Mark Kelbert

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
On basic context-dependent concepts of information theory and statistics
Theory of Probability and its Applications
2026-02-25Paper
An optimal periodic dividend and risk control problem for an insurance company
Insurance Mathematics & Economics
2025-11-25Paper
Response-adaptive randomization for multiarm clinical trials using context-dependent information measures
Biometrical Journal
2024-08-29Paper
Wasserstein and weighted metrics for multidimensional Gaussian distributions
Izvestiya Saratovskogo Universiteta. Novaya Seriya. Seriya Matematika, Mekhanika, Informatika
2024-02-13Paper
scientific article; zbMATH DE number 7796494 (Why is no real title available?)2024-01-29Paper
Optimal Risk Policies and Periodic Dividend Strategies for an Insurance Company2023-12-28Paper
Response adaptive designs for phase II trials with binary endpoint based on context-dependent information measures
Computational Statistics and Data Analysis
2021-05-07Paper
Asymptotic behaviour of the weighted Renyi, Tsallis and Fisher entropies in a Bayesian problem
Journal of the Royal Statistical Society Series C: Applied Statistics
2020-08-24Paper
Asymptotic behaviour of the weighted Renyi, Tsallis and Fisher entropies in a Bayesian problem
Journal of the Royal Statistical Society Series C: Applied Statistics
2020-08-24Paper
Modelling stochastic and deterministic behaviours in virus infection dynamics
Mathematical Modelling of Natural Phenomena
2018-03-14Paper
Generalization of Cramér-Rao and Bhattacharyya inequalities for the weighted covariance matrix2017-09-26Paper
Asymptotic behaviour of non-isotropic random walks with heavy tails
Modern Stochastics. Theory and Applications
2017-04-18Paper
Basic inequalities for weighted entropies
Aequationes Mathematicae
2016-08-23Paper
Random migration processes between two stochastic epidemic centers
Mathematical Biosciences
2016-03-11Paper
Weak error for continuous time Markov chains related to fractional in time P(I)DEs
Stochastic Processes and their Applications
2016-03-03Paper
The speed of epidemic waves in a one-dimensional lattice of SIR models
Mathematical Modelling of Natural Phenomena
2016-02-23Paper
Shannon's differential entropy asymptotic analysis in a Bayesian problem2016-02-17Paper
On weighted Fisher information matrix properties2016-01-27Paper
Weight functions and log-optimal investment portfolios2015-05-06Paper
Entropy-power inequality for weighted entropy2015-02-07Paper
Probability and statistics by example. Volume I: Basic probability and statistics.2014-10-20Paper
A Mermin-Wagner theorem on Lorentzian triangulations with quantum spins
Brazilian Journal of Probability and Statistics
2014-10-15Paper
A Mermin-Wagner theorem on Lorentzian triangulations with quantum spins
Brazilian Journal of Probability and Statistics
2014-10-15Paper
An outbreak spread and travelling waves in spatially distributed populations2014-07-09Paper
scientific article; zbMATH DE number 6315464 (Why is no real title available?)2014-07-09Paper
A quantum Mermin-Wagner theorem for a generalized Hubbard model
Advances in Mathematical Physics
2014-06-26Paper
A quantum Mermin–Wagner theorem for quantum rotators on two-dimensional graphs
Journal of Mathematical Physics
2014-02-24Paper
Uniform asymptotics of ruin probabilities for Lévy processes
Markov Processes and Related Fields
2014-01-03Paper
On the Bartlett spectrum of randomized Hawkes processes
Mathematical Communications
2014-01-02Paper
Un upper bound for Kullback-Leibler divergence with a small number of outliers
Mathematical Communications
2013-11-14Paper
Probabilistic representation for solutions of higher-order elliptic equations
Progress in Analysis and Its Applications
2013-05-14Paper
Shift-invariance for FK-DLR states of a 2D quantum bose-gas2013-04-15Paper
A Mermin-Wagner theorem for Gibbs states on Lorentzian triangulations
Journal of Statistical Physics
2013-04-09Paper
FK-DLR states of a quantum bose-gas with a card-core interaction2013-04-02Paper
Information theory and coding by example2012-11-22Paper
A two-stage model for the SIR outbreak: accounting for the discrete and stochastic nature of the epidemic at the initial contamination stage
Mathematical Biosciences
2012-06-13Paper
Continuity of mutual entropy in the limiting signal-to-noise ratio regimes
Stochastic Analysis 2010
2011-07-13Paper
Travelling waves in a network of SIR epidemic nodes with an approximation of weak coupling
Mathematical Medicine and Biology
2011-06-28Paper
Markov process representations for polyharmonic functions
Theory of Probability & Its Applications
2010-11-29Paper
Spatiotemporal random fields associated with stochastic fractional Helmholtz and heat equations
Stochastic Environmental Research and Risk Assessment
2009-09-02Paper
Large-Time Behavior of a Branching Diffusion on a Hyperbolic Space
Theory of Probability & Its Applications
2009-02-19Paper
Asymptotic properties of Markov processes on Cayley trees2008-12-10Paper
Probability and Statistics by Example2008-05-23Paper
Large deviations for a model of excess of loss re-insurance2007-09-11Paper
Branching Diffusions on $H^d$ with Variable Fission: The Hausdorff Dimension of the Limiting Set
Theory of Probability & Its Applications
2007-05-03Paper
Probability and Statistics by Example2006-04-11Paper
Fractional random fields associated with stochastic fractional heat equations
Advances in Applied Probability
2005-05-03Paper
