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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: Journal; Indexed cover-to-cover
Documents Indexed: 4,078 Publications (since 1956)
References Indexed: 418 Publications with 8,290 References.
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Latest Issues

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...and 80 more Volumes
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Authors

78 Borovkov, Aleksandr Alekseevich
63 Shiryaev, Al’bert Nikolaevich
60 Ibragimov, Il’dar Abdullovich
48 Vatutin, Vladimir Alekseevich
40 Nagaev, Sergeĭ Viktorovich
35 Kruglov, Victor M.
35 Rozovskiĭ, Leonid Viktorovich
33 Khas’minskiĭ, Rafail Zalmanovich
30 Shur, Mikhail Grigoryevtsh
27 Mogul’skii, Anatolii Alfredovich
27 Prokhorov, Yuriĭ Vasil’evich
27 Rozanov, Yuriĭ Anatol’evich
27 Skorokhod, Anatoliĭ Volodymyrovych
25 Kholevo, Aleksandr Semënovich
25 Rogozin, B. A.
25 Zolotarëv, Vladimir Mikhaĭlovich
24 Ivchenko, Grigoriĭ Ivanovich
24 Novikov, Aleksandr Aleksandrovich
24 Senatov, Vladimir Vasil’evich
23 Chibisov, Dmitriĭ Mikhaĭlovich
23 Fel’dman, Gennadiĭ Mikhaĭlovich
23 Rotar, Vladimir Il’ich
22 Borisov, Igor Semenovich
22 Korolev, Viktor Yur’evich
20 Davydov, Yu. A.
20 Gaposhkin, Vladimir Fedorovich
20 Petrov, Valentin Vladimirovich
19 Liptser, Robert
19 Nagaev, Aleksandr Viktorovich
19 Sevast’yanov, Boris Aleksandrovich
18 Chistyakov, Vladimir Pavlovich
18 Götze, Friedrich
18 Mikhaĭlov, Vladimir Gavrilovich
18 Veretennikov, Alexander Yu.
18 Zubkov, Andreĭ Mikhaĭlovich
17 Korolyuk, Volodymyr Semenovych
17 Lifshits, Mikhail A.
17 Piterbarg, Vladimir Il’ich
17 Smorodina, Natal’ya Vasil’evna
16 Afanas’ev, Valeriĭ Ivanovich
16 Borovkov, Konstantin A.
16 Feinberg, Eugene Aleksandrovich
16 Gamkrelidze, Nikolaĭ Georgievich
16 Krylov, Nicolaĭ Vladimirovich
16 Pinelis, Iosif Froimovich
16 Presman, Ernst L.
16 Sazonov, Vyacheslav Vasil’evich
16 Tutubalin, Valeriĭ Nikolaevich
16 Yurinskiĭ, Vadim Vladimirovich
15 Darkhovsky, Boris S.
15 Kagan, Abram Meerovich
15 Klebanov, Leo B.
15 Korostelev, Alexander P.
15 Pavlov, Igor V.
15 Shurenkov, V. M.
15 Volodin, Igor N.
15 Zaitsev, Andrei Yu.
14 Dobrushin, Roland L’vovich
14 Lebedev, V. A.
14 Martikainen, Alexander I.
14 Wentzell, Alexander Dmitrievich
14 Yakymiv, Arsen Lubomirovich
14 Yushkevich, Aleksandr Adol’fovich
13 D’yakonova, Elena Evgen’evna
13 Egorov, V. A.
13 Khatuntseva, M. V.
13 Maksimov, Valeri M.
13 Malevich, Tat’yana L’vovna
13 Shevtsova, I. G.
12 Alekseev, V. G.
12 Bogachev, Vladimir Igorevich
12 Bol’shev, Login Nikolaevich
12 Bulinskiĭ, Aleksandr Vadimovich
12 Kabanov, Yuriĭ Mikhaĭlovich
12 Molchanov, Stanislav Alekseevich
11 Borodin, Andreĭ Nikolaevich
11 Engelbert, Hans-Jürgen
11 Ronzhin, A. F.
11 Ul’yanov, Vladimir Vasil’evich
10 Buldygin, Valeriĭ Volodymyrovych
10 Chistyakov, Gennadiy Petrovych
10 Faddeev, Mikhaĭl Mikhaĭlovich
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 Afanas’eva, Larisa Grigor’evna
