# zbMATH — the first resource for mathematics

## Theory of Probability and Mathematical Statistics

 Short Title: Theory Probab. Math. Stat. Publisher: American Mathematical Society (AMS), Providence, RI ISSN: 0094-9000; 1547-7363/e Online: https://www.ams.org/journals/tpms/all_issues.html Original: Teoriya Ĭmovirnosteĭ ta Matematychna Statystyka Comments: Indexed cover-to-cover; From Vol. 82 (2011) - Vol. 101 (2020) translation from: Teor. Ĭmovirn. Mat. Stat.
 Documents Indexed: 1,114 Publications (since 1973) References Indexed: 321 Publications with 5,423 References.
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#### Fields

 951 Probability theory and stochastic processes (60-XX) 316 Statistics (62-XX) 50 Functional analysis (46-XX) 40 Measure and integration (28-XX) 35 Partial differential equations (35-XX) 35 Systems theory; control (93-XX) 26 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 25 Linear and multilinear algebra; matrix theory (15-XX) 22 Operations research, mathematical programming (90-XX) 20 Approximations and expansions (41-XX) 20 Numerical analysis (65-XX) 18 Operator theory (47-XX) 17 Ordinary differential equations (34-XX) 16 Real functions (26-XX) 13 Harmonic analysis on Euclidean spaces (42-XX) 13 Integral equations (45-XX) 9 Sequences, series, summability (40-XX) 8 Number theory (11-XX) 8 General topology (54-XX) 7 History and biography (01-XX) 7 Topological groups, Lie groups (22-XX) 7 Special functions (33-XX) 7 Global analysis, analysis on manifolds (58-XX) 6 General and overarching topics; collections (00-XX) 5 Difference and functional equations (39-XX) 5 Calculus of variations and optimal control; optimization (49-XX) 5 Computer science (68-XX) 5 Information and communication theory, circuits (94-XX) 4 Integral transforms, operational calculus (44-XX) 3 Abstract harmonic analysis (43-XX) 3 Statistical mechanics, structure of matter (82-XX) 2 Combinatorics (05-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Differential geometry (53-XX) 2 Fluid mechanics (76-XX) 2 Quantum theory (81-XX) 2 Biology and other natural sciences (92-XX) 1 Field theory and polynomials (12-XX) 1 Group theory and generalizations (20-XX) 1 Functions of a complex variable (30-XX) 1 Potential theory (31-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Relativity and gravitational theory (83-XX) 1 Astronomy and astrophysics (85-XX)

#### Citations contained in zbMATH Open

276 Publications have been cited 651 times in 491 Documents Cited by Year
Limit theorems for distributions of eigenvalues of random symmetric matrices. Zbl 0717.60047
Girko, V. L.
1990
Criteria for uniform ergodicity and strong stability of Markov chains with a common phase space. Zbl 0586.60058
Kartashov, N. V.
1985
Maximal coupling procedure and stability of discrete Markov chains. I. Zbl 1322.60149
Kartashov, M. V.; Golomozyĭ, V. V.
2013
Justification of the $$3\sigma$$ rule for unimodal distributions. Zbl 0486.60018
Vysochanskij, D. F.; Petunin, Yu. I.
1980
A white noise approach to phase space Feynman path integrals. Zbl 1285.60071
Bock, W.; Grothaus, M.
2012
Maximal coupling procedure and stability of discrete Markov chains. II. Zbl 1322.60150
Kartashov, M. V.; Golomozyĭ, V. V.
2013
Wave equation with a stochastic measure. Zbl 1371.60105
Bodnarchuk, I. M.
2017
On the convergence of products of independent random variables. Zbl 0451.60036
Skorokhod, T. A.
1978
Quadratic Gaussian random processes. Zbl 0451.60045
Ryzhov, Yu. M.
1978
The Hajek-Renyi inequality for random fields and the strong law of large numbers. Zbl 0459.60019
Klesov, O. I.
1981
Fractal properties of random variables with independent $$Q_\infty$$-symbols. Zbl 1300.60055
Nikiforov, R. O.; Torbin, G. M.
2013
Two component binary statistical experiments with persistent linear regression. Zbl 1416.62506
Koroliouk, D. V.
2015
On the integrability of the coupling moment for time-inhomogeneous Markov chains. Zbl 1322.60147
Golomoziy, V. V.; Kartashov, N. V.
2014
Mixed stochastic delay differential equations. Zbl 1322.60097
Shevchenko, G.
2014
The mean coupling time for independent discrete renewal processes. Zbl 1284.60146
Kartashov, M. V.; Golomozyĭ, V. V.
2012
Limit theorems for recurrent processes of semi-Markov type. Zbl 0733.60102
Anisimov, V. V.; Aliev, A. O.
1990
Interpolation of functionals of stochastic sequences with stationary increments. Zbl 1343.60039
Luz, M. M.; Moklyachuk, M. P.
2013
Compound kernel estimates for the transition probability density of a Lévy process in $$\mathbb R^{n}$$. Zbl 1322.60057
Knopova, Victoria
2014
Minimax-robust filtering problem for stochastic sequences with stationary increments. Zbl 1332.60059
Luz, M. M.; Moklyachuk, M. P.
2014
On the circle law. Zbl 0579.60025
Girko, V. L.
