OOIR: Observatory of International Research

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 2020-11-01 to 2024-11-01.)

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
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
Convergence Rate of Random Geometric Sum Distributions to the Laplace Law	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
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
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
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
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