Prof. Dr. Andrei Zaitsev

Profile

Academic positionFull Professor
Research fieldsStochastics, Probability Theory
KeywordsCentral limit theorem, convergence rates, quadratic forms, sums of independent random vectors, approximation

Current contact address

CountryRussian Federation
CitySt. Petersburg
InstitutionRussian Academy of Sciences
InstituteSt. Petersburg Branch of Steklov Mathematical Institute

Host during sponsorship

Prof. Friedrich GötzeFakultät für Mathematik, Universität Bielefeld, Bielefeld
Prof. Friedrich GötzeFakultät für Mathematik, Angewandte Mathematik, Universität Bielefeld, Bielefeld
Start of initial sponsorship01/10/1994

Programme(s)

1994Humboldt Research Fellowship Programme

Publications (partial selection)

2010Götze F., Zaitsev, A.Yu. Uniform rates of approximation by short asymptotic expansions in the CLT for quadratic forms . In: Zapiski Nauchnykh Seminarov POMI, 2010, 105-153
2009Götze F., Zaitsev, A.Yu. Rates of approximation in the multidimensional invariance principle for sums of i.i.d. random vectors with finite moments . In: Zapiski Nauchnykh Seminarov POMI, 2009, 110-121
2009Andrei Zaitsev: Rates of strong Gaussian approximation for the sums of i.i.d. multidimensional random vectors . In: Zapiski Nauchnykh Seminarov POMI, 2009, 148-165
2008Götze F., Zaitsev A.Yu. Bounds for the rate of strong approximation in the multidimensional invariance principle . In: Theory of Probability and its Applications, 2008, 100-123
2007Andrei Zaitsev: Estimates for the rate of strong Gaussian approximation for the sums of i.i.d. multidimensional random vectors . In: Zapiski Nauchnykh Seminarov POMI, 2007, 141-157
2006Andrei Zaitsev: Estimates for the strong approximation in the multidimensional invariance principle . In: Zapiski Nauchnykh Seminarov POMI , 2006, 37-53
2005Andrei Zaitsev: Estimates of the moderate deviations for the L_1-norm of kernel density estimators . In: Vestnik of St.Petersburg University, Ser. Matem. , 2005, 21-33
2004Friedrich Götze, Andrei Zaitsev: Approximation of convolutions by accompanying laws without centering . In: Zapiski Nauchnyh Seminarov POMI, 2004, 44-53
2003Andrei Zaitsev: Approximation of the sample by a Poisson point process. In: Zapiski Nauchnyh Seminarov POMI, 2003, 111-125
2003Andrei Zaitsev: Estimates of the rate of approximation in the Central Limit Theorem for L_1-norm of kernel density estimators. In: Evarist Giné, Michael Marcus, Jon A. Wellner, High Dimensional Probability. III, Progress in Probability, v. 53. Birkhäuser, 2003. 255-292
2003Evarist Giné, David M. Mason, Andrei Yu. Zaitsev: The L_1-norm of density estimator process. In: Annals of Probability, 2003, 719-768
2002Andrei Zaitsev: Estimates for the strong approximation in multidimensional Central Limit Theorem. Proceedings of the International Congress of Mathematicians. Bejing 2002. Vol. III. Invited Lectures. 2002. 107-116
2002Andrei Zaitsev: Estimates of the rate of approximation in a de-Poissonization lemma. In: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques, 2002, 1071-1086
2001Andrei Zaitsev: Multidimensional version of the results of Sakhanenko in the invariance principle for vectors with finite exponential moments. II.. In: Theory of Probability and its Application, 2001, 535-561
2001Andrei Zaitsev: Multidimensional version of the results of Sakhanenko in the invariance principle for vectors with finite exponential moments. III.. In: Theory of Probability and its Application, 2001, 744-769
2001Andrei Zaitsev: On the strong gaussian approximation in multidimensional case. In: Annales de l'I.S.U.P. Publications de l'Institut de Statistique de l'Université de Paris, 2001, 3-7
2000Friedrich Götze, Andrei Zaitsev: A multiplicative inequality for concentration functions of n-fold convolutions . In: Evarist Giné, David M. Mason, Jon A. Wellner, High dimensional probability II. Progress in Probability, v. 47. Birkhäuser, 2000. 39-47
2000Andrei Zaitsev: Multidimensional version of the results of Sakhanenko in the invariance principle for vectors with finite exponential moments. I.. In: Theory of Probability and its Application, 2000, 718-738
1998Friedrich Götze, Andrei Zaitsev: Estimates for the rapid decay of concentration functions of n-fold convolutions . In: Journal of Theoretical Probability, 1998, 715-731
1998Andrei Zaitsev: Multidimensional version of the results of Komlós, Major and Tusnády for vectors with finite exponential moments. In: ESAIM Probability and Statistics, 1998, 41-108
1997Andrei Zaitsev: A multidimensional variant of the results of Komlόs, Major and Tusnády for vectors with finite exponential moments . In: Doklady RAN, 1997, 731-733
1997Vidmantas Bentkus, Friedrich Götze, Andrei Zaitsev: Approximation of quadratic forms of independent random vectors by accompanying laws . In: Theory Probability and its Applications, 1997, 189-212
1996Andrei Zaitsev: Estimates for quantiles of smooth conditional distributions and multidimensional invariance principle (in Russian) . In: Siberian Mathematical Journal, 1996, 807-831