Theory of Probability and Its Applications

Article	Citations
Controlled Diffusion Mean Field Games with Common Noise and McKean--Vlasov Second Order Backward SDEs	8
Towards Insensitivity of Nadaraya--Watson Estimators to Design Correlation	7
On Modifications of the Lindeberg and Rotar' Conditions in the Central Limit Theorem	5
Kolmogorov's Equations for Jump Markov Processes and Their Applications to Control Problems	5
Convergence Rate of Random Geometric Sum Distributions to the Laplace Law	4
Ergodicities and Exponential Ergodicities of Dawson--Watanabe Type Processes	4
A Vacation Queue $M|G|1$ with Close-Down Times	4
Asymptotics of the Persistence Exponent of Integrated Fractional Brownian Motion and Fractionally Integrated Brownian Motion	4
On Exact Large Deviation Principles for Compound Renewal Processes	4
Asymptotics for the Distribution of the Time of Attaining the Maximum for a Trajectory of a Poisson Process with Linear Drift and Intensity Switch	4
Chebyshev--Hermite Polynomials and Distributions of Polynomials in Gaussian Random Variables	3
On Relevant Features Selection Based on Information Theory	3
Complete $f$-Moment Convergence for Randomly Weighted Sums of Extended Negatively Dependent Random Variables and Its Statistical Application	3
Breaking a Chain of Interacting Brownian Particles: A Gumbel Limit Theorem	3
On the Sojourn Time Distribution of a Random Walk at a Multidimensional Lattice Point	3
Approximation of a Wiener Process Local Time by Functionals of Random Walks	3
Kolmogorov's Strong Law of Large Numbers Holds for Pairwise Uncorrelated Random Variables	3
On Senatov Moments in Asymptotic Expansions in the Central Limit Theorem	3
Resource Allocation in Communication Networks with Large Number of Users: The Dual Stochastic Gradient Method	3
Population Size of a Critical Branching Process Evolving in an Unfavorable Environment	3
On mm-Entropy of a Banach Space with Gaussian Measure	3
On the Convergence Rate in Precise Asymptotics	3
Limiting Spectral Distribution for Large Sample Covariance Matrices with Graph-Dependent Elements	3
On the Asymptotic Approach to the Change-Point Problem and Exponential Convergence Rate in the Ergodic Theorem for Markov Chains	2
A New Version of Uniform Integrability via Power Series Summability Methods	2

Subcritical Branching Processes in Random Environment with Immigration: Survival of a Single Family	2
Optimal Information Usage in Binary Sequential Hypothesis Testing	2
Likelihood Ratio Processes under Nonstandard Settings	2
Large Deviations for a Terminating Compound Renewal Process	2
The Life, Work, and Legacy of P. L. Chebyshev	2
On Optimal Stochastic Linear Quadratic Control with Inversely Proportional Time-Weighting in the Cost	2
On Alternative Approximating Distributions in the Multivariate Version of Kolmogorov's Second Uniform Limit Theorem	2
Clustering Effect for Multitype Branching Random Walk	2
Stable Random Variables with Complex Stability Index, I	2
A Guaranteed Deterministic Approach to Superhedging: The Relationship between the Deterministic and Probabilistic Problem Statements without Trading Constraints	2
Distributional Uncertainty of the Financial Time Series Measured by $G$-Expectation	2
Extension of the Invariance Principle for Compound Renewal Processes to the Zones of Moderately Large and Small Deviations	2
Asymptotic Relative Efficiency of the Kendall and Spearman Correlation Statistics	1
Partial Linear Eigenvalue Statistics for Non-Hermitian Random Matrices	1
On the Maximum Entropy of a Sum of Independent Discrete Random Variables	1
On the Distribution of the Last Exit Time over a Slowly Growing Linear Boundary for a Gaussian Process	1
The Expectation of a Solution of a Linear System of Differential Equations with Random Coefficients	1
Uniqueness of the Inverse First-Passage Time Problem and the Shape of the Shiryaev Boundary	1
Probabilistic Approximation of the Solution of the Cauchy Problem for the Higher-Order Schrödinger Equation	1
