Mikhail Lifshits
Mikhail Lifshits
Professor at St.Petersburg State University
Verified email at lifshits.org
Title
Cited by
Cited by
Year
Gaussian random functions
MA Lifshits
Springer Science & Business Media, 2013
4862013
Lectures on Gaussian processes
M Lifshits
Lectures on Gaussian Processes, 1-117, 2012
1332012
Local properties of distributions of stochastic functionals
YA Davydov, MA Lifshits
American Mathematical Soc., 1998
1311998
Approximation and entropy numbers of Volterra operators with application to Brownian motion
MA Lifshits, MA Lifshit︠s︡, W Linde
American Mathematical Soc., 2002
1022002
Asymptotic behavior of small ball probabilities
MA Lifshits
Probab. Theory and Math. Statist. Proc. VII International Vilnius Conference …, 1999
1001999
Small deviation probabilities of sums of independent random variables
T Dunker, MA Lifshits, W Linde
High dimensional probability, 59-74, 1998
801998
On the lower tail probabilities of some random series
MA Lifshits
The Annals of Probability 25 (1), 424-442, 1997
751997
On the absolute continuity of distributions of functionals of random processes
MA Lifshits
Theory of Probability & Its Applications 27 (3), 600-607, 1983
671983
On the convergence of generalized moments in almost sure central limit theorem
I Ibragimov, M Lifshits
Statistics & probability letters 40 (4), 343-351, 1998
631998
Small deviations for fractional stable processes
M Lifshits, T Simon
Annales de l'IHP Probabilités et statistiques 41 (4), 725-752, 2005
612005
Stratification method in some probability problems
YA Davydov, MA Lifshits
J. Soviet. Math 31 (2), 2796-2858, 1985
50*1985
The first exit time of Brownian motion from a parabolic domain
M Lifshits, Z Shi
Bernoulli 8 (6), 745-765, 2002
472002
On almost sure limit theorems
IA Ibragimov, MA Lifshits
Theory of Probability & Its Applications 44 (2), 254-272, 2000
402000
Almost sure limit theorem for martingales
MA Lifshits
Limit theorems in probability and statistics 2, 367-390, 2002
322002
Average case tractability of non-homogeneous tensor product problems
MA Lifshits, A Papageorgiou, H Woźniakowski
Journal of Complexity 28 (5-6), 539-561, 2012
302012
Bibliography on small deviation probabilities
MA Lifshits
On the small deviation website http://www. proba. jussieu. fr/pageperso …, 2010
302010
Curse of dimensionality in approximation of random fields
MA Lifshits, V Tulyakova
Probability and Mathematical Statistics 26, 2006
302006
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
292005
Average volume of sections of star bodies
A Koldobsky, M LiFshits
Geometric Aspects of Functional Analysis, 119-146, 2000
272000
Strassen-type functional laws for strong topologies
P Deheuvels, MA Lifshits
Probability theory and related fields 97 (1-2), 151-167, 1993
251993
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