Persons: Lifshits, Mikhail Anatolievich

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Lifshits, Mikhail Anatolievich

Statistics Math-Net.Ru
in MathSciNet:	119 (117)
in zbMATH:	122 (121)
in Web of Science:	72 (71)
in Scopus:	90 (89)

Professor

Doctor of physico-mathematical sciences (1993)

Speciality:

01.01.05 (Probability theory and mathematical statistics)

E-mail:

Website:

https://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.

https://www.mathnet.ru/eng/person11510

List of publications on Google Scholar

https://mathscinet.ams.org/mathscinet/MRAuthorID/197161

List of publications:

scientific publications

by years

by types

by times cited

common list

		Citations (Crossref Cited-By Service + Math-Net.Ru)


2024
1.	M. A. Lifshits, S. E. Nikitin, “Energy saving approximation of Wiener process under unilateral constraints”, Theory Probab. Appl., 69:1 (2024), 59–70
2.	M.A. Lifshits, I.M Lialinov, “Intersections of Zipf random sets: Maximal weighted relevance”, Statistics and Probability Letters, 208:110050 (2024), 1–5 https://doi.org/10.1016/j.spl.2024.110050
3.	M. Lifshits, G. Mordant, “Extrema of multinomial assignment process”, J. Appl. Probab., 61 (2024), 198–213	1 ^[x]
4.	F. Allgower, F. Aurzada, M. Lifshits, D. Meister, “Time- versus event-triggered consensus for a single-integrator multi-agent system”, Nonlinear Analysis: Hybrid Systems, 53 (2024), 101494 , 19 pp.	5 ^[x]
5.	A. I. Bufetov, I. A. Ibragimov, M. A. Lifshits, A. V. Malyutin, F. V. Petrov, N. V. Smorodina, A. N. Shiryaev, Yu. V. Yakubovich, “In memory of A. M. Vershik (28.12.1933 – 14.02.2024)”, Theory Probab. Appl., 69:2 (2024), 331–335
6.	Veroyatnost i statistika. 36, Zap. nauchn. sem. POMI, 535, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2024 , 315 pp.

2023
7.	M. A. Lifshits, I. M. Lialinov, “Probabilistic properties of Zipf sets and their maximal intersections”, Theory Probab. Appl., 68:1 (2023), 16–30
8.	A. M. Vershik, M. A. Lifshits, “On $\mathrm{mm}$-entropy of a Banach space with a Gaussian measure”, Theory Probab. Appl., 68:3 (2023), 431–439
9.	M. Lifshits, S. Nikitin, “Large deviations of Telecom processes”, J. Appl. Probab., 60:1 (2023), 267–283. , arXiv: http://arxiv.org/abs/2107.11846	1 ^[x]
10.	F. Aurzada, V. Betz, M. Lifshits, “Scaling limit of streched Brownian chains”, J.Physics A. Math.Theor., 56:435006 (2023), 1-18 , arXiv: http://arxiv.org/abs/2305.03541	1 ^[x]
11.	Veroyatnost i statistika. 34, Posvyaschaetsya yubileyu Andreya Nikolaevicha BORODINA, Zap. nauchn. sem. POMI, 525, ed. A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2023 , 189 pp.
12.	Veroyatnost i statistika. 35, Posvyaschaetsya yubileyu Yany Isaevny BELOPOLSKOI, Zap. nauchn. sem. POMI, 526, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2023 , 211 pp.
13.	I. A. Ibragimov, A. Yu. Zaitsev, D. N. Zaporozhets, M. A. Lifshits, “To the 70th anniversary of A. N. BORODIN”, Probability and statistics. Part 34, Zap. Nauchn. Sem. POMI, 525, POMI, St. Petersburg, 2023, 5–6

2022
14.	M. A. Lifshits, A. A. Tadevosyan, “On the maximum of a special random assignment process”, Theory Probab. Appl., 67:4 (2022), 640–644
15.	M. Lifshits, A. Tadevosian, “On the maximum of random assignment process”, Statistics Probability Letters, 187:109530 (2022), 1–6 , arXiv: https://arxiv.org/abs/2201.11390	4 ^[x]

