Theory of Probability and its Applications Short Title: Theory Probab. Appl. Publisher: Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA ISSN: 0040-585X; 1095-7219/e Online: http://epubs.siam.org/loi/tprbau Original: Teoriya Veroyatnosteĭ i eë Primeneniya Comments: Indexed cover-to-cover Documents Indexed: 4,020 Publications (since 1956) References Indexed: 367 Publications with 7,148 References. all top 5 Latest Issues 67, No. 3 (2022) 67, No. 2 (2022) 67, No. 1 (2022) 66, No. 4 (2022) 66, No. 3 (2021) 66, No. 2 (2021) 66, No. 1 (2021) 65, No. 4 (2021) 65, No. 3 (2020) 65, No. 2 (2020) 65, No. 1 (2020) 64, No. 4 (2020) 64, No. 3 (2019) 64, No. 2 (2019) 64, No. 1 (2019) 63, No. 4 (2019) 63, No. 3 (2019) 63, No. 2 (2018) 63, No. 1 (2018) 62, No. 4 (2018) 62, No. 3 (2018) 62, No. 2 (2018) 62, No. 1 (2018) 61, No. 4 (2017) 61, No. 3 (2017) 61, No. 2 (2017) 61, No. 1 (2017) 60, No. 4 (2016) 60, No. 3 (2016) 60, No. 2 (2016) 60, No. 1 (2016) 59, No. 4 (2015) 59, No. 3 (2015) 59, No. 2 (2015) 59, No. 1 (2015) 58, No. 4 (2014) 58, No. 3 (2014) 58, No. 2 (2014) 58, No. 1 (2014) 57, No. 4 (2013) 57, No. 3 (2013) 57, No. 2 (2013) 57, No. 1 (2013) 56, No. 4 (2012) 56, No. 3 (2012) 56, No. 2 (2012) 56, No. 1 (2012) 55, No. 4 (2011) 55, No. 3 (2011) 55, No. 2 (2011) 55, No. 1 (2011) 54, No. 4 (2010) 54, No. 3 (2010) 54, No. 2 (2010) 54, No. 1 (2010) 53, No. 4 (2009) 53, No. 3 (2009) 53, No. 2 (2009) 53, No. 1 (2009) 52, No. 4 (2008) 52, No. 3 (2008) 52, No. 2 (2008) 52, No. 1 (2008) 51, No. 4 (2007) 51, No. 3 (2007) 51, No. 2 (2007) 51, No. 1 (2007) 50, No. 4 (2006) 50, No. 3 (2006) 50, No. 2 (2006) 50, No. 1 (2006) 49, No. 4 (2005) 49, No. 3 (2005) 49, No. 2 (2005) 49, No. 1 (2005) 48, No. 4 (2003) 48, No. 3 (2003) 48, No. 2 (2003) 48, No. 1 (2003) 47, No. 4 (2002) 47, No. 3 (2002) 47, No. 2 (2002) 47, No. 1 (2002) 46, No. 4 (2001) 46, No. 3 (2001) 46, No. 2 (2001) 46, No. 1 (2001) 45, No. 4 (2000) 45, No. 3 (2000) 45, No. 2 (2000) 45, No. 1 (2000) 44, No. 4 (1999) 44, No. 3 (1999) 44, No. 2 (1999) 44, No. 1 (1999) 43, No. 4 (1998) 43, No. 3 (1998) 43, No. 2 (1998) 43, No. 1 (1998) 41, No. 4 (1996) ...and 75 more Volumes all top 5 Authors 77 Borovkov, Aleksandr Alekseevich 59 Ibragimov, Il’dar Abdullovich 57 Shiryaev, Al’bert Nikolaevich 44 Vatutin, Vladimir Alekseevich 35 Nagaev, Sergey Victorovich 34 Kruglov, Victor M. 33 Khas’minskiĭ, Rafail Zalmanovich 33 Rozovskiĭ, Leonid Viktorovich 30 Shur, Mikhail Grigoryevtsh 27 Mogul’skii, Anatolii Alfredovich 27 Prokhorov, Yuriĭ Vasil’evich 27 Rozanov, Yuriĭ Anatol’evich 27 Skorokhod, Anatoliĭ Volodymyrovych 25 Rogozin, B. A. 25 Zolotarëv, Vladimir Mikhaĭlovich 24 Kholevo, Aleksandr Semënovich 24 Senatov, Vladimir Vasil’evich 23 Chibisov, Dmitriĭ Mikhaĭlovich 23 Fel’dman, Gennadiĭ Mikhaĭlovich 23 Novikov, Aleksandr Aleksandrovich 23 Rotar, Vladimir Il’ich 22 Korolev, Viktor Yur’evich 20 Borisov, Igor Semenovich 20 Davydov, Yu. A. 20 Gaposhkin, Vladimir Fedorovich 20 Petrov, Valentin Vladimirovich 19 Götze, Friedrich 19 Liptser, Robert 19 Nagaev, Alexander Viktorovich 19 Sevast’yanov, Boris Aleksandrovich 18 Chistyakov, Vladimir Pavlovich 18 Mikhaĭlov, Vladimir Gavrilovich 18 Veretennikov, Alexander Yu. 18 Zubkov, Andreĭ Mikhaĭlovich 17 Korolyuk, Volodymyr Semenovych 17 Piterbarg, Vladimir Il’ich 16 Borovkov, Konstantin A. 16 Gamkrelidze, Nikolaĭ Georgievich 16 Presman, Ernst L. 16 Sazonov, Vyacheslav Vasil’evich 16 Tutubalin, Valeriĭ Nikolaevich 16 Yurinskiĭ, Vadim Vladimirovich 15 Afanas’ev, Valeriĭ Ivanovich 15 Darkhovsky, Boris S. 15 Feinberg, Eugene Aleksandrovich 15 Kagan, Abram Meerovich 15 Klebanov, Leo B. 15 Korostelev, Alexander P. 15 Krylov, Nicolaĭ Vladimirovich 15 Pinelis, Iosif Froimovich 15 Shurenkov, V. M. 15 Smorodina, Natal’ya Vasil’evna 15 Volodin, Igor N. 15 Zaitsev, Andrei Yu. 14 Dobrushin, Roland L’vovich 14 Ivchenko, Grigoriĭ Ivanovich 14 Lebedev, V. A. 14 Lifshits, Mikhail A. 14 Martikainen, Alexander I. 14 Wentzell, Alexander Dmitrievich 14 Yakymiv, Arsen Lubomirovich 14 Yushkevich, Aleksandr Adol’fovich 13 Egorov, V. A. 13 Maksimov, Valeri M. 13 Malevich, Tat’yana L’vovna 13 Shevtsova, I. G. 12 Alekseev, V. G. 12 Bol’shev, Login Nikolaevich 12 Bulinskiĭ, Aleksandr Vadimovich 12 Kabanov, Yuriĭ Mikhaĭlovich 12 Khatuntseva, M. V. 12 Molchanov, Stanislav Alekseevich 12 Pavlov, Igor V. 11 Bogachev, Vladimir Igorevich 11 Borodin, Andreĭ Nikolaevich 11 D’yakonova, Elena Evgen’evna 11 Engelbert, Hans-Jürgen 11 Ronzhin, A. F. 11 Ul’yanov, Vladimir Vasil’evich 10 Buldygin, Valeriĭ Volodymyrovych 10 Chistyakov, Gennadiy P. 10 Girko, Vyacheslav Leonidovich 10 Malinovskiĭ, Vsevolod Konstantinovich 10 Maslov, Viktor Pavlovich 10 Miroshin, R. N. 10 Nadaraya, Elizbar A. 10 Nosko, Vladimir P. 10 Tikhomirov, Alexander Nikolaevich 9 Afanaseva, Larisa G. 9 Aleškevičienė, Aldona K. 9 Arak, T. V. 9 Barndorff-Nielsen, Ole Eiler 9 Belyaev, Yuriĭ Konstantinovich 9 Dzhaparidze, Kacha 9 Faddeev, Mikhaĭl Mikhaĭlovich 9 Freidlin, Mark I. 9 Kharlamov, Boris Pavlovich 9 Khmaladze, Estate V. 9 Kolchin, Valentin F. 9 Kolmogorov, Andreĭ Nikolaevich ...and 1,888 more Authors all top 5 Fields 3,002 Probability theory and stochastic processes (60-XX) 838 Statistics (62-XX) 117 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 82 Operations research, mathematical programming (90-XX) 77 History and biography (01-XX) 71 Systems theory; control (93-XX) 61 Measure and integration (28-XX) 44 Partial differential equations (35-XX) 38 Information and communication theory, circuits (94-XX) 37 Functional analysis (46-XX) 34 Numerical analysis (65-XX) 33 Combinatorics (05-XX) 29 Statistical mechanics, structure of matter (82-XX) 27 Quantum theory (81-XX) 26 Operator theory (47-XX) 25 Linear and multilinear algebra; matrix theory (15-XX) 21 Computer science (68-XX) 19 General and overarching topics; collections (00-XX) 18 Dynamical systems and ergodic theory (37-XX) 15 Calculus of variations and optimal control; optimization (49-XX) 11 Real functions (26-XX) 10 Ordinary differential equations (34-XX) 10 Biology and other natural sciences (92-XX) 9 Number theory (11-XX) 9 Global analysis, analysis on manifolds (58-XX) 7 Special functions (33-XX) 6 Potential theory (31-XX) 6 Sequences, series, summability (40-XX) 6 Integral equations (45-XX) 6 Fluid mechanics (76-XX) 5 Harmonic analysis on Euclidean spaces (42-XX) 4 Integral transforms, operational calculus (44-XX) 3 Topological groups, Lie groups (22-XX) 3 Functions of a complex variable (30-XX) 3 Approximations and expansions (41-XX) 3 Abstract harmonic analysis (43-XX) 2 Mathematical logic and foundations (03-XX) 2 Group theory and generalizations (20-XX) 2 Geometry (51-XX) 2 Convex and discrete geometry (52-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Nonassociative rings and algebras (17-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Differential geometry (53-XX) 1 General topology (54-XX) 1 Mechanics of particles and systems (70-XX) 1 Geophysics (86-XX) 1 Mathematics education (97-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 2,367 Publications have been cited 17,138 times in 13,138 Documents Cited by ▼ Year ▼ On the uniform convergence of relative frequencies of events to their probabilities. Zbl 0247.60005Vapnik, V. N.; Chervonenkis, A. Ya. 515 1971 Some limit theorems for stationary processes. Zbl 0119.14204Ibragimov, I. A. 272 1963 Finite continuous time Markov chains. Zbl 0112.09802Kemeny, J. G.; Snell, J. L. 202 1962 On non-parametric estimates of density functions and regression curves. Zbl 0134.36302Nadaraya, E. A. 175 1965 Prescribing a system of random variables by conditional distributions. Zbl 0264.60037Dobrushin, R. L. 172 1970 Some limit theorems for random functions. I. Zbl 0092.33502Volkonskij, V. A.; Rozanov, Yu. A. 170 1959 On the strong law of large numbers and related results for quasi- stationary sequences. Zbl 0456.60027Serfling, R. J. 169 1980 The invariance principle for stationary processes. Zbl 0219.60030Davydov, Yu. A. 166 1971 On transforming a certain class of stochastic processes by absolutely continuous substitution of measures. Zbl 0100.34004Girsanov, I. V. 157 1962 On optimum methods in quickest detection problems. Zbl 0213.43804Shiryaev, A. N. 147 1963 The limiting behavior of a one-dimensional random walk in a random medium. Zbl 0505.60086Sinaj, Ya. G. 114 1982 Convergence of distributions generated by stationary stochastic processes. Zbl 0181.44101Davydov, J. A. 107 1968 Some new estimates for distribution functions. Zbl 0152.17605Nadaraya, E. A. 106 1965 Probability inequalities for sums of independent random variables. Zbl 0259.60024Fuk, Dao Ha; Nagaev, S. V. 100 1971 On the strong mixing property for linear sequences. Zbl 0377.60046Gorodeckii, V. V. 90 1977 On a method of calculation of semi-invariants. Zbl 0087.33701Leonov, V. P.; Shiryaev, A. N. 89 1959 On strong mixing conditions for stationary Gaussian processes. Zbl 0106.12005Kolmogorov, A. N.; Rozanov, Yu. A. 82 1961 Superposition of Ornstein-Uhlenbeck type processes. Zbl 1003.60039Barndorff-Nielsen, O. E. 77 2000 The Monge-Kantorovich mass transference problem and its stochastic applications. Zbl 0581.60010Rachev, S. T. 76 1985 Asymptotically minimax adaptive estimation. I: Upper bounds. Optimally adaptive estimates. Zbl 0776.62039Lepskij, O. V. 75 1991 Mixing conditions for Markov chains. Zbl 0297.60031Davydov, Ju. A. 75 1973 On a problem of adaptive estimation in Gaussian white noise. Zbl 0745.62083Lepskij, O. V. 74 1990 On large deviations from the invariant measure. Zbl 0375.60033Gärtner, Jürgen 74 1977 Martingale approach in the theory of goodness-of-fit tests. Zbl 0481.60055Khmaladze, E. V. 72 1982 On stochastic processes defined by differential equations with a small parameter. Zbl 0168.16002Has’minskij, R. Z. 70 1966 Power variation and time change. Zbl 1095.60023Barndorff-Nielsen, O. E.; Shephard, N. 66 2006 Some limit theorems for large deviations. Zbl 0144.18704Nagaev, S. V. 66 1965 On a generalization of a stochastic integral. Zbl 0333.60060Skorokhod, A. V. 60 1975 On the strong solutions of stochastic differential equations. Zbl 0434.60064Veretennikov, A. Yu. 59 1980 Approximate integration of stochastic differential equations. Zbl 0314.60039Mil’shtejn, G. N. 59 1974 Records. Zbl 0677.62044Nevzorov, V. B. 59 1987 Probability metrics. Zbl 0533.60025Zolotarev, V. M. 58 1984 Ergodic properties of recurrent diffusion processes and stabilization of the solution to the Cauchy problem for parabolic equations. Zbl 