1983
A solution of the problem of detecting hidden periodicities. Zbl 0485.60044
Ivanov, A. V.
1980
Interpolation of periodically correlated stochastic sequences. Zbl 1411.60050
Dubovets’ka, I. I.; Masyutka, O. Yu.; Moklyachuk, M. P.
2012
On a Markov analogue of continuous-time $$Q$$-processes. Zbl 1287.60103
Imomov, Azam A.
2012
Asymptotics of the probability of large excursions for a nonstationary Gaussian process. Zbl 0433.60030
Piterbarg, V. I.; Prisyazhnyuk, V. P.
1979
An inequality for the coupling moment in the case of two inhomogeneous Markov chains. Zbl 1322.60148
Golomozyĭ, V. V.
2015
Asymptotic behavior of the martingale type integral functionals for unstable solutions to stochastic differential equations. Zbl 1322.60091
Kulinich, G. L.; Kushnirenko, S. V.; Mishura, Yu. S.
2015
The averaging principle for switching processes. Zbl 0835.60018
Anisimov, V. V.
1992
Characterizations of a geometric class of distributions. Zbl 0719.62023
Stepanov, A. V.
1990
Random processes in Orlicz spaces. I. Zbl 0587.60034
Kozachenko, Yu. V.
1985
Impact of the stress factor on the price of widow’s pensions. Proofs. Zbl 1348.60111
Golomozyĭ, V. V.; Kartashov, M. V.; Kartashov, Yu. M.
2016
Weak convergence of weighted additive functionals of long-range dependent fields. Zbl 1409.60082
Alodat, T.; Olenko, A.
2018
Stochastic representation and path properties of a fractional Cox-Ingersoll-Ross process. Zbl 1409.60061
Mishura, Yu. S.; Piterbarg, V. I.; Ralchenko, K. V.; Yurchenko-Tytarenko, A. Yu.
2018
On classes of limit distributions in a summation scheme. Zbl 0393.60045
Zakusilo, O. K.
1978
Stability of a tandem of queueing systems with Bernoulli noninstantaneous transfer of customers. Zbl 1277.60165
Zorin, A. V.
2012
Extended Poisson equation for weakly ergodic Markov processes. Zbl 1278.60098
Veretennikov, A. Yu.; Kulik, A. M.
2012
Properties of integrals with respect to a general stochastic measure in a stochastic heat equation. Zbl 1232.60043
2011
An investigation of an $$\mathrm{M}^\theta /\mathrm{G}/1/m$$ queueing system with service mode switching. Zbl 1329.60324
Zhernovyĭ, K. Yu.
2013
The Banach spaces $$\mathbf{F}_\psi (\Omega )$$ of random variables. Zbl 1305.60025
Kozachenko, Yu. V.; Mlavets’, Yu. Yu.
2013
Riemann integral of a random function and the parabolic equation with a general stochastic measure. Zbl 1329.60218
2013
The multivariate Black & Scholes market: conditions for completeness and no-arbitrage. Zbl 1304.91215
Dhaene, J.; Kukush, A.; Linders, D.
2014
Asymptotic behavior of integral functionals of unstable solutions of one-dimensional Itô stochastic differential equations. Zbl 1322.60090
Kulinich, G. L.; Kushnirenko, S. V.; Mishura, Yu. S.
2014
Banach spaces of random variables of sub-Gaussian type. Zbl 0626.60026
Kozachenko, Yu. V.; Ostrovskij, E. I.
1986
Heat equation in a multidimensional domain with a general stochastic measure. Zbl 1357.60065
Bodnarchuk, I. M.; Shevchenko, G. M.
2016
Distribution of the product of a singular Wishart matrix and a normal vector. Zbl 1331.62266
Bodnar, T.; Mazur, Stepan; Okhrin, Y.
2015
Maximal coupling and stability of discrete non-homogeneous Markov chains. Zbl 1333.60160
Golomozyĭ, V. V.; Kartashov, M. V.
2015
Binary statistical experiments with persistent nonlinear regression. Zbl 1331.62095
Koroliouk, D. V.
2015
Analytic properties of infinite-horizon survival probability in a risk model with additional funds. Zbl 1339.91063
Mishura, Yu. S.; Ragulina, O. Yu.; Stroev, O. M.
2015
Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises. Zbl 1433.60059
Mishura, Yu.; Ralchenko, K.; Shevchenko, G.
2019
Dividends with tax and capital injection in a spectrally negative Lévy risk model. Zbl 1416.91219
Schmidli, H.
2018
Second order necessary conditions of optimality for stochastic systems with variable delay. Zbl 1238.93122
Agayeva, Ch. A.
2011
Conditions for the consistency of the total least squares estimator in an errors-in-variables linear regression model. Zbl 1328.62345
Shklyar, S. V.
2011
Rate of convergence of option prices by using the method of pseudomoments. Zbl 1345.60018
Mishura, Yu. S.; Munchak, E. Yu.
2016
On extreme values of some regenerative processes. Zbl 1409.60136
Zakusylo, O. K.; Matsak, I. K.
2018
Decomposition of two-parameter martingales into orthogonal components. Zbl 0473.60048
Mishura, Yu. S.
1980
Some limit theorems for empirical measures. Zbl 0486.60005
Kolchinskij, V. I.
