Full list of publications: |
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Citations (Crossref Cited-By Service + Math-Net.Ru) |
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2023 |
1. |
V. I. Lotov, “Exact formulas in some boundary crossing problems for integer-valued random walks”, Izv. Math., 87:1 (2023), 45–60 |
2. |
V. I. Lotov, “Properties of boundary functionals for a random walk with stable jump distributions”, Sib. Èlektron. Mat. Izv., 20:1 (2023), 455–464 |
3. |
V. I. Lotov, V. R. Khodjibaev, “On the distribution of the crossing number of a strip by trajectories of a stochastic process with independent increments”, Sib. Èlektron. Mat. Izv., 20:2 (2023), 1013–1025 |
4. |
V. I. Lotov, A. S. Tarasenko, “Study of characteristics of the CUSUM procedure in a change point problem”, Sib. Èlektron. Mat. Izv., 20:2 (2023), 987–1000 |
5. |
V. I. Lotov, “On the time of the first level achievement for the ascending-descending process”, J. Appl. Industr. Math., 17:3 (2023), 592–599 |
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2022 |
6. |
V. I. Lotov, V. R. Khodjibayev, “Inequalities for the average first exit time from the strip for the Levy process”, Siberian Electronic Mathematical Reports, 19:2 (2022), 852-860 (to appear) |
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2021 |
7. |
V. I. Lotov, “Inequalities for the average exit time of a random walk from an interval”, Izv. Math., 85:4 (2021), 745–754 |
8. |
V. I. Lotov, V. R. Khodzhibaev, “Inequalities in a two-sided boundary crossing problem for stochastic processes”, Siberian Math. J., 62:3 (2021), 455–461 |
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2020 |
9. |
V. I. Lotov, “On some inequalities in boundary crossing problems for random walks”, Siberian Electronic Mathematical Reports, 17 (2020), 661–671 |
10. |
V. I. Lotov, V. R. Xodjibayev, “On the distribution of the trajectory maximum of a stochastic process with switchings”, Siberian Electronic Mathematical Reports, 17 (2020), 807–813 |
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2019 |
11. |
V. I. Lotov, “Properties of factorization operators in boundary crossing problems for random walks”, Izv. Math., 83:5 (2019), 1050–1065 |
12. |
V. I. Lotov, V. R. Xodjibayev, “On a stochastic process with switchings”, Siberian Electronic Mathematical Reports, 16 (2019), 1531–1546 |
13. |
V. I. Lotov, “On the distribution of the trajectory maximum of a random walk with switchings”, Siberian Electronic Mathematical Reports, 16 (2019), 998–1004 |
14. |
V. I. Lotov, “Factorization method in boundary crossing problems for random walks”, Markov Processes And Related Fields, 25:4 (2019), 709-722 |
15. |
V. I. Lotov, “Bounds for the probability to leave the interval”, Statistics and Probability Letters, 145 (2019), 141–146
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2018 |
16. |
V. I. Lotov, “On a random walk with switchings”, Siberian Electronic Mathematical Reports, 15 (2018), 1320–1331 |
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2020 |
17. |
V. I. Lotov, “On the moment characteristics of ladder variables”, J. Math. Sci., 246:6 (2020), 793–799 |
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2018 |
18. |
V. I. Lotov, E. M. Okhapkina, “On the stationary distribution of a stochastic process”, J. Math. Sci., 231:2 (2018), 218–226 |
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2016 |
19. |
V. I. Lotov, “Approximation of the expectation of the first exit time from an interval for a random walk”, Siberian Math. J., 57:1 (2016), 86–92 |
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2018 |
20. |
V. I. Lotov, A. P. Lvov, “Bounds for the number of crossings of a strip by random walk paths”, J. Math. Sci., 230:1 (2018), 112–117 |
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2015 |
21. |
V. I. Lotov, A. S. Tarasenko, “On the asymptotics of the mean sojourn time of a random walk on a semi-axis”, Izv. Math., 79:3 (2015), 449–466 |
22. |
V. I. Lotov, “On the asymptotics of the distribution of excess”, Sib. Èlektron. Mat. Izv., 12 (2015), 292–299 |
23. |
V. I. Lotov, “On the asymptotics of the ruin probability”, Theory Probab. Appl., 59:1 (2015), 154–163 |
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2013 |
24. |
V. I. Lotov, “On the limit behavior of the distribution of the crossing number of a strip by sample paths of a random walk”, Siberian Math. J., 54:2 (2013), 265–270 |
25. |