0106.12001Khas’minskiĭ, R. Z. 57 1961 A note on the central limit theorems for dependent random variables. Zbl 0335.60023Ibragimov, I. A. 54 1975 Generalization of Sperner’s theorem on the number of subsets of a finite set. Zbl 0123.36303Meshalkin, L. D. 54 1963 Remarks on non-parametric estimates for density functions and regression curves. Zbl 0228.62031Nadaraya, Eh. A. 54 1970 On the probabilities of large deviations for sums of independent random variables. Zbl 0235.60028Petrov, V. V. 52 1965 Integral limit theorems taking deviations into account when Cramer’s condition does not hold. I. Zbl 0196.21002Nagaev, A. V. 51 1969 Gibbs state describing coexistence of phases for a three-dimensional Ising model. Zbl 0275.60119Dobrushin, R. L. 49 1972 On pure phases of the Ising model on the Bethe lattices. Zbl 0715.60122Blekher, P. M.; Ganikhodzhaev, N. N. 49 1990 Brownian motion with a several-dimensional time. Zbl 0124.08702McKean, H. P. jun. 47 1963 Conditional Markov processes. Zbl 0106.12401Stratonovich, R. L. 46 1961 On the expected number of real zeros of random polynomials. I: Coefficients with zero means. Zbl 0277.60051Ibragimov, I. A.; Maslova, N. B. 46 1971 Time-sharing service systems. I. Zbl 0378.60102Klimov, G. P. 45 1974 A problem of Zolotarev and analogs of infinitely divisible and stable distributions in a scheme for summing a random number of random variables. Zbl 0579.60016Klebanov, L. B.; Maniya, G. M.; Melamed, I. A. 45 1985 Estimation of the distribution of noise in an autoregression scheme. Zbl 0526.62085Boldin, M. V. 45 1982 Necessary and sufficient conditions for the uniform convergence of means to their expectations. Zbl 0487.60036Vapnik, V. N.; Chervonenkis, A. Ya. 44 1982 A general approach to the strong law of large numbers. Zbl 0991.60021Fazekas, I.; Klesov, O. 44 2000 Large deviations of the empirical current in interacting particle systems. Zbl 1190.82027Bertini, L.; De Sole, A.; Gabrielli, D.; Jona-Lasinio, G.; Landim, C. 44 2007 Calculation of the Wasserstein distance between probability distributions on the line. Zbl 0351.60009Vallander, S. S. 43 1973 Weak approximation of solutions of systems of stochastic differential equations. Zbl 0596.60060Mil’shtejn, G. N. 43 1986 A central limit theorem for a class of dependent random variables. Zbl 0123.36103Ibragimov, I. A. 43 1963 On the convergence rate in the central limit theorem for weakly dependent random variables. Zbl 0471.60030Tikhomirov, A. N. 43 1981 On boundary conditions for multidimensional diffusion processes. Zbl 0089.13404Ventcel’, A. D. 42 1960 Sharp large deviations for the Ornstein-Uhlenbeck process. Zbl 1101.60320Bercu, B.; Rouault, A. 42 2001 Boundary-value problems for random walks and large deviations in function spaces. Zbl 0178.20004Borovkov, A. A. 41 1967 On Stefan’s problem and optimal stopping rules for Markov processes. Zbl 0178.53303Grigelionis, B. I.; Shiryaev, A. N. 41 1966 An information-theoretic proof of the central limit theorem under the Lindeberg conditions. Zbl 0097.13103Linnik, Yu. V. 40 1960 Max domains of attraction of univariate and multivariate \(p\)-max stable laws. Zbl 0788.60033Mohan, N. R.; Ravi, S. 40 1992 Sharp optimality in density deconvolution with dominating bias. I. Zbl 1141.62021Butucea, C.; Tsybakov, A. B. 40 2008 On the decomposition of continuous submartingales. Zbl 0141.15102Dambis, K. E. 39 1965 Sharp optimality in density deconvolution with dominating bias. II. Zbl 1142.62017Butucea, C.; Tsybakov, A. B. 39 2008 On