SOME PUBLICATIONS of V.Rotar
WITH LINKS TO MATH REVIEWS and
JOURNALS
A
key to some Russian journals below:
(i) Russian
Acad. Sci. Dokl. Math. ,
Dokl. Akad. Nauk is
translated in Soviet Math. Dokl.
(ii) Teor. Verojatnost. i Primenen
is translated
in Theory
Probab. Appl...
(iii) Uspekhi Mat. Nauk
is translated in Russian Math. Surveys .
(iv) Mat.Zametki
is translated in Math. Notes.
(v) Avtomatika i Telemekhanika is translated in Automat. Remote Control .
1.
Moments
of value and time of the first jump over a curvilinear boundary. Teor.
Verojatnost. i Primenen 12
1967 755--762. 36 #3395
2.
The
rate of convergence in the multidimensional central limit theorem. Teor.
Verojatnost. i Primenen. 15
1970 370--372. 44 #1087
3.
A
nonuniform estimate of the rate of convergence in the multidimensional central
limit theorem. Teor. Verojatnost. i Primenen. 15
1970 647--665. 44 #1088
4.
(with Nagaev, S. V.) Liapunov
type estimates for the case when the distributions of the summands are nearly
normal. Soviet Math. Dokl. 12 (1971),
1182--1184.; translated from Dokl. Akad. Nauk SSSR 199 (1971),
778-779 46 #6447
5.
(with Nagaev, S.
V.) Sharpening of Ljapunov type estimates (the case when the
distributions of the summands are close to the normal distribution). Teor. Verojatnost. i Primenen. 18
(1973), 109—121, 48 #3106
6.
Certain
limit theorems for polynomials of degree two.
Teor. Verojatnost. i Primenen. 18
(1973), 527--534. 48 #5146
7.
(with
Nagaev, S.V.) Letter to the editors: "Sharpening of Ljapunov type
estimates" (Teor. Verojatnost. i Primenen. 18 (1973),
109--121). Teor. Verojatnost. i Primenen. 21
(1976), no. 1, 226. 53 #11709
8.
Symmetric
dependence, and a certain model for sample inspection. (in Russian) Èkonom. i Mat. Metody 9 (1973),
1150--1156. 54 #6275
9.
On the generalization of the Lindeberg-Feller theorem. Mat. Zametki 18 (1975),
no. 1, 129--135. 53 #4182
10. On controlling a complicated complex of
operations. Èkonom. i Mat. Metody 11 (1975), no. 4, 628--640. 57 #11720
11.
Limit
theorems for multilinear forms and quasipolynomial functions. Teor. Verojatnost. i Primenen. 20 (1975),
no. 3, 527--546. 52 #6839
12. The
distribution of a quadratic form in several random variables. Teor. Verojatnost. i Primenen. 20
(1975), no. 4, 900--902. 53 #9342
13. Some
remarks on summing independent terms in the nonclassical situation. Teor. Verojatnost. i Primenen. 21
(1976), no. 1, 128--135. 53 #6684
14. (with
Presman, E.L.) The translation of the book by M.Kendall and A.Stuart "Multivariate statistical analysis and time
series" {\cyr Mnogomerny\u\i statisticheski\u\i analiz i vremennye
ryady.} (Russian) Edited by A. N. Kolmogorov and Ju. V. Prohorov. Izdat. ``Nauka'', Moscow, 1976. pp. 736 56 #1515
15. (with
Gamkrelidze, N. G.) The rate of convergence in a limit theorem for
quadratic forms. Teor. Verojatnost. i Primenen. 22
(1977), no. 2, 404--407. 56 #1413
16. Nonclassical
estimates of the rate of convergence in the multidimensional central limit
theorem. I. Teor. Verojatnost. i Primenen. 22
(1977), no. 4, 774--790. 57 #10775a
17. Nonclassical
estimates for the rate of convergence in the multidimensional central limit
theorem. II. Teor. Verojatnost. i Primenen. 23
(1978), no. 1, 55-66 57 #10775b
18. Control
models of a large complex of tasks under conditions of uncertainty. (in
Russian) Probabilistic control problems in economics (Russian), pp.
