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.
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)
2020
2.
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
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 https://link.springer.com/article/10.1007/s11004-020-09872-3
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: www.arxiv.org/abs/1907.01601
6.
F. Aurzada, V. Betz, M. Lifshits, “Breaking a chain of interacting Brownian particles”, Ann. Appl. Probab., 2020 (to appear) , arXiv: www.arxiv.org/abs/1912.05168
2019
7.
Z. Kabluchko, M. A. Lifshits, “Adaptive energy-saving approximation for stationary processes”, Izv. Math., 83:5 (2019), 932–956
8.
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
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: www.arxiv.org/abs/1610.04985 (cited: 1) (cited: 1)
10.
Theory Probab. Appl., 64:3 (2019), 490–497 (cited: 1) (cited: 1)
11.
F. Aurzada, M. A. Lifshits, “How complex is a random picture ?”, J.Complexity, 53 (2019), 133–161 , arXiv: www.arxiv.org/abs/1806.06597
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 (cited: 2)
13.
M. A. Lifshits, A. A. Siuniaev, “Energy of taut strings accompanying random walk”, Probab. Math. Stat., 2019 (to appear) https://www.math.uni.wroc.pl/~pms/forthcoming_list/f.1761.pdf
2018
14.
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
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 (cited: 2) (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. (cited: 2)
2017
17.
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 (cited: 2) (cited: 2)
2016
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: www.arxiv.org/abs/1511.05370
2017
19.
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 (cited: 1) (cited: 1)
2015
20.
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 (cited: 5) (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: www.arxiv.org/abs/1402.5489 (cited: 8) (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 www.arxiv.org/abs/1206.1251
2016
23.
M. Lifshits, M. Peligrad, “On the spectral density of stationary processes and random fields”, J. Math. Sci., 219:5 (2016), 789–797
2015
24.
M. Lifshits, K. Volkova, “Bifractional Brownian motion: existence and border cases”, ESAIM PS, 19 (2015), 766–781 , arXiv: www.arxiv.org/abs/1502.02217 (cited: 2) (cited: 8)
2014
25.
M.A.Lifshits, Random Processes by Example, World Scientific, Singapore, 2014 , 250 pp. http://www.worldscientific.com/worldscibooks/10.1142/8883 ; 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: www.arxiv.org/abs/1205.2895 (cited: 2) (cited: 2)
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
2012
29.
Cohen, S., Lifshits, M.A., “Stationary Gaussian random fields on hyperbolic spacesand on Euclidean spheres”, ESAIM Probability and Statistics, 16 (2012), 165-221 (cited: 11) (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: www.arxiv.org/abs/1112.4248 (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: www.arxiv.org/abs/1112.4251 (cited: 19) (cited: 18)
32.
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 (cited: 11) (cited: 12)
33.
Lifshits M.A., Lectures on Gaussian Processes, Springer, New York, 2012 , 121 pp. ; 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: www.arxiv.org/abs/1009.2339 (cited: 10) (cited: 10)
2014
35.
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 (cited: 3)
2011
36.
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 (cited: 11) (cited: 7) (cited: 11)
37.
M. Lifshits, W. Linde, “Random Gaussian sums on trees”, Electronic J. Probab., 16:24 (2011), 739–763 , arXiv: www.arxiv.org/abs/1012.2683
2010
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 (cited: 1)
2009
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 (cited: 2) (cited: 2) (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 (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 (cited: 2) (cited: 1) (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: www.arxiv.org/abs/math/0703693 (cited: 11) (cited: 6) (cited: 9)
2010
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: www.arxiv.org/abs/0910.2177
2009
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 (cited: 11) (cited: 6) (cited: 6) (cited: 8)
2008
45.
M.A.Lifshits, M.Zani, “Approximation complexity of additive random fields”, J. of Complexity, 24 (2008), 362-379 (cited: 13) (cited: 10)
46.
