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Trudy Matematicheskogo Instituta imeni V. A. Steklova, 1994, Volume 195, Pages 3–285 (Mi tm1463)  

This article is cited in 31 scientific papers (total in 33 papers)

Limit theorems for functionals of random walks

A. N. Borodin, I. A. Ibragimov
Bibliographic databases:
UDC: 519.2
Language: Russian
Citation: A. N. Borodin, I. A. Ibragimov, “Limit theorems for functionals of random walks”, Trudy Mat. Inst. Steklov., 195, Nauka, St. Petersburg, 1994, 3–285; Proc. Steklov Inst. Math., 195 (1995), 1–259
Citation in format AMSBIB
\Bibitem{BorIbr94}
\by A.~N.~Borodin, I.~A.~Ibragimov
\paper Limit theorems for functionals of random walks
\serial Trudy Mat. Inst. Steklov.
\yr 1994
\vol 195
\pages 3--285
\publ Nauka
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/tm1463}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1368394}
\zmath{https://zbmath.org/?q=an:0840.60002|0855.60001}
\transl
\jour Proc. Steklov Inst. Math.
\yr 1995
\vol 195
\pages 1--259
Linking options:
  • https://www.mathnet.ru/eng/tm1463
  • https://www.mathnet.ru/eng/tm/v195/p3
  • This publication is cited in the following 33 articles:
    1. I. A. Ibragimov, N. V. Smorodina, M. M. Faddeev, “One remark to the Itô formula”, Theory Probab. Appl., 69:2 (2024), 227–242  mathnet  crossref  crossref
    2. I. A. Ibragimov, N. V. Smorodina, M. M. Faddeev, “Resolvent stochastic processes”, St. Petersburg Math. J., 35:1 (2024), 145–152  mathnet  crossref
    3. I. S. Borisov, E. I. Shefer, “On a rate of convergence for the arcsine law”, Theory Probab. Appl., 68:2 (2023), 175–197  mathnet  crossref  crossref
    4. A. A. Borovkov, Al. V. Bulinski, A. M. Vershik, D. Zaporozhets, A. S. Holevo, A. N. Shiryaev, “Ildar Abdullovich Ibragimov (on his ninetieth birthday)”, Russian Math. Surveys, 78:3 (2023), 573–583  mathnet  crossref  crossref  mathscinet  adsnasa  isi
    5. “Abstracts of talks given at the 8th International Conference on Stochastic Methods”, Theory Probab. Appl., 68:4 (2024), 674–711  mathnet  crossref  crossref
    6. T. E. Abildaev, “Veroyatnostnoe predstavlenie rezolventy operatora drobnogo differentsirovaniya”, Veroyatnost i statistika. 33, Zap. nauchn. sem. POMI, 515, POMI, SPb., 2022, 5–18  mathnet
    7. I. A. Ibragimov, N. V. Smorodina, M. M. Faddeev, “Approximation of a Wiener process local time by functionals of random walks”, Theory Probab. Appl., 66:1 (2021), 58–74  mathnet  crossref  crossref  mathscinet  zmath
    8. T. E. Abildaev, “Analog lokalnogo vremeni dlya nekotorogo klassa protsessov Levi”, Veroyatnost i statistika. 31, Zap. nauchn. sem. POMI, 505, POMI, SPb., 2021, 5–16  mathnet
    9. A. K. Nikolaev, “Analog lokalnogo vremeni dlya kompleksnoznachnogo vinerovskogo protsessa”, Veroyatnost i statistika. 31, Zap. nauchn. sem. POMI, 505, POMI, SPb., 2021, 172–184  mathnet
    10. I. A. Ibragimov, N. V. Smorodina, M. M. Faddeev, “On a family of complex-valued stochastic processes”, Dokl. Math., 104:3 (2021), 347–350  mathnet  crossref  crossref  zmath  elib
    11. I. A. Ibragimov, N. V. Smorodina, M. M. Faddeev, “Ob odnom obobschenii ponyatiya lokalnogo vremeni”, Veroyatnost i statistika. 28, Zap. nauchn. sem. POMI, 486, POMI, SPb., 2019, 148–157  mathnet
    12. A. S. Tarasenko, “Inequalities for functions of the sum of the indicators of events”, Siberian Adv. Math., 28:4 (2018), 303–308  mathnet  crossref  crossref  elib
    13. A. S. Tarasenko, “Ob asimptotike raspredeleniya vremeni prebyvaniya na poluosi dlya sluchainogo bluzhdaniya s tyazhelymi khvostami”, Sib. elektron. matem. izv., 15 (2018), 1813–1817  mathnet  crossref
    14. V. I. Lotov, A. S. Tarasenko, “On the asymptotics of the mean sojourn time of a random walk on a semi-axis”, Izv. Math., 79:3 (2015), 449–466  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi  elib
    15. A. Yu. Zaitsev, “The accuracy of strong Gaussian approximation for sums of independent random vectors”, Russian Math. Surveys, 68:4 (2013), 721–761  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi  elib  elib
    16. V. R. Fatalov, “Ergodic means for large values of T and exact asymptotics of small deviations for a multi-dimensional Wiener process”, Izv. Math., 77:6 (2013), 1224–1259  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi  elib  elib
    17. V. I. Lotov, “Asymptotic expansions for the distribution of the sojourn time of a random walk on a half-axis”, Proc. Steklov Inst. Math., 282 (2013), 146–156  mathnet  crossref  crossref  mathscinet  isi  elib  elib
    18. V. R. Fatalov, “Negative-order moments for Lp-functionals of Wiener processes: exact asymptotics”, Izv. Math., 76:3 (2012), 626–646  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi  elib  elib
    19. V. R. Fatalov, “Exact asymptotics of probabilities of large deviations for Markov chains: the Laplace method”, Izv. Math., 75:4 (2011), 837–868  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi  elib  elib
    20. V. R. Fatalov, “Exact asymptotics of Laplace-type Wiener integrals for Lp-functionals”, Izv. Math., 74:1 (2010), 189–216  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi  elib  elib
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Труды Математического института имени В. А. Стеклова Proceedings of the Steklov Institute of Mathematics
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