9 Aleškevičienė, Aldona K.
9 Arak, Taivo
9 Barndorff-Nielsen, Ole Eiler
9 Belyaev, Yuriĭ Konstantinovich
9 Dzhaparidze, Kacha
9 Freidlin, Mark I.
9 Kharlamov, Boris Pavlovich
9 Khmaladze, Estate V.
9 Kolchin, Valentin F.
9 Kolmogorov, Andreĭ Nikolaevich
...and 1,931 more Authors
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Fields

3,045 Probability theory and stochastic processes (60-XX)
848 Statistics (62-XX)
125 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
85 Operations research, mathematical programming (90-XX)
83 History and biography (01-XX)
74 Systems theory; control (93-XX)
62 Measure and integration (28-XX)
46 Partial differential equations (35-XX)
40 Information and communication theory, circuits (94-XX)
37 Functional analysis (46-XX)
35 Combinatorics (05-XX)
34 Numerical analysis (65-XX)
30 Quantum theory (81-XX)
29 Statistical mechanics, structure of matter (82-XX)
27 Operator theory (47-XX)
26 Linear and multilinear algebra; matrix theory (15-XX)
21 General and overarching topics; collections (00-XX)
21 Computer science (68-XX)
20 Dynamical systems and ergodic theory (37-XX)
15 Calculus of variations and optimal control; optimization (49-XX)
14 Biology and other natural sciences (92-XX)
11 Real functions (26-XX)
10 Ordinary differential equations (34-XX)
9 Number theory (11-XX)
9 Global analysis, analysis on manifolds (58-XX)
8 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

Citations contained in zbMATH Open

2,549 Publications have been cited 20,645 times in 15,620 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.
584
1971
Some limit theorems for stationary processes. Zbl 0119.14204
Ibragimov, I. A.
312
1963
Prescribing a system of random variables by conditional distributions. Zbl 0264.60037
Dobrushin, R. L.
210
1970
Finite continuous time Markov chains. Zbl 0112.09802
Kemeny, J. G.; Snell, J. L.
202
1962
Some limit theorems for random functions. I. Zbl 0092.33502
Volkonskij, V. A.; Rozanov, Yu. A.
199
1959
On non-parametric estimates of density functions and regression curves. Zbl 0134.36302
Nadaraya, E. A.
188
1965
On transforming a certain class of stochastic processes by absolutely continuous substitution of measures. Zbl 0100.34004
Girsanov, I. V.
184
1962
The invariance principle for stationary processes. Zbl 0219.60030
Davydov, Yu. A.
175
1971
On the strong law of large numbers and related results for quasi- stationary sequences. Zbl 0456.60027
Serfling, R. J.
169
1980
The limiting behavior of a one-dimensional random walk in a random medium. Zbl 0505.60086
Sinaj, Ya. G.
166
1982
On optimum methods in quickest detection problems. Zbl 0213.43804
Shiryaev, A. N.
166
1963
On boundary conditions for multidimensional diffusion processes. Zbl 0089.13404
Ventcel’, A. D.
135
1960
Convergence of distributions generated by stationary stochastic processes. Zbl 0181.44101
Davydov, J. A.
117
1968
Some new estimates for distribution functions. Zbl 0152.17605
Nadaraya, E. A.
115
1965
Probability inequalities for sums of independent random variables. Zbl 0259.60024
Fuk, Dao Ha; Nagaev, S. V.
113
1971
On a problem of adaptive estimation in Gaussian white noise. Zbl 0745.62083
Lepskij, O. V.
110
1990
On stochastic processes defined by differential equations with a small parameter. Zbl 0168.16002
Has’minskij, R. Z.
102
1966
On a method of calculation of semi-invariants. Zbl 0087.33701
Leonov, V. P.; Shiryaev, A. N.
101
1959
Approximate integration of stochastic differential equations. Zbl 0314.60039
Mil’shtejn, G. N.
96
1974
On the strong mixing property for linear sequences. Zbl 0377.60046
Gorodeckii, V. V.
95
1977
Asymptotically minimax adaptive estimation. I: Upper bounds. Optimally adaptive estimates. Zbl 0776.62039
Lepskij, O. V.
95
1991
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.
93
1961
On strong mixing conditions for stationary Gaussian processes. Zbl 0106.12005
Kolmogorov, A. N.; Rozanov, Yu. A.
93
1961
Mixing conditions for Markov chains. Zbl 0297.60031
Davydov, Ju. A.
87
1973
On large deviations from the invariant measure. Zbl 0375.60033
Gärtner, Jürgen
82
1977
Superposition of Ornstein-Uhlenbeck type processes. Zbl 1003.60039
Barndorff-Nielsen, O. E.
82
2000
Martingale approach in the theory of goodness-of-fit tests. Zbl 0481.60055
Khmaladze, E. V.
80
1982
The Monge-Kantorovich mass transference problem and its stochastic applications. Zbl 0581.60010
Rachev, S. T.
