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Khas'minskii Rafail Zalmanovich

Publications in Math-Net.Ru

  1. Stability of regime-switching stochastic differential equations

    Probl. Peredachi Inf., 48:3 (2012),  70–82
  2. Method of Lyapunov functions for analysis of absorption and explosion in Markov chains

    Probl. Peredachi Inf., 47:3 (2011),  19–38
  3. Estimation of nonlinear functionals revisited

    Zap. Nauchn. Sem. POMI, 363 (2009),  126–138
  4. Nonparametric Estimation of Signal Amplitude in White Gaussian Noise

    Probl. Peredachi Inf., 44:4 (2008),  33–38
  5. On-line Estimation of Smooth Signals with Partial Observation

    Probl. Peredachi Inf., 42:4 (2006),  77–86
  6. Online estimation of a smooth regression function

    Teor. Veroyatnost. i Primenen., 47:3 (2002),  567–575
  7. Adaptive Design for Estimation of Unknown Parameters in Linear Systems

    Probl. Peredachi Inf., 36:2 (2000),  38–68
  8. Estimation problems for coefficients of stochastic partial differential equations. Part III

    Teor. Veroyatnost. i Primenen., 45:2 (2000),  209–235
  9. A Statistical Approach to Some Inverse Problems for Partial Differential Equations

    Probl. Peredachi Inf., 35:2 (1999),  51–66
  10. Estimation problems for coefficients of stochastic partial differential equations. Part II

    Teor. Veroyatnost. i Primenen., 44:3 (1999),  526–554
  11. Estimation problems for coefficients of stochastic partial differential equations. Part I

    Teor. Veroyatnost. i Primenen., 43:3 (1998),  417–438
  12. Some estimation problems for stochastic partial differential equations

    Dokl. Akad. Nauk, 353:3 (1997),  300–302
  13. On Parameter Estimation from Indirect Observations

    Probl. Peredachi Inf., 32:1 (1996),  70–81
  14. On efficient estimation of smooth functionals

    Teor. Veroyatnost. i Primenen., 40:1 (1995),  199–205
  15. Estimating a Parameter under LAN Conditions with Restrictions

    Teor. Veroyatnost. i Primenen., 37:4 (1992),  609–620
  16. A simplified filtration procedure for a partially observed Markov process

    Uspekhi Mat. Nauk, 46:3(279) (1991),  191–192
  17. Carrier Phase Estimators in Phase-Shift Keying Modulation

    Probl. Peredachi Inf., 26:4 (1990),  71–82
  18. Asymptotically normal families of experiments, and efficient estimates

    Dokl. Akad. Nauk SSSR, 305:6 (1989),  1303–1307
  19. Some Optimal Algorithms for the Random Multiple Access

    Teor. Veroyatnost. i Primenen., 34:3 (1989),  505–515
  20. Controllable Markov processes and optimization of random multiple access algorithms

    Dokl. Akad. Nauk SSSR, 301:5 (1988),  1057–1060
  21. Nonparametric Estimation of a Linear Functional of the Regression Function for a Given Observation Design

    Probl. Peredachi Inf., 24:3 (1988),  55–65
  22. Nonparametric Estimation of Functionals of the Derivatives of a Signal Observed in White Gaussian Noise

    Probl. Peredachi Inf., 23:3 (1987),  27–38
  23. Estimation of a Linear Functional from Indirect Observations

    Probl. Peredachi Inf., 23:2 (1987),  54–60
  24. On the Estimation of Linear Functionals in Gaussian Noise

    Teor. Veroyatnost. i Primenen., 32:1 (1987),  35–44
  25. On Nonparametric Estimation of a Linear Functional of the Regression Function in Observation Planning

    Probl. Peredachi Inf., 22:3 (1986),  43–61
  26. Some problems of nonparametric estimation in the Gaussian white noise

    Teor. Veroyatnost. i Primenen., 31:3 (1986),  451–466
  27. On estimate of a value of linear functional of a probability density function