2024
16.	M. A. Lifshits, I. M. Lyalinov, “Two limit theorems on the intersections of random Zipf sets”, J. Math. Sci. (N. Y.), 286:5 (2024), 783–743

2022
17.	M. A. Lifshits, S. E. Nikitin, “Ultralarge deviations of Poisson Telecom processes”, Probability and statistics. Part 33, Zap. Nauchn. Sem. POMI, 515, POMI, St. Petersburg, 2022, 162–179
18.	Veroyatnost i statistika. 32, Posvyaschaetsya yubileyu Ildara Abdullovicha IBRAGIMOVA, Zap. nauchn. sem. POMI, 510, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2022 , 287 pp.
19.	Veroyatnost i statistika. 33, Zap. nauchn. sem. POMI, 515, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2022 , 238 pp.

2021
20.	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	1 ^[x]
21.	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	9 ^[x]
22.	F. Aurzada, V. Betz, M. Lifshits, “Breaking a chain of interacting Brownian particles: a Gumbel limit theorem.”, Theory Probab. Appl., 66:2 (2021), 184–208
23.	N. A. Karagodin, M. A. Lifshits, “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
24.	N. Ismagilov, V. Borovitskiy, M. Lifshits, M. Platonova, “Boolean spectral analysis in categorical reservoir modeling”, Math. Geosci., 53:3 (2021), 305–324	1 ^[x]
25.	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	1 ^[x]
26.	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	3 ^[x]
27.	F. Aurzada, V. Betz,M. Lifshits, “Breaking a chain of interacting Brownian particles”, Ann. Appl. Probab., 31:6 (2021), 2585–2611
28.	Veroyatnost i statistika. 30, Zap. nauchn. sem. POMI, 501, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2021 , 343 pp.
29.	Veroyatnost i statistika. 31, Zap. nauchn. sem. POMI, 505, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2021 , 330 pp.

2020
30.	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

2022
31.	D. I. Blinova, M. A. Lifshits, “Energy of taut strings accompanying Wiener process and random walk in a band of variable width”, J. Math. Sci., 268:5 (2022), 573–588

2020
32.	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	1 ^[x]
33.	Veroyatnost i statistika. 29, Zap. nauchn. sem. POMI, 495, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2020 , 322 pp.
34.	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

2019
35.	Z. Kabluchko, M. A. Lifshits, “Adaptive energy-saving approximation for stationary processes”, Izv. Math., 83:5 (2019), 932–956
36.	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	2 ^[x]
37.	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	7 ^[x]
38.	Theory Probab. Appl., 64:3 (2019), 490–497
39.	F. Aurzada, M. A. Lifshits, “How complex is a random picture ?”, J.Complexity, 53 (2019), 133–161 , arXiv: www.arxiv.org/abs/1806.06597
40.	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	7 ^[x]
41.	Veroyatnost i statistika. 28, Zap. nauchn. sem. POMI, 486, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2019 , 309 pp.

2018
42.	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	1 ^[x]
43.	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
44.	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.
45.	Veroyatnost i statistika. 27, Zap. nauchn. sem. POMI, 474, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2018 , 247 pp.

2017
46.	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	7 ^[x]
47.	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.
48.	Veroyatnost i statistika. 26, Zap. nauchn. sem. POMI, 466, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2017 , 338 pp.

2016
49.	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
50.	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

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

2015
52.	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	9 ^[x]
53.	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	9 ^[x]
54.	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
55.	M. Lifshits, M. Peligrad, “On the spectral density of stationary processes and random fields”, J. Math. Sci., 219:5 (2016), 789–797

2015
56.	M. Lifshits, K. Volkova, “Bifractional Brownian motion: existence and border cases”, ESAIM PS, 19 (2015), 766–781 , arXiv: www.arxiv.org/abs/1502.02217	16 ^[x]
57.	Veroyatnost i statistika. 22, Zap. nauchn. sem. POMI, 441, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2015 , 324 pp.
58.	Veroyatnost i statistika. 23, Zap. nauchn. sem. POMI, 442, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2015 , 183 pp.

2014
59.	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.
60.	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
61.	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	4 ^[x]
62.	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.