On Tests for Distinguishing Distribution Tails	1
An Exponential Inequality for $U$-Statistics of I.I.D. Data	1
Markov Branching Random Walks on $\mathbf{Z}_+$: An Approach Using Orthogonal Polynomials. I	1
Optimal Stopping, Randomized Stopping, and Singular Control with General Information Flow	1
A New Solution of Bertrand's Paradox	1
Background Driving Distribution Functions and Series Representations for Log-Gamma Self-Decomposable Random Variables	1
A Trajectorial Approach to the Gradient Flow Properties of Langevin--Smoluchowski Diffusions	1
Kolmogorov Problems on Equations for Stationary and Transition Probabilities of Diffusion Processes	1
Global Rate Optimality of Integral Curve Estimators in High Order Tensor Models	1
On a New Estimation Method of the Bernoulli Regression Function	1
Gaussian Approximation of the Distribution of Strongly Repelling Particles on the Unit Circle	1
On the Bicentenary of the Birth of P. L. Chebyshev, A Great Russian Mathematician	1
Another Proof of a Sakhanenko Theorem	1
One Limit Theorem for Branching Random Walks	1
Chebyshev-Type Inequalities and Large Deviation Principles	1
Cost Optimization of Queueing Systems with Vacations	1
Local Limit Theorems for Compound Discrete Distributions	1
Universal Nonparametric Kernel-Type Estimators for the Mean and Covariance Functions of a Stochastic Process	1
On Asymptotic Expansion for Mathematical Expectation of a Renewal--Reward Process with Dependent Components and Heavy-Tailed Interarrival Times	1
On Two Limit Values of the Chromatic Number of a Random Hypergraph	1
Records and Increases of Multivariate Extremes of Random Particle Scores in Supercritical Branching Processes with Max-Linear Heredity	1
Abstracts of Talks Given at the 7th International Conference on Stochastic Methods, I	1
An Alternative Method of the Proof of the Ergodic Theorem for General Markov Chains	1
Wiener Spiral for Volatility Modeling	1
Series Expansions of Fractional Brownian Motions and Strong Local Nondeterminism of Bifractional Brownian Motions on Balls and Spheres	1
Log-Optimal Portfolio without NFLVR: Existence, Complete Characterization, and Duality	1
Stable Random Variables with Complex Stability Index, II	1
Explicit Expressions of the Hua--Pickrell Semigroup	1
On Asymptotic Strategies in the Stochastic Colonel Blotto Game	1
The Joint Law of a Max-Continuous Local Submartingale and Its Maximum	1
Characterizing Statistics and Their Applications	0

Local Tail Asymptotics for the Joint Distribution of the Length and of the Maximum of a Random Walk Excursion	0
On Strong Law of Large Numbers for Pairwise Independent Random Variables	0
On Sufficient Conditions in the Marchenko--Pastur Theorem	0
Affine Diminishing Urns	0
In Memory of V. V. Senatov (03.10.1951--06.22.2021)	0
Joint Distribution of the Supremum and the Moment of Its Attainment by a Poisson Process with Linear Drift	0
Abstracts of Talks Given at the 7th International Conference on Stochastic Methods, II	0
On the 120th Birthday of Andrei Nikolaevich Kolmogorov	0
Conditional Functional Limit Theorem for a Random Recurrence Sequence Conditioned on a Large Deviation Event	0
The First Passage Time Density of Brownian Motion and the Heat Equation with Dirichlet Boundary Condition in Time Dependent Domains	0
Weakly Supercritical Branching Process in a Random Environment Dying at a Distant Moment	0
Markov Branching Random Walks on $\mathbf{Z}_+$: An Approach Using Orthogonal Polynomials. II	0
On Limit Theorems for the Distribution of the Maximal Element in a Sequence of Random Variables	0
Letter to the Editors	0
On Sets of Laws of Continuous Martingales	0
High Excursion Probabilities for Gaussian Fields on Smooth Manifolds	0
Accuracy of Estimation of the Vector of Queue Lengths for Open Jackson Networks	0
A Maximal Theorem of Hardy--Littlewood Type for Pairwise I.I.D. Random Variables and the Law of Large Numbers	0
300 Years of the Russian Academy of Sciences	0