77
1985
On a generalization of a stochastic integral. Zbl 0333.60060
Skorokhod, A. V.
75
1975
Calculation of the Wasserstein distance between probability distributions on the line. Zbl 0351.60009
Vallander, S. S.
73
1973
Some limit theorems for large deviations. Zbl 0144.18704
Nagaev, S. V.
73
1965
On the strong solutions of stochastic differential equations. Zbl 0434.60064
Veretennikov, A. Yu.
72
1980
Power variation and time change. Zbl 1095.60023
Barndorff-Nielsen, O. E.; Shephard, N.
68
2006
On the probabilities of large deviations for sums of independent random variables. Zbl 0235.60028
Petrov, V. V.
68
1965
Records. Zbl 0677.62044
Nevzorov, V. B.
66
1987
On pure phases of the Ising model on the Bethe lattices. Zbl 0715.60122
Blekher, P. M.; Ganikhodzhaev, N. N.
65
1990
Gibbs state describing coexistence of phases for a three-dimensional Ising model. Zbl 0275.60119
Dobrushin, R. L.
64
1972
Probability metrics. Zbl 0533.60025
Zolotarev, V. M.
64
1984
Generalization of Sperner’s theorem on the number of subsets of a finite set. Zbl 0123.36303
Meshalkin, L. D.
62
1963
A note on the central limit theorems for dependent random variables. Zbl 0335.60023
Ibragimov, I. A.
61
1975
Integral limit theorems taking deviations into account when Cramer’s condition does not hold. I. Zbl 0196.21002
Nagaev, A. V.
56
1969
Remarks on non-parametric estimates for density functions and regression curves. Zbl 0228.62031
Nadaraya, Eh. A.
56
1970
On the convergence rate in the central limit theorem for weakly dependent random variables. Zbl 0471.60030
Tikhomirov, A. N.
55
1981
Weak approximation of solutions of systems of stochastic differential equations. Zbl 0596.60060
Mil’shtejn, G. N.
54
1986
On the expected number of real zeros of random polynomials. I: Coefficients with zero means. Zbl 0277.60051
Ibragimov, I. A.; Maslova, N. B.
52
1971
A central limit theorem for a class of dependent random variables. Zbl 0123.36103
Ibragimov, I. A.
51
1963
Brownian motion with a several-dimensional time. Zbl 0124.08702
McKean, H. P. jun.
51
1963
Principle of averaging for parabolic and elliptic differential equations and for Markov processes with small diffusion. Zbl 0211.20701
Khas’minskiĭ, R. Z.
51
1963
Conditional Markov processes. Zbl 0106.12401
Stratonovich, R. L.
49
1961
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.
48
1985
A method of second-order accuracy integration of stochastic differential equations. Zbl 0422.60048
Mil’shtejn, G. N.
48
1979
Time-sharing service systems. I. Zbl 0378.60102
Klimov, G. P.
48
1974
Branching diffusion processes. Zbl 0264.60058
Skorokhod, A. V.
48
1965
Necessary and sufficient conditions for the uniform convergence of means to their expectations. Zbl 0487.60036
Vapnik, V. N.; Chervonenkis, A. Ya.
48
1982
Estimation of the distribution of noise in an autoregression scheme. Zbl 0526.62085
Boldin, M. V.
48
1982
A general approach to the strong law of large numbers. Zbl 0991.60021
Fazekas, I.; Klesov, O.
48
2000
Sharp optimality in density deconvolution with dominating bias. I. Zbl 1141.62021
Butucea, C.; Tsybakov, A. B.
48
2008
Limit measures arising in the asymptotic theory of symmetric groups. I. Zbl 0375.60007
Vershik, A. M.; Shmidt, A. A.
47
1977
Sharp large deviations for the Ornstein-Uhlenbeck process. Zbl 1101.60320
Bercu, B.; Rouault, A.
46
2001
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.
46
2007
Boundary-value problems for random walks and large deviations in function spaces. Zbl 0178.20004
Borovkov, A. A.
46
1967
Nonparametric estimation of a density of unknown smoothness. Zbl 0593.62034
Efrojmovich, S. Yu.
45
1986
Sharp optimality in density deconvolution with dominating bias. II. Zbl 1142.62017
Butucea, C.; Tsybakov, A. B.
44
2008
An information-theoretic proof of the central limit theorem under the Lindeberg conditions. Zbl 0097.13103
Linnik, Yu. V.
44
1960
More exact statement of limit theorems for homogeneous Markov chains. Zbl 0116.10602
Nagaev, S. V.
44
1962
Max domains of attraction of univariate and multivariate \(p\)-max stable laws. Zbl 0788.60033
Mohan, N. R.; Ravi, S.
