Theory of Probability and Its Applications

Article	Citations
Remarks on Parabolic Kolmogorov Operator	13
An Iterative Method for the Multiple Stopping Problem under Knightian Uncertainty	12
Clustering Effect for Multitype Branching Random Walk	12
Laplace Expansion for Bartlett--Nanda--Pillai Test Statistic and Its Error Bound	6
Global Rate Optimality of Integral Curve Estimators in High Order Tensor Models: Supplemental Material	6
Optimal Growth Strategies in a Stochastic Market Model with Endogenous Prices	5
Likelihood Ratio Processes under Nonstandard Settings	5
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 and	5
On the Convergence Rate in Precise Asymptotics	4
Information on the General Seminar of the Department of Probability, Faculty of Mechanics and Mathematics, Lomonosov Moscow State University, Moscow, Russia, Fall Term 2022	4
Kolmogorov's Last Discovery? (Kolmogorov and Algorithmic Statistics)	4
On Asymptotic Behavior of Solutions of Linear Multidimensional Stochastic Differential Equations with Multiplicative Noise	4
Joint Distribution of the Supremum and the Moment of Its Attainment by a Poisson Process with Linear Drift	4
On Proximity of Distributions of Successive Sums with Respect to the Prokhorov Distance	4
Letter to the Editors	4
On a Correspondence between Optimal Stopping Problems on Finite and Infinite Time Intervals	3
Kolmogorov Problems on Equations for Stationary and Transition Probabilities of Diffusion Processes	3
In Memory of V. I. Arkin (9.15.1937--5.29.2025)	3
Convergence Rate for Randomly Weighted Sums of Random Variables and Its Application	3
A Guaranteed Deterministic Approach to Superhedging: The Relationship between the Deterministic and Probabilistic Problem Statements without Trading Constraints	3
Almost Sure Results for Generalized Normal Distribution	3
Abstracts of Talks Given at the 9th International Conference on Stochastic Methods	3
Exact Lower and Upper Bounds for Gaussian Measures	3
Minimax Linear Estimation on the Half-Line via Mellin Transform	3
Partial Linear Eigenvalue Statistics for Non-Hermitian Random Matrices	3

On Student Workshops Organized by the Vega Institute	2
On the Maximal Degree of a Vertex of a Conditional Configuration Graph	2
On a New Estimation Method of the Bernoulli Regression Function	2
High Excursion Probabilities for Gaussian Fields on Smooth Manifolds	2
Normal Limit Law for Protected Node Profile of Random Recursive Trees	2
Limiting Behaviors for Weighted Sums of Residually $h$-Integrable Random Variables under Sublinear Expectations	2
Uniformity of Mixed Two- and Four-Level Designs under Quaternary Codes	2
The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues	2
In Memory of V. N. Tutubalin (10.15.1936--6.18.2023)	2
Another Proof of a Sakhanenko Theorem	2
Global Rate Optimality of Integral Curve Estimators in High Order Tensor Models	2
A Counterexample to Small-Time Limit Theorems for Stochastic Processes	2
On Optimal Linear Regulator with Polynomial Process of External Excitations	2
Log-Optimal Portfolio without NFLVR: Existence, Complete Characterization, and Duality	2
Hellinger Distance Estimation for Nonregular Spectra	2
Abstracts of Talks Given at the 10th International Conference on Stochastic Methods	2
On Absolute Continuity of the Erdös Measure for the Golden Ratio, Tribonacci Numbers, and Second-Order Markov Chains	2
On the Recurrence of Birkhoff Sums for a Circle Rotation and a Hölder Function	2
Conditional Functional Limit Theorem for a Random Recurrence Sequence Conditioned on a Large Deviation Event	2
On the 80th Birthday of V. I. Piterbarg	2
A New Condition for Ergodicity of Markov Chains with a General State Space	2
A Limit Theorem for One-Dimensional Branching Wiener Processes with Point Branching Sources	2
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	2
Markov Branching Random Walks on $\mathbf{Z}_+$: An Approach Using Orthogonal Polynomials. I	2
