Publications of 1968-2003

·         Davydov Yu.  (1968) 

 On convergence of distributions generated by  stationary processes.

            Theor. Probab.  Appl., 13,  4

 

·         Davydov Yu. (1969)  

On strong mixing property for denumerable Markov chains.

            Soviet Doklady, 187, 2

 

·         Davydov Yu. ,  Ibragimov I.,  Gordin M.,  Solev V. (1969)

      Stationary processes:  limit theorems, conditions of regularity.

            Proceedings   of the 1st Sov.-Jap. sympos. on  Probab. Theory, Khabarovsk

 

·         Davydov Yu. (1970)  

      Invariance principle for stationary processes.

           Theor. Probab.  Appl., 15, 3, 498-509.

 

·         Davydov Yu. (1970)   

Limit theorems for stationary processes.

          ( PhD).

 

·         Davydov Yu. , Ibragimov I. (1971)

On asymptotic behaviour of some  functionals   of  processes  with  independent increments.

            Theor. Probab.  Appl., 16, 1 

 

·         Davydov Yu. (1971) 

On  analogues  of  arcsinus law for  random walks.

           Soviet Doklady, 198, 3.

 

·         Davydov Yu. (1972)

Th\'eor\`emes  limites  pour  les  fonctionnelles   des   processus additifs multidimensionnels.

           C. R. Acad. Sci., Série A, 275.

 

·         Davydov Yu.  (1973) 

      Mixing conditions for  Markov chains.

            Theor. Probab.  Appl., 18, 2, 321-338.

 

·         Davydov Yu. (1973)  

Limit theorems for functionals  of  stochastic processes  with independent increments.

            Theor. Probab.  Appl., 18, 3.

 

·         Davydov Yu. (1973)  

Un   théorème   du   type   taubérien   et   ses  applications  probabilistes.

            C. R. Acad. Sci., Série A, 276.

 

·         Davydov Yu. (1974)

Sur  une  classe des fonctionnelles des processus stables et de marches aléatoires.

           Annales de l'Inst. Henri Poincaré, 10, 1.

 

·         Davydov Yu.,  Shoukri  E. (1975) 

A local limit theorem for weighted  sums of independent random variables.

            Vestnik LGU, 13, 3

 

·         Davydov Yu. (1976) 

On local times of stochastic processes.

            Theor. Probab. Appl., 21, 1, 172-179.

 

·         Davydov Yu. (1976) 

On local times of random fields.

           Theor. Probab. Appl., 21, 3, 670-671.

 

·         Davydov Yu.  (1976) 

On limit behaviour  of additif functionals of semi-stable  processes.

            LOMI seminars, 56, 102-112.

 

·         Davydov Yu., Osipov L.  (1977) 

Lectures on Probability Theory.

            Edit. of Leningrad University

 

·         Davydov Yu., Rozin A.  (1978) 

On the caracterisation of some families of mesures.

            Theor. Probab.  Appl., 23, 1, 134-136

 

·         Davydov Yu.  (1978) 

On absolute  continuity  distributions for stochastic functionals.

            Theor. Probab.  Appl., 23, 1, 228-229.

 

·         Davydov Yu.  (1978) 

Local times of  multiparameter processes.

            Theor. Probab.  Appl., 23, 3, 594-605.

 

·         Davydov Yu., Rozin A.  (1978) 

Sojourn times for  functions and stochastic  processes.

            Theor. Probab.  Appl., 23, 3, 650-654

 

·         Davydov Yu.  (1979) 

Strong convergence of distributions of stochastic functionals.

      Theor. Probab.  Appl., 24, 2.

 

·         Davydov Yu.  (1979)  

Strong convergence and local limit theorems for supremum type functionals.

            LOMI seminars, 85, 39-45.

 

·         Davydov Yu.  (1980)    

On  strong convergence of distributions of stochastic functionals, I.

            Theor. Probab.  Appl., 25, 4, 782-799.

