## 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.
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### 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 0247.60005
Vapnik, V. N.; Chervonenkis, A. Ya.
1971
Some limit theorems for stationary processes. Zbl 0119.14204
Ibragimov, I. A.
1963
Finite continuous time Markov chains. Zbl 0112.09802
Kemeny, J. G.; Snell, J. L.
1962
On non-parametric estimates of density functions and regression curves. Zbl 0134.36302
1965
Prescribing a system of random variables by conditional distributions. Zbl 0264.60037
Dobrushin, R. L.
1970
Some limit theorems for random functions. I. Zbl 0092.33502
Volkonskij, V. A.; Rozanov, Yu. A.
1959
On the strong law of large numbers and related results for quasi- stationary sequences. Zbl 0456.60027
Serfling, R. J.
1980
The invariance principle for stationary processes. Zbl 0219.60030
Davydov, Yu. A.
1971
On transforming a certain class of stochastic processes by absolutely continuous substitution of measures. Zbl 0100.34004
Girsanov, I. V.
1962
On optimum methods in quickest detection problems. Zbl 0213.43804
Shiryaev, A. N.
1963
The limiting behavior of a one-dimensional random walk in a random medium. Zbl 0505.60086
Sinaj, Ya. G.
1982
Convergence of distributions generated by stationary stochastic processes. Zbl 0181.44101
Davydov, J. A.
1968
Some new estimates for distribution functions. Zbl 0152.17605
1965
Probability inequalities for sums of independent random variables. Zbl 0259.60024
Fuk, Dao Ha; Nagaev, S. V.
1971
On the strong mixing property for linear sequences. Zbl 0377.60046
Gorodeckii, V. V.
1977
On a method of calculation of semi-invariants. Zbl 0087.33701
Leonov, V. P.; Shiryaev, A. N.
1959
On strong mixing conditions for stationary Gaussian processes. Zbl 0106.12005
Kolmogorov, A. N.; Rozanov, Yu. A.
1961
Superposition of Ornstein-Uhlenbeck type processes. Zbl 1003.60039
Barndorff-Nielsen, O. E.
2000
The Monge-Kantorovich mass transference problem and its stochastic applications. Zbl 0581.60010
Rachev, S. T.
1985
Asymptotically minimax adaptive estimation. I: Upper bounds. Optimally adaptive estimates. Zbl 0776.62039
Lepskij, O. V.
1991
Mixing conditions for Markov chains. Zbl 0297.60031
Davydov, Ju. A.
1973
On a problem of adaptive estimation in Gaussian white noise. Zbl 0745.62083
Lepskij, O. V.
1990
On large deviations from the invariant measure. Zbl 0375.60033
Gärtner, Jürgen
1977
Martingale approach in the theory of goodness-of-fit tests. Zbl 0481.60055
1982
On stochastic processes defined by differential equations with a small parameter. Zbl 0168.16002
Has’minskij, R. Z.
1966
Power variation and time change. Zbl 1095.60023
Barndorff-Nielsen, O. E.; Shephard, N.
2006
Some limit theorems for large deviations. Zbl 0144.18704
Nagaev, S. V.
1965
On a generalization of a stochastic integral. Zbl 0333.60060
Skorokhod, A. V.
1975
On the strong solutions of stochastic differential equations. Zbl 0434.60064
Veretennikov, A. Yu.
1980
Approximate integration of stochastic differential equations. Zbl 0314.60039
Mil’shtejn, G. N.
1974
Records. Zbl 0677.62044
Nevzorov, V. B.
1987
Probability metrics. Zbl 0533.60025
Zolotarev, V. M.
1984
Ergodic properties of recurrent diffusion processes and stabilization of the solution to the Cauchy problem for parabolic equations. Zbl 0106.12001
Khas’minskiĭ, R. Z.
1961
A note on the central limit theorems for dependent random variables. Zbl 0335.60023
Ibragimov, I. A.
1975
Generalization of Sperner’s theorem on the number of subsets of a finite set. Zbl 0123.36303
Meshalkin, L. D.
1963
Remarks on non-parametric estimates for density functions and regression curves. Zbl 0228.62031
1970
On the probabilities of large deviations for sums of independent random variables. Zbl 0235.60028
Petrov, V. V.
