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Mikhail Lifshits

Факультет математики и компьютерных наук СПбГУ

https://orcid.org/0000-0002-8124-4749

Accepting PhD Students

Source: Scopus
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572 Citations
12 h-Index
89 статья
4 статья в сборнике
4 статья в сборнике материалов конференции
3 книга, в т.ч. монография, учебник
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1 - 50 out of 89 results

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2019
How complex is a random picture?
Aurzada, F. & Lifshits, M., Aug 2019, In : Journal of Complexity. 53, p. 133-161 29 p.
Research output
On Brownian exit times from perturbed multi-strips
Lifshits, M. & Nazarov, A., Apr 2019, In : Statistics and Probability Letters. 147, p. 1-5
Research output
Some extensions of linear approximation and prediction problems for stationary processes
Ibragimov, I., Kabluchko, Z. & Lifshits, M., 1 Aug 2019, In : Stochastic Processes and their Applications. 129, 8, p. 2758-2782 25 p.
Research output
1 Citation (Scopus)
Адаптивная энергетически эффективная аппроксимация стационарных процессов
Каблучко, З. А. & Лифшиц, М. А., 25 Sep 2019, In : Известия РАН. Серия математическая. 83, 5, p. 27-52
Research output

Open Access
2018
L2-SMALL DEVIATIONS FOR WEIGHTED STATIONARY PROCESSES
Лифшиц, М. А. & Назаров, А. И., 2018, In : Mathematika. 64, 2, p. 387-405 19 p.
Research output
1 Citation (Scopus)
On the History of St. Petersburg School of Probability and Mathematical Statistics: II. Random Processes and Dependent Variables
Лифшиц, М. А., Ибрагимов, И. А., Назаров, А. И. & Запорожец, Д., 1 Jul 2018, In : Vestnik St. Petersburg University: Mathematics. 51, 3, p. 213-236 24 p.
Research output
2 Citations (Scopus)
Toward the History of the Saint Petersburg School of Probability and Statistics. I. Limit Theorems for Sums of Independent Random Variables
Lifshits, M. A., Nikitin, Y. Y., Petrov, V. V., Zaitsev, A. Y. & Zinger, A. A., 15 Jun 2018, In : Vestnik St. Petersburg University: Mathematics. 51, 2, p. 144-163 20 p.
Research output
2 Citations (Scopus)
К истории Санкт-Петербургской школы теории вероятностей и математической статистики. I. Предельные теоремы для сумм независимых случайных величин
Зайцев, А. Ю., Зингер, A. A., Лифшиц, М. А., Никитин, Я. Ю. & Петров, В. В., 2018, In : Вестник Санкт-Петербургского Университета. Серия 1. Математика. Механика. Астрономия. 5(63), 2, p. 201-232
Research output
2017
Least Energy Approximation for Processes with Stationary Increments
Kabluchko, Z. & Lifshits, M., 2017, In : Journal of Theoretical Probability. 30, 1, p. 268–296 29 p.
Research output
2 Citations (Scopus)
Small deviations of sums of correlated stationary gaussian sequences
Aurzada, F. & Lifshits, M. A., 1 Jan 2017, In : Theory of Probability and its Applications. 61, 4, p. 540-568 29 p.
Research output
1 Citation (Scopus)
2016
On the spectral density of stationary processes and random fields
Lifshits, M. A. & Peligrad, M., 2016, In : Journal of Mathematical Sciences (United States). 219, 5, p. 789-797 9 p.
Research output
1 Citation (Scopus)
Small deviations in L₂-norm for Gaussian dependent sequences
Hong, S. Y., Lifshits, M. & Nazarov, A., 1 Jan 2016, In : Electronic Communications in Probability. 21, 41.
Research output

Open Access
4 Citations (Scopus)
2015

Approximation of additive random fields based on standard information: average case and probabilistic setting
Lifshits, M. A. & Zani, M., 2015, In : Journal of Complexity. 31, p. 659-674
Research output
Approximation of additive random fields based on standard information: Average case and probabilistic settings
Lifshits, M. & Zani, M., 2015, In : Journal of Complexity. 5, p. 659-674
Research output
8 Citations (Scopus)
Bifractional Brownian motion: Existence and border cases
Lifshits, M. & Volkova, K., 2015, In : ESAIM - Probability and Statistics. p. 766-781
Research output
8 Citations (Scopus)
Cyclic behavior of maxima for sums of independent variables
Lifshits, M. A., 2015, In : Journal of Mathematical Sciences. 204, 1, p. 134-139
Research output
Cyclic Behavior of the Maximum of Sums of Independent Variables
Lifshits, M. A., 2015, In : Journal of Mathematical Sciences. 1, p. 134-139
Research output
Energy of taut strings accompanying Wiener process
Lifshits, M. & Setterqvist, E., 2015, In : Stochastic Processes and their Applications. 125, 2, p. 401-427
Research output
5 Citations (Scopus)
2014

