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: 4,068 Publications (since 1956) References Indexed: 409 Publications with 8,110 References. all top 5 Latest Issues 68, No. 3 (2023) 68, No. 2 (2023) 68, No. 1 (2023) 67, No. 4 (2023) 67, No. 3 (2022) 67, No. 2 (2022) 67, No. 1 (2022) 66, No. 4 (2022) 66, No. 3 (2021) 66, No. 2 (2021) 66, No. 1 (2021) 65, No. 4 (2021) 65, No. 3 (2020) 65, No. 2 (2020) 65, No. 1 (2020) 64, No. 4 (2020) 64, No. 3 (2019) 64, No. 2 (2019) 64, No. 1 (2019) 63, No. 4 (2019) 63, No. 3 (2019) 63, No. 2 (2018) 63, No. 1 (2018) 62, No. 4 (2018) 62, No. 3 (2018) 62, No. 2 (2018) 62, No. 1 (2018) 61, No. 4 (2017) 61, No. 3 (2017) 61, No. 2 (2017) 61, No. 1 (2017) 60, No. 4 (2016) 60, No. 3 (2016) 60, No. 2 (2016) 60, No. 1 (2016) 59, No. 4 (2015) 59, No. 3 (2015) 59, No. 2 (2015) 59, No. 1 (2015) 58, No. 4 (2014) 58, No. 3 (2014) 58, No. 2 (2014) 58, No. 1 (2014) 57, No. 4 (2013) 57, No. 3 (2013) 57, No. 2 (2013) 57, No. 1 (2013) 56, No. 4 (2012) 56, No. 3 (2012) 56, No. 2 (2012) 56, No. 1 (2012) 55, No. 4 (2011) 55, No. 3 (2011) 55, No. 2 (2011) 55, No. 1 (2011) 54, No. 4 (2010) 54, No. 3 (2010) 54, No. 2 (2010) 54, No. 1 (2010) 53, No. 4 (2009) 53, No. 3 (2009) 53, No. 2 (2009) 53, No. 1 (2009) 52, No. 4 (2008) 52, No. 3 (2008) 52, No. 2 (2008) 52, No. 1 (2008) 51, No. 4 (2007) 51, No. 3 (2007) 51, No. 2 (2007) 51, No. 1 (2007) 50, No. 4 (2006) 50, No. 3 (2006) 50, No. 2 (2006) 50, No. 1 (2006) 49, No. 4 (2005) 49, No. 3 (2005) 49, No. 2 (2005) 49, No. 1 (2005) 48, No. 4 (2003) 48, No. 3 (2003) 48, No. 2 (2003) 48, No. 1 (2003) 47, No. 4 (2002) 47, No. 3 (2002) 47, No. 2 (2002) 47, No. 1 (2002) 46, No. 4 (2001) 46, No. 3 (2001) 46, No. 2 (2001) 46, No. 1 (2001) 45, No. 4 (2000) 45, No. 3 (2000) 45, No. 2 (2000) 45, No. 1 (2000) 44, No. 4 (1999) 44, No. 3 (1999) 44, No. 2 (1999) 44, No. 1 (1999) 43, No. 4 (1998) ...and 79 more Volumes all top 5 Authors 78 Borovkov, Aleksandr Alekseevich 61 Shiryaev, Al’bert Nikolaevich 60 Ibragimov, Il’dar Abdullovich 48 Vatutin, Vladimir Alekseevich 40 Nagaev, Sergeĭ Viktorovich 35 Kruglov, Victor M. 34 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 Götze, Friedrich 19 Liptser, Robert 19 Nagaev, Aleksandr 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 Lifshits, Mikhail A. 17 Piterbarg, Vladimir Il’ich 16 Borovkov, Konstantin A. 16 Gamkrelidze, Nikolaĭ Georgievich 16 Krylov, Nicolaĭ Vladimirovich 16 Pinelis, Iosif Froimovich 16 Presman, Ernst L. 16 Sazonov, Vyacheslav Vasil’evich 16 Smorodina, Natal’ya Vasil’evna 16 Tutubalin, Valeriĭ Nikolaevich 16 Yurinskiĭ, Vadim Vladimirovich 15 Afanas’ev, Valeriĭ Ivanovich 15 Darkhovsky, Boris S. 15 Feinberg, Eugene Aleksandrovich 15 Kagan, Abram Meerovich 15 Klebanov, Leo B. 15 Korostelev, Alexander P. 15 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 Pavlov, Igor V. 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 P. 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 1,922 more Authors all top 5 Fields 3,036 Probability theory and stochastic processes (60-XX) 846 Statistics (62-XX) 124 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 85 Operations research, mathematical programming (90-XX) 82 History and biography (01-XX) 74 Systems theory; control (93-XX) 61 Measure and integration (28-XX) 46 Partial differential equations (35-XX) 39 Information and communication theory, circuits (94-XX) 37 Functional analysis (46-XX) 35 Combinatorics (05-XX) 33 Numerical analysis (65-XX) 30 Quantum theory (81-XX) 30 Statistical mechanics, structure of matter (82-XX) 27 Operator theory (47-XX) 