Castañer, Anna
3 Fan, Xiequan
3 Gordin, Mikhail Iosifovich
3 Jiang, Yuanying
3 Jørgensen, Palle E. T.
3 Klicnarová, Jana
3 Li, Degui
3 Li, Wei
3 Li, Xiaoqin
3 Louhichi, Sana
3 Mesfioui, Mhamed
3 Park, Joon Y.
3 Simon, Matthieu
3 Suquet, Charles
3 Wang, Qingwen
3 Wang, Yizao
3 Wu, Wei Biao
2 Atchadé, Yves F.
2 Balakrishnan, Narayanaswamy
2 Basrak, Bojan
2 Benhenni, Karim
2 Bibinger, Markus
2 Boukhari, Fakhreddine
2 Boutsikas, Michael V.
2 Chen, Zhanshou
2 Courtois, Cindy
2 Cousin, Areski
2 Dede, Sophie
2 Deligiannidis, George
2 Deng, Xin
2 Dolgopyat, Dmitry
2 Doukhan, Paul
2 Düker, Marie-Christine
2 Durieu, Olivier
2 Feng, Fengxiang
2 Fu, Ke’ang
2 Gan, Shixin
2 Ge, Meimei
2 Giraitis, Liudas
2 Girard, Didier A.
2 Goldstein, Larry
2 Guo, Mingle
2 Gupta, Ramesh Chandra
2 Haukkanen, Pentti
2 He, ZhuoHeng
2 Hu, Tienchung
2 Huang, Haiwu
2 Kacem, Manel
2 Khaledi, Baha-Eldin
2 Kolev, Nikolai
2 Kuczmaszewska, Anna
2 Li, Yunxia
2 Lin, Han-Mai
2 Lin, Michael
...and 444 more Authors
all top 5

Cited in 133 Serials

38 Stochastic Processes and their Applications
31 Statistics & Probability Letters
21 Journal of Theoretical Probability
19 The Annals of Probability
19 Journal of Inequalities and Applications
15 Journal of Applied Probability
13 Insurance Mathematics & Economics
13 Communications in Statistics. Theory and Methods
13 Bernoulli
12 Journal of Econometrics
11 Journal of Mathematical Analysis and Applications
10 Lithuanian Mathematical Journal
10 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
9 Journal of Statistical Planning and Inference
8 Journal of Mathematical Inequalities
7 Mathematical Biosciences
7 Journal of Multivariate Analysis
7 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
6 Advances in Applied Probability
6 The Annals of Applied Probability
6 Econometric Theory
6 Stochastics and Dynamics
5 Statistics
5 Discrete Dynamics in Nature and Society
5 Probability in the Engineering and Informational Sciences
5 Methodology and Computing in Applied Probability
4 Ergodic Theory and Dynamical Systems
4 Stochastic Analysis and Applications
4 Probability Theory and Related Fields
4 Statistical Papers
4 Abstract and Applied Analysis
4 Comptes Rendus. Mathématique. Académie des Sciences, Paris
3 Journal of Statistical Physics
3 Proceedings of the American Mathematical Society
3 Transactions of the American Mathematical Society
3 Journal of Mathematical Sciences (New York)
3 Filomat
3 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings
3 Journal of Integer Sequences
3 Statistical Inference for Stochastic Processes
3 Brazilian Journal of Probability and Statistics
3 Stochastics
3 Probability Surveys
3 Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM
2 Computers & Mathematics with Applications
2 Journal of Mathematical Biology
2 Periodica Mathematica Hungarica
2 Theory of Probability and its Applications
2 The Annals of Statistics
2 Applied Mathematics and Computation
2 Biometrics
2 Applied Mathematics Letters
2 Communications in Statistics. Simulation and Computation
2 Journal of Statistical Computation and Simulation
2 Applied Mathematics. Series B (English Edition)
2 Electronic Journal of Probability
2 Electronic Communications in Probability
2 Journal of Nonparametric Statistics
2 Acta Mathematica Sinica. English Series
2 Lobachevskii Journal of Mathematics
2 Applied Stochastic Models in Business and Industry
2 Scandinavian Actuarial Journal
2 ASTIN Bulletin
2 Journal of the Korean Statistical Society
2 ALEA. Latin American Journal of Probability and Mathematical Statistics
2 Science China. Mathematics
2 European Actuarial Journal
2 Modern Stochastics. Theory and Applications
2 Annales Henri Lebesgue
1 The Canadian Journal of Statistics
1 Israel Journal of Mathematics
1 Mathematical Notes
1 Metrika
1 Nonlinearity
1 Rocky Mountain Journal of Mathematics
1 Ukrainian Mathematical Journal
1 Advances in Mathematics
1 Anais da Academia Brasileira de Ciências
1 Annals of the Institute of Statistical Mathematics
1 Automatica
1 Biometrical Journal
1 Fuzzy Sets and Systems
1 Illinois Journal of Mathematics
1 Information Sciences
1 Journal of Computational and Applied Mathematics
1 Journal of Mathematical Economics
1 Mathematics and Computers in Simulation
1 Mathematics of Operations Research
1 Mathematica Slovaca
1 Results in Mathematics
1 Scandinavian Actuarial Journal
1 Siberian Mathematical Journal
1 Journal of Time Series Analysis
1 Acta Mathematica Hungarica
1 Bulletin of the Iranian Mathematical Society
1 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire
1 Acta Mathematicae Applicatae Sinica. English Series
1 Econometric Reviews
1 Journal of Applied Mathematics and Stochastic Analysis
1 Economics Letters
...and 33 more Serials

Citations by Year