Cyclic behavior of maxima in a hierarchical summation scheme
Lifshits, M. A., 2014, In : Journal of Mathematical Sciences. 199, 2, p. 215-224
Research output

3 Citations (Scopus)
Fractional integration operators of variable order: continuity and compactness properties
Lifshits, M. & Linde, W., 2014, In : Mathematische Nachrichten. 287, 8-9, p. 980-1000
Research output

5 Citations (Scopus)
Persistence probabilities for a bridge of an integrated simple random walk
Aurzada, F., Dereich, S. & Lifshits, M., 2014, In : Probability and Mathematical Statistics. 1, p. 1-22
Research output
2 Citations (Scopus)
Persistence probabilities for an integrated random walk bridge
Aurzada, F., Dereich, S. & Lifshits, M. A., 2014, In : Probability and Mathematical Statistics. 34, 1, p. 1-22
Research output

2 Citations (Scopus)
2012

Average Case Tractability of Non-homogeneous Tensor Product Problems
Lifshits, M., Papageorgiou, A. & Wozniakowski, H., 2012, In : Journal of Complexity. 28, 5-6, p. 539-561
Research output

18 Citations (Scopus)
Bounds for entropy numbers for some critical operators
Lifshits, M. A., 2012, In : Transactions of the American Mathematical Society. 364, 4, p. 1797-1813
Research output

12 Citations (Scopus)
Stationary Gaussian random fields on hyperbolic spaces and on Euclidean spheres
Cohen, S. & Lifshits, M. A., 2012, In : ESAIM - Probability and Statistics. 16, p. 165-221
Research output

12 Citations (Scopus)
Tractability of multi-parametric Euler and Wiener integrated processes
Lifshits, M., Papageorgiou, A. & Wozniakowski, H., 2012, In : Probability and Mathematical Statistics. 32, 1, p. 131-165
Research output

14 Citations (Scopus)
2011

Compactness properties of weighted summation operators on trees
Lifshits, M. A. & Linde, W., 2011, In : Studia Mathematica. 202, p. 17-47
Research output

11 Citations (Scopus)
Compactness properties of weighted summation operators on trees - the critical case
Lifshits, M. A. & Linde, W., 2011, In : Studia Mathematica. 206, p. 75-96
Research output

10 Citations (Scopus)
Random Gaussian sums on trees
Lifshits, M. A. & Linde, W., 2011, In : Electronic Journal of Probability. 16, 24, p. 739-763
Research output

1 Citation (Scopus)
2010

On Haar expansion of Riemann-Liouville process in a critical case
Lifshits, M. A., 2010, In : Journal of Mathematical Sciences. 167, 4, p. 531-536
Research output
2009

On the small deviation problem for some iterated processes
Aurzada, F. & Lifshits, M. A., 2009, In : Electronic Journal of Probability. 14, 68, p. 1992-2010
Research output

11 Citations (Scopus)
On the supremum of some random dirichlet polynomials
Lifshits, M. & Weber, M., 1 Apr 2009, In : Acta Mathematica Hungarica. 123, 1-2, p. 41-64 24 p.
Research output
1 Citation (Scopus)
Sampling the Lindelof Hipothesis with the Cauchy random walk
Lifshits, M. A. & Weber, M., 2009, In : Proceedings of the London Mathematical Society. 98, 1, p. 241-270
Research output

9 Citations (Scopus)
Small deviation of stable processes and entropy of associated random operators
Aurzada, F., Lifshits, M. A. & Linde, W., 2009, In : Bernoulli. 15, 4, p. 1305-1334
Research output

