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Lifshits, Mikhail Anatolievich

Total publications: 152 (132)
in MathSciNet: 112 (111)
in zbMATH: 116 (115)
in Web of Science: 72 (71)
in Scopus: 84 (83)
Cited articles: 105
Citations in Math-Net.Ru: 104
Citations in Web of Science: 465
Citations in Scopus: 470
Presentations: 12

Number of views:
This page:5320
Abstract pages:6803
Full texts:2530
References:456
Professor
Doctor of physico-mathematical sciences (1993)
Speciality: 01.01.05 (Probability theory and mathematical statistics)
E-mail:
Website: http://sites.google.com/site/mlprobability
Keywords: random processes, Gaussian processes, local times, small deviations, large deviations, functional laws, limit theorems.

Subject:

Necessary conditions were found for the existence of local times of sample paths of Gaussian processes. A class of stationary processes which do not have local time was discovered. A fiber method was developed for study of distributions of stochastic functionals. of the processes with independent increments. Necessary and sufficient conditions for validity of the functional law of iterated logarithm for Wiener process with respect to arbitrary norm were found.New almost sure limit theorems were found for sums of independent variables and for martingales. The small ball probabilities were investigated for Wiener process with respect to weighted norms as well as their applications to analytic properties of Volterra operators.

Biography

Graduated from Faculty of Mathematics and Mechanics of Leningrad State University in 1978 (department of probability theory and mathematical statistics). Ph.D. thesis was defended in 1981. D.Sci. thesis was defended in 1993. My publication list contains more than 90 titles (including 3 monographs).

   
Main publications:
  • Gaussian Random Functions, 1995, Kluwer, Dordrecht, 330 p.
  • Local Properties of Distributions of Stochastic Functionals (joint with Yu. A. Davydov and N. V. Smorodina), 1997, ser. Translations of Mathematical Monographs, v. 173, AMS, Providence 184 p.
  • On the lower tail probabilities of some random series, Ann. Probab., 1997, 25, 424–442.
  • On almost sure limit theorems (joint with I. A.  Ibragimov). Theor. Probab. Appl., 1999, 44, 254–272.
  • Approximation and entropy numbers of Volterra operators with application to Brownian Motion (joint with W. Linde). Memoirs of Amer. Math. Soc., 2002. 80 p.

http://www.mathnet.ru/eng/person11510
List of publications on Google Scholar
List of publications on ZentralBlatt
https://mathscinet.ams.org/mathscinet/MRAuthorID/197161

Full list of publications:
| scientific publications | by years | by types | by times cited in WoS | by times cited in Scopus | common list |



   2021
1. M. A. Lifshits, A. A. Siuniaev, “Energy of taut strings accompanying random walk”, Probab. Math. Stat., 41:1 (2021), 9–23 https://www.math.uni.wroc.pl/~pms/files_doi/f1761/f1761.pdf  crossref  isi  elib  scopus
2. X. Chen, V. Dagard, B. Derrida, Y. Hu, M. Lifshits, Z. Shi, “The Derrida–Retaux conjecture on recursive models”, Ann. Probab., 49:2 (2021), 637–670 , arXiv: www.arxiv.org/abs/1907.01601  crossref  mathscinet  zmath  isi (cited: 2)  scopus (cited: 2)
3. F. Aurzada, F. Betts, M. A. Lifshits, “Razryv tsepochki vzaimodeistvuyuschikh brounovskoe chastits: gumbeleva predelnaya teorema”, Teoriya veroyatn. i ee primen., 66:2 (2021), 231–260  mathnet (cited: 1)  crossref  elib
4. M. A. Lifshits, N. A. Karagodin, “On the distribution of the last exit time over a slowly growing linear boundary for a Gaussian process”, Theory Probab. Appl., 66:3 (2021), 337–347 , arXiv: abs/2012.03222  mathnet  crossref
5. N. Ismagilov, V. Borovitskiy, M. Lifshits, M. Platonova, “Boolean spectral analysis in categorical reservoir modeling”, Math. Geosci., 53:3 (2021), 305–324  crossref  mathscinet  zmath  isi  scopus
6. N. S. Ismagilov, M. A. Lifshits, A. A Yakovlev, “A new type of conditioning of stationary fields and its application to the spectral simulation approach in geostatistics”, Math. Geosci., 53:4 (2021), 597–621  crossref  mathscinet  zmath  isi (cited: 1)  scopus (cited: 2)
7. F. Aurzada, V. Betz, M. Lifshits, “Universal break law for a class of models of polymer rupture”, J. Phys. A. Math.Theor., 54:30, 305204 (2021) , arXiv: arxiv.org/abs/2010.07706  crossref  adsnasa  isi (cited: 1)  scopus
8. M. Lifshits, A. Tadevosian, Gaussian assignment process, 2021 (Published online) , 10 pp., arXiv: 2107.04883  adsnasa
9. M. Lifshits, S. Nikitin, Large deviations of Telecom processes, 2021 (Published online) , 18 pp., arXiv: 2107.11846  adsnasa
10. F. Aurzada, V. Betz,M. Lifshits, “Breaking a chain of interacting Brownian particles”, Ann. Appl. Probab., 31:6 (2021), 2585–2611  crossref  mathscinet  isi  scopus (cited: 1)
11. Veroyatnost i statistika. 30, Zap. nauchn. sem. POMI, 501, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2021 , 343 pp.  mathnet
12. Veroyatnost i statistika. 31, Zap. nauchn. sem. POMI, 505, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2021 , 330 pp.  mathnet

