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Piterbarg, Vladimir Il'ich
Professor
Doctor of physico-mathematical sciences (1984)
Speciality: 01.01.05 (Probability theory and mathematical statistics)
E-mail:
   
Main publications:
  • Asimptoticheskie metody v teorii gaussovskikh sluchainykh protsessov i polei / V. I. Piterbarg. - Moskva : Izd-vo MGU, 1988. - 174,[1] s.; 22 sm.; ISBN 5-211-00076-5

https://www.mathnet.ru/eng/person18063
https://ru.wikipedia.org/wiki/Piterbarg,_Vladimir_Ilich
List of publications on Google Scholar
https://mathscinet.ams.org/mathscinet/MRAuthorID/198422
https://elibrary.ru/author_items.asp?authorid=4185
ISTINA https://istina.msu.ru/workers/838035
https://www.scopus.com/authid/detail.url?authorId=6701431480

Publications in Math-Net.Ru Citations
2024
1. V. I. Piterbarg, “High excursion probabilities for gaussian fields won smooth manifolds”, Teor. Veroyatnost. i Primenen., 69:2 (2024),  369–392  mathnet; Theory Probab. Appl., 69:2 (2024), 294–312  scopus
2. Ph. E. Koluzanov, V. I. Piterbarg, “High level exceeding probability for a Gaussian process with constant variance and variable smoothness”, Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2024, no. 4,  21–25  mathnet  elib; Moscow University Mathematics Bulletin, 79:4 (2024), 169–174
3. I. A. Alekseev, V. I. Piterbarg, A. Savich, “A limit theorem for Gaussian copulas with weak dependence”, Zap. Nauchn. Sem. POMI, 535 (2024),  5–23  mathnet
2023
4. V. I. Piterbarg, “Asymptotic behavior of point processes of exits of a Gaussian stationary sequence beyond high levels”, Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2023, no. 6,  36–42  mathnet  elib; Moscow University Mathematics Bulletin, 78:6 (2023), 291–297
2022
5. V. I. Piterbarg, Yu. A. Shcherbakova, “On accompanying measures and asymptotic expansions in the B. V. Gnedenko limit theorem”, Teor. Veroyatnost. i Primenen., 67:1 (2022),  57–80  mathnet  mathscinet  zmath; Theory Probab. Appl., 67:1 (2022), 44–61  scopus
2020
6. S. G. Kobelkov, V. I. Piterbarg, I. V. Rodionov, E. Hashorva, “On the maximum of a Gaussian process with unique maximum point of its variance”, Fundam. Prikl. Mat., 23:1 (2020),  161–174  mathnet; J. Math. Sci., 262:4 (2022), 504–513 2
2019
7. V. I. Piterbarg, I. V. Rodionov, “High excursions of Bessel process and other processes of Bessel type”, Dokl. Akad. Nauk, 487:3 (2019),  238–241  mathnet  elib
2018
8. I. A. Kozik, V. I. Piterbarg, “High excursions of Gaussian nonstationary processes in discrete time”, Fundam. Prikl. Mat., 22:2 (2018),  159–169  mathnet; J. Math. Sci., 253:6 (2021), 867–874 2
9. A. O. Kleban, V. I. Piterbarg, “Method of moments for exit probabilities of Gaussian vector processes from a large region”, Teor. Veroyatnost. i Primenen., 63:4 (2018),  669–682  mathnet  elib; Theory Probab. Appl., 63:4 (2019), 545–555  isi  scopus 1
10. V. I. Piterbarg, “Massive excursions of Gaussian isotropic fields. Method of moments”, Teor. Veroyatnost. i Primenen., 63:2 (2018),  240–259  mathnet  elib; Theory Probab. Appl., 63:2 (2018), 193–208  isi  scopus 1
11. A. I. Zhdanov, V. I. Piterbarg, “High extremes of Gaussian chaos processes: a discrete time approximation approach”, Teor. Veroyatnost. i Primenen., 63:1 (2018),  3–28  mathnet  elib; Theory Probab. Appl., 63:1 (2018), 1–21  isi  scopus 7
2015
12. D. A. Korshunov, V. I. Piterbarg, E. Hashorva, “On the Asymptotic Laplace Method and Its Application to Random Chaos”, Mat. Zametki, 97:6 (2015),  868–883  mathnet  mathscinet  elib; Math. Notes, 97:6 (2015), 878–891  isi  scopus 13