25 Linear and multilinear algebra; matrix theory (15-XX) 21 General and overarching topics; collections (00-XX) 21 Computer science (68-XX) 19 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) 7 Special functions (33-XX) 6 Potential theory (31-XX) 6 Sequences, series, summability (40-XX) 6 Integral equations (45-XX) 6 Fluid mechanics (76-XX) 5 Harmonic analysis on Euclidean spaces (42-XX) 4 Integral transforms, operational calculus (44-XX) 3 Topological groups, Lie groups (22-XX) 3 Functions of a complex variable (30-XX) 3 Approximations and expansions (41-XX) 3 Abstract harmonic analysis (43-XX) 2 Mathematical logic and foundations (03-XX) 2 Group theory and generalizations (20-XX) 2 Geometry (51-XX) 2 Convex and discrete geometry (52-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Nonassociative rings and algebras (17-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Differential geometry (53-XX) 1 General topology (54-XX) 1 Mechanics of particles and systems (70-XX) 1 Geophysics (86-XX) 1 Mathematics education (97-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 2,436 Publications have been cited 18,354 times in 14,057 Documents Cited by ▼ Year ▼ On the uniform convergence of relative frequencies of events to their probabilities. Zbl 0247.60005Vapnik, V. N.; Chervonenkis, A. Ya. 550 1971 Some limit theorems for stationary processes. Zbl 0119.14204Ibragimov, I. A. 284 1963 Finite continuous time Markov chains. Zbl 0112.09802Kemeny, J. G.; Snell, J. L. 202 1962 Prescribing a system of random variables by conditional distributions. Zbl 0264.60037Dobrushin, R. L. 181 1970 On non-parametric estimates of density functions and regression curves. Zbl 0134.36302Nadaraya, E. A. 179 1965 Some limit theorems for random functions. I. Zbl 0092.33502Volkonskij, V. A.; Rozanov, Yu. A. 175 1959 On transforming a certain class of stochastic processes by absolutely continuous substitution of measures. Zbl 0100.34004Girsanov, I. V. 174 1962 On the strong law of large numbers and related results for quasi- stationary sequences. Zbl 0456.60027Serfling, R. J. 169 1980 The invariance principle for stationary processes. Zbl 0219.60030Davydov, Yu. A. 167 1971 On optimum methods in quickest detection problems. Zbl 0213.43804Shiryaev, A. N. 157 1963 The limiting behavior of a one-dimensional random walk in a random medium. Zbl 0505.60086Sinaj, Ya. G. 132 1982 Convergence of distributions generated by stationary stochastic processes. Zbl 0181.44101Davydov, J. A. 110 1968 Some new estimates for distribution functions. Zbl 0152.17605Nadaraya, E. A. 109 1965 Probability inequalities for sums of independent random variables. Zbl 0259.60024Fuk, Dao Ha; Nagaev, S. V. 108 1971 On a method of calculation of semi-invariants. Zbl 0087.33701Leonov, V. P.; Shiryaev, A. N. 96 1959 On the strong mixing property for linear sequences. Zbl 0377.60046Gorodeckii, V. V. 92 1977 On strong mixing conditions for stationary Gaussian processes. Zbl 0106.12005Kolmogorov, A. N.; Rozanov, Yu. A. 88 1961 On a problem of adaptive estimation in Gaussian white noise. Zbl 0745.62083Lepskij, O. V. 81 1990 Superposition of Ornstein-Uhlenbeck type processes. Zbl 1003.60039Barndorff-Nielsen, O. E. 81 2000 Asymptotically minimax adaptive estimation. I: Upper bounds. Optimally adaptive estimates. Zbl 0776.62039Lepskij, O. V. 77 1991 Mixing conditions for Markov chains. Zbl 0297.60031Davydov, Ju. A. 77 1973 On stochastic processes defined by differential equations with a small parameter. Zbl 0168.16002Has’minskij, R. Z. 77 1966 On large deviations from the