   2020
13. M. Lifshits,V. Vysotsky, “On the completion of Skorokhod space”, El. Comm. Probab., 25 (2020), 66 , 10 pp. https://projecteuclid.org/euclid.ecp/1600308260, arXiv: www.arxiv.org/abs/2003.10787  crossref  zmath  isi  scopus
14. D .I. Blinova, M .A. Lifshits, “Energiya natyanutykh strun, soprovozhdayuschikh vinerovskii protsess i sluchainoe bluzhdanie v polose peremennoi shiriny”, Zapiski Nauchnykh Seminarov POMI, 495, POMI RAN, 2020, 64–86  mathnet  elib
15. N. Ismagilov, M. Lifshits, A. Yakovlev, “New type of conditional simulation and its application to the spectral simulation approach in geostatistics”, Mathematical Geosciences, 53:4 (2020), 597–621 https://link.springer.com/article/10.1007/s11004-020-09872-3  crossref  mathscinet  zmath  isi (cited: 1)  elib  scopus (cited: 2)
16. Veroyatnost i statistika. 29, Zap. nauchn. sem. POMI, 495, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2020 , 322 pp.  mathnet
17. A. N. Borodin, A. Yu. Zaitsev, I. A. Ibragimov, M. A. Lifshits, V. N. Solev, “In memory of M. S. Nikulin”, Probability and statistics. Part 29, Zap. Nauchn. Sem. POMI, 495, POMI, St. Petersburg, 2020, 7–8  mathnet

   2019
18. Z. Kabluchko, M. A. Lifshits, “Adaptive energy-saving approximation for stationary processes”, Izv. Math., 83:5 (2019), 932–956  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi (cited: 1)  elib  scopus (cited: 1)
19. M. Lifshits, A. Nazarov, “On Brownian exit times from perturbed multi-strips”, Statist.& Probab. Letters, 147 (2019), 1–5 , arXiv: www.arxiv.org/abs/1807.08939  crossref  mathscinet  zmath  isi (cited: 1)  scopus
20. I.A. Ibragimov, Z. Kabluchko, M.A. Lifshits, “Some extensions of linear approximation and prediction problems for stationary processes”, Stoch.Proc.Appl., 129 (2019), 2758-2782 , arXiv: www.arxiv.org/abs/1610.04985  crossref  zmath  isi (cited: 2)  scopus (cited: 2)
21. Theory Probab. Appl., 64:3 (2019), 490–497  mathnet  crossref  crossref  mathscinet  zmath  isi (cited: 3)  elib  scopus (cited: 3)
22. F. Aurzada, M. A. Lifshits, “How complex is a random picture ?”, J.Complexity, 53 (2019), 133–161 , arXiv: www.arxiv.org/abs/1806.06597  crossref  mathscinet  zmath  isi  scopus
23. X. Chen, B. Derrida, Y. Hu, M. Lifshits, Z. Shi, “A max-type recursive model: some properties and open questions”, In: Sojourns in Probability Theory and Statistical Physics - III. Interacting Particle Systems and Random Walks, A Festschrift for Charles M. Newman, Springer Proc. Math. and Statist., eds. V. Sidoravicius, Springer, 2019, 166–186  crossref  zmath  isi (cited: 4)  scopus (cited: 5)
24. Veroyatnost i statistika. 28, Zap. nauchn. sem. POMI, 486, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2019 , 309 pp.  mathnet

   2018
25. M. Lifshits, A. Nazarov, “$L_2$-Small deviations for weighted stationary processes”, Mathematika, 64:2 (2018), 387–405 , arXiv: www.arxiv.org/abs/1705.00422  crossref  mathscinet  zmath  isi (cited: 1)  scopus (cited: 1)
26. M. A. Lifshits, V. V. Petrov, A. Yu. Zaitsev, A. A. Zinger,, “Toward the history of the St.Petersburg school of Probability and Mathematical Statistics. I. Limit theorems for sums of independent random variables”, Vestnik St. Petersburg University, Mathematics, 51:2 (2018), 144–163  crossref  mathscinet  zmath  isi (cited: 2)  scopus (cited: 2)
27. I. A. Ibragimov, M. A. Lifshits, A. I. Nazarov, and D. N. Zaporozhets, “On the history of the St.Petersburg school of Probability and Mathematical Statistics. II. Random processes and dependent variables”, Vestnik St. Petersburg University, Mathematics, 51:3 (2018), 213–236.  crossref  mathscinet  zmath  isi  scopus (cited: 2)
28. Veroyatnost i statistika. 27, Zap. nauchn. sem. POMI, 474, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2018 , 247 pp.  mathnet

   2017
29. Z. Kabluchko, M. Lifshits, “Least energy approximations for processes with stationary increments”, J. Theor. Probab., 30:1 (2017), 268–296 , arXiv: www.arxiv.org/abs/1506.08369  crossref  mathscinet  zmath  isi (cited: 3)  elib  scopus (cited: 3)
30. Veroyatnost i statistika. 25, Posvyaschaetsya pamyati Vladimira Nikolaevicha SUDAKOVA, Zap. nauchn. sem. POMI, 457, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2017 , 322 pp.  mathnet
31. Veroyatnost i statistika. 26, Zap. nauchn. sem. POMI, 466, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2017 , 338 pp.  mathnet

   2016
32. S.Y. Hong, M.A. Lifshits, A.I. Nazarov, “Small deviations in $L_2$-norm for Gaussian dependent sequences”, Electronic Comm. Probab., 21:41 (2016), 1–9 , arXiv: www.arxiv.org/abs/1511.05370  mathscinet  zmath

   2017
33. F. Aurzada, M. A. Lifshits, “Small deviations of sums of correlated stationary Gaussian sequences”, Theory Probab. Appl., 61:4 (2017), 540–568 , arXiv: www.arxiv.org/abs/1606.01072  mathnet  crossref  crossref  mathscinet  zmath  isi (cited: 1)  elib  scopus (cited: 1)

   2016
34. Veroyatnost i statistika. 24, Zap. nauchn. sem. POMI, 454, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2016 , 315 pp.  mathnet

