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Yaskov, Pavel Andreevich

Statistics Math-Net.Ru
in MathSciNet: 24 (23)
in zbMATH: 14 (14)
in Web of Science: 22 (21)
in Scopus: 25 (25)
Candidate of physico-mathematical sciences (2010)
Speciality: 01.01.05 (Probability theory and mathematical statistics)
E-mail: ;
Website: http://new.math.msu.su/department/probab/staff/yaskov.html; https://misis.ru/university/struktura-universiteta/kafedry/63/employee/; https://mi-ras.ru/index.php?c=admin
UDC: 519.21
   
Main publications:
  1. P. A. Yas'kov, “Estimates for norms of discrete stochastic integrals”, Dokl. Math., 81:3 (2010), 414–417  crossref  mathscinet  zmath  isi  elib  scopus
  2. P. A. Yaskov, “A Generalization of the Menshov–Rademacher Theorem”, Math. Notes, 86:6 (2009), 861–872  mathnet  crossref  crossref  mathscinet  zmath  isi  elib  scopus

https://www.mathnet.ru/eng/person31976
https://scholar.google.com/citations?user=2095750765&hl=en
https://zbmath.org/authors/ai:yaskov.p-a
https://mathscinet.ams.org/mathscinet/MRAuthorID/895581
https://elibrary.ru/author_items.asp?authorid=990601
ISTINA https://istina.msu.ru/workers/2421498
https://www.webofscience.com/wos/author/record/S-2745-2016
https://www.scopus.com/authid/detail.url?authorId=36635347000
https://www.researchgate.net/profile/Pavel-Yaskov

List of publications:
| scientific publications | by years | by types | by times cited | common list |


Citations (Crossref Cited-By Service + Math-Net.Ru)
1. P. A. Yaskov, Teor. Veroyatnost. i Primenen.  mathnet  crossref
2. P. A. Yaskov, Uspekhi Mat. Nauk  mathnet  crossref
3. K. S. Lukyanov, P. A. Yaskov, A. I. Perminov, D. Yu. Turdakov, A. P. Kovalenko, Uspekhi Mat. Nauk  mathnet  crossref

   2024
4. N. N. Andreev, M. A. Vsemirnov, S. O. Gorchinskiy, D. N. Zaporozhets, S. V. Kislyakov, V. V. Kozlov, M. A. Korolev, D. O. Orlov, Yu. S. Osipov, D. V. Treschev, P. A. Yaskov, “Steklov Institute – 90!”, Russian Math. Surveys, 79:3 (2024), 557–562  mathnet  crossref  crossref  mathscinet  adsnasa  isi

   2023
5. Pavel Yaskov, “Marchenko–Pastur law for a random tensor model”, Electron. Commun. Probab., 28 (2023), 23 , 17 pp.  mathnet  crossref  mathscinet; 1

   2024
6. P. A. Yaskov, “Sufficient conditions for the Marchenko–Pastur theorem”, Theory Probab. Appl., 68:4 (2024), 657–673  mathnet  crossref  crossref  scopus

   2022
7. P. A. Yaskov, “Predelnyi spektr vyborochnykh kovariatsionnykh matrits rastuschei razmernosti s graf-zavisimymi elementami”, Teoriya veroyatn. i ee primen., 67:3 (2022), 471–488  mathnet  crossref;  crossref  scopus 2
8. P. A. Yaskov, “On the Davis–Monroe problem”, Russian Math. Surveys, 77:6 (2022), 1155–1157  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi  scopus

   2021
9. Pavel Yaskov, “Limit of the smallest eigenvalue of a sample covariance matrix for spherical and related distributions”, Recent Developments in Stochastic Methods and Applications. ICSM-5 2020, Springer Proc. Math. Statist., 371, Springer, Cham, 2021, 229–241  mathnet  crossref  scopus; 1

   2019
10. Pavel Yaskov, “A maximal inequality for fractional Brownian motions”, J. Math. Anal. Appl., 472:1 (2019), 11–21  mathnet  crossref  mathscinet  zmath  isi  scopus 2
11. Pavel Yaskov, “On pathwise Riemann–Stieltjes integrals”, Statist. Probab. Lett., 150 (2019), 101–107  mathnet  crossref  mathscinet  zmath  isi  scopus 5

   2018
12. Pavel Yaskov, “LLN for quadratic forms of long memory time series and its applications in random matrix theory”, J. Theor. Probability, 31:4 (2018), 2032–2055  mathnet  crossref  mathscinet  isi  scopus 7
13. Pavel Yaskov, “Extensions of the sewing lemma with applications”, Stoch. Proc. Appl., 128:11 (2018), 3940–3965  mathnet  crossref  mathscinet  isi  scopus 3

   2017
14. Stanislav Anatolyev, Pavel Yaskov, “Asymptotics of diagonal elements of projection matrices under many instruments/regressors”, Econometric Theory, 33:3 (2017), 717–738  mathnet  crossref  mathscinet  isi  elib  scopus 17