invariant measure. Zbl 0375.60033Gärtner, Jürgen 76 1977 The Monge-Kantorovich mass transference problem and its stochastic applications. Zbl 0581.60010Rachev, S. T. 76 1985 Martingale approach in the theory of goodness-of-fit tests. Zbl 0481.60055Khmaladze, E. V. 75 1982 Approximate integration of stochastic differential equations. Zbl 0314.60039Mil’shtejn, G. N. 73 1974 On the strong solutions of stochastic differential equations. Zbl 0434.60064Veretennikov, A. Yu. 68 1980 Ergodic properties of recurrent diffusion processes and stabilization of the solution to the Cauchy problem for parabolic equations. Zbl 0106.12001Khas’minskiĭ, R. Z. 68 1961 Power variation and time change. Zbl 1095.60023Barndorff-Nielsen, O. E.; Shephard, N. 66 2006 Some limit theorems for large deviations. Zbl 0144.18704Nagaev, S. V. 66 1965 On a generalization of a stochastic integral. Zbl 0333.60060Skorokhod, A. V. 63 1975 Probability metrics. Zbl 0533.60025Zolotarev, V. M. 61 1984 Records. Zbl 0677.62044Nevzorov, V. B. 61 1987 On the probabilities of large deviations for sums of independent random variables. Zbl 0235.60028Petrov, V. V. 58 1965 On boundary conditions for multidimensional diffusion processes. Zbl 0089.13404Ventcel’, A. D. 57 1960 Generalization of Sperner’s theorem on the number of subsets of a finite set. Zbl 0123.36303Meshalkin, L. D. 57 1963 A note on the central limit theorems for dependent random variables. Zbl 0335.60023Ibragimov, I. A. 56 1975 Calculation of the Wasserstein distance between probability distributions on the line. Zbl 0351.60009Vallander, S. S. 56 1973 Remarks on non-parametric estimates for density functions and regression curves. Zbl 0228.62031Nadaraya, Eh. A. 56 1970 Integral limit theorems taking deviations into account when Cramer’s condition does not hold. I. Zbl 0196.21002Nagaev, A. V. 53 1969 On pure phases of the Ising model on the Bethe lattices. Zbl 0715.60122Blekher, P. M.; Ganikhodzhaev, N. N. 52 1990 Gibbs state describing coexistence of phases for a three-dimensional Ising model. Zbl 0275.60119Dobrushin, R. L. 51 1972 On the expected number of real zeros of random polynomials. I: Coefficients with zero means. Zbl 0277.60051Ibragimov, I. A.; Maslova, N. B. 49 1971 On the convergence rate in the central limit theorem for weakly dependent random variables. Zbl 0471.60030Tikhomirov, A. N. 49 1981 Brownian motion with a several-dimensional time. Zbl 0124.08702McKean, H. P. jun. 49 1963 Weak approximation of solutions of systems of stochastic differential equations. Zbl 0596.60060Mil’shtejn, G. N. 48 1986 Conditional Markov processes. Zbl 0106.12401Stratonovich, R. L. 48 1961 A central limit theorem for a class of dependent random variables. Zbl 0123.36103Ibragimov, I. A. 48 1963 Time-sharing service systems. I. Zbl 0378.60102Klimov, G. P. 47 1974 Estimation of the distribution of noise in an autoregression scheme. Zbl 0526.62085Boldin, M. V. 47 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 0579.60016Klebanov, L. B.; Maniya, G. M.; Melamed, I. A. 47 1985 Necessary and sufficient conditions for the uniform convergence of means to their expectations. Zbl 0487.60036Vapnik, V. N.; Chervonenkis, A. Ya. 46 1982 A general approach to the strong law of large numbers. Zbl 0991.60021Fazekas, I.; Klesov, O. 44 2000 Sharp large deviations for the Ornstein-Uhlenbeck process. Zbl 1101.60320Bercu, B.; Rouault, A. 44 2001 Max domains of attraction of univariate and multivariate \(p\)-max stable laws. Zbl 0788.60033Mohan, N. R.; Ravi, S. 43 1992 Large deviations of the empirical current in interacting