On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables

DOI10.3103/S1063454118030123zbMath1433.01023OpenAlexW2891483928MaRDI QIDQ2289227

I. A. Ibragimov, Dmitry Zaporozhets, Alexander I. Nazarov, Mikhail Lifshits

Publication date: 28 January 2020

Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1063454118030123

zbMATH Keywords

Gaussian processesfunctional law of iterated logarithmsmall deviation probabilitiesapproximation of processes of growing dimensionlimit theorems for sums of dependent variablessticky particle systems

Mathematics Subject Classification ID

Schools of mathematics (01A72) History of probability theory (60-03)

Related Items

Toward the history of the St. Petersburg school of probability and statistics. IV: Characterization of distributions and limit theorems in statistics, On the history of the St. Petersburg school of probability and statistics. III: Distributions of functionals of processes, stochastic geometry, and extrema

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