1965
Integral limit theorems taking deviations into account when Cramer’s condition does not hold. I. Zbl 0196.21002
Nagaev, A. V.
1969
Gibbs state describing coexistence of phases for a three-dimensional Ising model. Zbl 0275.60119
Dobrushin, R. L.
1972
On pure phases of the Ising model on the Bethe lattices. Zbl 0715.60122
Blekher, P. M.; Ganikhodzhaev, N. N.
1990
Brownian motion with a several-dimensional time. Zbl 0124.08702
McKean, H. P. jun.
1963
Conditional Markov processes. Zbl 0106.12401
Stratonovich, R. L.
1961
On the expected number of real zeros of random polynomials. I: Coefficients with zero means. Zbl 0277.60051
Ibragimov, I. A.; Maslova, N. B.
1971
Time-sharing service systems. I. Zbl 0378.60102
Klimov, G. P.
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 0579.60016
Klebanov, L. B.; Maniya, G. M.; Melamed, I. A.
1985
Estimation of the distribution of noise in an autoregression scheme. Zbl 0526.62085
Boldin, M. V.
1982
Necessary and sufficient conditions for the uniform convergence of means to their expectations. Zbl 0487.60036
Vapnik, V. N.; Chervonenkis, A. Ya.
1982
A general approach to the strong law of large numbers. Zbl 0991.60021
Fazekas, I.; Klesov, O.
2000
Large deviations of the empirical current in interacting particle systems. Zbl 1190.82027
Bertini, L.; De Sole, A.; Gabrielli, D.; Jona-Lasinio, G.; Landim, C.
2007
Calculation of the Wasserstein distance between probability distributions on the line. Zbl 0351.60009
Vallander, S. S.
1973
Weak approximation of solutions of systems of stochastic differential equations. Zbl 0596.60060
Mil’shtejn, G. N.
1986
A central limit theorem for a class of dependent random variables. Zbl 0123.36103
Ibragimov, I. A.
1963
On the convergence rate in the central limit theorem for weakly dependent random variables. Zbl 0471.60030
Tikhomirov, A. N.
1981
On boundary conditions for multidimensional diffusion processes. Zbl 0089.13404
Ventcel’, A. D.
1960
Sharp large deviations for the Ornstein-Uhlenbeck process. Zbl 1101.60320
Bercu, B.; Rouault, A.
2001
Boundary-value problems for random walks and large deviations in function spaces. Zbl 0178.20004
Borovkov, A. A.
1967
On Stefan’s problem and optimal stopping rules for Markov processes. Zbl 0178.53303
Grigelionis, B. I.; Shiryaev, A. N.
1966
An information-theoretic proof of the central limit theorem under the Lindeberg conditions. Zbl 0097.13103
Linnik, Yu. V.
1960
Max domains of attraction of univariate and multivariate $$p$$-max stable laws. Zbl 0788.60033
Mohan, N. R.; Ravi, S.
1992
Sharp optimality in density deconvolution with dominating bias. I. Zbl 1141.62021
Butucea, C.; Tsybakov, A. B.
2008
On the decomposition of continuous submartingales. Zbl 0141.15102
Dambis, K. E.
1965
Sharp optimality in density deconvolution with dominating bias. II. Zbl 1142.62017
Butucea, C.; Tsybakov, A. B.
2008
On distributions of functionals related to boundary problems for processes with independent increments. Zbl 0178.52701
Rogozin, B. A.
1966
Symmetric stable processes as traces of degenerate diffusion processes. Zbl 0281.60091
Molchanov, S. A.; Ostrovskij, E.
1969
On the problem of the equivalence of probability measures corresponding to stationary Gaussian processes. Zbl 0126.13703
Rozanov, Yu.
1963
Periodically and almost-periodically correlated random processes with continuous time parameter. Zbl 0138.11003
1963
Principle of averaging for parabolic and elliptic differential equations and for Markov processes with small diffusion. Zbl 0211.20701
Khas’minskiĭ, R. Z.
1963
On the continuity of the distribution of a sum of dependent variables connected with independent walks on lines. Zbl 0321.60053
Grincevicjus, A. K.
1974
Limit measures arising in the asymptotic theory of symmetric groups. I. Zbl 0375.60007
Vershik, A. M.; Shmidt, A. A.