 

·         Davydov Yu.  (1980) 

On  strong convergence of distributions for stochastic functionals of supremum type (multidimensional  case).

            Theor. Probab.  Appl., 25, 2, 439-440.

 

·         Davydov Yu.  (1980) 

Local invariance principle, I.

            LOMI seminars, 97, 45-50.

 

·         Davydov Yu.  (1981) 

On  strong convergence of distributions of stochastic functionals, II.

           Theor. Probab.  Appl., 26, 2, 266-286.

 

·         Davydov Yu.  (1981)  

Local limit theorems for the functionals on Gaussian processes.

           Theor. Probab.  Appl., 26, 4, 870-871.

 

·         Davydov Yu.  (1981)  

Limit theorems for distributions of stochastic functionals.

2nd  Thesis  (equivalent to Habilitation).

 

·         Davydov Yu.  (1983)  

Local invariance principle, II.

            LOMI seminars, 130, 69-77.

 

·         Davydov Yu.  (1984)  

On the distribution of the norm of Gaussian vectors.

      Theor. Probab.  Appl., 29, 4.

 

·         Davydov Yu., Lifshits M. (1984)  

Stratification method in probabilistic problems.

            VINITI, serie "Theor. Probab., Statist. Math., Cybern. Theor.", 22,

            61-157.

 

·         Davydov Yu.  (1985)  

On absolute continuity of image-measure.

            LOMI seminars, 142, 48-54.

 

·         Davydov Yu.  (1986)  

On strong convergence of distributions of stochastic functionals.

            Proceedings of the 1st Congress of Bernoulli Society, Tashkent, 713-715.

 

·         Davydov Yu.  (1987)  

The structure of distributions of convex functionals.

            Proceedings of the 4th Vilnius conf. on Probab. Theory and Math. Stat.

            Vilnius, V. 1, 405-410.

 

·         Davydov Yu.  (1987) 

Local limit theorems for distributions of stochastic functionals.

            Theor. Probab.  Appl., 33, 4, 788-794.

 

·         Davydov Yu.  (1987)  

Remark on absolute continuity of  distributions of Gaussian functionals.

            Theor. Probab.  Appl., 33, 1, 170-172.

 

·         Davydov Yu.  (1989)  

On infinite-dimensional local limit theorem.

            LOMI seminars, 177, 46-50.

 

·         Davydov Yu.,  Martynova G. V. (1989)  

Limit behaviour of distributions of multiple stochastic integrals.

            Statist. and Control of Random Proc. (Preila, 1987), 55-57, Nauka, Moscow.

 

·         Davydov Yu.  (1990)  

On the distributions of multiple stochastic integrals of Wiener-Ito.

            Theor. Probab.  Appl., v.35, 1, 27-37.

 

·         Davydov Yu.  (1990)  

Note on a theorem of Parthasarathy-Steerneman.

            J. of Chengdu Univ. of Sciences and Technology, 5, 75-80.

 

·         Davydov Yu.  (1990)  

Local invariance principle for empirical processes.

            Abstracts of the 2nd World Congress of Bernoulli Society, Uuppsala, p. 247.

 

·         Davydov Yu.  (1992)  

Convergence in variation  of one-dimensional image-measures.

            LOMI seminars, v. 194, 48-58.

 

·         Davydov Yu.  (1993)  

Absolute continuity of the distribution of $L^p$-norm for semi-stable processes.

Rings and moduls. Limit theorems of probability  theory, III,

Eds. University of  St. Petersburg,  p. 143-145.

 

·         Davydov Yu.  (1994)  

On the rate of strong convergence for convolutions.

Abstracts of XVI Seminar on Stability Problems of Stochastic Models,

            Eger, Hungary, p. 21.

 

  •  Davydov Yu., Manukyan R. (1995) 

A local limit theorem for  multiples stochastic  Wiener-Itô integrals.

Theory of Probab. and Appl., 40, p. 423-430.

  •  Davydov Yu. (1996)  

Weak convergence of discontinuous processes to continuous ones.

