Persons: Lifshits, Mikhail Anatolievich

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Lifshits, Mikhail Anatolievich

Total publications:	166 (140)
in MathSciNet:	116 (115)
in zbMATH:	120 (119)
in Web of Science:	72 (71)
in Scopus:	90 (89)
Cited articles:	90
Citations:	713
Presentations:	17

Number of views:
This page:	7433
Abstract pages:	12489
Full texts:	4314
References:	1159

Professor

Doctor of physico-mathematical sciences (1993)

Speciality:

01.01.05 (Probability theory and mathematical statistics)

E-mail:

Website:

https://sites.google.com/site/mlprobability

Keywords:

random processes, Gaussian processes, local times, small deviations, large deviations, functional laws, limit theorems.

Subject:

Necessary conditions were found for the existence of local times of sample paths of Gaussian processes. A class of stationary processes which do not have local time was discovered. A fiber method was developed for study of distributions of stochastic functionals. of the processes with independent increments. Necessary and sufficient conditions for validity of the functional law of iterated logarithm for Wiener process with respect to arbitrary norm were found.New almost sure limit theorems were found for sums of independent variables and for martingales. The small ball probabilities were investigated for Wiener process with respect to weighted norms as well as their applications to analytic properties of Volterra operators.

Biography

Graduated from Faculty of Mathematics and Mechanics of Leningrad State University in 1978 (department of probability theory and mathematical statistics). Ph.D. thesis was defended in 1981. D.Sci. thesis was defended in 1993. My publication list contains more than 90 titles (including 3 monographs).

Main publications:

Gaussian Random Functions, 1995, Kluwer, Dordrecht, 330 p.
Local Properties of Distributions of Stochastic Functionals (joint with Yu. A. Davydov and N. V. Smorodina), 1997, ser. Translations of Mathematical Monographs, v. 173, AMS, Providence 184 p.
On the lower tail probabilities of some random series, Ann. Probab., 1997, 25, 424–442.
On almost sure limit theorems (joint with I. A. Ibragimov). Theor. Probab. Appl., 1999, 44, 254–272.
Approximation and entropy numbers of Volterra operators with application to Brownian Motion (joint with W. Linde). Memoirs of Amer. Math. Soc., 2002. 80 p.

https://www.mathnet.ru/eng/person11510

List of publications on Google Scholar

https://mathscinet.ams.org/mathscinet/MRAuthorID/197161

List of publications:

scientific publications

by years

by types

by times cited

common list

		Citations (Crossref Cited-By Service + Math-Net.Ru)


2024
1.	M. A. Lifshits, S. E. Nikitin, “Energy saving approximation of Wiener process under unilateral constraints”, Theory Probab. Appl., 69:1 (2024), 59–70
2.	M.A. Lifshits, I.M Lialinov, “Intersections of Zipf random sets: Maximal weighted relevance”, Statistics and Probability Letters, 208:110050 (2024), 1–5 https://doi.org/10.1016/j.spl.2024.110050
3.	A. I. Bufetov, I. A. Ibragimov, M. A. Lifshits, A. V. Malyutin, F. V. Petrov, N. V. Smorodina, A. N. Shiryaev, Yu. V. Yakubovich, “In memory of A. M. Vershik (28.12.1933 – 14.02.2024)”, Theory Probab. Appl., 69:2 (2024), 331–335

2023
4.	M. A. Lifshits, I. M. Lialinov, “Probabilistic properties of Zipf sets and their maximal intersections”, Theory Probab. Appl., 68:1 (2023), 16–30
5.	A. M. Vershik, M. A. Lifshits, “On $\mathrm{mm}$-entropy of a Banach space with a Gaussian measure”, Theory Probab. Appl., 68:3 (2023), 431–439
6.	M. Lifshits, S. Nikitin, “Large deviations of Telecom processes”, J. Appl. Probab., 60:1 (2023), 267–283. , arXiv: http://arxiv.org/abs/2107.11846
7.	F. Aurzada, V. Betz,M. Lifshits, “Scaling limit of streched Brownian chains”, J.Physics A. Math.Theor., 56:435006 (2023), 1-18 , arXiv: http://arxiv.org/abs/2305.03541	1 ^[x]
8.	Veroyatnost i statistika. 34, Posvyaschaetsya yubileyu Andreya Nikolaevicha BORODINA, Zap. nauchn. sem. POMI, 525, ed. A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2023 , 189 pp.
9.	Veroyatnost i statistika. 35, Posvyaschaetsya yubileyu Yany Isaevny BELOPOLSKOI, Zap. nauchn. sem. POMI, 526, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2023 , 211 pp.
10.	I. A. Ibragimov, A. Yu. Zaitsev, D. N. Zaporozhets, M. A. Lifshits, “To the 70th anniversary of A. N. BORODIN”, Probability and statistics. Part 34, Zap. Nauchn. Sem. POMI, 525, POMI, St. Petersburg, 2023, 5–6

2022
11.	M. A. Lifshits, A. A. Tadevosyan, “On the maximum of a special random assignment process”, Theory Probab. Appl., 67:4 (2022), 640–644
12.	M. Lifshits, A. Tadevosian, “On the maximum of random assignment process”, Statistics Probability Letters, 187:109530 (2022), 1–6 , arXiv: https://arxiv.org/abs/2201.11390	3 ^[x]
13.	M. A. Lifshits, I. M. Lyalinov, “Two limit theorems on the intersections of random Zipf sets”, Probability and statistics. Part 32, Zap. Nauchn. Sem. POMI, 510, POMI, St. Petersburg, 2022, 165–171
14.	M. A. Lifshits, S. E. Nikitin, “Ultralarge deviations of Poisson Telecom processes”, Probability and statistics. Part 33, Zap. Nauchn. Sem. POMI, 515, POMI, St. Petersburg, 2022, 162–179
15.	Veroyatnost i statistika. 32, Posvyaschaetsya yubileyu Ildara Abdullovicha IBRAGIMOVA, Zap. nauchn. sem. POMI, 510, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2022 , 287 pp.
16.	Veroyatnost i statistika. 33, Zap. nauchn. sem. POMI, 515, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2022 , 238 pp.