distributions of functionals related to boundary problems for processes with independent increments. Zbl 0178.52701Rogozin, B. A. 39 1966 Symmetric stable processes as traces of degenerate diffusion processes. Zbl 0281.60091Molchanov, S. A.; Ostrovskij, E. 38 1969 On the problem of the equivalence of probability measures corresponding to stationary Gaussian processes. Zbl 0126.13703Rozanov, Yu. 38 1963 Periodically and almost-periodically correlated random processes with continuous time parameter. Zbl 0138.11003Gladyshev, E. G. 38 1963 Principle of averaging for parabolic and elliptic differential equations and for Markov processes with small diffusion. Zbl 0211.20701Khas’minskiĭ, R. Z. 38 1963 On the continuity of the distribution of a sum of dependent variables connected with independent walks on lines. Zbl 0321.60053Grincevicjus, A. K. 37 1974 Limit measures arising in the asymptotic theory of symmetric groups. I. Zbl 0375.60007Vershik, A. M.; Shmidt, A. A. 37 1977 Nonparametric estimation of a density of unknown smoothness. Zbl 0593.62034Efrojmovich, S. Yu. 37 1986 Approximation of binomial distributions by infinitely divisible ones. Zbl 0533.60018Presman, E. L. 37 1984 Bounds for the mixing rate in the theory of stochastic equations. Zbl 0663.60046Veretennikov, A. Yu. 37 1987 Concerning a certain probability problem. Zbl 0109.36404Zolotarev, V. M. 36 1962 More exact statement of limit theorems for homogeneous Markov chains. Zbl 0116.10602Nagaev, S. V. 36 1962 Generalized continuous-time random walks, subordination by hitting times, and fractional dynamics. Zbl 1193.60046Kolokoltsov, V. N. 36 2009 The Cramér-Lundberg model with stochastic premium process. Zbl 1033.60093Boikov, A. V. 35 2002 Backward stochastic differential equations driven by càdlàg martingales. Zbl 1152.60050Carbone, R.; Ferrario, B.; Santacroce, M. 35 2008 Large-deviation probabilities for maxima of sums of independent random variables with negative mean and subexponential distribution. Zbl 1005.60060Korshunov, D. A. 34 2001 Estimates for the distribution function of a sum of two random variables when the marginal distributions are fixed. Zbl 0488.60022Makarov, G. D. 34 1982 The distribution of the first ladder moment and height and fluctuation of a random walk. Zbl 0269.60053Rogozin, B. A. 34 1971 Integral limit theorems taking large deviations into account when Cramer’s condition does not hold. II. Zbl 0196.21003Nagaev, A. V. 34 1969 The best choice problem for a random number of objects. Zbl 0296.60031Presman, E. L.; Sonin, I. M. 33 1972 Large deviations for trajectories of multi-dimensional random walks. Zbl 0366.60031Mogul’skij, A. A. 33 1976 On positive solutions of the equation \({\mathfrak A} u+ V\cdot u=0\). Zbl 0089.34501Khas’minskiĭ, R. Z. 32 1959 On the asymptotic behavior of the probability of non-extinction for critical branching processes in a random environment. Zbl 0384.60058Kozlov, M. V. 32 1976 On an identity for stochastic integrals. Zbl 0284.60054Novikov, A. A. 31 1972 On a non-parametric analogue of the information matrix. Zbl 0388.62037Kosevnik, Ju. A.; Levit, B. Ja. 31 1976 On polynomial mixing and convergence rate for stochastic difference and differential equations. Zbl 0969.60070Veretennikov, A. Yu. 31 1999 On the distribution of the sizes of particles which undergo splitting. Zbl 0242.60050Filippov, A. F. 31 1962 On the uniqueness in law and the pathwise uniqueness for stochastic differential equations. Zbl 1036.60051Cherny, A. S. 31 2001 Self-similar