1977
Nonparametric estimation of a density of unknown smoothness. Zbl 0593.62034
Efrojmovich, S. Yu.
1986
Approximation of binomial distributions by infinitely divisible ones. Zbl 0533.60018
Presman, E. L.
1984
Bounds for the mixing rate in the theory of stochastic equations. Zbl 0663.60046
Veretennikov, A. Yu.
1987
Concerning a certain probability problem. Zbl 0109.36404
Zolotarev, V. M.
1962
More exact statement of limit theorems for homogeneous Markov chains. Zbl 0116.10602
Nagaev, S. V.
1962
Generalized continuous-time random walks, subordination by hitting times, and fractional dynamics. Zbl 1193.60046
Kolokoltsov, V. N.
2009
The Cramér-Lundberg model with stochastic premium process. Zbl 1033.60093
Boikov, A. V.
2002
Backward stochastic differential equations driven by càdlàg martingales. Zbl 1152.60050
Carbone, R.; Ferrario, B.; Santacroce, M.
2008
Large-deviation probabilities for maxima of sums of independent random variables with negative mean and subexponential distribution. Zbl 1005.60060
Korshunov, D. A.
2001
Estimates for the distribution function of a sum of two random variables when the marginal distributions are fixed. Zbl 0488.60022
Makarov, G. D.
1982
The distribution of the first ladder moment and height and fluctuation of a random walk. Zbl 0269.60053
Rogozin, B. A.
1971
Integral limit theorems taking large deviations into account when Cramer’s condition does not hold. II. Zbl 0196.21003
Nagaev, A. V.
1969
The best choice problem for a random number of objects. Zbl 0296.60031
Presman, E. L.; Sonin, I. M.
1972
Large deviations for trajectories of multi-dimensional random walks. Zbl 0366.60031
Mogul’skij, A. A.
1976
On positive solutions of the equation $${\mathfrak A} u+ V\cdot u=0$$. Zbl 0089.34501
Khas’minskiĭ, R. Z.
1959
On the asymptotic behavior of the probability of non-extinction for critical branching processes in a random environment. Zbl 0384.60058
Kozlov, M. V.
1976
On an identity for stochastic integrals. Zbl 0284.60054
Novikov, A. A.
1972
On a non-parametric analogue of the information matrix. Zbl 0388.62037
Kosevnik, Ju. A.; Levit, B. Ja.
1976
On polynomial mixing and convergence rate for stochastic difference and differential equations. Zbl 0969.60070
Veretennikov, A. Yu.
1999
On the distribution of the sizes of particles which undergo splitting. Zbl 0242.60050
Filippov, A. F.
1962
On the uniqueness in law and the pathwise uniqueness for stochastic differential equations. Zbl 1036.60051
Cherny, A. S.
2001
Self-similar probability distributions. Zbl 0358.60031
Sinai, Ya. G.
1976
Sharp large deviations for the fractional Ornstein-Uhlenbeck process. Zbl 1252.60026
Bercu, B.; Coutin, L.; Savy, N.
2011
Reflected backward SDEs with general jumps. Zbl 1341.60054
Hamadène, S.; Ouknine, Y.
2016
The survival probability of a critical branching process in a random environment. Zbl 0994.60095
Geiger, J.; Kersting, G.
2000
A method of second-order accuracy integration of stochastic differential equations. Zbl 0422.60048
Mil’shtejn, G. N.
1979
Bessel processes, the integral of geometric Brownian motion, and Asian options. Zbl 1056.91026
Carr, P.; Schröder, M.
2003
Regular conditional expectations of correspondences. Zbl 0367.60002
Dynkin, E. B.; Evstigneev, I. V.
1976
Fatou’s lemma for weakly converging probabilities. Zbl 1328.60009
Feinberg, E. A.; Kasyanov, P. O.; Zadoianchuk, N. V.
2014
On Ito’s stochastic integral equations. Zbl 0281.60066
Krylov, N. V.
1969
On the central limit theorem for $$\phi$$-mixing arrays of random variables. Zbl 0724.60028
Utev, S. A.
1990
A trajectorial approach to the gradient flow properties of Langevin-Smoluchowski diffusions. Zbl 1480.60237
Karatzas, I.; Schachermayer, W.; Tschiderer, B.