particle systems. Zbl 1190.82027Bertini, L.; De Sole, A.; Gabrielli, D.; Jona-Lasinio, G.; Landim, C. 43 2007 Boundary-value problems for random walks and large deviations in function spaces. Zbl 0178.20004Borovkov, A. A. 43 1967 On Stefan’s problem and optimal stopping rules for Markov processes. Zbl 0178.53303Grigelionis, B. I.; Shiryaev, A. N. 42 1966 Principle of averaging for parabolic and elliptic differential equations and for Markov processes with small diffusion. Zbl 0211.20701Khas’minskiĭ, R. Z. 42 1963 Sharp optimality in density deconvolution with dominating bias. I. Zbl 1141.62021Butucea, C.; Tsybakov, A. B. 41 2008 An information-theoretic proof of the central limit theorem under the Lindeberg conditions. Zbl 0097.13103Linnik, Yu. V. 41 1960 On the decomposition of continuous submartingales. Zbl 0141.15102Dambis, K. E. 41 1965 Symmetric stable processes as traces of degenerate diffusion processes. Zbl 0281.60091Molchanov, S. A.; Ostrovskij, E. 40 1969 Sharp optimality in density deconvolution with dominating bias. II. Zbl 1142.62017Butucea, C.; Tsybakov, A. B. 40 2008 Bounds for the mixing rate in the theory of stochastic equations. Zbl 0663.60046Veretennikov, A. Yu. 40 1987 More exact statement of limit theorems for homogeneous Markov chains. Zbl 0116.10602Nagaev, S. V. 40 1962 Periodically and almost-periodically correlated random processes with continuous time parameter. Zbl 0138.11003Gladyshev, E. G. 40 1963 Limit measures arising in the asymptotic theory of symmetric groups. I. Zbl 0375.60007Vershik, A. M.; Shmidt, A. A. 39 1977 Concerning a certain probability problem. Zbl 0109.36404Zolotarev, V. M. 39 1962 On the problem of the equivalence of probability measures corresponding to stationary Gaussian processes. Zbl 0126.13703Rozanov, Yu. 39 1963 On distributions of functionals related to boundary problems for processes with independent increments. Zbl 0178.52701Rogozin, B. A. 39 1966 Generalized continuous-time random walks, subordination by hitting times, and fractional dynamics. Zbl 1193.60046Kolokoltsov, V. N. 38 2009 Nonparametric estimation of a density of unknown smoothness. Zbl 0593.62034Efrojmovich, S. Yu. 38 1986 On the continuity of the distribution of a sum of dependent variables connected with independent walks on lines. Zbl 0321.60053Grincevicjus, A. K. 38 1974 Estimates for the distribution function of a sum of two random variables when the marginal distributions are fixed. Zbl 0488.60022Makarov, G. D. 38 1982 Approximation of binomial distributions by infinitely divisible ones. Zbl 0533.60018Presman, E. L. 38 1984 The distribution of the first ladder moment and height and fluctuation of a random walk. Zbl 0269.60053Rogozin, B. A. 37 1971 Backward stochastic differential equations driven by càdlàg martingales. Zbl 1152.60050Carbone, R.; Ferrario, B.; Santacroce, M. 37 2008 Reflected backward SDEs with general jumps. Zbl 1341.60054Hamadène, S.; Ouknine, Y. 36 2016 Large deviations for trajectories of multi-dimensional random walks. Zbl 0366.60031Mogul’skij, A. A. 35 1976 On the asymptotic behavior of the probability of non-extinction for critical branching processes in a random environment. Zbl 0384.60058Kozlov, M. V. 35 1976 The Cramér-Lundberg model with stochastic premium process. Zbl 1033.60093Boikov, A. V. 35 2002 On an identity for stochastic integrals. Zbl 0284.60054Novikov, A. A. 35 1972 On positive solutions of the equation \({\mathfrak A} u+ V\cdot u=0\). Zbl 0089.34501Khas’minskiĭ, R. Z. 35 1959 Large-deviation probabilities for maxima of sums of independent