probability distributions. Zbl 0358.60031Sinai, Ya. G. 30 1976 Sharp large deviations for the fractional Ornstein-Uhlenbeck process. Zbl 1252.60026Bercu, B.; Coutin, L.; Savy, N. 30 2011 Reflected backward SDEs with general jumps. Zbl 1341.60054Hamadène, S.; Ouknine, Y. 30 2016 The survival probability of a critical branching process in a random environment. Zbl 0994.60095Geiger, J.; Kersting, G. 30 2000 A method of second-order accuracy integration of stochastic differential equations. Zbl 0422.60048Mil’shtejn, G. N. 29 1979 Bessel processes, the integral of geometric Brownian motion, and Asian options. Zbl 1056.91026Carr, P.; Schröder, M. 29 2003 Regular conditional expectations of correspondences. Zbl 0367.60002Dynkin, E. B.; Evstigneev, I. V. 29 1976 Fatou’s lemma for weakly converging probabilities. Zbl 1328.60009Feinberg, E. A.; Kasyanov, P. O.; Zadoianchuk, N. V. 29 2014 On Ito’s stochastic integral equations. Zbl 0281.60066Krylov, N. V. 29 1969 On the central limit theorem for \(\phi\)-mixing arrays of random variables. Zbl 0724.60028Utev, S. A. 29 1990 A trajectorial approach to the gradient flow properties of Langevin-Smoluchowski diffusions. Zbl 1480.60237Karatzas, I.; Schachermayer, W.; Tschiderer, B. 2 2022 The life, work, and legacy of P. L. Chebyshev. Zbl 1492.01012Bingham, N. H. 1 2022 Controlled diffusion mean field games with common noise and McKean-Vlasov second order backward SDEs. Zbl 1483.91029Barrasso, A.; Touzi, N. 1 2022 Distributional uncertainty of the financial time series measured by \(G\)-expectation. Zbl 07481235Peng, S.; Yang, S. 1 2022 A new version of uniform integrability via power series summability methods. Zbl 1489.60040Ordóñez Cabrera, M.; Rosalsky, A.; Ünver, M.; Volodin, A. 1 2022 Galton-Watson processes and their role as building blocks for branching processes. Zbl 1492.60236Bruss, F. Thomas 1 2022 Explicit expressions of the Hua-Pickrell semigroup. Zbl 07573881Arista, J.; Demni, N. 1 2022 Breaking a chain of interacting Brownian particles: a Gumbel limit theorem. Zbl 1475.82016Aurzada, F.; Betz, V.; Lifshits, M. 5 2021 On exact large deviation principles for compound renewal processes. Zbl 1470.60082Borovkov, A. A. 3 2021 Ergodicities and exponential ergodicities of Dawson-Watanabe type processes. Zbl 1470.60230Li, Z. 2 2021 Subcritical branching processes in random environment with immigration: survival of a single family. Zbl 1456.60228Vatutin, V. A.; Dyakonova, E. E. 1 2021 The joint law of a max-continuous local submartingale and its maximum. Zbl 1469.60128Gushchin, A. A. 1 2021 Gaussian approximation of the distribution of strongly repelling particles on the unit circle. Zbl 1469.60035Soshnikov, A.; Xu, Yuanyuan 1 2021 On modifications of the Lindeberg and Rotar’ conditions in the central limit theorem. Zbl 1469.60080Ibragimov, I. A.; Presman, E. L.; Formanov, Sh. K. 1 2021 Asymptotics for the distribution of the time of attaining the maximum for a trajectory of a Poisson process with linear drift and intensity switch. Zbl 1469.60110Mosyagin, V. E. 1 2021 Resource allocation in communication networks with large number of users: the dual stochastic gradient method. Zbl 1462.90032Rokhlin, D. B. 1 2021 Convergence rate of random geometric sum distributions to the Laplace law. Zbl 1466.62258Slepov, N. A. 1 2021 Large deviations for a terminating compound renewal process. Zbl 1470.60081Bakay, G. A. 1 2021 Kolmogorov’s strong law of large numbers holds for pairwise uncorrelated random variables. Zbl 