Gaussian random functions






Publications   of   M.A. Lifshits (selection):
 
 

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

The first exit time of Brownian motion from a parabolic domain (joint with Z.Shi), Bernoulli, 2002, 8, 745-765.
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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.
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Gaussian Random Functions, 1995, Kluwer, Dordrecht, 330 p. (in English); 1995, TViMS, Kiev, 256 p. (in Russian).
Abstract

Tail probabilities of Gaussian suprema and Laplace transform. Ann. Inst. H. Poincaré, 1994, 30, 163-179.
Abstract

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