   2015
35. Lifshits M.A., Setterqvist E., “Energy of taut string accompanying Wiener process”, Stoch. Proc. Appl., 125 (2015), 401–427 , arXiv: www.arxiv.org/abs/1405.1651  crossref  mathscinet  zmath  isi (cited: 7)  elib  scopus (cited: 7)
36. Lifshits M.A., Zani M., “Approximation of additive random fields based on standard information: average case and probabilistic settings”, J. Complexity, 31 (2015), 659–674 , arXiv: www.arxiv.org/abs/1402.5489  crossref  mathscinet  zmath  isi (cited: 8)  elib  scopus (cited: 9)
37. Hashorva E., Lifshits M.A., and Seleznjev O., “Approximation of a random process with variable smoothness”, Mathematical Statistics and Limit Theorems. Festschrift in Honour of Paul Deheuvels., eds. M.Hallin et al., Springer, Berlin, 2015, 189–208 www.arxiv.org/abs/1206.1251  mathscinet  zmath

   2016
38. M. Lifshits, M. Peligrad, “On the spectral density of stationary processes and random fields”, J. Math. Sci., 219:5 (2016), 789–797  mathnet  crossref  mathscinet  zmath  scopus

   2015
39. M. Lifshits, K. Volkova, “Bifractional Brownian motion: existence and border cases”, ESAIM PS, 19 (2015), 766–781 , arXiv: www.arxiv.org/abs/1502.02217  crossref  mathscinet  zmath  isi (cited: 3)  scopus (cited: 9)
40. Veroyatnost i statistika. 22, Zap. nauchn. sem. POMI, 441, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2015 , 324 pp.  mathnet
41. Veroyatnost i statistika. 23, Zap. nauchn. sem. POMI, 442, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2015 , 183 pp.  mathnet

   2014
42. M.A.Lifshits, Random Processes by Example, World Scientific, Singapore, 2014 , 250 pp. http://www.worldscientific.com/worldscibooks/10.1142/8883  zmath; M.A. Lifshits, Sluchainye protsessy – ot teorii k praktike, Lan, S-Peterburg, 2016 , 307 pp.
43. F.Aurzada, S.Dereich, M.A.Lifshits, “Persistence probabilities for an integrated random walk bridge”, Probability and Mathematical Statistics, 34:1 (2014), 1-22 , arXiv: www.arxiv.org/abs/1205.2895  mathscinet  zmath  isi (cited: 2)  scopus (cited: 2)
44. M.A.Lifshits, W.Linde, “Fractional integration operators of variable order: continuity and compactness properties”, Mathematische Nachrichten, 287:8-9 (2014), 980–1000 , arXiv: www.arxiv.org/abs/1211.3826  crossref  mathscinet  zmath  isi (cited: 4)  elib  scopus (cited: 6)
45. Veroyatnost i statistika. 21, Posvyaschaetsya yubileyu Mikhaila Iosifovicha GORDINA, Zap. nauchn. sem. POMI, 431, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2014 , 258 pp.  mathnet

   2015
46. M. A. Lifshits, “Cyclic behavior of the maximum of sums of independent random variables”, J. Math. Sci. (N. Y.), 204:1 (2015), 134–139 , arXiv: www.arxiv.org/abs/1307.0612  mathnet  crossref  mathscinet  scopus

   2013
47. Veroyatnost i statistika. 19, Zap. nauchn. sem. POMI, 412, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2013 , 278 pp.  mathnet
48. Veroyatnost i statistika. 20, Zap. nauchn. sem. POMI, 420, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2013 , 178 pp.  mathnet

   2012
49. Cohen, S., Lifshits, M.A., “Stationary Gaussian random fields on hyperbolic spacesand on Euclidean spheres”, ESAIM Probability and Statistics, 16 (2012), 165-221  crossref  mathscinet  zmath  isi (cited: 11)  scopus (cited: 12)
50. Lifshits, M.A., Wozniakowski, H., Papageorgiou, A., “Tractability of multi-parametric Euler and Wiener integrated processes”, Probability and Mathematical Statistics, 32 (2012), 131-165 , arXiv: www.arxiv.org/abs/1112.4248  mathscinet  zmath  isi (cited: 15)
51. Lifshits, M.A., Wozniakowski, H., Papageorgiou, A., “Average case tractability of non-homogeneous tensor products problems”, Journal of Complexity, 28:5-6 (2012), 539-561 , arXiv: www.arxiv.org/abs/1112.4251  crossref  mathscinet  zmath  isi (cited: 19)  scopus (cited: 19)
52. Lifshits M.A., “Bounds for entropy numbers for some critical operators”, Transactions of American Mathematical Society, 364 (2012), 1797-1813 , arXiv: www.arxiv.org/abs/1002.1377  crossref  mathscinet  zmath  isi (cited: 11)  scopus (cited: 12)
53. Lifshits M.A., Lectures on Gaussian Processes, Springer, New York, 2012 , 121 pp.  mathscinet  zmath; M.A. Lifshits, Lektsii po gaussovskim protsessam, Lan, S- Peterburg, 2016 , 190 pp.
54. Lifshits, M.A., Linde W., “Compactness properties of weighted summation operators on trees -the critical case”, Studia Mathematica, 206 (2012), 75–96 , arXiv: www.arxiv.org/abs/1009.2339  crossref  mathscinet  isi (cited: 10)  scopus (cited: 10)

   2014
55. M. A. Lifshits, “Cyclic behavior of maxima in a hierarchical summation scheme”, J. Math. Sci. (N. Y.), 199:2 (2014), 215–224 , arXiv: www.arxiv.org/abs/1212.0189  mathnet  crossref  mathscinet  scopus (cited: 3)

   2012
56. Veroyatnost i statistika. 18, Posvyaschaetsya yubileyu Ildara Abdullovicha IBRAGIMOVA, Zap. nauchn. sem. POMI, 408, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2012 , 330 pp.  mathnet