    Zap. Nauchn. Sem. LOMI, 153 (1986),  45–59
  28. Signal-Phase Estimation in a Nonparametric Situation

    Probl. Peredachi Inf., 20:2 (1984),  52–64
  29. On the nonparametric estimation of a value of a linear functional in the Gaussian white noise

    Teor. Veroyatnost. i Primenen., 29:1 (1984),  19–32
  30. On the sequential hypotheses testing for signals in white Gaussian noise

    Teor. Veroyatnost. i Primenen., 28:3 (1983),  544–554
  31. Estimation of the maximum value of a signal in Gaussian white noise

    Mat. Zametki, 32:4 (1982),  529–536
  32. On a density estimation within a class of entire functions

    Teor. Veroyatnost. i Primenen., 27:3 (1982),  514–524
  33. Bounds for the risks of nonparametric estimates of the regression

    Teor. Veroyatnost. i Primenen., 27:1 (1982),  81–94
  34. On some problems of nonparametric estimation of the value of a linear functional

    Dokl. Akad. Nauk SSSR, 256:4 (1981),  781–783
  35. More on the estimation of distribution densities

    Zap. Nauchn. Sem. LOMI, 108 (1981),  72–88
  36. On nonparametric regression estimation

    Dokl. Akad. Nauk SSSR, 252:4 (1980),  780–784
  37. On the estimates of the signal, its derivatives and the point of maximum for Gaussian observations

    Teor. Veroyatnost. i Primenen., 25:4 (1980),  718–733
  38. Estimation in white Gaussian noise by means of finite number of linear statistics

    Teor. Veroyatnost. i Primenen., 25:2 (1980),  278–290
  39. Estimation of distribution density

    Zap. Nauchn. Sem. LOMI, 98 (1980),  61–85
  40. Asymptotic bounds on the quality of the nonparametric regression estimation in $\mathscr L_p$

    Zap. Nauchn. Sem. LOMI, 97 (1980),  88–101
  41. Channel Capacity with a Constraint on the Smoothness of the Transmitted Signal

    Probl. Peredachi Inf., 15:1 (1979),  27–37
  42. A descent method for uhe stochastic differential equations

    Zap. Nauchn. Sem. LOMI, 87 (1979),  159–163
  43. On the capacity in communication by smooth signals

    Dokl. Akad. Nauk SSSR, 242:1 (1978),  32–35
  44. A lower bound for risks of non-parametrical estimates of density in the uniform metrics

    Teor. Veroyatnost. i Primenen., 23:4 (1978),  824–828
  45. A problem of statistical estimation in Gaussian white noise

    Dokl. Akad. Nauk SSSR, 236:6 (1977),  1300–1302
  46. On the estimation of an infinite-dimensional parameter in Gaussian white noise

    Dokl. Akad. Nauk SSSR, 236:5 (1977),  1053–1055
  47. Estimating Using Statistics That Assume a Finite Number of Values

    Probl. Peredachi Inf., 13:4 (1977),  22–28
  48. On Problems of Estimation with Limited Resources

    Probl. Peredachi Inf., 13:3 (1977),  32–44
  49. On a Class of Estimates of the Location Parameters

    Probl. Peredachi Inf., 13:2 (1977),  55–61
  50. On the uniform condition of local asymptotic normality

    Zap. Nauchn. Sem. LOMI, 74 (1977),  108–117
  51. Asymptotic behavior of statistical estimates of the shift parameter for samples with unbounded density

    Zap. Nauchn. Sem. LOMI, 55 (1976),  175–184
  52. Parameter Estimation for a Discontinuous Signal in White Gaussian Noise

    Probl. Peredachi Inf., 11:3 (1975),  31–43
  53. Properties of maximum likelihood and Bayessian estimators for not identically distributed observations

    Teor. Veroyatnost. i Primenen., 20:4 (1975),  703–711
  54. Local asymptotical normality for differently distributed observations

    Teor. Veroyatnost. i Primenen., 20:2 (1975),  251–266
  55. Estimation of the Mean in a Normal Set