1470.60099Janisch, M. 1 2021 On tests for distinguishing distribution tails. Zbl 1476.62080Kogut, N. S.; Rodionov, I. V. 1 2021 Fatou’s lemma in its classical form and Lebesgue’s convergence theorems for varying measures with applications to Markov decision processes. Zbl 1480.28005Feinberg, E. A.; Kasyanov, P. O.; Liang, Y. 8 2020 Fluctuations of the propagation front of a catalytic branching walk. Zbl 1432.60094Bulinskaya, E. Vl. 5 2020 Fatou’s lemma for weakly converging measures under the uniform integrability condition. Zbl 1434.28004Feinberg, E. A.; Kasyanov, P. O.; Liang, Y. 4 2020 A fundamental theorem of asset pricing for continuous time large financial markets in a two filtration setting. Zbl 1448.91306Cuchiero, C.; Klein, I.; Teichmann, J. 4 2020 On conditions for a probability distribution to be uniquely determined by its moments. Zbl 1432.60028Yarovaya, E. B.; Stoyanov, J. M.; Kostyashin, K. K. 3 2020 A ruin problem for a two-dimensional Brownian motion with controllable drift in the positive quadrant. Zbl 1450.91033Grandits, P. 3 2020 New checkable conditions for moment determinacy of probability distributions. Zbl 1468.60022Stoyanov, J. M.; Lin, G. D.; Kopanov, P. 3 2020 Integrability and regularity of the flow of stochastic differential equations with jumps. Zbl 1437.60031Breton, J.-Ch.; Privault, N. 2 2020 Half-spaces with influential variable. Zbl 1434.68196Dzindzalieta, D.; Götze, F. 2 2020 Lower cone distribution functions and set-valued quantiles form Galois connections. Zbl 1459.60027Ararat, Ç.; Hamel, A. H. 2 2020 Properties of the deviation rate function and the asymptotics for the Laplace transform of the distribution of a compound renewal process. Zbl 1432.60080Borovkov, A. A.; Mogulskii, A. A.; Prokopenko, E. I. 2 2020 The initial evolution stage of a weakly subcritical branching process in a random environment. Zbl 1432.60097Vatutin, V. A.; Dyakonova, E. E. 2 2020 Structure conditions under progressively added information. Zbl 1452.91287Choulli, T.; Deng, J. 2 2020 Moment inequalities for linear and nonlinear statistics. Zbl 1437.62172Götze, F.; Naumov, A. A.; Tikhomirov, A. N. 1 2020 On upper functions for integral quadratic functionals based on time-varying Ornstein-Uhlenbeck process. Zbl 1434.60218Palamarchuk, E. S. 1 2020 Large financial markets, discounting, and no asymptotic arbitrage. Zbl 1448.91277Bálint, D. Á.; Schweizer, M. 1 2020 Approximate hedging with constant proportional transaction costs in financial markets with jumps. Zbl 1460.91274Nguyen, T.; Pergamenschchikov, S. 1 2020 On the ruin problem with investment when the risky asset is a semimartingale. Zbl 1459.60100Spielmann, J.; Vostrikova, L. 1 2020 Incentive-compatible surveys via posterior probabilities. Zbl 1452.91070Cvitanić, J.; Prelec, D.; Radas, S.; Šikić, H. 1 2020 On the times of attaining high levels by a random walk in a random environment. Zbl 1456.60268Afanasyev, V. I. 1 2020 On the complexity and dimension of continuous finite-dimensional maps. Zbl 1453.37022Darkhovsky, B. S. 1 2020 Two-colorings of a random hypergraph. Zbl 1481.05053Semenov, A. S. 8 2019 Discrimination of close hypotheses about the distribution tails using higher order statistics. Zbl 1411.62122Rodionov, I. V. 7 2019 A limit theorem for supercritical random branching walks with branching sources of varying intensity. Zbl 1480.60261Khristolyubov, I. I.; Yarovaya, E. B. 5 2019 Statistical analysis of the mixed fractional Ornstein-Uhlenbeck process. Zbl 