Filtros : "PROCESSOS ESTOCÁSTICOS" "IAMBARTSEV, ANATOLI" Limpar

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  • Source: Communications in Mathematics. Unidade: IME

    Subjects: PROBABILIDADE, PROCESSOS ESTOCÁSTICOS, PROCESSOS DE MARKOV

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      LOGACHOV, Artem e LOGACHOVA, Olga e YAMBARTSEV, Anatoli. Moderate, large and super large deviations principles for Poisson process with uniform catastrophes. Communications in Mathematics, v. 33, n. paper 8, p. 1-20, 2025Tradução . . Disponível em: https://doi.org/10.46298/cm.14900. Acesso em: 09 nov. 2025.
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      Logachov, A., Logachova, O., & Yambartsev, A. (2025). Moderate, large and super large deviations principles for Poisson process with uniform catastrophes. Communications in Mathematics, 33( paper 8), 1-20. doi:10.46298/cm.14900
    • NLM

      Logachov A, Logachova O, Yambartsev A. Moderate, large and super large deviations principles for Poisson process with uniform catastrophes [Internet]. Communications in Mathematics. 2025 ; 33( paper 8): 1-20.[citado 2025 nov. 09 ] Available from: https://doi.org/10.46298/cm.14900
    • Vancouver

      Logachov A, Logachova O, Yambartsev A. Moderate, large and super large deviations principles for Poisson process with uniform catastrophes [Internet]. Communications in Mathematics. 2025 ; 33( paper 8): 1-20.[citado 2025 nov. 09 ] Available from: https://doi.org/10.46298/cm.14900
  • Source: RAIRO - Operations Research. Unidade: IME

    Subjects: PROBABILIDADE, PROCESSOS ESTOCÁSTICOS

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      CERDA-HERNÁNDEZ, Jose Javier e LOGACHOV, Artem e YAMBARTSEV, Anatoli. Bid-ask spread dynamics: large upward jump with geometric catastrophes. RAIRO - Operations Research, v. 58, n. 2, p. 1375-1399, 2024Tradução . . Disponível em: https://doi.org/10.1051/ro/2024039. Acesso em: 09 nov. 2025.
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      Cerda-Hernández, J. J., Logachov, A., & Yambartsev, A. (2024). Bid-ask spread dynamics: large upward jump with geometric catastrophes. RAIRO - Operations Research, 58( 2), 1375-1399. doi:10.1051/ro/2024039
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      Cerda-Hernández JJ, Logachov A, Yambartsev A. Bid-ask spread dynamics: large upward jump with geometric catastrophes [Internet]. RAIRO - Operations Research. 2024 ; 58( 2): 1375-1399.[citado 2025 nov. 09 ] Available from: https://doi.org/10.1051/ro/2024039
    • Vancouver

      Cerda-Hernández JJ, Logachov A, Yambartsev A. Bid-ask spread dynamics: large upward jump with geometric catastrophes [Internet]. RAIRO - Operations Research. 2024 ; 58( 2): 1375-1399.[citado 2025 nov. 09 ] Available from: https://doi.org/10.1051/ro/2024039
  • Source: Mathematics. Unidade: IME

    Subjects: PROBABILIDADE, PROCESSOS ESTOCÁSTICOS, PROCESSOS DE MARKOV

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      ROJAS, Helder e LOGACHOV, Artem e IAMBARTSEV, Anatoli. Order book dynamics with liquidity fluctuations: asymptotic analysis of highly competitive regime. Mathematics, v. 11, n. artigo 4235, p. 1-24, 2023Tradução . . Disponível em: https://doi.org/10.3390/math11204235. Acesso em: 09 nov. 2025.
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      Rojas, H., Logachov, A., & Iambartsev, A. (2023). Order book dynamics with liquidity fluctuations: asymptotic analysis of highly competitive regime. Mathematics, 11( artigo 4235), 1-24. doi:10.3390/math11204235
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      Rojas H, Logachov A, Iambartsev A. Order book dynamics with liquidity fluctuations: asymptotic analysis of highly competitive regime [Internet]. Mathematics. 2023 ; 11( artigo 4235): 1-24.[citado 2025 nov. 09 ] Available from: https://doi.org/10.3390/math11204235
    • Vancouver

      Rojas H, Logachov A, Iambartsev A. Order book dynamics with liquidity fluctuations: asymptotic analysis of highly competitive regime [Internet]. Mathematics. 2023 ; 11( artigo 4235): 1-24.[citado 2025 nov. 09 ] Available from: https://doi.org/10.3390/math11204235
  • Source: ESAIM: Probability and Statistics. Unidade: IME