Theory of Probab. and Math. Stat., Proceedings of the sem. deducated to memory of Kolmogorov,

      Eds. Ibragimov I., Zaitsev A., Gordon and Breach, p. 15-18.

 

  •  Davydov Yu. (1996)  

Approximation du temps local des processus à trajectoires régulières.

CRAS, t. 332, série I, N°5, 471-474.

 

  •  Davydov Yu. (1997)  

 On the rate of strong convergence for convolutions.

 J. of Math. Sciences, v. 83, N°3.

 

  • Davydov Yu., Vershik A. (1998)

Réarrangements convexes des marches aléatoires.

      Annales de l'IHP, V. 34, N1, 73-95.

 

  • Davydov Yu. (1998)

Convex rearrangements of stable processes.

J. of Math. Sciences., V. 92, pp. 4010-4016.


  • Davydov Yu., Bosq D., (1999)

Local time and density estimation in continuous time.


Math. Methods in Statistics. V. 8, N. 1, pp. 22-45.

 

  • Davydov Yu., Paulauskas V., (1999)

On the estimation of the parameters of multivariate stable distributuion.

      Acta Applicandae Mathematicae, v.58, pp. 108-124.

 

•     Davydov Yu., Paulauskas V. and Rachkauskas A., (2000)

      More on p-stable convex random sets in Banach spaces.

      J. of Teor. Probab., Vol. 13, N1, 39-64.

 

•     Davydov Yu., Egorov V., (2000)

      Functional limit theorems for induced order statistics.

            Math. Methods. of Statist.,V. 9, N° 3, 297-313.

 

•     Davydov Yu., Egorov V., (2000)

      Functional limit theorems for induced order statistics of a sample  from domain of attraction of  p-stable law, 0<p<2.

      in: Asymptotics in Statistics and Probability, Papers in Honor of G.  Roussas,

      Intern. Science Publishers, Netherlands.

 

•     Davydov Yu., (2001)

      Remarks on the convergence of empirical measures.

      Statistical Inference for Stochastic Processes., V. 4, N° 1.

 

•     Davydov Yu., Breton J-Ch., (2001)

      Principe local d'invariance pour des variables aléatoires i.i.d.

            CRAS, t. 333, Série I, p. 673-676.

 

•     Davydov Yu., Thilly E., (2002)

      Convex rearrangements of Gaussian processes.

            Theory of Probab. and its Applications, V. 47, 2.

 

•     Davydov Yu., Lifshits M., (2002) 

      On the rate of approximation of local times

      for smooth random processes.

 

            Theor. Probab. Math. Stat.  Vol. 66, p. 67--77.

 

•     Davydov Yu., Nagaev A., (2002)

      On two approaches to approximation of multidimensional stable laws.

            J. Multivar. Anal. Vol. 82, p. 210--239.

 

•     Davydov Yu., Nagaev A., (2002) 

      Limit theorems and simulation of stable random vectors.

            Limit Theorems in Probability and Statistics, Balatonlelle, 1999,

      (I. Berkes, E. Csáki, M. Csörgő, eds.) János Bolyai Mathematical

      Society, Budapest, 2002, Vol. I, pp. 495--519.

 

•     Davydov Yu., Thilly E., (2002) 

      Convex rearrangements of smoothed random processes.

      Limit Theorems in Probability and Statistics, Balatonlelle, 1999,

     (I. Berkes, E. Csáki, M. Csörgő, eds.) János Bolyai Mathematical

      Society, Budapest, 2002, Vol. I, pp. 521--552.

 

•     Davydov Yu.,  Zitikis R., (2003) 

      The influence of deterministic noise on empirical measures  generated by stationary processes.

      Proc. Amer. Math. Soc., v.132, 4, pp. 1203--1210.

 

•     Davydov Yu.,  Zitikis R., (2003) 

      Generalized Lorentz curves and convexifications of stochastic  processes. 

      J. of Applied Probability, v. 40, 4, pp. 906--925.