43
1992
Symmetric stable processes as traces of degenerate diffusion processes. Zbl 0281.60091
Molchanov, S. A.; Ostrovskij, E.
43
1969
Estimates for the distribution function of a sum of two random variables when the marginal distributions are fixed. Zbl 0488.60022
Makarov, G. D.
43
1982
On Stefan’s problem and optimal stopping rules for Markov processes. Zbl 0178.53303
Grigelionis, B. I.; Shiryaev, A. N.
43
1966
Stochastic equations for diffusion processes in a bounded region. II. Zbl 0201.49302
Skorokhod, A. V.
43
1962
On the asymptotic behavior of the probability of non-extinction for critical branching processes in a random environment. Zbl 0384.60058
Kozlov, M. V.
42
1976
Bounds for the mixing rate in the theory of stochastic equations. Zbl 0663.60046
Veretennikov, A. Yu.
42
1987
Generalized continuous-time random walks, subordination by hitting times, and fractional dynamics. Zbl 1193.60046
Kolokoltsov, V. N.
42
2009
Concerning a certain probability problem. Zbl 0109.36404
Zolotarev, V. M.
42
1962
Periodically and almost-periodically correlated random processes with continuous time parameter. Zbl 0138.11003
Gladyshev, E. G.
42
1963
On the decomposition of continuous submartingales. Zbl 0141.15102
Dambis, K. E.
42
1965
On the continuity of the distribution of a sum of dependent variables connected with independent walks on lines. Zbl 0321.60053
Grincevicjus, A. K.
41
1974
On distributions of functionals related to boundary problems for processes with independent increments. Zbl 0178.52701
Rogozin, B. A.
41
1966
On the distribution of the sizes of particles which undergo splitting. Zbl 0242.60050
Filippov, A. F.
40
1962
On an identity for stochastic integrals. Zbl 0284.60054
Novikov, A. A.
40
1972
Large deviations for trajectories of multi-dimensional random walks. Zbl 0366.60031
Mogul’skij, A. A.
40
1976
A generalization of Khasminskij’s theorem on the existence of invariant measures for locally integrable drifts. Zbl 1004.60061
Bogachev, V.; Röckner, M.
40
2000
Backward stochastic differential equations driven by càdlàg martingales. Zbl 1152.60050
Carbone, R.; Ferrario, B.; Santacroce, M.
40
2008
Approximation of binomial distributions by infinitely divisible ones. Zbl 0533.60018
Presman, E. L.
39
1984
Reflected backward SDEs with general jumps. Zbl 1341.60054
Hamadène, S.; Ouknine, Y.
39
2016
On the uniqueness in law and the pathwise uniqueness for stochastic differential equations. Zbl 1036.60051
Cherny, A. S.
39
2001
On the problem of the equivalence of probability measures corresponding to stationary Gaussian processes. Zbl 0126.13703
Rozanov, Yu.
39
1963
The Cramér-Lundberg model with stochastic premium process. Zbl 1033.60093
Boikov, A. V.
38
2002
On positive solutions of the equation \({\mathfrak A} u+ V\cdot u=0\). Zbl 0089.34501
Khas’minskiĭ, R. Z.
38
1959
The distribution of the first ladder moment and height and fluctuation of a random walk. Zbl 0269.60053
Rogozin, B. A.
37
1971
Self-similar probability distributions. Zbl 0358.60031
Sinai, Ya. G.
37
1976
On polynomial mixing and convergence rate for stochastic difference and differential equations. Zbl 0969.60070
Veretennikov, A. Yu.
37
1999
On a non-parametric analogue of the information matrix. Zbl 0388.62037
Kosevnik, Ju. A.; Levit, B. Ja.
36
1976
Approximation of distributions of sums of independent random variables with values in infinite-dimensional spaces. Zbl 0378.60003
Zolotarev, V. M.
35
1976
On the rate of convergence for the invariance principle. Zbl 0323.60031
Borovkov, A. A.
35
1973
The density of the distribution of the maximum of a Gaussian process. Zbl 0348.60050
Cirel’son, B. S.
35
1975
Integral limit theorems taking large deviations into account when Cramer’s condition does not hold. II. Zbl 0196.21003
Nagaev, A. V.
35
1969
Remarks on inequalities for large deviation probabilities. Zbl 0583.60023
Pinelis, I. F.; Sakhanenko, A. I.
34
1986
The best choice problem for a random number of objects. Zbl 0296.60031
Presman, E. L.; Sonin, I. M.
34
1972
On discontinuous martingales. Zbl 0354.60025
Novikov, A. A.
34
1975
On mm-entropy of a Banach space with Gaussian measure. Zbl 07764857
Vershik, A. M.; Lifshits, M. A.