F.Aurzada, M.A. Lifshits, “Small deviation probability via chaining”, Stoch. Proc. Appl., 118 (2008), 2344-2368 , arXiv: 0706.2720 (cited: 8) (cited: 7) (cited: 9)
2007
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
48.
M.A.Lifshits, Zh.Shi, “Functional large deviations in Burgers particle systems”, Comm.Pure Appl. Math., 60:1 (2007), 41-66 (cited: 1) (cited: 1)
49.
M.A.Lifshits, M.Weber, “On the supremum of random Dirichlet polynomials”, Studia Math., 182 (2007), 41-65 , arXiv: math.pr/0703691 (cited: 2) (cited: 1) (cited: 1)
2006
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 (cited: 8) (cited: 6) (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
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: math.pr/0605417 (cited: 4) (cited: 3) (cited: 4)
2005
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 (cited: 7) (cited: 5) (cited: 8)
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 (cited: 6) (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: math.pr/0402220 (cited: 5) (cited: 2) (cited: 4)
2006
57.
M. A. Lifshits, “Invariance principle in a bilinear model with weak non-linearity”, J. Math. Sci. (N. Y.), 137:1 (2006), 4541–4545
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 (cited: 2) (cited: 2) (cited: 3)
2004
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 (cited: 10) (cited: 12)
60.
M. A. Lifshits, Zh. Shi, “Lower functions of empirical processes and Brownian sheets”, Theory Probab. Appl., 48:2 (2004), 273–287 (cited: 1)
2003
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 (cited: 5) (cited: 5)
62.
M.A.Lifshits, M.Weber, “Regularisation spectrale et proprietes metriques des moyennes mobiles”, J. Anal. Math., 89:1 (2003), 1-14 (cited: 1)
2002
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
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 (cited: 6) (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 (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
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
2001
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 (cited: 1) (cited: 1)
2002
69.
M. A. Lifshits, E. Yu. Shmileva, “Poisson Measures Quasi-Invariant with Respect to Multiplicative Transformations”, Theory Probab. Appl., 46:4 (2002), 652–666 (cited: 4)
2003
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
2001
71.
M.A.Lifshits, E.S. Stankevich, “On the large deviation principle for the almost sure CLT”, Statist. Probab. Letters, 51 (2001), 263-267 (cited: 6) (cited: 6)
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
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
75.
I. A. Ibragimov, M. A. Lifshits, “On almost sure limit theorems”, Theory Probab. Appl., 44:2 (2000), 254–272 (cited: 22)
2002
76.
M. A. Lifshits, “Almost sure limit theorem for sums of random vectors”, J. Math. Sci. (New York), 109:6 (2002), 2166–2178 (cited: 4)
1999
77.
M.A.Lifshits, N.L.Gorn, “Chung law and Csaki function”, J. Theor. Probab., 12 (1999), 399-420 (cited: 11) (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
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 (cited: 9) (cited: 9)
1998
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 (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
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
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 (cited: 37)
2000
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
1997
85.
M.A.Lifshits, M.Weber, “Regularisation spectrale en theorie ergodique et theorie des probabilites”, Comptes Rendus Acad. Sci. Paris, 324 (1997), 99-103
86.
M.A.Lifshits, M.Weber, “Strassen laws of iterated logarithm for partially observed processes”, J. Theor.Probab., 10 (1997), 102-115 (cited: 4) (cited: 5)
87.
M.A.Lifshits, “On the lower tail probabilities of some random series”, Ann. Probab., 25 (1997), 424–442 (cited: 26) (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
1999
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 (cited: 1)
1996
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
1995
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 (cited: 3) (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
93.
M.A .Lifshits, Gaussian Random Functions, Kluwer, Dordrecht, 1995 , 333 pp.
1998
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
1994
95.
M.A.Lifshits, “Tail probabilities of Gaussian suprema and Laplace transform.”, Ann.Inst. H.Poincare. Ser. Probab. Statist., 30 (1994), 163-179
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
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
M.A. Lifshits, Issledovanie raspredelenii stokhasticheskikh funktsionalov, Diss. dokt. fiz.-matem. nauk, SPbGU, Sankt-Peterburg, 1993 , 300 pp.