   2011
57. Lifshits, M.A., Linde W., “Compactness properties of weighted summation operators on trees”, Studia mathematica, 202 (2011), 17–47 , arXiv: www.arxiv.org/abs/1006.3867  crossref  mathscinet  zmath  isi (cited: 11)  elib (cited: 7)  scopus (cited: 11)
58. M. Lifshits, W. Linde, “Random Gaussian sums on trees”, Electronic J. Probab., 16:24 (2011), 739–763 , arXiv: www.arxiv.org/abs/1012.2683  crossref  mathscinet  zmath  elib  scopus (cited: 1)
59. Veroyatnost i statistika. 17, Posvyaschaetsya yubileyu Valentina Nikolaevicha SOLEVA, Zap. nauchn. sem. POMI, 396, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2011 , 262 pp.  mathnet

   2010
60. B.Hoffmann, M.A.Lifshits, Yu.M.Lifshits, D.Nowotka, “Maximal intersection queries in randomized input models”, Theory of Computing Systems, 46 (2010), 104-119 , arXiv: 1004.0092  crossref  mathscinet  zmath  isi  scopus (cited: 1)
61. Veroyatnost i statistika. 16, Zap. nauchn. sem. POMI, 384, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2010 , 315 pp.  mathnet

   2009
62. M.A.Lifshits, M.Weber, “On the supremum of some random Dirichlet polynomials”, Acta Math. Hung., 123:1-2 (2009), 41-64 , arXiv: 0802.0071  crossref  mathscinet  zmath  isi (cited: 2)  elib (cited: 2)  scopus (cited: 1)
63. F.Aurzada, M.A. Lifshits, “On the small deviation problem for some iterated processes”, Electron. J. Probab., 14:68 (2009), 1992-2010 , arXiv: 0806.2559  crossref  mathscinet  zmath  elib (cited: 9)  scopus (cited: 11)
64. F.Aurzada, M.A. Lifshits, W. Linde, “Small deviations of stable processes and entropy of associated random operators”, Bernoulli, 15 (2009), 1305-1334 , arXiv: 0804.1883  crossref  mathscinet  zmath  isi (cited: 2)  elib (cited: 1)  scopus (cited: 2)
65. M.A.Lifshits, M.Weber, “Sampling the Lindelof Hypothesis with the Cauchy random walk”, Proc. London Math. Soc., 98 (2009), 241-270 , arXiv: www.arxiv.org/abs/math/0703693  crossref  mathscinet  zmath  isi (cited: 12)  elib (cited: 6)  scopus (cited: 10)

   2010
66. M. A. Lifshits, “On Haar expansion of Riemann–Liouville process in a critical case”, J. Math. Sci. (N. Y.), 167:4 (2010), 531–536 , arXiv: www.arxiv.org/abs/0910.2177  mathnet  crossref  scopus
67. A. N. Borodin, A. Yu. Zaitsev, I. A. Ibragimov, M. A. Lifshits, “From editors”, J. Math. Sci. (N. Y.), 167:4 (2010), 435  mathnet  crossref  scopus

   2009
68. Veroyatnost i statistika. 15, Zap. nauchn. sem. POMI, 368, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2009 , 288 pp.  mathnet
69. F. Aurzada, I. A. Ibragimov, M. A. Lifshits, H. J. van Zanden, “Small Deviations of Smooth Stationary Gaussian Processes”, Theory Probab. Appl., 53:4 (2009), 697–707  mathnet  crossref  crossref  mathscinet  isi (cited: 12)  elib (cited: 6)  elib (cited: 6)  scopus (cited: 9)

   2008
70. M.A.Lifshits, M.Zani, “Approximation complexity of additive random fields”, J. of Complexity, 24 (2008), 362-379  crossref  mathscinet  zmath  isi (cited: 13)  scopus (cited: 10)
71. F.Aurzada, M.A. Lifshits, “Small deviation probability via chaining”, Stoch. Proc. Appl., 118 (2008), 2344-2368 , arXiv: 0706.2720  crossref  mathscinet  zmath  isi (cited: 8)  elib (cited: 7)  scopus (cited: 9)

   2007
72. J.Creutzig, M.A.Lifshits, “Free-knot spline approximation of fractional Brownian motion”, Monte-Carlo and Quasi-Monte-Carlo Methods (Ulm, 2006), Springer, 2007, 195-204  mathscinet
73. M.A.Lifshits, Zh.Shi, “Functional large deviations in Burgers particle systems”, Comm.Pure Appl. Math., 60:1 (2007), 41-66  crossref  mathscinet  zmath  isi (cited: 1)  elib  scopus (cited: 1)
74. M.A.Lifshits, M.Weber, “On the supremum of random Dirichlet polynomials”, Studia Math., 182 (2007), 41-65 , arXiv: math.pr/0703691  crossref  mathscinet  zmath  isi (cited: 2)  elib (cited: 1)  scopus (cited: 1)

   2006
75. M.A. Lifshits, W. Linde, Zh.Shi, “Small deviations of Riemann-Liouville processes in L_q norms with respect to fractal measures”, Proc. London Math. Soc., 92 (2006), 224-250  crossref  mathscinet  zmath  isi (cited: 8)  elib (cited: 6)  scopus (cited: 8)
76. M.A. Lifshits, E.V. Tulyakova, “Curse of dimensionality in approximation of random fields”, Probab. Math. Stat., 26:1 (2006), 97-112  mathscinet  zmath
77. M.A. Lifshits, W. Linde, Zh. Shi, “Small deviations of Gaussian random fields in L_q spaces”, Electron. J. Probab., 11 (2006), 1204-1223 , arXiv: math.pr/0605417  crossref  mathscinet  isi (cited: 4)  elib (cited: 3)  scopus (cited: 4)

