V. Piterbarg

发表

Extremes of a certain class of Gaussian processes

J. Hüsler, V. Piterbarg, 1999 .

Nonparametric estimation of the spectral measure of an extreme value distribution

L. Haan, J. Einmahl, V. Piterbarg, 2001 .

The Laplace method for probability measures in Banach spaces

Vladimir I. Piterbarg, V. Piterbarg, V. Fatalov, 1995 .

Gnedenko-Type Limit Theorems for Cyclostationary χ2-Processes

Sinisa Stamatovic, D. G. Konstantinides, V. Piterbarg, 2004 .

On the supremum of γ-reflected processes with fractional Brownian motion as input

V. Piterbarg, E. Hashorva, L. Ji, 2013, 1306.2000.

Log-likelihood ratio test for detecting transient change

Daniela Jarušková, Vladimir I. Piterbarg, V. Piterbarg, 2011 .

Exact Asymptotic Behavior of the Probability of a Large Span of a Stationary Gaussian Process

Vladimir I. Piterbarg, V. Piterbarg, V. P. Prisyazhnyuk, 1982 .

On Accompanying Measures and Asymptotic Expansions in the B. V. Gnedenko Limit Theorem

V. Piterbarg, Yu. A. Scherbakova, 2022, Theory of Probability & Its Applications.

Extremes of Gaussian Processes with Random Variance

V. Piterbarg, J. Huesler, Yueming Zhang, 2011 .

Extremes of Gaussian processes with a smooth random variance

J. Hüsler, V. Piterbarg, E. Rumyantseva, 2011 .

On the asymptotic Laplace method and its application to random chaos

V. Piterbarg, D. Korshunov, E. Hashorva, 2015 .

The Basic Model for the Pandemic and Its Extensions

V. Piterbarg, A. Odetti, 2020 .

Gaussian copula time series with heavy tails and strong time dependence

V. Piterbarg, A. Mazur, 2015 .

On extremal behavior of Gaussian chaos

V. Piterbarg, D. Korshunov, E. Hashorva, 2013 .

On Laplace asymptotic method, with application to random chaos

V. Piterbarg, D. Korshunov, E. Hashorva, 2015 .

Extreme values of the cyclostationary Gaussian random process

V. Piterbarg, D. Konstant, 1993, Journal of Applied Probability.

Asymptotic expansions for the probabilities of large runs of nonstationary Gaussian processes

V. Piterbarg, I. Simonova, 1984 .

On the Distribution of the Maximum of a Gaus-sian Field with Constant Variance on a Smooth Manifold

Vladimir I. Piterbarg, V. Piterbarg, T. L. Mikhaleva, 1996 .

On maximum of Gaussian random field having unique maximum point of its variance

V. Piterbarg, S. Kobelkov, 2019, Extremes.

Asymptotic expansion of Gaussian chaos via probabilistic approach

V. Piterbarg, D. Korshunov, E. Hashorva, 2015, Extremes.

On shape of high massive excursions of trajectories of Gaussian homogeneous fields

J. Hüsler, V. Piterbarg, 2016, Extremes.

Comparison of Distribution Functions of Maxima of Gaussian Processes

V. Piterbarg, 1982 .

On the 100th anniversary of Boris Vladimirovich Gnedenko (01.01.1912-27.12.1995)

V. Piterbarg, D. Gnedenko, 2012, Extremes.

Mathematical Methods and Concepts for the Analysis of Extreme Events

Sergio Albeverio, Vladimir I. Piterbarg, S. Albeverio, 2006 .

Tilburg University Nonparametric estimation of the spectral measure of an extreme value distribution

L. Haan, J. Einmahl, V. Piterbarg, 2001 .

Asymptotic Methods in the Theory of Gaussian Processes and Fields

Vladimir I. Piterbarg, V. Piterbarg, 1995 .

On clusters of high extremes of Gaussian stationary processes with ǫ-separation

J. Hüsler, V. Piterbarg, 2010 .

On the Maximum of a Gaussian Process with Unique Maximum Point of its Variance

V. Piterbarg, I. Rodionov, E. Hashorva, 2019, Journal of Mathematical Sciences.

On maximum of Gaussian random field having unique maximum point of its variance

V. Piterbarg, S. Kobelkov, 2019, Extremes.

The problem of pointwise completeness in the theory of control of differential-difference

V. Piterbarg, A. Soldatov, V. Fatalov, 2016 .

On the convergence rate of maximal deviation distribution for kernel regression estimates

Vladimir I. Piterbarg, Valentin Konakov, V. Piterbarg, 1984 .

FUNCTIONALS OF RANDOM PROCESSES AND INFINITE-DIMENSIONAL OSCILLATORY INTEGRALS CONNECTED WITH THEM

A. Veretennikov, V. Piterbarg, V. Fatalov, 2017 .

On estimation of the exponent of regular variation using a sample with missing observations

V. Piterbarg, P. Mladenovic, 2008 .

ON CONVERGENCE OF THE UNIFORM NORMS FOR GAUSSIAN PROCESSES AND LINEAR APPROXIMATION PROBLEMS

J. Hüsler, V. Piterbarg, O. Seleznjev, 2003 .

Rate of Convergence of Distributions of Maximal Deviations of Gaussian Processes and Empirical Density Functions. II

V. Piterbarg, V. Konakov, 1984 .

High Excursions of Bessel Process and Other Processes of Bessel Type

V. Piterbarg, I. Rodionov, 2019, Doklady Mathematics.

On Maximum of Gaussian Non-Centered Fields Indexed on Smooth Manifolds

V. Piterbarg, Sinisha Stamatovich, 2001 .

On the asymptotic Laplace method and its application to random chaos

V. Piterbarg, D. Korshunov, E. Hashorva, 2015, Mathematical Notes.

Asymptotic expansion of Gaussian chaos via probabilistic approach

Dmitry Korshunov, Enkelejd Hashorva, Vladimir I. Piterbarg, 2013, Extremes.

On the 100th anniversary of Boris Vladimirovich Gnedenko (01.01.1912-27.12.1995)

V. Piterbarg, D. Gnedenko, 2012 .

On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences

V. Piterbarg, P. Mladenovic, 2006 .

Central limit theorem for wave-functionals of Gaussian processes

Igor Rychlik, I. Rychlik, V. Piterbarg, 1999, Advances in Applied Probability.

Gaussian stochastic processes

V. Piterbarg, 1983 .

CENTRAL LIMIT THEOREM FOR WAVE FUNCTIONALS OF

I. Rychlik, V. Piterbarg, 1999 .

Poisson limit theorem for the number of excursions above high and medium levels by Gaussian stationary sequences

V. Piterbarg, 2023, 2309.00925.

Asymptotic expansions in the Poisson limit theorem for large excursions of stationary Gaussian sequences

V. Piterbarg, 1981 .

Asymptotic Behavior of the Sample Mean of a Function of the Wiener Process and the MacDonald Function

S. Albeverio, V. Piterbarg, V. Fatalov, 2009 .

On extremal behavior of Gaussian chaos

V. Piterbarg, D. Korshunov, E. Hashorva, 2013, Doklady. Mathematics.

On the Shape of Trajectories of Gaussian Processes Having Large Massive Excursions. II

E. V. Kremena, J. Hüsler, V. Piterbarg, 2014 .

On Large Jumps of a Cramer Random Walk

A. M. Kozlov, V. Piterbarg, 2003 .

Asymptotic Behavior of Point Processes of Exceeding the High Levels of Gaussian Stationary Sequence

V. Piterbarg, 2023, Moscow University Mathematics Bulletin.