   2018
15. P. A. Yaskov, “On a spectrum of sample covariation matrices for time series”, Theory Probab. Appl., 62:3 (2018), 432–443  mathnet  crossref  crossref  mathscinet  zmath  isi  elib  scopus

   2016
16. Pavel Yaskov, “A short proof of the Marchenko–Pastur theorem [Une courte démonstration du théorème de Marchenko–Pastur]”, C. R. Math. Acad. Sci. Paris, 354:3 (2016), 319–322 , arXiv: 1506.04922  mathnet  crossref  mathscinet  isi  elib  scopus 23
17. Pavel Yaskov, “Controlling the least eigenvalue of a random Gram matrix”, Linear Algebra Appl., 504 (2016), 108–123  mathnet  crossref  mathscinet  zmath  isi  elib  scopus 6
18. Pavel Yaskov, “Necessary and sufficient conditions for the Marchenko-Pastur theorem”, Electron. Commun. Probab., 21 (2016), 73 , 8 pp.  mathnet  crossref  mathscinet  zmath  isi  elib  scopus 11

   2015
19. Pavel Yaskov, “Sharp lower bounds on the least singular value of a random matrix without the fourth moment condition”, Electron. Commun. Probab., 20 (2015), 044 , 9 pp.  mathnet  crossref  mathscinet  zmath  isi  elib  scopus 8
20. P. Yaskov, “Variance inequalities for quadratic forms with applications”, Math. Methods Statist., 24:4 (2015), 309–319  mathnet  crossref  mathscinet  elib  scopus 11

   2014
21. P. A. Yaskov, “On asymptotic constancy of diagonal elements of a random orthogonal projection”, Russian Math. Surveys, 69:4 (2014), 755–756  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi  elib  scopus
22. P. Yaskov, “Lower bounds on the smallest eigenvalue of a sample covariance matrix”, Electron. Commun. Probab., 19 (2014), 83 , 10 pp.  mathnet  crossref  mathscinet  zmath  isi  elib  scopus 18
23. P. A. Yaskov, “On the law of large numbers for martingales”, Proc. Steklov Inst. Math., 287:1 (2014), 289–298  mathnet  crossref  crossref  isi  elib  elib  scopus

   2013
24. A. N. Shiryaev, I. G. Erlikh, P. A. Yaskov, Veroyatnost v teoremakh i zadachakh (s dokazatelstvami i resheniyami), v. 1, MTsNMO, M., 2013 , 648 pp.
25. P. A. Yaskov, “On the behaviour of the smallest eigenvalue of a high-dimensional sample covariance matrix”, Russian Math. Surveys, 68:3 (2013), 569–570  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi  elib  elib  scopus

   2012
26. A. Bulinski, O. Butkovsky, V. Sadovnichy, A. Shashkin, P. Yaskov, A. Balatskiy, L. Samokhodskaya, V. Tkachuk, “Statistical methods of SNP data analysis and applications”, Open Journal of Statistics, 2:1 (2012), 73–87  mathnet  crossref  mathscinet 11
27. P. A. Yaskov, A. Aigner, A spatial additive model and its applications to flood insurance, Preprint, 2012

   2011
28. P. A. Yaskov, “Asymptotic behaviour of densities of Bernoulli convolutions $\sum\pm n^{-\alpha}$ with $1/2<\alpha\le 1$”, Russian Math. Surveys, 66:6 (2011), 1207–1208  mathnet  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi  elib  elib  scopus
29. P. A. Yaskov, “Necessary conditions in the law of large numbers for martingales and associated systems”, Russian Math. Surveys, 66:4 (2011), 822–824  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi  elib  elib  scopus

   2010
30. P. A. Yaskov, “Testirovanie predskazatelnoi sposobnosti pri nalichii strukturnykh sdvigov”, Kvantil, 2010, no. 8, 127–136
31. P. A. Yas'kov, “Estimates for norms of discrete stochastic integrals”, Dokl. Math., 81:3 (2010), 414–417  crossref  mathscinet  zmath  isi  elib  scopus

   2011
32. P. A. Yaskov, “Strong convergence for multiple sums of non-orthogonal random variables”, Theory Probab. Appl., 55:2 (2011), 351–355  mathnet  crossref  crossref  mathscinet  isi  elib  elib  scopus

   2009
33. P. A. Yaskov, “A Generalization of the Menshov–Rademacher Theorem”, Math. Notes, 86:6 (2009), 861–872  mathnet  crossref  crossref  mathscinet  zmath  isi  elib  scopus

   2010
34. P. A. Yaskov, “The rate of convergence estimations in the weak law of large numbers for epidemic processes”, Theory Probab. Appl., 54:3 (2010), 485–498  mathnet  crossref  crossref  mathscinet  isi  elib  elib  scopus

