Malinovskii Vsevolod Konstantinovich

Publications in Math-Net.Ru

1. Limit theorems for stopped random sequences II: large deviations
   
   Teor. Veroyatnost. i Primenen., 41:1 (1996),  107–132
2. Limit theorems for stopped random sequences. I: Rates of convergence and asymptotic expansions
   
   Teor. Veroyatnost. i Primenen., 38:4 (1993),  800–826
3. Asymptotic Expansions in the Problem of Sequential Estimation of an Autoregressive Parameter
   
   Teor. Veroyatnost. i Primenen., 37:2 (1992),  426–428
4. Large deviations for recurrent Markov renewal processes
   
   Teor. Veroyatnost. i Primenen., 36:1 (1991),  165–167
5. Power Functions and Deficiencies of Asymptotically Efficient Tests in the Case of Markov Observations
   
   Teor. Veroyatnost. i Primenen., 34:3 (1989),  491–504
6. On Limit Theorems for Harris Markov Chains. II
   
   Teor. Veroyatnost. i Primenen., 34:2 (1989),  289–303
7. Asymptotic expansions in the CLT for recurrent Markov renewal processes
   
   Teor. Veroyatnost. i Primenen., 31:3 (1986),  594–598
8. On limit theorems for Harris Markov chains. I
   
   Teor. Veroyatnost. i Primenen., 31:2 (1986),  315–332
9. On asymptotical optimality of criterion in a hypothesis testing problem for Markov jump processes
   
   Zap. Nauchn. Sem. LOMI, 153 (1986),  105–114
10. On second-order efficiency of an asymptotically efficient test based on Markov observations
    
    Teor. Veroyatnost. i Primenen., 30:3 (1985),  567–571
11. Limit theorems for recurrent semi-Markov processes and Markov renewal processes
    
    Zap. Nauchn. Sem. LOMI, 142 (1985),  86–97
12. Asymptotic expansions in the central limit theorem for Harris Markov chains
    
    Dokl. Akad. Nauk SSSR, 276:6 (1984),  1304–1309
13. On computation of the defect of an asymptotically efficient test in the case of Markov observations
    
    Dokl. Akad. Nauk SSSR, 267:5 (1982),  1053–1057
14. Mechanism of enhancement of light scattering during optical recording in $As_2S_3$ films
    
    Kvantovaya Elektronika, 7:1 (1980),  179–181


15. Book review: Rolski T., Schmidli H., Schmidt V., Teugels J. “Stochastic Processes for Insurance and Finance”
    
    Teor. Veroyatnost. i Primenen., 47:2 (2002),  411–412
16. Book review: Asmussen S. "Ruin Probabilities"
    
    Teor. Veroyatnost. i Primenen., 47:1 (2002),  202–204
17. Book review: Embrechts P., Klüppelberg C., Mikosch T. “Modelling Extremal Events for Insurance and Finance”
    
    Teor. Veroyatnost. i Primenen., 46:4 (2001),  817–818
18. Addendum: Asymptotic expansions in the problem of sequential estimation of an autoregressive parameter
    
    Teor. Veroyatnost. i Primenen., 39:4 (1994),  864
19. News of scientific life
    
    Teor. Veroyatnost. i Primenen., 38:4 (1993),  918–919
20. Information Bulletin № 2 of the Soviet Committee of the Bernoulli Society
    
    Teor. Veroyatnost. i Primenen., 36:3 (1991),  618–622
21. Letter to the editor
    
    Teor. Veroyatnost. i Primenen., 36:2 (1991),  412
22. Book reviews: Szekely G. «Paradoxes in Probability Theory and Mathematical Statistics», Stoyanov J. «Counterexamples in Probability», Romano J., Siegel A. «Counterexamples in Probability and Statistics»
    
    Teor. Veroyatnost. i Primenen., 34:3 (1989),  617–619