Gaussian random functions











Publications   of   M.A. Lifshits (selection):
 
Bifractional Brownian motion: existence and border cases (joint with K.Yu.Volkova). 2015.

arXiv full version     Talk 
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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MAL01.PDF
(56k)
Mikhail Lifshits,
Jan 17, 2010, 7:01 AM
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MAL07.PDF
(48k)
Mikhail Lifshits,
Jan 17, 2010, 8:18 AM
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MAL27.PDF
(25k)
Mikhail Lifshits,
Jan 17, 2010, 8:19 AM
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MAL31.PDF
(39k)
Mikhail Lifshits,
Jan 17, 2010, 8:20 AM
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MAL45.PDF
(12k)
Mikhail Lifshits,
Jan 17, 2010, 6:33 AM
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MAL62.PDF
(37k)
Mikhail Lifshits,
Jan 17, 2010, 6:33 AM
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MAL65.PDF
(13k)
Mikhail Lifshits,
Jan 17, 2010, 6:45 AM
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Mikhail Lifshits,
Jan 17, 2010, 6:33 AM
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Mikhail Lifshits,
Dec 4, 2011, 12:57 AM
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Mikhail Lifshits,
Dec 4, 2015, 8:20 AM