1980
Limit theorems for some classes of random processes related to semi- Markov random walks. Zbl 0504.60075
Skorokhod, A. V.; Nasirova, T. I.
1982
Some properties of random vectors of the form $$\sum^{\infty}_0A^1\xi_1$$. Zbl 0448.60038
Zakusilo, O. K.
1977
Properties of solutions of stochastic differential equations with random coefficients, non-Lipschitz diffusion, and Poisson measures. Zbl 1232.60048
Zubchenko, V. P.
2011
Adaptive estimates for the parameter of a mixture of two symmetric distributions. Zbl 1232.62045
Sugakova, Olena
2011
Filtration of linear functionals of periodically correlated sequences. Zbl 1353.60041
Dubovets’ka, I. I.; Moklyachuk, M. P.
2013
Limit theorems for the maximal residuals in linear and nonlinear regression models. Zbl 1312.60069
Ivanov, A. V.; Matsak, I. K.
2013
Diffusion approximation of systems with weakly ergodic Markov perturbations. II. Zbl 1337.60198
Veretennikov, A. Yu.; Kulik, A. M.
2014
An estimate of the stability for nonhomogeneous Markov chains under classical minorization condition. Zbl 1329.60254
Golomozyĭ, V. V.
2014
Extrapolation of periodically correlated stochastic processes observed with noise. Zbl 1353.60040
Dubovets’ka, I. I.; Moklyachuk, M. P.
2014
Lift zonoid order and functional inequalities. Zbl 1329.60018
Kulik, Alexei M.; Tymoshkevych, Taras D.
2014
Quasi-stationary distributions for perturbed discrete time regenerative processes. Zbl 1335.60165
2014
An averaging principle for switching recurrent sequences. Zbl 0834.60041
Anisimov, V. V.
1991
On an estimator for the drift parameter of random fields. Zbl 0834.60055
Knopov, P. S.
1991
Analytic properties of some classes of pre-Gaussian random processes. Zbl 0840.60035
Kozachenko, Yu. V.; Oleshko, T. A.
1993
A generalized Itô formula for two-parameter martingales. II. Zbl 0629.60051
Mishura, Yu. S.
1986
Sufficient conditions for relative compactness of measures corresponding to two-parameter strong martingales. Zbl 0629.60052
Mishura, Yu. S.
1987
Adaptive test on means homogeneity by observations from a mixture. Zbl 1359.62203
Maĭboroda, R. E.; Sugakova, O. V.
2016
Point processes subordinated to compound Poisson processes. Zbl 1371.60087
Kobylych, K. V.; Sakhno, L. M.
2017
Fourier transform of general stochastic measures. Zbl 1371.60090
Radchenko, V. M.; Stefans’ka, N. O.
2017
On the governing equations for Poisson and Skellam processes time-changed by inverse subordinators. Zbl 07096677
Buchak, K. V.; Sakhno, L. M.
2019
Wave equation with a stable noise. Zbl 1402.60079
Pryhara, L. I.; Shevchenko, G. M.
2018
Fourier series and Fourier-Haar series for stochastic measures. Zbl 1402.60061
Radchenko, V. M.; Stefans’ka, N. O.
2018
Limit behavior of the number of solutions of a system of random linear equations over a finite field and a finite ring. Zbl 0449.60018
Kovalenko, I. N.; Levitskaya, A. A.
1977
Linear statistical problems for stationary isotropic random fields on a sphere. I. Zbl 0451.60057
Moklyachuk, M. P.; Yadrenko, M. I.
1979
Limit theorems for switching processes. Zbl 0663.60030
Anisimov, V. V.
1988
A bound for the distance between fractional Brownian motion and the space of Gaussian martingales on an interval. Zbl 1243.60034
Banna, O. L.; Mishura, Yu. S.
2011
On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications. Zbl 1382.60071
Avram, Florin; Zhou, Xiaowen
2017
Quantitative estimates of ergodicity in the GI/GI/1 system. Zbl 0486.60090
Kartashov, N. V.
1980
Linear statistical problems for stationary isotropic random fields on a sphere. II. Zbl 0487.60047
Moklyachuk, M. P.; Yadrenko, M. I.
1980
On efficient estimation of the trend and spectral parameters of a stationary time series. Zbl 0487.62077
Davidovich, S. S.
1980
On the central limit theorem for empirical measures. Zbl 0504.60024
Kolchinskij, V. I.
1982
The law of the iterated logarithm for multiple sums. Zbl 0521.60031
Klesov, O. I.
1983
Statistical analysis of curve fitting methods in errors-in-variables models. Zbl 1429.62276
2012
Nonlinearly perturbed renewal equations: the nonpolynomial case. Zbl 1279.60116
Ni, Ying
2012
Cable equation with a general stochastic measure. Zbl 1274.60159
2012
Estimation of the mean value in a model of mixtures with varying concentrations. Zbl 1294.62067
Shcherbina, A.
2012
Empirical Bayesian classification for observations with admixture. Zbl 1294.62068
Sugakova, O.
2012
Large deviations for random evolutions with independent increments in the scheme of the Poisson approximation. Zbl 1277.60124
Samoĭlenko, I. V.
2012
Convergence of option rewards for multivariate price processes. Zbl 1274.91443
Silvestrov, D. S.; Lundgren, R.
