Recent publications (2004 – 2016)
· Davydov Yu., Nagaev A., (2004) On the role played by extreme summands when a sum of i.i.d. random vectors is asymptotically $\alpha$-stable.
J. Appl. Probab. V. 41, pp. 437-454.
· Davydov Yu., Zitikis R., (2004) Convex rearrangements of random elements.
Fields Institute Communications, V. 40, pp. 141-171.
· Davydov Yu., Paulauskas V., (2004) Recent results on $p$-stable convex compact sets with applications.
Fields Institute Communications, V. 40, pp. 127-139.
· Davydov Yu., Zitikis R., (2005) An index of monotonicity and its estimation: a step beyond econometric applications of the Gini index.
Metron - Intern. J. of Stat. V. VXIII, N 3, pp. 351-372.
·
Davydov
Yu., Molchanov I.,
Zuev S., (2005) Strictly stable laws
on convex cones.
(
Preprint math.PR/0512196)
· Davydov Yu., Breton J-Ch., (2005) Théorème limite local pour le sup de processus empiriques pour des variables aléatoires i.i.d.
Liet. Matem. rink.,45, pp. 457-478.
· Davydov Yu., Egorov V. A., (2006) On convergence of empirical point processes.
Stat. and Probab. Letters. V. 76, 17, pp. 1836--1844.
· Davydov Yu., Zitikis R., (2007) Deterministic noises that can be statistically distinguished from the random ones.
Stat. Infer. for Stoch. Proc., V. 10, pp.165--179.
· Davydov Yu., Illig A., (2007) Mixing properties of geometrical cristallization processes.
CRAS, 345, pp. 583--586.
· Davydov Yu., Khoshnevisan, D., Shi, Z. and Zitikis R., (2007) Convex rearrangements, generalized Lorenz curves, and correlated Gaussian data.
Journal of Statistical Planning and Inference, 137 , 915-934.
· Bebbington, M., Davydov Yu., and Zitikis R., (2007) Estimating the renewal function when the second moment is infinite.
Stochastic Models, 23, 27-48.
· Davydov Yu., Molchanov I., Zuev S., (2007) Strictly stable laws on convex cones.
CRAS, 344(5):321--326.
· Davydov Yu., Tilly E., (2007) On convex rearrangements of Lévy processes.
ESAIM: Probab. and Statist., 11, pp. 161-172.
· Davydov Yu., Breton . J-Ch., (2007) Local invariance principle for i.i.d. random variables.
Theor. Probab. and Appl. V. 51, 2, pp. 256--278.
· Davydov Yu., Paulauskas V., (2008) On estimation of parameters for spatial autoregression model.
Stat. Infer. for Stoch. Proc. V. 11, 3, pp.221--325.
· Davydov Yu., Rotar V., (2008) On a non-classical invariance principle.
Stat.Probab.Letters, V. 78, 14, pp. 2031--2038.
· Davydov Yu., Molchanov I. and Zuev S., (2008) On strictly stable laws on convex cones.
EJP, V 13, pp. 259--321.
· Davydov Yu., Zitikis R., (2008) On weak convergence of random fields.
Ann.Inst.Stat.Math. V. 60 (2), pp. 345--365.
· Davydov Yu., Rotar V., (2009) On asymptotic proximity of sequences of probability measures.
J. Teor. Probab., V. 22, 1, pp. 82--98.
· Davydov Yu., Illig A., (2009) Ergodic properties of crystallization processes.
Journal of Mathematical Sciences, V. 163, 4, pp. 375--381.
· Davydov Yu., Banys P. and Paulauskas V., (2010) Remarks on SLLN for linear random fields.
Statistics and Probability Letters, V. 80, 5-6, pp.489--496.
· Davydov Yu., Nagaev A. and Philippe A., (2010) On peeling procedure applied to a Poisson point process,
Adv. in Appl. Prob., v.42, 3, pp. 620--630.
· Davydov Yu., Stoica R. S., Liu S., Fouchard M., Vienne A. and Valsecchi G.B., (2010) Order statistics and heavy-tailed distributions for planetary perturbations on Oort cloud comets.
Astronomy and Astrophysics. , 513, A14, pp. 1--9.
· Davydov Yu., Lachieze-Rey R., (2011) Rearrangements of Gaussian fields,
Stochastic Processes and their Applications, 121, pp. 2606-2628.
· Davydov Yu., (2011) On convex hulls of Gaussian samples.
Lithuanian Mathematical Journal, Vol. 51, No. 2, pp. 171-179.
· Davydov Yu., Molchanov I. and Zuev S., (2011) Stability for random measures, point processes and discrete semigroups.
Bernoulli, V. 17, 3, pp. 1015-1043.
· Davydov Yu., (2011) Remark on locally constant self-similar processes.
POMI seminars, v. 396, pp. 88-92. (see also J.Math.Sci., 188, 6, pp. 686-688.)
· Davydov Yu., (2012) On convex hull of d-dimensional fractional Brownian motion.
Statistics and Probability Letters, 82, No. 1, pp. 37-39.
· Davydov Yu., Dombry C., (2012) On the convergence of Le Page series in Skohorod space.
Statistics and Probability Letters, 82, pp. 145-150.
· Davydov Yu., Dombry C., (2012) Asymptotic behaviour of the convex hull of a stationary Gaussian process.
Lithuanian Mathematical Journal, 52, 4, pp.363-368.
· Davydov Yu., Paulauskas V., (2013) A simple approach in limit theorems for linear random processes and fields with continuous time.
Theory Probab. Appl. 57-4, pp. 589-606.
· Davydov Yu., Paulauskas V., (2014) On the asymptotic form of convex hulls of Gaussian fields.
Central Eropean J. of Mathematics, 12(5), pp. 711--720.
· Davydov Yu., Dombry C., (2014) Convex hulls of regularly varying processes.
Journal of Mathematical Sciences: 199, 2, Page 150-161. (see also :POMI seminairs, 408, pp. 154-174.)
· Davydov Yu., Coupier D., (2014) Random symmetrizations of convex bodies.
Adv.Appl.Prob., 46, 3, pp. 603-621.
· Davydov Yu., (2015) On convex hull and winding number of self-similar processes.
Zap. Nauchn. Sem. POMI, 441, pp. 154–162.
· Davydov Yu., Illig A., (2015) Mixing properties of crystallization processes.
North-Western European Journal of Mathematics, 1, pp. 169-191.