OOIR: Observatory of International Research

Papers

(The median citation count of Theory of Probability and Its Applications is 0. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2021-02-01 to 2025-02-01.)

Article	Citations
Abstracts of Talks Given at the 7th International Conference on Stochastic Methods, II	8
On the Number of Trees of a Given Size in a Galton--Watson Forest in the Critical Case	7
Controlled Diffusion Mean Field Games with Common Noise and McKean--Vlasov Second Order Backward SDEs	5
Atypical Population Size in a Two-Type Decomposable Branching Process	4
Convergence Rates to the Arcsine Law	3
On Forward and Backward Kolmogorov Equations for Pure Jump Markov Processes and Their Generalizations	3
Laplace Expansion for Bartlett--Nanda--Pillai Test Statistic and Its Error Bound	3
On a Diffusion Approximation of a Prediction Game	3
On Sub-Gaussian Concentration of Missing Mass	3
On Asymptotic Expansion for Mathematical Expectation of a Renewal--Reward Process with Dependent Components and Heavy-Tailed Interarrival Times	3
On Student Workshops Organized by the Vega Institute	3
Likelihood Ratio Processes under Nonstandard Settings	3
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	3
Limiting Spectral Distribution for Large Sample Covariance Matrices with Graph-Dependent Elements	2
Background Driving Distribution Functions and Series Representations for Log-Gamma Self-Decomposable Random Variables	2
Optimal Growth Strategies in a Stochastic Market Model with Endogenous Prices	2
300 Years of the Russian Academy of Sciences	2
Clustering Effect for Multitype Branching Random Walk	2
On Senatov Moments in Asymptotic Expansions in the Central Limit Theorem	2
Stable Random Variables with Complex Stability Index, II	2
Explicit Expressions of the Hua--Pickrell Semigroup	2
Hellinger Distance Estimation for Nonregular Spectra	2
On One Nonparametric Estimation of the Poisson Regression Function	2
Chebyshev-Type Inequalities and Large Deviation Principles	2
Another Proof of a Sakhanenko Theorem	1

On Optimal Linear Regulator with Polynomial Process of External Excitations	1
Quenched Small Deviation for the Trajectory of a Random Walk with Random Environment in Time	1
Queueing Systems with Vacations, Interruptions, and Delays in Device Operation	1
Global Rate Optimality of Integral Curve Estimators in High Order Tensor Models: Supplemental Material	1
Optimal Stopping, Randomized Stopping, and Singular Control with General Information Flow	1
Series Expansions of Fractional Brownian Motions and Strong Local Nondeterminism of Bifractional Brownian Motions on Balls and Spheres	1
Letter to the Editors	1
Kolmogorov's Last Discovery? (Kolmogorov and Algorithmic Statistics)	1
Log-Optimal Portfolio without NFLVR: Existence, Complete Characterization, and Duality	1
On the Bounds for the Expected Maxima of Random Samples with Known Expected Maxima of Two Samples of Smaller Size	1
On Proximity of Distributions of Successive Sums with Respect to the Prokhorov Distance	1
Hedging Problem for Asian Call Options with Transaction Costs	1
One Limit Theorem for Branching Random Walks	1