2012
Local properties of a multifractional stable field. Zbl 1285.60045
Shevchenko, Georgiy
2012
Bounds for the distribution of some functionals of processes with $$\varphi$$-sub-Gaussian increments. Zbl 1274.60114
Yamnenko, R. E.
2012
On the convergence of random fields in the J-topology. Zbl 0433.60056
Mishura, Yu. S.
1979
On explicit estimates of the rate of convergence in the renewal theorem. Zbl 0433.60084
Kartashov, N. V.
1979
An estimator of a two-dimensional signal from an observation with additive random noise. Zbl 0446.62038
Dorogovtsev, A. Ya.; Knopov, P. S.
1979
Random processes in the spaces $${D_{V,W}}$$. Zbl 1232.60030
Kozachenko, Yuriĭ V.; Moklyachuk, O. M.
2011
Approximation of the solution to the parabolic equation driven by stochastic measure. Zbl 1465.60060
Manikin, B. I.; Radchenko, V. M.
2020
Existence and uniqueness theorems for solutions of McKean-Vlasov stochastic equations. Zbl 07373944
Mishura, Yuliya; Veretennikov, Alexander
2020
Discriminant analysis in small and large dimensions. Zbl 1446.62136
Bodnar, T.; Mazur, S.; Ngailo, E.; Parolya, N.
2020
The wave equation in the three-dimensional space driven by a general stochastic measure. Zbl 1446.60042
Bodnarchuk, I. M.; Radchenko, V. M.
2020
Exact variations for stochastic heat equations with piecewise constant coefficients and application to parameter estimation. Zbl 1454.60100
Zili, M.; Zougar, E.
2020
Statistical analysis of conditionally binomial nonlinear regression time series with discrete regressors. Zbl 1446.62245
Kharin, Yu. S.; Voloshko, V. A.
2020
Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises. Zbl 1433.60059
Mishura, Yu.; Ralchenko, K.; Shevchenko, G.
2019
On the governing equations for Poisson and Skellam processes time-changed by inverse subordinators. Zbl 07096677
Buchak, K. V.; Sakhno, L. M.
2019
Wave equation in the plane driven by a general stochastic measure. Zbl 1447.60089
Bodnarchuk, I. M.; Radchenko, V. M.
2019
Subordination principles for the multi-dimensional space-time-fractional diffusion-wave equation. Zbl 1461.35007
Luchko, Yu.
2019
Wave equation for a homogeneous string with fixed ends driven by a stable random noise. Zbl 1436.60067
Rusanyuk, L. I.; Shevchenko, G. M.
2019
Fractional Stokes-Boussinesq-Langevin equation and Mittag-Leffler correlation decay. Zbl 07096673
Anh, V. V.; Leonenko, N. N.
2019
On a new Sheffer class of polynomials related to normal product distribution. Zbl 07096675
Azmoodeh, E.; Gasbarra, D.
2019
Limit behavior of the Rosenblatt Ornstein-Uhlenbeck process with respect to the Hurst index. Zbl 07096683
Slaoui, M.; Tudor, C. A.
2019
Transfer principle for $$n$$th order fractional Brownian motion with applications to prediction and equivalence in law. Zbl 07096684
Sottinen, T.; Viitasaari, L.
2019
Order of approximation in the central limit theorem for associated random variables and a moderate deviation result. Zbl 07096686
Sreehari, M.
2019
Stein-Haff identity for the exponential family. Zbl 1436.62196
Alfelt, G.
2019
Asymptotic results for certain weak dependent variables. Zbl 1431.60028
Arab, I.; Oliveira, P. E.
2019
Persistence and extinction in a stochastic nonautonomous logistic model of population dynamics. Zbl 1447.60083
Borysenko, O. D.; Borysenko, D. O.
2019
Goodness-of-fit test in the Cox proportional hazards model with measurement errors. Zbl 1431.62447
Kukush, A. G.; Chernova, O. O.
2019
Ehrenfest-Brillouin-type correlated continuous time random walk and fractional Jacobi diffusion. Zbl 1431.60041
Leonenko, N. N.; Papić, I.; Sikorskii, A.; Šuvak, N.
2019
Weak convergence of weighted additive functionals of long-range dependent fields. Zbl 1409.60082
Alodat, T.; Olenko, A.
2018
Stochastic representation and path properties of a fractional Cox-Ingersoll-Ross process. Zbl 1409.60061
Mishura, Yu. S.; Piterbarg, V. I.; Ralchenko, K. V.; Yurchenko-Tytarenko, A. Yu.
2018
Dividends with tax and capital injection in a spectrally negative Lévy risk model. Zbl 1416.91219
Schmidli, H.
2018
On extreme values of some regenerative processes. Zbl 1409.60136
Zakusylo, O. K.; Matsak, I. K.
2018
Wave equation with a stable noise. Zbl 1402.60079
Pryhara, L. I.; Shevchenko, G. M.
2018
Fourier series and Fourier-Haar series for stochastic measures. Zbl 1402.60061
Radchenko, V. M.; Stefans&rsquo;ka, N. O.
2018
PageRank for networks, graphs, and Markov chains. Zbl 1402.60115
Engström, C.; Silvestrov, S.