On an Example of Expectation Evaluation	0
On Symmetrized Chi-Square Tests in Autoregression with Outliers in Data	0
The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues	0
The Chebyshev--Edgeworth Correction in the Central Limit Theorem for Integer-Valued Independent Summands	0
On Sub-Gaussian Concentration of Missing Mass	0
On Complete Convergence of Moments in Exact Asymptotics under Normal Approximation	0
Backward Nonlinear Smoothing Diffusions	0
On the Sum of Gaussian Martingale and an Independent Fractional Brownian Motion	0
Optimal Linear-Quadratic Regulator for a Stochastic System under Mutually Inverse Time Preferences in the Cost	0
On Forward and Backward Kolmogorov Equations for Pure Jump Markov Processes and Their Generalizations	0
On Nondegenerate Itô Processes with Moderated Drift	0
In Memoriam: Doctor Hans-Jürgen Engelbert	0
In Memory of A. M. Vershik (12.28.1933--02.14.2024)	0
Limit Distributions of the Number of Vertices of a Given Degree in a Configuration Graph with Bounded Number of Edges	0
Generalized Marcinkiewicz Laws for Weighted Dependent Random Vectors in Hilbert Spaces	0
On Solvability of Stochastic Differential Equations with Osmotic Velocities	0
Galton--Watson Processes and Their Role as Building Blocks for Branching Processes	0
Information on the General Seminar of the Department of Probability, Faculty of Mechanics and Mathematics, Lomonosov Moscow State University, Moscow, Russia, Fall Term 2022	0
Some Asymptotic Properties Between Smooth Empirical and Quantile Processes for Dependent Random Variables	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
Some New Ordering Results for Parallel and Series Systems with Dependent Heterogeneous Exponentiated Weibull Components	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
Convergence Rate for Randomly Weighted Sums of Random Variables and Its Application	0
Large Deviations for Stochastic Differential Equations Driven by Semimartingales	0
An Example of a Non-log-Concave Distribution Where the Difference Has a Log-Concave Density	0
A Remark on the Itô Formula	0
Hellinger Distance Estimation for Nonregular Spectra	0
Normal Limit Law for Protected Node Profile of Random Recursive Trees	0
Limit Behavior of Order Statistics on Cycle Lengths of Random $A$-Permutations	0
Complete Moment Convergence for the Dependent Linear Processes with Application to the State Observers of Linear-Time-Invariant Systems	0
In Memory of V. N. Tutubalin (10.15.1936--6.18.2023)	0
Stability Properties of Feature Selection Measures	0
On a Periodic Branching Random Walk on $\mathbf{Z}^{{d}}$ with an Infinite Variance of Jumps	0
Kolmogorov's Last Discovery? (Kolmogorov and Algorithmic Statistics)	0
Analogue of the Neyman--Pearson Lemma for Several Simple Hypotheses	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
Large Deviations of a Sum of Independent Random Variables with Distributions with Rapidly Decreasing Tails	0
On One Nonparametric Estimation of the Poisson Regression Function	0
On the 90th Birthday of I. A. Ibragimov	0
Utility Maximization of the Exponential Lévy Switching Models	0
In Memory of L. G. Afanasyeva (14.09.1937--26.08.2022)	0
On Relations for Moments of the Normal ${k}$th Record Values and a Characterization	0
On Student Workshops Organized by the Vega Institute	0
Poisson Process with Linear Drift and Related Function Series	0
Abstracts of Talks Given at the 8th International Conference on Stochastic Methods	0
A Weak Law of Large Numbers for Dependent Random Variables	0
Conditional Quantile Reproducibility of Multivariate Distributions and Simplified Pair Copula Construction	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, 2021	0
Remarks on Asymptotic Independence	0
Sergey Viktorovich Nagaev (On His 90th Birthday)	0
On Proximity of Distributions of Successive Sums with Respect to the Prokhorov Distance	0
Laplace Expansion for Bartlett--Nanda--Pillai Test Statistic and Its Error Bound	0