   2005
78. M.A. Lifshits, W. Linde, “Small deviations of weighted fractional processes and average non-linear approximation”, Trans. Amer. Math. Soc., 357 (2005), 2059-2079  crossref  mathscinet  zmath  isi (cited: 7)  elib (cited: 5)  scopus (cited: 8)
79. M.A.Lifshits, T.Simon, “Small deviations for weighted fractional stable processes”, Ann.Inst. H.Poincare. Ser. Probab. Statist., 41 (2005), 725-752 , arXiv: math.pr/0305092  crossref  mathscinet  zmath  adsnasa  isi (cited: 26)  scopus (cited: 30)
80. M.A.Lifshits, Zh.Shi, “Agregation rates in one-dimensional stochastic systems with adhesion and gravitation”, Ann. Probab.2005, 33 (2005), 53-81 , arXiv: cond-mat/0311025  crossref  mathscinet  zmath  isi (cited: 6)  scopus (cited: 8)
81. S.Dereich, M.A.Lifshits, “Probabilities of randomly centered small balls and quantization in Banach spaces”, Ann. Probab., 33 (2005), 1397-1421 , arXiv: math.pr/0402220  crossref  mathscinet  zmath  isi (cited: 5)  elib (cited: 2)  scopus (cited: 4)

   2006
82. M. A. Lifshits, “Invariance principle in a bilinear model with weak non-linearity”, J. Math. Sci. (N. Y.), 137:1 (2006), 4541–4545  mathnet  crossref  mathscinet  zmath  scopus
83. L. V. Kuoza, M. A. Lifshits, “Aggregation in one-dimensional gas model with stable initial data”, J. Math. Sci. (N. Y.), 133:3 (2006), 1298–1307  mathnet  crossref  mathscinet  zmath  elib (cited: 2)  elib (cited: 2)  scopus (cited: 3)

   2004
84. W. Charemza, M.A.Lifshits, S.V.Makarova, “Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results”, J. Econ. Dynamics and Control, 29:1-2 (2004), 63-96  crossref  mathscinet  isi (cited: 10)  scopus (cited: 12)
85. M. A. Lifshits, Zh. Shi, “Lower functions of empirical processes and Brownian sheets”, Theory Probab. Appl., 48:2 (2004), 273–287  mathnet  crossref  crossref  mathscinet  zmath  isi  scopus (cited: 1)

   2003
86. M.A.Lifshits, A.I.Nazarov, Ya.Yu Nikitin, “On the tail behavior of anisotropic norms for Gaussian random fields”, Comptes Rendus Acad. Sci. Paris, 336:1 (2003), 85-88  crossref  mathscinet  zmath  isi (cited: 5)  scopus (cited: 5)
87. M.A.Lifshits, M.Weber, “Regularisation spectrale et proprietes metriques des moyennes mobiles”, J. Anal. Math., 89:1 (2003), 1-14  crossref  mathscinet  zmath  isi (cited: 2)

   2002
88. Yu.A. Davydov, M.A.Lifshits, “On the rate of approximation of local times for smooth random processes”, Theor. Probab. Math. Stat., 66 (2002), 67-77  mathscinet  zmath
89. Ph. Berthet, M.A. Lifshits, “Some exact rates in the functional law of the iterated logarithm”, Ann.Inst. H.Poincare. Ser. Probab. Statist., 38:6 (2002), 811-824  crossref  mathscinet  zmath  adsnasa  isi (cited: 6)  scopus (cited: 6)
90. M.A.Lifshits, Zh.Shi, “The first exit time of Brownian motion from a parabolic domain”, Bernoulli, 8:6 (2002), 745-765  mathscinet  zmath  isi (cited: 38)
91. M.A.Lifshits, “On the almost sure limit theorem for martingales”, Limit theorems in probability and statistics, eds. I.Berkes, E.Csaki, M.Csorgo, J. Bolyai Math. Soc., Budapest, 2002, 367-390  mathscinet  zmath
92. M.A. Lifshits, W. Linde, “Approximation and entropy numbers of Volterra operators with application to Brownian motion”, Mem. Amer. Math. Soc., 157:745 (2002), 1-87  mathscinet  zmath
93. A. A. Borovkov, M. A. Lifshits, Ya. Yu. Nikitin, Yu. V. Prokhorov, V. N. Sudakov, A. N. Shiryaev, “Il'dar Abdullovich Ibragimov (on his 70th birthday)”, Russian Math. Surveys, 57:5 (2002), 1039–1043  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi

   2001
94. M. A. Lifshits, E. Yu. Shmileva, “Criterion for the quasi-invariance of Poisson measures under “linear” transformations of a space”, Russian Math. Surveys, 56:6 (2001), 1173–1174  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi (cited: 1)  scopus (cited: 1)

   2002
95. M. A. Lifshits, E. Yu. Shmileva, “Poisson Measures Quasi-Invariant with Respect to Multiplicative Transformations”, Theory Probab. Appl., 46:4 (2002), 652–666  mathnet  crossref  crossref  mathscinet  zmath  isi  scopus (cited: 5)

   2003
96. P. Deheuvels, M. A. Lifshits, “Probabilities of hitting of shifted small balls by the centered Poisson process”, J. Math. Sci., 18:6 (2003), 5541–5554  mathnet  crossref  mathscinet  zmath

   2001
97. M.A.Lifshits, E.S. Stankevich, “On the large deviation principle for the almost sure CLT”, Statist. Probab. Letters, 51 (2001), 263-267  crossref  mathscinet  zmath  isi (cited: 6)  scopus (cited: 6)

   2000
98. M.A.Lifshits, M.Weber, “Spectral regularization inequalities”, Math. Scand., 86 (2000), 75-99  crossref  mathscinet  zmath  isi (cited: 8)  scopus (cited: 6)
99. M.A.Lifshits, M.Weber, “Tightness of stochastic families arising from randomization procedures”, Asymptotic Methods in Probability and Mathematical Statistics with Applications, Birkhauser, Basel, 2000, 143-160  mathscinet  zmath
100. A.L.Koldobsky, M.A.Lifshits, “Average volumes of sections of convex bodies”, Geometric Aspects of Functional Analysis. Israel Seminar, Lecture Notes Math., 1745, eds. V.D. Milman, G.Schechtman, Springer, 2000, 119-146  crossref  mathscinet  zmath
101. I. A. Ibragimov, M. A. Lifshits, “On almost sure limit theorems”, Theory Probab. Appl., 44:2 (2000), 254–272  mathnet  crossref  crossref  mathscinet  zmath  isi (cited: 22)  scopus (cited: 22)

