Lifshits, Mikhail Anatolievich

Total publications: 142 (126)
in MathSciNet: 108 (107)
in zbMATH: 110 (109)
in Web of Science: 65 (64)
in Scopus: 73 (72)
Cited articles: 95
Citations in Math-Net.Ru: 98
Citations in Web of Science: 435
Citations in Scopus: 362
Presentations: 12

Number of views:
This page:4633
Abstract pages:6144
Full texts:2200
Doctor of physico-mathematical sciences (1993)
Speciality: 01.01.05 (Probability theory and mathematical statistics)
Keywords: random processes, Gaussian processes, local times, small deviations, large deviations, functional laws, limit theorems.


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.


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.
List of publications on Google Scholar
List of publications on ZentralBlatt

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

1. M. A. Lifshits, F. Aurzada, V. Betz, “Breaking a chain of interacting Brownian particles: a Gumbel limit theorem”, Teoriya veroyatn. i ee primen. (to appear)  mathnet

2. M. Lifshits,V. Vysotsky, “On the completion of Skorokhod space”, El. Comm. Probab., 25 (2020), 66 , 10 pp., arXiv:  crossref  zmath  isi  scopus
3. 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
4. N. Ismagilov, M. Lifshits, A. Yakovlev, “New type of conditional simulation and its application to the spectral simulation approach in geostatistics”, Mathematical Geosciences, 2020  crossref  isi  scopus
5. X. Chen, V. Dagard, B. Derrida, Y. Hu, M. Lifshits, Z. Shi, “The Derrida–Retaux conjecture on recursive models”, Ann. Probab., 2020 (to appear) , arXiv:
6. F. Aurzada, V. Betz, M. Lifshits, “Breaking a chain of interacting Brownian particles”, Ann. Appl. Probab., 2020 (to appear) , arXiv:

7. 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  elib  scopus
8. M. Lifshits, A. Nazarov, “On Brownian exit times from perturbed multi-strips”, Statist.& Probab. Letters, 147 (2019), 1–5 , arXiv:  crossref  mathscinet  zmath  isi  scopus
9. 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:  crossref  zmath  isi (cited: 1)  scopus (cited: 1)
10. Theory Probab. Appl., 64:3 (2019), 490–497  mathnet  crossref  crossref  mathscinet  zmath  isi (cited: 1)  elib  scopus (cited: 1)
11. F. Aurzada, M. A. Lifshits, “How complex is a random picture ?”, J.Complexity, 53 (2019), 133–161 , arXiv:  crossref  mathscinet  zmath  isi  scopus
12. 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  scopus (cited: 2)
13. M. A. Lifshits, A. A. Siuniaev, “Energy of taut strings accompanying random walk”, Probab. Math. Stat., 2019 (to appear)

14. M. Lifshits, A. Nazarov, “$L_2$-Small deviations for weighted stationary processes”, Mathematika, 64:2 (2018), 387–405 , arXiv:  crossref  mathscinet  zmath  isi  scopus
15. 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)
16. 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)

17. Z. Kabluchko, M. Lifshits, “Least energy approximations for processes with stationary increments”, J. Theor. Probab., 30:1 (2017), 268–296 , arXiv:  crossref  mathscinet  zmath  isi (cited: 2)  elib  scopus (cited: 2)

18. 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:  mathscinet  zmath

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

20. Lifshits M.A., Setterqvist E., “Energy of taut string accompanying Wiener process”, Stoch. Proc. Appl., 125 (2015), 401–427 , arXiv:  crossref  mathscinet  zmath  isi (cited: 5)  elib  scopus (cited: 5)
21. 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:  crossref  mathscinet  zmath  isi (cited: 8)  elib  scopus (cited: 8)
22. 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  mathscinet  zmath

23. 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

24. M. Lifshits, K. Volkova, “Bifractional Brownian motion: existence and border cases”, ESAIM PS, 19 (2015), 766–781 , arXiv:  crossref  mathscinet  zmath  isi (cited: 2)  scopus (cited: 8)

25. M.A.Lifshits, Random Processes by Example, World Scientific, Singapore, 2014 , 250 pp.  zmath; M.A. Lifshits, Sluchainye protsessy – ot teorii k praktike, Lan, S-Peterburg, 2016 , 307 pp.
26. 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:  mathscinet  zmath  isi (cited: 2)  scopus (cited: 2)
27. M.A.Lifshits, W.Linde, “Fractional integration operators of variable order: continuity and compactness properties”, Mathematische Nachrichten, 287:8-9 (2014), 980–1000 , arXiv:  crossref  mathscinet  zmath  isi (cited: 4)  elib  scopus (cited: 5)

28. 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:  mathnet  crossref  mathscinet  scopus

29. 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)
30. 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:  mathscinet  zmath  isi (cited: 14)
31. 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:  crossref  mathscinet  zmath  isi (cited: 19)  scopus (cited: 18)
32. Lifshits M.A., “Bounds for entropy numbers for some critical operators”, Transactions of American Mathematical Society, 364 (2012), 1797-1813 , arXiv:  crossref  mathscinet  zmath  isi (cited: 11)  scopus (cited: 12)
33. 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.
34. Lifshits, M.A., Linde W., “Compactness properties of weighted summation operators on trees -the critical case”, Studia Mathematica, 206 (2012), 75–96 , arXiv:  crossref  mathscinet  isi (cited: 10)  scopus (cited: 10)

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

36. Lifshits, M.A., Linde W., “Compactness properties of weighted summation operators on trees”, Studia mathematica, 202 (2011), 17–47 , arXiv:  crossref  mathscinet  zmath  isi (cited: 11)  elib (cited: 7)  scopus (cited: 11)
37. M. Lifshits, W. Linde, “Random Gaussian sums on trees”, Electronic J. Probab., 16:24 (2011), 739–763 , arXiv:  crossref  mathscinet  zmath  elib

