Theory of Probability and Its Applications

Article	Citations
Likelihood Ratio Processes under Nonstandard Settings	10
Laplace Expansion for Bartlett--Nanda--Pillai Test Statistic and Its Error Bound	7
Clustering Effect for Multitype Branching Random Walk	6
Optimal Growth Strategies in a Stochastic Market Model with Endogenous Prices	5
Global Rate Optimality of Integral Curve Estimators in High Order Tensor Models: Supplemental Material	4
Kolmogorov's Last Discovery? (Kolmogorov and Algorithmic Statistics)	4
Information on the General Seminar of the Department of Probability, Faculty of Mechanics and Mathematics, Lomonosov Moscow State University, Moscow, Russia, Fall Term 2022	4
Letter to the Editors	3
On Proximity of Distributions of Successive Sums with Respect to the Prokhorov Distance	3
On Optimal Stochastic Linear Quadratic Control with Inversely Proportional Time-Weighting in the Cost	3
Convergence Rate for Randomly Weighted Sums of Random Variables and Its Application	3
A Guaranteed Deterministic Approach to Superhedging: The Relationship between the Deterministic and Probabilistic Problem Statements without Trading Constraints	3
Birthday Tributes	3
On Alternative Approximating Distributions in the Multivariate Version of Kolmogorov's Second Uniform Limit Theorem	3
The Chebyshev--Edgeworth Correction in the Central Limit Theorem for Integer-Valued Independent Summands	3
Asymptotics of the Persistence Exponent of Integrated Fractional Brownian Motion and Fractionally Integrated Brownian Motion	3
Exact Lower and Upper Bounds for Gaussian Measures	3
On the Convergence Rate in Precise Asymptotics	3
On Asymptotic Behavior of Solutions of Linear Multidimensional Stochastic Differential Equations with Multiplicative Noise	3
Joint Distribution of the Supremum and the Moment of Its Attainment by a Poisson Process with Linear Drift	3
Abstracts of Talks Given at the 9th International Conference on Stochastic Methods	3
Kolmogorov Problems on Equations for Stationary and Transition Probabilities of Diffusion Processes	3
On Optimal Linear Regulator with Polynomial Process of External Excitations	2
On Absolute Continuity of the Erdös Measure for the Golden Ratio, Tribonacci Numbers, and Second-Order Markov Chains	2
Log-Optimal Portfolio without NFLVR: Existence, Complete Characterization, and Duality	2

Chebyshev--Hermite Polynomials and Distributions of Polynomials in Gaussian Random Variables	2
Markov Branching Random Walks on $\mathbf{Z}_+$: An Approach Using Orthogonal Polynomials. I	2
The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues	2
Conditional Functional Limit Theorem for a Random Recurrence Sequence Conditioned on a Large Deviation Event	2
On a New Estimation Method of the Bernoulli Regression Function	2
News of Scientific Life - Information on the General Seminar of the Department of Probability, Faculty of Mathematics and Mechanics, Lomonosov Moscow State University, Moscow, Russia, 2021	2
A New Solution of Bertrand's Paradox	2
Hellinger Distance Estimation for Nonregular Spectra	2
Another Proof of a Sakhanenko Theorem	2
In Memory of V. N. Tutubalin (10.15.1936--6.18.2023)	2
An Analogue of the Feynman--Kac Formula for a High-Order Operator	2
Partial Linear Eigenvalue Statistics for Non-Hermitian Random Matrices	2
Almost Sure Results for Generalized Normal Distribution	2
On Student Workshops Organized by the Vega Institute	2
Towards Insensitivity of Nadaraya--Watson Estimators to Design Correlation	1
Global Rate Optimality of Integral Curve Estimators in High Order Tensor Models	1
High Excursion Probabilities for Gaussian Fields on Smooth Manifolds	1
Turnpikes in Finite Markov Decision Processes and Random Walk	1
On the Number of Trees of a Given Size in a Galton--Watson Forest in the Critical Case	1
In Memory of V. A. Malyshev (04.13.1938--09.30.2022)	1
On the Bicentenary of the Birth of P. L. Chebyshev, A Great Russian Mathematician	1
Complete $f$-Moment Convergence for Randomly Weighted Sums of Extended Negatively Dependent Random Variables and Its Statistical Application	1
Accuracy of Estimation of the Vector of Queue Lengths for Open Jackson Networks	1
On the Asymptotic Approach to the Change-Point Problem and Exponential Convergence Rate in the Ergodic Theorem for Markov Chains	1
Poisson Process with Linear Drift and Related Function Series	1
Galton--Watson Processes and Their Role as Building Blocks for Branching Processes	1
Limit Behavior of Order Statistics on Cycle Lengths of Random $A$-Permutations	1