2021
17.	M. A. Lifshits, A. A. Siuniaev, “Energy of taut strings accompanying random walk”, Probab. Math. Stat., 41:1 (2021), 9–23 https://www.math.uni.wroc.pl/~pms/files_doi/f1761/f1761.pdf	1 ^[x]
18.	X. Chen, V. Dagard, B. Derrida, Y. Hu, M. Lifshits, Z. Shi, “The Derrida–Retaux conjecture on recursive models”, Ann. Probab., 49:2 (2021), 637–670 , arXiv: www.arxiv.org/abs/1907.01601	7 ^[x]
19.	F. Aurzada, F. Betts, M. A. Lifshits, “Razryv tsepochki vzaimodeistvuyuschikh brounovskoe chastits: gumbeleva predelnaya teorema”, Teoriya veroyatn. i ee primen., 66:2 (2021), 231–260	4 ^[x]
20.	N. A. Karagodin, M. A. Lifshits, “On the distribution of the last exit time over a slowly growing linear boundary for a Gaussian process”, Theory Probab. Appl., 66:3 (2021), 337–347
21.	N. Ismagilov, V. Borovitskiy, M. Lifshits, M. Platonova, “Boolean spectral analysis in categorical reservoir modeling”, Math. Geosci., 53:3 (2021), 305–324	1 ^[x]
22.	N. S. Ismagilov, M. A. Lifshits, A. A Yakovlev, “A new type of conditioning of stationary fields and its application to the spectral simulation approach in geostatistics”, Math. Geosci., 53:4 (2021), 597–621	1 ^[x]
23.	F. Aurzada, V. Betz, M. Lifshits, “Universal break law for a class of models of polymer rupture”, J. Phys. A. Math.Theor., 54:30, 305204 (2021) , arXiv: arxiv.org/abs/2010.07706	3 ^[x]
24.	F. Aurzada, V. Betz,M. Lifshits, “Breaking a chain of interacting Brownian particles”, Ann. Appl. Probab., 31:6 (2021), 2585–2611
25.	Veroyatnost i statistika. 30, Zap. nauchn. sem. POMI, 501, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2021 , 343 pp.
26.	Veroyatnost i statistika. 31, Zap. nauchn. sem. POMI, 505, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2021 , 330 pp.

2020
27.	M. Lifshits,V. Vysotsky, “On the completion of Skorokhod space”, El. Comm. Probab., 25 (2020), 66 , 10 pp. https://projecteuclid.org/euclid.ecp/1600308260, arXiv: www.arxiv.org/abs/2003.10787

2022
28.	D. I. Blinova, M. A. Lifshits, “Energy of taut strings accompanying Wiener process and random walk in a band of variable width”, J. Math. Sci., 268:5 (2022), 573–588

2020
29.	N. Ismagilov, M. Lifshits, A. Yakovlev, “New type of conditional simulation and its application to the spectral simulation approach in geostatistics”, Mathematical Geosciences, 53:4 (2020), 597–621 https://link.springer.com/article/10.1007/s11004-020-09872-3	1 ^[x]
30.	Veroyatnost i statistika. 29, Zap. nauchn. sem. POMI, 495, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2020 , 322 pp.
31.	A. N. Borodin, A. Yu. Zaitsev, I. A. Ibragimov, M. A. Lifshits, V. N. Solev, “In memory of M. S. Nikulin”, Probability and statistics. Part 29, Zap. Nauchn. Sem. POMI, 495, POMI, St. Petersburg, 2020, 7–8

2019
32.	Z. Kabluchko, M. A. Lifshits, “Adaptive energy-saving approximation for stationary processes”, Izv. Math., 83:5 (2019), 932–956
33.	M. Lifshits, A. Nazarov, “On Brownian exit times from perturbed multi-strips”, Statist.& Probab. Letters, 147 (2019), 1–5 , arXiv: www.arxiv.org/abs/1807.08939	1 ^[x]
34.	I.A. Ibragimov, Z. Kabluchko, M.A. Lifshits, “Some extensions of linear approximation and prediction problems for stationary processes”, Stoch.Proc.Appl., 129 (2019), 2758-2782 , arXiv: www.arxiv.org/abs/1610.04985	6 ^[x]
35.	Theory Probab. Appl., 64:3 (2019), 490–497
36.	F. Aurzada, M. A. Lifshits, “How complex is a random picture ?”, J.Complexity, 53 (2019), 133–161 , arXiv: www.arxiv.org/abs/1806.06597
37.	X. Chen, B. Derrida, Y. Hu, M. Lifshits, Z. Shi, “A max-type recursive model: some properties and open questions”, In: Sojourns in Probability Theory and Statistical Physics - III. Interacting Particle Systems and Random Walks, A Festschrift for Charles M. Newman, Springer Proc. Math. and Statist., eds. V. Sidoravicius, Springer, 2019, 166–186	6 ^[x]
38.	Veroyatnost i statistika. 28, Zap. nauchn. sem. POMI, 486, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2019 , 309 pp.