2018
Consistent estimation in Cox proportional hazards model with measurement errors and unbounded parameter set. Zbl 1402.62227
Kukush, A. G.; Chernova, O. O.
2018
Properties of highly reliable systems with protection in the case of Poisson renewal process. Zbl 1402.60116
Kushnir, O. O.; Kushnir, V. P.
2018
Mild solution of the parabolic equation driven by a $$\sigma$$-finite stochastic measure. Zbl 1409.60099
Vertsimakha, O. O.; Radchenko, V. M.
2018
Consistency of the orthogonal regression estimator in an implicit linear model with errors in variables. Zbl 1412.62093
Dashkov, O. O.; Kukush, A. G.
2018
Multi-channel queueing networks with interdependent input flows in heavy traffic. Zbl 1409.60133
Lebedev, E. O.; Chechelnitsky, O. A.; Livinska, G. V.
2018
Spectral expansions of random sections of homogeneous vector bundles. Zbl 1414.83106
Malyarenko, A.
2018
Asymptotic expansions for power-exponential moments of hitting times for nonlinearly perturbed semi-Markov processes. Zbl 1409.60108
Silvestrov, D. S.; Silvestrov, S. D.
2018
Wave equation with a stochastic measure. Zbl 1371.60105
Bodnarchuk, I. M.
2017
Point processes subordinated to compound Poisson processes. Zbl 1371.60087
Kobylych, K. V.; Sakhno, L. M.
2017
Fourier transform of general stochastic measures. Zbl 1371.60090
Radchenko, V. M.; Stefans&rsquo;ka, N. O.
2017
On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications. Zbl 1382.60071
Avram, Florin; Zhou, Xiaowen
2017
An estimate of the expectation of the excess of a renewal sequence generated by a time-inhomogeneous Markov chain if a square-integrable majorizing sequence exists. Zbl 1371.60152
Golomozyĭ, V. V.
2017
Non-central limit theorems and convergence rates. Zbl 1390.60183
Anh, Vo; Olenko, Andriy; Vaskovych, V.
2017
On the $$G$$-isomorphism of probability and dimensional theories of representations of real numbers and fractal faithfulness of systems of coverings. Zbl 1414.11096
Garko, I. I.; Nikiforov, R. O.; Torbin, G. M.
2017
Distributions of overshoots for almost continuous stochastic processes defined on a Markov chain. Zbl 1371.60065
Gerych, M. S.
2017
On a redundant system with renewals. Zbl 1371.60154
Dovgaĭ, B. V.; Matsak, I. K.
2017
An application of the Malliavin calculus for calculating the precise and approximate prices of options with stochastic volatility. Zbl 1377.91160
Kuchuk-Yatsenko, S. V.; Mishura, Yu. S.; Munchak, Ye. Yu.
2017
Minimax interpolation of stochastic processes with stationary increments from observations with noise. Zbl 1371.60064
Luz, M. M.; Moklyachuk, M. P.
2017
Upper bounds for supremums of the norms of the deviation between a homogeneous isotropic random field and its model. Zbl 1371.60093
Troshki, N. V.
2017
Asymptotics for time-changed diffusions. Zbl 1390.60295
Capitanelli, Raffaela; D&rsquo;Ovidio, Mirko
2017
Spectral estimation in the presence of missing data. Zbl 1411.62249
Bahamonde, Natalia; Doukhan, Paul
2017
Robust estimation for continuous-time linear models with memory. Zbl 1392.62283
Ginovyan, Mamikon S.; Sahakyan, Artur A.
2017
Large deviations of regression parameter estimate in the models with stationary sub-Gaussian noise. Zbl 1390.60109
Ivanov, A. V.
2017
Impact of the stress factor on the price of widow’s pensions. Proofs. Zbl 1348.60111
Golomozyĭ, V. V.; Kartashov, M. V.; Kartashov, Yu. M.
2016
Heat equation in a multidimensional domain with a general stochastic measure. Zbl 1357.60065
Bodnarchuk, I. M.; Shevchenko, G. M.
2016
Rate of convergence of option prices by using the method of pseudomoments. Zbl 1345.60018
Mishura, Yu. S.; Munchak, E. Yu.
2016
Adaptive test on means homogeneity by observations from a mixture. Zbl 1359.62203
Maĭboroda, R. E.; Sugakova, O. V.
2016
A limit theorem for non-Markovian multi-channel networks under heavy traffic conditions. Zbl 1357.60102
Livinska, H. V.
2016
Limit behavior of functionals of solutions of diffusion type equations. Zbl 1345.60029
Kulinich, G. L.; Kushnirenko, S. V.; Mishura, Yu. S.
2016
Maximal coupling and $$V$$-stability of discrete nonhomogeneous Markov chains. Zbl 1357.60074
Golomozyĭ, V. V.; Kartashov, M. V.
2016
Cross-correlogram estimators of impulse response functions. Zbl 1431.62434
Kozachenko, Yu. V.; Rozora, I. V.
2016
On the asymptotic and approximate distributions of the product of an inverse Wishart matrix and a Gaussian vector. Zbl 1359.62171
Kotsiuba, I.; Mazur, Stepan
2016
Rate of convergence of option prices for approximations of the geometric Ornstein-Uhlenbeck process by Bernoulli jumps of prices on assets. Zbl 1415.91288
Mishura, Yu. S.; Munchak, Ye. Yu.