2
2023
Uniqueness of the inverse first-passage time problem and the shape of the Shiryaev boundary. Zbl 1507.60053
Klump, A.; Kolb, M.
2
2023
Series expansions of fractional Brownian motions and strong local nondeterminism of bifractional Brownian motions on balls and spheres. Zbl 1509.60095
Lu, T.; Ma, C.; Wang, F.
2
2023
Towards insensitivity of Nadaraya-Watson estimators to design correlation. Zbl 07723256
Linke, Yu. Yu.
1
2023
Global rate optimality of integral curve estimators in high order tensor models. Zbl 1519.92108
Banerjee, C.; Sakhanenko, L. A.; Zhu, D. C.
1
2023
Quenched small deviation for the trajectory of a random walk with random environment in time. Zbl 07723260
Lv, Y.; Hong, W.
1
2023
Wiener spiral for volatility modeling. Zbl 07764861
Fukasawa, M.
1
2023
Partial linear eigenvalue statistics for non-Hermitian random matrices. Zbl 07669784
O’Rourke, S.; Williams, N.
1
2023
On the convergence rate in precise asymptotics. Zbl 1515.60075
Rozovsky, L. V.
1
2023
Chebyshev-Hermite polynomials and distributions of polynomials in Gaussian random variables. Zbl 1492.60033
Bogachev, V. I.
4
2022
Controlled diffusion mean field games with common noise and McKean-Vlasov second order backward SDEs. Zbl 1483.91029
Barrasso, A.; Touzi, N.
4
2022
A trajectorial approach to the gradient flow properties of Langevin-Smoluchowski diffusions. Zbl 1480.60237
Karatzas, I.; Schachermayer, W.; Tschiderer, B.
3
2022
Log-optimal portfolio without NFLVR: existence, complete characterization, and duality. Zbl 1502.91053
Choulli, T.; Yansori, S.
3
2022
Distributional uncertainty of the financial time series measured by \(G\)-expectation. Zbl 07481235
Peng, S.; Yang, S.
2
2022
Explicit expressions of the Hua-Pickrell semigroup. Zbl 1513.76137
Arista, J.; Demni, N.
2
2022
Complete \(f\)-moment convergence for randomly weighted sums of extended negatively dependent random variables and its statistical application. Zbl 07573884
Lang, J.; Cheng, L.; Yu, Z.; Wu, Y.; Wang, X.
2
2022
On alternative approximating distributions in the multivariate version of Kolmogorov’s second uniform limit theorem. Zbl 1492.60056
Götze, F.; Zaitsev, A. Yu.
2
2022
Asymptotics of the persistence exponent of integrated fractional Brownian motion and fractionally integrated Brownian motion. Zbl 1492.60094
Aurzada, F.; Kilian, M.
2
2022
Stable random variables with complex stability index. I. Zbl 1498.60069
Alexeev, I. A.
2
2022
Limiting spectral distribution for large sample covariance matrices with graph-dependent elements. Zbl 1498.60127
Yaskov, P. A.
2
2022
The life, work, and legacy of P. L. Chebyshev. Zbl 1492.01012
Bingham, N. H.
1
2022
On the sojourn time distribution of a random walk at a multidimensional lattice point. Zbl 1495.60077
Aparin, A. A.; Popov, G. A.; Yarovaya, E. B.
1
2022
Chebyshev-type inequalities and large deviation principles. Zbl 1492.60047
Borovkov, A. A.; Logachov, A. V.; Mogulskii, A. A.
1
2022
Kolmogorov’s equations for jump Markov processes and their applications to control problems. Zbl 1492.60223
Feinberg, E. A.; Shiryaev, A. N.
1
2022
On two limit values of the chromatic number of a random hypergraph. Zbl 1495.05313
Demidovich, Yu. A.; Shabanov, D. A.
1
2022
Likelihood ratio processes under nonstandard settings. Zbl 07573883
Goto, Y.; Kaneko, T.; Kojima, S.; Taniguchi, M.
1
2022
Records and increases of multivariate extremes of random particle scores in supercritical branching processes with max-linear heredity. Zbl 1502.60127
Lebedev, A. V.
1
2022
On optimal stochastic linear quadratic control with inversely proportional time-weighting in the cost. Zbl 1490.93133
Palamarchuk, E. S.
1
2022
A new version of uniform integrability via power series summability methods. Zbl 1489.60040
Ordóñez Cabrera, M.; Rosalsky, A.; Ünver, M.; Volodin, A.
1
2022
Background driving distribution functions and series representations for log-gamma self-decomposable random variables. Zbl 1492.60042
Jurek, Z. J.
