title: To the history of Saint-Petersburg school of Probability and Statistics. II. Random processes and dependent variables
metadata.name: dc.contributor.author
metadata.value: Zaporozhets, Dmitry N.
metadata.lang: -
metadata.name: dc.contributor.author
metadata.value: Ibragimov, Ildar A.
metadata.lang: -
metadata.name: dc.contributor.author
metadata.value: Lifshits, Mikhail A.
metadata.lang: -
metadata.name: dc.contributor.author
metadata.value: Nazarov, Aleksandr I.
metadata.lang: -
metadata.name: dc.date.accessioned
metadata.value: 2018-09-18T11:32:39Z
metadata.lang: -
metadata.name: dc.date.available
metadata.value: 2018-09-18T11:32:39Z
metadata.lang: -
metadata.name: dc.date.issued
metadata.value: 2018-09
metadata.lang: -
metadata.name: dc.identifier.citation
metadata.value: Zaporozhets D.N., Ibragimov I.A., Lifshits M.A., Nazarov A. I. To the history of Saint-Petersburg school of Probability and Statistics. II. Random processes and dependent variables. Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 2018, vol. 5 (63), issue 3, pp. 367–401.
metadata.lang: en_GB
metadata.name: dc.identifier.other
metadata.value: 10.21638/11701/spbu01.2018.303
metadata.lang: -
metadata.name: dc.identifier.uri
metadata.value: http://hdl.handle.net/11701/14882
metadata.lang: -
metadata.name: dc.description.abstract
metadata.value: This is the second article in a series of surveys devoted to the scientific achievements of
  the Leningrad— Saint-Petersburg school of Probability and Statistics during the period
  from 1947 to 2017. It is devoted to the works on limit theorems for dependent variables,
  in particular Markov chains, mixing sequences, the sequences admitting a martingale approximation,
  and to various topics in the theory of random processes with special emphasis
  on Gaussian processes, including isoperimetric inequalities, estimates of small deviation inequalities
  with respect to various norms, and the functional law of the iterated logarithm.
  We give a short survey and provide a bibliography concerning approximation of the random
  fields of growing parametric dimension and probabilistic models of gravitational systems of
  sticky particles including the laws of large numbers and the estimates for large deviation
  probabilities.
metadata.lang: en_GB
metadata.name: dc.description.sponsorship
metadata.value: Работа выполнена при частичной финансовой поддержке РФФИ (грант №16-01-00258) и СПбГУ (грант СПбГУ— ННИО 6.65.37.2017).
metadata.lang: en_GB
metadata.name: dc.language.iso
metadata.value: ru
metadata.lang: en_GB
metadata.name: dc.publisher
metadata.value: St Petersburg State University
metadata.lang: en_GB
metadata.name: dc.relation.ispartofseries
metadata.value: Vestnik of St Petersburg University. Mathematics. Mechanics. Astronomy;Volume 5(63); Issue 3
metadata.lang: -
metadata.name: dc.subject
metadata.value: limit theorem for dependent variables
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: Gaussian processes
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: small deviation probabilities
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: approximation of processes in growing parametric dimension
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: functional law of the iterated logarithm
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: sticky particle systems
metadata.lang: en_GB
metadata.name: dc.title
metadata.value: To the history of Saint-Petersburg school of Probability and Statistics. II. Random processes and dependent variables
metadata.lang: en_GB
metadata.name: dc.type
metadata.value: Article
metadata.lang: en_GB
resources.filename: 03-Zaporozhets.pdf
resources.url: https://dspace.spbu.ru/bitstream/11701/14882/1/03-Zaporozhets.pdf
resources.format: Adobe PDF
resources.size: 494,1 kB