2022
The life, work, and legacy of P. L. Chebyshev. Zbl 1492.01012
Bingham, N. H.
2022
Controlled diffusion mean field games with common noise and McKean-Vlasov second order backward SDEs. Zbl 1483.91029
Barrasso, A.; Touzi, N.
2022
Distributional uncertainty of the financial time series measured by $$G$$-expectation. Zbl 07481235
Peng, S.; Yang, S.
2022
A new version of uniform integrability via power series summability methods. Zbl 1489.60040
Ordóñez Cabrera, M.; Rosalsky, A.; Ünver, M.; Volodin, A.
2022
Galton-Watson processes and their role as building blocks for branching processes. Zbl 1492.60236
Bruss, F. Thomas
2022
Explicit expressions of the Hua-Pickrell semigroup. Zbl 07573881
Arista, J.; Demni, N.
2022
Breaking a chain of interacting Brownian particles: a Gumbel limit theorem. Zbl 1475.82016
Aurzada, F.; Betz, V.; Lifshits, M.
2021
On exact large deviation principles for compound renewal processes. Zbl 1470.60082
Borovkov, A. A.
2021
Ergodicities and exponential ergodicities of Dawson-Watanabe type processes. Zbl 1470.60230
Li, Z.
2021
Subcritical branching processes in random environment with immigration: survival of a single family. Zbl 1456.60228
Vatutin, V. A.; Dyakonova, E. E.
2021
The joint law of a max-continuous local submartingale and its maximum. Zbl 1469.60128
Gushchin, A. A.
2021
Gaussian approximation of the distribution of strongly repelling particles on the unit circle. Zbl 1469.60035
Soshnikov, A.; Xu, Yuanyuan
2021
On modifications of the Lindeberg and Rotar’ conditions in the central limit theorem. Zbl 1469.60080
Ibragimov, I. A.; Presman, E. L.; Formanov, Sh. K.
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 1469.60110
Mosyagin, V. E.
2021
Resource allocation in communication networks with large number of users: the dual stochastic gradient method. Zbl 1462.90032
Rokhlin, D. B.
2021
Convergence rate of random geometric sum distributions to the Laplace law. Zbl 1466.62258
Slepov, N. A.
2021
Large deviations for a terminating compound renewal process. Zbl 1470.60081
Bakay, G. A.
2021
Kolmogorov’s strong law of large numbers holds for pairwise uncorrelated random variables. Zbl 1470.60099
Janisch, M.
2021
On tests for distinguishing distribution tails. Zbl 1476.62080
Kogut, N. S.; Rodionov, I. V.
2021
Fatou’s lemma in its classical form and Lebesgue’s convergence theorems for varying measures with applications to Markov decision processes. Zbl 1480.28005
Feinberg, E. A.; Kasyanov, P. O.; Liang, Y.
2020
Fluctuations of the propagation front of a catalytic branching walk. Zbl 1432.60094
Bulinskaya, E. Vl.
2020
Fatou’s lemma for weakly converging measures under the uniform integrability condition. Zbl 1434.28004
Feinberg, E. A.; Kasyanov, P. O.; Liang, Y.
2020
A fundamental theorem of asset pricing for continuous time large financial markets in a two filtration setting. Zbl 1448.91306
Cuchiero, C.; Klein, I.; Teichmann, J.
2020
On conditions for a probability distribution to be uniquely determined by its moments. Zbl 1432.60028
Yarovaya, E. B.; Stoyanov, J. M.; Kostyashin, K. K.
2020
A ruin problem for a two-dimensional Brownian motion with controllable drift in the positive quadrant. Zbl 1450.91033
Grandits, P.
2020
New checkable conditions for moment determinacy of probability distributions. Zbl 1468.60022
Stoyanov, J. M.; Lin, G. D.; Kopanov, P.
2020
Integrability and regularity of the flow of stochastic differential equations with jumps. Zbl 1437.60031
Breton, J.-Ch.; Privault, N.
2020
Half-spaces with influential variable. Zbl 1434.68196
Dzindzalieta, D.; Götze, F.
2020
Lower cone distribution functions and set-valued quantiles form Galois connections. Zbl 1459.60027
Ararat, Ç.; Hamel, A. H.