random variables with negative mean and subexponential distribution. Zbl 1005.60060Korshunov, D. A. 34 2001 The best choice problem for a random number of objects. Zbl 0296.60031Presman, E. L.; Sonin, I. M. 34 1972 Integral limit theorems taking large deviations into account when Cramer’s condition does not hold. II. Zbl 0196.21003Nagaev, A. V. 34 1969 On a non-parametric analogue of the information matrix. Zbl 0388.62037Kosevnik, Ju. A.; Levit, B. Ja. 33 1976 On the uniqueness in law and the pathwise uniqueness for stochastic differential equations. Zbl 1036.60051Cherny, A. S. 33 2001 On polynomial mixing and convergence rate for stochastic difference and differential equations. Zbl 0969.60070Veretennikov, A. Yu. 33 1999 On the distribution of the sizes of particles which undergo splitting. Zbl 0242.60050Filippov, A. F. 33 1962 Self-similar probability distributions. Zbl 0358.60031Sinai, Ya. G. 32 1976 Sharp large deviations for the fractional Ornstein-Uhlenbeck process. Zbl 1252.60026Bercu, B.; Coutin, L.; Savy, N. 32 2011 A generalization of Khasminskij’s theorem on the existence of invariant measures for locally integrable drifts. Zbl 1004.60061Bogachev, V.; Röckner, M. 32 2000 Approximation of distributions of sums of independent random variables with values in infinite-dimensional spaces. Zbl 0378.60003Zolotarev, V. M. 31 1976 Fatou’s lemma for weakly converging probabilities. Zbl 1328.60009Feinberg, E. A.; Kasyanov, P. O.; Zadoianchuk, N. V. 31 2014 On estimation of the spectral function of a stationary Gaussian process. Zbl 0137.12901Ibragimov, I. A. 31 1963 Bessel processes, the integral of geometric Brownian motion, and Asian options. Zbl 1056.91026Carr, P.; Schröder, M. 31 2003 On Ito’s stochastic integral equations. Zbl 0281.60066Krylov, N. V. 30 1969 On the integral mean square error of some nonparametric estimates for the density function. Zbl 0309.62025Nadaraja, E. A. 30 1974 Series expansions of fractional Brownian motions and strong local nondeterminism of bifractional Brownian motions on balls and spheres. Zbl 1509.60095Lu, T.; Ma, C.; Wang, F. 2 2023 Towards insensitivity of Nadaraya-Watson estimators to design correlation. Zbl 07723256Linke, Yu. Yu. 1 2023 Global rate optimality of integral curve estimators in high order tensor models. Zbl 1519.92108Banerjee, C.; Sakhanenko, L. A.; Zhu, D. C. 1 2023 Uniqueness of the inverse first-passage time problem and the shape of the Shiryaev boundary. Zbl 1507.60053Klump, A.; Kolb, M. 1 2023 Partial linear eigenvalue statistics for non-Hermitian random matrices. Zbl 07669784O’Rourke, S.; Williams, N. 1 2023 Controlled diffusion mean field games with common noise and McKean-Vlasov second order backward SDEs. Zbl 1483.91029Barrasso, A.; Touzi, N. 4 2022 A trajectorial approach to the gradient flow properties of Langevin-Smoluchowski diffusions. Zbl 1480.60237Karatzas, I.; Schachermayer, W.; Tschiderer, B. 3 2022 Explicit expressions of the Hua-Pickrell semigroup. Zbl 1513.76137Arista, J.; Demni, N. 2 2022 Log-optimal portfolio without NFLVR: existence, complete characterization, and duality. Zbl 1502.91053Choulli, T.; Yansori, S. 2 2022 On alternative approximating distributions in the multivariate version of Kolmogorov’s second uniform limit theorem. Zbl 1492.60056Götze, F.; Zaitsev, A. Yu. 2 2022 Stable random variables with complex stability index. I. Zbl 1498.60069Alexeev, I. A. 1 2022 Clustering effect for multitype branching random walk. Zbl 1498.60337Balashova, D. M. 1 2022 Limiting spectral distribution for large sample covariance matrices with