38. 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)

39. 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)
40. 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)
41. 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)
42. M.A.Lifshits, M.Weber, “Sampling the Lindelof Hypothesis with the Cauchy random walk”, Proc. London Math. Soc., 98 (2009), 241-270 , arXiv:  crossref  mathscinet  zmath  isi (cited: 11)  elib (cited: 6)  scopus (cited: 9)

43. 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:  mathnet  crossref  scopus

44. 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: 11)  elib (cited: 6)  elib (cited: 6)  scopus (cited: 8)

45. 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)
46. 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)

47. 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
48. 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)
49. M.A.Lifshits, M.Weber, “On the supremum of random Dirichlet polynomials”, Studia Math., 182 (2007), 41-65 , arXiv:  crossref  mathscinet  zmath  isi (cited: 2)  elib (cited: 1)  scopus (cited: 1)

50. 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)
51. M.A. Lifshits, E.V. Tulyakova, “Curse of dimensionality in approximation of random fields”, Probab. Math. Stat., 26:1 (2006), 97-112  mathscinet  zmath
52. 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:  crossref  mathscinet  isi (cited: 4)  elib (cited: 3)  scopus (cited: 4)

53. 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)
54. M.A.Lifshits, T.Simon, “Small deviations for weighted fractional stable processes”, Ann.Inst. H.Poincare. Ser. Probab. Statist., 41 (2005), 725-752 , arXiv:  crossref  mathscinet  zmath  adsnasa  isi (cited: 24)  scopus (cited: 28)
55. 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)
56. S.Dereich, M.A.Lifshits, “Probabilities of randomly centered small balls and quantization in Banach spaces”, Ann. Probab., 33 (2005), 1397-1421 , arXiv:  crossref  mathscinet  zmath  isi (cited: 5)  elib (cited: 2)  scopus (cited: 4)

57. 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
58. 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)

59. 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)
60. 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)

61. 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)
62. 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: 1)

63. 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
64. 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)
65. 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: 36)
66. 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
67. 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

68. 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)

69. 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: 4)

70. 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

71. 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)

72. M.A.Lifshits, M.Weber, “Spectral regularization inequalities”, Math. Scand., 86 (2000), 75-99  crossref  mathscinet  zmath  isi (cited: 7)
73. 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
74. 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
75. 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)

76. 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)

77. 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)
78. 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
79. 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)

80. 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)
81. 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
82. 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
83. 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)

84. 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

85. 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
86. 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)
87. 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)
88. 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

89. 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)

90. 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

91. 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)
92. 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
93. M.A .Lifshits, Gaussian Random Functions, Kluwer, Dordrecht, 1995 , 333 pp.  mathscinet  zmath  zmath

94. 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

95. M.A.Lifshits, “Tail probabilities of Gaussian suprema and Laplace transform.”, Ann.Inst. H.Poincare. Ser. Probab. Statist., 30 (1994), 163-179  mathscinet  zmath
96. 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
97. 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

98. 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

99. 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)
100. M.A. Lifshits, Issledovanie raspredelenii stokhasticheskikh funktsionalov, Diss. dokt. fiz.-matem. nauk, SPbGU, Sankt-Peterburg, 1993 , 300 pp.

101. 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
102. M.A.Lifshits, “Functional laws for strong topologies”, Statistique de processus en milieu medical, Universite Paris V, Paris, 1992, 295-302

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

104. 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

105. 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

106. 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)

107. 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

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

109. 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)

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

112. 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)
113. 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)
114. 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)

115. M.A.Lifshits, “Distribution density of the maximum of Gaussian process”, Theor. Probab. Appl., 29 (1984), 851-852  mathscinet  mathscinet
116. M.A.Lifshits, “The stratification method for processes with independent increments”, Theor. Probab. Appl., 28 (1984), 832-834  mathnet  mathscinet
117. 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

118. 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: 13)

119. 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)

120. 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)

121. 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

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

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

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

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

126. 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 28, Zap. Nauchn. Sem. POMI, 486, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2019, 309 с.
  2. Probability and statistics. Part 27, Zap. Nauchn. Sem. POMI, 474, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2018, 247 с.
  3. Probability and statistics. Part 25, Zap. Nauchn. Sem. POMI, 457, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2017, 322 с.
  4. Probability and statistics. Part 26, Zap. Nauchn. Sem. POMI, 466, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2017, 338 с.
  5. Probability and statistics. Part 24, Zap. Nauchn. Sem. POMI, 454, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2016, 315 с.
  6. Probability and statistics. Part 22, Zap. Nauchn. Sem. POMI, 441, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2015, 324 с.
  7. Probability and statistics. Part 23, Zap. Nauchn. Sem. POMI, 442, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2015, 183 с.
  8. Probability and statistics. Part 21, Zap. Nauchn. Sem. POMI, 431, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2014, 258 с.
  9. Probability and statistics. Part 19, Zap. Nauchn. Sem. POMI, 412, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2013, 278 с.
  10. Probability and statistics. Part 20, Zap. Nauchn. Sem. POMI, 420, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2013, 178 с.
  11. Probability and statistics. Part 18, Zap. Nauchn. Sem. POMI, 408, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2012, 330 с.
  12. Probability and statistics. Part 17, Zap. Nauchn. Sem. POMI, 396, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2011, 262 с.
  13. Probability and statistics. Part 16, Zap. Nauchn. Sem. POMI, 384, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2010, 315 с.
  14. Probability and statistics. Part 15, Zap. Nauchn. Sem. POMI, 368, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2009, 288 с.

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