1
2022
Galton-Watson processes and their role as building blocks for branching processes. Zbl 1492.60236
Bruss, F. Thomas
1
2022
On Senatov moments in asymptotic expansions in the central limit theorem. Zbl 1492.60060
Sobolev, V. N.; Kondratenko, A. E.
1
2022
Clustering effect for multitype branching random walk. Zbl 1498.60337
Balashova, D. M.
1
2022
Normal limit law for protected node profile of random recursive trees. Zbl 1498.60100
Toofanpour, J.; Javanian, M.; Imany-Nabiyyi, R.
1
2022
Another proof of a Sakhanenko theorem. Zbl 1498.60118
Formanov, Sh. K.
1
2022
Breaking a chain of interacting Brownian particles: a Gumbel limit theorem. Zbl 1475.82016
Aurzada, F.; Betz, V.; Lifshits, M.
7
2021
Ergodicities and exponential ergodicities of Dawson-Watanabe type processes. Zbl 1470.60230
Li, Z.
6
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.
4
2021
On exact large deviation principles for compound renewal processes. Zbl 1470.60082
Borovkov, A. A.
3
2021
Subcritical branching processes in random environment with immigration: survival of a single family. Zbl 1456.60228
Vatutin, V. A.; Dyakonova, E. E.
2
2021
The joint law of a max-continuous local submartingale and its maximum. Zbl 1469.60128
Gushchin, A. A.
2
2021
A vacation queue \(M|G|1\) with close-down times. Zbl 1462.90035
Afanasyev, G. A.
2
2021
Resource allocation in communication networks with large number of users: the dual stochastic gradient method. Zbl 1462.90032
Rokhlin, D. B.
2
2021
Convergence rate of random geometric sum distributions to the Laplace law. Zbl 1466.62258
Slepov, N. A.
2
2021
On the distribution of the last exit time over a slowly growing linear boundary for a Gaussian process. Zbl 1479.60075
Karagodin, N. A.; Lifshits, M. A.
2
2021
Large deviations for a terminating compound renewal process. Zbl 1470.60081
Bakay, G. A.
2
2021
Kolmogorov’s strong law of large numbers holds for pairwise uncorrelated random variables. Zbl 1470.60099
Janisch, M.
2
2021
Probabilistic approximation of the solution of the Cauchy problem for the higher-order Schrödinger equation. Zbl 1469.60218
Platonova, M. V.; Tsykin, S. V.
1
2021
Gaussian approximation of the distribution of strongly repelling particles on the unit circle. Zbl 1469.60035
Soshnikov, A.; Xu, Yuanyuan
1
2021
Prokhorov distance with rates of convergence under sublinear expectations. Zbl 1469.60014
Zhou, Q.; Sakhanenko, A. I.; Guo, J.
1
2021
On solvability of stochastic differential equations with osmotic velocities. Zbl 1469.60183
Gliklikh, Yu. E.
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 1469.60110
Mosyagin, V. E.
1
2021
On tests for distinguishing distribution tails. Zbl 1476.62080
Kogut, N. S.; Rodionov, I. V.
1
2021
An alternative method of the proof of the ergodic theorem for general Markov chains. Zbl 1522.60061
Nagaev, S. V.
1
2021
An exponential inequality for \(U\)-statistics of i.i.d. data. Zbl 1476.62083
Giraudo, D.
1
2021
Local limit theorems for compound discrete distributions. Zbl 1479.60053
Timashev, A. N.
1
2021
The expectation of a solution of a linear system of differential equations with random coefficients. Zbl 1470.60170
Zadorozhniy, V. G.
1
2021
Backward nonlinear smoothing diffusions. Zbl 1470.60220
Anderson, B. D. O.; Bishop, A. N.; Moral, P. Del; Palmier, C.
1
2021
Fatou’s lemma in its classical form and Lebesgue’s convergence theorems for varying measures with applications to Markov decision processes. Zbl 1480.28005
Feinberg, E. A.; Kasyanov, P. O.; Liang, Y.
13
2020
Fatou’s lemma for weakly converging measures under the uniform integrability condition. Zbl 1434.28004
Feinberg, E. A.; Kasyanov, P. O.; Liang, Y.
9
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.
6
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.
5
2020
Fluctuations of the propagation front of a catalytic branching walk. Zbl 1432.60094
Bulinskaya, E. Vl.
5
2020
A ruin problem for a two-dimensional Brownian motion with controllable drift in the positive quadrant. Zbl 1450.91033
Grandits, P.
5
2020
New checkable conditions for moment determinacy of probability distributions. Zbl 1468.60022
Stoyanov, J. M.; Lin, G. D.; Kopanov, P.