2018
39.	M. Lifshits, A. Nazarov, “$L_2$-Small deviations for weighted stationary processes”, Mathematika, 64:2 (2018), 387–405 , arXiv: www.arxiv.org/abs/1705.00422
40.	M. A. Lifshits, V. V. Petrov, A. Yu. Zaitsev, A. A. Zinger,, “Toward the history of the St.Petersburg school of Probability and Mathematical Statistics. I. Limit theorems for sums of independent random variables”, Vestnik St. Petersburg University, Mathematics, 51:2 (2018), 144–163
41.	I. A. Ibragimov, M. A. Lifshits, A. I. Nazarov, and D. N. Zaporozhets, “On the history of the St.Petersburg school of Probability and Mathematical Statistics. II. Random processes and dependent variables”, Vestnik St. Petersburg University, Mathematics, 51:3 (2018), 213–236.
42.	Veroyatnost i statistika. 27, Zap. nauchn. sem. POMI, 474, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2018 , 247 pp.

2017
43.	Z. Kabluchko, M. Lifshits, “Least energy approximations for processes with stationary increments”, J. Theor. Probab., 30:1 (2017), 268–296 , arXiv: www.arxiv.org/abs/1506.08369	6 ^[x]
44.	Veroyatnost i statistika. 25, Posvyaschaetsya pamyati Vladimira Nikolaevicha SUDAKOVA, Zap. nauchn. sem. POMI, 457, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2017 , 322 pp.
45.	Veroyatnost i statistika. 26, Zap. nauchn. sem. POMI, 466, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2017 , 338 pp.

2016
46.	S.Y. Hong, M.A. Lifshits, A.I. Nazarov, “Small deviations in $L_2$-norm for Gaussian dependent sequences”, Electronic Comm. Probab., 21:41 (2016), 1–9 , arXiv: www.arxiv.org/abs/1511.05370

2017
47.	F. Aurzada, M. A. Lifshits, “Small deviations of sums of correlated stationary Gaussian sequences”, Theory Probab. Appl., 61:4 (2017), 540–568 , arXiv: www.arxiv.org/abs/1606.01072

2016
48.	Veroyatnost i statistika. 24, Zap. nauchn. sem. POMI, 454, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2016 , 315 pp.

2015
49.	Lifshits M.A., Setterqvist E., “Energy of taut string accompanying Wiener process”, Stoch. Proc. Appl., 125 (2015), 401–427 , arXiv: www.arxiv.org/abs/1405.1651	8 ^[x]
50.	Lifshits M.A., Zani M., “Approximation of additive random fields based on standard information: average case and probabilistic settings”, J. Complexity, 31 (2015), 659–674 , arXiv: www.arxiv.org/abs/1402.5489	9 ^[x]
51.	Hashorva E., Lifshits M.A., and Seleznjev O., “Approximation of a random process with variable smoothness”, Mathematical Statistics and Limit Theorems. Festschrift in Honour of Paul Deheuvels., eds. M.Hallin et al., Springer, Berlin, 2015, 189–208 www.arxiv.org/abs/1206.1251

2016
52.	M. Lifshits, M. Peligrad, “On the spectral density of stationary processes and random fields”, J. Math. Sci., 219:5 (2016), 789–797

2015
53.	M. Lifshits, K. Volkova, “Bifractional Brownian motion: existence and border cases”, ESAIM PS, 19 (2015), 766–781 , arXiv: www.arxiv.org/abs/1502.02217	15 ^[x]
54.	Veroyatnost i statistika. 22, Zap. nauchn. sem. POMI, 441, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2015 , 324 pp.
55.	Veroyatnost i statistika. 23, Zap. nauchn. sem. POMI, 442, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2015 , 183 pp.

2014
56.	M.A.Lifshits, Random Processes by Example, World Scientific, Singapore, 2014 , 250 pp. http://www.worldscientific.com/worldscibooks/10.1142/8883 ; M.A. Lifshits, Sluchainye protsessy – ot teorii k praktike, Lan, S-Peterburg, 2016 , 307 pp.
57.	F.Aurzada, S.Dereich, M.A.Lifshits, “Persistence probabilities for an integrated random walk bridge”, Probability and Mathematical Statistics, 34:1 (2014), 1-22 , arXiv: www.arxiv.org/abs/1205.2895
58.	M.A.Lifshits, W.Linde, “Fractional integration operators of variable order: continuity and compactness properties”, Mathematische Nachrichten, 287:8-9 (2014), 980–1000 , arXiv: www.arxiv.org/abs/1211.3826	4 ^[x]
59.	Veroyatnost i statistika. 21, Posvyaschaetsya yubileyu Mikhaila Iosifovicha GORDINA, Zap. nauchn. sem. POMI, 431, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2014 , 258 pp.

2015
60.	M. A. Lifshits, “Cyclic behavior of the maximum of sums of independent random variables”, J. Math. Sci. (N. Y.), 204:1 (2015), 134–139 , arXiv: www.arxiv.org/abs/1307.0612

2013
61.	Veroyatnost i statistika. 19, Zap. nauchn. sem. POMI, 412, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2013 , 278 pp.
62.	Veroyatnost i statistika. 20, Zap. nauchn. sem. POMI, 420, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2013 , 178 pp.

