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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: Indexed cover-to-cover
Documents Indexed: 4,006 Publications (since 1956)
References Indexed: 355 Publications with 6,967 References.
all top 5

Latest Issues

67, No. 2 (2022)
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66, No. 4 (2022)
66, No. 3 (2021)
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44, No. 1 (1999)
43, No. 4 (1998)
43, No. 3 (1998)
43, No. 2 (1998)
43, No. 1 (1998)
41, No. 4 (1996)
41, No. 3 (1996)
...and 74 more Volumes
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Authors

77 Borovkov, Aleksandr Alekseevich
59 Ibragimov, Il’dar Abdullovich
57 Shiryaev, Al’bert Nikolaevich
44 Vatutin, Vladimir Alekseevich
39 Nagaev, Sergey Victorovich
35 Kruglov, Victor M.
33 Khas’minskiĭ, Rafail Zalmanovich
32 Rozovskiĭ, Leonid Viktorovich
30 Shur, Mikhail Grigoryevtsh
27 Mogul’skii, Anatolii Alfredovich
27 Prokhorov, Yuriĭ Vasil’evich
27 Rozanov, Yuriĭ Anatol’evich
27 Skorokhod, Anatoliĭ Volodymyrovych
25 Rogozin, B. A.
25 Zolotarëv, Vladimir Mikhaĭlovich
24 Kholevo, Aleksandr Semënovich
24 Senatov, Vladimir Vasil’evich
23 Chibisov, Dmitriĭ Mikhaĭlovich
23 Fel’dman, Gennadiĭ Mikhaĭlovich
23 Novikov, Aleksandr Aleksandrovich
23 Rotar, Vladimir Il’ich
22 Korolev, Viktor Yur’evich
20 Davydov, Yu. A.
20 Gaposhkin, Vladimir Fedorovich
20 Petrov, Valentin Vladimirovich
19 Götze, Friedrich
19 Liptser, Robert
19 Nagaev, Alexander Viktorovich
19 Sevast’yanov, Boris Aleksandrovich
18 Chistyakov, Vladimir Pavlovich
18 Mikhaĭlov, Vladimir Gavrilovich
18 Veretennikov, Alexander Yu.
18 Zubkov, Andreĭ Mikhaĭlovich
17 Korolyuk, Volodymyr Semenovych
17 Piterbarg, Vladimir Il’ich
16 Borovkov, Konstantin A.
16 Gamkrelidze, Nikolaĭ Georgievich
16 Presman, Ernst L.
16 Sazonov, Vyacheslav Vasil’evich
16 Tutubalin, Valeriĭ Nikolaevich
16 Yurinskiĭ, Vadim Vladimirovich
15 Afanas’ev, Valeriĭ Ivanovich
15 Borisov, Igor S.
15 Darkhovsky, Boris S.
15 Feinberg, Eugene Aleksandrovich
15 Kagan, Abram Meerovich
15 Klebanov, Leo B.
15 Korostelev, Alexander P.
15 Krylov, Nicolaĭ Vladimirovich
15 Shurenkov, V. M.
15 Smorodina, Natal’ya Vasil’evna
15 Volodin, Igor N.
15 Zaitsev, Andrei Yu.
14 Dobrushin, Roland L’vovich
14 Ivchenko, Grigoriĭ Ivanovich
14 Lebedev, V. A.
14 Lifshits, Mikhail A.
14 Martikainen, Alexander I.
14 Pinelis, Iosif Froimovich
14 Wentzell, Alexander Dmitrievich
14 Yakymiv, Arsen Lubomirovich
14 Yushkevich, Aleksandr Adol’fovich
13 Egorov, V. A.
13 Maksimov, Valeri M.
13 Malevich, Tat’yana L’vovna
13 Shevtsova, I. G.
12 Alekseev, V. G.
12 Bol’shev, Login Nikolaevich
12 Bulinskiĭ, Aleksandr Vadimovich
12 Kabanov, Yuriĭ Mikhaĭlovich
12 Khatuntseva, M. V.
12 Molchanov, Stanislav Alekseevich
12 Pavlov, Igor V.
11 Bogachev, Vladimir Igorevich
11 Borodin, Andreĭ Nikolaevich
11 D’yakonova, Elena Evgen’evna
11 Engelbert, Hans-Jürgen
11 Ronzhin, A. F.
11 Ul’yanov, Vladimir Vasil’evich
10 Buldygin, Valeriĭ Volodymyrovych
10 Chistyakov, Gennadiy P.
10 Girko, Vyacheslav Leonidovich
10 Malinovskiĭ, Vsevolod Konstantinovich
10 Maslov, Viktor Pavlovich
10 Miroshin, R. N.
10 Nadaraya, Elizbar A.
10 Nosko, Vladimir P.
10 Tikhomirov, Alexander Nikolaevich
9 Afanaseva, Larisa G.
9 Aleškevičienė, Aldona K.
9 Arak, T. V.
9 Barndorff-Nielsen, Ole Eiler
9 Belyaev, Yuriĭ Konstantinovich
9 Dzhaparidze, Kacha
9 Faddeev, Mikhaĭl Mikhaĭlovich
9 Freidlin, Mark I.