1411.62053Chigansky, P.; Kleptsyna, M. 4 2019 Lamperti-type theorems for random fields. Zbl 1442.60058Davydov, Yu.; Paulauskas, V. 4 2019 On a characterization theorem for probability distributions on discrete abelian groups. Zbl 1442.60023Feldman, G. M. 4 2019 Two-boundary problem for a random walk in a random environment. Zbl 1442.60107Afanasyev, V. I. 3 2019 A note on the quasi-stationary distribution of the Shiryaev martingale on the positive half-line. Zbl 1442.60078Polunchenko, A. S.; Martínez, S.; Martín, J. San 3 2019 First-passage times over moving boundaries for asymptotically stable walks. Zbl 1442.60049Denisov, D.; Sakhanenko, A.; Wachtel, V. 3 2019 Stability conditions for queueing systems with regenerative flow of interruptions. Zbl 1409.90055Afanasyeva, L. G.; Tkachenko, A. V. 2 2019 Reduced critical branching processes for small populations. Zbl 1442.60087Liu, M.; Vatutin, V. 2 2019 The first exit time of fractional Brownian motion from a parabolic domain. 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A. 31 Zeifman, Alexander Izrailevich 30 Horváth, Lajos 30 Korolev, Viktor Yur’evich 30 Rachev, Svetlozar T. 30 Shaposhnikov, Stanislav V. 29 Bobkov, Sergey Germanovich 29 Fel’dman, Gennadiĭ Mikhaĭlovich 29 Hu, Shuhe 29 Liang, Hanying 29 Zaitsev, Andrei Yu. 28 Borovkov, Aleksandr Alekseevich 28 Bradley, Richard C. jun. 28 Shao, Qi-Man 27 Efromovich, Sam 27 Peligrad, Magda 25 Feinberg, Eugene Aleksandrovich 25 Prakasa Rao, B. L. S. 24 Dedecker, Jérôme 24 Surgailis, Donatas 24 Taqqu, Murad S. 23 Barakat, Haroon Mohamed 23 Ginovyan, Mamikon S. 23 Puri, Madan Lal 22 Hall, Peter Gavin 22 Tran, Lanh Tat 21 Barndorff-Nielsen, Ole Eiler 21 Chistyakov, Gennadiy P. 21 Kutoyants, Yury A. 21 Merlevède, Florence 21 Mukhamedov, Farruh Maksutovich 21 Nualart, David 21 Wachtel, Vitali I. 20 Anthony, Martin H. G. 20 Berkes, István 20 Kifer, Yuri 20 Lee, Sangyeol 20 Mishura, Yuliya Stepanivna 20 Mogul’skii, Anatolii Alfredovich 20 Orsingher, Enzo 20 Peskir, Goran 20 Rozovskiĭ, Leonid Viktorovich 20 Shirokov, Maksim Evgen’evich 20 Sunklodas, Jonas Kazys 20 Tartakovsky, Alexander G. 20 Volodin, Andrei I. 20 Yor, Marc 19 Ahmad, Ibrahim A. 19 D’yakonova, Elena Evgen’evna 19 Hernández-Lerma, Onésimo 19 Pitman, Jim William 19 Shi, Zhan 19 Veretennikov, Alexander Yu. 19 Yin, Gang George 18 Chen, Pingyan 18 Deheuvels, Paul 18 Gapeev, Pavel V. 18 Lepskiĭ, Oleg Vital’evich 18 Lifshits, Mikhail A. 18 Liu, Quansheng 18 Maller, Ross Arthur 18 Yang, Wenzhi 18 Yarovaya, Elena B. 18 Zhang, Yi 17 Cai, Tony Tony 17 Gombay, Edit 17 Guo, Xianping 17 Karatzas, Ioannis 17 Koul, Hira Lal 17 Kozubowski, Tomasz J. 17 Lotov, Vladimir Ivanovich 17 Ouknine, Youssef 17 Peccati, Giovanni 17 Piunovskiĭ, Alekseĭ Borisovich 17 Račkauskas, Alfredas Yurgevich 17 Roos, Bero 17 Shiryaev, Al’bert Nikolaevich 17 Vershik, Anatoliĭ Moiseevich 16 Bentkus, Vidmants-Kastytis 16 Dokuchaev, Nikolai G. 16 Farahmand, Kambiz 16 Kohler, Michael 16 Li, Zenghu 16 Nikulin, Mikhail Stepanovich 16 Pinelis, Iosif Froimovich 16 Privault, Nicolas 16 Ratsaby, Joel 16 Stelzer, Robert 16 Tang, Qihe 16 Xiao, Yimin 16 Yakymiv, Arsen Lubomirovich 16 Zitikis, Ričardas ...and 11,948 more Authors all top 5 Cited in 793 Journals 629 Stochastic Processes and their Applications 590 Statistics & Probability Letters 360 Journal of Statistical Planning and Inference 337 Journal of Multivariate Analysis 280 Probability Theory and Related Fields 279 Communications in Statistics. 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