graph-dependent elements. Zbl 1498.60127Yaskov, P. A. 1 2022 Normal limit law for protected node profile of random recursive trees. Zbl 1498.60100Toofanpour, J.; Javanian, M.; Imany-Nabiyyi, R. 1 2022 Another proof of a Sakhanenko theorem. Zbl 1498.60118Formanov, Sh. K. 1 2022 On optimal stochastic linear quadratic control with inversely proportional time-weighting in the cost. Zbl 1490.93133Palamarchuk, E. S. 1 2022 A new version of uniform integrability via power series summability methods. Zbl 1489.60040Ordóñez Cabrera, M.; Rosalsky, A.; Ünver, M.; Volodin, A. 1 2022 Background driving distribution functions and series representations for log-gamma self-decomposable random variables. Zbl 1492.60042Jurek, Z. J. 1 2022 Galton-Watson processes and their role as building blocks for branching processes. Zbl 1492.60236Bruss, F. Thomas 1 2022 The life, work, and legacy of P. L. Chebyshev. Zbl 1492.01012Bingham, N. H. 1 2022 On the sojourn time distribution of a random walk at a multidimensional lattice point. Zbl 1495.60077Aparin, A. A.; Popov, G. A.; Yarovaya, E. B. 1 2022 Chebyshev-Hermite polynomials and distributions of polynomials in Gaussian random variables. Zbl 1492.60033Bogachev, V. I. 1 2022 Chebyshev-type inequalities and large deviation principles. Zbl 1492.60047Borovkov, A. A.; Logachov, A. V.; Mogulskii, A. A. 1 2022 Distributional uncertainty of the financial time series measured by \(G\)-expectation. Zbl 07481235Peng, S.; Yang, S. 1 2022 Breaking a chain of interacting Brownian particles: a Gumbel limit theorem. Zbl 1475.82016Aurzada, F.; Betz, V.; Lifshits, M. 5 2021 Ergodicities and exponential ergodicities of Dawson-Watanabe type processes. Zbl 1470.60230Li, Z. 5 2021 On exact large deviation principles for compound renewal processes. Zbl 1470.60082Borovkov, A. A. 3 2021 On modifications of the Lindeberg and Rotar’ conditions in the central limit theorem. Zbl 1469.60080Ibragimov, I. A.; Presman, E. L.; Formanov, Sh. K. 3 2021 Subcritical branching processes in random environment with immigration: survival of a single family. Zbl 1456.60228Vatutin, V. A.; Dyakonova, E. E. 2 2021 On tests for distinguishing distribution tails. Zbl 1476.62080Kogut, N. S.; Rodionov, I. V. 1 2021 An exponential inequality for \(U\)-statistics of i.i.d. data. Zbl 1476.62083Giraudo, D. 1 2021 Local limit theorems for compound discrete distributions. Zbl 1479.60053Timashev, A. N. 1 2021 Large deviations for a terminating compound renewal process. Zbl 1470.60081Bakay, G. A. 1 2021 The expectation of a solution of a linear system of differential equations with random coefficients. Zbl 1470.60170Zadorozhniy, V. G. 1 2021 Backward nonlinear smoothing diffusions. Zbl 1470.60220Anderson, B. D. O.; Bishop, A. N.; Moral, P. Del; Palmier, C. 1 2021 Kolmogorov’s strong law of large numbers holds for pairwise uncorrelated random variables. Zbl 1470.60099Janisch, M. 1 2021 The joint law of a max-continuous local submartingale and its maximum. Zbl 1469.60128Gushchin, A. A. 1 2021 Probabilistic approximation of the solution of the Cauchy problem for the higher-order Schrödinger equation. Zbl 1469.60218Platonova, M. V.; Tsykin, S. V. 1 2021 Gaussian approximation of the distribution of strongly repelling particles on the unit circle. Zbl 1469.60035Soshnikov, A.; Xu, Yuanyuan 1 2021 On solvability of stochastic differential equations with osmotic velocities. Zbl 1469.60183Gliklikh, Yu. E. 1 2021 A vacation queue \(M|G|1\) with close-down times. Zbl 1462.90035Afanasyev, G. A. 1 2021 Asymptotics for the distribution of the time of attaining