9 Kharlamov, Boris Pavlovich
9 Khmaladze, Estate V.
9 Kolchin, Valentin F.
9 Kolmogorov, Andreĭ Nikolaevich
...and 1,869 more Authors
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Fields

2,989 Probability theory and stochastic processes (60-XX)
835 Statistics (62-XX)
118 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
82 Operations research, mathematical programming (90-XX)
75 History and biography (01-XX)
71 Systems theory; control (93-XX)
61 Measure and integration (28-XX)
44 Partial differential equations (35-XX)
38 Information and communication theory, circuits (94-XX)
37 Functional analysis (46-XX)
34 Numerical analysis (65-XX)
32 Combinatorics (05-XX)
30 Statistical mechanics, structure of matter (82-XX)
29 Quantum theory (81-XX)
26 Operator theory (47-XX)
25 Linear and multilinear algebra; matrix theory (15-XX)
21 Computer science (68-XX)
18 Dynamical systems and ergodic theory (37-XX)
17 General and overarching topics; collections (00-XX)
15 Calculus of variations and optimal control; optimization (49-XX)
11 Real functions (26-XX)
10 Ordinary differential equations (34-XX)
10 Biology and other natural sciences (92-XX)
9 Number theory (11-XX)
9 Global analysis, analysis on manifolds (58-XX)
7 Special functions (33-XX)
6 Sequences, series, summability (40-XX)
6 Integral equations (45-XX)
5 Potential theory (31-XX)
5 Harmonic analysis on Euclidean spaces (42-XX)
5 Fluid mechanics (76-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

2,354 Publications have been cited 16,562 times in 12,922 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.
506
1971
Some limit theorems for stationary processes. Zbl 0119.14204
Ibragimov, I. A.
269
1963
Finite continuous time Markov chains. Zbl 0112.09802
Kemeny, J. G.; Snell, J. L.
200
1962
On non-parametric estimates of density functions and regression curves. Zbl 0134.36302
Nadaraya, E. A.
171
1965
Prescribing a system of random variables by conditional distributions. Zbl 0264.60037
Dobrushin, R. L.
170
1970
On the strong law of large numbers and related results for quasi- stationary sequences. Zbl 0456.60027
Serfling, R. J.
169
1980
Some limit theorems for random functions. I. Zbl 0092.33502
Volkonskij, V. A.; Rozanov, Yu. A.
167
1959
The invariance principle for stationary processes. Zbl 0219.60030
Davydov, Yu. A.
165
1971
On transforming a certain class of stochastic processes by absolutely continuous substitution of measures. Zbl 0100.34004
Girsanov, I. V.
155
1962
On optimum methods in quickest detection problems. Zbl 0213.43804
Shiryaev, A. N.
145
1963
The limiting behavior of a one-dimensional random walk in a random medium. Zbl 0505.60086
Sinaj, Ya. G.
112
1982
Some new estimates for distribution functions. Zbl 0152.17605
Nadaraya, E. A.
105
1965
Convergence of distributions generated by stationary stochastic processes. Zbl 0181.44101
Davydov, J. A.
105
1968
Probability inequalities for sums of independent random variables. Zbl 0259.60024
Fuk, Dao Ha; Nagaev, S. V.
98
1971
On the strong mixing property for linear sequences. Zbl 0377.60046
Gorodeckii, V. V.
90
1977
On a method of calculation of semi-invariants. Zbl 0087.33701
Leonov, V. P.; Shiryaev, A. N.
88
1959
On strong mixing conditions for stationary Gaussian processes. Zbl 0106.12005
Kolmogorov, A. N.; Rozanov, Yu. A.
81
1961
The Monge-Kantorovich mass transference problem and its stochastic applications. Zbl 0581.60010
Rachev, S. T.