2012
63.	Cohen, S., Lifshits, M.A., “Stationary Gaussian random fields on hyperbolic spacesand on Euclidean spheres”, ESAIM Probability and Statistics, 16 (2012), 165-221	17 ^[x]
64.	Lifshits, M.A., Wozniakowski, H., Papageorgiou, A., “Tractability of multi-parametric Euler and Wiener integrated processes”, Probability and Mathematical Statistics, 32 (2012), 131-165 , arXiv: www.arxiv.org/abs/1112.4248
65.	Lifshits, M.A., Wozniakowski, H., Papageorgiou, A., “Average case tractability of non-homogeneous tensor products problems”, Journal of Complexity, 28:5-6 (2012), 539-561 , arXiv: www.arxiv.org/abs/1112.4251	24 ^[x]
66.	Lifshits M.A., “Bounds for entropy numbers for some critical operators”, Transactions of American Mathematical Society, 364 (2012), 1797-1813 , arXiv: www.arxiv.org/abs/1002.1377	14 ^[x]
67.	Lifshits M.A., Lectures on Gaussian Processes, Springer, New York, 2012 , 121 pp. ; M.A. Lifshits, Lektsii po gaussovskim protsessam, Lan, S- Peterburg, 2016 , 190 pp.
68.	Lifshits, M.A., Linde W., “Compactness properties of weighted summation operators on trees -the critical case”, Studia Mathematica, 206 (2012), 75–96 , arXiv: www.arxiv.org/abs/1009.2339	12 ^[x]

2014
69.	M. A. Lifshits, “Cyclic behavior of maxima in a hierarchical summation scheme”, J. Math. Sci. (N. Y.), 199:2 (2014), 215–224 , arXiv: www.arxiv.org/abs/1212.0189

2012
70.	Veroyatnost i statistika. 18, Posvyaschaetsya yubileyu Ildara Abdullovicha IBRAGIMOVA, Zap. nauchn. sem. POMI, 408, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2012 , 330 pp.

2011
71.	Lifshits, M.A., Linde W., “Compactness properties of weighted summation operators on trees”, Studia mathematica, 202 (2011), 17–47 , arXiv: www.arxiv.org/abs/1006.3867	11 ^[x]
72.	M. Lifshits, W. Linde, “Random Gaussian sums on trees”, Electronic J. Probab., 16:24 (2011), 739–763 , arXiv: www.arxiv.org/abs/1012.2683
73.	Veroyatnost i statistika. 17, Posvyaschaetsya yubileyu Valentina Nikolaevicha SOLEVA, Zap. nauchn. sem. POMI, 396, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2011 , 262 pp.

2010
74.	B.Hoffmann, M.A.Lifshits, Yu.M.Lifshits, D.Nowotka, “Maximal intersection queries in randomized input models”, Theory of Computing Systems, 46 (2010), 104-119 , arXiv: 1004.0092	4 ^[x]
75.	Veroyatnost i statistika. 16, Zap. nauchn. sem. POMI, 384, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2010 , 315 pp.

2009
76.	M.A.Lifshits, M.Weber, “On the supremum of some random Dirichlet polynomials”, Acta Math. Hung., 123:1-2 (2009), 41-64 , arXiv: 0802.0071	2 ^[x]
77.	F.Aurzada, M.A. Lifshits, “On the small deviation problem for some iterated processes”, Electron. J. Probab., 14:68 (2009), 1992-2010 , arXiv: 0806.2559	9 ^[x]
78.	F.Aurzada, M.A. Lifshits, W. Linde, “Small deviations of stable processes and entropy of associated random operators”, Bernoulli, 15 (2009), 1305-1334 , arXiv: 0804.1883	3 ^[x]
79.	M.A.Lifshits, M.Weber, “Sampling the Lindelof Hypothesis with the Cauchy random walk”, Proc. London Math. Soc., 98 (2009), 241-270 , arXiv: www.arxiv.org/abs/math/0703693	11 ^[x]

2010
80.	M. A. Lifshits, “On Haar expansion of Riemann–Liouville process in a critical case”, J. Math. Sci. (N. Y.), 167:4 (2010), 531–536 , arXiv: www.arxiv.org/abs/0910.2177
81.	A. N. Borodin, A. Yu. Zaitsev, I. A. Ibragimov, M. A. Lifshits, “From editors”, J. Math. Sci. (N. Y.), 167:4 (2010), 435

2009
82.	Veroyatnost i statistika. 15, Zap. nauchn. sem. POMI, 368, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, POMI, SPb., 2009 , 288 pp.
83.	F. Aurzada, I. A. Ibragimov, M. A. Lifshits, H. J. van Zanden, “Small Deviations of Smooth Stationary Gaussian Processes”, Theory Probab. Appl., 53:4 (2009), 697–707

2008
84.	M.A.Lifshits, M.Zani, “Approximation complexity of additive random fields”, J. of Complexity, 24 (2008), 362-379	11 ^[x]
85.	F.Aurzada, M.A. Lifshits, “Small deviation probability via chaining”, Stoch. Proc. Appl., 118 (2008), 2344-2368 , arXiv: 0706.2720	8 ^[x]

2007
86.	J.Creutzig, M.A.Lifshits, “Free-knot spline approximation of fractional Brownian motion”, Monte-Carlo and Quasi-Monte-Carlo Methods (Ulm, 2006), Springer, 2007, 195-204
87.	M.A.Lifshits, Zh.Shi, “Functional large deviations in Burgers particle systems”, Comm.Pure Appl. Math., 60:1 (2007), 41-66	2 ^[x]
88.	M.A.Lifshits, M.Weber, “On the supremum of random Dirichlet polynomials”, Studia Math., 182 (2007), 41-65 , arXiv: math.pr/0703691	1 ^[x]