2020
Properties of the deviation rate function and the asymptotics for the Laplace transform of the distribution of a compound renewal process. Zbl 1432.60080
Borovkov, A. A.; Mogulskii, A. A.; Prokopenko, E. I.
2020
The initial evolution stage of a weakly subcritical branching process in a random environment. Zbl 1432.60097
Vatutin, V. A.; Dyakonova, E. E.
2020
Structure conditions under progressively added information. Zbl 1452.91287
Choulli, T.; Deng, J.
2020
Moment inequalities for linear and nonlinear statistics. Zbl 1437.62172
Götze, F.; Naumov, A. A.; Tikhomirov, A. N.
2020
On upper functions for integral quadratic functionals based on time-varying Ornstein-Uhlenbeck process. Zbl 1434.60218
Palamarchuk, E. S.
2020
Large financial markets, discounting, and no asymptotic arbitrage. Zbl 1448.91277
Bálint, D. Á.; Schweizer, M.
2020
Approximate hedging with constant proportional transaction costs in financial markets with jumps. Zbl 1460.91274
Nguyen, T.; Pergamenschchikov, S.
2020
On the ruin problem with investment when the risky asset is a semimartingale. Zbl 1459.60100
Spielmann, J.; Vostrikova, L.
2020
Incentive-compatible surveys via posterior probabilities. Zbl 1452.91070
Cvitanić, J.; Prelec, D.; Radas, S.; Šikić, H.
2020
On the times of attaining high levels by a random walk in a random environment. Zbl 1456.60268
Afanasyev, V. I.
2020
On the complexity and dimension of continuous finite-dimensional maps. Zbl 1453.37022
Darkhovsky, B. S.
2020
Two-colorings of a random hypergraph. Zbl 1481.05053
Semenov, A. S.
2019
Discrimination of close hypotheses about the distribution tails using higher order statistics. Zbl 1411.62122
Rodionov, I. V.
2019
A limit theorem for supercritical random branching walks with branching sources of varying intensity. Zbl 1480.60261
Khristolyubov, I. I.; Yarovaya, E. B.
2019
Statistical analysis of the mixed fractional Ornstein-Uhlenbeck process. Zbl 1411.62053
Chigansky, P.; Kleptsyna, M.
2019
Lamperti-type theorems for random fields. Zbl 1442.60058
Davydov, Yu.; Paulauskas, V.
2019
On a characterization theorem for probability distributions on discrete abelian groups. Zbl 1442.60023
Feldman, G. M.
2019
Two-boundary problem for a random walk in a random environment. Zbl 1442.60107
Afanasyev, V. I.
2019
A note on the quasi-stationary distribution of the Shiryaev martingale on the positive half-line. Zbl 1442.60078
Polunchenko, A. S.; Martínez, S.; Martín, J. San
2019
First-passage times over moving boundaries for asymptotically stable walks. Zbl 1442.60049
Denisov, D.; Sakhanenko, A.; Wachtel, V.
2019
Stability conditions for queueing systems with regenerative flow of interruptions. Zbl 1409.90055
Afanasyeva, L. G.; Tkachenko, A. V.
2019
Reduced critical branching processes for small populations. Zbl 1442.60087
Liu, M.; Vatutin, V.
2019
The first exit time of fractional Brownian motion from a parabolic domain. Zbl 1480.60088
Aurzada, F.; Lifshits, M. A.
2019
Branching random walks on $$\mathbb Z^d$$ with periodic branching sources. Zbl 1479.60180
Platonova, M. V.; Ryadovkin, K. S.
2019
The Tanaka formula for symmetric stable processes with index $$\alpha$$, $$0<\alpha<2$$. Zbl 1479.60099
Engelbert, H.-J.; Kurenok, V. P.
2019
Moderate large deviations principles for trajectories of compound renewal processes. Zbl 1479.60055
Borovkov, A. A.
2019
$$K$$-differenced vector random fields. Zbl 1442.60056
Alsultan, R.; Ma, C.
2019
The Berry-Esseen bound for $$\rho$$-mixing random variables and its applications in nonparametric regression model. Zbl 1411.62108
Wang, X. J.; Hu, S. H.
2019
Sequential testing of two hypotheses for a stationary Ornstein-Uhlenbeck process. Zbl 1411.62244
Lisovskii, D. I.; Shiryaev, A. N.
