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 2020-04-01 to 2024-04-01.)

Article	Citations
Controlled Diffusion Mean Field Games with Common Noise and McKean--Vlasov Second Order Backward SDEs	6
On Modifications of the Lindeberg and Rotar' Conditions in the Central Limit Theorem	5
On Exact Large Deviation Principles for Compound Renewal 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
Convergence Rate of Random Geometric Sum Distributions to the Laplace Law	4
Kolmogorov's Equations for Jump Markov Processes and Their Applications to Control Problems	3
On Senatov Moments in Asymptotic Expansions in the Central Limit Theorem	3
Towards Insensitivity of Nadaraya--Watson Estimators to Design Correlation	3
Complete $f$-Moment Convergence for Randomly Weighted Sums of Extended Negatively Dependent Random Variables and Its Statistical Application	3
Limiting Spectral Distribution for Large Sample Covariance Matrices with Graph-Dependent Elements	3
Ergodicities and Exponential Ergodicities of Dawson--Watanabe Type Processes	3
Breaking a Chain of Interacting Brownian Particles: A Gumbel Limit Theorem	3
On Alternative Approximating Distributions in the Multivariate Version of Kolmogorov's Second Uniform Limit Theorem	2
Clustering Effect for Multitype Branching Random Walk	2
Resource Allocation in Communication Networks with Large Number of Users: The Dual Stochastic Gradient Method	2
Chebyshev--Hermite Polynomials and Distributions of Polynomials in Gaussian Random Variables	2
Subcritical Branching Processes in Random Environment with Immigration: Survival of a Single Family	2
Kolmogorov's Strong Law of Large Numbers Holds for Pairwise Uncorrelated Random Variables	2
On the Convergence Rate in Precise Asymptotics	2
Stable Random Variables with Complex Stability Index, I	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
Extension of the Invariance Principle for Compound Renewal Processes to the Zones of Moderately Large and Small Deviations	2
Likelihood Ratio Processes under Nonstandard Settings	2

Large Deviations for a Terminating Compound Renewal Process	2
On the Sojourn Time Distribution of a Random Walk at a Multidimensional Lattice Point	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
On the Distribution of the Last Exit Time over a Slowly Growing Linear Boundary for a Gaussian Process	1
On mm-Entropy of a Banach Space with Gaussian Measure	1
Asymptotics for the Distribution of the Time of Attaining the Maximum for a Trajectory of a Poisson Process with Linear Drift and Intensity Switch	1
Probabilistic Approximation of the Solution of the Cauchy Problem for the Higher-Order Schrödinger Equation	1
Another Proof of a Sakhanenko Theorem	1
Local Limit Theorems for Compound Discrete Distributions	1
Background Driving Distribution Functions and Series Representations for Log-Gamma Self-Decomposable Random Variables	1
Asymptotic Relative Efficiency of the Kendall and Spearman Correlation Statistics	1
A New Version of Uniform Integrability via Power Series Summability Methods	1
Population Size of a Critical Branching Process Evolving in an Unfavorable Environment	1
Wiener Spiral for Volatility Modeling	1
An Alternative Method of the Proof of the Ergodic Theorem for General Markov Chains	1
Gaussian Approximation of the Distribution of Strongly Repelling Particles on the Unit Circle	1
On Tests for Distinguishing Distribution Tails	1
Log-Optimal Portfolio without NFLVR: Existence, Complete Characterization, and Duality	1
An Exponential Inequality for $U$-Statistics of I.I.D. Data	1
The Joint Law of a Max-Continuous Local Submartingale and Its Maximum	1
A New Solution of Bertrand's Paradox	1
Partial Linear Eigenvalue Statistics for Non-Hermitian Random Matrices	1
On Relevant Features Selection Based on Information Theory	1
Records and Increases of Multivariate Extremes of Random Particle Scores in Supercritical Branching Processes with Max-Linear Heredity	1
On a New Estimation Method of the Bernoulli Regression Function	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
Series Expansions of Fractional Brownian Motions and Strong Local Nondeterminism of Bifractional Brownian Motions on Balls and Spheres	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
On Two Limit Values of the Chromatic Number of a Random Hypergraph	1
On the Maximum Entropy of a Sum of Independent Discrete Random Variables	1