2006
89.	M.A. Lifshits, W. Linde, Zh.Shi, “Small deviations of Riemann-Liouville processes in L_q norms with respect to fractal measures”, Proc. London Math. Soc., 92 (2006), 224-250	9 ^[x]
90.	M.A. Lifshits, E.V. Tulyakova, “Curse of dimensionality in approximation of random fields”, Probab. Math. Stat., 26:1 (2006), 97-112
91.	M.A. Lifshits, W. Linde, Zh. Shi, “Small deviations of Gaussian random fields in L_q spaces”, Electron. J. Probab., 11 (2006), 1204-1223 , arXiv: math.pr/0605417	4 ^[x]

2005
92.	M.A. Lifshits, W. Linde, “Small deviations of weighted fractional processes and average non-linear approximation”, Trans. Amer. Math. Soc., 357 (2005), 2059-2079	12 ^[x]
93.	M.A.Lifshits, T.Simon, “Small deviations for weighted fractional stable processes”, Ann.Inst. H.Poincare. Ser. Probab. Statist., 41 (2005), 725-752 , arXiv: math.pr/0305092	29 ^[x]
94.	M.A.Lifshits, Zh.Shi, “Agregation rates in one-dimensional stochastic systems with adhesion and gravitation”, Ann. Probab.2005, 33 (2005), 53-81 , arXiv: cond-mat/0311025	13 ^[x]
95.	S.Dereich, M.A.Lifshits, “Probabilities of randomly centered small balls and quantization in Banach spaces”, Ann. Probab., 33 (2005), 1397-1421 , arXiv: math.pr/0402220	9 ^[x]

2006
96.	M. A. Lifshits, “Invariance principle in a bilinear model with weak non-linearity”, J. Math. Sci. (N. Y.), 137:1 (2006), 4541–4545
97.	L. V. Kuoza, M. A. Lifshits, “Aggregation in one-dimensional gas model with stable initial data”, J. Math. Sci. (N. Y.), 133:3 (2006), 1298–1307

2004
98.	W. Charemza, M.A.Lifshits, S.V.Makarova, “Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results”, J. Econ. Dynamics and Control, 29:1-2 (2004), 63-96	8 ^[x]
99.	M. A. Lifshits, Zh. Shi, “Lower functions of empirical processes and Brownian sheets”, Theory Probab. Appl., 48:2 (2004), 273–287

2003
100.	M.A.Lifshits, A.I.Nazarov, Ya.Yu Nikitin, “On the tail behavior of anisotropic norms for Gaussian random fields”, Comptes Rendus Acad. Sci. Paris, 336:1 (2003), 85-88	6 ^[x]
101.	M.A.Lifshits, M.Weber, “Regularisation spectrale et proprietes metriques des moyennes mobiles”, J. Anal. Math., 89:1 (2003), 1-14	1 ^[x]

2002
102.	Yu.A. Davydov, M.A.Lifshits, “On the rate of approximation of local times for smooth random processes”, Theor. Probab. Math. Stat., 66 (2002), 67-77
103.	Ph. Berthet, M.A. Lifshits, “Some exact rates in the functional law of the iterated logarithm”, Ann.Inst. H.Poincare. Ser. Probab. Statist., 38:6 (2002), 811-824	5 ^[x]
104.	M.A.Lifshits, Zh.Shi, “The first exit time of Brownian motion from a parabolic domain”, Bernoulli, 8:6 (2002), 745-765
105.	M.A.Lifshits, “On the almost sure limit theorem for martingales”, Limit theorems in probability and statistics, eds. I.Berkes, E.Csaki, M.Csorgo, J. Bolyai Math. Soc., Budapest, 2002, 367-390
106.	M.A. Lifshits, W. Linde, “Approximation and entropy numbers of Volterra operators with application to Brownian motion”, Mem. Amer. Math. Soc., 157:745 (2002), 1-87
107.	A. A. Borovkov, M. A. Lifshits, Ya. Yu. Nikitin, Yu. V. Prokhorov, V. N. Sudakov, A. N. Shiryaev, “Il'dar Abdullovich Ibragimov (on his 70th birthday)”, Russian Math. Surveys, 57:5 (2002), 1039–1043

2001
108.	M. A. Lifshits, E. Yu. Shmileva, “Criterion for the quasi-invariance of Poisson measures under “linear” transformations of a space”, Russian Math. Surveys, 56:6 (2001), 1173–1174

2002
109.	M. A. Lifshits, E. Yu. Shmileva, “Poisson Measures Quasi-Invariant with Respect to Multiplicative Transformations”, Theory Probab. Appl., 46:4 (2002), 652–666

2003
110.	P. Deheuvels, M. A. Lifshits, “Probabilities of hitting of shifted small balls by the centered Poisson process”, J. Math. Sci., 18:6 (2003), 5541–5554

2001
111.	M.A.Lifshits, E.S. Stankevich, “On the large deviation principle for the almost sure CLT”, Statist. Probab. Letters, 51 (2001), 263-267	6 ^[x]

2000
112.	M.A.Lifshits, M.Weber, “Spectral regularization inequalities”, Math. Scand., 86 (2000), 75-99	8 ^[x]
113.	M.A.Lifshits, M.Weber, “Tightness of stochastic families arising from randomization procedures”, Asymptotic Methods in Probability and Mathematical Statistics with Applications, Birkhauser, Basel, 2000, 143-160
114.	A.L.Koldobsky, M.A.Lifshits, “Average volumes of sections of convex bodies”, Geometric Aspects of Functional Analysis. Israel Seminar, Lecture Notes Math., 1745, eds. V.D. Milman, G.Schechtman, Springer, 2000, 119-146	6 ^[x]
115.	I. A. Ibragimov, M. A. Lifshits, “On almost sure limit theorems”, Theory Probab. Appl., 44:2 (2000), 254–272