    Probl. Peredachi Inf., 10:2 (1974),  64–74
  56. Estimation of a Signal Parameter in Gaussian White Noise

    Probl. Peredachi Inf., 10:1 (1974),  39–59
  57. On sequentional estimation of the location parameter for families of distributions with discontinuous densities

    Teor. Veroyatnost. i Primenen., 19:4 (1974),  700–713
  58. On sequential estimation

    Teor. Veroyatnost. i Primenen., 19:2 (1974),  245–255
  59. The asymptotical behavior of location parameter statistical estimators for samples with continuous density with singularities

    Zap. Nauchn. Sem. LOMI, 41 (1974),  67–93
  60. On the approximation of statistical estimators by sums of independent variables

    Dokl. Akad. Nauk SSSR, 210:6 (1973),  1273–1276
  61. Information-Theoretic Inequalities and Superefficient Estimates

    Probl. Peredachi Inf., 9:3 (1973),  53–67
  62. Sequential estimation of the parameter of a Markov chain

    Teor. Veroyatnost. i Primenen., 18:3 (1973),  571–582
  63. On moments of generalized Bayessian estimators and maximum likelihood estimators

    Teor. Veroyatnost. i Primenen., 18:3 (1973),  535–546
  64. Asymptotic Analysis of Statistical Estimators for the “Almost Smooth” Case

    Teor. Veroyatnost. i Primenen., 18:2 (1973),  250–260
  65. Asymptotical behaviour of some statistical estimators. II. Limiting theorems for the a posteriory density and Bayesian estimators

    Teor. Veroyatnost. i Primenen., 18:1 (1973),  78–93
  66. Information inequalities and supereffective estimates

    Dokl. Akad. Nauk SSSR, 204:6 (1972),  1300–1302
  67. On sequential invariant estimation of a shift parameter

    Dokl. Akad. Nauk SSSR, 204:1 (1972),  18–20
  68. Weak Signal Transmission in a Memoryless Channel

    Probl. Peredachi Inf., 8:4 (1972),  28–39
  69. Large-Time Behavior of Stochastic Approximation Processes

    Probl. Peredachi Inf., 8:1 (1972),  81–91
  70. Asymptotic behavior of statistical estimates for samples with a discontinuous density

    Mat. Sb. (N.S.), 87(129):4 (1972),  554–586
  71. Asymptotical behavior of some statistical estimators in the smooth case. I. Study of the likelihood ratio

    Teor. Veroyatnost. i Primenen., 17:3 (1972),  469–486
  72. The admissibility of Pitman estimators for the location parameter

    Zap. Nauchn. Sem. LOMI, 29 (1972),  57–61
  73. On the stability of solutions of one-dimensional stochastic equations

    Dokl. Akad. Nauk SSSR, 200:4 (1971),  785–788
  74. On the limiting behavior of Bayes estimates and maximum likelihood estimates

    Dokl. Akad. Nauk SSSR, 198:3 (1971),  520–523
  75. Continuous Procedures of Stochastic Approximation

    Probl. Peredachi Inf., 7:2 (1971),  58–69
  76. The asymptotic behavior of generalized Bayesian estimates

    Dokl. Akad. Nauk SSSR, 194:2 (1970),  257–260
  77. Low-Capacity Channels and Symbol-by-Symbol Transmission

    Probl. Peredachi Inf., 6:2 (1970),  58–67
  78. Limit distribution of additive functionals of diffusion processes

    Mat. Zametki, 4:5 (1968),  599–610
  79. The Averaging Principle for Stochastic Differential Equations

    Probl. Peredachi Inf., 4:2 (1968),  86–87
  80. Sequential Signal Transmission in a Gaussian Channel with Feedback

    Probl. Peredachi Inf., 3:2 (1967),  47–54
  81. Necessary and Sufficient Conditions for Asymptotic Stability of Linear Stochastic Systems

    Teor. Veroyatnost. i Primenen., 12:1 (1967),  167–172
  82. Certain limit theorems for solutions of differential equations with a random right side