5
2020
Moment inequalities for linear and nonlinear statistics. Zbl 1437.62172
Götze, F.; Naumov, A. A.; Tikhomirov, A. N.
4
2020
The initial evolution stage of a weakly subcritical branching process in a random environment. Zbl 1432.60097
Vatutin, V. A.; Dyakonova, E. E.
3
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.
3
2020
Structure conditions under progressively added information. Zbl 1452.91287
Choulli, T.; Deng, J.
3
2020
Large financial markets, discounting, and no asymptotic arbitrage. Zbl 1448.91277
Bálint, D. Á.; Schweizer, M.
3
2020
Approximate hedging with constant proportional transaction costs in financial markets with jumps. Zbl 1460.91274
Nguyen, T.; Pergamenschchikov, S.
3
2020
On the complexity and dimension of continuous finite-dimensional maps. Zbl 1453.37022
Darkhovsky, B. S.
2
2020
Lower cone distribution functions and set-valued quantiles form Galois connections. Zbl 1459.60027
Ararat, Ç.; Hamel, A. H.
2
2020
Integrability and regularity of the flow of stochastic differential equations with jumps. Zbl 1437.60031
Breton, J.-Ch.; Privault, N.
2
2020
Half-spaces with influential variable. Zbl 1434.68196
Dzindzalieta, D.; Götze, F.
2
2020
On the times of attaining high levels by a random walk in a random environment. Zbl 1456.60268
Afanasyev, V. I.
1
2020
Limit theorems for record indicators in threshold \(F^\alpha \)-schemes. Zbl 1456.60069
He, P.; Borovkov, K. A.
1
2020
On the ruin problem with investment when the risky asset is a semimartingale. Zbl 1459.60100
Spielmann, J.; Vostrikova, L.
1
2020
Incentive-compatible surveys via posterior probabilities. Zbl 1452.91070
Cvitanić, J.; Prelec, D.; Radas, S.; Šikić, H.
1
2020
A complement to the Grigoriev theorem for the Kabanov model. Zbl 1453.91092
Zhao, J.; Lépinette, E.
1
2020
On upper functions for integral quadratic functionals based on time-varying Ornstein-Uhlenbeck process. Zbl 1434.60218
Palamarchuk, E. S.
1
2020
On the Pearson’s chi-square test for normality of autoregression with outliers. Zbl 1437.62328
Boldin, M. V.
1
2020
Statistical analysis of the mixed fractional Ornstein-Uhlenbeck process. Zbl 1411.62053
Chigansky, P.; Kleptsyna, M.
10
2019
Two-colorings of a random hypergraph. Zbl 1481.05053
Semenov, A. S.
9
2019
A limit theorem for supercritical random branching walks with branching sources of varying intensity. Zbl 1480.60261
Khristolyubov, I. I.; Yarovaya, E. B.
8
2019
Discrimination of close hypotheses about the distribution tails using higher order statistics. Zbl 1411.62122
Rodionov, I. V.
7
2019
Lamperti-type theorems for random fields. Zbl 1442.60058
Davydov, Yu.; Paulauskas, V.
7
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.
6
2019
On a characterization theorem for probability distributions on discrete abelian groups. Zbl 1442.60023
Feldman, G. M.
5
2019
\(K\)-differenced vector random fields. Zbl 1442.60056
Alsultan, R.; Ma, C.
4
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
4
2019
First-passage times over moving boundaries for asymptotically stable walks. Zbl 1442.60049
Denisov, D.; Sakhanenko, A.; Wachtel, V.
4
2019
Branching random walks on \(\mathbb Z^d\) with periodic branching sources. Zbl 1479.60180
Platonova, M. V.; Ryadovkin, K. S.
4
2019
Two-boundary problem for a random walk in a random environment. Zbl 1442.60107
Afanasyev, V. I.
3
2019
Stability conditions for queueing systems with regenerative flow of interruptions. Zbl 1409.90055
Afanasyeva, L. G.; Tkachenko, A. V.
3
2019
Limit theorems for random exponentials: the bounded support case. Zbl 1442.60035
Grabchak, M.; Molchanov, S. A.
3
2019
Reduced critical branching processes for small populations. Zbl 1442.60087
Liu, M.; Vatutin, V.
3
2019
Persistence probabilities and a decorrelation inequality for the Rosenblatt process and Hermite processes. Zbl 1442.60041
Aurzada, F.; Mönch, C.
3
2019
Approximate Wiener-Hopf factorization and Monte Carlo methods for Lévy processes. Zbl 1479.60098
Kudryavtsev, O. E.