76
1985
Mixing conditions for Markov chains. Zbl 0297.60031
Davydov, Ju. A.
74
1973
Asymptotically minimax adaptive estimation. I: Upper bounds. Optimally adaptive estimates. Zbl 0776.62039
Lepskij, O. V.
73
1991
Superposition of Ornstein-Uhlenbeck type processes. Zbl 1003.60039
Barndorff-Nielsen, O. E.
72
2000
On large deviations from the invariant measure. Zbl 0375.60033
Gärtner, Jürgen
72
1977
Martingale approach in the theory of goodness-of-fit tests. Zbl 0481.60055
Khmaladze, E. V.
71
1982
On stochastic processes defined by differential equations with a small parameter. Zbl 0168.16002
Has’minskij, R. Z.
70
1966
On a problem of adaptive estimation in Gaussian white noise. Zbl 0745.62083
Lepskij, O. V.
69
1990
Some limit theorems for large deviations. Zbl 0144.18704
Nagaev, S. V.
66
1965
On a generalization of a stochastic integral. Zbl 0333.60060
Skorokhod, A. V.
60
1975
Approximate integration of stochastic differential equations. Zbl 0314.60039
Mil’shtejn, G. N.
59
1974
On the strong solutions of stochastic differential equations. Zbl 0434.60064
Veretennikov, A. Yu.
59
1980
Records. Zbl 0677.62044
Nevzorov, V. B.
59
1987
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.
57
1961
Power variation and time change. Zbl 1095.60023
Barndorff-Nielsen, O. E.; Shephard, N.
56
2006
Probability metrics. Zbl 0533.60025
Zolotarev, V. M.
56
1984
A note on the central limit theorems for dependent random variables. Zbl 0335.60023
Ibragimov, I. A.
54
1975
Generalization of Sperner’s theorem on the number of subsets of a finite set. Zbl 0123.36303
Meshalkin, L. D.
53
1963
Remarks on non-parametric estimates for density functions and regression curves. Zbl 0228.62031
Nadaraya, Eh. A.
53
1970
Integral limit theorems taking deviations into account when Cramer’s condition does not hold. I. Zbl 0196.21002
Nagaev, A. V.
49
1969
On the probabilities of large deviations for sums of independent random variables. Zbl 0235.60028
Petrov, V. V.
49
1965
On pure phases of the Ising model on the Bethe lattices. Zbl 0715.60122
Blekher, P. M.; Ganikhodzhaev, N. N.
49
1990
Gibbs state describing coexistence of phases for a three-dimensional Ising model. Zbl 0275.60119
Dobrushin, R. L.
47
1972
Brownian motion with a several-dimensional time. Zbl 0124.08702
McKean, H. P. jun.
47
1963
On the expected number of real zeros of random polynomials. I: Coefficients with zero means. Zbl 0277.60051
Ibragimov, I. A.; Maslova, N. B.
46
1971
Conditional Markov processes. Zbl 0106.12401
Stratonovich, R. L.
46
1961
Time-sharing service systems. I. Zbl 0378.60102
Klimov, G. P.
45
1974
Necessary and sufficient conditions for the uniform convergence of means to their expectations. Zbl 0487.60036
Vapnik, V. N.; Chervonenkis, A. Ya.
44
1982
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.
44
1985
Estimation of the distribution of noise in an autoregression scheme. Zbl 0526.62085
Boldin, M. V.
44
1982
A central limit theorem for a class of dependent random variables. Zbl 0123.36103
Ibragimov, I. A.
43
1963
A general approach to the strong law of large numbers. Zbl 0991.60021
Fazekas, I.; Klesov, O.
42
2000
Weak approximation of solutions of systems of stochastic differential equations. Zbl 0596.60060
Mil’shtejn, G. N.
42
1986
Calculation of the Wasserstein distance between probability distributions on the line. Zbl 0351.60009
Vallander, S. S.
42
1973
On boundary conditions for multidimensional diffusion processes. Zbl 0089.13404
Ventcel’, A. D.
42
1960
On Stefan’s problem and optimal stopping rules for Markov processes. Zbl 0178.53303
Grigelionis, B. I.; Shiryaev, A. N.
41
1966
On the convergence rate in the central limit theorem for weakly dependent random variables. Zbl 0471.60030
Tikhomirov, A. N.
41
1981
Sharp large deviations for the Ornstein-Uhlenbeck process. Zbl 1101.60320
Bercu, B.; Rouault, A.
