Mikhail Lifshits

Research output

Research output per year 1982 2021

• 587 Citations
• 12 h-Index
• 94 статья
• 7 статья в сборнике материалов конференции
• 4 статья в сборнике
• 3 книга, в т.ч. монография, учебник
• 5 More
  • 3 учебное-методическое пособие
  • 1 редакционная статья
  • 1 письмо/краткое сообщение

Research output per year

Research output per year

Search results

• 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 › peer-review

  • Random process
  • History
  • Statistics
  • Dependent
  • Functional Law of the Iterated Logarithm
  2 Citations (Scopus)

• On the Hausdorff dimension of the set generated by exceptional oscillations of a wiener process

  Deheuvels, P. & Lifshits, M. A., 1 Dec 1997, In: Studia Scientiarum Mathematicarum Hungarica. 33, 1-3, p. 75-110 36 p.

  Research output › peer-review

  • Wiener Process
  • Hausdorff Dimension
  • Oscillation
  • Limit Laws
  • Increment
  8 Citations (Scopus)

• On the functional law of the iterated logarithm for partially observed sums of random variables

  Gorn, N. L. & Lifshits, M. A., 1 Jan 2000, In: Journal of Mathematical Sciences. 99, 2, p. 1061-1074 14 p.

  Research output › peer-review

  • Functional Law of the Iterated Logarithm
  • Sums of Random Variables
  • Random variables
  • Interpolation
  • Partial Sum Process

• On the convergence of generalized moments in almost sure central limit theorem

  Ibragimov, I. & Lifshits, M., 15 Nov 1998, In: Statistics and Probability Letters. 40, 4, p. 343-351 9 p.

  Research output › peer-review

  • Almost Sure Central Limit Theorem
  • Normal Distribution
  • Central Limit Theorem
  • Mean-variance
  • Regularity
  38 Citations (Scopus)

• On the completion of skorokhod space

  Lifshits, M. & Vysotsky, V., 2020, In: Electronic Communications in Probability. 25, p. 1-10 10 p., 66.

  Research output › peer-review

  Open Access

  • Completion
  • D-space
  • Spaces of Continuous Functions
  • Instant
  • Vary

• 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 › peer-review

• 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 › peer-review

  • Tail Probability
  • Exit Time
  • Exit
  • Strip
  • Waveguide

• On almost sure limit theorems

  Ibragimov, I. A. & Lifshits, M. A., 1 Jan 1999, In: Theory of Probability and its Applications. 44, 2, p. 254-272 19 p.

  Research output › peer-review

  • Almost Sure Limit Theorem
  • Limit Theorems
  • Limit Distribution
  • Classical Limit
  • Empirical Distribution
  21 Citations (Scopus)

• Occupation times of Gaussian stationary processes

  Lifshits, M. A., 1 Mar 1984, In: Journal of Soviet Mathematics. 24, 5, p. 555-568 14 p.

  Research output › peer-review

  • Occupation Time
  • Stationary Gaussian Process
  • Local Time
  • Trajectory
  • Trajectories

• Metric Entropy of Integration Operators and Small Ball Probabilities for the Brownian Sheet

  Dunker, T., Linde, W., Kühn, T. & Lifshits, M. A., 1 Nov 1999, In: Journal of Approximation Theory. 101, 1, p. 63-77 15 p.

  Research output › peer-review

  • Small Ball Probabilities
  • Brownian Sheet
  • Orlicz Norm
  • Entropy numbers
  • Metric Entropy
  9 Citations (Scopus)

• 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 › peer-review

  • Empirical Process
  • Brownian Sheet
  • Escape Rate
  • Brownian Motion
  • Disprove
  1 Citation (Scopus)

• Local times for functions and Gaussian processes

  Lifshits, M. A., 1 Oct 1982, In: Journal of Soviet Mathematics. 20, 3, p. 2181-2186 6 p.

  Research output › peer-review

  • Local Time
  • Gaussian Process
  • Continuous Time
  • Necessary Conditions
  • Sufficient Conditions

• 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

  • Approximation
  • Increment
  • Energy
  • Penalty
  • Fractional Brownian Motion
  2 Citations (Scopus)

• 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 › peer-review

  • Small Deviations
  • Stationary Gaussian Process
  • Continuous Spectrum
  • Discrete Spectrum
  • Spectral Theory
  1 Citation (Scopus)

• Invariant measures generated by random fields with independent values

  Lifshits, M. A., 1 Oct 1985, In: Functional Analysis and its Applications. 19, 4, p. 329-330 2 p.

  Research output › peer-review
  1 Citation (Scopus)

• How complex is a random picture?

  Aurzada, F. & Lifshits, M., Aug 2019, In: Journal of Complexity. 53, p. 133-161 29 p.

  Research output › peer-review

  • Boolean Model
  • Hausdorff Distance
  • Quantify
  • Quantization
  • Ball

• Gaussian large deviations of a smooth seminorm

  Lifshits, M. A., 1 Jul 1995, In: Journal of Mathematical Sciences . 75, 5, p. 1940-1943 4 p.

