limit theorems of probability theory, vector-valued random variables, weak limit theorems, Gaussian processes,
appoximations in statistics, transforms of probability distributions.
UDC:
513.83, 519.224.24, 519.214, 519.226
Subject:
Limit theorems of probability theory for vector-valued random variables and its applications. Weak limit theorems. Probability measures on topological spaces. Gaussian processes.
Asymptotic distribution theory in statistics. Transforms of probability distributions in statistics.
Main publications:
V. V. Ulyanov, G. Kristof, Ya. Fudzhikoshi, “O priblizheniyakh preobrazovanii khi-kvadrat raspredelenii v statisticheskikh prilozheniyakh”, Sib. matem. zhurn., 47:6 (2006), 1401–1413
F. Gettse, Yu. V. Prokhorov, V. V. Ulyanov, “Otsenki dlya kharakteristicheskikh, funktsii mnogochlenov ot asimptoticheski normalnykh sluchainykh velichin”, UMN, 51:2(308) (1996), 3–26
V. V. Sazonov, V. V. Ulyanov, “Asimptoticheskie razlozheniya veroyatnosti summe nezavisimykh sluchainykh velichin popast v shar gilbertovogo prostranstva”, UMN, 50:5(305) (1995), 203–222
B. A. Zalesskii, V. V. Sazonov, V. V. Ulyanov, “Pravilnaya otsenka skorosti skhodimosti v tsentralnoi predelnoi teoreme v gilbertovom prostranstve”, Matem. sb., 180:12 (1989), 1587–1613
Fujikoshi, Yasunori and Ulyanov, Vladimir V. and Shimizu, Ryoichi, Multivariate statistics: High-dimensional and large-sample approximations, A comprehensive examination of high-dimensional analysis of multivariate methods and their real-world applications, Wiley Series in Probability and Statistics, John Wiley & Sons, Hoboken, NJ, 2010
H. Wakaki, V. V. Ulyanov, “Laplace expansion for Bartlett–Nanda–Pillai's test statistic and its error bound”, Teor. Veroyatnost. i Primenen., 68:4 (2023), 705–718; Theory Probab. Appl., 68:4 (2024), 570–581
S. G. Bobkov, V. V. Ulyanov, “The Chebyshev–Edgeworth correction in the central limit theorem for integer-valued independent summands”, Teor. Veroyatnost. i Primenen., 66:4 (2021), 676–692; Theory Probab. Appl., 66:4 (2022), 537–549
2019
3.
A. A. Lipatev, V. V. Ulyanov, “Non-asymptotic analysis of Lawley–Hotelling statistic for high dimensional data”, Zap. Nauchn. Sem. POMI, 486 (2019), 178–189
Yu. V. Prokhorov, F. Götze, V. V. Ulyanov, “On bounds for characteristic functions of the powers of asymptotically normal random variables”, Teor. Veroyatnost. i Primenen., 62:1 (2017), 122–144; Theory Probab. Appl., 62:1 (2018), 98–116
5.
G. Christoph, M. M. Monakhov, V. V. Ulyanov, “Second order Chebyshev–Edgeworth and Cornish–Fisher expansions for distributions of statistics constructed from samples with random sizes”, Zap. Nauchn. Sem. POMI, 466 (2017), 167–207
A. S. Markov, M. M. Monakhov, V. V. Ulyanov, “Generalized Cornish–Fisher expansions for distributions of statistics based on samples of random size”, Inform. Primen., 10:2 (2016), 84–91
A. A. Lipatev, V. V. Ulyanov, “On computable estimates for accuracy of approximation for the Bartlett–Nanda–Pillai statistic”, Mat. Tr., 19:2 (2016), 109–118; Siberian Adv. Math., 27:3 (2017), 153–159
V. V. Ulyanov, “On properties of polynomials in random elements”, Teor. Veroyatnost. i Primenen., 60:2 (2015), 391–402; Theory Probab. Appl., 60:2 (2016), 325–336
G. Christoph, V. V. Ulyanov, “On accuracy of approximations for standardized chi-squared distributions by Edgeworth–Chebyshev expansions”, Inform. Primen., 5:1 (2011), 25–30
Zh. A. Asylbekov, V. N. Zubov, V. V. Ulyanov, “On approximating some statistics of goodness-of-fit tests in the case of three-dimensional discrete data”, Sibirsk. Mat. Zh., 52:4 (2011), 728–744; Siberian Math. J., 52:4 (2011), 571–584
Yu. Kawaguchi, V. V. Ulyanov, Ya. Fujikoshi, “Asymptotic distributions of basic statistics in geometric representation for high-dimensional data and their error bounds”, Inform. Primen., 4:1 (2010), 12–17
V. V. Ulyanov, G. Christoph, Ya. Fujikoshi, “On approximations of transformed chi-squared distributions in statistical applications”, Sibirsk. Mat. Zh., 47:6 (2006), 1401–1413; Siberian Math. J., 47:6 (2006), 1154–1166
F. Götze, Yu. V. Prokhorov, V. V. Ulyanov, “On smooth behavior of probability distributions under polynomial mappings”, Teor. Veroyatnost. i Primenen., 42:1 (1997), 51–62; Theory Probab. Appl., 42:1 (1998), 28–38
