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 2021-06-01 to 2025-06-01.)
ArticleCitations
Likelihood Ratio Processes under Nonstandard Settings11
Laplace Expansion for Bartlett--Nanda--Pillai Test Statistic and Its Error Bound8
Optimal Growth Strategies in a Stochastic Market Model with Endogenous Prices6
Clustering Effect for Multitype Branching Random Walk6
Global Rate Optimality of Integral Curve Estimators in High Order Tensor Models: Supplemental Material4
The Chebyshev--Edgeworth Correction in the Central Limit Theorem for Integer-Valued Independent Summands4
An Iterative Method for the Multiple Stopping Problem under Knightian Uncertainty4
Convergence Rate for Randomly Weighted Sums of Random Variables and Its Application3
Joint Distribution of the Supremum and the Moment of Its Attainment by a Poisson Process with Linear Drift3
Kolmogorov's Last Discovery? (Kolmogorov and Algorithmic Statistics)3
Letter to the Editors3
On Proximity of Distributions of Successive Sums with Respect to the Prokhorov Distance3
A Guaranteed Deterministic Approach to Superhedging: The Relationship between the Deterministic and Probabilistic Problem Statements without Trading Constraints3
On a Correspondence between Optimal Stopping Problems on Finite and Infinite Time Intervals3
Birthday Tributes3
On Alternative Approximating Distributions in the Multivariate Version of Kolmogorov's Second Uniform Limit Theorem3
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 and3
Asymptotics of the Persistence Exponent of Integrated Fractional Brownian Motion and Fractionally Integrated Brownian Motion3
Abstracts of Talks Given at the 9th International Conference on Stochastic Methods3
Information on the General Seminar of the Department of Probability, Faculty of Mechanics and Mathematics, Lomonosov Moscow State University, Moscow, Russia, Fall Term 20223
On the Convergence Rate in Precise Asymptotics3
On Asymptotic Behavior of Solutions of Linear Multidimensional Stochastic Differential Equations with Multiplicative Noise3
On Optimal Stochastic Linear Quadratic Control with Inversely Proportional Time-Weighting in the Cost3
Markov Branching Random Walks on $\mathbf{Z}_+$: An Approach Using Orthogonal Polynomials. I2
Exact Lower and Upper Bounds for Gaussian Measures2
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
A New Solution of Bertrand's Paradox2
An Analogue of the Feynman--Kac Formula for a High-Order Operator2
Global Rate Optimality of Integral Curve Estimators in High Order Tensor Models2
On Optimal Linear Regulator with Polynomial Process of External Excitations2
Almost Sure Results for Generalized Normal Distribution2
Chebyshev--Hermite Polynomials and Distributions of Polynomials in Gaussian Random Variables2
Kolmogorov Problems on Equations for Stationary and Transition Probabilities of Diffusion Processes2
Another Proof of a Sakhanenko Theorem2
On a New Estimation Method of the Bernoulli Regression Function2
In Memory of V. N. Tutubalin (10.15.1936--6.18.2023)2
On Absolute Continuity of the Erdös Measure for the Golden Ratio, Tribonacci Numbers, and Second-Order Markov Chains2
Hellinger Distance Estimation for Nonregular Spectra2
The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues2
Partial Linear Eigenvalue Statistics for Non-Hermitian Random Matrices2
On Student Workshops Organized by the Vega Institute2
Log-Optimal Portfolio without NFLVR: Existence, Complete Characterization, and Duality2
Limiting Behaviors for Weighted Sums of Residually $h$-Integrable Random Variables under Sublinear Expectations2
Conditional Functional Limit Theorem for a Random Recurrence Sequence Conditioned on a Large Deviation Event2
A Note on the Berry--Esseen Bounds for $\rho$-Mixing Random Variables and Their Applications1
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
Normal Limit Law for Protected Node Profile of Random Recursive Trees1
Moment Asymptotics of Population Size of Particles at Vertices for a Supercritical Branching Random Walk on a Periodic Graph1
Towards Insensitivity of Nadaraya--Watson Estimators to Design Correlation1
Limiting Behaviors for Weighted Sums of $m$-WOD Random Variables under Integrability Assumptions1
Complete $f$-Moment Convergence for Randomly Weighted Sums of Extended Negatively Dependent Random Variables and Its Statistical Application1
Turnpikes in Finite Markov Decision Processes and Random Walk1
The Cauchy $q$-Distribution: Properties and Simulations1
High Excursion Probabilities for Gaussian Fields on Smooth Manifolds1
A New Condition for Ergodicity of Markov Chains with a General State Space1
Galton--Watson Processes and Their Role as Building Blocks for Branching Processes1
On the Number of Trees of a Given Size in a Galton--Watson Forest in the Critical Case1
On the Bicentenary of the Birth of P. L. Chebyshev, A Great Russian Mathematician1
Uniqueness of the Inverse First-Passage Time Problem and the Shape of the Shiryaev Boundary1
Accuracy of Estimation of the Vector of Queue Lengths for Open Jackson Networks1
Poisson Process with Linear Drift and Related Function Series1
On the Asymptotic Approach to the Change-Point Problem and Exponential Convergence Rate in the Ergodic Theorem for Markov Chains1
On Strong Law of Large Numbers for Pairwise Independent Random Variables1
300 Years of the Russian Academy of Sciences1
Limit Behavior of Order Statistics on Cycle Lengths of Random $A$-Permutations1
In Memory of V. A. Malyshev (04.13.1938--09.30.2022)1
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