1992
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
102.
M.A.Lifshits, “Functional laws for strong topologies”, Statistique de processus en milieu medical, Universite Paris V, Paris, 1992, 295-302
1995
103.
M. A. Lifshits, “Asymptotics of Gaussian large deviations on smooth seminorm”, J. Math. Sci., 75:5 (1995), 1940–1943
1990
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
1994
105.
M.A.Lifshits, “Computation of the exact asymptotics of some Gaussian large deviations.”, J.Math. Sci. (N.Y.), 68 (1994), 531-539
1989
106.
N. V. Smorodina, M. A. Liphshitz, “Distribution of the Norm of an Stable Vector”, Theory Probab. Appl., 34:2 (1989), 266–274 (cited: 2)
1992
107.
M.A.Lifshits, “Oscillation and lower bound of the distribution of the maximum of Gaussian field”, J. Sov. Math., 61 (1992), 1876-1879
1988
108.
M.A. Lifshits, “Distribution density of the norm of a stable vector”, J.Sov. Math., 43 (1988), 2810-2816
1987
109.
M. A. Lifshits, “The distribution of the maximum of a Gaussian process”, Theory Probab. Appl., 31:1 (1987), 125–132 (cited: 2)
1986
110.
M.A.Lifshits, B.S. Tsirelson, “Small deviations of Gaussian field”, Theory Probab. Appl., 31 (1986), 557-558 (cited: 7)
111.
M.A.Lifshits, “Division of multidemensional sets”, Rings and Modules. Limit theorems of Probability theory, LGU, Leningrad, 1986, 175-178
1985
112.
M. A. Lifshits, “Invariant measures generated by random fields with independent values”, Funct. Anal. Appl., 19:4 (1985), 329–330 (cited: 1)
113.
Yu. A. Davydov, M. A. Lifshits, “Fibering method in some probabilistic problems”, J. Soviet Math., 31:2 (1985), 2796–2858 (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 (cited: 4)
1984
115.
M.A.Lifshits, “Distribution density of the maximum of Gaussian process”, Theor. Probab. Appl., 29 (1984), 851-852
116.
M.A.Lifshits, “The stratification method for processes with independent increments”, Theor. Probab. Appl., 28 (1984), 832-834
117.
M.A. Lifshits, “Stratification method for the processes with independent increments”, J. Sov. Math., 27 (1984), 3241-3251
1983
118.
M. A. Lifšic, “On the absolute continuity of the distributions of functionals of stochastic processes”, Theory Probab. Appl., 27:3 (1983), 600–607 (cited: 13)
1982
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 (cited: 1)
1984
120.
M.A.Lifshits, “Absolute continuity of functionals of “supremum” type for Gaussian processes.”, J. Sov. Math., 27 (1984), 3103-3112 (cited: 5)
1982
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
1981
122.
M.A. Lifshits, Nekotorye zadachi teorii sluchainykh protsessov, svyazannye s otobrazheniyami mer, Diss. kand. fiz.-matem. nauk, LGU, Leningrad, 1981 , 150 pp.
1984
123.
M. A. Lifshits, “On the occupation times of Gaussian stationary processes”, J. Soviet Math., 24:5 (1984), 555–568
1982
124.
M. A. Lifshits, “Local time for functions and Gaussian processes”, J. Soviet Math., 20:3 (1982), 2181–2186
1979
125.
M.A.Lifshits, “Local times for Gaussian processes”, Theor. Probab. Appl., 23 (1979), 835-836 (cited: 1)
1980
126.
M. A. Lifšic, “On the representation of Levy's fields by indicators.”, Theory Probab. Appl., 24:3 (1980), 629–633 (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
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
“Star dust” and probability M. A. Lifshits Meetings of the St. Petersburg Mathematical Society November 28, 2002
Books in Math-Net.Ru
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
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
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
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
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
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
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
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
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
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
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
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
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
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
2020
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