   2002
102. M. A. Lifshits, “Almost sure limit theorem for sums of random vectors”, J. Math. Sci. (New York), 109:6 (2002), 2166–2178  mathnet  crossref  mathscinet  zmath  scopus (cited: 4)

   1999
103. M.A.Lifshits, N.L.Gorn, “Chung law and Csaki function”, J. Theor. Probab., 12 (1999), 399-420  crossref  mathscinet  zmath  isi (cited: 11)  scopus (cited: 14)
104. M.A.Lifshits, “Asymptotic behavior of small ball probabilities”, Probability theory and mathematical statistics. Proceedings of the 7th international Vilnius conference, (Vilnius, Lithuania, August, 12-18, 1998.), eds. Grigelionis, B. et al., TEV, Vilnius, 1999, 453-468  zmath
105. Th.Dunker, Th.Kuhn, M.A. Lifshits, W. Linde, “Metric entropy of integration operator and small ball probabilities for Brownian sheet”, J. Approximation Theory, 101 (1999), 63-77  crossref  mathscinet  zmath  isi (cited: 9)  scopus (cited: 9)

   1998
106. Th.Dunker, Th.Kuhn, M.A. Lifshits, W. Linde, “Metric entropy of integration operator and small ball probabilities of Brownian sheet”, Comptes Rendus Acad. Sci. Paris, 326 (1998), 347-352  crossref  mathscinet  zmath  adsnasa  scopus (cited: 12)
107. M.A.Lifshits, M.Weber, “Oscillations of Gaussian Stein's elements”, High dimensional probability. Proceedings of the conference, (Oberwolfach, Germany, August 1996), Prog. Probab., 43, eds. Eberlein, Ernst et al., Birkhauser, Basel, 1998, 249-261  mathscinet  zmath
108. Th.Dunker, M.A. Lifshits, W. Linde, “Small deviations of sums of independent variables”, High dimensional probability. Proceedings of the conference (Oberwolfach, Germany, August 1996), Prog. Probab., 43, eds. Eberlein, Ernst et al., Birkhauser, Basel, 1998, 59-74  mathscinet  zmath
109. I.A Ibragimov, M.A.Lifshits, “On the convergence of generalized moments in almost sure limit theorems”, Statist. Probab. Letters, 40:4 (1998), 343-351  crossref  mathscinet  zmath  isi (cited: 37)  scopus (cited: 39)

   2000
110. N. L. Gorn, M. A. Lifshits, “On the functional law of the iterated logarithm for partially observed sums of random variables”, J. Math. Sci. (New York), 99:2 (2000), 1061–1074  mathnet  crossref  mathscinet  zmath  scopus

   1997
111. M.A.Lifshits, M.Weber, “Regularisation spectrale en theorie ergodique et theorie des probabilites”, Comptes Rendus Acad. Sci. Paris, 324 (1997), 99-103  crossref  mathscinet  zmath  adsnasa  scopus (cited: 2)
112. M.A.Lifshits, M.Weber, “Strassen laws of iterated logarithm for partially observed processes”, J. Theor.Probab., 10 (1997), 102-115  crossref  mathscinet  zmath  isi (cited: 4)  scopus (cited: 5)
113. M.A.Lifshits, “On the lower tail probabilities of some random series”, Ann. Probab., 25 (1997), 424–442  crossref  mathscinet  zmath  isi (cited: 26)  scopus (cited: 37)
114. P.Deheuvels,M.A Lifshits, “On the Hausdorff dimension of the set generated by exceptional oscillations of a Wiener process”, Studia Sci. Math. Hungarica, 33 (1997), 75–110  mathscinet  zmath

   1999
115. A. V. Bulinski, M. A. Lifshits, “Rates of clustering in Strassen's law for random polygons”, J. Math. Sci. (New York), 93:3 (1999), 287–293  mathnet  crossref  mathscinet  zmath  scopus (cited: 1)

   1996
116. G.Haiman, M.A.Lifshits, “First passage probability for Markov chain”, Research developments in probability and statistics, M.Puri Festschrift, VSP, 1996, 27-32  mathscinet  zmath

   1995
117. A. V. Bulinski, M. A. Lifshits, “Rate of convergence in the functional law of the iterated logarithm with non-standard normalizing factors”, Russian Math. Surveys, 50:5 (1995), 925–944  mathnet  crossref  mathscinet  zmath  adsnasa  isi (cited: 3)  scopus (cited: 2)
118. A.V. Bulinskii, M.A. Lifshits, “Best convergence rate in Strassen law for random polygons”, Moscow University Math Bull., 50:5 (1995), 31-36  mathnet  mathscinet  zmath
119. M.A .Lifshits, Gaussian Random Functions, Kluwer, Dordrecht, 1995 , 333 pp.  mathscinet  zmath  zmath

   1998
120. Yu.A. Davydov, M.A.Lifshits, N.V.Smorodina, Local properties of distributions of stochastic functionals, Translations of Mathematical Monographs, 173, AMS, Providence, 1998  crossref  mathscinet  mathscinet  zmath  zmath

   1994
121. M.A.Lifshits, “Tail probabilities of Gaussian suprema and Laplace transform.”, Ann.Inst. H.Poincare. Ser. Probab. Statist., 30 (1994), 163-179  mathscinet  zmath
122. P.Deheuvels, M.A Lifshits, “Necessary and sufficient condition for the Strassen law of the iterated logarithm in non-uniform topologies”, Ann. Probab., 22 (1994), 1838-1856  crossref  mathscinet  zmath
123. A.V. Bulinskii, M.A. Lifshits, “On the convergence rate in the functional law of the iterated logarithm under nonstandard normalization”, Russian Acad. Sci. Doklady, 49 (1994), 294-297  mathnet  mathscinet  zmath