2015
63.	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

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

2012
66.	Cohen, S., Lifshits, M.A., “Stationary Gaussian random fields on hyperbolic spacesand on Euclidean spheres”, ESAIM Probability and Statistics, 16 (2012), 165-221	18 ^[x]
67.	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
68.	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	26 ^[x]
69.	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	14 ^[x]
70.	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.
71.	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	12 ^[x]

2014
72.	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

2012
73.	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.

2011
74.	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	11 ^[x]
75.	M. Lifshits, W. Linde, “Random Gaussian sums on trees”, Electronic J. Probab., 16:24 (2011), 739–763 , arXiv: www.arxiv.org/abs/1012.2683
76.	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.

2010
77.	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	5 ^[x]
78.	Veroyatnost i statistika. 16, Zap. nauchn. sem. POMI, 384, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2010 , 315 pp.

2009
79.	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	2 ^[x]
80.	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	9 ^[x]
81.	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	3 ^[x]
82.	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	12 ^[x]

2010
83.	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
84.	A. N. Borodin, A. Yu. Zaitsev, I. A. Ibragimov, M. A. Lifshits, “From editors”, J. Math. Sci. (N. Y.), 167:4 (2010), 435

2009
85.	Veroyatnost i statistika. 15, Zap. nauchn. sem. POMI, 368, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2009 , 288 pp.
86.	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

2008
87.	M.A.Lifshits, M.Zani, “Approximation complexity of additive random fields”, J. of Complexity, 24 (2008), 362-379	11 ^[x]
88.	F.Aurzada, M.A. Lifshits, “Small deviation probability via chaining”, Stoch. Proc. Appl., 118 (2008), 2344-2368 , arXiv: 0706.2720	8 ^[x]

2007
89.	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
90.	M.A.Lifshits, Zh.Shi, “Functional large deviations in Burgers particle systems”, Comm.Pure Appl. Math., 60:1 (2007), 41-66	2 ^[x]
91.	M.A.Lifshits, M.Weber, “On the supremum of random Dirichlet polynomials”, Studia Math., 182 (2007), 41-65 , arXiv: math.pr/0703691	1 ^[x]

2006
92.	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	9 ^[x]
93.	M.A. Lifshits, E.V. Tulyakova, “Curse of dimensionality in approximation of random fields”, Probab. Math. Stat., 26:1 (2006), 97-112
94.	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	4 ^[x]

2005
95.	M.A. Lifshits, W. Linde, “Small deviations of weighted fractional processes and average non-linear approximation”, Trans. Amer. Math. Soc., 357 (2005), 2059-2079	13 ^[x]
96.	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	29 ^[x]
97.	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	13 ^[x]
98.	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	10 ^[x]

2006
99.	M. A. Lifshits, “Invariance principle in a bilinear model with weak non-linearity”, J. Math. Sci. (N. Y.), 137:1 (2006), 4541–4545
100.	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

2004
101.	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	9 ^[x]
102.	M. A. Lifshits, Zh. Shi, “Lower functions of empirical processes and Brownian sheets”, Theory Probab. Appl., 48:2 (2004), 273–287

2003
103.	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	6 ^[x]
104.	M.A.Lifshits, M.Weber, “Regularisation spectrale et proprietes metriques des moyennes mobiles”, J. Anal. Math., 89:1 (2003), 1-14	1 ^[x]

2002
105.	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
106.	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	5 ^[x]
107.	M.A.Lifshits, Zh.Shi, “The first exit time of Brownian motion from a parabolic domain”, Bernoulli, 8:6 (2002), 745-765
108.	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
109.	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
110.	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

2001
111.	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

2002
112.	M. A. Lifshits, E. Yu. Shmileva, “Poisson Measures Quasi-Invariant with Respect to Multiplicative Transformations”, Theory Probab. Appl., 46:4 (2002), 652–666

2003
113.	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
114.	M.A.Lifshits, E.S. Stankevich, “On the large deviation principle for the almost sure CLT”, Statist. Probab. Letters, 51 (2001), 263-267	6 ^[x]