2019
Limit theorems for random exponentials: the bounded support case. Zbl 1442.60035
Grabchak, M.; Molchanov, S. A.
2019
Maximum likelihood method in de Finetti’s theorem. Zbl 1442.60026
Melkumova, L. E.; Shatskikh, S. Ya.
2019
Persistence probabilities and a decorrelation inequality for the Rosenblatt process and Hermite processes. Zbl 1442.60041
Aurzada, F.; Mönch, C.
2019
Reflecting Lévy processes and associated families of linear operators. Zbl 1480.60213
Ibragimov, I. A.; Smorodina, N. V.; Faddeev, M. M.
2019
Abelian theorem for the regularly varying measure and its density in orthant. Zbl 1426.28007
Yakymiv, A. L.
2019
Berry-Esseen bounds and ASCLTs for drift parameter estimator of mixed fractional Ornstein-Uhlenbeck process with discrete observations. (English. Russian original). Zbl 1441.62066
Alazemi, F.; Douissi, S.; Es-Sebaiy, Kh.
2019
Multiserver queueing system with constant service time and simultaneous service of a customer by random number of servers. Zbl 1426.90069
Grishunina, S. A.
2019
Random mappings with component sizes from a given set. Zbl 1480.60016
Timashëv, A. N.
2019
Approximate Wiener-Hopf factorization and Monte Carlo methods for Lévy processes. Zbl 1479.60098
Kudryavtsev, O. E.
2019
On the completeness of stochastic flows generated by equations with current velocities. Zbl 1478.60177
Gliklikh, Yu. E.; Shchichko, T. A.
2019
Integro-local CLT for sums of independent nonlattice random vectors. Zbl 1478.60091
Rozovsky, L. V.
2019
Pathwise decompositions of Brownian semistationary processes. Zbl 1478.60166
Sauri, O.
2019
A risk process with delayed claims and constant dividend barrier. Zbl 1459.91170
Zou, W.; Xie, J. H.
2019
Fractional diffusion-telegraph equations and their associated stochastic solutions. Zbl 1405.60086
D&rsquo;Ovidio, M.; Polito, F.
2018
Local semicircle law under moment conditions: the Stieltjes transform, rigidity, and delocalization. Zbl 1426.15056
Götze, F.; Naumov, A. A.; Tikhomirov, A. N.
2018
On exponential functionals of processes with independent increments. Zbl 1414.60033
Salminen, P.; Vostrikova, L.
2018
Heyde’s characterization theorem for some locally compact abelian groups. Zbl 1410.60009
Feldman, G. M.
2018
Spectral asymptotics of a supercritical branching random walk. Zbl 1405.60132
Yarovaya, E. B.
2018
High extremes of Gaussian chaos processes: a discrete time approximation approach. Zbl 1414.60024
Zhdanov, A. I.; Piterbarg, V. I.
2018
A discrimination test for tails of Weibull-type distributions. Zbl 1404.62050
Rodionov, I. V.
2018
Hawkes graphs. Zbl 1390.60176
Embrechts, P.; Kirchner, M.
2018
Multitype branching processes in random environment: probability of survival for the critical case. Zbl 1405.60131
Vatutin, V. A.; Dyakonova, E. E.
2018
Analysis of the asymptotic behavior of the solution to a linear stochastic differential equation with subexponentially stable matrix and its application to a control problem. Zbl 1396.60068
Palamarchuk, E. S.
2018
On the classical capacity of a channel with stationary quantum Gaussian noise. Zbl 1395.81065
Holevo, A. S.
2018
Asymptotic near-minimaxity of the randomized Shiryaev-Roberts-Pollak change-point detection procedure in continuous time. Zbl 1396.62184
Polunchenko, A. S.
2018
Constructing explicit estimators in nonlinear regression problems. Zbl 1404.62071
Linke, Yu. Yu.; Borisov, I. S.
2018
On estimation of parameters in the case of discontinuous densities. Zbl 1404.62024
Borovkov, A. A.
2018
Distances between stationary distributions of diffusions and solvability of nonlinear Fokker-Planck-Kolmogorov equations. Zbl 1388.60139
Bogachev, V. I.; Kirillov, A. I.; Shaposhnikov, S. V.