   1998
124. P.Deheuvels,M.A. Lifshits, “Protuberance effect in generalized Strassen-Revesz law”, J.Math. Sci. (N.Y.), 1998, no. 88, 22-28  mathnet  crossref  mathscinet  zmath  zmath  scopus

   1993
125. P.Deheuvels,M.A Lifshits, “Strassen-type functional laws for strong topologies”, Probab. Theor. Relat. Fields, 97 (1993), 151-168  crossref  mathscinet  zmath  isi (cited: 10)  scopus (cited: 13)
126. M.A. Lifshits, Issledovanie raspredelenii stokhasticheskikh funktsionalov, Diss. dokt. fiz.-matem. nauk, SPbGU, Sankt-Peterburg, 1993 , 300 pp.

   1992
127. M.A.Lifshits, “Gaussian large deviation of a smooth seminorm”, Probability Theory and Mathematical Statistics, Proc. VI USSR-Japan Symp. (Kiev, 1991), eds. Shiryaev, A. N., World Scientific, Singapore, 1992, 193-201  mathscinet  zmath
128. M.A.Lifshits, “Functional laws for strong topologies”, Statistique de processus en milieu medical, Universite Paris V, Paris, 1992, 295-302

   1995
129. M. A. Lifshits, “Asymptotics of Gaussian large deviations on smooth seminorm”, J. Math. Sci., 75:5 (1995), 1940–1943  mathnet  crossref  mathscinet  scopus

   1990
130. M.A.Lifshits, “On the norm distribution of Gaussian and other stable vectors”, Probability Theory and Mathematical Statistics, Proc V Vilnius Conf. (Vilnius, 1989), 2, Mokslas, Vilnius, 1990, 97-104  mathscinet

   1994
131. M.A.Lifshits, “Computation of the exact asymptotics of some Gaussian large deviations.”, J.Math. Sci. (N.Y.), 68 (1994), 531-539  mathnet  crossref  mathscinet  zmath  zmath  zmath  scopus

   1989
132. N. V. Smorodina, M. A. Liphshitz, “Distribution of the Norm of an Stable Vector”, Theory Probab. Appl., 34:2 (1989), 266–274  mathnet  crossref  mathscinet  zmath  isi (cited: 2)

   1992
133. M.A.Lifshits, “Oscillation and lower bound of the distribution of the maximum of Gaussian field”, J. Sov. Math., 61 (1992), 1876-1879  mathnet  crossref  mathscinet  zmath  zmath  zmath  scopus

   1988
134. M.A. Lifshits, “Distribution density of the norm of a stable vector”, J.Sov. Math., 43 (1988), 2810-2816  mathnet  crossref  mathscinet  zmath  scopus

   1987
135. M. A. Lifshits, “The distribution of the maximum of a Gaussian process”, Theory Probab. Appl., 31:1 (1987), 125–132  mathnet  crossref  mathscinet  zmath  isi (cited: 2)

   1986
136. M.A.Lifshits, B.S. Tsirelson, “Small deviations of Gaussian field”, Theory Probab. Appl., 31 (1986), 557-558  mathscinet  isi (cited: 7)
137. M.A.Lifshits, “Division of multidemensional sets”, Rings and Modules. Limit theorems of Probability theory, LGU, Leningrad, 1986, 175-178  mathscinet

   1985
138. M. A. Lifshits, “Invariant measures generated by random fields with independent values”, Funct. Anal. Appl., 19:4 (1985), 329–330  mathnet  crossref  mathscinet  zmath  isi  scopus (cited: 1)
139. Yu. A. Davydov, M. A. Lifshits, “Fibering method in some probabilistic problems”, J. Soviet Math., 31:2 (1985), 2796–2858  mathnet  crossref  mathscinet  zmath  scopus (cited: 14)
140. M. A. Lifšitz, “An application of the method of stratification to the study of functionals of processes with independent increaments”, Theory Probab. Appl., 29:4 (1985), 753–765  mathnet  crossref  mathscinet  zmath  isi (cited: 4)

   1984
141. M.A.Lifshits, “Distribution density of the maximum of Gaussian process”, Theor. Probab. Appl., 29 (1984), 851-852  mathscinet  mathscinet
142. M.A.Lifshits, “The stratification method for processes with independent increments”, Theor. Probab. Appl., 28 (1984), 832-834  mathnet  mathscinet
143. M.A. Lifshits, “Stratification method for the processes with independent increments”, J. Sov. Math., 27 (1984), 3241-3251  mathnet  crossref  mathscinet  mathscinet  zmath  zmath  scopus

   1983
144. M. A. Lifšic, “On the absolute continuity of the distributions of functionals of stochastic processes”, Theory Probab. Appl., 27:3 (1983), 600–607  mathnet  crossref  mathscinet  zmath  isi (cited: 14)

   1982
145. M. A. Lifšic, “The fibre method and its application to the investigation of functionals of stochastic processes”, Theory Probab. Appl., 27:1 (1982), 69–83  mathnet  crossref  mathscinet  zmath  isi (cited: 1)

   1984
146. M.A.Lifshits, “Absolute continuity of functionals of “supremum” type for Gaussian processes.”, J. Sov. Math., 27 (1984), 3103-3112  mathnet  crossref  mathscinet  zmath  zmath  scopus (cited: 5)

   1982
147. Yu.A. Davydov, M.A.Lifshits, N.V.Smorodina, “Fibering method in the theory of random processes”, Reports of the IV Soviet-Japan Symposium on probability theory and mathematical statistics (Tbilisi,1982), Metsniereba, Tbilisi, 1982, 184-186  mathscinet

   1981
148. M.A. Lifshits, Nekotorye zadachi teorii sluchainykh protsessov, svyazannye s otobrazheniyami mer, Diss. kand. fiz.-matem. nauk, LGU, Leningrad, 1981 , 150 pp.

