Magda Peligrad

Q: What Schools Are Affiliated With Magda Peligrad

Magda Peligrad is affiliated with the following schools: University of Bucharest, University of Maryland, College Park, University of Cincinnati, University of California, Berkeley

Magda Peligrad's AcademicInfluence.com Rankings

Magda Peligrad

Mathematics

#3516

World Rank

#5169

Historical Rank

Probability Theory

#97

World Rank

#123

Historical Rank

Measure Theory

#2947

World Rank

#3500

Historical Rank

mathematics Degrees

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Mathematics

Magda Peligrad's Degrees

PhD Mathematics University of Bucharest

Why Is Magda Peligrad Influential?

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According to Wikipedia, Magda Peligrad is a Romanian mathematician and mathematical statistician known for her research in probability theory, and particularly on central limit theorems and stochastic processes. She works at the University of Cincinnati, where she is Distinguished Charles Phelps Taft Professor of Mathematical Sciences.

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Magda Peligrad's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

A Bernstein type inequality and moderate deviations for weakly dependent sequences (2009) (162)
Recent advances in invariance principles for stationary sequences (2006) (145)
Almost-Sure Results for a Class of Dependent Random Variables (1999) (143)
Maximal Inequalities and an Invariance Principle for a Class of Weakly Dependent Random Variables (2003) (140)
Bernstein inequality and moderate deviations under strong mixing conditions (2012) (130)
A new maximal inequality and invariance principle for stationary sequences (2004) (120)
Recent advances in the central limit theorem and its weak invariance principle for mixing sequences (1986) (116)
Invariance Principles for Mixing Sequences of Random Variables (1982) (115)
CENTRAL LIMIT THEOREM FOR LINEAR PROCESSES (1997) (110)
On the asymptotic normality of sequences of weak dependent random variables (1996) (95)
Central limit theorem for stationary linear processes (2005) (86)
A note on the almost sure central limit theorem for weakly dependent random variables (1995) (83)
Central limit theorem for fourier transforms of stationary processes. (2009) (62)
ON THE BLOCKWISE BOOTSTRAP FOR EMPIRICAL PROCESSES FOR STATIONARY SEQUENCES (1998) (60)
An Invariance Principle for $\phi$-Mixing Sequences (1985) (57)
The functional central limit theorem under the strong mixing condition (2000) (50)
A maximal _{}-inequality for stationary sequences and its applications (2006) (50)
Maximum of partial sums and an invariance principle for a class of weak dependent random variables (1998) (49)
Sharp Conditions for the CLT of Linear Processes in a Hilbert Space (1997) (45)
On the limiting spectral distribution for a large class of symmetric random matrices with correlated entries (2015) (44)
Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples (2011) (44)
Convergence rates of the strong law for stationary mixing sequences (1985) (43)
A MAXIMAL Lp-INEQUALITY FOR STATIONARY SEQUENCES AND ITS APPLICATIONS (2005) (42)
Properties of uniform consistency of the kernel estimators of density and regression functions under dependence assumptions (1992) (40)
Asymptotic Normality for Density Kernel Estimators in Discrete and Continuous Time (1999) (40)
On the almost sure central limit theorem (1991) (37)
Central limit theorem for triangular arrays of non-homogeneous Markov chains (2010) (34)
On the empirical spectral distribution for matrices with long memory and independent rows (2014) (33)
On fractional Brownian motion limits in one dimen- sional nearest-neighbor symmetric simple exclusion (2007) (32)
Functional Gaussian Approximation for Dependent Structures (2019) (31)
On the Weak Invariance Principle for Stationary Sequences under Projective Criteria (2006) (31)
On the functional central limit theorem via martingale approximation (2009) (30)
Estimation of the variance of partial sums for r-mixing random variables (1995) (30)
Invariance principles for linear processes with application to isotonic regression (2009) (28)
On Ibragimov–Iosifescu conjecture for φ-mixing sequences (1990) (28)
On the Central Limit Theorem for $\rho$-Mixing Sequences of Random Variables (1987) (27)
Central Limit Theorem Started at a Point for Stationary Processes and Additive Functionals of Reversible Markov Chains (2012) (26)
Some aspects of modeling dependence in copula-based Markov chains (2011) (25)
The convergence of moments in the central limit theorem for -mixing sequences of random variables (1987) (24)
A note on two measures of dependence and mixing sequences (1983) (22)
