Books and Lecture Notes

Publications  of   M.A. Lifshits (selection):

Random Processes by Example, World Scientific, 2014, 250 pp.  World Scientific page  Лань (Russian edition)

Lectures on Gaussian Processes, Springer, 2012, 120 pp.  Springer page   Лань (Russian edition)

Gaussian Random Functions. Lecture Notes of my course given at TU Darmstadt and taken by Armin Straub.   English version

Stable distributions, random variables and processes. St.Petersburg State University (2007), 20 p. 
Russian version

Lecture Notes on the Central Limit Theorem in Banach Spaces. Publications IRMA Lille, 2004, 62-V, 1-17. Russian version

Large deviation principle: sums of random variables and vectors. St.Petersburg State University (2002),  36 p.   Russian version

Large deviation principle: processes and empirical distributions. St.Petersburg State University (2002),   30 p.  Russian version

Lecture Notes on Almost Sure Limit Theorems. English: Publications IRMA Lille, 2001, 54-VIII, 1-25.    English version   Russian version

Lecture Notes on Strong Approximation. English: Publications IRMA Lille, 2000, 53-XIII, 1-25.      English version    Russian version