Affine Diminishing Urns	1
On Strong Law of Large Numbers for Pairwise Independent Random Variables	1
The Chebyshev--Edgeworth Correction in the Central Limit Theorem for Integer-Valued Independent Summands	1
Birthday Tributes	1
Large Deviations of a Sum of Independent Random Variables with Distributions with Rapidly Decreasing Tails	1
A Path Formula for the Sock Sorting Problem	1
Information on the General Seminar of the Department of Probability, Faculty of Mechanics and Mathematics, Lomonosov Moscow State University, Moscow, Russia, Fall Term 2022	1
Distribution Density of the First Exit Point of a Two-Dimensional Diffusion Process from a Circle Neighborhood of Its Initial Point: The Inhomogeneous Case	1
An Example of a Non-log-Concave Distribution Where the Difference Has a Log-Concave Density	1
On Absolute Continuity of the Erdös Measure for the Golden Ratio, Tribonacci Numbers, and Second-Order Markov Chains	1
Optimal Linear-Quadratic Regulator for a Stochastic System under Mutually Inverse Time Preferences in the Cost	1
On Alternative Approximating Distributions in the Multivariate Version of Kolmogorov's Second Uniform Limit Theorem	1
Weakly Supercritical Branching Process in a Random Environment Dying at a Distant Moment	1
Population Size of a Critical Branching Process Evolving in an Unfavorable Environment	0
Probabilistic Properties of Zipf Sets and Their Maximal Intersections	0
The Life, Work, and Legacy of P. L. Chebyshev	0
On the Accuracy in a Combinatorial Central Limit Theorem: The Characteristic Function Method	0
On the Sojourn Time Distribution of a Random Walk at a Multidimensional Lattice Point	0
On the 120th Birthday of Andrei Nikolaevich Kolmogorov	0
Stable Random Variables with Complex Stability Index, I	0
In Memory of L. G. Afanasyeva (14.09.1937--26.08.2022)	0
On an Example of Expectation Evaluation	0
A Gibbs Conditional Theorem under Extreme Deviation	0
The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues	0
A Note on the Berry--Esseen Bounds for $\rho$-Mixing Random Variables and Their Applications	0
Asymptotic Relative Efficiency of the Kendall and Spearman Correlation Statistics	0
On the Bicentenary of the Birth of P. L. Chebyshev, A Great Russian Mathematician	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
Markov Branching Random Walks on $\mathbf{Z}_+$: An Approach Using Orthogonal Polynomials. I	0
Energy Saving Approximation of Wiener Process under Unilateral Constraints	0
Reflecting Lévy Processes and Associated Families of Linear Operators. II	0
Global Rate Optimality of Integral Curve Estimators in High Order Tensor Models	0
On Asymptotic Behavior of Solutions of Linear Multidimensional Stochastic Differential Equations with Multiplicative Noise	0
Sergey Viktorovich Nagaev (On His 90th Birthday)	0
Kolmogorov's Equations for Jump Markov Processes and Their Applications to Control Problems	0
Optimal Information Usage in Binary Sequential Hypothesis Testing	0
Moment Asymptotics of Population Size of Particles at Vertices for a Supercritical Branching Random Walk on a Periodic Graph	0