40
2001
Max domains of attraction of univariate and multivariate \(p\)-max stable laws. Zbl 0788.60033
Mohan, N. R.; Ravi, S.
40
1992
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.
40
2007
Sharp optimality in density deconvolution with dominating bias. I. Zbl 1141.62021
Butucea, C.; Tsybakov, A. B.
40
2008
Boundary-value problems for random walks and large deviations in function spaces. Zbl 0178.20004
Borovkov, A. A.
40
1967
An information-theoretic proof of the central limit theorem under the Lindeberg conditions. Zbl 0097.13103
Linnik, Yu. V.
40
1960
Sharp optimality in density deconvolution with dominating bias. II. Zbl 1142.62017
Butucea, C.; Tsybakov, A. B.
39
2008
On distributions of functionals related to boundary problems for processes with independent increments. Zbl 0178.52701
Rogozin, B. A.
39
1966
On the decomposition of continuous submartingales. Zbl 0141.15102
Dambis, K. E.
38
1965
Nonparametric estimation of a density of unknown smoothness. Zbl 0593.62034
Efrojmovich, S. Yu.
37
1986
Limit measures arising in the asymptotic theory of symmetric groups. I. Zbl 0375.60007
Vershik, A. M.; Shmidt, A. A.
37
1977
On the continuity of the distribution of a sum of dependent variables connected with independent walks on lines. Zbl 0321.60053
Grincevicjus, A. K.
37
1974
On the problem of the equivalence of probability measures corresponding to stationary Gaussian processes. Zbl 0126.13703
Rozanov, Yu.
37
1963
Principle of averaging for parabolic and elliptic differential equations and for Markov processes with small diffusion. Zbl 0211.20701
Khas’minskiĭ, R. Z.
37
1963
Approximation of binomial distributions by infinitely divisible ones. Zbl 0533.60018
Presman, E. L.
37
1984
Symmetric stable processes as traces of degenerate diffusion processes. Zbl 0281.60091
Molchanov, S. A.; Ostrovskij, E.
36
1969
Concerning a certain probability problem. Zbl 0109.36404
Zolotarev, V. M.
36
1962
The Cramér-Lundberg model with stochastic premium process. Zbl 1033.60093
Boikov, A. V.
35
2002
The distribution of the first ladder moment and height and fluctuation of a random walk. Zbl 0269.60053
Rogozin, B. A.
34
1971
More exact statement of limit theorems for homogeneous Markov chains. Zbl 0116.10602
Nagaev, S. V.
34
1962
Periodically and almost-periodically correlated random processes with continuous time parameter. Zbl 0138.11003
Gladyshev, E. G.
34
1963
Bounds for the mixing rate in the theory of stochastic equations. Zbl 0663.60046
Veretennikov, A. Yu.
34
1987
Generalized continuous-time random walks, subordination by hitting times, and fractional dynamics. Zbl 1193.60046
Kolokoltsov, V. N.
33
2009
Estimates for the distribution function of a sum of two random variables when the marginal distributions are fixed. Zbl 0488.60022
Makarov, G. D.
33
1982
Large deviations for trajectories of multi-dimensional random walks. Zbl 0366.60031
Mogul’skij, A. A.
33
1976
Large-deviation probabilities for maxima of sums of independent random variables with negative mean and subexponential distribution. Zbl 1005.60060
Korshunov, D. A.
32
2001
Backward stochastic differential equations driven by càdlàg martingales. Zbl 1152.60050
Carbone, R.; Ferrario, B.; Santacroce, M.
32
2008
The best choice problem for a random number of objects. Zbl 0296.60031
Presman, E. L.; Sonin, I. M.
32
1972
Integral limit theorems taking large deviations into account when Cramer’s condition does not hold. II. Zbl 0196.21003
Nagaev, A. V.
32
1969
On the asymptotic behavior of the probability of non-extinction for critical branching processes in a random environment. Zbl 0384.60058
Kozlov, M. V.
31
1976
On a non-parametric analogue of the information matrix. Zbl 0388.62037
Kosevnik, Ju. A.; Levit, B. Ja.
31
1976
On an identity for stochastic integrals. Zbl 0284.60054
Novikov, A. A.
31
1972
On positive solutions of the equation \({\mathfrak A} u+ V\cdot u=0\). Zbl 0089.34501
Khas’minskiĭ, R. Z.
31
1959
On the distribution of the sizes of particles which undergo splitting. Zbl 0242.60050
Filippov, A. F.