the maximum for a trajectory of a Poisson process with linear drift and intensity switch. Zbl 1469.60110Mosyagin, V. E. 1 2021 Resource allocation in communication networks with large number of users: the dual stochastic gradient method. Zbl 1462.90032Rokhlin, D. B. 1 2021 Convergence rate of random geometric sum distributions to the Laplace law. Zbl 1466.62258Slepov, N. A. 1 2021 Fatou’s lemma in its classical form and Lebesgue’s convergence theorems for varying measures with applications to Markov decision processes. Zbl 1480.28005Feinberg, E. A.; Kasyanov, P. O.; Liang, Y. 11 2020 Fatou’s lemma for weakly converging measures under the uniform integrability condition. Zbl 1434.28004Feinberg, E. A.; Kasyanov, P. O.; Liang, Y. 8 2020 Fluctuations of the propagation front of a catalytic branching walk. Zbl 1432.60094Bulinskaya, E. Vl. 5 2020 A ruin problem for a two-dimensional Brownian motion with controllable drift in the positive quadrant. Zbl 1450.91033Grandits, P. 5 2020 A fundamental theorem of asset pricing for continuous time large financial markets in a two filtration setting. Zbl 1448.91306Cuchiero, C.; Klein, I.; Teichmann, J. 5 2020 New checkable conditions for moment determinacy of probability distributions. Zbl 1468.60022Stoyanov, J. M.; Lin, G. D.; Kopanov, P. 5 2020 On conditions for a probability distribution to be uniquely determined by its moments. Zbl 1432.60028Yarovaya, E. B.; Stoyanov, J. M.; Kostyashin, K. K. 3 2020 Structure conditions under progressively added information. 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A. 34 Shaposhnikov, Stanislav V. 33 Korolev, Viktor Yur’evich 33 Zeifman, Alexander Izrailevich 32 Bobkov, Sergey Germanovich 31 Borovkov, Aleksandr Alekseevich 31 Horváth, Lajos 30 Fel’dman, Gennadiĭ Mikhaĭlovich 30 Peligrad, Magda 30 Rachev, Svetlozar T. 30 Zaitsev, Andrei Yu. 29 Hu, Shuhe 29 Liang, Hanying 29 Shao, Qi-Man 28 Bradley, Richard C. jun. 28 Efromovich, Sam 28 Feinberg, Eugene Aleksandrovich 27 Dedecker, Jérôme 27 Prakasa Rao, B. L. S. 25 Barakat, Haroon Mohamed 25 Mukhamedov, Farruh Maksutovich 25 Surgailis, Donatas 25 Taqqu, Murad S. 24 Chistyakov, Gennadiy P. 24 Ginovyan, Mamikon S. 24 Merlevède, Florence 24 Rozovskiĭ, Leonid Viktorovich 23 Orsingher, Enzo 23 Puri, Madan Lal 23 Shirokov, Maksim Evgen’evich 22 Hall, Peter Gavin 22 Kifer, Yuri 22 Mogul’skii, Anatolii Alfredovich 22 Nualart, David 22 Tran, Lanh Tat 21 Barndorff-Nielsen, Ole Eiler 21 Berkes, István 21 D’yakonova, Elena Evgen’evna 21 Kutoyants, Yury A. 21 Peskir, Goran 21 Sunklodas, Jonas Kazys 21 Tartakovsky, Alexander G. 21 Wachtel, Vitali I. 20 Anthony, Martin H. G. 20 Lee, Sangyeol 20 Mishura, Yuliya Stepanivna 20 Privault, Nicolas 20 Veretennikov, Alexander Yu. 20 Volodin, Andrei I. 20 Yor, Marc 19 Ahmad, Ibrahim A. 19 Hernández-Lerma, Onésimo 19 Lepskiĭ, Oleg Vital’evich 19 Li, Zenghu 19 Ouknine, Youssef 19 Pitman, Jim William 19 Shi, Zhan 19 Shiryaev, Al’bert Nikolaevich 19 Yang, Wenzhi 19 Yarovaya, Elena B. 19 Zhang, Yi 18 Chen, Pingyan 18 Deheuvels, Paul 18 Gapeev, Pavel V. 18 Kholevo, Aleksandr Semënovich 18 Lifshits, Mikhail A. 18 Liu, Quansheng 18 Lotov, Vladimir Ivanovich 18 Maller, Ross Arthur 18 Piunovskiĭ, Alekseĭ Borisovich 18 Račkauskas, Alfredas Yurgevich 18 Vershik, Anatoliĭ Moiseevich 18 Yakymiv, Arsen Lubomirovich 17 Bentkus, Vidmants-Kastytis 17 Cai, Tony Tony 17 Gombay, Edit 17 Guo, Xianping 17 Karatzas, Ioannis 17 Koul, Hira Lal 17 Kozubowski, Tomasz J. 17 Peccati, Giovanni 17 Pinelis, Iosif Froimovich 17 Roos, Bero 17 Xiao, Yimin 17 Yin, Gang George 16 Blanchet, Jose H. 16 Borisov, Igor Semenovich 16 Denisov, Denis E. 16 Dokuchaev, Nikolai G. 16 Farahmand, Kambiz 16 Jiang, Hui 16 Kohler, Michael ...and 12,834 more Authors all top 5 Cited in 834 Journals 648 Stochastic Processes and their Applications 602 Statistics & Probability Letters 362 Journal of Statistical Planning and Inference 341 Journal of Multivariate Analysis 297 Probability Theory and Related Fields 296 Communications in Statistics. 