2018
Moment inequalities for $$m$$-NOD random variables and their applications. Zbl 1405.60027
Wang, X. J.; Hu, S. H.; Volodin, A. I.
2018
Any random variable with finite moments is a sum of two variables with determinate moment problem. Zbl 1396.60023
Lykov, K. V.
2018
Estimates for the rate of convergence in the global CLT for compound mixed Poisson distributions. Zbl 1414.60017
Shevtsova, I. G.
2018
The joint law of terminal values of a nonnegative submartingale and its compensator. Zbl 1434.60125
Gushchin, A. A.
2018
$$N$$-branching random walk with $$\alpha$$-stable spine. Zbl 1434.60247
Mallein, B.
2018
Bounds for the concentration functions of random sums under relaxed moment conditions. Zbl 1388.60047
Korolev, V. Yu.; Dorofeeva, A. V.
2018
Initial boundary value problems in a bounded domain: probabilistic representations of solutions and limit theorems. II. Zbl 1406.35090
Ibragimov, I. A.; Smorodina, N. V.; Faddeev, M. M.
2018
Limit theorems for power-series distributions with finite radius of convergence. Zbl 1414.60018
Timashev, A. N.
2018
On the order of random permutation with cycle weights. Zbl 1398.05013
Yakymiv, A. L.
2018
The $$I$$-function distribution and its extensions. Zbl 1404.62021
Vellaisamy, P.; Kataria, K. K.
2018
Goodness-of-fit tests based on sup-functionals of weighted empirical processes. Zbl 1404.62046
Stepanova, N.; Pavlenko, T.
2018
Fourier series expansion of stochastic measures. Zbl 1414.60037
2018
Integro-local limit theorems for compound renewal processes. Zbl 1426.60110
Borovkov, A. A.
2018
...and 1092 more Documents
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### Cited by 12,048 Authors

 55 Götze, Friedrich 45 Bogachev, Vladimir Igorevich 44 Wang, Xuejun 43 Leonenko, Nikolai N. 41 Vatutin, Vladimir Alekseevich 40 Čekanavičius, Vydas 38 Röckner, Michael 36 Rozikov, Utkir A. 34 Devroye, Luc P. J. 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
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### 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. Theory and Methods 247 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 240 The Annals of Statistics 236 Journal of Mathematical Sciences (New York) 234 Journal of Theoretical Probability 227 The Annals of Probability 206 Journal of Statistical Physics 195 Journal of Econometrics 193 Lithuanian Mathematical Journal 177 Journal of Mathematical Analysis and Applications 174 Theory of Probability and its Applications 172 The Annals of Applied Probability 163 Journal of Applied Probability 160 Bernoulli 146 Annals of the Institute of Statistical Mathematics 141 Stochastic Analysis and Applications 116 Advances in Applied Probability 116 Journal of Soviet Mathematics 115 Journal of Nonparametric Statistics 112 Communications in Mathematical Physics 107 Stochastics 100 Sequential Analysis 90 Electronic Journal of Statistics 85 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 82 Statistics 74 Journal of Mathematical Physics 72 Queueing Systems 70 Discrete Mathematics and Applications 69 Mathematical Notes 69 Journal of Functional Analysis 69 Doklady Mathematics 65 Journal of Computational and Applied Mathematics 65 Mathematical Methods of Statistics 64 Computational Statistics and Data Analysis 63 Journal of Time Series Analysis 63 Econometric Theory 62 Metrika 61 Siberian Mathematical Journal 56 Ukrainian Mathematical Journal 56 Applied Mathematics and Optimization 56 Transactions of the American Mathematical Society 55 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 54 Acta Applicandae Mathematicae 54 Stochastics and Dynamics 53 Electronic Journal of Probability 53 Methodology and Computing in Applied Probability 51 Theoretical Computer Science 51 Linear Algebra and its Applications 50 Communications in Statistics. Simulation and Computation 50 Statistical Inference for Stochastic Processes 49 Stochastic Models 48 Insurance Mathematics & Economics 48 Automation and Remote Control 47 Test 47 Statistical Papers 46 Stochastics 45 Discrete Applied Mathematics 45 Applied