Presentations in Math-Net.Ru
1. Toward general spectral theory for large random Gram matrices with dependencies
Pavel Yaskov
Sino-Russian Interdisciplinary Mathematical Conference-2
November 25, 2024 15:00   
2. Спонтанно возникающие сигналы с белым шумом
P. A. Yaskov
Annual Session of Steklov Mathematical Institute (Best results 2024)
November 20, 2024 10:40   
3. О задаче Дэвиса-Монро
P. A. Yaskov
Conference "Stochastics" in honor of Professor Albert Shiryaev's 90th anniversary
October 15, 2024 17:25   
4. Об универсальности предельных спектральных распределений случайных матриц
P. A. Yaskov
9th International Conference on Stochastic Methods
June 3, 2024 11:15   
5. On random matrices, tensors and their applications
P. A. Yaskov
Colloquium of Steklov Mathematical Institute of Russian Academy of Sciences
April 6, 2023 16:00   
6. О теореме Марченко–Пастура
P. A. Yaskov

November 11, 2022 17:20   
7. Вокруг теоремы Марченко-Пастура
P. A. Yaskov
Principle Seminar of the Department of Probability Theory, Moscow State University
March 30, 2022 16:45   
8. On stopped fractional Brownian motion, Brownian motion with square root drift, and Gaussian multiplicative chaos
P. A. Yaskov
Stochastic Days. Conference in honor of the 85th birthday of Albert Shiryaev
October 15, 2019 14:30   
9. A maximal inequality for fractional Brownian motions
P. A. Yaskov
Scientific session of the Steklov Mathematical Institute of RAS dedicated to the results of 2018
November 21, 2018 15:30   
10. The Marchenko-Pastur theorem: necessary and sufficient conditions
P. A. Yaskov
Matsbornik-150: algebra, geometry, analysis
November 9, 2016 16:20   
11. Вокруг теоремы Марченко–Пастура
P. A. Yaskov
Structural Learning Seminar
November 3, 2016 17:00
12. Random matrices in finance
P. A. Yaskov
School on Stochastics and Financial Mathematics
September 10, 2015 18:00   
13. Неслучайное в случайном или вероятностные законы случая. Занятие 4
A. D. Kazantsev, P. A. Yaskov
Summer School "Contemporary Mathematics", 2015
July 24, 2015 09:30   
14. Неслучайное в случайном или вероятностные законы случая. Занятие 3
A. D. Kazantsev, P. A. Yaskov
Summer School "Contemporary Mathematics", 2015
July 23, 2015 09:30   
15. Неслучайное в случайном или вероятностные законы случая. Занятие 2
A. D. Kazantsev, P. A. Yaskov
Summer School "Contemporary Mathematics", 2015
July 22, 2015 17:15   
16. Неслучайное в случайном или вероятностные законы случая. Занятие 1
A. D. Kazantsev, P. A. Yaskov
Summer School "Contemporary Mathematics", 2015
July 20, 2015 09:30   
17. Принцип универсальности для эмпирических спектральных распределений выборочных ковариационных матриц
P. A. Yaskov
Seminar of the Department of Probability Theory "Stochastic Analysis: Theory and Applications", Steklov Mathematical Institute of RAS
November 13, 2014 13:00
18. Нижние оценки минимального собственного числа выборочной ковариационной матрицы
P. A. Yaskov
Scientific session of the Steklov Mathematical Institute dedicated to the results of 2014
November 12, 2014 15:00   
19. Асимптотика минимального собственного значения выборочной корреляционной матрицы
P. A. Yaskov
Seminar on Quantum Probability, Statistics, Information
February 24, 2014 16:30
20. Markov chains in simulations
P. A. Yaskov
Colloquium of Steklov Mathematical Institute of Russian Academy of Sciences
June 6, 2013 16:00   
21. Necessary conditions in the law of large numbers for martingales and associated systems
P. A. Yaskov
Principle Seminar of the Department of Probability Theory, Moscow State University
March 7, 2012 16:45
22. The Hoeffding inequality and probability density of infinite convolutions of distributions
P. A. Yaskov
Traditional winter session MIAN–POMI devoted to the topic "Probability and Functional Analysis"
February 17, 2012 12:00   
23. Неравенство Хеффдинга и бесконечные свертки распределений
P. A. Yaskov
Seminar of the Department of Probability Theory "Stochastic Analysis: Theory and Applications", Steklov Mathematical Institute of RAS
October 20, 2011 14:30
24. О необходимых и достаточных условиях сходимости мартингалов к нулю в схеме серий
P. A. Yaskov
Seminar of the Department of Probability Theory "Stochastic Analysis: Theory and Applications", Steklov Mathematical Institute of RAS
April 14, 2011 15:30
25. Предельные теоремы для зависимых случайных полей
P. A. Yaskov
Principle Seminar of the Department of Probability Theory, Moscow State University
September 15, 2010 16:45

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