13. E. V. Kremena, V. I. Piterbarg, J. Husler, “On shape of trajectories of Gaussian processes having large massive excursions. II”, Teor. Veroyatnost. i Primenen., 60:3 (2015),  613–621  mathnet  mathscinet  elib; Theory Probab. Appl., 60:3 (2016), 513–520  isi  scopus 4
14. A. E. Mazur, V. I. Piterbarg, “Gaussian copula time series with heavy tails and strong time dependence”, Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2015, no. 5,  3–7  mathnet  mathscinet  elib; Moscow University Mathematics Bulletin, 70:5 (2015), 197–201  isi  scopus 3
2013
15. E. V. Kremena, V. I. Piterbarg, Yu. Husler, “On shape of trajectories of Gaussian processes having large massive excursions”, Teor. Veroyatnost. i Primenen., 58:4 (2013),  672–694  mathnet  mathscinet  elib; Theory Probab. Appl., 58:4 (2014), 582–600  isi  elib 4
2005
16. V. I. Piterbarg, B. Stamatovic, “Crude asymptotics of the probability of simultaneous high extrema of two Gaussian processes: the dual action functional”, Uspekhi Mat. Nauk, 60:1(361) (2005),  171–172  mathnet  mathscinet  zmath  elib; Russian Math. Surveys, 60:1 (2005), 167–168  isi  elib  scopus 13
2003
17. V. I. Piterbarg, S. Stamatović, “Limit theorem for high level $a$-upcrossings by $\chi$-process”, Teor. Veroyatnost. i Primenen., 48:4 (2003),  811–818  mathnet  mathscinet  zmath; Theory Probab. Appl., 48:4 (2004), 734–741  isi 15
2002
18. V. I. Piterbarg, A. M. Kozlov, “On large jumps of a Cramer random walk”, Teor. Veroyatnost. i Primenen., 47:4 (2002),  803–814  mathnet  mathscinet  zmath; Theory Probab. Appl., 47:4 (2003), 719–729  isi 7
2000
19. V. I. Piterbarg, Yu. N. Tyurin, “Multivariate rank correlations: a Gaussian field on a direct product of spheres”, Teor. Veroyatnost. i Primenen., 45:2 (2000),  236–250  mathnet  mathscinet  zmath; Theory Probab. Appl., 45:2 (2001), 246–257  isi 1
1999
20. P. Boulongne, K. A. Ol'shanskii, V. I. Piterbarg, “Nonstationary Time Series with a Close Alternative Hypothesis: Locally Asymptotic Distribution of the Likelihood Ratio”, Probl. Peredachi Inf., 35:2 (1999),  75–82  mathnet  mathscinet  zmath; Problems Inform. Transmission, 35:2 (1999), 158–165 1
1996
21. V. I. Piterbarg, “Rice method for Gaussian random fields”, Fundam. Prikl. Mat., 2:1 (1996),  187–204  mathnet  mathscinet  zmath 12
22. T. L. Mikhaleva, V. I. Piterbarg, “On the distribution of the maximum of a Gaussian field with constant variance on a smooth manifold”, Teor. Veroyatnost. i Primenen., 41:2 (1996),  438–451  mathnet  mathscinet  zmath; Theory Probab. Appl., 41:2 (1997), 367–379  isi 18
1995
23. V. I. Piterbarg, V. R. Fatalov, “The Laplace method for probability measures in Banach spaces”, Uspekhi Mat. Nauk, 50:6(306) (1995),  57–150  mathnet  mathscinet  zmath; Russian Math. Surveys, 50:6 (1995), 1151–1239  isi 52
1991
24. Ya. Kormosh, V. I. Piterbarg, “Nonstationarity Criterion for a Gaussian Time-Series Autoregressive Model with a Close Alternative”, Probl. Peredachi Inf., 27:4 (1991),  70–75  mathnet  mathscinet  zmath; Problems Inform. Transmission, 27:4 (1991), 334–338 2
25. V. I. Piterbarg, “On large jumps of a random walk”, Teor. Veroyatnost. i Primenen., 36:1 (1991),  54–64  mathnet  mathscinet  zmath; Theory Probab. Appl., 36:1 (1991), 50–62  isi 9
1984