Exact Lower and Upper Bounds for Gaussian Measures	0
On Maximal Inequalities for Ornstein--Uhlenbeck Processes with Jumps	0
Turnpikes in Finite Markov Decision Processes and Random Walk	0
Birthday Tributes	0
Convergence of Certain Classes of Random Flights in the Kantorovich Metric	0
Complete and Complete Integral Convergence for Arrays of Rowwise Extended Negatively Dependent Random Variables under Sublinear Expectations	0
Two-Stage Chi-Square Test and Two-Dimensional Distributions of a Bessel Process	0
On Accompanying Measures and Asymptotic Expansions in the B. V. Gnedenko Limit Theorem	0
Quenched Small Deviation for the Trajectory of a Random Walk with Random Environment in Time	0

Approximation of Free Convolutions by Free Infinitely Divisible Laws	0
A Gibbs Conditional Theorem under Extreme Deviation	0
On One Family of Random Operators	0
An Estimate for the Sum of the Spitzer Series and Its Generalization	0
Generalized Poisson--Dirichlet Distributions Based on the Dickman Subordinator	0
On Asymptotic Behavior of Solutions of Linear Multidimensional Stochastic Differential Equations with Multiplicative Noise	0
Global Rate Optimality of Integral Curve Estimators in High Order Tensor Models: Supplemental Material	0
On Pathwise Uniqueness of Solutions for Multidimensional McKean--Vlasov Equation	0
On the Number of Trees of a Given Size in a Galton--Watson Forest in the Critical Case	0
Systems of Nonlinear Backward and Forward Kolmogorov Equations: Generalized Solutions	0
Energy Saving Approximation of Wiener Process under Unilateral Constraints	0
Association and Other Forms of Positive Dependence for Feller Evolution Systems	0
Queueing Systems with Vacations, Interruptions, and Delays in Device Operation	0
On a Probabilistic Bernstein Model	0
A Note on the Berry--Esseen Bounds for $\rho$-Mixing Random Variables and Their Applications	0
On Optimal Linear Regulator with Polynomial Process of External Excitations	0
Congratulations to V. A. Vatutin on Receiving the A. A. Markov Prize	0
Monte Carlo Method for Pricing Lookback Type Options in Lévy Models	0
On a Stochastic Model for a Cooperative Banking Scheme for Microcredit	0
Optimal Growth Strategies in a Stochastic Market Model with Endogenous Prices	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
Joint Distributions of Generalized Integrable Increasing Processes and Their Generalized Compensators	0
On the Maximum of a Special Random Assignment Process	0
A Path Formula for the Sock Sorting Problem	0
Convergence Rates to the Arcsine Law	0
Matching the Distributions of the Marginals and the Sums for the Meixner Class	0
In Memory of V. A. Malyshev (04.13.1938--09.30.2022)	0
On the 90th Birthday of A. A. Borovkov	0
On the Bounds for the Expected Maxima of Random Samples with Known Expected Maxima of Two Samples of Smaller Size	0
On a Diffusion Approximation of a Prediction Game	0
On Characterization of Quantum Gaussian Measurement Channels	0
On the Accuracy in a Combinatorial Central Limit Theorem: The Characteristic Function Method	0
On Absolute Continuity of the Erdös Measure for the Golden Ratio, Tribonacci Numbers, and Second-Order Markov Chains	0
Atypical Population Size in a Two-Type Decomposable Branching Process	0
Mallows Distance Convergence for Extremes: Regeneration Approach	0
An Analogue of the Feynman--Kac Formula for a High-Order Operator	0
Probabilistic Properties of Zipf Sets and Their Maximal Intersections	0
On the 75th birthday of A. A. Novikov	0
Prokhorov Distance with Rates of Convergence under Sublinear Expectations	0
Moment Asymptotics of Population Size of Particles at Vertices for a Supercritical Branching Random Walk on a Periodic Graph	0
Seminars, Conferences, Books	0
Extrema of the Generalized Allocation Scheme Based on an $m$-Dependent Sequence	0
Hedging Problem for Asian Call Options with Transaction Costs	0
Reflecting Lévy Processes and Associated Families of Linear Operators. II	0