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Mathematics 32 Israel Journal of Mathematics 32 Journal of Inequalities and Applications 31 Journal of Computer and System Sciences 31 Journal of Complexity 31 Journal of the Korean Statistical Society 30 Kybernetika 30 Journal of Statistical Mechanics: Theory and Experiment 30 Matematicheskie Voprosy Kriptografii 29 Probability in the Engineering and Informational Sciences 29 Quantitative Finance 28 Mathematical Proceedings of the Cambridge Philosophical Society 28 Operations Research Letters 28 Discrete & Computational Geometry ...and 734 more Journals all top 5 Cited in 61 Fields 8,519 Probability theory and stochastic processes (60-XX) 4,715 Statistics (62-XX) 1,161 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 770 Numerical analysis (65-XX) 635 Statistical mechanics, structure of matter (82-XX) 617 Operations research, mathematical programming (90-XX) 610 Partial differential equations (35-XX) 610 Computer science (68-XX) 531 Systems theory; control (93-XX) 478 Combinatorics (05-XX) 316 Dynamical systems and ergodic theory (37-XX) 277 Operator theory (47-XX) 267 Information and communication theory, circuits (94-XX) 266 Functional analysis (46-XX) 244 Quantum theory (81-XX) 240 Biology and other natural sciences (92-XX) 239 Measure and integration (28-XX) 214 Ordinary differential equations (34-XX) 203 Calculus of variations and optimal control; optimization (49-XX) 170 Linear and multilinear algebra; matrix theory (15-XX) 155 Harmonic analysis on Euclidean spaces (42-XX) 136 Real functions (26-XX) 113 Number theory (11-XX) 94 Convex and discrete geometry (52-XX) 89 Approximations and expansions (41-XX) 88 Fluid mechanics (76-XX) 81 Integral equations (45-XX) 80 Global analysis, analysis on manifolds (58-XX) 77 Special functions (33-XX) 70 Abstract harmonic analysis (43-XX) 66 Mathematical logic and foundations (03-XX) 56 Functions of a complex variable (30-XX) 52 Potential theory (31-XX) 46 History and biography (01-XX) 45 Group theory and generalizations (20-XX) 40 Integral transforms, operational calculus (44-XX) 36 Differential geometry (53-XX) 34 Mechanics of particles and systems (70-XX) 31 General topology (54-XX) 30 Order, lattices, ordered algebraic structures (06-XX) 30 Difference and functional equations (39-XX) 29 Topological groups, Lie groups (22-XX) 27 Geophysics (86-XX) 26 Sequences, series, summability (40-XX) 26 Mechanics of deformable solids (74-XX) 24 Classical thermodynamics, heat transfer (80-XX) 17 General and overarching topics; collections (00-XX) 14 Field theory and polynomials (12-XX) 12 Commutative algebra (13-XX) 12 Nonassociative rings and algebras (17-XX) 10 Algebraic geometry (14-XX) 8 Several complex variables and analytic spaces (32-XX) 7 Associative rings and algebras (16-XX) 7 Manifolds and cell complexes (57-XX) 6 Relativity and gravitational theory (83-XX) 4 Astronomy and astrophysics (85-XX) 3 Category theory; homological algebra (18-XX) 3 Geometry (51-XX) 3 Optics, electromagnetic theory (78-XX) 3 Mathematics education (97-XX) 2 Algebraic topology (55-XX) Citations by Year