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Publications
of M.A. Lifshits (selection): The first exit time of fractional Brownian motion from a parabolic domain. (joint with F. Aurzada). Theor. Probab. Appl., 2019, 64, 3, 610-620 (Rus. ed). . arXiv version Bifractional Brownian motion:
existence and border cases (joint with K.Yu.Volkova). ESAIM: Probability and Statistics, 2015, 19, 766-781. arXiv full version Talk Article in the journal Random Gaussian sums on trees (joint with W.Linde). Electronic Journal of Probability, 2011, 16, No 24, 739-763. arXiv full version Talk Article in the journal
Stationary Gaussian random fields on hyperbolic spaces and on Euclidean spheres
(joint with S. Cohen), ESAIM: Probability and Statistics, 2012, 16, 165-221.
Abstract Article in the journal
On the tail behavior of anisotropic norms for Gaussian random fields
(joint with A.I.Nazarov and
Ya.Yu.Nikitin), Comptes Rendus Acad. Sci. Paris, 2003, 336, 85-88.
Abstract Article in the journal
The first exit time of Brownian motion from a parabolic domain (joint with Z.Shi), Bernoulli, 2002, 8,
745-765.
Abstract Article in the journal
Oscillations of Gaussian Stein's elements (joint with M. Weber).
Proc. Conf. High Dimensional
Probability; Ser. Progress in Probability, v.43, Birkhäuser, 1998,
249-261.
Abstract
Gaussian Random Functions, 1995,
Kluwer, Dordrecht, 330 p. (in English); 1995, TViMS, Kiev, 256 p. (in
Russian).
Abstract Open library Publisher page
Tail probabilities of Gaussian
suprema and Laplace transform. Ann. Inst. H. Poincaré, 1994, 30, 163-179.
Abstract Full text
Gaussian large deviations of a
smooth seminorm. In: Probability Theory and Mathematical Statistics.
Proc. 6th USSR-Japan Symposium, Singapore, 1992, 193-201.
Abstract
On representation of Lévy fields by indicators. Th. Probab. Appl., 1980, 24, 629-633.
Abstract
Article in the journal
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