Anatoly Yambartsev

About Anatoly Yambartsev

Anatoly Yambartsev, With an exceptional h-index of 11 and a recent h-index of 7 (since 2020), a distinguished researcher at Universidade de São Paulo, specializes in the field of Probability, Statistics, Statistical Mechanics, Large Deviations.

His recent articles reflect a diverse array of research interests and contributions to the field:

Bid-ask spread dynamics: large upward jump with geometric catastrophes

Order Book Dynamics with Liquidity Fluctuations: Asymptotic Analysis of Highly Competitive Regime

Excursions of Markov Processes: A Large Deviation Approach

A large-deviation principle for birth–death processes with a linear rate of downward jumps

Sojourn times of Markov symmetric processes in continuous time

The C-SHIFT algorithm for normalizing covariances

Limit theorems for chains with unbounded variable length memory which satisfy Cramer condition

A principle of large deviations for birth-death processes with a linear rate of downward jumps

Anatoly Yambartsev Information

University

Position

Professor Probability and Statistics

Citations(all)

504

Citations(since 2020)

196

Cited By

401

hIndex(all)

11

hIndex(since 2020)

7

i10Index(all)

16

i10Index(since 2020)

6

Email

University Profile Page

Google Scholar

Anatoly Yambartsev Skills & Research Interests

Probability

Statistics

Statistical Mechanics

Large Deviations

Top articles of Anatoly Yambartsev

Bid-ask spread dynamics: large upward jump with geometric catastrophes

RAIRO-Operations Research

2024/3

Anatoly Yambartsev
Anatoly Yambartsev

H-Index: 7

Order Book Dynamics with Liquidity Fluctuations: Asymptotic Analysis of Highly Competitive Regime

Mathematics

2023/10/10

Anatoly Yambartsev
Anatoly Yambartsev

H-Index: 7

Excursions of Markov Processes: A Large Deviation Approach

Markov Processes and Related Fields

2023

A large-deviation principle for birth–death processes with a linear rate of downward jumps

Journal of Applied Probability

2023

Anatoly Yambartsev
Anatoly Yambartsev

H-Index: 7

Sojourn times of Markov symmetric processes in continuous time

arXiv preprint arXiv:2212.01975

2022/12/5

The C-SHIFT algorithm for normalizing covariances

IEEE/ACM Transactions on Computational Biology and Bioinformatics

2022/2/15

Limit theorems for chains with unbounded variable length memory which satisfy Cramer condition

ESAIM: Probability and Statistics

2022

A principle of large deviations for birth-death processes with a linear rate of downward jumps

arXiv preprint arXiv:2112.05877

2021/12/11

A large deviations principle for birth-death processes with a linear rate of downward jumps

arXiv e-prints

2021/12

Lack of phase transitions in staggered magnetic systems. A comparison of uniqueness criteria

Journal of Mathematical Physics

2021/10/1

Roberto Fernández
Roberto Fernández

H-Index: 10

Anatoly Yambartsev
Anatoly Yambartsev

H-Index: 7

Local theorems for (multidimensional) additive functionals of semi-Markov chains

Stochastic Processes and their Applications

2021/7/1

Anatoly Yambartsev
Anatoly Yambartsev

H-Index: 7

The local principle of large deviations for compound Poisson process with catastrophes

2021/5

Anatoly Yambartsev
Anatoly Yambartsev

H-Index: 7

Hawking–Penrose Black Hole Model. Large Emission Regime

Reports on Mathematical Physics

2021/2/1

Noninvasive prenatal paternity determination using microhaplotypes: a pilot study

BMC Medical Genomics

2020/12

Anatoly Yambartsev
Anatoly Yambartsev

H-Index: 7

André Fujita
André Fujita

H-Index: 18

Local large deviation principle for Wiener process with random resetting

Stochastics and Dynamics

2020/10/20

The covariance shift (C-SHIFT) algorithm for normalizing biological data

bioRxiv

2020/4/14

Order book dynamics with liquidity fluctuations: limit theorems and large deviations

arXiv preprint arXiv:2004.10632

2020/4/3

Anatoly Yambartsev
Anatoly Yambartsev

H-Index: 7

Local limits for string of frozen characters

Markov Processes and Related Fields

2020

A remark on normalizations in a local large deviations principle for inhomogeneous birth–and–death process

Сибирские электронные математические известия

2020

Large emissions. Hawking-Penrose black hole model

Proceedings of the XI international conference Stochastic and Analytic Methods in Mathematical Physics

2020

Anatoly Yambartsev
Anatoly Yambartsev

H-Index: 7

See List of Professors in Anatoly Yambartsev University(Universidade de São Paulo)