198--238, "Nauka", Moscow, 1977. 80b:90084
19. Macroeconomic
models and nonlinear limit theorems. (in Russian) Probabilistic control
problems in economics (Russian), pp. 167--197. Nauka, Moscow,
1977, 58 #32869
20. Nonclassical
estimates of the accuracy of the approximation in the central limit theorem. Mat. Zametki 23 (1978),
no. 1, 143--154. 58 #24485
21. (with Gamkrelidze, N. G.) A non-uniform analogue of
Esseen's inequality. (in Russian)
Sakharth. SSR Mecn. Akad. Moambe 90 (1978), no. 1, 21--24. 80c:60035
22. Limit
theorems for polylinear forms. J. Multivariate Anal. 9 (1979),
no. 4, 511--530. 81m:60039
23. (with
Gafurov, M. U.) On the exit
of a random walk through a curvilinear boundary. I. (in Russian) Izv. Akad. Nauk UzSSR Ser. Fiz.-Mat. Nauk
1981, no. 1, 10--15, 91. 82k:60145a
24. (with Gafurov, M. U.) On the exit of a
random walk through a curvilinear boundary. II. (in Russian) Izv. Akad. Nauk UzSSR Ser. Fiz.-Mat. Nauk
1981, no. 3, 10--16, 97. 82k:60145b
25. The
incentive principle in a bargaining scheme. (in Russian) Èkonom. i Mat. Metody 17 (1981),
no. 4, 751-764, 83i:90173
26. Summation
of independent terms in a nonclassical situation. Uspekhi Mat. Nauk 37 (1982),
no. 6(228), 137--156. 84d:60045
27. Some
remarks on existence and properties of the utility function. (in Russian) Èkonom. i Mat. Metody 18 (1982),
no. 4, 719--723. 84d:90016
28. (with
Gafurov, M. U.) Exit of a
random walk from a curvilinear boundary. Teor. Veroyatnost. i Primenen. 28
(1983), no. 1, 169--175. 84i:60087
29. Conditions
for the closeness of convolutions, and a nonclassical limit theorem. Dokl. Akad. Nauk SSSR 268 (1983),
no. 6, 1303--1304. 85b:60024
30. (with
Osipov, L.V.) An
infinite-dimensional central limit theorem.
Teor. Veroyatnost. i Primenen. 29 (1984), no. 2, 366--373.] 86c:60012
31. (with
Asriev, A. V.) Estimation of the rate of convergence in the
infinite-dimensional central limit theorem for probabilities of hitting a
parallelepiped. Dokl. Akad. Nauk SSSR 279 (1984),
no. 1, 11--12. 86j:60015
32. (with
Shervashidze, T. L.) Some estimates for distributions of quadratic forms.
Teor. Veroyatnost. i Primenen. 30
(1985), no. 3, 549--554. 87b:60044
33.
(with Asriev, A. V.) The rate of convergence in the infinite-dimensional
limit theorem for the probability of hitting parallelepipeds. Teor. Veroyatnost. i Primenen. 30 (1985), no. 4, 652--661 87d:60014
34.
Sufficient controls in dynamic problems of stochastic optimization. Mat. Zametki 40 (1986), no. 4, 542--551, 555. 88b:93037
35. (with Kiryanova, L. V.) A lemma on
"corrected" distributions. Teor. Veroyatnost. i Primenen. 31 (1986), no. 4, 801--805. 89b:60021
36. (with Kiryanova, L. V.) Some remarks on
the summation of dependent summands. Mat.
Zametki 42 (1987), no.
5, 747--750, 764, 89a:60063
37.
(with
Kiryanova, L. V.) Nonclassical
conditions for the convergence of convolutions to the Poisson distribution. (in
Russian) Random processes and their
applications (Russian), 30--34, Moskov. Inst. Èlektron. Mashinostroeniya, Moscow, 1987. 1 061 400
38. (with Konyukhova, T.
A.) Solutions that are optimal in probability of a problem on a linear
stochastic controller. Probabilistic
problems in discrete mathematics (in Russian), 131--135, Moskov.
Inst. Èlektron. Mashinostroeniya, Moscow, 1987, 992 256
39. (with Kiryanova,
L. V.) The rate of convergence in a central limit theorem for a
martingale. (in Russian) Probability problems in discrete
mathematics), 136--140, Moskov. Inst. Èlektron. Mashinostroeniya,
Moscow, 1988, 1 092 269
40. (with Konyukhova, T.