    Assunto: PROCESSOS ESTOCÁSTICOS

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      LOGACHOV, A. e MOGULSKII, Anatolii e IAMBARTSEV, Anatoli. Limit theorems for chains with unbounded variable length memory which satisfy Cramer condition. ESAIM: Probability and Statistics, v. 26, p. 152-170, 2022Tradução . . Disponível em: https://doi.org/10.1051/ps/2022002. Acesso em: 09 nov. 2025.
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      Logachov, A., Mogulskii, A., & Iambartsev, A. (2022). Limit theorems for chains with unbounded variable length memory which satisfy Cramer condition. ESAIM: Probability and Statistics, 26, 152-170. doi:10.1051/ps/2022002
    • NLM

      Logachov A, Mogulskii A, Iambartsev A. Limit theorems for chains with unbounded variable length memory which satisfy Cramer condition [Internet]. ESAIM: Probability and Statistics. 2022 ; 26 152-170.[citado 2025 nov. 09 ] Available from: https://doi.org/10.1051/ps/2022002
    • Vancouver

      Logachov A, Mogulskii A, Iambartsev A. Limit theorems for chains with unbounded variable length memory which satisfy Cramer condition [Internet]. ESAIM: Probability and Statistics. 2022 ; 26 152-170.[citado 2025 nov. 09 ] Available from: https://doi.org/10.1051/ps/2022002
  • Source: Latin American Journal of Probability and Mathematical Statistics. Unidade: IME

    Subjects: PROCESSOS ESTOCÁSTICOS, MECÂNICA ESTATÍSTICA, GRAFOS ALEATÓRIOS

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      KOVCHEGOV, Yevgeniy e OTTO, Peter T. e YAMBARTSEV, Anatoli. Cross-multiplicative coalescent processes and applications. Latin American Journal of Probability and Mathematical Statistics, v. 18, p. 81-106, 2021Tradução . . Disponível em: https://doi.org/10.30757/ALEA.V18-05. Acesso em: 09 nov. 2025.
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      Kovchegov, Y., Otto, P. T., & Yambartsev, A. (2021). Cross-multiplicative coalescent processes and applications. Latin American Journal of Probability and Mathematical Statistics, 18, 81-106. doi:10.30757/ALEA.V18-05
    • NLM

      Kovchegov Y, Otto PT, Yambartsev A. Cross-multiplicative coalescent processes and applications [Internet]. Latin American Journal of Probability and Mathematical Statistics. 2021 ; 18 81-106.[citado 2025 nov. 09 ] Available from: https://doi.org/10.30757/ALEA.V18-05
    • Vancouver

      Kovchegov Y, Otto PT, Yambartsev A. Cross-multiplicative coalescent processes and applications [Internet]. Latin American Journal of Probability and Mathematical Statistics. 2021 ; 18 81-106.[citado 2025 nov. 09 ] Available from: https://doi.org/10.30757/ALEA.V18-05
  • Source: Statistics and Probability Letters. Unidade: IME

    Subjects: CADEIAS DE MARKOV, PROCESSOS DE MARKOV, PROBABILIDADE, PROCESSOS ESTOCÁSTICOS

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      PECHERSKY, Eugene e VIA, Guillem e YAMBARTSEV, Anatoli. Stochastic ising model with plastic interactions. Statistics and Probability Letters, v. 123, p. 100-106, 2017Tradução . . Disponível em: https://doi.org/10.1016/j.spl.2016.11.028. Acesso em: 09 nov. 2025.
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      Pechersky, E., Via, G., & Yambartsev, A. (2017). Stochastic ising model with plastic interactions. Statistics and Probability Letters, 123, 100-106. doi:10.1016/j.spl.2016.11.028
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      Pechersky E, Via G, Yambartsev A. Stochastic ising model with plastic interactions [Internet]. Statistics and Probability Letters. 2017 ; 123 100-106.[citado 2025 nov. 09 ] Available from: https://doi.org/10.1016/j.spl.2016.11.028
    • Vancouver

      Pechersky E, Via G, Yambartsev A. Stochastic ising model with plastic interactions [Internet]. Statistics and Probability Letters. 2017 ; 123 100-106.[citado 2025 nov. 09 ] Available from: https://doi.org/10.1016/j.spl.2016.11.028
  • Source: Journal of Physics A: Mathematical and Theoretical. Unidade: IME