26. V. I. Piterbarg, I. E. Simonova, “Asymptotic expansions for the probabilities of large runs of nonstationary Gaussian processes”, Mat. Zametki, 35:6 (1984),  909–920  mathnet  mathscinet  zmath; Math. Notes, 35:6 (1984), 477–483  isi 3
1983
27. V. D. Konakov, V. I. Piterbarg, “Rate of convergence of maximal deviation distributions for Gaussian processes and empirical density functions. II”, Teor. Veroyatnost. i Primenen., 28:1 (1983),  164–169  mathnet  mathscinet  zmath; Theory Probab. Appl., 28:1 (1984), 172–178  isi 11
1982
28. V. I. Piterbarg, “Gaussian stochastic processes”, Itogi Nauki i Tekhniki. Ser. Teor. Veroyatn. Mat. Stat. Teor. Kibern., 19 (1982),  155–199  mathnet  mathscinet  zmath; J. Soviet Math., 23:5 (1983), 2599–2626 2
29. V. D. Konakov, V. I. Piterbarg, “Rate of convergence of maximal deviation distributions for Gaussian processes and empirical density functions. I”, Teor. Veroyatnost. i Primenen., 27:4 (1982),  707–724  mathnet  mathscinet  zmath; Theory Probab. Appl., 27:4 (1983), 759–779  isi 9
30. V. I. Piterbarg, “Large deviations of stochastic processes close to the Gaussian ones”, Teor. Veroyatnost. i Primenen., 27:3 (1982),  474–491  mathnet  mathscinet  zmath; Theory Probab. Appl., 27:3 (1983), 504–524  isi 7
1981
31. V. I. Piterbarg, “A Poisson limit theorem for large excursions of a Gaussian sequence”, Dokl. Akad. Nauk SSSR, 257:1 (1981),  48–50  mathnet  mathscinet  zmath
32. V. I. Piterbarg, “Asymptotic expansions in the Poisson limit theorem for large excursions of stationary Gaussian sequences”, Mat. Zametki, 29:1 (1981),  131–144  mathnet  mathscinet  zmath; Math. Notes, 29:1 (1981), 71–78
33. V. I. Piterbarg, “Comparison of distribution functions of maxima of Gaussian processes”, Teor. Veroyatnost. i Primenen., 26:4 (1981),  702–719  mathnet  mathscinet  zmath; Theory Probab. Appl., 26:4 (1982), 687–705  isi 16
34. V. I. Piterbarg, V. P. Prisyažnuk, “The exact asymptotics for the probability of large span of a Gaussian stationary process”, Teor. Veroyatnost. i Primenen., 26:3 (1981),  480–495  mathnet  mathscinet  zmath; Theory Probab. Appl., 26:3 (1982), 468–484  isi 4
1978
35. V. I. Piterbarg, “Asymptotic expansions for the probability of large excursions of Gaussian processes”, Dokl. Akad. Nauk SSSR, 242:6 (1978),  1248–1251  mathnet  mathscinet  zmath 1
36. V. I. Piterbarg, “The central limit theorem for the number of level crossings of a stationary Gaussian process”, Teor. Veroyatnost. i Primenen., 23:1 (1978),  185–189  mathnet  mathscinet  zmath; Theory Probab. Appl., 23:1 (1978), 178–182 7
1973
37. V. I. Piterbarg, “The strong mixing property of a quantized Gaussian process”, Dokl. Akad. Nauk SSSR, 211:1 (1973),  48–50  mathnet  mathscinet  zmath
1972
38. Yu. K. Belyaev, V. I. Piterbarg, “Asymptotics of the average number of $A$-points of overshoot of a Gaussian field beyond a high level”, Dokl. Akad. Nauk SSSR, 203:1 (1972),  9–12  mathnet  mathscinet  zmath
1970
39. Yu. K. Belyaev, V. I. Piterbarg, “Generalized flows with restricted postaetion”, Teor. Veroyatnost. i Primenen., 15:2 (1970),  217–227  mathnet  mathscinet  zmath; Theory Probab. Appl., 15:2 (1970), 204–214 1
1968
40. V. I. Piterbarg, “The existence of moments for the number of level crossings by a Gaussian stationary process”, Dokl. Akad. Nauk SSSR, 182:1 (1968),  46–48  mathnet  mathscinet  zmath
2014
41. E. V. Kremena, V. I. Piterbarg, J. Husler, “Errata to the paper in TVP, v. 58, № 4, p. 672–694”, Teor. Veroyatnost. i Primenen., 59:4 (2014),  822  mathnet  elib