30
1962
Sharp large deviations for the fractional Ornstein-Uhlenbeck process. Zbl 1252.60026
Bercu, B.; Coutin, L.; Savy, N.
30
2011
The survival probability of a critical branching process in a random environment. Zbl 0994.60095
Geiger, J.; Kersting, G.
29
2000
Reflected backward SDEs with general jumps. Zbl 1341.60054
Hamadène, S.; Ouknine, Y.
29
2016
On polynomial mixing and convergence rate for stochastic difference and differential equations. Zbl 0969.60070
Veretennikov, A. Yu.
29
1999
Regular conditional expectations of correspondences. Zbl 0367.60002
Dynkin, E. B.; Evstigneev, I. V.
29
1976
A method of second-order accuracy integration of stochastic differential equations. Zbl 0422.60048
Mil’shtejn, G. N.
29
1979
On the central limit theorem for \(\phi\)-mixing arrays of random variables. Zbl 0724.60028
Utev, S. A.
28
1990
Minimax detection of a signal in a Gaussian white noise. Zbl 0744.62117
Ermakov, M. S.
28
1990
Stopping Brownian motion without anticipation as close as possible to its ultimate maximum. Zbl 0982.60082
Graversen, S. E.; Peskir, G.; Shiryaev, A. N.
28
2000
On Ito’s stochastic integral equations. Zbl 0281.60066
Krylov, N. V.
28
1969
On the integral mean square error of some nonparametric estimates for the density function. Zbl 0309.62025
Nadaraja, E. A.
28
1974
Mappings of Gaussian cylindrical measures in Banach spaces. Zbl 0312.60005
Linde, W.; Pietsch, A.
28
1974
The life, work, and legacy of P. L. Chebyshev. Zbl 07481223
Bingham, N. H.
1
2022
Distributional uncertainty of the financial time series measured by \(G\)-expectation. Zbl 07481235
Peng, S.; Yang, 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
On exact large deviation principles for compound renewal processes. Zbl 1470.60082
Borovkov, A. A.
3
2021
Breaking a chain of interacting Brownian particles: a Gumbel limit theorem. Zbl 1475.82016
Aurzada, F.; Betz, V.; Lifshits, M.
2
2021
Ergodicities and exponential ergodicities of Dawson-Watanabe type processes. Zbl 1470.60230
Li, Z.
2
2021
Large deviations for a terminating compound renewal process. Zbl 1470.60081
Bakay, G. A.
1
2021
Kolmogorov’s strong law of large numbers holds for pairwise uncorrelated random variables. Zbl 1470.60099
Janisch, M.
1
2021
Subcritical branching processes in random environment with immigration: survival of a single family. Zbl 1456.60228
Vatutin, V. A.; Dyakonova, E. E.
1
2021
The joint law of a max-continuous local submartingale and its maximum. Zbl 1469.60128
Gushchin, A. A.
1
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.
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
Convergence rate of random geometric sum distributions to the Laplace law. Zbl 1466.62258
Slepov, N. A.
1
2021
On tests for distinguishing distribution tails. Zbl 1476.62080
Kogut, N. S.; Rodionov, I. V.
1
2021
Fatou’s lemma in its classical form and Lebesgue’s convergence theorems for varying measures with applications to Markov decision processes. Zbl 1480.28005
Feinberg, E. A.; Kasyanov, P. O.; Liang, Y.
7
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.
3
2020
New checkable conditions for moment determinacy of probability distributions. Zbl 1468.60022
Stoyanov, J. M.; Lin, G. D.; Kopanov, P.
3
2020
Fluctuations of the propagation front of a catalytic branching walk. Zbl 1432.60094
Bulinskaya, E. Vl.
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
Fatou’s lemma for weakly converging measures under the uniform integrability condition. Zbl 1434.28004
Feinberg, E. A.; Kasyanov, P. O.; Liang, Y.
3
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.
2
2020
The initial evolution stage of a weakly subcritical branching process in a random environment. Zbl 1432.60097
Vatutin, V. A.; Dyakonova, E. E.
2
2020
A ruin problem for a two-dimensional Brownian motion with controllable drift in the positive quadrant. Zbl 1450.91033
Grandits, P.
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
Lower cone distribution functions and set-valued quantiles form Galois connections. Zbl 1459.60027
Ararat, Ç.; Hamel, A. H.
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
On the complexity and dimension of continuous finite-dimensional maps. Zbl 1453.37022
Darkhovsky, B. S.
1
2020
Structure conditions under progressively added information. Zbl 1452.91287
Choulli, T.; Deng, J.
