Prof. Dr. Andrei Zaitsev

Profil

Derzeitige StellungProfessor W-3 und Äquivalente
FachgebietStochastik, Wahrscheinlichkeitstheorie
KeywordsCentral limit theorem, convergence rates, quadratic forms, sums of independent random vectors, approximation

Aktuelle Kontaktadresse

LandRussische Föderation
OrtSt. Petersburg
Universität/InstitutionRussian Academy of Sciences
Institut/AbteilungSt. Petersburg Branch of Steklov Mathematical Institute

Gastgeber*innen während der Förderung

Prof. Friedrich GötzeFakultät für Mathematik, Universität Bielefeld, Bielefeld
Prof. Friedrich GötzeFakultät für Mathematik, Angewandte Mathematik, Universität Bielefeld, Bielefeld
Beginn der ersten Förderung01.10.1994

Programm(e)

1994Humboldt-Forschungsstipendien-Programm

Publikationen (Auswahl)

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