Nagaev Aleksandr Viktorovich

Publications in Math-Net.Ru

1. An algorithmic approach to non-self-financing hedging in a discrete-time incomplete market
   
   Diskr. Mat., 19:3 (2007),  140–159
2. A lemma on stochastic majorization and properties of the Student distribution
   
   Teor. Veroyatnost. i Primenen., 52:1 (2007),  199–203
3. On a two-dimensional binary model of a financial market and its generalization
   
   Diskr. Mat., 18:2 (2006),  3–28
4. Asymptotic properties of multidimensional stable densities and asymmetric problems of large deviations
   
   Teor. Veroyatnost. i Primenen., 51:4 (2006),  691–711
5. Limit theorems and testing hypotheses on Markov chains
   
   Diskr. Mat., 15:4 (2003),  35–65
6. Abelian theorems, limit properties of conjugate distributions, and large deviations for sums of independent random vectors
   
   Teor. Veroyatnost. i Primenen., 48:4 (2003),  701–719
7. On the role of extreme summands in sums of independent random variables
   
   Teor. Veroyatnost. i Primenen., 47:3 (2002),  575–583
8. Large deviations for sums of lattice random variables under the Cramer condition
   
   Diskr. Mat., 10:3 (1998),  115–130
9. Cramer large deviations when the extreme conjugate distribution is heavy-tailed
   
   Teor. Veroyatnost. i Primenen., 43:3 (1998),  456–475
10. Probabilities of large deviations of the sums of lattice random vectors when the original distribution has heavy tails
    
    Diskr. Mat., 9:3 (1997),  68–81
11. Large deviation theorems for the first time of crossing an increasing level in a transient random walk
    
    Teor. Veroyatnost. i Primenen., 38:1 (1993),  71–78
12. Integral limit theorems for lacunary distributions
    
    Diskr. Mat., 3:3 (1991),  89–101
13. Some Properties of Close to Normal Symmetric Stable Distributions
    
    Teor. Veroyatnost. i Primenen., 33:1 (1988),  150–154
14. On a boundary problem for the non-recurrent random walk
    
    Teor. Veroyatnost. i Primenen., 31:2 (1986),  362–367
15. A family of probability distributions
    
    Mat. Zametki, 37:4 (1985),  594–598
16. On a method of computing the moments of a ladder variables
    
    Teor. Veroyatnost. i Primenen., 30:3 (1985),  535–538
17. On asymmetric large deviations problem in the case of the stable limit law
    
    Teor. Veroyatnost. i Primenen., 28:4 (1983),  637–645
18. Renewal theorems in $R^d$
    
    Teor. Veroyatnost. i Primenen., 24:3 (1979),  565–573
19. On a property of sums of independent random variables
    
    Teor. Veroyatnost. i Primenen., 22:2 (1977),  335–346
20. An asymptotic distribution of epidemic's duration
    
    Teor. Veroyatnost. i Primenen., 20:4 (1975),  821–833
21. Some limit theorem of the renewal theory
    
    Teor. Veroyatnost. i Primenen., 20:2 (1975),  332–344
22. On the non-symmetrical problem of large deviations
    
    Teor. Veroyatnost. i Primenen., 20:1 (1975),  58–68
23. Some comments on multidimensional local limit theorems
    
    Mat. Zametki, 14:4 (1973),  559–563
24. Some limit theorems for a general stochastic model of epidemics
    
    Mat. Zametki, 13:5 (1973),  709–716
25. Limit theorems involving large deviations in $R_k$
    
    Dokl. Akad. Nauk SSSR, 204:3 (1972),  554–556
26. Limit theorems for the sample coefficients of asymmetry and excess
    
    Dokl. Akad. Nauk SSSR, 198:2 (1971),  291–292
27. A limit theorem for a supercritical branching process
    
    Mat. Zametki, 9:5 (1971),  585–592
28. The limit distribution of the extreme terms of the variational series under the large deviation type conditions for the sample mean .
    
    Teor. Veroyatnost. i Primenen., 16:1 (1971),  118–131
29. The role of the extreme terms of the variation series in the formation of a large deviation of a sum of independent random variables
    
    Dokl. Akad. Nauk SSSR, 193:3 (1970),  528–530
30. Threshold theorems for a stochastic model of an epidemic with natural immunization
    
    Mat. Zametki, 8:3 (1970),  385–392
31. Asymptotical treatment of some stochastic model of epidemic
    
    Teor. Veroyatnost. i Primenen., 15:1 (1970),  97–105
32. Integral limit theorems taking into account large deviations when Cramér's condition does not hold. II
    
    Teor. Veroyatnost. i Primenen., 14:2 (1969),  203–216
33. Integral limit theorems taking into account large deviations when Cramer's condition does not hold. I
    
    Teor. Veroyatnost. i Primenen., 14:1 (1969),  51–63
34. Integral theorems for large deviations when the Cramer condition is violated
    
    Dokl. Akad. Nauk SSSR, 180:2 (1968),  279–281
35. Threshold theorem for an epidemic model
    
    Mat. Zametki, 3:2 (1968),  179–185
36. On the Estimator for the Mean Value of the Direct Descendants of a Particle in Branching Process
    
    Teor. Veroyatnost. i Primenen., 12:2 (1967),  363–369


37. Letter to the editors
    
    Teor. Veroyatnost. i Primenen., 28:4 (1983),  821
38. Letter to the editor
    
    Teor. Veroyatnost. i Primenen., 14:3 (1969),  561