3
2019
The Tanaka formula for symmetric stable processes with index \(\alpha\), \(0<\alpha<2\). Zbl 1479.60099
Engelbert, H.-J.; Kurenok, V. P.
3
2019
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Cited by 14,208 Authors

67 Götze, Friedrich
56 Bogachev, Vladimir Igorevich
52 Wang, Xuejun
48 Vatutin, Vladimir Alekseevich
46 Leonenko, Nikolai N.
44 Röckner, Michael
41 Čekanavičius, Vydas
40 Korolev, Viktor Yur’evich
39 Rozikov, Utkir A.
38 Devroye, Luc P. J. A.
37 Zeifman, Alexander Izrailevich
36 Shaposhnikov, Stanislav V.
35 Bobkov, Sergey Germanovich
35 Zaitsev, Andrei Yu.
34 Borovkov, Aleksandr Alekseevich
34 Horváth, Lajos
34 Peligrad, Magda
33 Mukhamedov, Farruh Maksutovich
31 Efromovich, Sam
31 Fel’dman, Gennadiĭ Mikhaĭlovich
31 Taqqu, Murad S.
30 Bradley, Richard C. jun.
30 Feinberg, Eugene Aleksandrovich
30 Liang, Hanying
30 Rachev, Svetlozar T.
30 Shao, Qi-Man
30 Shirokov, Maksim Evgen’evich
29 Dedecker, Jérôme
29 Hu, Shuhe
29 Merlevède, Florence
29 Mogul’skii, Anatolii Alfredovich
28 Prakasa Rao, B. L. S.
27 Rozovskiĭ, Leonid Viktorovich
26 Surgailis, Donatas
26 Vershik, Anatoliĭ Moiseevich
25 Barakat, Haroon Mohamed
25 Cai, Tony Tony
25 Chistyakov, Gennadiy Petrovych
25 Ginovyan, Mamikon S.
25 Mishura, Yuliya Stepanivna
25 Wachtel, Vitali I.
24 Berkes, István
24 Puri, Madan Lal
23 D’yakonova, Elena Evgen’evna
23 Hall, Peter Gavin
23 Kifer, Yuri
23 Kutoyants, Yury A.
23 Orsingher, Enzo
23 Privault, Nicolas
23 Shiryaev, Al’bert Nikolaevich
23 Sunklodas, Jonas Kazys
23 Tartakovsky, Alexander G.
23 Volodin, Andrei I.
22 Barndorff-Nielsen, Ole Eiler
22 Lifshits, Mikhail A.
22 Nualart, David
22 Pitman, Jim William
22 Tran, Lanh Tat
22 Yor, Marc
21 Kholevo, Aleksandr Semënovich
21 Kabluchko, Zakhar A.
21 Lepskiĭ, Oleg Vital’evich
21 Liu, Quansheng
21 Nazarov, Alexander I.
21 Ouknine, Youssef
21 Peskir, Goran
21 Veretennikov, Alexander Yu.
20 Anthony, Martin H. G.
20 Deheuvels, Paul
20 Lee, Sangyeol
20 Pinelis, Iosif Froimovich
20 Piunovskiĭ, Alekseĭ Borisovich
20 Račkauskas, Alfredas Yurgevich
20 Yarovaya, Elena B.
20 Zhang, Yi
19 Ahmad, Ibrahim A.
19 Chen, Pingyan
19 Gapeev, Pavel V.
19 Hernández-Lerma, Onésimo
19 Koul, Hira Lal
19 Li, Zenghu
19 Lotov, Vladimir Ivanovich
19 Maller, Ross Arthur
19 Peccati, Giovanni
19 Shi, Zhan
19 Yang, Wenzhi
18 Denisov, Denis E.
18 Gonzalez-Velasco, Miguel
18 Grama, Ion G.
18 Jiang, Hui
18 Karatzas, Ioannis
18 Kozubowski, Tomasz J.
18 Xiao, Yimin
18 Yakymiv, Arsen Lubomirovich
17 Bentkus, Vidmants-Kastytis
17 Comte, Fabienne
17 Dokuchaev, Nikolai G.
17 Doney, Ronald Arthur
17 Ermakov, Mikhaĭl Sergeevich
17 Gombay, Edit
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Cited in 886 Journals

739 Stochastic Processes and their Applications
650 Statistics & Probability Letters
383 Journal of Statistical Planning and Inference
365 Journal of Multivariate Analysis
321 Probability Theory and Related Fields
307 Journal of Mathematical Sciences (New York)
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295 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
281 The Annals of Statistics
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205 Lithuanian Mathematical Journal
193 Bernoulli
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106 Sequential Analysis
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64 Methodology and Computing in Applied Probability
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57 Acta Applicandae Mathematicae
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