Mikhail Lifshits

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Werner LindeUniversity of Jena, Department of Mathematics and Computer SciencesVerified email at udel.edu
Frank AurzadaProfessor of mathematics, Technische Universität DarmstadtVerified email at mathematik.tu-darmstadt.de
Ildar IbragimovSt. Petersburg Department of V.A. Steklov Institute of Mathematics of the Russian Academy of SciencesVerified email at pdmi.ras.ru
Yakov NikitinSaint-Petersburg State University, Dept. of Mathematics and MechanicsVerified email at spbu.ru
Zakhar KabluchkoUniversity of MünsterVerified email at uni-muenster.de
Harry van ZantenProfessor of Statistics, Vrije Universiteit AmsterdamVerified email at vu.nl
Alexander KoldobskyUniversity of Missouri-ColumbiaVerified email at missouri.edu
Andrei ZaitsevSt.Petersburg Department of Steklov Mathematical InstituteVerified email at pdmi.ras.ru
Magda PeligradTaft Professor University of CincinnatiVerified email at ucmail.uc.edu
Oleg SeleznjevUmeå University, SwedenVerified email at math.umu.se
Viacheslav BorovitskiyPostdoctoral Fellow at ETH ZürichVerified email at inf.ethz.ch
Dirk NowotkaProfessor für Informatik, Christian-Albrechts-Universität zu KielVerified email at zs.uni-kiel.de
Yury LifshitsVerified email at yury.name
Dmitry ZaporozhetsDeputy director for science, St. Petersburg Department of the Steklov Institute of MathematicsVerified email at pdmi.ras.ru
Rene SchillingProfessor of Probability, TU Dresden, GermanyVerified email at tu-dresden.de
Vladislav VysotskyReader, University of SussexVerified email at sussex.ac.uk

Mikhail Lifshits

Professor at St.Petersburg State University

Verified email at lifshits.org

Probability


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Gaussian random functions MA Lifshits Springer Science & Business Media, 1995	552	1995
Lectures on Gaussian processes M Lifshits, M Lifshits Lectures on Gaussian Processes, 1-117, 2012	198	2012
Local properties of distributions of stochastic functionals YA Davydov, MA Lifshits American Mathematical Soc., 1998	152	1998
Approximation and entropy numbers of Volterra operators with application to Brownian motion MA Lifshits, MA Lifshit︠s︡, W Linde American Mathematical Soc., 2002	111	2002
Asymptotic behavior of small ball probabilities MA Lifshits Probab. Theory and Math. Statist. Proc. VII International Vilnius Conference …, 1999	108	1999
Small deviation probabilities of sums of independent random variables T Dunker, MA Lifshits, W Linde High dimensional probability, 59-74, 1998	90	1998
On the lower tail probabilities of some random series MA Lifshits The Annals of Probability 25 (1), 424-442, 1997	79	1997
On the absolute continuity of distributions of functionals of random processes MA Lifshits Theory of Probability & Its Applications 27 (3), 600-607, 1983	73	1983
Small deviations for fractional stable processes M Lifshits, T Simon Annales de l'IHP Probabilités et statistiques 41 (4), 725-752, 2005	65	2005
On the convergence of generalized moments in almost sure central limit theorem I Ibragimov, M Lifshits Statistics & probability letters 40 (4), 343-351, 1998	65	1998
Stratification method in some probability problems YA Davydov, MA Lifshits J. Soviet. Math 31 (2), 2796-2858, 1985	62*	1985
The first exit time of Brownian motion from a parabolic domain M Lifshits, Z Shi Bernoulli, 745-765, 2002	55	2002
On almost sure limit theorems IA Ibragimov, MA Lifshits Theory of Probability & Its Applications 44 (2), 254-272, 2000	40	2000
Curse of dimensionality in approximation of random fields MA Lifshits, V Tulyakova Probability and Mathematical Statistics 26, 2006	35	2006
Bibliography of small deviation probabilities MA Lifshits Updated version downloadable from http://www. proba. jussieu. fr/pageperso …, 2006	34	2006
Average case tractability of non-homogeneous tensor product problems MA Lifshits, A Papageorgiou, H Woźniakowski Journal of Complexity 28 (5-6), 539-561, 2012	32	2012
Stationary Gaussian random fields on hyperbolic spaces and on Euclidean spheres∗∗∗ S Cohen, MA Lifshits ESAIM: Probability and Statistics 16, 165-221, 2012	31	2012
Almost sure limit theorem for martingales MA Lifshits Limit theorems in probability and statistics 2, 367-390, 2002	31	2002
Sampling the Lindelöf hypothesis with the Cauchy random walk M Lifshits, M Weber Proceedings of the London Mathematical Society 98 (1), 241-270, 2009	30	2009
Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results WW Charemza, M Lifshits, S Makarova Journal of Economic Dynamics and Control 29 (1-2), 63-96, 2005	29	2005

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