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 2021-11-01 to 2025-11-01.)

Article	Citations
Remarks on Parabolic Kolmogorov Operator	11
Likelihood Ratio Processes under Nonstandard Settings	9
Clustering Effect for Multitype Branching Random Walk	9
Optimal Growth Strategies in a Stochastic Market Model with Endogenous Prices	8
Global Rate Optimality of Integral Curve Estimators in High Order Tensor Models: Supplemental Material	6
An Iterative Method for the Multiple Stopping Problem under Knightian Uncertainty	5
Kolmogorov's Last Discovery? (Kolmogorov and Algorithmic Statistics)	4
Joint Distribution of the Supremum and the Moment of Its Attainment by a Poisson Process with Linear Drift	4
Laplace Expansion for Bartlett--Nanda--Pillai Test Statistic and Its Error Bound	4
Birthday Tributes	4
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
On Alternative Approximating Distributions in the Multivariate Version of Kolmogorov's Second Uniform Limit Theorem	4
Letter to the Editors	4
Abstracts of Talks Given at the 9th International Conference on Stochastic Methods	3
On Proximity of Distributions of Successive Sums with Respect to the Prokhorov Distance	3
A Guaranteed Deterministic Approach to Superhedging: The Relationship between the Deterministic and Probabilistic Problem Statements without Trading Constraints	3
On Optimal Stochastic Linear Quadratic Control with Inversely Proportional Time-Weighting in the Cost	3
Partial Linear Eigenvalue Statistics for Non-Hermitian Random Matrices	3
A New Solution of Bertrand's Paradox	3
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	3
The Chebyshev--Edgeworth Correction in the Central Limit Theorem for Integer-Valued Independent Summands	3
Asymptotics of the Persistence Exponent of Integrated Fractional Brownian Motion and Fractionally Integrated Brownian Motion	3
Kolmogorov Problems on Equations for Stationary and Transition Probabilities of Diffusion Processes	3
Minimax Linear Estimation on the Half-Line via Mellin Transform	3

The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues	3
On Asymptotic Behavior of Solutions of Linear Multidimensional Stochastic Differential Equations with Multiplicative Noise	3
On a Correspondence between Optimal Stopping Problems on Finite and Infinite Time Intervals	3
Convergence Rate for Randomly Weighted Sums of Random Variables and Its Application	3
Exact Lower and Upper Bounds for Gaussian Measures	3
Chebyshev--Hermite Polynomials and Distributions of Polynomials in Gaussian Random Variables	3
Hellinger Distance Estimation for Nonregular Spectra	2
Log-Optimal Portfolio without NFLVR: Existence, Complete Characterization, and Duality	2
On Absolute Continuity of the Erdös Measure for the Golden Ratio, Tribonacci Numbers, and Second-Order Markov Chains	2
On a New Estimation Method of the Bernoulli Regression Function	2
In Memory of V. N. Tutubalin (10.15.1936--6.18.2023)	2
Another Proof of a Sakhanenko Theorem	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
On Optimal Linear Regulator with Polynomial Process of External Excitations	2
Conditional Functional Limit Theorem for a Random Recurrence Sequence Conditioned on a Large Deviation Event	2
An Analogue of the Feynman--Kac Formula for a High-Order Operator	2
Markov Branching Random Walks on $\mathbf{Z}_+$: An Approach Using Orthogonal Polynomials. I	2
On Student Workshops Organized by the Vega Institute	2
Almost Sure Results for Generalized Normal Distribution	2
Limiting Behaviors for Weighted Sums of Residually $h$-Integrable Random Variables under Sublinear Expectations	2
Global Rate Optimality of Integral Curve Estimators in High Order Tensor Models	2
Towards Insensitivity of Nadaraya--Watson Estimators to Design Correlation	1
On the Law of Large Numbers for Nonidentically Distributed Weakly Dependent Summands	1
On the Asymptotic Approach to the Change-Point Problem and Exponential Convergence Rate in the Ergodic Theorem for Markov Chains	1
Accuracy of Estimation of the Vector of Queue Lengths for Open Jackson Networks	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
A New Condition for Ergodicity of Markov Chains with a General State Space	1
Limiting Behaviors for Weighted Sums of $m$-WOD Random Variables under Integrability Assumptions	1
Limit Behavior of Order Statistics on Cycle Lengths of Random $A$-Permutations	1
A New Version of Uniform Integrability via Power Series Summability Methods	1
The Life, Work, and Legacy of P. L. Chebyshev	1
Uniqueness of the Inverse First-Passage Time Problem and the Shape of the Shiryaev Boundary	1
In Memory of V. A. Malyshev (04.13.1938--09.30.2022)	1
Turnpikes in Finite Markov Decision Processes and Random Walk	1
300 Years of the Russian Academy of Sciences	1
Moment Asymptotics of Population Size of Particles at Vertices for a Supercritical Branching Random Walk on a Periodic Graph	1
Poisson Process with Linear Drift and Related Function Series	1
On Strong Law of Large Numbers for Pairwise Independent Random Variables	1
Complete $f$-Moment Convergence for Randomly Weighted Sums of Extended Negatively Dependent Random Variables and Its Statistical Application	1
On the Sum of Gaussian Martingale and an Independent Fractional Brownian Motion	1
Local Tail Asymptotics for the Joint Distribution of the Length and of the Maximum of a Random Walk Excursion	1
Approximation of Free Convolutions by Free Infinitely Divisible Laws	1
Markov Branching Random Walks on $\mathbf{Z}_+$: An Approach Using Orthogonal Polynomials. II	1
Galton--Watson Processes and Their Role as Building Blocks for Branching Processes	1
Asymptotic Behavior of a Multilevel Type Error for SDEs Driven by a Pure Jump Lévy Process	1
High Excursion Probabilities for Gaussian Fields on Smooth Manifolds	1
On the Number of Trees of a Given Size in a Galton--Watson Forest in the Critical Case	1
The Cauchy $q$-Distribution: Properties and Simulations	1
Normal Limit Law for Protected Node Profile of Random Recursive Trees	1
A Note on the Berry--Esseen Bounds for $\rho$-Mixing Random Variables and Their Applications	1

On the Bicentenary of the Birth of P. L. Chebyshev, A Great Russian Mathematician	1
On a Periodic Branching Random Walk on $\mathbf{Z}^{{d}}$ with an Infinite Variance of Jumps	1
On One Family of Random Operators	1
A Breiman's Theorem for a Conditional Dependent Random Vector and Its Applications to Risk Theory	1
Analogue of the Neyman--Pearson Lemma for Several Simple Hypotheses	1