F. Götze, Yu. V. Prokhorov, V. V. Ulyanov, “Bounds for characteristic functions of polynomials in asymptotically normal random variables”, Uspekhi Mat. Nauk, 51:2(308) (1996), 3–26; Russian Math. Surveys, 51:2 (1996), 181–204
V. V. Sazonov, V. V. Ulyanov, “Asymptotic expansions of the probability that the sum of independent random variables hits a ball in a Hilbert space”, Uspekhi Mat. Nauk, 50:5(305) (1995), 203–222; Russian Math. Surveys, 50:5 (1995), 1045–1063
G. Christoph, Yu. V. Prokhorov, V. V. Ulyanov, “On distribution of quadratic forms in Gaussian random variables”, Teor. Veroyatnost. i Primenen., 40:2 (1995), 301–312; Theory Probab. Appl., 40:2 (1995), 250–260
B. A. Zalesskii, V. V. Sazonov, V. V. Ulyanov, “A precise estimate of the rate of convergence in the Central Limit Theorem in Hilbert space”, Mat. Sb., 180:12 (1989), 1587–1613; Math. USSR-Sb., 68:2 (1991), 453–482
B. A. Zalesskiĭ, V. V. Sazonov, V. V. Ul'yanov, “A Precise Estimate of the Accuracy of Normal Approximation in Hilbert Space”, Teor. Veroyatnost. i Primenen., 33:4 (1988), 753–754; Theory Probab. Appl., 33:4 (1988), 700–701
B. A. Zalesskiĭ, V. V. Sazonov, V. V. Ul'yanov, “Normal Approximation in Hilbert Space. II”, Teor. Veroyatnost. i Primenen., 33:3 (1988), 508–521; Theory Probab. Appl., 33:3 (1988), 473–487
B. A. Zalesskiĭ, V. V. Sazonov, V. V. Ul'yanov, “Normal Approximation in Hilbert Space. I”, Teor. Veroyatnost. i Primenen., 33:2 (1988), 225–245; Theory Probab. Appl., 33:2 (1988), 207–227
O. B. Zaslavskii, V. V. Ulyanov, “Periodic effective potentials for spin systems and new exact solutions of the one-dimensional Schrödinger equation for the energy bands”, TMF, 71:2 (1987), 260–271; Theoret. and Math. Phys., 71:2 (1987), 520–528
V. V. Ulyanov, “Asymptotic expansions for the distributions of sums of independent
random variables in $H$”, Teor. Veroyatnost. i Primenen., 31:1 (1986), 31–46; Theory Probab. Appl., 31:1 (1987), 25–39
A. S. Mal'kov, V. V. Ul'yanov, “On the non-uniform estimate of the rate of convergence in the local limit theorem in the case of a stable limit distribution”, Teor. Veroyatnost. i Primenen., 27:3 (1982), 566–568; Theory Probab. Appl., 27:3 (1983), 607–609
V. V. Ul'yanov, “An estimate for the rate of convergence in the central limit theorem in a real separable Hilbert space”, Mat. Zametki, 29:1 (1981), 145–153; Math. Notes, 29:1 (1981), 78–82
V. V. Ul'yanov, “Some improvements of convergence rate estimates in the central limit theorem”, Teor. Veroyatnost. i Primenen., 23:3 (1978), 684–688; Theory Probab. Appl., 23:3 (1978), 660–663
V. V. Ul'yanov, “A non-uniform estimate of the speed of convergence in the central limit theorem in $R$”, Teor. Veroyatnost. i Primenen., 21:2 (1976), 280–292; Theory Probab. Appl., 21:2 (1977), 270–282
A. N. Shiryaev, V. V. Ulyanov, “Russian-Japan symposium on stochastic analysis of the advanced statistical models”, Teor. Veroyatnost. i Primenen., 55:3 (2010), 602
V. V. Ulyanov, “Colloquium at the University of Bielefeld”, Teor. Veroyatnost. i Primenen., 45:1 (2000), 203; Theory Probab. Appl., 45:1 (2001), 173–174
1990
31.
V. V. Ulyanov, “Letter to the editor”, Teor. Veroyatnost. i Primenen., 35:1 (1990), 187; Theory Probab. Appl., 35:1 (1990), 191–192
1979
32.
V. V. Ul'yanov, “Letter to the editors”, Teor. Veroyatnost. i Primenen., 24:1 (1979), 236; Theory Probab. Appl., 24:1 (1979), 237
Short Chebyshev-Edgeworth expansions in probability and statistics Gerd Christoph, Vladimir Ulyanov International Conference "Theory of Probability and Its Applications: P. L. Chebyshev – 200" (The 6th International Conference on Stochastic Methods) May 20, 2021 10:00
On Polynomials in Random Elements V. V. Ulyanov, A. A. Naumov International Scientific Conference "Probability Theory and its Applications" On Occasion of 85th Birthday of Yu. V. Prokhorov February 14, 2015 17:15
7.
Семинар, посвященный памяти Юрия Васильевича Прохорова. TBA V. Yu. Korolev, V. V. Ulyanov Seminar of the Department of Probability Theory "Stochastic Analysis: Theory and Applications", Steklov Mathematical Institute of RAS December 15, 2014 13:00