2016
Convergence of estimators in the polynomial measurement error model. Zbl 1343.62009
Kukush, A. G.; Tsaregorodtsev, Ya. V.
2016
A modified Kaplan-Meier estimator for a model of mixtures with varying concentrations. Zbl 1347.62217
Maĭboroda, R. E.; Khizanov, V. G.
2016
An $$L_p$$-criterion for testing a hypothesis about the covariance function of a random sequence. Zbl 1346.60050
Yanevich, T. O.
2016
Two component binary statistical experiments with persistent linear regression. Zbl 1416.62506
Koroliouk, D. V.
2015
An inequality for the coupling moment in the case of two inhomogeneous Markov chains. Zbl 1322.60148
Golomozyĭ, V. V.
2015
Asymptotic behavior of the martingale type integral functionals for unstable solutions to stochastic differential equations. Zbl 1322.60091
Kulinich, G. L.; Kushnirenko, S. V.; Mishura, Yu. S.
2015
Distribution of the product of a singular Wishart matrix and a normal vector. Zbl 1331.62266
Bodnar, T.; Mazur, Stepan; Okhrin, Y.
2015
Maximal coupling and stability of discrete non-homogeneous Markov chains. Zbl 1333.60160
Golomozyĭ, V. V.; Kartashov, M. V.
2015
Binary statistical experiments with persistent nonlinear regression. Zbl 1331.62095
Koroliouk, D. V.
2015
Analytic properties of infinite-horizon survival probability in a risk model with additional funds. Zbl 1339.91063
Mishura, Yu. S.; Ragulina, O. Yu.; Stroev, O. M.
2015
Stochastic asymptotic expansion of correlogram estimator of the correlation function of random noise in nonlinear regression model. Zbl 1346.60043
Ivanov, O. V.; Moskvichova, K. K.
2015
Accuracy and reliability of a model for a Gaussian homogeneous and isotropic random field in the space $$L_{p}(\mathbb{T})$$, $$p\geq1$$. Zbl 1322.60070
Troshki, N. V.
2015
Approximation of a Wiener process by integrals with respect to the fractional Brownian motion of power functions of a given exponent. Zbl 1326.60076
Banna, O. L.; Mishura, Yu. S.; Shklyar, S. V.
2015
Lower bound for a dispersion matrix for the semiparametric estimation in a model of mixtures. Zbl 1327.62203
Doronin, O. V.
2015
Large deviations for solutions of one dimensional Itô equations. Zbl 1322.60017
Logachov, A. V.
2015
On a single-server queueing system with refusal. Zbl 1322.60198
Matsak, I. K.
2015
Adaptive estimation for a semiparametric model of mixture. Zbl 1331.62191
Doronin, O. V.
2015
Integral equations with respect to a general stochastic measure. Zbl 1333.60146
2015
On the integrability of the coupling moment for time-inhomogeneous Markov chains. Zbl 1322.60147
Golomoziy, V. V.; Kartashov, N. V.
2014
Mixed stochastic delay differential equations. Zbl 1322.60097
Shevchenko, G.
2014
Compound kernel estimates for the transition probability density of a Lévy process in $$\mathbb R^{n}$$. Zbl 1322.60057
Knopova, Victoria
2014
Minimax-robust filtering problem for stochastic sequences with stationary increments. Zbl 1332.60059
Luz, M. M.; Moklyachuk, M. P.
2014
The multivariate Black & Scholes market: conditions for completeness and no-arbitrage. Zbl 1304.91215
Dhaene, J.; Kukush, A.; Linders, D.
2014
Asymptotic behavior of integral functionals of unstable solutions of one-dimensional Itô stochastic differential equations. Zbl 1322.60090
Kulinich, G. L.; Kushnirenko, S. V.; Mishura, Yu. S.
2014
Diffusion approximation of systems with weakly ergodic Markov perturbations. II. Zbl 1337.60198
Veretennikov, A. Yu.; Kulik, A. M.
2014
An estimate of the stability for nonhomogeneous Markov chains under classical minorization condition. Zbl 1329.60254
Golomozyĭ, V. V.
2014
Extrapolation of periodically correlated stochastic processes observed with noise. Zbl 1353.60040
Dubovets&rsquo;ka, I. I.; Moklyachuk, M. P.
2014
Lift zonoid order and functional inequalities. Zbl 1329.60018
Kulik, Alexei M.; Tymoshkevych, Taras D.
2014
Quasi-stationary distributions for perturbed discrete time regenerative processes. Zbl 1335.60165
2014
Limit theorems for extremal residuals in a regression model with heavy tails of observation errors. Zbl 1312.60070
Ivanov, O. V.; Matsak, I. K.
2014
Asymptotic properties of the corrected score estimator in the autoregressive model with measurement errors. Zbl 1327.62125
Pupashenko, D. S.; Shklyar, S. V.; Kukush, A. G.
2014
On the distribution of functionals of the subordinator. Zbl 1329.60121
Gusak, D. V.
2014
Convergence of exit times for diffusion processes. Zbl 1310.60042
Mishura, Yu. S.; Tomashyk, V. V.
2014
Large deviations for impulsive processes in the scheme of the Lévy approximation. Zbl 1329.60057
Samoĭlenko, I. V.