   1984
149. M. A. Lifshits, “On the occupation times of Gaussian stationary processes”, J. Soviet Math., 24:5 (1984), 555–568  mathnet  crossref  mathscinet  zmath  scopus

   1982
150. M. A. Lifshits, “Local time for functions and Gaussian processes”, J. Soviet Math., 20:3 (1982), 2181–2186  mathnet  crossref  mathscinet  zmath  scopus

   1979
151. M.A.Lifshits, “Local times for Gaussian processes”, Theor. Probab. Appl., 23 (1979), 835-836  mathnet (cited: 1)  crossref

   1980
152. M. A. Lifšic, “On the representation of Levy's fields by indicators.”, Theory Probab. Appl., 24:3 (1980), 629–633  mathnet  crossref  mathscinet  zmath  isi (cited: 4)

Presentations in Math-Net.Ru
1. Breaking the Brownian chain
M. A. Lifshits
Seminar on Probability Theory and Mathematical Statistics
March 13, 2020 18:00
2. Время и место разрыва броуновской цепочки
M. A. Lifshits
Principle Seminar of the Department of Probability Theory, Moscow State University
March 4, 2020 16:45
3. Большие уклонения и сложность пуассоновских картинок
M. A. Lifshits
Seminar on Probability Theory and Mathematical Statistics
November 16, 2018 18:00
4. Несколько новых результатов о вероятностях малых уклонений
M. A. Lifshits
Traditional winter session MIAN–POMI devoted to the topic "Probability theory"
December 13, 2016 12:30
5. Некоторые обобщения задач линейного прогнозирования и аппроксимации для стационарных процессов
M. A. Lifshits
Seminar on Probability Theory and Mathematical Statistics
October 28, 2016 18:00   
6. $(H,K)$-дробное броуновское движение: существование и смежные процессы
M. A. Lifshits
Seminar on Probability Theory and Mathematical Statistics
February 20, 2015 18:00
7. Least Energy Functions Accompanying Brownian Motion
M. A. Lifshits
International Scientific Conference "Probability Theory and its Applications" On Occasion of 85th Birthday of Yu. V. Prokhorov
February 13, 2015 12:30   
8. Энергия натянутой струны, сопровождающей винеровский процесс
M. A. Lifshits
Seminar on Probability Theory and Mathematical Statistics
April 11, 2014 18:00
9. Случайные процессы переменной негладкости
M. A. Lifshits
Seminar on Probability Theory and Mathematical Statistics
October 5, 2012 18:00
10. Сложность аппроксимации случайных полей, зависящих от большого числа параметров
M. A. Lifshits
Seminar on Probability Theory and Mathematical Statistics
October 21, 2011 18:00
11. Approximation of Tensor-type Random fields
M. A. Lifshits
Principle Seminar of the Department of Probability Theory, Moscow State University
March 18, 2009 16:45
12. “Star dust” and probability
M. A. Lifshits
Meetings of the St. Petersburg Mathematical Society
November 28, 2002

Books in Math-Net.Ru
  1. Probability and statistics. Part 30, Zap. Nauchn. Sem. POMI, 501, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2021, 343 с.
    http://mi.mathnet.ru/book1886
  2. Probability and statistics. Part 31, Zap. Nauchn. Sem. POMI, 505, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2021, 330 с.
    http://mi.mathnet.ru/book1891
  3. Probability and statistics. Part 29, Zap. Nauchn. Sem. POMI, 495, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2020, 322 с.
    http://mi.mathnet.ru/book1853
  4. Probability and statistics. Part 28, Zap. Nauchn. Sem. POMI, 486, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2019, 309 с.
    http://mi.mathnet.ru/book1817
  5. Probability and statistics. Part 27, Zap. Nauchn. Sem. POMI, 474, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2018, 247 с.
    http://mi.mathnet.ru/book1764
  6. Probability and statistics. Part 25, Zap. Nauchn. Sem. POMI, 457, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2017, 322 с.
    http://mi.mathnet.ru/book1702
  7. Probability and statistics. Part 26, Zap. Nauchn. Sem. POMI, 466, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2017, 338 с.
    http://mi.mathnet.ru/book1711
  8. Probability and statistics. Part 24, Zap. Nauchn. Sem. POMI, 454, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2016, 315 с.
    http://mi.mathnet.ru/book1676
  9. Probability and statistics. Part 22, Zap. Nauchn. Sem. POMI, 441, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2015, 324 с.
    http://mi.mathnet.ru/book1611
  10. Probability and statistics. Part 23, Zap. Nauchn. Sem. POMI, 442, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2015, 183 с.
    http://mi.mathnet.ru/book1612
  11. Probability and statistics. Part 21, Zap. Nauchn. Sem. POMI, 431, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2014, 258 с.
    http://mi.mathnet.ru/book1572
  12. Probability and statistics. Part 19, Zap. Nauchn. Sem. POMI, 412, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2013, 278 с.
    http://mi.mathnet.ru/book1486
  13. Probability and statistics. Part 20, Zap. Nauchn. Sem. POMI, 420, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2013, 178 с.
    http://mi.mathnet.ru/book1503
  14. Probability and statistics. Part 18, Zap. Nauchn. Sem. POMI, 408, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2012, 330 с.
    http://mi.mathnet.ru/book1467
  15. Probability and statistics. Part 17, Zap. Nauchn. Sem. POMI, 396, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2011, 262 с.
    http://mi.mathnet.ru/book1369
  16. Probability and statistics. Part 16, Zap. Nauchn. Sem. POMI, 384, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2010, 315 с.
    http://mi.mathnet.ru/book1333
  17. Probability and statistics. Part 15, Zap. Nauchn. Sem. POMI, 368, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2009, 288 с.
    http://mi.mathnet.ru/book1224

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