V. I. Lotov, “Asymptotic expansions for the distribution of the sojourn time of a random walk on a half-axis”, Proc. Steklov Inst. Math., 282 (2013), 146–156 |
26. |
V. I. Lotov, A. S. Tarasenko, “On the distribution of the first exit time and overshoot in a two-sided boundary crossing problem”, Siberian Adv. Math., 23:2 (2013), 91–98 |
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2014 |
27. |
V. I. Lotov, “Convergence of Distribution of the Sojourn Time of a Random Walk on a Half-Axis”, J. Math. Sci., 198:5 (2014), 575–579 |
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2013 |
28. |
V. I. Lotov, “On the Asymptotics of Weighted Renewal Function”, J. Math. Sci., 188:4 (2013), 435–440 |
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2010 |
29. |
V. I. Lotov, “On the sojourn time of a random walk in a strip”, Siberian Math. J., 51:4 (2010), 621–638 |
30. |
V. I. Lotov, “Factorization identities for the sojourn time of a random walk in a strip”, Siberian Math. J., 51:1 (2010), 119–127 |
31. |
A. Irle, V. Lotov, “On the properties of a multiple sequential test”, Metrika, 72:2 (2010), 189-198 |
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2008 |
32. |
V. I. Lotov, “On the asymptotics of moments for the supremum of a trajectory for random walks with small drift”, Vestn. Novosib. Gos. Univ., Ser. Mat. Mekh. Inform., 8:1 (2008), 51–58 |
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2006 |
33. |
V. I. Lotov, “On the mean value of the ladder epoch for random walks with a small drift”, Izv. Math., 70:6 (2006), 1225–1232 |
34. |
V. I. Lotov, N. G. Orlova, “Asymptotic expansions for the distribution of the crossing number of a strip by a Markov-modulated random walk”, Siberian Math. J., 47:6 (2006), 1066–1083 |
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2007 |
35. |
N. N. Vakhania, I. A. Ibragimov, V. P. Maslov, Yu. V. Prokhorov, B. A. Sevast'yanov, Ya. G. Sinai, D. M. Chibisov, A. N. Shiryaev, I. S. Borisov, V. I. Lotov, A. A. Mogul'skii, S. G. Foss, “To the 75th birthday of A. A. Borovkov”, Theory Probab. Appl., 51:2 (2007), 225–226 |
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2005 |
36. |
V. I. Lotov, N. G. Orlova, “Factorization representations in the boundary crossing problems for random walks on a Markov chain”, Siberian Math. J., 46:4 (2005), 661–667 |
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2004 |
37. |
D. K. Kim, V. I. Lotov, “Asymptotics of the stationary distribution of an oscillating random walk”, Siberian Math. J., 45:5 (2004), 915–930 |
38. |
V. I. Lotov, N. G. Orlova, “Asymptotic expansions for the distribution of the crossing number of a strip by sample paths of a random walk”, Siberian Math. J., 45:4 (2004), 680–698 |
39. |
D. K. Kim, V. I. Lotov, “Oscillating Random Walks with Two Levels of Switching”, Siberian Adv. Math., 14:1 (2004), 7–46 |
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2003 |
40. |
V. I. Lotov, N. G. Orlova, “On the number of crossings of a strip by sample paths of a random walk”, Sb. Math., 194:6 (2003), 927–939 |
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2002 |
41. |
V. I. Lotov, “Inequalities for the moments and distribution of the ladder height of a random walk”, Siberian Math. J., 43:4 (2002), 655–660 |
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2001 |
42. |
I. S. Borisov, I. A. Ibragimov, V. I. Lotov, A. A. Mogul'skii, Yu. V. Prokhorov, S. G. Foss, “Aleksandr Alekseevich Borovkov (on his 70th birthday)”, Russian Math. Surveys, 56:5 (2001), 1009–1012 |
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1998 |
43. |
V. I. Lotov, V. R. Khodzhibaev, “On Limit Theorems for the First Exit Time from a Strip for Stochastic Processes. II”, Siberian Adv. Math., 8:4 (1998), 41–59 |
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1999 |
44. |
V. I. Lotov, “On reaching a high level by a random walk with delay at the origin”, Siberian Math. J., 40:6 (1999), 1079–1090 |
45. |
V. I. Lotov, “Limit theorems in a boundary problem for random walks”, Siberian Math. J., 40:5 (1999), 925–937 |
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1998 |
46. |
V. I. Lotov, V. R. Khodzhibaev, “On Limit Theorems for the First Exit Time from a Strip for Stochastic Processes. I”, Siberian Adv. Math., 8:3 (1998), 90–113 |
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1996 |
47. |
V. I. Lotov, “On oscillating random walks”, Siberian Math. J., 37:4 (1996), 764–774 |
48. |
V. I. Lotov, “On some boundary crossing problems for Gaussian random walks”, The Annals of Probability, 24:4 (1996), 2154-2171