2014
Moment measures of mixed empirical random point processes and marked point processes in compact metric spaces. I. Zbl 1323.60067
Semeĭko, M. G.
2014
The asymptotic normality of an adjusted least squares estimator in a multivariate vector errors-in-variables regression model. Zbl 1297.62168
Sen&rsquo;ko, I. O.
2014
Poisson approximation of processes with locally independent increments and Markov switching. Zbl 1329.60077
Limnios, N.; Samoilenko, I. V.
2014
Properties of integrals with respect to fractional Poisson processes with compact kernels. Zbl 1326.60080
Mishura, Yu.; Zubchenko, V.
2014
Maximal coupling procedure and stability of discrete Markov chains. I. Zbl 1322.60149
Kartashov, M. V.; Golomozyĭ, V. V.
2013
...and 176 more Documents
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#### Cited by 579 Authors

 19 Mishura, Yuliya Stepanivna 13 Moklyachuk, Mykhaĭlo Pavlovych 12 Radchenko, Vadym Mykolaĭovych 11 Ivanov, Aleksandr Vladimirovich 11 Kozachenko, Yuriĭ Vasyl’ovych 10 Matsak, Ivan K. 9 Korolyuk, Volodymyr Semenovych 8 Golomozyĭ, V. V. 8 Zeifman, Alexander Izrailevich 7 Sakhno, Lyudmyla Mykhaĭlivna 6 Anisimov, Vladimir Vladislavovič 6 Kukush, Oleksandr Georgiĭovych 6 Leonenko, Nikolai N. 6 Ralchenko, Kostiantyn V. 6 Shevchenko, Georgiy M. 6 Silvestrov, Dmitrii 5 Girko, Vyacheslav Leonidovich 5 Imomov, Azam Abdurakhimovich 5 Kartashov, Mykola Valentynovych 5 Korolev, Viktor Yur’evich 5 Torbin, Grygoriy Myroslavovych 5 Troshki, Viktor B. 4 Christofides, Tasos C. 4 Kulinich, Grygoriĭ L. 4 Kushnirenko, Svitlana V. 4 Maĭboroda, Rostyslav Yevgenovych 4 Piterbarg, Vladimir Il’ich 4 Samoilenko, Igor V. 4 Shklyar, Sergiĭ Volodymyrovych 4 Skorokhod, Tatjana A. 4 Zhang, Haisen 4 Zhang, Xu 3 Anh, Vo V. 3 Bodnar, Taras 3 Bodnarchuk, I. M. 3 Golomoziy, Vitaliy 3 Gut, Allan 3 Ivanoff, B. Gail 3 Kaleta, Kamil 3 Kumanogo, Naoto 3 Luz, Maksym 3 Masyutka, Oleksandr Yu. 3 Mazur, Stepan 3 Meyn, Sean P. 3 Olenko, Andriy Yakovych 3 Ragulina, Olena 3 Schmidli, Hanspeter 3 Sergienko, Ivan Vasylyovych 3 Stefans’ka, N. O. 3 Steinebach, Josef G. 3 Troshki, N. V. 3 Vasylyk, Ol’ga I. 3 Veretennikov, Alexander Yu. 3 Yamnenko, Rostyslav E. 3 Zorine, Andrei V. 2 Al-Sharadqah, Ali 2 Albeverio, Sergio A. 2 Ascione, Giacomo 2 Banna, Oksana L. 2 Bock, Wolfgang 2 Borysenko, Oleksandr Danylovych 2 Brachetta, Matteo 2 Buchak, Khrystyna 2 Kinderknecht, Yana A. 2 Chafaï, Djalil 2 Dębicki, Krzysztof 2 Dembińska, Anna 2 Di Nunno, Giulia 2 Dong, Hua 2 Dorogovtsev, Anatoliĭ Yakovych 2 Doronin, O. V. 2 Dovgyĭ, S. O. 2 D’Ovidio, Mirko 2 Drygas, Hilmar 2 Dubovets’ka, I. I. 2 Eied, A. A. 2 Ginovyan, Mamikon S. 2 Hong, Phan Thanh 2 Imkeller, Peter 2 Jiang, Tiefeng 2 Kartashov, G. D. 2 Kharin, Yuriĭ Semenovich 2 Kiseleva, K. M. 2 Kiseleva, Ksenia 2 Knopova, Victoria Pavlovna 2 Kocheganov, Viktor Mikhaĭlovich 2 Kolodii, N. A. 2 Kontoyiannis, Ioannis 2 Koroliouk, Dmitri Vladimirovich 2 Kovalenko, Igor Mykolaĭovych 2 Kulik, Alexey M. 2 Levitskaya, A. A. 2 Lin, Zhengyan 2 Linders, Daniël 2 Livinska, H. V. 2 Lundgren, Robin 2 Luz, M. M. 2 Lymar, O. V. 2 Ma, Chunsheng 2 Manikin, B. I. ...and 479 more Authors
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#### Cited in 130 Journals

 97 Theory of Probability and Mathematical Statistics 37 Modern Stochastics. Theory and Applications 28 Cybernetics and Systems Analysis 23 Statistics & Probability Letters 18 Ukrainian Mathematical Journal 18 Journal of Multivariate Analysis 15 Stochastic Processes and their Applications 12 Journal of Mathematical Sciences (New York) 8 Journal of Soviet Mathematics 8 Random Operators and Stochastic Equations 6 Journal of Mathematical Analysis and Applications 6 Lithuanian Mathematical Journal 6 Acta Applicandae Mathematicae 6 Probability Theory and Related Fields 6 Journal of Theoretical Probability 5 The Annals of Applied Probability 5 Methodology and Computing in Applied Probability 4 The Annals of Probability 4 Journal of Applied Probability 4 Journal of Statistical Planning and Inference 4 SIAM Journal on Control and Optimization 4 Bernoulli 4 Fractional Calculus & Applied Analysis 3 Journal of Statistical Physics 3 Journal of Computational and Applied Mathematics 3 Siberian Mathematical Journal 3 Cybernetics 3 Acta Mathematica Hungarica 3 Statistical