On the Coupling of Dependent Random Variables and Applications (2002) (20)
Exact Moderate and Large Deviations for Linear Processes (2011) (20)
Invariance principle for stochastic processes with short memory (2006) (20)
On the normal approximation for random fields via martingale methods (2017) (19)
On the central limit theorem for weakly dependent sequences with a decomposed strong mixing coefficient (1992) (19)
Convergence of Stopped Sums of Weakly Dependent Random Variables (1999) (18)
Moderate deviations for stationary sequences of bounded random variables (2007) (17)
Weak ergodicity and products of random matrices (1993) (17)
On the Ibragimov-Iosifescu conjecture for φ-mixing sequences (1987) (17)
ASYMPTOTIC PROPERTIES OF SELF-NORMALIZED LINEAR PROCESSES WITH LONG MEMORY (2010) (16)
Central Limit Theorem for Linear Processes with Infinite Variance (2011) (16)
Almost sure invariance principles via martingale approximation (2011) (16)
A quenched weak invariance principle (2012) (16)
Some remarks on coupling of dependent random variables (2002) (16)
Invariance principles under a two-part mixing assumption (1986) (15)
A note on estimation of variance for [rho]-mixing sequences (1996) (15)
An invariance principle for dependent random variables (1981) (12)
Conditional central limit theorem via martingale approximation (2010) (12)
On the limiting spectral distribution for a large class of random matrices with correlated entries (2013) (12)
Central limit theorem started at a point for additive functionals of reversible Markov chains (2009) (12)
Self-normalized central limit theorem for sums of weakly dependent random variables (1994) (11)
On the functional CLT for stationary Markov Chains started at a point (2015) (11)
On the functional CLT via martingale approximation (2009) (11)
Invariance principles under weak dependence (1986) (10)
Quenched Invariance Principles via Martingale Approximation (2013) (10)
Martingale approximations for random fields (2017) (10)
Berry-Esseen type bounds for the matrix coefficients and the spectral radius of the left random walk on GLd(R) (2021) (10)
Functional CLT for martingale-like nonstationary dependent structures (2018) (9)
Quenched limit theorems for Fourier transforms and periodogram (2014) (9)
Dependence in Probability, Analysis and Number Theory (2010) (9)
Functional CLT for nonstationary strongly mixing processes (2020) (7)
Functional moderate deviations for triangular ar- rays and applications (2008) (7)
A Note on the Uniform Laws for Dependent Processes Via Coupling (2001) (7)
On Strong Consistency of Kernel Estimators Under Dependence Assumptions (1987) (6)
On the local limit theorems for psi-mixing Markov chains (2020) (6)
The central limit theorem for Tukey's 3R smoother (1992) (6)
Quenched Invariance Principles for Orthomartingale-Like Sequences (2018) (6)
A local limit theorem for linear random fields (2020) (6)
A new CLT for additive functionals of Markov chains (2019) (6)
The limiting spectral distribution in terms of spectral density (2016) (6)
On the Quenched Central Limit Theorem for Stationary Random Fields Under Projective Criteria (2019) (6)
On the Functional Central Limit Theorem for Reversible Markov Chains with Nonlinear Growth of the Variance (2012) (5)
Limit Theorems and the Law of Large Numbers for Martingale‐like Sequences (1980) (5)
On the Spectral Density of Stationary Processes and Random Fields (2016) (5)
On the universality of spectral limit for random matrices with martingale differences entries (2013) (5)
On the functional CLT for reversible Markov Chains with nonlinear growth of the variance (2011) (4)
ON THE INVARIANCE PRINCIPLE UNDER MARTINGALE APPROXIMATION (2011) (4)
On the Central Limit Theorem for Triangular Arrays of ϕ-Mixing Sequences (1998) (4)
Moderate Deviations for Linear Processes Generated by Martingale-Like Random Variables (2010) (4)
Law of the iterated logarithm for the periodogram (2012) (4)
On the quenched CLT for stationary random fields under projective criteria (2018) (4)
Reflexive Operator Algebras on Banach Spaces (2012) (4)
Limit theorems for linear random fields with innovations in the domain of attraction of a stable law (2021) (3)
The Self-normalized Asymptotic Results for Linear Processes (2015) (2)
On the invariance principle for reversible Markov chains (2016) (2)
Asymptotic Properties for Linear Processes of Functionals of Reversible or Normal Markov Chains (2013) (1)
On the CLT for additive functionals of Markov chains (2020) (1)
A criterion for tightness for a class of dependent random variables (1982) (1)
On kernel estimators of density for reversible Markov chains (2015) (1)
Asymptotic properties for linear processes of functionals of reversible Markov Chains (2012) (1)