1
2020
Moment inequalities for linear and nonlinear statistics. Zbl 1437.62172
Götze, F.; Naumov, A. A.; Tikhomirov, A. N.
1
2020
On upper functions for integral quadratic functionals based on time-varying Ornstein-Uhlenbeck process. Zbl 1434.60218
Palamarchuk, E. S.
1
2020
Large financial markets, discounting, and no asymptotic arbitrage. Zbl 1448.91277
Bálint, D. Á.; Schweizer, M.
1
2020
Approximate hedging with constant proportional transaction costs in financial markets with jumps. Zbl 1460.91274
Nguyen, T.; Pergamenschchikov, S.
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
Discrimination of close hypotheses about the distribution tails using higher order statistics. Zbl 1411.62122
Rodionov, I. V.
7
2019
Two-colorings of a random hypergraph. Zbl 1481.05053
Semenov, A. S.
6
2019
A limit theorem for supercritical random branching walks with branching sources of varying intensity. Zbl 1480.60261
Khristolyubov, I. I.; Yarovaya, E. B.
4
2019
Statistical analysis of the mixed fractional Ornstein-Uhlenbeck process. Zbl 1411.62053
Chigansky, P.; Kleptsyna, M.
4
2019
Lamperti-type theorems for random fields. Zbl 1442.60058
Davydov, Yu.; Paulauskas, V.
4
2019
On a characterization theorem for probability distributions on discrete abelian groups. Zbl 1442.60023
Feldman, G. M.
4
2019
Two-boundary problem for a random walk in a random environment. Zbl 1442.60107
Afanasyev, V. I.
3
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
3
2019
First-passage times over moving boundaries for asymptotically stable walks. Zbl 1442.60049
Denisov, D.; Sakhanenko, A.; Wachtel, V.
3
2019
Branching random walks on \(\mathbb Z^d\) with periodic branching sources. Zbl 1479.60180
Platonova, M. V.; Ryadovkin, K. S.
2
2019
The Tanaka formula for symmetric stable processes with index \(\alpha\), \(0<\alpha<2\). Zbl 1479.60099
Engelbert, H.-J.; Kurenok, V. P.
2
2019
Moderate large deviations principles for trajectories of compound renewal processes. Zbl 1479.60055
Borovkov, A. A.
2
2019
The first exit time of fractional Brownian motion from a parabolic domain. Zbl 1480.60088
Aurzada, F.; Lifshits, M. A.
2
2019
Stability conditions for queueing systems with regenerative flow of interruptions. Zbl 1409.90055
Afanasyeva, L. G.; Tkachenko, A. V.
2
2019
Reduced critical branching processes for small populations. Zbl 1442.60087
Liu, M.; Vatutin, V.
2
2019
On the completeness of stochastic flows generated by equations with current velocities. Zbl 1478.60177
Gliklikh, Yu. E.; Shchichko, T. A.
1
2019
Integro-local CLT for sums of independent nonlattice random vectors. Zbl 1478.60091
Rozovsky, L. V.
1
2019
Pathwise decompositions of Brownian semistationary processes. Zbl 1478.60166
Sauri, O.
1
2019
Approximate Wiener-Hopf factorization and Monte Carlo methods for Lévy processes. Zbl 1479.60098
Kudryavtsev, O. E.
1
2019
Reflecting Lévy processes and associated families of linear operators. Zbl 1480.60213
Ibragimov, I. A.; Smorodina, N. V.; Faddeev, M. M.
1
2019
Abelian theorem for the regularly varying measure and its density in orthant. Zbl 1426.28007
Yakymiv, A. L.
1
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.
1
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.
1
2019
Random mappings with component sizes from a given set. Zbl 1480.60016
Timashëv, A. N.
1
2019
\(K\)-differenced vector random fields. Zbl 1442.60056
Alsultan, R.; Ma, C.
1
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.
1
2019
Sequential testing of two hypotheses for a stationary Ornstein-Uhlenbeck process. Zbl 1411.62244
Lisovskii, D. I.; Shiryaev, A. N.
1
2019
Limit theorems for random exponentials: the bounded support case. Zbl 1442.60035
Grabchak, M.; Molchanov, S. A.
1
2019
Maximum likelihood method in de Finetti’s theorem. Zbl 1442.60026
Melkumova, L. E.; Shatskikh, S. Ya.
1
2019
Persistence probabilities and a decorrelation inequality for the Rosenblatt process and Hermite processes. Zbl 1442.60041
Aurzada, F.; Mönch, C.