Inference for Stochastic Processes 3 Electronic Journal of Statistics 3 Carpathian Mathematical Publications 3 Cogent Mathematics 3 Journal of Siberian Federal University. Mathematics & Physics 2 International Journal of Modern Physics B 2 Bulletin of the Australian Mathematical Society 2 Computers & Mathematics with Applications 2 Journal of Mathematical Physics 2 Mathematical Notes 2 Metrika 2 Nuclear Physics. B 2 Reports on Mathematical Physics 2 The Annals of Statistics 2 Applied Mathematics and Computation 2 Transactions of the American Mathematical Society 2 Insurance Mathematics & Economics 2 Stochastic Analysis and Applications 2 Top 2 Bulletin des Sciences Mathématiques 2 Mathematical Problems in Engineering 2 Finance and Stochastics 2 International Journal of Theoretical and Applied Finance 2 International Journal of Applied Mathematics and Computer Science 2 Econometric Theory 2 Brazilian Journal of Probability and Statistics 2 Nonlinear Analysis. Modelling and Control 2 International Journal of Stochastic Analysis 1 Advances in Applied Probability 1 Communications in Mathematical Physics 1 International Journal of Solids and Structures 1 Israel Journal of Mathematics 1 Journal d’Analyse Mathématique 1 Journal of Mathematical Biology 1 Theoretical and Computational Fluid Dynamics 1 Prikladnaya Matematika i Mekhanika 1 Theory of Probability and its Applications 1 Advances in Mathematics 1 Annals of the Institute of Statistical Mathematics 1 Applied Mathematics and Optimization 1 Journal of Differential Equations 1 Journal of Functional Analysis 1 Manuscripta Mathematica 1 Mathematische Annalen 1 Mathematische Nachrichten 1 Mathematische Zeitschrift 1 Numerische Mathematik 1 Osaka Journal of Mathematics 1 Proceedings of the London Mathematical Society. Third Series 1 SIAM Journal on Numerical Analysis 1 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 1 European Journal of Combinatorics 1 Chinese Annals of Mathematics. Series B 1 Journal of Complexity 1 International Journal of Approximate Reasoning 1 Journal of Economic Dynamics & Control 1 Mathematical and Computer Modelling 1 Journal of Applied Mathematics and Stochastic Analysis 1 Annals of Operations Research 1 Random Structures & Algorithms 1 Japan Journal of Industrial and Applied Mathematics 1 Communications in Statistics. Theory and Methods 1 Linear Algebra and its Applications 1 SIAM Journal on Mathematical Analysis 1 SIAM Review 1 Expositiones Mathematicae 1 Annales de l’Institut Henri Poincaré. Physique Théorique 1 Stochastics and Stochastics Reports 1 Journal of Nonlinear Science 1 Experimental Mathematics 1 Applied Mathematics. Series B (English Edition) 1 Russian Journal of Mathematical Physics ...and 30 more Journals
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#### Cited in 37 Fields

 357 Probability theory and stochastic processes (60-XX) 145 Statistics (62-XX) 34 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 29 Partial differential equations (35-XX) 24 Operations research, mathematical programming (90-XX) 24 Systems theory; control (93-XX) 21 Linear and multilinear algebra; matrix theory (15-XX) 15 Numerical analysis (65-XX) 13 Measure and integration (28-XX) 13 Operator theory (47-XX) 13 Quantum theory (81-XX) 11 Number theory (11-XX) 10 Real functions (26-XX) 10 Computer science (68-XX) 8 Statistical mechanics, structure of matter (82-XX) 7 Harmonic analysis on Euclidean spaces (42-XX) 7 Biology and other natural sciences (92-XX) 7 Information and communication theory, circuits (94-XX) 6 Functional analysis (46-XX) 5 Ordinary differential equations (34-XX) 5 Approximations and expansions (41-XX) 4 History and biography (01-XX) 4 Special functions (33-XX) 4 Dynamical systems and ergodic theory (37-XX) 4 Mechanics of deformable solids (74-XX) 3 Combinatorics (05-XX) 3 Potential theory (31-XX) 3 Difference and functional equations (39-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 3 Fluid mechanics (76-XX) 2 Sequences, series, summability (40-XX) 2 Integral transforms, operational calculus (44-XX) 2 Global analysis, analysis on manifolds (58-XX) 2 Geophysics (86-XX) 1 General and overarching topics; collections (00-XX) 1 Functions of a complex variable (30-XX) 1 Integral equations (45-XX)