Moment Asymptotics of Population Size of Particles at Vertices for a Supercritical Branching Random Walk on a Periodic Graph	1
Turnpikes in Finite Markov Decision Processes and Random Walk	1
Asymptotic Behavior of a Multilevel Type Error for SDEs Driven by a Pure Jump Lévy Process	1
On the Law of Large Numbers for Nonidentically Distributed Weakly Dependent Summands	1
On One Family of Random Operators	1
Approximation of Smooth Multivariate Regression Functions by Universal Kernel Estimators	1
Uniqueness of the Inverse First-Passage Time Problem and the Shape of the Shiryaev Boundary	1
Limit Behavior of Order Statistics on Cycle Lengths of Random $A$-Permutations	1
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 Assumptions	1
Poisson Process with Linear Drift and Related Function Series	1
Accuracy of Estimation of the Vector of Queue Lengths for Open Jackson Networks	1
On Existence of Invariant Measures of a Continuous Contact Model in a Periodic Medium	1
Correlations and Convergence Rates in General Ergodic Theorems	1
Skorokhod Transition in the Conic Market Model	1
On the Busy Period in Queuing Systems with Vacations	1
A Breiman's Theorem for a Conditional Dependent Random Vector and Its Applications to Risk Theory	1
Inverse and Direct Spectral Problems for a Class of Lattice Hamiltonians	1
Analogue of the Neyman--Pearson Lemma for Several Simple Hypotheses	1
On the Number of Trees of a Given Size in a Galton--Watson Forest in the Critical Case	1
On the ${q}$-Continuous Natural Exponential Family	1
On the Asymptotic Approach to the Change-Point Problem and Exponential Convergence Rate in the Ergodic Theorem for Markov Chains	1
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	1
The Cauchy $q$-Distribution: Properties and Simulations	1
Markov Branching Random Walks on $\mathbf{Z}_+$: An Approach Using Orthogonal Polynomials. II	1
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 Excursion	1
Local Dynamical Entropies and Their Applications in Number Theory	1
In Memory of V. A. Malyshev (04.13.1938--09.30.2022)	1
300 Years of the Russian Academy of Sciences	1
Complete $f$-Moment Convergence for Randomly Weighted Sums of Extended Negatively Dependent Random Variables and Its Statistical Application	1
On Strong Law of Large Numbers for Pairwise Independent Random Variables	1
Towards Insensitivity of Nadaraya--Watson Estimators to Design Correlation	1
A Note on the Berry--Esseen Bounds for $\rho$-Mixing Random Variables and Their Applications	1
Spontaneously Started Signals with White Noise	0
On a Periodic Branching Random Walk on $\mathbf{Z}^{{d}}$ with an Infinite Variance of Jumps	0
Congratulations to V. A. Vatutin on Receiving the A. A. Markov Prize	0
Complete Convergence and Complete Moment Convergence for Randomly Weighted Sums of Widely Negative Dependent Random Variables under Sublinear Expectations	0
On Asymptotic Strategies in the Stochastic Colonel Blotto Game	0
Nonparametric Estimation of Trend for Stochastic Differential Equations Driven by Multiplicative Stochastic Volatility	0
Stability Properties of Feature Selection Measures	0
On the Representation Property for 1D General Diffusion Semimartingales	0
Inducing Countable Lebesgue Spectrum	0
On Asymptotic Expansion for Mathematical Expectation of a Renewal--Reward Process with Dependent Components and Heavy-Tailed Interarrival Times	0
Generalized Marcinkiewicz Laws for Weighted Dependent Random Vectors in Hilbert Spaces	0
Two-Dimensional Parisian Ruin Problem and Evaluation of Pickands Type Constants	0
On the 90th Birthday of I. A. Ibragimov	0
Energy-Efficient Pursuit of Multidimensional Wiener Processes	0
In Memory of L. G. Afanasyeva (14.09.1937--26.08.2022)	0
Wiener Spiral for Volatility Modeling	0
Stable Random Variables with Complex Stability Index, I	0
A New Moment Determinacy Condition for Probability Distributions	0