1
2019
Fractional diffusion-telegraph equations and their associated stochastic solutions. Zbl 1405.60086
D&rsquo;Ovidio, M.; Polito, F.
14
2018
Local semicircle law under moment conditions: the Stieltjes transform, rigidity, and delocalization. Zbl 1426.15056
Götze, F.; Naumov, A. A.; Tikhomirov, A. N.
7
2018
On exponential functionals of processes with independent increments. Zbl 1414.60033
Salminen, P.; Vostrikova, L.
6
2018
Heyde’s characterization theorem for some locally compact abelian groups. Zbl 1410.60009
Feldman, G. M.
6
2018
Hawkes graphs. Zbl 1390.60176
Embrechts, P.; Kirchner, M.
5
2018
High extremes of Gaussian chaos processes: a discrete time approximation approach. Zbl 1414.60024
Zhdanov, A. I.; Piterbarg, V. I.
5
2018
A discrimination test for tails of Weibull-type distributions. Zbl 1404.62050
Rodionov, I. V.
5
2018
Spectral asymptotics of a supercritical branching random walk. Zbl 1405.60132
Yarovaya, E. B.
5
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.
4
2018
Constructing explicit estimators in nonlinear regression problems. Zbl 1404.62071
Linke, Yu. Yu.; Borisov, I. S.
4
2018
Multitype branching processes in random environment: probability of survival for the critical case. Zbl 1405.60131
Vatutin, V. A.; Dyakonova, E. E.
4
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.
4
2018
On the classical capacity of a channel with stationary quantum Gaussian noise. Zbl 1395.81065
Holevo, A. S.
4
2018
Asymptotic near-minimaxity of the randomized Shiryaev-Roberts-Pollak change-point detection procedure in continuous time. Zbl 1396.62184
Polunchenko, A. S.
4
2018
Bounds for the concentration functions of random sums under relaxed moment conditions. Zbl 1388.60047
Korolev, V. Yu.; Dorofeeva, A. V.
3
2018
Estimates for the rate of convergence in the global CLT for compound mixed Poisson distributions. Zbl 1414.60017
Shevtsova, I. G.
3
2018
On estimation of parameters in the case of discontinuous densities. Zbl 1404.62024
Borovkov, A. A.
3
2018
The joint law of terminal values of a nonnegative submartingale and its compensator. Zbl 1434.60125
Gushchin, A. A.
3
2018
\(N\)-branching random walk with \(\alpha\)-stable spine. Zbl 1434.60247
Mallein, B.
3
2018
Moment inequalities for \(m\)-NOD random variables and their applications. Zbl 1405.60027
Wang, X. J.; Hu, S. H.; Volodin, A. I.
3
2018
Any random variable with finite moments is a sum of two variables with determinate moment problem. Zbl 1396.60023
Lykov, K. V.
3
2018
Limit theorems for generalized renewal processes. Zbl 1388.60150
Bulinskaya, E. V.; Sokolova, A. I.
2
2018
Limit theorems for power-series distributions with finite radius of convergence. Zbl 1414.60018
Timashev, A. N.
2
2018
On the order of random permutation with cycle weights. Zbl 1398.05013
Yakymiv, A. L.
2
2018
The \(I\)-function distribution and its extensions. Zbl 1404.62021
Vellaisamy, P.; Kataria, K. K.
2
2018
Goodness-of-fit tests based on sup-functionals of weighted empirical processes. Zbl 1404.62046
Stepanova, N.; Pavlenko, T.
2
2018
Fourier series expansion of stochastic measures. Zbl 1414.60037
Radchenko, V. M.
2
2018
Integro-local limit theorems for compound renewal processes. Zbl 1426.60110
Borovkov, A. A.
2
2018
Geometry and probability. Zbl 1426.60012
Zorich, V. A.
2
2018
Characterizations of probability distributions through \(Q\)-independence. Zbl 1434.60063
Prakasa Rao, B. L. S.
2
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.
2
2018
Ordering results for aggregate claim amounts from two heterogeneous Marshall-Olkin extended exponential portfolios and their applications in insurance analysis. Zbl 1458.62232
Barmalzan, G.; Payandeh Najafabadi, A. T.; Balakrishnan, N.
1
2018
Criteria of relative and stochastic compactness for distributions of sums of independent random variables. Zbl 1414.60029
Khartov, A. A.
