Persons
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
 
Nagaev, Aleksandr Viktorovich
Statistics Math-Net.Ru
Total publications: 38
Scientific articles: 36

Number of views:
This page:1158
Abstract pages:10140
Full texts:4938
References:393
Candidate of physico-mathematical sciences (1963)

https://www.mathnet.ru/eng/person27805
List of publications on Google Scholar
List of publications on ZentralBlatt
https://mathscinet.ams.org/mathscinet/MRAuthorID/198283

Publications in Math-Net.Ru Citations
2007
1. N. Josephy, L. Kimball, V. R. Steblovskaya, A. V. Nagaev, M. Pasnievskii, “An algorithmic approach to non-self-financing hedging in a discrete-time incomplete market”, Diskr. Mat., 19:3 (2007),  140–159  mathnet  mathscinet  elib; Discrete Math. Appl., 17:2 (2007), 189–207  scopus 4
2. A. M. Kagan, A. V. Nagaev, “A lemma on stochastic majorization and properties of the Student distribution”, Teor. Veroyatnost. i Primenen., 52:1 (2007),  199–203  mathnet  mathscinet  zmath  elib; Theory Probab. Appl., 52:1 (2008), 160–164  isi  scopus 1
2006
3. A. V. Nagaev, V. R. Steblovskaya, “On a two-dimensional binary model of a financial market and its generalization”, Diskr. Mat., 18:2 (2006),  3–28  mathnet  mathscinet  zmath  elib; Discrete Math. Appl., 16:2 (2006), 109–134  scopus
4. A. V. Nagaev, “Asymptotic properties of multidimensional stable densities and asymmetric problems of large deviations”, Teor. Veroyatnost. i Primenen., 51:4 (2006),  691–711  mathnet  mathscinet  zmath  elib; Theory Probab. Appl., 51:4 (2007), 626–644  isi  scopus
2003
5. A. V. Nagaev, “Limit theorems and testing hypotheses on Markov chains”, Diskr. Mat., 15:4 (2003),  35–65  mathnet  mathscinet  zmath; Discrete Math. Appl., 13:6 (2003), 569–599 2
6. A. Yu. Zaigraev, A. V. Nagaev, “Abelian theorems, limit properties of conjugate distributions, and large deviations for sums of independent random vectors”, Teor. Veroyatnost. i Primenen., 48:4 (2003),  701–719  mathnet  mathscinet  zmath; Theory Probab. Appl., 48:4 (2004), 664–680  isi 2
2002
7. A. V. Nagaev, I. M. Khamdamov, “On the role of extreme summands in sums of independent random variables”, Teor. Veroyatnost. i Primenen., 47:3 (2002),  575–583  mathnet  mathscinet  zmath; Theory Probab. Appl., 47:3 (2003), 533–541  isi 5
1998
8. A. V. Nagaev, “Large deviations for sums of lattice random variables under the Cramer condition”, Diskr. Mat., 10:3 (1998),  115–130  mathnet  mathscinet  zmath; Discrete Math. Appl., 8:4 (1998), 403–419 5
9. A. V. Nagaev, “Cramer large deviations when the extreme conjugate distribution is heavy-tailed”, Teor. Veroyatnost. i Primenen., 43:3 (1998),  456–475  mathnet  mathscinet  zmath; Theory Probab. Appl., 43:3 (1999), 405–421  isi 9
1997
10. A. Yu. Zaigraev, A. V. Nagaev, A. Yakubovskii, “Probabilities of large deviations of the sums of lattice random vectors when the original distribution has heavy tails”, Diskr. Mat., 9:3 (1997),  68–81  mathnet  mathscinet  zmath; Discrete Math. Appl., 7:3 (1997), 313–326 1
1993
11. A. V. Nagaev, “Large deviation theorems for the first time of crossing an increasing level in a transient random walk”, Teor. Veroyatnost. i Primenen., 38:1 (1993),  71–78  mathnet  mathscinet  zmath; Theory Probab. Appl., 38:1 (1993), 46–52  isi
1991
12. A. V. Nagaev, “Integral limit theorems for lacunary distributions”, Diskr. Mat., 3:3 (1991),  89–101  mathnet  mathscinet  zmath; Discrete Math. Appl., 2:5 (1992), 533–546
1988
13. A. V. Nagaev, S. M. Shkolnik, “Some Properties of Close to Normal Symmetric Stable Distributions”, Teor. Veroyatnost. i Primenen., 33:1 (1988),  150–154  mathnet  mathscinet  zmath; Theory Probab. Appl., 33:1 (1988), 139–144  isi 8
1986
14. A. V. Nagaev, “On a boundary problem for the non-recurrent random walk”, Teor. Veroyatnost. i Primenen., 31:2 (1986),  362–367  mathnet  mathscinet  zmath; Theory Probab. Appl., 31:2 (1987), 313–317  isi 1
1985
15. A. V. Nagaev, S. M. Shkol'nik, “A family of probability distributions”, Mat. Zametki, 37:4 (1985),  594–598  mathnet  mathscinet  zmath; Math. Notes, 37:4 (1985), 328–330  isi
16. A. V. Nagaev, “On a method of computing the moments of a ladder variables”, Teor. Veroyatnost. i Primenen., 30:3 (1985),  535–538  mathnet  mathscinet  zmath; Theory Probab. Appl., 30:3 (1986), 569–572  isi 6
1983
17. A. V. Nagaev, “On asymmetric large deviations problem in the case of the stable limit law”, Teor. Veroyatnost. i Primenen., 28:4 (1983),  637–645  mathnet  mathscinet  zmath; Theory Probab. Appl., 28:4 (1984), 670–680  isi 3
