57 citations · 114 across the 22 of their papers we have counts for
Showing 2015 · math.PRShow all
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math.PR2015
Small Deviations in -norm for Gaussian Dependent Sequences
Seok Young Hong, Mikhail Lifshits, Alexander Nazarov
Let be a centered Gaussian stationary sequence satisfying some minor regularity condition. We study the asymptotic behavior of its weighted -norm…
math.PR2015
Least Energy Approximation for Processes with Stationary Increments
Zakhar Kabluchko, Mikhail Lifshits
A function is called least energy approximation to a function on the interval with penalty if it solves the variational problem $$ \int_0^T \left[ f'(t)^2 +…
math.PR2015★ 2 cited
Bifractional Brownian motion: existence and border cases
Mikhail Lifshits, Ksenia Volkova
Bifractional Brownian motion (bfBm) is a centered Gaussian process with covariance \[ R^{(H,K)}(s,t)= 2^{-K} \left( \left(|s|^{2H}+|t|^{2H} \right)^{K}-|t-s|^{2HK}\right), \qquad s…