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 2022-05-01 to 2026-05-01.)
ArticleCitations
Remarks on Parabolic Kolmogorov Operator12
An Iterative Method for the Multiple Stopping Problem under Knightian Uncertainty12
Optimal Growth Strategies in a Stochastic Market Model with Endogenous Prices10
Clustering Effect for Multitype Branching Random Walk6
Likelihood Ratio Processes under Nonstandard Settings5
Global Rate Optimality of Integral Curve Estimators in High Order Tensor Models: Supplemental Material5
Laplace Expansion for Bartlett--Nanda--Pillai Test Statistic and Its Error Bound5
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 and4
On Alternative Approximating Distributions in the Multivariate Version of Kolmogorov's Second Uniform Limit Theorem4
Kolmogorov's Last Discovery? (Kolmogorov and Algorithmic Statistics)4
Birthday Tributes4
Information on the General Seminar of the Department of Probability, Faculty of Mechanics and Mathematics, Lomonosov Moscow State University, Moscow, Russia, Fall Term 20224
Joint Distribution of the Supremum and the Moment of Its Attainment by a Poisson Process with Linear Drift4
On the Convergence Rate in Precise Asymptotics4
On Proximity of Distributions of Successive Sums with Respect to the Prokhorov Distance4
On Asymptotic Behavior of Solutions of Linear Multidimensional Stochastic Differential Equations with Multiplicative Noise4
On Optimal Stochastic Linear Quadratic Control with Inversely Proportional Time-Weighting in the Cost3
Asymptotics of the Persistence Exponent of Integrated Fractional Brownian Motion and Fractionally Integrated Brownian Motion3
Partial Linear Eigenvalue Statistics for Non-Hermitian Random Matrices3
Letter to the Editors3
Convergence Rate for Randomly Weighted Sums of Random Variables and Its Application3
Exact Lower and Upper Bounds for Gaussian Measures3
Minimax Linear Estimation on the Half-Line via Mellin Transform3
Abstracts of Talks Given at the 9th International Conference on Stochastic Methods3
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
A Guaranteed Deterministic Approach to Superhedging: The Relationship between the Deterministic and Probabilistic Problem Statements without Trading Constraints3
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
The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues2
On Student Workshops Organized by the Vega Institute2
Limiting Behaviors for Weighted Sums of Residually $h$-Integrable Random Variables under Sublinear Expectations2
A Limit Theorem for One-Dimensional Branching Wiener Processes with Point Branching Sources2
On Absolute Continuity of the Erdös Measure for the Golden Ratio, Tribonacci Numbers, and Second-Order Markov Chains2
High Excursion Probabilities for Gaussian Fields on Smooth Manifolds2
In Memory of V. I. Arkin (9.15.1937--5.29.2025)2
A New Solution of Bertrand's Paradox2
On the Recurrence of Birkhoff Sums for a Circle Rotation and a Hölder Function2
Markov Branching Random Walks on $\mathbf{Z}_+$: An Approach Using Orthogonal Polynomials. I2
On Optimal Linear Regulator with Polynomial Process of External Excitations2
In Memory of V. N. Tutubalin (10.15.1936--6.18.2023)2
Global Rate Optimality of Integral Curve Estimators in High Order Tensor Models2
Almost Sure Results for Generalized Normal Distribution2
Abstracts of Talks Given at the 10th International Conference on Stochastic Methods2
Hellinger Distance Estimation for Nonregular Spectra2
Conditional Functional Limit Theorem for a Random Recurrence Sequence Conditioned on a Large Deviation Event2
Log-Optimal Portfolio without NFLVR: Existence, Complete Characterization, and Duality2
On a New Estimation Method of the Bernoulli Regression Function2
Another Proof of a Sakhanenko Theorem2
Uniqueness of the Inverse First-Passage Time Problem and the Shape of the Shiryaev Boundary1
Complete $f$-Moment Convergence for Randomly Weighted Sums of Extended Negatively Dependent Random Variables and Its Statistical Application1
On Existence of Invariant Measures of a Continuous Contact Model in a Periodic Medium1
On the Asymptotic Approach to the Change-Point Problem and Exponential Convergence Rate in the Ergodic Theorem for Markov Chains1
A Note on the Berry--Esseen Bounds for $\rho$-Mixing Random Variables and Their Applications1
Towards Insensitivity of Nadaraya--Watson Estimators to Design Correlation1
Poisson Process with Linear Drift and Related Function Series1
300 Years of the Russian Academy of Sciences1
Limiting Behaviors for Weighted Sums of $m$-WOD Random Variables under Integrability Assumptions1
On Strong Law of Large Numbers for Pairwise Independent Random Variables1
A Breiman's Theorem for a Conditional Dependent Random Vector and Its Applications to Risk Theory1
Markov Branching Random Walks on $\mathbf{Z}_+$: An Approach Using Orthogonal Polynomials. II1
Inverse and Direct Spectral Problems for a Class of Lattice Hamiltonians1
Limit Behavior of Order Statistics on Cycle Lengths of Random $A$-Permutations1
Accuracy of Estimation of the Vector of Queue Lengths for Open Jackson Networks1
Galton--Watson Processes and Their Role as Building Blocks for Branching Processes1
Normal Limit Law for Protected Node Profile of Random Recursive Trees1
The Cauchy $q$-Distribution: Properties and Simulations1
An Analogue of the Feynman--Kac Formula for a High-Order Operator1
Asymptotic Behavior of a Multilevel Type Error for SDEs Driven by a Pure Jump Lévy Process1
A New Version of Uniform Integrability via Power Series Summability Methods1
In Memory of V. A. Malyshev (04.13.1938--09.30.2022)1
On the Law of Large Numbers for Nonidentically Distributed Weakly Dependent Summands1
Correlations and Convergence Rates in General Ergodic Theorems1
Analogue of the Neyman--Pearson Lemma for Several Simple Hypotheses1
Turnpikes in Finite Markov Decision Processes and Random Walk1
On the ${q}$-Continuous Natural Exponential Family1
Moment Asymptotics of Population Size of Particles at Vertices for a Supercritical Branching Random Walk on a Periodic Graph1
A New Condition for Ergodicity of Markov Chains with a General State Space1
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
On the Number of Trees of a Given Size in a Galton--Watson Forest in the Critical Case1
On the Busy Period in Queuing Systems with Vacations1
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