1979
18. A. V. Nagaev, “Renewal theorems in $R^d$”, Teor. Veroyatnost. i Primenen., 24:3 (1979),  565–573  mathnet  mathscinet  zmath; Theory Probab. Appl., 24:3 (1980), 572–581  isi 8
1977
19. A. V. Nagaev, “On a property of sums of independent random variables”, Teor. Veroyatnost. i Primenen., 22:2 (1977),  335–346  mathnet  mathscinet  zmath; Theory Probab. Appl., 22:2 (1978), 326–338 16
1975
20. A. V. Nagaev, T. P. Mukhomor, “An asymptotic distribution of epidemic's duration”, Teor. Veroyatnost. i Primenen., 20:4 (1975),  821–833  mathnet  mathscinet  zmath; Theory Probab. Appl., 20:4 (1976), 805–818 2
21. A. V. Nagaev, “Some limit theorem of the renewal theory”, Teor. Veroyatnost. i Primenen., 20:2 (1975),  332–344  mathnet  mathscinet  zmath; Theory Probab. Appl., 20:2 (1976), 323–336 3
22. L. V. Kim, A. V. Nagaev, “On the non-symmetrical problem of large deviations”, Teor. Veroyatnost. i Primenen., 20:1 (1975),  58–68  mathnet  mathscinet  zmath; Theory Probab. Appl., 20:1 (1975), 57–68 7
1973
23. A. V. Nagaev, “Some comments on multidimensional local limit theorems”, Mat. Zametki, 14:4 (1973),  559–563  mathnet  mathscinet  zmath; Math. Notes, 14:4 (1973), 878–880 3
24. A. V. Nagaev, “Some limit theorems for a general stochastic model of epidemics”, Mat. Zametki, 13:5 (1973),  709–716  mathnet  mathscinet  zmath; Math. Notes, 13:5 (1973), 424–428 2
1972
25. A. V. Nagaev, S. K. Sakoyan, “Limit theorems involving large deviations in $R_k$”, Dokl. Akad. Nauk SSSR, 204:3 (1972),  554–556  mathnet  mathscinet  zmath 1
1971
26. A. V. Nagaev, “Limit theorems for the sample coefficients of asymmetry and excess”, Dokl. Akad. Nauk SSSR, 198:2 (1971),  291–292  mathnet  mathscinet  zmath
27. A. V. Nagaev, “A limit theorem for a supercritical branching process”, Mat. Zametki, 9:5 (1971),  585–592  mathnet  mathscinet  zmath; Math. Notes, 9:5 (1971), 338–342 1
28. A. V. Nagaev, “The limit distribution of the extreme terms of the variational series under the large deviation type conditions for the sample mean .”, Teor. Veroyatnost. i Primenen., 16:1 (1971),  118–131  mathnet  mathscinet  zmath; Theory Probab. Appl., 16:1 (1971), 126–140
1970
29. A. V. Nagaev, “The role of the extreme terms of the variation series in the formation of a large deviation of a sum of independent random variables”, Dokl. Akad. Nauk SSSR, 193:3 (1970),  528–530  mathnet  mathscinet  zmath
30. A. V. Nagaev, G. I. Rakhmanina, “Threshold theorems for a stochastic model of an epidemic with natural immunization”, Mat. Zametki, 8:3 (1970),  385–392  mathnet  mathscinet  zmath; Math. Notes, 8:3 (1970), 686–690 1
31. A. V. Nagaev, A. N. Startsev, “Asymptotical treatment of some stochastic model of epidemic”, Teor. Veroyatnost. i Primenen., 15:1 (1970),  97–105  mathnet  mathscinet  zmath; Theory Probab. Appl., 15:1 (1970), 98–107 33
1969
32. A. V. Nagaev, “Integral limit theorems taking into account large deviations when Cramér's condition does not hold. II”, Teor. Veroyatnost. i Primenen., 14:2 (1969),  203–216  mathnet  mathscinet  zmath; Theory Probab. Appl., 14:2 (1969), 193–208 61
33. A. V. Nagaev, “Integral limit theorems taking into account large deviations when Cramer's condition does not hold. I”, Teor. Veroyatnost. i Primenen., 14:1 (1969),  51–63  mathnet  mathscinet  zmath; Theory Probab. Appl., 14:1 (1969), 51–64 109
1968
34. A. V. Nagaev, “Integral theorems for large deviations when the Cramer condition is violated”, Dokl. Akad. Nauk SSSR, 180:2 (1968),  279–281  mathnet
35. A. V. Nagaev, A. V. Startsev, “Threshold theorem for an epidemic model”, Mat. Zametki, 3:2 (1968),  179–185  mathnet  mathscinet  zmath; Math. Notes, 3:2 (1968), 115–119 2
1967
36. A. V. Nagaev, “On the Estimator for the Mean Value of the Direct Descendants of a Particle in Branching Process”, Teor. Veroyatnost. i Primenen., 12:2 (1967),  363–369  mathnet  mathscinet  zmath; Theory Probab. Appl., 12:2 (1967), 314–320 30
1983
37. A. V. Nagaev, “Letter to the editors”, Teor. Veroyatnost. i Primenen., 28:4 (1983),  821  mathnet  mathscinet; Theory Probab. Appl., 28:4 (1984), 856–857
1969
38. A. V. Nagaev, “Letter to the editor”, Teor. Veroyatnost. i Primenen., 14:3 (1969),  561  mathnet; Theory Probab. Appl., 14:3 (1969), 534

Organisations
 
  Contact us:
  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024