2002
116.	M. A. Lifshits, “Almost sure limit theorem for sums of random vectors”, J. Math. Sci. (New York), 109:6 (2002), 2166–2178

1999
117.	M.A.Lifshits, N.L.Gorn, “Chung law and Csaki function”, J. Theor. Probab., 12 (1999), 399-420	7 ^[x]
118.	M.A.Lifshits, “Asymptotic behavior of small ball probabilities”, Probability theory and mathematical statistics. Proceedings of the 7th international Vilnius conference, (Vilnius, Lithuania, August, 12-18, 1998.), eds. Grigelionis, B. et al., TEV, Vilnius, 1999, 453-468
119.	Th.Dunker, Th.Kuhn, M.A. Lifshits, W. Linde, “Metric entropy of integration operator and small ball probabilities for Brownian sheet”, J. Approximation Theory, 101 (1999), 63-77	12 ^[x]

1998
120.	Th.Dunker, Th.Kuhn, M.A. Lifshits, W. Linde, “Metric entropy of integration operator and small ball probabilities of Brownian sheet”, Comptes Rendus Acad. Sci. Paris, 326 (1998), 347-352	9 ^[x]
121.	M.A.Lifshits, M.Weber, “Oscillations of Gaussian Stein's elements”, High dimensional probability. Proceedings of the conference, (Oberwolfach, Germany, August 1996), Prog. Probab., 43, eds. Eberlein, Ernst et al., Birkhauser, Basel, 1998, 249-261
122.	Th.Dunker, M.A. Lifshits, W. Linde, “Small deviations of sums of independent variables”, High dimensional probability. Proceedings of the conference (Oberwolfach, Germany, August 1996), Prog. Probab., 43, eds. Eberlein, Ernst et al., Birkhauser, Basel, 1998, 59-74
123.	I.A Ibragimov, M.A.Lifshits, “On the convergence of generalized moments in almost sure limit theorems”, Statist. Probab. Letters, 40:4 (1998), 343-351	39 ^[x]

2000
124.	N. L. Gorn, M. A. Lifshits, “On the functional law of the iterated logarithm for partially observed sums of random variables”, J. Math. Sci. (New York), 99:2 (2000), 1061–1074

1997
125.	M.A.Lifshits, M.Weber, “Regularisation spectrale en theorie ergodique et theorie des probabilites”, Comptes Rendus Acad. Sci. Paris, 324 (1997), 99-103	2 ^[x]
126.	M.A.Lifshits, M.Weber, “Strassen laws of iterated logarithm for partially observed processes”, J. Theor.Probab., 10 (1997), 102-115	4 ^[x]
127.	M.A.Lifshits, “On the lower tail probabilities of some random series”, Ann. Probab., 25 (1997), 424–442	42 ^[x]
128.	P.Deheuvels,M.A Lifshits, “On the Hausdorff dimension of the set generated by exceptional oscillations of a Wiener process”, Studia Sci. Math. Hungarica, 33 (1997), 75–110

1999
129.	A. V. Bulinski, M. A. Lifshits, “Rates of clustering in Strassen's law for random polygons”, J. Math. Sci. (New York), 93:3 (1999), 287–293

1996
130.	G.Haiman, M.A.Lifshits, “First passage probability for Markov chain”, Research developments in probability and statistics, M.Puri Festschrift, VSP, 1996, 27-32

1995
131.	A. V. Bulinski, M. A. Lifshits, “Rate of convergence in the functional law of the iterated logarithm with non-standard normalizing factors”, Russian Math. Surveys, 50:5 (1995), 925–944
132.	A.V. Bulinskii, M.A. Lifshits, “Best convergence rate in Strassen law for random polygons”, Moscow University Math Bull., 50:5 (1995), 31-36
133.	M.A .Lifshits, Gaussian Random Functions, Kluwer, Dordrecht, 1995 , 333 pp.

1998
134.	Yu.A. Davydov, M.A.Lifshits, N.V.Smorodina, Local properties of distributions of stochastic functionals, Translations of Mathematical Monographs, 173, AMS, Providence, 1998

1994
135.	M.A.Lifshits, “Tail probabilities of Gaussian suprema and Laplace transform.”, Ann.Inst. H.Poincare. Ser. Probab. Statist., 30 (1994), 163-179
136.	P.Deheuvels, M.A Lifshits, “Necessary and sufficient condition for the Strassen law of the iterated logarithm in non-uniform topologies”, Ann. Probab., 22 (1994), 1838-1856	4 ^[x]
137.	A.V. Bulinskii, M.A. Lifshits, “On the convergence rate in the functional law of the iterated logarithm under nonstandard normalization”, Russian Acad. Sci. Doklady, 49 (1994), 294-297

1998
138.	P.Deheuvels,M.A. Lifshits, “Protuberance effect in generalized Strassen-Revesz law”, J.Math. Sci. (N.Y.), 1998, no. 88, 22-28

1993
139.	P.Deheuvels,M.A Lifshits, “Strassen-type functional laws for strong topologies”, Probab. Theor. Relat. Fields, 97 (1993), 151-168	12 ^[x]
140.	M.A. Lifshits, Issledovanie raspredelenii stokhasticheskikh funktsionalov, Diss. dokt. fiz.-matem. nauk, SPbGU, Sankt-Peterburg, 1993 , 300 pp.

