Anatoly Yambartsev
Universidade de São Paulo
H-index: 11
Latin America-Brazil
Top articles of Anatoly Yambartsev
Bid-ask spread dynamics: large upward jump with geometric catastrophes
RAIRO-Operations Research
2024/3
Anatoly Yambartsev
H-Index: 7
Order Book Dynamics with Liquidity Fluctuations: Asymptotic Analysis of Highly Competitive Regime
Mathematics
2023/10/10
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
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
H-Index: 10
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
H-Index: 7
The local principle of large deviations for compound Poisson process with catastrophes
2021/5
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
H-Index: 7
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
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
H-Index: 7