Theory of Probability and Its Applications

Papers
(The TQCC of Theory of Probability and Its Applications is 2. 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 2021-08-01 to 2025-08-01.)
ArticleCitations
Likelihood Ratio Processes under Nonstandard Settings11
Clustering Effect for Multitype Branching Random Walk8
Laplace Expansion for Bartlett--Nanda--Pillai Test Statistic and Its Error Bound8
Optimal Growth Strategies in a Stochastic Market Model with Endogenous Prices8
Global Rate Optimality of Integral Curve Estimators in High Order Tensor Models: Supplemental Material6
On Asymptotic Behavior of Solutions of Linear Multidimensional Stochastic Differential Equations with Multiplicative Noise4
Kolmogorov's Last Discovery? (Kolmogorov and Algorithmic Statistics)4
An Iterative Method for the Multiple Stopping Problem under Knightian Uncertainty4
Information on the General Seminar of the Department of Probability, Faculty of Mechanics and Mathematics, Lomonosov Moscow State University, Moscow, Russia, Fall Term 20224
A Guaranteed Deterministic Approach to Superhedging: The Relationship between the Deterministic and Probabilistic Problem Statements without Trading Constraints3
Abstracts of Talks Given at the 9th International Conference on Stochastic Methods3
Partial Linear Eigenvalue Statistics for Non-Hermitian Random Matrices3
Asymptotics of the Persistence Exponent of Integrated Fractional Brownian Motion and Fractionally Integrated Brownian Motion3
On Optimal Stochastic Linear Quadratic Control with Inversely Proportional Time-Weighting in the Cost3
Joint Distribution of the Supremum and the Moment of Its Attainment by a Poisson Process with Linear Drift3
The Chebyshev--Edgeworth Correction in the Central Limit Theorem for Integer-Valued Independent Summands3
Convergence Rate for Randomly Weighted Sums of Random Variables and Its Application3
Kolmogorov Problems on Equations for Stationary and Transition Probabilities of Diffusion Processes3
Chebyshev--Hermite Polynomials and Distributions of Polynomials in Gaussian Random Variables3
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
Letter to the Editors3
On a Correspondence between Optimal Stopping Problems on Finite and Infinite Time Intervals3
Exact Lower and Upper Bounds for Gaussian Measures3
A New Solution of Bertrand's Paradox3
Birthday Tributes3
On Proximity of Distributions of Successive Sums with Respect to the Prokhorov Distance3
On the Convergence Rate in Precise Asymptotics3
The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues2
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
Another Proof of a Sakhanenko Theorem2
Limiting Behaviors for Weighted Sums of Residually $h$-Integrable Random Variables under Sublinear Expectations2
Global Rate Optimality of Integral Curve Estimators in High Order Tensor Models2
Conditional Functional Limit Theorem for a Random Recurrence Sequence Conditioned on a Large Deviation Event2
Markov Branching Random Walks on $\mathbf{Z}_+$: An Approach Using Orthogonal Polynomials. I2
On Student Workshops Organized by the Vega Institute2
In Memory of V. N. Tutubalin (10.15.1936--6.18.2023)2
A New Condition for Ergodicity of Markov Chains with a General State Space2
On Absolute Continuity of the Erdös Measure for the Golden Ratio, Tribonacci Numbers, and Second-Order Markov Chains2
An Analogue of the Feynman--Kac Formula for a High-Order Operator2
On Optimal Linear Regulator with Polynomial Process of External Excitations2
Hellinger Distance Estimation for Nonregular Spectra2
Log-Optimal Portfolio without NFLVR: Existence, Complete Characterization, and Duality2
Almost Sure Results for Generalized Normal Distribution2
High Excursion Probabilities for Gaussian Fields on Smooth Manifolds2
On a New Estimation Method of the Bernoulli Regression Function2
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