Mikhail Lifshits

Mikhail Lifshits


Research Focus & Metrics

Academic Career Length

45Years (1982-Present)

(Calculated once Scilit publication data is synced: current year − year of first publication + 1)

Representative Publications

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1 January 2012
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MLMikhail Lifshits
Mikhail Lifshits

1 January 1997 in The Annals of Probability
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MLMikhail Lifshits
Mikhail Lifshits
The behavior of tail probabilities $\mathbf{P}{S \leq r}, r \to 0$ is investigated, where $S$ is a series $S = \Sigma \lambda_j Z_j$ generated by some sequence of positive numbers ${\lambda_j}$ and by a sequence ${Z_j}$ of independent copies of a positive random variable $Z$. We present the exact asymptotic expression for $\mathbf{P}{S \leq r}$ by means of Laplace transform $\Lambda (\gamma) = \mathbf{E} \exp {- \gamma S}$ under weak assumptions on the behavior of the tail probabilities of $Z$ in the vicinity of zero. The bounds of accuracy are also given, and under weak supplementary smoothness conditions the asymptotic properties of the density of $S$ are investigated.

1 January 2002 in Memoirs of the American Mathematical Society
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MLMikhail Lifshits
Mikhail Lifshits
WLWerner Linde
Werner Linde

31 August 2005 in Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
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MLMikhail Lifshits
Mikhail Lifshits
TSThomas Simon
Thomas Simon

1 November 1998 in Statistics & Probability Letters
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IIIldar Ibragimov
Ildar Ibragimov
MLMikhail Lifshits
Mikhail Lifshits

3 July 2012 in ESAIM: Probability and Statistics
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SCS. Cohen
S. Cohen
MLMikhail Lifshits
Mikhail Lifshits
We recall necessary notions about the geometry and harmonic analysis on a hyperbolic space and provide lecture notes about homogeneous random functions parameterized by this space. The general principles are illustrated by construction of numerous examples analogous to Euclidean case. We also give a brief survey of the fields parameterized by Euclidean spheres. At the end we give a list of important open questions in hyperbolic case.