2000
115.	M.A.Lifshits, M.Weber, “Spectral regularization inequalities”, Math. Scand., 86 (2000), 75-99	10 ^[x]
116.	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
117.	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	7 ^[x]
118.	I. A. Ibragimov, M. A. Lifshits, “On almost sure limit theorems”, Theory Probab. Appl., 44:2 (2000), 254–272

2002
119.	M. A. Lifshits, “Almost sure limit theorem for sums of random vectors”, J. Math. Sci. (New York), 109:6 (2002), 2166–2178

1999
120.	M.A.Lifshits, N.L.Gorn, “Chung law and Csaki function”, J. Theor. Probab., 12 (1999), 399-420	8 ^[x]
121.	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
122.	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	13 ^[x]

1998
123.	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	12 ^[x]
124.	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
125.	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
126.	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	40 ^[x]

2000
127.	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
128.	M.A.Lifshits, M.Weber, “Regularisation spectrale en theorie ergodique et theorie des probabilites”, Comptes Rendus Acad. Sci. Paris, 324 (1997), 99-103	2 ^[x]
129.	M.A.Lifshits, M.Weber, “Strassen laws of iterated logarithm for partially observed processes”, J. Theor.Probab., 10 (1997), 102-115	4 ^[x]
130.	M.A.Lifshits, “On the lower tail probabilities of some random series”, Ann. Probab., 25 (1997), 424–442	43 ^[x]
131.	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
132.	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

1996
133.	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
134.	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
135.	A.V. Bulinskii, M.A. Lifshits, “Best convergence rate in Strassen law for random polygons”, Moscow University Math Bull., 50:5 (1995), 31-36
136.	M.A .Lifshits, Gaussian Random Functions, Kluwer, Dordrecht, 1995 , 333 pp.

1998
137.	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
138.	M.A.Lifshits, “Tail probabilities of Gaussian suprema and Laplace transform.”, Ann.Inst. H.Poincare. Ser. Probab. Statist., 30 (1994), 163-179
139.	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	4 ^[x]
140.	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

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

1993
142.	P.Deheuvels,M.A Lifshits, “Strassen-type functional laws for strong topologies”, Probab. Theor. Relat. Fields, 97 (1993), 151-168	12 ^[x]
143.	M.A. Lifshits, Issledovanie raspredelenii stokhasticheskikh funktsionalov, Diss. dokt. fiz.-matem. nauk, SPbGU, Sankt-Peterburg, 1993 , 300 pp.

1992
144.	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
145.	M.A.Lifshits, “Functional laws for strong topologies”, Statistique de processus en milieu medical, Universite Paris V, Paris, 1992, 295-302

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

1990
147.	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
148.	M.A.Lifshits, “Computation of the exact asymptotics of some Gaussian large deviations.”, J.Math. Sci. (N.Y.), 68 (1994), 531-539

1989
149.	N. V. Smorodina, M. A. Liphshitz, “Distribution of the Norm of an Stable Vector”, Theory Probab. Appl., 34:2 (1989), 266–274

1992
150.	M.A.Lifshits, “Oscillation and lower bound of the distribution of the maximum of Gaussian field”, J. Sov. Math., 61 (1992), 1876-1879

1988
151.	M.A. Lifshits, “Distribution density of the norm of a stable vector”, J.Sov. Math., 43 (1988), 2810-2816

1987
152.	M. A. Lifshits, “The distribution of the maximum of a Gaussian process”, Theory Probab. Appl., 31:1 (1987), 125–132

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

1985
155.	M. A. Lifshits, “Invariant measures generated by random fields with independent values”, Funct. Anal. Appl., 19:4 (1985), 329–330
156.	Yu. A. Davydov, M. A. Lifshits, “Fibering method in some probabilistic problems”, J. Soviet Math., 31:2 (1985), 2796–2858
157.	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

1984
158.	M.A.Lifshits, “Distribution density of the maximum of Gaussian process”, Theor. Probab. Appl., 29 (1984), 851-852
159.	M.A.Lifshits, “The stratification method for processes with independent increments”, Theor. Probab. Appl., 28 (1984), 832-834
160.	M.A. Lifshits, “Stratification method for the processes with independent increments”, J. Sov. Math., 27 (1984), 3241-3251

1983
161.	M. A. Lifšic, “On the absolute continuity of the distributions of functionals of stochastic processes”, Theory Probab. Appl., 27:3 (1983), 600–607

1982
162.	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

1984
163.	M.A.Lifshits, “Absolute continuity of functionals of “supremum” type for Gaussian processes.”, J. Sov. Math., 27 (1984), 3103-3112

1982
164.	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
165.	M.A. Lifshits, Nekotorye zadachi teorii sluchainykh protsessov, svyazannye s otobrazheniyami mer, Diss. kand. fiz.-matem. nauk, LGU, Leningrad, 1981 , 150 pp.