  Research output › peer-review

• 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 › peer-review

  • Particle System
  • White noise
  • Large Deviations
  • Momentum
  • One-dimensional System
  1 Citation (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)

• Fibering method in some probabilistic problems

  Davydov, Y. A. & Lifshits, M. A., 1 Oct 1985, In: Journal of Soviet Mathematics. 31, 2, p. 2796-2858 63 p.

  Research output › peer-review

  • Random processes
  • Local Limit Theorem
  • Absolute Continuity
  • Stochastic Processes
  14 Citations (Scopus)

• Entropie métrique de l'opérateur d'intégration et probabilités de petites boules relatives au drap brownien

  Dunker, T., Kühn, T., Lifshits, M. & Linde, W., 1 Jan 1998, In: Comptes Rendus de l'Academie des Sciences - Series I: Mathematics. 326, 3, p. 347-352 6 p.

  Research output › peer-review

  • Small Ball Probabilities
  • Brownian Sheet
  • Orlicz Norm
  • Entropy numbers
  • Decrease
  12 Citations (Scopus)

• 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

  • Wiener Process
  • Pursuit
  • Strings
  • Energy
  • Variational techniques
  5 Citations (Scopus)

• Distribution density of the norm of a stable vector

  Lifshits, M. A., 1 Dec 1988, In: Journal of Soviet Mathematics. 43, 6, p. 2810-2817 8 p.

  Research output › peer-review

  • Exponent
  • Norm
  • Banach spaces
  • Random Vector
  • Boundedness

• 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 › peer-review

  • Bibliographies
  • Random variables
  • Summation
  • Helix
  • I.i.d. Random Variables

• 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 › peer-review
  3 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 › peer-review

• Criterion for the quasi-invariance of Poisson measures under 'linear' transformations of a space

  Lifshits, M. A. & Shmileva, E. Y., 1 Dec 2001, In: Russian Mathematical Surveys. 56, 6, p. 1173-1174 2 p.

  Research output › peer-review
  1 Citation (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 › peer-review

  • Financial Time Series
  • Unit Root
  • Unit Root Testing
  • Time series
  • Testing
  12 Citations (Scopus)

• Computation of the exact asymptotic behavior of certain Gaussian large deviations

  Lifshits, M. A., 1 Feb 1994, In: Journal of Mathematical Sciences . 68, 4, p. 531-539 9 p.

  Research output › peer-review

  • Distribution functions
  • Large Deviations
  • Distribution Function
  • Asymptotic Behavior

• 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)

• 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)

• Chung's Law and the Csáki Function

  Gorn, N. & Lifshits, M., 1 Jan 1999, In: Journal of Theoretical Probability. 12, 2, p. 399-420 22 p.

  Research output › peer-review

  • Wiener Process
  • Large Deviations
  • Convergence Rate
  • Strip
  • Differentiable
  14 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)

• Boolean Spectral Analysis in Categorical Reservoir Modeling

  Ismagilov, N., Borovitskiy, V., Lifshits, M. & Platonova, M., 1 Feb 2021, (E-pub ahead of print) In: Mathematical Geosciences.

  Research output › peer-review

  • Spectral Analysis
  • spectral analysis
  • Categorical
  • Boolean Functions
  • Modeling

• Bifractional Brownian motion: Existence and border cases

  Lifshits, M. & Volkova, K., 2015, In: ESAIM - Probability and Statistics. p. 766-781

  Research output

  • Brownian motion
  • Gaussian Process
  • Limiting
  8 Citations (Scopus)

• 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)

• 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

  • Random Field
  • Standards
  • Approximation
  • Tensors
  • Tensor Product
  8 Citations (Scopus)

• 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 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 › peer-review

  • Tractability
  • Random Field
  • Explosions
  • Approximation
  • Curse of Dimensionality
  10 Citations (Scopus)

• A New Type of Conditioning of Stationary Fields and Its Application to the Spectral Simulation Approach in Geostatistics

  Ismagilov, N. S., Lifshits, M. A. & Yakovlev, A. A., 6 Jul 2020, (E-pub ahead of print) In: Mathematical Geosciences.

  Research output › peer-review

  • Geostatistics
  • geostatistics
  • Conditioning
  • conditioning
  • Spectrality
  2 Citations (Scopus)

• 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 › peer-review

  8 Citations (Scopus)

• 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 › peer-review

  • Aggregation
  • Gas
  • Agglomeration
  • Gases
  • Stochastic models
  3 Citations (Scopus)

• A criterion of quasi-invariance of Poisson measures with respect to "linear" transformations of space

  Shmileva, E. & Lifshits, M., 2001, In: УСПЕХИ МАТЕМАТИЧЕСКИХ НАУК.

  Research output › peer-review

• Absolute continuity of functionals of "supremum" type for Gaussian processes

  Lifshits, M. A., 1 Dec 1984, In: Journal of Soviet Mathematics. 27, 5, p. 3103-3112 10 p.

  Research output › peer-review

  • Absolute Continuity
  • Compact Space
  • Supremum
  • Gaussian Process
  • Parameter Space
  5 Citations (Scopus)