Markov Branching Random Walks on $\mathbf{Z}_+$: An Approach Using Orthogonal Polynomials. II	0
On Nondegenerate Itô Processes with Moderated Drift	0
Mallows Distance Convergence for Extremes: Regeneration Approach	0
Distributional Uncertainty of the Financial Time Series Measured by $G$-Expectation	0
An Analogue of the Feynman--Kac Formula for a High-Order Operator	0
A Remark on the Itô Formula	0
Utility Maximization of the Exponential Lévy Switching Models	0
Partial Linear Eigenvalue Statistics for Non-Hermitian Random Matrices	0
Asymptotics of the Persistence Exponent of Integrated Fractional Brownian Motion and Fractionally Integrated Brownian Motion	0
Abstracts of Talks Given at the 8th International Conference on Stochastic Methods	0
On One Family of Random Operators	0
A Guaranteed Deterministic Approach to Superhedging: The Relationship between the Deterministic and Probabilistic Problem Statements without Trading Constraints	0
Turnpikes in Finite Markov Decision Processes and Random Walk	0
Local Tail Asymptotics for the Joint Distribution of the Length and of the Maximum of a Random Walk Excursion	0
On the Sum of Gaussian Martingale and an Independent Fractional Brownian Motion	0
Kolmogorov Problems on Equations for Stationary and Transition Probabilities of Diffusion Processes	0
Convergence Rate for Randomly Weighted Sums of Random Variables and Its Application	0
Towards Insensitivity of Nadaraya--Watson Estimators to Design Correlation	0
Accuracy of Estimation of the Vector of Queue Lengths for Open Jackson Networks	0
Universal Nonparametric Kernel-Type Estimators for the Mean and Covariance Functions of a Stochastic Process	0
In Memory of A. M. Vershik (12.28.1933--02.14.2024)	0
Galton--Watson Processes and Their Role as Building Blocks for Branching Processes	0
On Asymptotic Strategies in the Stochastic Colonel Blotto Game	0
In Memory of V. N. Tutubalin (10.15.1936--6.18.2023)	0
On Limit Theorems for the Distribution of the Maximal Element in a Sequence of Random Variables	0
Wiener Spiral for Volatility Modeling	0
Limit Behavior of Order Statistics on Cycle Lengths of Random $A$-Permutations	0
On the Maximum of a Special Random Assignment Process	0
Complete $f$-Moment Convergence for Randomly Weighted Sums of Extended Negatively Dependent Random Variables and Its Statistical Application	0
Large Deviations for Stochastic Differential Equations Driven by Semimartingales	0
Extrema of the Generalized Allocation Scheme Based on an $m$-Dependent Sequence	0
Congratulations to V. A. Vatutin on Receiving the A. A. Markov Prize	0
High Excursion Probabilities for Gaussian Fields on Smooth Manifolds	0
Complete and Complete Integral Convergence for Arrays of Rowwise Extended Negatively Dependent Random Variables under Sublinear Expectations	0
Stability Properties of Feature Selection Measures	0
On Characterization of Quantum Gaussian Measurement Channels	0
On Two Limit Values of the Chromatic Number of a Random Hypergraph	0
On Optimal Stochastic Linear Quadratic Control with Inversely Proportional Time-Weighting in the Cost	0
In Memory of V. A. Malyshev (04.13.1938--09.30.2022)	0
On Relevant Features Selection Based on Information Theory	0
Seminars, Conferences, Books	0
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	0
Records and Increases of Multivariate Extremes of Random Particle Scores in Supercritical Branching Processes with Max-Linear Heredity	0
Approximation of Free Convolutions by Free Infinitely Divisible Laws	0
Exact Lower and Upper Bounds for Gaussian Measures	0
In Memoriam: Doctor Hans-Jürgen Engelbert	0
A Trajectorial Approach to the Gradient Flow Properties of Langevin--Smoluchowski Diffusions	0
Generalized Poisson--Dirichlet Distributions Based on the Dickman Subordinator	0
On a Periodic Branching Random Walk on $\mathbf{Z}^{{d}}$ with an Infinite Variance of Jumps	0
Cost Optimization of Queueing Systems with Vacations	0
Poisson Process with Linear Drift and Related Function Series	0
Uniqueness of the Inverse First-Passage Time Problem and the Shape of the Shiryaev Boundary	0
A Weak Law of Large Numbers for Dependent Random Variables	0
A New Solution of Bertrand's Paradox	0
Some New Ordering Results for Parallel and Series Systems with Dependent Heterogeneous Exponentiated Weibull Components	0
On the Convergence Rate in Precise Asymptotics	0
Monte Carlo Method for Pricing Lookback Type Options in Lévy Models	0
Conditional Functional Limit Theorem for a Random Recurrence Sequence Conditioned on a Large Deviation Event	0
On the Asymptotic Approach to the Change-Point Problem and Exponential Convergence Rate in the Ergodic Theorem for Markov Chains	0
Abstracts of Talks Given at the 7th International Conference on Stochastic Methods, I	0
Joint Distribution of the Supremum and the Moment of Its Attainment by a Poisson Process with Linear Drift	0
On Accompanying Measures and Asymptotic Expansions in the B. V. Gnedenko Limit Theorem	0
On mm-Entropy of a Banach Space with Gaussian Measure	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
Chebyshev--Hermite Polynomials and Distributions of Polynomials in Gaussian Random Variables	0
Analogue of the Neyman--Pearson Lemma for Several Simple Hypotheses	0
On Maximal Inequalities for Ornstein--Uhlenbeck Processes with Jumps	0
Generalized Marcinkiewicz Laws for Weighted Dependent Random Vectors in Hilbert Spaces	0
On Symmetrized Chi-Square Tests in Autoregression with Outliers in Data	0
On a New Estimation Method of the Bernoulli Regression Function	0
Normal Limit Law for Protected Node Profile of Random Recursive Trees	0
Joint Distributions of Generalized Integrable Increasing Processes and Their Generalized Compensators	0
On Complete Convergence of Moments in Exact Asymptotics under Normal Approximation	0
On Sufficient Conditions in the Marchenko--Pastur Theorem	0
A New Version of Uniform Integrability via Power Series Summability Methods	0
On the 90th Birthday of I. A. Ibragimov	0