Theory of Probability and Its Applications

Papers
(The TQCC of Theory of Probability and Its Applications is 1. 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 2022-08-01 to 2026-08-01.)
ArticleCitations
Remarks on Parabolic Kolmogorov Operator13
Clustering Effect for Multitype Branching Random Walk12
An Iterative Method for the Multiple Stopping Problem under Knightian Uncertainty12
Global Rate Optimality of Integral Curve Estimators in High Order Tensor Models: Supplemental Material6
Laplace Expansion for Bartlett--Nanda--Pillai Test Statistic and Its Error Bound6
Optimal Growth Strategies in a Stochastic Market Model with Endogenous Prices5
Likelihood Ratio Processes under Nonstandard Settings5
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, Fall Term 2023 and5
On Proximity of Distributions of Successive Sums with Respect to the Prokhorov Distance4
Letter to the Editors4
On the Convergence Rate in Precise Asymptotics4
Information on the General Seminar of the Department of Probability, Faculty of Mechanics and Mathematics, Lomonosov Moscow State University, Moscow, Russia, Fall Term 20224
Kolmogorov's Last Discovery? (Kolmogorov and Algorithmic Statistics)4
On Asymptotic Behavior of Solutions of Linear Multidimensional Stochastic Differential Equations with Multiplicative Noise4
Joint Distribution of the Supremum and the Moment of Its Attainment by a Poisson Process with Linear Drift4
Abstracts of Talks Given at the 9th International Conference on Stochastic Methods3
Exact Lower and Upper Bounds for Gaussian Measures3
Minimax Linear Estimation on the Half-Line via Mellin Transform3
Partial Linear Eigenvalue Statistics for Non-Hermitian Random Matrices3
On a Correspondence between Optimal Stopping Problems on Finite and Infinite Time Intervals3
Kolmogorov Problems on Equations for Stationary and Transition Probabilities of Diffusion Processes3
In Memory of V. I. Arkin (9.15.1937--5.29.2025)3
Convergence Rate for Randomly Weighted Sums of Random Variables and Its Application3
A Guaranteed Deterministic Approach to Superhedging: The Relationship between the Deterministic and Probabilistic Problem Statements without Trading Constraints3
Almost Sure Results for Generalized Normal Distribution3
On the Recurrence of Birkhoff Sums for a Circle Rotation and a Hölder Function2
Conditional Functional Limit Theorem for a Random Recurrence Sequence Conditioned on a Large Deviation Event2
On the 80th Birthday of V. I. Piterbarg2
A New Condition for Ergodicity of Markov Chains with a General State Space2
A Limit Theorem for One-Dimensional Branching Wiener Processes with Point Branching Sources2
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, 20212
Markov Branching Random Walks on $\mathbf{Z}_+$: An Approach Using Orthogonal Polynomials. I2
On Student Workshops Organized by the Vega Institute2
On the Maximal Degree of a Vertex of a Conditional Configuration Graph2
On a New Estimation Method of the Bernoulli Regression Function2
High Excursion Probabilities for Gaussian Fields on Smooth Manifolds2
Normal Limit Law for Protected Node Profile of Random Recursive Trees2
Limiting Behaviors for Weighted Sums of Residually $h$-Integrable Random Variables under Sublinear Expectations2
Uniformity of Mixed Two- and Four-Level Designs under Quaternary Codes2
The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues2
In Memory of V. N. Tutubalin (10.15.1936--6.18.2023)2
Another Proof of a Sakhanenko Theorem2
Global Rate Optimality of Integral Curve Estimators in High Order Tensor Models2
A Counterexample to Small-Time Limit Theorems for Stochastic Processes2
On Optimal Linear Regulator with Polynomial Process of External Excitations2
Log-Optimal Portfolio without NFLVR: Existence, Complete Characterization, and Duality2
Hellinger Distance Estimation for Nonregular Spectra2
Abstracts of Talks Given at the 10th International Conference on Stochastic Methods2
On Absolute Continuity of the Erdös Measure for the Golden Ratio, Tribonacci Numbers, and Second-Order Markov Chains2
The Cauchy $q$-Distribution: Properties and Simulations1
Markov Branching Random Walks on $\mathbf{Z}_+$: An Approach Using Orthogonal Polynomials. II1
Kolmogorov Student Olympiads in Probability (2022--2025)1
Local Tail Asymptotics for the Joint Distribution of the Length and of the Maximum of a Random Walk Excursion1
Local Dynamical Entropies and Their Applications in Number Theory1
In Memory of V. A. Malyshev (04.13.1938--09.30.2022)1
300 Years of the Russian Academy of Sciences1
Complete $f$-Moment Convergence for Randomly Weighted Sums of Extended Negatively Dependent Random Variables and Its Statistical Application1
On Strong Law of Large Numbers for Pairwise Independent Random Variables1
Towards Insensitivity of Nadaraya--Watson Estimators to Design Correlation1
A Note on the Berry--Esseen Bounds for $\rho$-Mixing Random Variables and Their Applications1
Moment Asymptotics of Population Size of Particles at Vertices for a Supercritical Branching Random Walk on a Periodic Graph1
Turnpikes in Finite Markov Decision Processes and Random Walk1
Asymptotic Behavior of a Multilevel Type Error for SDEs Driven by a Pure Jump Lévy Process1
On the Law of Large Numbers for Nonidentically Distributed Weakly Dependent Summands1
On One Family of Random Operators1
Approximation of Smooth Multivariate Regression Functions by Universal Kernel Estimators1
Uniqueness of the Inverse First-Passage Time Problem and the Shape of the Shiryaev Boundary1
Limit Behavior of Order Statistics on Cycle Lengths of Random $A$-Permutations1
In Memory of A. M. Zubkov (12.30.1946--8.6.2025)1
Limiting Behaviors for Weighted Sums of $m$-WOD Random Variables under Integrability Assumptions1
Poisson Process with Linear Drift and Related Function Series1
Accuracy of Estimation of the Vector of Queue Lengths for Open Jackson Networks1
On Existence of Invariant Measures of a Continuous Contact Model in a Periodic Medium1
Correlations and Convergence Rates in General Ergodic Theorems1
Skorokhod Transition in the Conic Market Model1
On the Busy Period in Queuing Systems with Vacations1
A Breiman's Theorem for a Conditional Dependent Random Vector and Its Applications to Risk Theory1
Inverse and Direct Spectral Problems for a Class of Lattice Hamiltonians1
Analogue of the Neyman--Pearson Lemma for Several Simple Hypotheses1
On the Number of Trees of a Given Size in a Galton--Watson Forest in the Critical Case1
On the ${q}$-Continuous Natural Exponential Family1
On the Asymptotic Approach to the Change-Point Problem and Exponential Convergence Rate in the Ergodic Theorem for Markov Chains1
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 20231
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