On Parameter Estimation of Diffusion-Type Processes: Sequential Estimation Revisited	0
Joint Distributions of Generalized Integrable Increasing Processes and Their Generalized Compensators	0
On the Maximum of a Special Random Assignment Process	0
On a Diffusion Approximation of a Prediction Game	0
Limiting Spectral Distribution for Large Sample Covariance Matrices with Graph-Dependent Elements	0
Population Size of a Critical Branching Process Evolving in an Unfavorable Environment	0
A Life in Mathematics: On the 90th Birthday of Yakov Grigor'evich Sinai	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
On Sub-Gaussian Concentration of Missing Mass	0
Some New Ordering Results for Parallel and Series Systems with Dependent Heterogeneous Exponentiated Weibull Components	0
Stability of Nontransitive Trybuła Triplets under Taking Sums and Maxima	0
On the 80th Birthday of A. A. Novikov	0
Parities and Hypergeometric Function	0
On the Bounds for the Expected Maxima of Random Samples with Known Expected Maxima of Two Samples of Smaller Size	0
Utility Maximization of the Exponential Lévy Switching Models	0
In Memory of A. M. Vershik (12.28.1933--02.14.2024)	0
On Weak Convergence of Moments of the Sum of Independently and Identically Distributed Random Variables	0
The Ninetieth Anniversary of the Founding of the Department of Probability Theory at Lomonosov Moscow State University	0
An Application of the Laplace Transform to Ruin Problems with Random Insurance Payments and Risky Asset Investments	0
On Basic Context-Dependent Concepts of Information Theory and Statistics	0
Complete and Complete Integral Convergence for Arrays of Rowwise Extended Negatively Dependent Random Variables under Sublinear Expectations	0
On the Sum of Gaussian Martingale and an Independent Fractional Brownian Motion	0
On Nondegenerate Itô Processes with Moderated Drift	0
Mallows Distance Convergence for Extremes: Regeneration Approach	0
Periodic Multitype Symmetric Branching Random Walks on $\mathbf{Z}^{{d}}$	0
New Characterizations of the Gamma Distribution via Independence of Two Statistics by Using Anosov's Theorem	0
Finite Time Dynamics and Finite Time Predictions for Stochastic and Deterministic Chaotic Systems	0
Probabilistic Properties of Zipf Sets and Their Maximal Intersections	0
Convergence Rates to the Arcsine Law	0
A Remark on the Itô Formula	0
Irregular Sets in Dynamical Systems: A Survey	0
On One Nonparametric Estimation of the Poisson Regression Function	0
Optimal Information Usage in Binary Sequential Hypothesis Testing	0
Spectral Methods and Their Applications in Analysis of Branching Random Walks	0
A Generalization of Chebyshev--Markov Type Inequality	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
A Limit Theorem for Maxima of Functions of Gaussian Processes with Logarithmic Decay of Correlation	0
Large Deviations of a Sum of Independent Random Variables with Distributions with Rapidly Decreasing Tails	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
Monte Carlo Method for Pricing Lookback Type Options in Lévy Models	0
Abstracts of Talks Given at the 7th International Conference on Stochastic Methods, II	0
Stable Random Variables with Complex Stability Index, II	0
Martingale Methods in the Problem of Existence of Survival Strategies	0
On Cocycles over Ergodic Transformations and Barycenters	0
The Arcsine Law for Random Walk with Zero Drift and Low Maximum	0
On Forward and Backward Kolmogorov Equations for Pure Jump Markov Processes and Their Generalizations	0
On Approximation of Sums of Locally Dependent Random Variables via Perturbations of Stein Operator	0
The von Bahr--Esseen Type Inequality under Sublinear Expectations and Applications	0
Sergey Viktorovich Nagaev (On His 90th Birthday)	0
One Limit Theorem for Branching Random Walks	0
On Short Chebyshev--Edgeworth Expansions for Weighted Sums of Random Vectors	0