Mathematics and Computation 44 European Journal of Operational Research 44 Finance and Stochastics 44 Extremes 44 Proceedings of the Steklov Institute of Mathematics 43 Theory of Probability and Mathematical Statistics 42 Automatica 41 Journal of Differential Equations 38 Discrete Mathematics 38 Annals of Operations Research 38 Journal of Statistical Computation and Simulation 37 Theoretical and Mathematical Physics 37 Annales de l’Institut Henri Poincaré. Nouvelle Série. Section B. Calcul des Probabilités et Statistique 37 Cybernetics and Systems Analysis 36 International Journal of Theoretical and Applied Finance 35 Potential Analysis 34 Journal of Combinatorial Theory. Series A 34 SIAM Journal on Control and Optimization 33 Computers & Mathematics with Applications 33 Lobachevskii Journal of Mathematics 33 Modern Stochastics. Theory and Applications 32 Mathematical Finance 32 Science China. Mathematics 31 Journal of Computer and System Sciences 31 Proceedings of the American Mathematical Society 30 Journal of Complexity 30 Journal of Inequalities and Applications 30 Journal of the Korean Statistical Society 29 Probability in the Engineering and Informational Sciences 28 Mathematical Proceedings of the Cambridge Philosophical Society 28 Kybernetika 28 Random Structures & Algorithms 28 Quantitative Finance 27 Israel Journal of Mathematics 27 Operations Research Letters 27 Discrete & Computational Geometry 27 Mathematical and Computer Modelling 27 Machine Learning ...and 693 more Journals
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### Cited in 61 Fields

 7,985 Probability theory and stochastic processes (60-XX) 4,478 Statistics (62-XX) 1,067 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 723 Numerical analysis (65-XX) 587 Operations research, mathematical programming (90-XX) 585 Statistical mechanics, structure of matter (82-XX) 566 Computer science (68-XX) 547 Partial differential equations (35-XX) 490 Systems theory; control (93-XX) 424 Combinatorics (05-XX) 279 Dynamical systems and ergodic theory (37-XX) 248 Operator theory (47-XX) 245 Information and communication theory, circuits (94-XX) 240 Functional analysis (46-XX) 223 Measure and integration (28-XX) 217 Biology and other natural sciences (92-XX) 210 Quantum theory (81-XX) 194 Ordinary differential equations (34-XX) 181 Calculus of variations and optimal control; optimization (49-XX) 148 Harmonic analysis on Euclidean spaces (42-XX) 139 Linear and multilinear algebra; matrix theory (15-XX) 118 Real functions (26-XX) 105 Number theory (11-XX) 85 Convex and discrete geometry (52-XX) 79 Global analysis, analysis on manifolds (58-XX) 79 Fluid mechanics (76-XX) 75 Approximations and expansions (41-XX) 75 Integral equations (45-XX) 67 Special functions (33-XX) 66 Abstract harmonic analysis (43-XX) 59 Mathematical logic and foundations (03-XX) 51 Functions of a complex variable (30-XX) 49 Potential theory (31-XX) 41 Group theory and generalizations (20-XX) 37 History and biography (01-XX) 37 Differential geometry (53-XX) 34 Integral transforms, operational calculus (44-XX) 31 Order, lattices, ordered algebraic structures (06-XX) 29 General topology (54-XX) 28 Topological groups, Lie groups (22-XX) 28 Difference and functional equations (39-XX) 28 Mechanics of particles and systems (70-XX) 25 Geophysics (86-XX) 24 Sequences, series, summability (40-XX) 23 Mechanics of deformable solids (74-XX) 23 Classical thermodynamics, heat transfer (80-XX) 13 Field theory and polynomials (12-XX) 11 Commutative algebra (13-XX) 10 General and overarching topics; collections (00-XX) 10 Nonassociative rings and algebras (17-XX) 9 Algebraic geometry (14-XX) 7 Associative rings and algebras (16-XX) 7 Several complex variables and analytic spaces (32-XX) 6 Manifolds and cell complexes (57-XX) 5 Relativity and gravitational theory (83-XX) 4 Astronomy and astrophysics (85-XX) 4 Mathematics education (97-XX) 3 Geometry (51-XX) 2 Category theory; homological algebra (18-XX) 2 Optics, electromagnetic theory (78-XX) 1 Algebraic topology (55-XX)