1
2018
Poisson statistics of eigenvalues in the hierarchical Dyson model. Zbl 1414.60051
Bendikov, A.; Braverman, A.; Pike, J.
1
2018
Improvements of Plachky-Steinebach theorem. Zbl 1401.60044
Comman, H.
1
2018
...and 1094 more Documents
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Cited by 11,781 Authors

55 Götze, Friedrich
43 Bogachev, Vladimir Igorevich
43 Leonenko, Nikolai N.
43 Wang, Xuejun
40 Čekanavičius, Vydas
40 Vatutin, Vladimir Alekseevich
36 Rozikov, Utkir A.
35 Röckner, Michael
34 Devroye, Luc P. J. A.
31 Zeifman, Alexander Izrailevich
30 Horváth, Lajos
30 Korolev, Viktor Yur’evich
30 Rachev, Svetlozar T.
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
28 Shaposhnikov, Stanislav V.
27 Efromovich, Sam
27 Peligrad, Magda
25 Prakasa Rao, B. L. S.
24 Feinberg, Eugene Aleksandrovich
24 Surgailis, Donatas
24 Taqqu, Murad S.
23 Dedecker, Jérôme
23 Ginovyan, Mamikon S.
23 Puri, Madan Lal
22 Hall, Peter Gavin
22 Tran, Lanh Tat
21 Barakat, Haroon Mohamed
21 Barndorff-Nielsen, Ole Eiler
21 Chistyakov, Gennadiy P.
21 Nualart, David
20 Anthony, Martin H. G.
20 Berkes, István
20 Kifer, Yuri
20 Kutoyants, Yury A.
20 Merlevède, Florence
20 Mishura, Yuliya Stepanivna
20 Mukhamedov, Farruh Maksutovich
20 Orsingher, Enzo
20 Peskir, Goran
20 Rozovskiĭ, Leonid Viktorovich
20 Sunklodas, Jonas Kazys
20 Tartakovsky, Alexander G.
20 Wachtel, Vitali I.
20 Yor, Marc
19 Ahmad, Ibrahim A.
19 D’yakonova, Elena Evgen’evna
19 Hernández-Lerma, Onésimo
19 Lee, Sangyeol
19 Pitman, Jim William
19 Shi, Zhan
19 Shirokov, Maksim Evgen’evich
19 Volodin, Andrei I.
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 Veretennikov, Alexander Yu.
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 Pergamenshchikov, Sergeĭ Markovich
17 Piunovskiĭ, Alekseĭ Borisovich
17 Račkauskas, Alfredas Yurgevich
17 Roos, Bero
17 Wu, Wei Biao
17 Yang, Wenzhi
17 Yarovaya, Elena B.
16 Bentkus, Vidmants-Kastytis
16 Dokuchaev, Nikolai G.
16 Farahmand, Kambiz
16 Kohler, Michael
16 Mogul’skii, Anatolii Alfredovich
16 Nikulin, Mikhail Stepanovich
16 Ratsaby, Joel
16 Shiryaev, Al’bert Nikolaevich
16 Stelzer, Robert
16 Tang, Qihe
16 Vershik, Anatoliĭ Moiseevich
16 Xiao, Yimin
16 Yakymiv, Arsen Lubomirovich
15 Afanas’ev, Valeriĭ Ivanovich
15 Comte, Fabienne
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Cited in 781 Journals

620 Stochastic Processes and their Applications
586 Statistics & Probability Letters
356 Journal of Statistical Planning and Inference
335 Journal of Multivariate Analysis
278 Probability Theory and Related Fields
277 Communications in Statistics. Theory and Methods
247 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
239 The Annals of Statistics
233 Journal of Mathematical Sciences (New York)
231 Journal of Theoretical Probability
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204 Journal of Statistical Physics
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193 Lithuanian Mathematical Journal
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174 Theory of Probability and its Applications
171 The Annals of Applied Probability
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156 Bernoulli
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139 Stochastic Analysis and Applications
116 Advances in Applied Probability
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110 Communications in Mathematical Physics
104 Stochastics
99 Sequential Analysis
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85 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
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72 Queueing Systems
71 Journal of Mathematical Physics
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68 Mathematical Notes
67 Doklady Mathematics
65 Journal of Computational and Applied Mathematics
64 Computational Statistics and Data Analysis
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63 Journal of Time Series Analysis
63 Discrete Mathematics and Applications
62 Econometric Theory
60 Metrika
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56 Transactions of the American Mathematical Society
55 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
54 Acta Applicandae Mathematicae
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