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 2021-09-01 to 2025-09-01.)

Article	Citations
Likelihood Ratio Processes under Nonstandard Settings	11
Optimal Growth Strategies in a Stochastic Market Model with Endogenous Prices	8
Clustering Effect for Multitype Branching Random Walk	8
Global Rate Optimality of Integral Curve Estimators in High Order Tensor Models: Supplemental Material	8
An Iterative Method for the Multiple Stopping Problem under Knightian Uncertainty	6
Remarks on Parabolic Kolmogorov Operator	4
On Proximity of Distributions of Successive Sums with Respect to the Prokhorov Distance	4
Laplace Expansion for Bartlett--Nanda--Pillai Test Statistic and Its Error Bound	4
The Chebyshev--Edgeworth Correction in the Central Limit Theorem for Integer-Valued Independent Summands	4
On Asymptotic Behavior of Solutions of Linear Multidimensional Stochastic Differential Equations with Multiplicative Noise	4
On Optimal Stochastic Linear Quadratic Control with Inversely Proportional Time-Weighting in the Cost	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
Letter to the Editors	3
On Alternative Approximating Distributions in the Multivariate Version of Kolmogorov's Second Uniform Limit Theorem	3
Convergence Rate for Randomly Weighted Sums of Random Variables and Its Application	3
Minimax Linear Estimation on the Half-Line via Mellin Transform	3
Chebyshev--Hermite Polynomials and Distributions of Polynomials in Gaussian Random Variables	3
On a Correspondence between Optimal Stopping Problems on Finite and Infinite Time Intervals	3
Joint Distribution of the Supremum and the Moment of Its Attainment by a Poisson Process with Linear Drift	3
Kolmogorov's Last Discovery? (Kolmogorov and Algorithmic Statistics)	3
A Guaranteed Deterministic Approach to Superhedging: The Relationship between the Deterministic and Probabilistic Problem Statements without Trading Constraints	3
Abstracts of Talks Given at the 9th International Conference on Stochastic Methods	3
Exact Lower and Upper Bounds for Gaussian Measures	3
A New Solution of Bertrand's Paradox	3
On the Convergence Rate in Precise Asymptotics	3

Birthday Tributes	3
Information on the General Seminar of the Department of Probability, Faculty of Mechanics and Mathematics, Lomonosov Moscow State University, Moscow, Russia, Fall Term 2022	3
The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues	3
Kolmogorov Problems on Equations for Stationary and Transition Probabilities of Diffusion Processes	3
Partial Linear Eigenvalue Statistics for Non-Hermitian Random Matrices	3
Asymptotics of the Persistence Exponent of Integrated Fractional Brownian Motion and Fractionally Integrated Brownian Motion	3
Limiting Behaviors for Weighted Sums of Residually $h$-Integrable Random Variables under Sublinear Expectations	2
An Analogue of the Feynman--Kac Formula for a High-Order Operator	2
Almost Sure Results for Generalized Normal Distribution	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
Global Rate Optimality of Integral Curve Estimators in High Order Tensor Models	2
Markov Branching Random Walks on $\mathbf{Z}_+$: An Approach Using Orthogonal Polynomials. I	2
On Student Workshops Organized by the Vega Institute	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
Hellinger Distance Estimation for Nonregular Spectra	2
Log-Optimal Portfolio without NFLVR: Existence, Complete Characterization, and Duality	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, Spring Term 2023	1
A New Condition for Ergodicity of Markov Chains with a General State Space	1
The Cauchy $q$-Distribution: Properties and Simulations	1
Limiting Behaviors for Weighted Sums of $m$-WOD Random Variables under Integrability Assumptions	1
Local Tail Asymptotics for the Joint Distribution of the Length and of the Maximum of a Random Walk Excursion	1
Asymptotic Behavior of a Multilevel Type Error for SDEs Driven by a Pure Jump Lévy Process	1
Analogue of the Neyman--Pearson Lemma for Several Simple Hypotheses	1
Limit Behavior of Order Statistics on Cycle Lengths of Random $A$-Permutations	1
Galton--Watson Processes and Their Role as Building Blocks for Branching Processes	1
A Note on the Berry--Esseen Bounds for $\rho$-Mixing Random Variables and Their Applications	1
Moment Asymptotics of Population Size of Particles at Vertices for a Supercritical Branching Random Walk on a Periodic Graph	1
On the Number of Trees of a Given Size in a Galton--Watson Forest in the Critical Case	1
300 Years of the Russian Academy of Sciences	1
On Strong Law of Large Numbers for Pairwise Independent Random Variables	1
The Life, Work, and Legacy of P. L. Chebyshev	1
On One Family of Random Operators	1
In Memory of V. A. Malyshev (04.13.1938--09.30.2022)	1
Uniqueness of the Inverse First-Passage Time Problem and the Shape of the Shiryaev Boundary	1
Accuracy of Estimation of the Vector of Queue Lengths for Open Jackson Networks	1
On the Asymptotic Approach to the Change-Point Problem and Exponential Convergence Rate in the Ergodic Theorem for Markov Chains	1
Normal Limit Law for Protected Node Profile of Random Recursive Trees	1
Poisson Process with Linear Drift and Related Function Series	1
High Excursion Probabilities for Gaussian Fields on Smooth Manifolds	1
Complete $f$-Moment Convergence for Randomly Weighted Sums of Extended Negatively Dependent Random Variables and Its Statistical Application	1
Approximation of Free Convolutions by Free Infinitely Divisible Laws	1
A Breiman's Theorem for a Conditional Dependent Random Vector and Its Applications to Risk Theory	1
Markov Branching Random Walks on $\mathbf{Z}_+$: An Approach Using Orthogonal Polynomials. II	1
On the Bicentenary of the Birth of P. L. Chebyshev, A Great Russian Mathematician	1
Towards Insensitivity of Nadaraya--Watson Estimators to Design Correlation	1

Turnpikes in Finite Markov Decision Processes and Random Walk