    Dokl. Akad. Nauk SSSR, 168:4 (1966),  755–758
  83. Remark on the article of M. G. Sur “On linear differential equations with randomly perturbed parameters”

    Izv. Akad. Nauk SSSR Ser. Mat., 30:6 (1966),  1311–1314
  84. Stability of linear systems with retardation

    Izv. Vyssh. Uchebn. Zaved. Mat., 1966, no. 4,  58–65
  85. Stability of Stochastic Systems

    Probl. Peredachi Inf., 2:3 (1966),  76–91
  86. Предельная теорема для решений дифференциальных уравнений со случайной правой частью

    Teor. Veroyatnost. i Primenen., 11:3 (1966),  444–462
  87. On stochastic processes defined by differential equations

    Teor. Veroyatnost. i Primenen., 11:2 (1966),  240–259
  88. Application of Random Noise to Optimization and Recognition Problems

    Probl. Peredachi Inf., 1:3 (1965),  113–117
  89. On the dissipativeness of random processes defined by differential equations

    Probl. Peredachi Inf., 1:1 (1965),  88–104
  90. On Brownian Motion Equations

    Teor. Veroyatnost. i Primenen., 9:3 (1964),  466–491
  91. Diffusion processes with a small parameter

    Izv. Akad. Nauk SSSR Ser. Mat., 27:6 (1963),  1281–1300
  92. Asymptotic behavior of solutions of parabolic equations and an ergodic property of non-homogeneous diffusion processes

    Mat. Sb. (N.S.), 60(102):3 (1963),  366–392
  93. Principle of Averaging for Parabolic and Elliptic Differential Equations and for Markov Processes with Small Diffusion

    Teor. Veroyatnost. i Primenen., 8:1 (1963),  3–25
  94. On an ergodic property of non-homogenoeus diffusion processes

    Dokl. Akad. Nauk SSSR, 145:5 (1962),  986–988
  95. An estimate for the solution of a parabolic equation and some its applications

    Dokl. Akad. Nauk SSSR, 143:5 (1962),  1060–1063
  96. On certain differential equations encountered in the study of oscillations with small random perturbations

    Dokl. Akad. Nauk SSSR, 142:3 (1962),  560–563
  97. On Limit Distributions of Sums of Conditionally Independent Random Variables

    Teor. Veroyatnost. i Primenen., 6:1 (1961),  119–125
  98. Ergodic Properties of Recurrent Diffusion Processes and Stabilization of the Solution to the Cauchy Problem for Parabolic Equations

    Teor. Veroyatnost. i Primenen., 5:2 (1960),  196–214
  99. On Positive Solutions of the Equation $\mathfrak Au+Vu=0$

    Teor. Veroyatnost. i Primenen., 4:3 (1959),  332–341
  100. Diffusion Processes and Elliptic Differential Equations Degenerating at the Boundary of the Domain

    Teor. Veroyatnost. i Primenen., 3:4 (1958),  430–451

  101. Mark Semenovich Pinsker. In Memoriam

    Probl. Peredachi Inf., 40:1 (2004),  3–5
  102. Robert Adol'fovich Minlos (on his 70th birthday)

    Uspekhi Mat. Nauk, 56:4(340) (2001),  173–176
  103. Review of Scientific Achievements of M. S. Pinsker

    Probl. Peredachi Inf., 32:1 (1996),  5–19
  104. Nikolai Nikolaevich Chentsov (obituary)

    Uspekhi Mat. Nauk, 48:2(290) (1993),  165–168
  105. Memorial: Nikolai Nikolaevitch Chentsov

    Teor. Veroyatnost. i Primenen., 38:3 (1993),  613–623
  106. Note on the Article “Estimation of the Mean in a Normal Set”

    Probl. Peredachi Inf., 11:2 (1975),  103
  107. Review: М. Т. Wasan “Stochastic approximation”

    Teor. Veroyatnost. i Primenen., 15:3 (1970),  571–572

© Steklov Math. Inst. of RAS, 2024