Piterbarg Vladimir Il'ich

Publications in Math-Net.Ru

1. High excursion probabilities for gaussian fields won smooth manifolds
   
   Teor. Veroyatnost. i Primenen., 69:2 (2024),  369–392
2. High level exceeding probability for a Gaussian process with constant variance and variable smoothness
   
   Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2024, no. 4,  21–25
3. A limit theorem for Gaussian copulas with weak dependence
   
   Zap. Nauchn. Sem. POMI, 535 (2024),  5–23
4. Asymptotic behavior of point processes of exits of a Gaussian stationary sequence beyond high levels
   
   Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2023, no. 6,  36–42
5. On accompanying measures and asymptotic expansions in the B. V. Gnedenko limit theorem
   
   Teor. Veroyatnost. i Primenen., 67:1 (2022),  57–80
6. On the maximum of a Gaussian process with unique maximum point of its variance
   
   Fundam. Prikl. Mat., 23:1 (2020),  161–174
7. High excursions of Bessel process and other processes of Bessel type
   
   Dokl. Akad. Nauk, 487:3 (2019),  238–241
8. High excursions of Gaussian nonstationary processes in discrete time
   
   Fundam. Prikl. Mat., 22:2 (2018),  159–169
9. Method of moments for exit probabilities of Gaussian vector processes from a large region
   
   Teor. Veroyatnost. i Primenen., 63:4 (2018),  669–682
10. Massive excursions of Gaussian isotropic fields. Method of moments
    
    Teor. Veroyatnost. i Primenen., 63:2 (2018),  240–259
11. High extremes of Gaussian chaos processes: a discrete time approximation approach
    
    Teor. Veroyatnost. i Primenen., 63:1 (2018),  3–28
12. On the Asymptotic Laplace Method and Its Application to Random Chaos
    
    Mat. Zametki, 97:6 (2015),  868–883
13. On shape of trajectories of Gaussian processes having large massive excursions. II
    
    Teor. Veroyatnost. i Primenen., 60:3 (2015),  613–621
14. Gaussian copula time series with heavy tails and strong time dependence
    
    Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2015, no. 5,  3–7
15. On shape of trajectories of Gaussian processes having large massive excursions
    
    Teor. Veroyatnost. i Primenen., 58:4 (2013),  672–694
16. Crude asymptotics of the probability of simultaneous high extrema of two Gaussian processes: the dual action functional
    
    Uspekhi Mat. Nauk, 60:1(361) (2005),  171–172
17. Limit theorem for high level $a$-upcrossings by $\chi$-process
    
    Teor. Veroyatnost. i Primenen., 48:4 (2003),  811–818
18. On large jumps of a Cramer random walk
    
    Teor. Veroyatnost. i Primenen., 47:4 (2002),  803–814
19. Multivariate rank correlations: a Gaussian field on a direct product of spheres
    
    Teor. Veroyatnost. i Primenen., 45:2 (2000),  236–250
20. Nonstationary Time Series with a Close Alternative Hypothesis: Locally Asymptotic Distribution of the Likelihood Ratio
    
    Probl. Peredachi Inf., 35:2 (1999),  75–82
21. Rice method for Gaussian random fields
    
    Fundam. Prikl. Mat., 2:1 (1996),  187–204
22. On the distribution of the maximum of a Gaussian field with constant variance on a smooth manifold
    
    Teor. Veroyatnost. i Primenen., 41:2 (1996),  438–451
23. The Laplace method for probability measures in Banach spaces
    
    Uspekhi Mat. Nauk, 50:6(306) (1995),  57–150
24. Nonstationarity Criterion for a Gaussian Time-Series Autoregressive Model with a Close Alternative
    
    Probl. Peredachi Inf., 27:4 (1991),  70–75
25. On large jumps of a random walk
    
    Teor. Veroyatnost. i Primenen., 36:1 (1991),  54–64
26. Asymptotic expansions for the probabilities of large runs of nonstationary Gaussian processes
    
    Mat. Zametki, 35:6 (1984),  909–920
27. Rate of convergence of maximal deviation distributions for Gaussian processes and empirical density functions. II
    
    Teor. Veroyatnost. i Primenen., 28:1 (1983),  164–169
28. Gaussian stochastic processes
    
    Itogi Nauki i Tekhniki. Ser. Teor. Veroyatn. Mat. Stat. Teor. Kibern., 19 (1982),  155–199
29. Rate of convergence of maximal deviation distributions for Gaussian processes and empirical density functions. I
    
    Teor. Veroyatnost. i Primenen., 27:4 (1982),  707–724
30. Large deviations of stochastic processes close to the Gaussian ones
    
    Teor. Veroyatnost. i Primenen., 27:3 (1982),  474–491
31. A Poisson limit theorem for large excursions of a Gaussian sequence
    
    Dokl. Akad. Nauk SSSR, 257:1 (1981),  48–50
32. Asymptotic expansions in the Poisson limit theorem for large excursions of stationary Gaussian sequences
    
    Mat. Zametki, 29:1 (1981),  131–144
33. Comparison of distribution functions of maxima of Gaussian processes
    
    Teor. Veroyatnost. i Primenen., 26:4 (1981),  702–719
34. The exact asymptotics for the probability of large span of a Gaussian stationary process
    
    Teor. Veroyatnost. i Primenen., 26:3 (1981),  480–495
35. Asymptotic expansions for the probability of large excursions of Gaussian processes
    
    Dokl. Akad. Nauk SSSR, 242:6 (1978),  1248–1251
36. The central limit theorem for the number of level crossings of a stationary Gaussian process
    
    Teor. Veroyatnost. i Primenen., 23:1 (1978),  185–189
37. The strong mixing property of a quantized Gaussian process
    
    Dokl. Akad. Nauk SSSR, 211:1 (1973),  48–50
38. Asymptotics of the average number of $A$-points of overshoot of a Gaussian field beyond a high level
    
    Dokl. Akad. Nauk SSSR, 203:1 (1972),  9–12
39. Generalized flows with restricted postaetion
    
    Teor. Veroyatnost. i Primenen., 15:2 (1970),  217–227
40. The existence of moments for the number of level crossings by a Gaussian stationary process
    
    Dokl. Akad. Nauk SSSR, 182:1 (1968),  46–48


41. Errata to the paper in TVP, v. 58, № 4, p. 672–694
    
    Teor. Veroyatnost. i Primenen., 59:4 (2014),  822
42. Nikolai Nikolaevich Nekhoroshev (obituary)
    
    Uspekhi Mat. Nauk, 64:3(387) (2009),  174–178
43. Information on the seminar of university scientists
    
    Teor. Veroyatnost. i Primenen., 31:2 (1986),  428
44. Поправки к статье“ Пуассоновская предельная теорема для больших выбросов гауссовской последовательности” (ДАН, 1981 г., т. 257, № 1)
    
    Dokl. Akad. Nauk SSSR, 261:3 (1981),  520