A.) Stochastic control, optimal with respect to probability, of a linear system
with a quadratic loss functional. (Russian) Probability problems in
discrete mathematics (in Russian), 111--114, Moskov. Inst. Èlektron.
Mashinostroeniya, Moscow, 1988, 1 092 265
41. On
a maximal stimulating arbitrage scheme. (in Russian) Èkonom. i Mat. Metody 25 (1989),
no. 5, 862--868. 90m:90320
42.
(with
Asriev, A. V.) On asymptotic
optimality in probability and almost surely in dynamic control. Stochastics Stochastics Rep. 33 (1990), no. 1-2, 1-16, 91i:93122
43. Connectivity property and optimality almost surely
and in probability. New trends in probability and statistics, Vol. 1
(Bakuriani, 1990), 528--539, VSP, Utrecht, 1991, 93k:93119
44.
(with Kiryanova, L.V.) On the rate of convergence in the limit
theorem for martingales. Dokl. Akad. Nauk SSSR 311 (1990),
no. 5, 1042--1044; translation in Soviet Math. Dokl. 41 (1990),
no. 2, 332--334 (1991), 92b:60026
45.
(with Kiryanova, L.V.) An
estimate for the rate of convergence in the central limit theorem for
martingales. (Russian) Teor. Veroyatnost. i Primenen. 36 (1991), no. 2, 301--312; translation in Theory Probab. Appl. 36 (1991), no. 2, 289--302 (1992), 92k:60042
46.
(with Konyukhova, T.A.) Controls that are asymptotically optimal in
probability and almost surely in a problem on a linear controller. Automat. Remote Control 53 (1992),
no. 6, part 1, 839-850, 93f:93141
47. (with Smirnov, Eugene N.) The maximum
incentive solutions in bargaining problems. Math. Social Sci. 24 (1992), no. 1, 1--18. 93g:90094
48.
(with Sholomitsky, A. G.) On proximity of convolutions.
Probability theory and mathematical statistics (Kiev, 1991), 268--278,
World Sci. Publishing, River Edge, NJ, 1992. 94j:60046
49.
(with Sholomitsky, A.
G.) A condition for the convergence of convolutions. Teor. Veroyatnost. i Primenen. 37
(1992), no. 2, 410-413, ; translation in Theory Probab. Appl. 37 (1992), no. 2, 398-401. 1 211 172
50. {\cyr Teoriya veroyatnoste\u\i}. (in Russian)
[Probability theory] ``Vyssh. Shkola'', Moscow, 1992. 368 pp. ISBN:
5-06-002316-8, 95d:60001
51.
(with Presman,
E. Taksar, M.) Optimality in probability and almost surely. The general
scheme and a linear regulator problem. Stochastics Stochastics Rep. 43
(1993), no. 3-4, 127--137. 95b:93180
52. (with
Sholomitsky, A. G.) On the Pollatsek-Tversky theorem on risk.
J. Math. Psych. 38 (1994),
no. 3, 322--334. 95f:90008
53.
Preferences and metric structures of spaces of alternatives. Math. Social Sci. 27 (1994),
no. 2, 159-184, 95j:90010
54.
(with Rinott, Y.) A
multivariate CLT for local dependence with $n\sp {-1/2}\log n$ rate and
applications to multivariate graph related statistics. J. Multivariate Anal. 56 (1996), no. 2, 333--350. 97a:60035
55.
(with Presman, E.) On the law of large
numbers for nonlinear functions of several random variables. Theory Probab. Appl. 41 (1996), no. 3, 586--592 (1997), 98d:60050
56.
(with Rinott, Y.) On
coupling constructions and rates in the CLT for dependent summands with
applications to the antivoter model and weighted $U$-statistics. Ann. Appl. Probab. 7 (1997), no. 4, 1080--1105. 99g:60050
57.
Probability theory. Translated from the
Russian by the author. World Scientific Publishing Co., Inc., River Edge,
NJ, 1997. xviii+414 pp. ISBN: 981-02-2213-0, 99j:60001
58.