    Subjects: PROCESSOS DE MARKOV, PROCESSOS ESTACIONÁRIOS, PROCESSOS ESTOCÁSTICOS

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      PECHERSKY, Eugene A et al. Large fluctuations of radiation in stochastically activated two-level systems. Journal of Physics A: Mathematical and Theoretical, v. 50, n. 45, p. 1-20, 2017Tradução . . Disponível em: https://doi.org/10.1088/1751-8121/aa8dba. Acesso em: 09 nov. 2025.
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      Pechersky, E. A., Pirogov, S., Schutz, G. M., Vladimirov, A., & Iambartsev, A. (2017). Large fluctuations of radiation in stochastically activated two-level systems. Journal of Physics A: Mathematical and Theoretical, 50( 45), 1-20. doi:10.1088/1751-8121/aa8dba
    • NLM

      Pechersky EA, Pirogov S, Schutz GM, Vladimirov A, Iambartsev A. Large fluctuations of radiation in stochastically activated two-level systems [Internet]. Journal of Physics A: Mathematical and Theoretical. 2017 ; 50( 45): 1-20.[citado 2025 nov. 09 ] Available from: https://doi.org/10.1088/1751-8121/aa8dba
    • Vancouver

      Pechersky EA, Pirogov S, Schutz GM, Vladimirov A, Iambartsev A. Large fluctuations of radiation in stochastically activated two-level systems [Internet]. Journal of Physics A: Mathematical and Theoretical. 2017 ; 50( 45): 1-20.[citado 2025 nov. 09 ] Available from: https://doi.org/10.1088/1751-8121/aa8dba
  • Source: Brazilian Journal of Probability and Statistics. Unidade: IME

    Subjects: PROBABILIDADE, PROCESSOS ESTOCÁSTICOS

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      CERDA-HERNÁNDEZ, Jose Javier e IAMBARTSEV, Anatoli e ZOHREN, S. On the critical probability of percolation on random causal triangulations. Brazilian Journal of Probability and Statistics, v. 31, n. 2, p. 215-228, 2017Tradução . . Disponível em: https://doi.org/10.1214/16-bjps310. Acesso em: 09 nov. 2025.
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      Cerda-Hernández, J. J., Iambartsev, A., & Zohren, S. (2017). On the critical probability of percolation on random causal triangulations. Brazilian Journal of Probability and Statistics, 31( 2), 215-228. doi:10.1214/16-bjps310
    • NLM

      Cerda-Hernández JJ, Iambartsev A, Zohren S. On the critical probability of percolation on random causal triangulations [Internet]. Brazilian Journal of Probability and Statistics. 2017 ; 31( 2): 215-228.[citado 2025 nov. 09 ] Available from: https://doi.org/10.1214/16-bjps310
    • Vancouver

      Cerda-Hernández JJ, Iambartsev A, Zohren S. On the critical probability of percolation on random causal triangulations [Internet]. Brazilian Journal of Probability and Statistics. 2017 ; 31( 2): 215-228.[citado 2025 nov. 09 ] Available from: https://doi.org/10.1214/16-bjps310
  • Source: Book of abstracts. Conference titles: Workshop on Probabilistic and Statistical Methods. Unidade: IME

    Assunto: PROCESSOS ESTOCÁSTICOS

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      IAMBARTSEV, Anatoli. Stochastic ising model with plastic interactions. 2017, Anais.. São Carlos, SP: ICMC-USP/DEs-UFSCar, 2017. Disponível em: http://wpsm.icmc.usp.br/5WPSM/Program_5WPSM.pdf. Acesso em: 09 nov. 2025.
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      Iambartsev, A. (2017). Stochastic ising model with plastic interactions. In Book of abstracts. São Carlos, SP: ICMC-USP/DEs-UFSCar. Recuperado de http://wpsm.icmc.usp.br/5WPSM/Program_5WPSM.pdf
    • NLM

      Iambartsev A. Stochastic ising model with plastic interactions [Internet]. Book of abstracts. 2017 ;[citado 2025 nov. 09 ] Available from: http://wpsm.icmc.usp.br/5WPSM/Program_5WPSM.pdf
    • Vancouver

      Iambartsev A. Stochastic ising model with plastic interactions [Internet]. Book of abstracts. 2017 ;[citado 2025 nov. 09 ] Available from: http://wpsm.icmc.usp.br/5WPSM/Program_5WPSM.pdf
  • Source: Journal of Statistical Physics. Unidade: IME