1992
141.	M.A.Lifshits, “Gaussian large deviation of a smooth seminorm”, Probability Theory and Mathematical Statistics, Proc. VI USSR-Japan Symp. (Kiev, 1991), eds. Shiryaev, A. N., World Scientific, Singapore, 1992, 193-201
142.	M.A.Lifshits, “Functional laws for strong topologies”, Statistique de processus en milieu medical, Universite Paris V, Paris, 1992, 295-302

1995
143.	M. A. Lifshits, “Asymptotics of Gaussian large deviations on smooth seminorm”, J. Math. Sci., 75:5 (1995), 1940–1943

1990
144.	M.A.Lifshits, “On the norm distribution of Gaussian and other stable vectors”, Probability Theory and Mathematical Statistics, Proc V Vilnius Conf. (Vilnius, 1989), 2, Mokslas, Vilnius, 1990, 97-104

1994
145.	M.A.Lifshits, “Computation of the exact asymptotics of some Gaussian large deviations.”, J.Math. Sci. (N.Y.), 68 (1994), 531-539

1989
146.	N. V. Smorodina, M. A. Liphshitz, “Distribution of the Norm of an Stable Vector”, Theory Probab. Appl., 34:2 (1989), 266–274

1992
147.	M.A.Lifshits, “Oscillation and lower bound of the distribution of the maximum of Gaussian field”, J. Sov. Math., 61 (1992), 1876-1879

1988
148.	M.A. Lifshits, “Distribution density of the norm of a stable vector”, J.Sov. Math., 43 (1988), 2810-2816

1987
149.	M. A. Lifshits, “The distribution of the maximum of a Gaussian process”, Theory Probab. Appl., 31:1 (1987), 125–132

1986
150.	M.A.Lifshits, B.S. Tsirelson, “Small deviations of Gaussian field”, Theory Probab. Appl., 31 (1986), 557-558
151.	M.A.Lifshits, “Division of multidemensional sets”, Rings and Modules. Limit theorems of Probability theory, LGU, Leningrad, 1986, 175-178

1985
152.	M. A. Lifshits, “Invariant measures generated by random fields with independent values”, Funct. Anal. Appl., 19:4 (1985), 329–330
153.	Yu. A. Davydov, M. A. Lifshits, “Fibering method in some probabilistic problems”, J. Soviet Math., 31:2 (1985), 2796–2858
154.	M. A. Lifšitz, “An application of the method of stratification to the study of functionals of processes with independent increaments”, Theory Probab. Appl., 29:4 (1985), 753–765

1984
155.	M.A.Lifshits, “Distribution density of the maximum of Gaussian process”, Theor. Probab. Appl., 29 (1984), 851-852
156.	M.A.Lifshits, “The stratification method for processes with independent increments”, Theor. Probab. Appl., 28 (1984), 832-834
157.	M.A. Lifshits, “Stratification method for the processes with independent increments”, J. Sov. Math., 27 (1984), 3241-3251

1983
158.	M. A. Lifšic, “On the absolute continuity of the distributions of functionals of stochastic processes”, Theory Probab. Appl., 27:3 (1983), 600–607

1982
159.	M. A. Lifšic, “The fibre method and its application to the investigation of functionals of stochastic processes”, Theory Probab. Appl., 27:1 (1982), 69–83

1984
160.	M.A.Lifshits, “Absolute continuity of functionals of “supremum” type for Gaussian processes.”, J. Sov. Math., 27 (1984), 3103-3112

1982
161.	Yu.A. Davydov, M.A.Lifshits, N.V.Smorodina, “Fibering method in the theory of random processes”, Reports of the IV Soviet-Japan Symposium on probability theory and mathematical statistics (Tbilisi,1982), Metsniereba, Tbilisi, 1982, 184-186

1981
162.	M.A. Lifshits, Nekotorye zadachi teorii sluchainykh protsessov, svyazannye s otobrazheniyami mer, Diss. kand. fiz.-matem. nauk, LGU, Leningrad, 1981 , 150 pp.

1984
163.	M. A. Lifshits, “On the occupation times of Gaussian stationary processes”, J. Soviet Math., 24:5 (1984), 555–568

1982
164.	M. A. Lifshits, “Local time for functions and Gaussian processes”, J. Soviet Math., 20:3 (1982), 2181–2186

1979
165.	M.A.Lifshits, “Local times for Gaussian processes”, Theor. Probab. Appl., 23 (1979), 835-836	1 ^[x]

1980
166.	M. A. Lifšic, “On the representation of Levy's fields by indicators.”, Theory Probab. Appl., 24:3 (1980), 629–633