Berry–Esseen type bounds for the matrix coefficients and the spectral radius of the left random walk on <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>G</mml:mi><mml:msub><mml:mi>L</mml:mi> <mml:mi>d</mml:mi> </mml:msub><mml:mrow><mml:mo>(</mml:mo><mml:mi>ℝ</mml:mi><mml:m (2022) (1)
Asymptotic variance of stationary reversible and normal Markov processes (2014) (1)
Another approach to Brownian motion (2005) (1)
Central limit theorem for Fourier transform and periodogram of random fields (2017) (1)
Central Limit Theorem Started at a Point for Stationary Processes and Additive Functionals of Reversible Markov Chains (2010) (1)
New robust confidence intervals for the mean under dependence (2017) (1)
On the CLT for stationary Markov chains with trivial tail sigma field (2022) (1)
PR ] 2 2 M ay 2 01 1 Conditional central limit theorem via martingale approximation Dedicated to the memory of (2009) (0)
PR ] 2 1 O ct 2 02 1 Berry-Esseen type bounds for the matrix coefficients and the spectral radius of the left random walk on GL d ( R ) (2021) (0)
Central limit theorem for triangular arrays of non-homogeneous Markov chains (2011) (0)
Introduction to Stochastic Processes (2019) (0)
Ju n 20 04 A new maximal inequality and invariance principle for stationary sequences by (2004) (0)
PR ] 2 8 A ug 2 01 7 Martingale approximations for random fields (0)
On the universality of the limiting spectral distribution for a large class of random matrices with correlated entries (2013) (0)
PR ] 1 0 M ay 2 01 9 Quenched invariance principles for orthomartingale-like sequences (2019) (0)
On the Quenched Central Limit Theorem for Stationary Random Fields Under Projective Criteria (2019) (0)
Random Walk in Random Scenery (2019) (0)
Universality of Limiting Spectral Distribution Under Projective Criteria (2019) (0)
Stationary Sequences in a Random Time Scenery (2019) (0)
Weakly Associated Random Variables (2019) (0)
The general stochastic model of epidemics applied to the study of viral hepatitis. (1978) (0)
PR ] 2 4 O ct 2 00 5 Another approach to Brownian motion (2021) (0)
Examples and Counterexamples (2019) (0)
On the Product of Random Variables and Moments of Sums Under Dependence (2016) (0)
Maximal Moment Inequalities for Weakly Negatively Dependent Variables (2019) (0)
Central limit theorem for Fourier transform and periodogram of random elds (2017) (0)
Berry–Esseen type bounds for the left random walk on GLd(R) under polynomial moment conditions (2022) (0)
Linear Processes (2019) (0)
PR ] 2 0 M ar 2 01 5 On kernel estimators of density for reversible Markov chains March 23 , 2015 (2015) (0)
Moment Inequalities via Martingale Methods (2019) (0)
Principe d'invariance faible et régression isotonique (2009) (0)
On the Spectral Density of Stationary Processes and Random Fields (2016) (0)
Convergence of Series of Conditional Expectations (2022) (0)
FA ] 7 J un 2 01 3 Reflexive Operator Algebras on Banach Spaces by (2014) (0)
Quenched Invariance Principles for Orthomartingale-Like Sequences (2019) (0)
On the Quenched CLT for Stationary Markov Chains (2022) (0)
Erratum: The limiting spectral distribution in terms of spectral density (2017) (0)
Moment Inequalities and Gaussian Approximation for Mixing Sequences (2019) (0)
Examples of Stationary Sequences with Approximate Negative Dependence (2019) (0)
Fe b 20 18 Quenched invariance principles for orthomartingale-like sequences (2018) (0)
Functional Central Limit Theorem for Empirical Processes (2019) (0)
Gaussian Approximation under Asymptotic Negative Dependence (2019) (0)
Gaussian Approximation via Martingale Methods (2019) (0)
Convergence rates in the strong law of large numbers for conditional expectations (2022) (0)
Application to the Uniform Laws of Large Numbers for Dependent Processes (2019) (0)
Dependence Coefficients for Sequences (2019) (0)
2 9 Se p 20 05 Central limit theorem for stationary linear processes (2006) (0)
Central Limit Theorem for Linear Processes with Infinite Variance (2011) (0)
FA ] 2 A pr 2 01 2 Reflexive Operator Algebras on Banach Spaces by (2013) (0)
On the local limit theorems for lower psi-mixing Markov chains (2021) (0)
Moment Inequalities and Gaussian Approximation for Martingales (2019) (0)
Reversible Markov Chains (2019) (0)

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What Schools Are Affiliated With Magda Peligrad?

Magda Peligrad is affiliated with the following schools:

Magda Peligrad's Academic­Influence.com Rankings

Magda Peligrad's Degrees

Why Is Magda Peligrad Influential?

Magda Peligrad's Published Works

Published Works

Other Resources About Magda Peligrad

What Schools Are Affiliated With Magda Peligrad?

Magda Peligrad's AcademicInfluence.com Rankings