scientific article; zbMATH DE number 1936534 (Why is no real title available?)2004-02-20Paper
Tree-indexed processes: A high level crossing analysis
Journal of Applied Mathematics and Stochastic Analysis
2003-11-10Paper
Recurrence and transience of branching diffusion processes on Riemannian manifolds
The Annals of Probability
2003-05-06Paper
Asymptotic separation for independent trajectories of Markov processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2001-11-23Paper
scientific article; zbMATH DE number 1471815 (Why is no real title available?)2001-04-22Paper
scientific article; zbMATH DE number 1304725 (Why is no real title available?)2001-02-05Paper
On Hardy-Littlewood Inequality for Brownian Motion on Riemannian Manifolds
Journal of the London Mathematical Society
2000-12-13Paper
Range of fluctuation of Brownian motion on a complete Riemannian manifold
The Annals of Probability
2000-04-10Paper
scientific article; zbMATH DE number 1241977 (Why is no real title available?)1999-10-25Paper
On a telegraph-type equation with non-constant coefficients emerging in randomly accelerated motions
Problems of Information Transmission
1999-03-16Paper
On the estimation of mixing coefficients for a multiphase service system
Queueing Systems
1997-10-26Paper
scientific article; zbMATH DE number 919610 (Why is no real title available?)1997-06-15Paper
scientific article; zbMATH DE number 919609 (Why is no real title available?)1996-10-17Paper
The Markov branching random walk and systems of reaction-diffusion (Kolmogorov-Petrovskii-Piskunov) equations
Communications in Mathematical Physics
1995-06-22Paper
scientific article; zbMATH DE number 736266 (Why is no real title available?)1995-03-22Paper
Higher-order Lindley equations
Stochastic Processes and their Applications
1994-12-07Paper
scientific article; zbMATH DE number 633198 (Why is no real title available?)1994-09-04Paper
Stochastic bounds for a polling system
Annals of Operations Research
1994-05-19Paper
Poisson limit theorem for message switching networks with low transit traffic
Problems of Information Transmission
1994-03-08Paper
A mean-field limit for a class of queueing networks
Journal of Statistical Physics
1993-10-27Paper
Fast computation of multidimensional DFT
Problems of Information Transmission
1992-06-26Paper
Perturbation theory approach for a class of hybrid switching networks with small transit flows
Advances in Applied Probability
1990-01-01Paper
On a class of packet-switching networks on an infinite graph
Queueing Systems
1990-01-01Paper
scientific article; zbMATH DE number 4213180 (Why is no real title available?)1990-01-01Paper
Circuit-switching networks with FIFO plus justifying blockout service on infinite graphs
Queueing Systems
1989-01-01Paper
A Poisson limit theorem for hybrid star networks: The mean field approximation
Problems of Information Transmission
1989-01-01Paper
scientific article; zbMATH DE number 4138909 (Why is no real title available?)1989-01-01Paper
On the Central Limit Theorem for Jackson Networks on Countable Graphs
Theory of Probability & Its Applications
1989-01-01Paper
scientific article; zbMATH DE number 4130169 (Why is no real title available?)1988-01-01Paper
scientific article; zbMATH DE number 4058600 (Why is no real title available?)1988-01-01Paper
Mathematical theory of queueing networks
Journal of Soviet Mathematics
1988-01-01Paper
On Jackson Networks on Denumerable Graphs
Theory of Probability & Its Applications
1988-01-01Paper
Relaxation and propagation of pulses in fluids
Fluid Dynamics
1986-01-01Paper
scientific article; zbMATH DE number 3918276 (Why is no real title available?)1985-01-01Paper
Weak dependence of random field describing state of a switching network with small transit flows
Problems of Information Transmission
1985-01-01Paper
The field near the wave front in a Cauchy-Poisson problem
Fluid Dynamics
1984-01-01Paper
Local Additive Functionals of Gaussian Random Fields
Theory of Probability & Its Applications
1984-01-01Paper
Stationary Local Additive Functionals of Gaussian Random Fields
Theory of Probability & Its Applications
1984-01-01Paper
Existence and uniqueness conditions for a random field describing the state of a switching network
Problems of Information Transmission
1983-01-01Paper
scientific article; zbMATH DE number 3824884 (Why is no real title available?)1983-01-01Paper
scientific article; zbMATH DE number 3824885 (Why is no real title available?)1983-01-01Paper
scientific article; zbMATH DE number 3686542 (Why is no real title available?)1980-01-01Paper
scientific article; zbMATH DE number 3651540 (Why is no real title available?)1979-01-01Paper
One class of queuing systems
Problems of Information Transmission
1979-01-01Paper
One class of star-shaped communication networks with packet switching
Problems of Information Transmission
1979-01-01Paper
scientific article; zbMATH DE number 3671431 (Why is no real title available?)1979-01-01Paper
scientific article; zbMATH DE number 3675802 (Why is no real title available?)1979-01-01Paper
LOCALLY ADDITIVE FUNCTIONALS OF GAUSSIAN GENERALIZED FIELDS
Russian Mathematical Surveys
1979-01-01Paper
scientific article; zbMATH DE number 3682884 (Why is no real title available?)1978-01-01Paper
On Convergence of Discrete Schemes to Continuous Ones in Some Problems of Sequential Analysis
Theory of Probability & Its Applications
1976-01-01Paper


Research outcomes over time


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