    Subjects: MODELO DE ISING, PROCESSOS ESTOCÁSTICOS, MECÂNICA ESTATÍSTICA

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      GONZÁLEZ NAVARRETE, Manuel Alejandro e PECHERSKY, Eugene A e YAMBARTSEV, Anatoli. Phase transition in ferromagnetic Ising model with a cell-board external field. Journal of Statistical Physics, v. 162, n. Ja 2016, p. 139-161, 2016Tradução . . Disponível em: https://doi.org/10.1007/s10955-015-1392-9. Acesso em: 09 nov. 2025.
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      González Navarrete, M. A., Pechersky, E. A., & Yambartsev, A. (2016). Phase transition in ferromagnetic Ising model with a cell-board external field. Journal of Statistical Physics, 162( Ja 2016), 139-161. doi:10.1007/s10955-015-1392-9
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      González Navarrete MA, Pechersky EA, Yambartsev A. Phase transition in ferromagnetic Ising model with a cell-board external field [Internet]. Journal of Statistical Physics. 2016 ; 162( Ja 2016): 139-161.[citado 2025 nov. 09 ] Available from: https://doi.org/10.1007/s10955-015-1392-9
    • Vancouver

      González Navarrete MA, Pechersky EA, Yambartsev A. Phase transition in ferromagnetic Ising model with a cell-board external field [Internet]. Journal of Statistical Physics. 2016 ; 162( Ja 2016): 139-161.[citado 2025 nov. 09 ] Available from: https://doi.org/10.1007/s10955-015-1392-9
  • Source: Information Processes. Unidades: IGC, IME

    Subjects: PROCESSOS DE MARKOV, PROCESSOS ESTOCÁSTICOS, TECTÔNICA DE PLACAS

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      PECHERSKY, Eugene A et al. Dynamics of tectonic plates. Information Processes, v. 15, n. 1, p. 51-65, 2015Tradução . . Disponível em: http://www.jip.ru/2015/51-65-2015.pdf. Acesso em: 09 nov. 2025.
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      Pechersky, E. A., Pirogov, S., Sadowski, G. R., & Yambartsev, A. (2015). Dynamics of tectonic plates. Information Processes, 15( 1), 51-65. Recuperado de http://www.jip.ru/2015/51-65-2015.pdf
    • NLM

      Pechersky EA, Pirogov S, Sadowski GR, Yambartsev A. Dynamics of tectonic plates [Internet]. Information Processes. 2015 ; 15( 1): 51-65.[citado 2025 nov. 09 ] Available from: http://www.jip.ru/2015/51-65-2015.pdf
    • Vancouver

      Pechersky EA, Pirogov S, Sadowski GR, Yambartsev A. Dynamics of tectonic plates [Internet]. Information Processes. 2015 ; 15( 1): 51-65.[citado 2025 nov. 09 ] Available from: http://www.jip.ru/2015/51-65-2015.pdf
  • Source: Bioinformatics and Biology Insights. Unidade: IME

    Subjects: ESTATÍSTICA APLICADA, BIOESTATÍSTICA, PROCESSOS ESTOCÁSTICOS

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      DONG, Xiaoxi et al. Reverse enGENEering of regulatory networks from big data: a roadmap for biologists. Bioinformatics and Biology Insights, v. 9, p. 61-74, 2015Tradução . . Disponível em: https://doi.org/10.4137/BBI.S12467. Acesso em: 09 nov. 2025.
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      Dong, X., Iambartsev, A., Ramsey, S. A., Thomas, L. D., Shulzhenko, N., & Morgun, A. (2015). Reverse enGENEering of regulatory networks from big data: a roadmap for biologists. Bioinformatics and Biology Insights, 9, 61-74. doi:10.4137/BBI.S12467
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      Dong X, Iambartsev A, Ramsey SA, Thomas LD, Shulzhenko N, Morgun A. Reverse enGENEering of regulatory networks from big data: a roadmap for biologists [Internet]. Bioinformatics and Biology Insights. 2015 ; 9 61-74.[citado 2025 nov. 09 ] Available from: https://doi.org/10.4137/BBI.S12467
    • Vancouver

      Dong X, Iambartsev A, Ramsey SA, Thomas LD, Shulzhenko N, Morgun A. Reverse enGENEering of regulatory networks from big data: a roadmap for biologists [Internet]. Bioinformatics and Biology Insights. 2015 ; 9 61-74.[citado 2025 nov. 09 ] Available from: https://doi.org/10.4137/BBI.S12467
  • Source: Brazilian Journal of Probability and Statistics. Unidade: IME