1984
166.	M. A. Lifshits, “On the occupation times of Gaussian stationary processes”, J. Soviet Math., 24:5 (1984), 555–568

1982
167.	M. A. Lifshits, “Local time for functions and Gaussian processes”, J. Soviet Math., 20:3 (1982), 2181–2186

1979
168.	M.A.Lifshits, “Local times for Gaussian processes”, Theor. Probab. Appl., 23 (1979), 835-836	1 ^[x]

1980
169.	M. A. Lifšic, “On the representation of Levy's fields by indicators.”, Theory Probab. Appl., 24:3 (1980), 629–633

Presentations in Math-Net.Ru

1.	Распределение производной броуновской натянутой струны M. A. Lifshits Seminar on Probability Theory and Mathematical Statistics December 13, 2024 18:00
2.	Мини-конференция памяти Владимира Николаевича Судакова, посвященная 90-летию со дня его рождения S. G. Bobkov, V. I. Bogachev, M. K. Dospolova, I. A. Ibragimov, M. A. Lifshits, S. V. Shaposhnikov Seminar on Probability Theory and Mathematical Statistics May 24, 2024 17:00
3.	Винеровский процесс с ограничениями на $L_2$-норму M. A. Lifshits Seminar on Probability Theory and Mathematical Statistics April 12, 2024 18:00
4.	Brownian chain break and some exit problems M. A. Lifshits Joint Mathematical seminar of Saint Petersburg State University and Peking University November 17, 2022 15:00
5.	The entropy of Gaussian measures M. A. Lifshits St. Petersburg Seminar on Representation Theory and Dynamical Systems November 2, 2022 18:00
6.	Breaking the Brownian chain M. A. Lifshits Seminar on Probability Theory and Mathematical Statistics March 13, 2020 18:00
7.	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
8.	Большие уклонения и сложность пуассоновских картинок M. A. Lifshits Seminar on Probability Theory and Mathematical Statistics November 16, 2018 18:00
9.	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
10.	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
11.	$(H,K)$-дробное броуновское движение: существование и смежные процессы M. A. Lifshits Seminar on Probability Theory and Mathematical Statistics February 20, 2015 18:00
12.	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
13.	Энергия натянутой струны, сопровождающей винеровский процесс M. A. Lifshits Seminar on Probability Theory and Mathematical Statistics April 11, 2014 18:00
14.	Случайные процессы переменной негладкости M. A. Lifshits Seminar on Probability Theory and Mathematical Statistics October 5, 2012 18:00
15.	Сложность аппроксимации случайных полей, зависящих от большого числа параметров M. A. Lifshits Seminar on Probability Theory and Mathematical Statistics October 21, 2011 18:00
16.	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
17.	“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 36, Zap. Nauchn. Sem. POMI, 535, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2024, 315 с.
http://mi.mathnet.ru/book2073
Probability and statistics. Part 34, Zap. Nauchn. Sem. POMI, 525, ed. A. Yu. Zaitsev, M. A. Lifshits, 2023, 189 с.
http://mi.mathnet.ru/book1981
Probability and statistics. Part 35, Zap. Nauchn. Sem. POMI, 526, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2023, 211 с.
http://mi.mathnet.ru/book1982
Probability and statistics. Part 32, Zap. Nauchn. Sem. POMI, 510, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2022, 287 с.
http://mi.mathnet.ru/book1937
Probability and statistics. Part 33, Zap. Nauchn. Sem. POMI, 515, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2022, 238 с.
http://mi.mathnet.ru/book1942
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
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
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
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

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