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49. |
O. J. Boxma, V. I. Lotov., “On a class of one-dimensional random walks”, Markov Processes And Related Fields, 2:2 (1996), 349-362 |
50. |
V. I. Lotov, “On the Wiener–Hopf factorization for a class of random walks”, Dokl. Akad. Nauk, 348:2 (1996), 162–164 |
51. |
V. I. Lotov, “On the Wiener-Hopf factorization for one class of random walk”, Doklady Mathematics, 53:3 (1996), 355-357 |
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1993 |
52. |
V. I. Lotov, V. R. Khodzhibaev, “On the number of crossings of a strip for stochastic processes with independent increments”, Siberian Advances in Mathematics, 3:2 (1993), 145-152 |
53. |
V. I. Lotov, V. R. Khodzhibaev, “On the number of crossings of a strip for random processes with independent increments”, Trudy Inst. Mat. SO RAN, 20 (1993), 162–169 |
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1992 |
54. |
V. I. Lotov, “Asymptotic expansions for the CUSUM procedure in a change point problem”, Siberian Advances in Mathematics, 2:3 (1992), 158-172 |
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1991 |
55. |
V. I. Lotov, “Random walks in a strip”, Theory Probab. Appl., 36:1 (1991), 165–170 |
56. |
V. I. Lotov, “On the approximation of the ruin probability with exponential accuracy”, Siberian Mathematical Journal, 32:4 (1991), 588-591 |
57. |
V. I. Lotov, “On the asymptotics of distributions in two-sided boundary problems for random walks defined on a Markov chain”, Siberian Advances in Mathematics, 1:3 (1991), 26-51 |
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1989 |
58. |
V. I. Lotov, “An approach to problems with two boundaries”, Statistics and control of random processes (Russian), Preila, 1987, eds. A.N.Shiryaev, Nauka, Moscow, 1989, 117-121 MR1079348 |
59. |
V. I. Lotov, “On the asymptotics of distributions in problems with two boundaries for random walks defined on a Markov chain”, Trudy Inst. Mat. Sib. Otd. AN SSSR, 13 (1989), 116–136 |
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1988 |
60. |
V. I. Lotov, “On the Accuracy of Approximation in Sequential Wald Test”, Theory Probab. Appl., 33:2 (1988), 276–285 |
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1987 |
61. |
V. I. Lotov, “Asymptotical Expansions for a Sequential Likelihood Ratio Test”, Theory Probab. Appl., 32:1 (1987), 57–67 |
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1985 |
62. |
V. I. Lotov, “Asymptotic of distribution of the supremum of sequential sums”, Math. Notes, 38:5 (1985), 876–882 |
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1986 |
63. |
V. I. Lotov, “On the asymptotic behaviour of the characteristics of the SPRT”, Theory Probab. Appl., 30:1 (1986), 181–187 |
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1985 |
64. |
A. A. Borovkov, V. I. Lotov, A. I. Sakhanenko, “Asymptotic of the coefficients of factorized Eulerian polynomials”, Siberian Mathematical Journal, 26:1 (1985), 16-22 |
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1984 |
65. |
V. I. Lotov, V. R. Khodzhibaev, “Asymptotic expansions in a boundary problem”, Siberian Mathematical Journal, 25:5 (1984), 758-764 |
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1982 |
66. |
V. I. Lotov, “The asymptotic behavior of distributions connected with the exit of a nondiscrete random walk from an interval”, Trudy Inst. Mat. Sib. Otd. AN SSSR, 1 (1982), 18–25 |
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1980 |
67. |
V. I. Lotov, V. R. Khodzhibaev, “O veroyatnosti razoreniya”, Izvestiya AN UzSSR, seriya fiz.-mat. nauk, 1980, no. 3, 28-34 |
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1979 |
68. |
V. I. Lotov, “Asymptotic analysis of distributions in the problems with two boundaries. II”, Theory Probab. Appl., 24:4 (1979), 869–876 |
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1980 |
69. |
V. I. Lotov, “Asymptotic, analysis of the distributions in problems with two boundaries. I”, Theory Probab. Appl., 24:3 (1980), 480–491 |
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1977 |
70. |
V. I. Lotov, “Complete asymptotic expansions in two-boundary problems for random walks”, Soviet Math. Dokl., 18:1 (1977), 63–66 |
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1974 |
71. |
V. I. Lotov, “Limit properties of concentration functions”, Teor. Verojatnost. i Mat. Statist. (Russian), 1974, no. 10, 109-115 |
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