2 Citations (Scopus)
Small deviations of smooth stationary Gaussian processes
Aurzada, F., Ibragimov, I. A., Lifshits, M. A. & Van Zanten, J. H., 1 Dec 2009, In : Theory of Probability and its Applications. 53, 4, p. 697-707 11 p.
Research output
8 Citations (Scopus)
О разложении Хаара процесса Римана-Лиувилля в критическом случае
Лифшиц, М. А., 2009, In : ЗАПИСКИ НАУЧНЫХ СЕМИНАРОВ САНКТ-ПЕТЕРБУРГСКОГО ОТДЕЛЕНИЯ МАТЕМАТИЧЕСКОГО ИНСТИТУТА ИМ. В.А. СТЕКЛОВА РАН. 368, p. 171-180
Research output
2008
Approximation complexity of additive random fields
Lifshits, M. A. & Zani, M., 1 Jan 2008, In : Journal of Complexity. 24, 3, p. 362-379 18 p.
Research output
10 Citations (Scopus)
Small deviation probability via chaining
Aurzada, F. & Lifshits, M., 1 Dec 2008, In : Stochastic Processes and their Applications. 118, 12, p. 2344-2368 25 p.
Research output
9 Citations (Scopus)
МАЛЫЕ УКЛОНЕНИЯ ГЛАДКИХ СТАЦИОНАРНЫХ ГАУССОВСКИХ ПРОЦЕССОВ Small deviations of smooth stationary Gaussian processes
Аурзада, Ф., Ибрагимов, И. А., Лифшиц, М. А. & Ван Зантен, X. Я., 2008, In : ТЕОРИЯ ВЕРОЯТНОСТЕЙ И ЕЕ ПРИМЕНЕНИЯ. 53, 4, p. 788-798
Research output
2007
Functional large deviations for burgers particle systems
Lifshits, M. A. & Shi, Z., 1 Jan 2007, In : Communications on Pure and Applied Mathematics. 60, 1, p. 41-66 26 p.
Research output
1 Citation (Scopus)
On the supremum of random Dirichlet polynomials
Lifshits, M. & Weber, M., 7 Dec 2007, In : Studia Mathematica. 182, 1, p. 41-65 25 p.
Research output
1 Citation (Scopus)
2006
Aggregation in a one-dimensional gas model with stable initial data
Kuoza, L. V. & Lifshits, M. A., 1 Mar 2006, In : Journal of Mathematical Sciences. 133, 3, p. 1298-1307 10 p.
Research output
3 Citations (Scopus)
Small deviations of gaussian random fields in l_q–spaces
Lifshits, M., Linde, W. & Shi, Z., 1 Jan 2006, In : Electronic Journal of Probability. 11, p. 1204-1233 30 p.
Research output
4 Citations (Scopus)
Small deviations of Riemann-Liouville processes in Lq spaces with respect to fractal measures
Lifshits, M., Linde, W. & Shi, Z., 1 Jan 2006, In : Proceedings of the London Mathematical Society. 92, 1, p. 224-250 27 p.
Research output

8 Citations (Scopus)
2005

Aggregation rates in one-dimensional stochastic systems with adhesion and gravitation
Lifshits, M. A. & Shi, Z., 2005, In : Annals of Probability. 33, p. 53-81
Research output

8 Citations (Scopus)
Conditional testing for unit-root bilinearity in financial time series: Some theoretical and empirical results
Charemza, W. W., Lifshits, M. & Makarova, S., 1 Jan 2005, In : Journal of Economic Dynamics and Control. 29, 1-2, p. 63-96 34 p.
Research output
12 Citations (Scopus)
Probabilities of randomly centered small balls and quantization in banach spaces
Dereich, S. & Lifshits, M. A., 1 Jul 2005, In : Annals of Probability. 33, 4, p. 1397-1421 25 p.
Research output
4 Citations (Scopus)
Small deviations for fractional stable processes
Lifshits, M. & Simon, T., 1 Jul 2005, In : Annales de l'institut Henri Poincare (B) Probability and Statistics. 41, 4, p. 725-752 28 p.
Research output
28 Citations (Scopus)
Small deviations of weighted fractional processes and average non-linear approximation
Lifshits, M. A. & Linde, W., 2005, In : Transactions of the American Mathematical Society. 357, p. 2059-2079 20 p.
Research output
8 Citations (Scopus)
2004
Lower functions of empirical processes and brownian sheets
Lifshits, M. A. & Shi, Z., 3 Aug 2004, In : Theory of Probability and its Applications. 48, 2, p. 273-287 15 p.
Research output
1 Citation (Scopus)