Markov Branching Random Walks on $\mathbf{Z}_+$: An Approach Using Orthogonal Polynomials. II	1
Uniqueness of the Inverse First-Passage Time Problem and the Shape of the Shiryaev Boundary	1
Limiting Behaviors for Weighted Sums of $m$-WOD Random Variables under Integrability Assumptions	1
A Note on the Berry--Esseen Bounds for $\rho$-Mixing Random Variables and Their Applications	1
News of Scientific Life - Information on the General Seminar of the Department of Probability, Faculty of Mathematics and Mechanics, Lomonosov Moscow State University, Moscow, Russia, Spring Term 2023	1
Normal Limit Law for Protected Node Profile of Random Recursive Trees	1
Moment Asymptotics of Population Size of Particles at Vertices for a Supercritical Branching Random Walk on a Periodic Graph	1
300 Years of the Russian Academy of Sciences	1
Analogue of the Neyman--Pearson Lemma for Several Simple Hypotheses	1
The Life, Work, and Legacy of P. L. Chebyshev	1
On Strong Law of Large Numbers for Pairwise Independent Random Variables	1
On the Maximum of a Special Random Assignment Process	0
On the Sum of Gaussian Martingale and an Independent Fractional Brownian Motion	0
Stability Properties of Feature Selection Measures	0
Some New Ordering Results for Parallel and Series Systems with Dependent Heterogeneous Exponentiated Weibull Components	0
Convergence Rates to the Arcsine Law	0
Asymptotic Relative Efficiency of the Kendall and Spearman Correlation Statistics	0
On Limit Theorems for the Distribution of the Maximal Element in a Sequence of Random Variables	0
Atypical Population Size in a Two-Type Decomposable Branching Process	0
On the 90th Birthday of A. N. Shiryaev	0
Series Expansions of Fractional Brownian Motions and Strong Local Nondeterminism of Bifractional Brownian Motions on Balls and Spheres	0
Explicit Expressions of the Hua--Pickrell Semigroup	0
Martingale Methods in the Problem of Existence of Survival Strategies	0

Generalized Poisson--Dirichlet Distributions Based on the Dickman Subordinator	0
Mallows Distance Convergence for Extremes: Regeneration Approach	0
Wiener Spiral for Volatility Modeling	0
On Two Limit Values of the Chromatic Number of a Random Hypergraph	0
On Forward and Backward Kolmogorov Equations for Pure Jump Markov Processes and Their Generalizations	0
On Characterization of Quantum Gaussian Measurement Channels	0
Spontaneously Started Signals with White Noise	0
Affine Diminishing Urns	0
Joint Distributions of Generalized Integrable Increasing Processes and Their Generalized Compensators	0
Records and Increases of Multivariate Extremes of Random Particle Scores in Supercritical Branching Processes with Max-Linear Heredity	0
In Memory of A. M. Vershik (12.28.1933--02.14.2024)	0
Large Deviations for Stochastic Differential Equations Driven by Semimartingales	0
In Memoriam: Doctor Hans-Jürgen Engelbert	0
On Maximal Inequalities for Ornstein--Uhlenbeck Processes with Jumps	0
Controlled Diffusion Mean Field Games with Common Noise and McKean--Vlasov Second Order Backward SDEs	0
Utility Maximization of the Exponential Lévy Switching Models	0
On the Bounds for the Expected Maxima of Random Samples with Known Expected Maxima of Two Samples of Smaller Size	0
On Senatov Moments in Asymptotic Expansions in the Central Limit Theorem	0
On One Family of Random Operators	0
Congratulations to V. A. Vatutin on Receiving the A. A. Markov Prize	0
A New Version of Uniform Integrability via Power Series Summability Methods	0
Queueing Systems with Vacations, Interruptions, and Delays in Device Operation	0
On Complete Convergence of Moments in Exact Asymptotics under Normal Approximation	0
Cost Optimization of Queueing Systems with Vacations	0
A Trajectorial Approach to the Gradient Flow Properties of Langevin--Smoluchowski Diffusions	0
Probabilistic Properties of Zipf Sets and Their Maximal Intersections	0
On One Nonparametric Estimation of the Poisson Regression Function	0
Generalized Marcinkiewicz Laws for Weighted Dependent Random Vectors in Hilbert Spaces	0
Limiting Spectral Distribution for Large Sample Covariance Matrices with Graph-Dependent Elements	0
Optimal Linear-Quadratic Regulator for a Stochastic System under Mutually Inverse Time Preferences in the Cost	0
Stable Random Variables with Complex Stability Index, I	0
On Accompanying Measures and Asymptotic Expansions in the B. V. Gnedenko Limit Theorem	0
On Sub-Gaussian Concentration of Missing Mass	0
On mm-Entropy of a Banach Space with Gaussian Measure	0