Presentations in Math-Net.Ru

1.	Распределение производной броуновской натянутой струны M. A. Lifshits Seminar on Probability Theory and Mathematical Statistics December 13, 2024 18:00
2.	Мини-конференция памяти Владимира Николаевича Судакова, посвященная 90-летию со дня его рождения S. G. Bobkov, V. I. Bogachev, M. K. Dospolova, I. A. Ibragimov, M. A. Lifshits, S. V. Shaposhnikov Seminar on Probability Theory and Mathematical Statistics May 24, 2024 17:00
3.	Винеровский процесс с ограничениями на $L_2$-норму M. A. Lifshits Seminar on Probability Theory and Mathematical Statistics April 12, 2024 18:00
4.	Brownian chain break and some exit problems M. A. Lifshits Joint Mathematical seminar of Saint Petersburg State University and Peking University November 17, 2022 15:00
5.	The entropy of Gaussian measures M. A. Lifshits St. Petersburg Seminar on Representation Theory and Dynamical Systems November 2, 2022 18:00
6.	Breaking the Brownian chain M. A. Lifshits Seminar on Probability Theory and Mathematical Statistics March 13, 2020 18:00
7.	Время и место разрыва броуновской цепочки M. A. Lifshits Principle Seminar of the Department of Probability Theory, Moscow State University March 4, 2020 16:45
8.	Большие уклонения и сложность пуассоновских картинок M. A. Lifshits Seminar on Probability Theory and Mathematical Statistics November 16, 2018 18:00
9.	Несколько новых результатов о вероятностях малых уклонений M. A. Lifshits Traditional winter session MIAN–POMI devoted to the topic "Probability theory" December 13, 2016 12:30
10.	Некоторые обобщения задач линейного прогнозирования и аппроксимации для стационарных процессов M. A. Lifshits Seminar on Probability Theory and Mathematical Statistics October 28, 2016 18:00
11.	$(H,K)$-дробное броуновское движение: существование и смежные процессы M. A. Lifshits Seminar on Probability Theory and Mathematical Statistics February 20, 2015 18:00
12.	Least Energy Functions Accompanying Brownian Motion M. A. Lifshits International Scientific Conference "Probability Theory and its Applications" On Occasion of 85th Birthday of Yu. V. Prokhorov February 13, 2015 12:30
13.	Энергия натянутой струны, сопровождающей винеровский процесс M. A. Lifshits Seminar on Probability Theory and Mathematical Statistics April 11, 2014 18:00
14.	Случайные процессы переменной негладкости M. A. Lifshits Seminar on Probability Theory and Mathematical Statistics October 5, 2012 18:00
15.	Сложность аппроксимации случайных полей, зависящих от большого числа параметров M. A. Lifshits Seminar on Probability Theory and Mathematical Statistics October 21, 2011 18:00
16.	Approximation of Tensor-type Random fields M. A. Lifshits Principle Seminar of the Department of Probability Theory, Moscow State University March 18, 2009 16:45
17.	“Star dust” and probability M. A. Lifshits Meetings of the St. Petersburg Mathematical Society November 28, 2002

Books in Math-Net.Ru

Probability and statistics. Part 36, Zap. Nauchn. Sem. POMI, 535, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2024, 315 с.
http://mi.mathnet.ru/book2073
Probability and statistics. Part 34, Zap. Nauchn. Sem. POMI, 525, ed. A. Yu. Zaitsev, M. A. Lifshits, 2023, 189 с.
http://mi.mathnet.ru/book1981
Probability and statistics. Part 35, Zap. Nauchn. Sem. POMI, 526, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2023, 211 с.
http://mi.mathnet.ru/book1982
Probability and statistics. Part 32, Zap. Nauchn. Sem. POMI, 510, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2022, 287 с.
http://mi.mathnet.ru/book1937
Probability and statistics. Part 33, Zap. Nauchn. Sem. POMI, 515, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2022, 238 с.
http://mi.mathnet.ru/book1942
Probability and statistics. Part 30, Zap. Nauchn. Sem. POMI, 501, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2021, 343 с.
http://mi.mathnet.ru/book1886
Probability and statistics. Part 31, Zap. Nauchn. Sem. POMI, 505, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2021, 330 с.
http://mi.mathnet.ru/book1891
Probability and statistics. Part 29, Zap. Nauchn. Sem. POMI, 495, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2020, 322 с.
http://mi.mathnet.ru/book1853
Probability and statistics. Part 28, Zap. Nauchn. Sem. POMI, 486, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2019, 309 с.
http://mi.mathnet.ru/book1817
Probability and statistics. Part 27, Zap. Nauchn. Sem. POMI, 474, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2018, 247 с.
http://mi.mathnet.ru/book1764
Probability and statistics. Part 25, Zap. Nauchn. Sem. POMI, 457, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2017, 322 с.
http://mi.mathnet.ru/book1702
Probability and statistics. Part 26, Zap. Nauchn. Sem. POMI, 466, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2017, 338 с.
http://mi.mathnet.ru/book1711
Probability and statistics. Part 24, Zap. Nauchn. Sem. POMI, 454, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2016, 315 с.
http://mi.mathnet.ru/book1676
Probability and statistics. Part 22, Zap. Nauchn. Sem. POMI, 441, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2015, 324 с.
http://mi.mathnet.ru/book1611
Probability and statistics. Part 23, Zap. Nauchn. Sem. POMI, 442, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2015, 183 с.
http://mi.mathnet.ru/book1612
Probability and statistics. Part 21, Zap. Nauchn. Sem. POMI, 431, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2014, 258 с.
http://mi.mathnet.ru/book1572
Probability and statistics. Part 19, Zap. Nauchn. Sem. POMI, 412, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2013, 278 с.
http://mi.mathnet.ru/book1486
Probability and statistics. Part 20, Zap. Nauchn. Sem. POMI, 420, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2013, 178 с.
http://mi.mathnet.ru/book1503
Probability and statistics. Part 18, Zap. Nauchn. Sem. POMI, 408, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2012, 330 с.
http://mi.mathnet.ru/book1467
Probability and statistics. Part 17, Zap. Nauchn. Sem. POMI, 396, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2011, 262 с.
http://mi.mathnet.ru/book1369
Probability and statistics. Part 16, Zap. Nauchn. Sem. POMI, 384, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2010, 315 с.
http://mi.mathnet.ru/book1333
Probability and statistics. Part 15, Zap. Nauchn. Sem. POMI, 368, ed. A. N. Borodin, A. Yu. Zaitsev, M. A. Lifshits, 2009, 288 с.
http://mi.mathnet.ru/book1224

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