(with Rinott, Y.) Some
estimates for the rate of convergence in the CLT for martingales. I. Theory Probab. Appl. 43 (1999), no. 4, 604-619, 2000e:60037
59.
(with Belkina, T. A.) On conditions for
asymptotic optimality in probability and almost surely in a model of a
controlled diffusion process. Automat. Remote Control 60
(1999), no. 2, part 1, 183-190, 2001m:49024
60.
(with Rinott, Y.)
Normal approximations by Stein's method. Decis. Econ. Finance 23 (2000), no. 1, 15-29, 2001h:60037
61. (with Rinott, Y.) Some
estimates for the rate of convergence in the CLT for martingales. II. Theory Probab. Appl. 44 (2000), no. 3, 523-536, 2001m:60053
62. (with
M.Majumdar) Equilibrium prices in a
random exchange economy with dependent summands. Economic Theory, 15, 2000, 531-550.
63. (with Rinott, Y.) A remark
on quadrant normal probabilities in high dimensions. Statist. Probab. Lett. 51 (2001), no. 1, 47--51. 2002a:62013
64.
(with Shervashidze, T.) On a
extremum problem, Mem. Differential Equations Math. Phys,, 24 (2001),
109-114, 1 875 886
65. (with
Majumdar, M.) Some General Results on
Equilibrium Prices in Large Random Exchange Economies; Annals of Operation
Research, 114, 2002, 245-261, 1 966 976
66. (with
Rinott Y.) On Edgeworth expansions for dependency-neighborhoods chain structures
and Stein's method. Probab. Theory Related Fields 126
(2003), no. 4, 528--570. MR2001197
67. (with
Anderson, J. M., Lesley, F. D.) On a dyadic parametrization of curves. Comput. Methods Funct. Theory 3
(2003), no. 1-2, 105--115. MR2082008
68. (with
Lesley, F. D.) Some remarks on lower bounds of Chebyshev's type for half-lines. JIPAM. J. Inequal. Pure
Appl. Math. 4
(2003), no. 5, Article 96, 7 pp.
(electronic).
MR2048599 (Review)
69. (with Belkina, T.A.) On optimality in probability and almost surely for processes
with the connectivity property. I. Theory Probab. Appl.
50 (2006), no. 1, 16—33,
MR2222735
70. (with Belkina, T.A.) On optimality in probability and
almost surely for processes with the connectivity property. II. The continuous
time case. Theory Probab. Appl. 50 (2006),
no. 2, 187—198, MR2221709
71.
Stein's Method, Edgeworth's Expansions and a Formula of Barbour.
Stein's method and applications, 59--84, Lect. Notes Ser. Inst. Math. Sci. Natl. Univ. Singap., 5,
Singapore Univ. Press, Singapore, 2005.
Actuarial Models: The Mathematics of Insurance, Chapman & Hall/CRC, 2006,
c.650.
72. Actuarial Models: The Mathematics of
Insurance. Chapmam&Hall/CRC, (2006), xx+633 pp.
73. On asymptotic expansions for local
structures of dependencies with strong mixing. (Russian) Teor. Veroyatn. Primen. 52 (2007), no. 1, 21--40; translation in Theory Probab. Appl. 52 (2008), no. 1, 108--124) MR2354567 (2008k:60055)
74.
(with Yu.Davydov) On a non-classical
invariance principle. Statist. Probab. Lett. 78 (2008), no. 14, 2031--2038. MR2458012
75. (with Yu. Davydov) On asymptotic proximity of distributions. J. Theoret. Probab. 22 (2009), no. 1, 82—98. MR2472006, Erratum: []. J. Theoret. Probab. 22 (2009), no. 1, 99, MR2472006
76.
On asymptotically optimal investment with the rank
dependent expected utility criterion. J. Nonlinear Convex Anal. 10 (2009), no. 2, 299–323. MR2976502
77. Some
retrospective remarks on pathwise asymptotic optimality. Dyn. Contin. Discrete Impuls. Syst. Ser. B Appl. Algorithms
19 (2012), no. 1-2, 207–224. MR2918254
78. Probability and stochastic
modeling. CRC Press, Boca Raton, FL, 2013. xviii+490 pp. MR2976502
79. Actuarial
models: The mathematics of insurance. Second
edition. CRC Press, Boca Raton, FL, 2015. MR3244191
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