On the 120th Birthday of Andrei Nikolaevich Kolmogorov	0
On an Example of Expectation Evaluation	0
Kolmogorov's Equations for Jump Markov Processes and Their Applications to Control Problems	0
Spectral Methods and Their Applications in Analysis of Branching Random Walks	0
On Parameter Estimation of Diffusion-Type Processes: Sequential Estimation Revisited	0
On Asymptotic Expansion for Mathematical Expectation of a Renewal--Reward Process with Dependent Components and Heavy-Tailed Interarrival Times	0
On a Diffusion Approximation of a Prediction Game	0
Quenched Small Deviation for the Trajectory of a Random Walk with Random Environment in Time	0
On Sufficient Conditions in the Marchenko--Pastur Theorem	0
Two-sided Estimates for the Sum of Probabilities of Errors in the Multiple Hypothesis Testing Problem with Finite Number of Hypotheses on a Nonhomogeneous Sample	0
Energy Saving Approximation of Wiener Process under Unilateral Constraints	0
A Path Formula for the Sock Sorting Problem	0
Sergey Viktorovich Nagaev (On His 90th Birthday)	0
Abstracts of Talks Given at the 8th International Conference on Stochastic Methods	0
Distributional Uncertainty of the Financial Time Series Measured by $G$-Expectation	0
Population Size of a Critical Branching Process Evolving in an Unfavorable Environment	0
On Symmetrized Chi-Square Tests in Autoregression with Outliers in Data	0
Abstracts of Talks Given at the 7th International Conference on Stochastic Methods, II	0
Local Tail Asymptotics for the Joint Distribution of the Length and of the Maximum of a Random Walk Excursion	0
On Nondegenerate Itô Processes with Moderated Drift	0
On a Periodic Branching Random Walk on $\mathbf{Z}^{{d}}$ with an Infinite Variance of Jumps	0
A Remark on the Itô Formula	0
On the 90th Birthday of I. A. Ibragimov	0
Optimal Stopping, Randomized Stopping, and Singular Control with General Information Flow	0
Reflecting Lévy Processes and Associated Families of Linear Operators. II	0
Extrema of the Generalized Allocation Scheme Based on an $m$-Dependent Sequence	0
On Relevant Features Selection Based on Information Theory	0
Monte Carlo Method for Pricing Lookback Type Options in Lévy Models	0
Chebyshev-Type Inequalities and Large Deviation Principles	0
Stable Random Variables with Complex Stability Index, II	0
Distribution Density of the First Exit Point of a Two-Dimensional Diffusion Process from a Circle Neighborhood of Its Initial Point: The Inhomogeneous Case	0
On Asymptotic Strategies in the Stochastic Colonel Blotto Game	0
On the Sojourn Time Distribution of a Random Walk at a Multidimensional Lattice Point	0
Abstracts of Talks Given at the 7th International Conference on Stochastic Methods, I	0
Complete and Complete Integral Convergence for Arrays of Rowwise Extended Negatively Dependent Random Variables under Sublinear Expectations	0
On Short Chebyshev--Edgeworth Expansions for Weighted Sums of Random Vectors	0
News of Scientific Life - Information on the General Seminar of the Department of Probability, Faculty of Mechanics and Mathematics, Lomonosov Moscow State University, Moscow, Russia, Spring Term 2022	0
Universal Nonparametric Kernel-Type Estimators for the Mean and Covariance Functions of a Stochastic Process	0
One Limit Theorem for Branching Random Walks	0
A Gibbs Conditional Theorem under Extreme Deviation	0
A Weak Law of Large Numbers for Dependent Random Variables	0
Weakly Supercritical Branching Process in a Random Environment Dying at a Distant Moment	0
Optimal Information Usage in Binary Sequential Hypothesis Testing	0
In Memory of L. G. Afanasyeva (14.09.1937--26.08.2022)	0
Hedging Problem for Asian Call Options with Transaction Costs	0
Large Deviations of a Sum of Independent Random Variables with Distributions with Rapidly Decreasing Tails	0

On the Representation Property for 1D General Diffusion Semimartingales	0
An Example of a Non-log-Concave Distribution Where the Difference Has a Log-Concave Density	0
Background Driving Distribution Functions and Series Representations for Log-Gamma Self-Decomposable Random Variables	0
Uniform Integrability of Nonnegative Supermartingales via Time Change in a Geometric Brownian Motion	0
Seminars, Conferences, Books	0
On the Accuracy in a Combinatorial Central Limit Theorem: The Characteristic Function Method	0
Approximation of Free Convolutions by Free Infinitely Divisible Laws	0
New Characterizations of the Gamma Distribution via Independence of Two Statistics by Using Anosov's Theorem	0