Series Expansions of Fractional Brownian Motions and Strong Local Nondeterminism of Bifractional Brownian Motions on Balls and Spheres	0
Hedging Problem for Asian Call Options with Transaction Costs	0
Generalized Poisson--Dirichlet Distributions Based on the Dickman Subordinator	0

An Example of a Non-log-Concave Distribution Where the Difference Has a Log-Concave Density	0
Weakly Supercritical Branching Process in a Random Environment Dying at a Distant Moment	0
Abstracts of Talks Given at the 7th International Conference on Stochastic Methods, I	0
Records and Increases of Multivariate Extremes of Random Particle Scores in Supercritical Branching Processes with Max-Linear Heredity	0
On Complete Convergence of Moments in Exact Asymptotics under Normal Approximation	0
Abstracts of Talks Given at the 8th International Conference on Stochastic Methods	0
Information on the General Seminar of the Department of Probability, Faculty of Mechanics and Mathematics, Lomonosov Moscow State University, Moscow, Russia, Fall Term 2024 and Spring Term 2025	0
Large Deviations for Stochastic Differential Equations Driven by Semimartingales	0
Cost Optimization of Queueing Systems with Vacations	0
Seminars, Conferences, Books	0
Universal Nonparametric Kernel-Type Estimators for the Mean and Covariance Functions of a Stochastic Process	0
In Memory of V.I. Khokhlov (8.27.1955--4.2.2025)	0
On the 120th Birthday of Andrei Nikolaevich Kolmogorov	0
On an Example of Expectation Evaluation	0
On Limit Theorems for the Distribution of the Maximal Element in a Sequence of Random Variables	0
Atypical Population Size in a Two-Type Decomposable Branching Process	0
On Deviations between Projection Chentsov Type Estimators of a Distribution Density in ${p}\geq 2$ Independent Samples	0
Positively Decreasing and Related Distributions under Dependence	0
Optimal Linear-Quadratic Regulator for a Stochastic System under Mutually Inverse Time Preferences in the Cost	0
Asymptotic Relative Efficiency of the Kendall and Spearman Correlation Statistics	0
A Weak Law of Large Numbers for Dependent Random Variables	0
Strong Convergence for Weighted Sums of General Normalizing Dependent Random Variables under Sublinear Expectations	0
On Characterization of Quantum Gaussian Measurement Channels	0
Lévy Processes with Jumps Governed by Lower Incomplete Gamma Subordinator and Its Variations	0
Queueing Systems with Vacations, Interruptions, and Delays in Device Operation	0
On mm-Entropy of a Banach Space with Gaussian Measure	0
On the 90th Birthday of A. N. Shiryaev	0
Multiple Mixing, Local Rank, and Joinings of Automorphisms of a Probability Space	0
Affine Diminishing Urns	0
Uniform Integrability of Nonnegative Supermartingales via Time Change in a Geometric Brownian Motion	0
Quantization as a Universal Probabilistic Phenomenon	0
Euler Scheme for Some SDEs with Fractional Noise and Markov Switching	0
Extrema of the Generalized Allocation Scheme Based on an $m$-Dependent Sequence	0
On Relevant Features Selection Based on Information Theory	0
Parameter Estimation for Fractional Stochastic Heat Equations: Berry--Esseen Bounds in CLTs	0
Explicit Expressions of the Hua--Pickrell Semigroup	0
On Intermediate Factors of a Product of Disjoint Systems	0
A Branching Process in Random Environment Starting with Large Number of Particles	0
A Gibbs Conditional Theorem under Extreme Deviation	0
Quenched Small Deviation for the Trajectory of a Random Walk with Random Environment in Time	0
On Sufficient Conditions in the Marchenko--Pastur Theorem	0
On the 90th Birthday of Ya. G. Sinai	0
Energy Saving Approximation of Wiener Process under Unilateral Constraints	0
Uniform Continuity for Borel Transformations of Stochastic Fields	0
On Two Limit Values of the Chromatic Number of a Random Hypergraph	0
Mallows Distance Convergence for Heavy-Tailed Markov Chains: Regeneration Approach	0
On Symmetrized Chi-Square Tests in Autoregression with Outliers in Data	0