    Subjects: MECÂNICA QUÂNTICA, MECÂNICA ESTATÍSTICA, PROCESSOS ESTOCÁSTICOS, GEOMETRIA DIFERENCIAL

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      KELBERT, Mark e SUHOV, Yu. M e IAMBARTSEV, Anatoli. A Mermin–Wagner theorem on Lorentzian triangulations with quantum spins. Brazilian Journal of Probability and Statistics, v. 28, n. 4, p. 515-537, 2014Tradução . . Disponível em: https://doi.org/10.1214/13-BJPS222. Acesso em: 09 nov. 2025.
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      Kelbert, M., Suhov, Y. M., & Iambartsev, A. (2014). A Mermin–Wagner theorem on Lorentzian triangulations with quantum spins. Brazilian Journal of Probability and Statistics, 28( 4), 515-537. doi:10.1214/13-BJPS222
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      Kelbert M, Suhov YM, Iambartsev A. A Mermin–Wagner theorem on Lorentzian triangulations with quantum spins [Internet]. Brazilian Journal of Probability and Statistics. 2014 ; 28( 4): 515-537.[citado 2025 nov. 09 ] Available from: https://doi.org/10.1214/13-BJPS222
    • Vancouver

      Kelbert M, Suhov YM, Iambartsev A. A Mermin–Wagner theorem on Lorentzian triangulations with quantum spins [Internet]. Brazilian Journal of Probability and Statistics. 2014 ; 28( 4): 515-537.[citado 2025 nov. 09 ] Available from: https://doi.org/10.1214/13-BJPS222
  • Source: Electronic Communications in Probability. Unidade: IME

    Subjects: PROCESSOS ESTOCÁSTICOS, GRANDES DESVIOS, PROCESSOS DE MARKOV

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      MOGULSKII, Anatoli e PECHERSKY, Eugene A e IAMBARTSEV, Anatoli. Large deviations for excursions of non-homogeneous Markov processes. Electronic Communications in Probability, v. 19, p. 1-8, 2014Tradução . . Disponível em: https://doi.org/10.1214/ECP.v19-3289. Acesso em: 09 nov. 2025.
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      Mogulskii, A., Pechersky, E. A., & Iambartsev, A. (2014). Large deviations for excursions of non-homogeneous Markov processes. Electronic Communications in Probability, 19, 1-8. doi:10.1214/ECP.v19-3289
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      Mogulskii A, Pechersky EA, Iambartsev A. Large deviations for excursions of non-homogeneous Markov processes [Internet]. Electronic Communications in Probability. 2014 ; 19 1-8.[citado 2025 nov. 09 ] Available from: https://doi.org/10.1214/ECP.v19-3289
    • Vancouver

      Mogulskii A, Pechersky EA, Iambartsev A. Large deviations for excursions of non-homogeneous Markov processes [Internet]. Electronic Communications in Probability. 2014 ; 19 1-8.[citado 2025 nov. 09 ] Available from: https://doi.org/10.1214/ECP.v19-3289
  • Source: Journal of Statistical Physics. Unidade: IME

    Assunto: PROCESSOS ESTOCÁSTICOS

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      PECHERSKY, Eugene A. e YAMBARTSEV, Anatoli. Percolation properties of the non-ideal gas. Journal of Statistical Physics, v. 137, n. 3, p. 501-520, 2009Tradução . . Disponível em: https://doi.org/10.1007/s10955-009-9856-4. Acesso em: 09 nov. 2025.
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      Pechersky, E. A., & Yambartsev, A. (2009). Percolation properties of the non-ideal gas. Journal of Statistical Physics, 137( 3), 501-520. doi:10.1007/s10955-009-9856-4
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      Pechersky EA, Yambartsev A. Percolation properties of the non-ideal gas [Internet]. Journal of Statistical Physics. 2009 ; 137( 3): 501-520.[citado 2025 nov. 09 ] Available from: https://doi.org/10.1007/s10955-009-9856-4
    • Vancouver

      Pechersky EA, Yambartsev A. Percolation properties of the non-ideal gas [Internet]. Journal of Statistical Physics. 2009 ; 137( 3): 501-520.[citado 2025 nov. 09 ] Available from: https://doi.org/10.1007/s10955-009-9856-4

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