2009
42. A. M. Abramov, V. I. Arnol'd, A. V. Bolsinov, A. N. Varchenko, L. Galgani, B. I. Zhilinskii, Yu. S. Il'yashenko, V. V. Kozlov, A. I. Neishtadt, V. I. Piterbarg, A. G. Khovanskii, V. V. Yashchenko, “Nikolai Nikolaevich Nekhoroshev (obituary)”, Uspekhi Mat. Nauk, 64:3(387) (2009),  174–178  mathnet  mathscinet  zmath  elib; Russian Math. Surveys, 64:3 (2009), 561–566  isi 3
1986
43. V. I. Piterbarg, “Information on the seminar of university scientists”, Teor. Veroyatnost. i Primenen., 31:2 (1986),  428  mathnet; Theory Probab. Appl., 31:2 (1987), 372–373
1981
44. V. I. Piterbarg, “Поправки к статье“ Пуассоновская предельная теорема для больших выбросов гауссовской последовательности” (ДАН, 1981 г., т. 257, № 1)”, Dokl. Akad. Nauk SSSR, 261:3 (1981),  520  mathnet

Presentations in Math-Net.Ru
1. High excursion probabilities for Gaussian fields given on smooth manifolds
Vladimir Piterbarg
International Conference "Theory of Probability and Its Applications: P. L. Chebyshev – 200" (The 6th International Conference on Stochastic Methods)
May 21, 2021 10:00   
2. On maximums of Gaussian fields. Application to processes of Bessel type
V. I. Piterbarg
Stochastic Days. Conference in honor of the 85th birthday of Albert Shiryaev
October 14, 2019 11:20   
3. Massive excursions of Gaussian random fields. Method of moments
V. I. Piterbarg
Principle Seminar of the Department of Probability Theory, Moscow State University
September 20, 2017 16:45
4. High extremes of Gaussian chaos processes. A discrete time approximation approach
V. I. Piterbarg, A. I. Zhdanov
Principle Seminar of the Department of Probability Theory, Moscow State University
April 19, 2017 17:05
5. High extrema of Gaussian chaos processes
V. I. Piterbarg
Principle Seminar of the Department of Probability Theory, Moscow State University
April 13, 2016 16:45
6. High excursion probabilities for product of two Gaussian stationary processes
V. I. Piterbarg, A. I. Zhdanov
Principle Seminar of the Department of Probability Theory, Moscow State University
March 4, 2015
7. On extreme values ​​of Gaussian chaos: the Laplace method
D. A. Korshunov, V. I. Piterbarg
Principle Seminar of the Department of Probability Theory, Moscow State University
February 26, 2014 16:45
8. On some new problems in extreme value statistics
V. I. Piterbarg
Principle Seminar of the Department of Probability Theory, Moscow State University
February 15, 2012 16:45
9. Physical extremes of Gaussian processes
V. I. Piterbarg
Principle Seminar of the Department of Probability Theory, Moscow State University
February 11, 2009 16:45
10. Вероятности высоких экстремумов гауссовских процессов со случайными параметрами
V. I. Piterbarg, E. V. Rumyantseva
Principle Seminar of the Department of Probability Theory, Moscow State University
March 7, 2007 16:20
11. Выбросы гауссовских полей: теоремы сравнения, геометрические вероятности и эйлеровы характеристики
V. I. Piterbarg
Meetings of the Moscow Mathematical Society
October 11, 2005
12. Задача о разорении с гауссовским входом
V. I. Piterbarg
Principle Seminar of the Department of Probability Theory, Moscow State University
September 28, 2005
13. Оценивание экстремального индекса случайной выборки: асимптотические свойства сглаженной оценки Хилла
V. I. Piterbarg
Principle Seminar of the Department of Probability Theory, Moscow State University
September 22, 2004

Organisations
 
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