Alexander V. Nagaev

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Person:1275422

Available identifiers

zbMath Open nagaev.alexander-vMaRDI QIDQ1275422

List of research outcomes

PublicationDate of PublicationType
Diffusion approximation for average investor's income with loss risk2015-09-04Paper
On the peeling procedure applied to a Poisson point process2010-11-26Paper
A Lemma on Stochastic Majorization and Properties of the Student Distribution2008-08-21Paper
Asymptotic Properties of Multidimensional Stable Densities and Asymmetric Problems of Large Deviations2008-01-30Paper
On a two-dimensional binary model of a financial market and its extension2007-11-02Paper
Asymptotic analysis of minimum volume confidence regions for location-scale families2007-01-10Paper
New large-deviation local theorems for sums of independent and identically distributed random vectors when the limit distribution is \(\alpha\)-stable2006-07-26Paper
Tail asymptotics of the \(n\)th convolution of super-exponential distributions2006-06-16Paper
https://portal.mardi4nfdi.de/entity/Q54618932005-07-27Paper
Abelian Theorems, Limit Properties of Conjugate Distributions, and Large Deviations for Sums of Independent Random Vectors2004-12-16Paper
On the role played by extreme summands when a sum of independent and identically distributed random vectors is asymptotically α-stable2004-09-24Paper
https://portal.mardi4nfdi.de/entity/Q48163052004-09-08Paper
Limit theorems and testing hypotheses on Markov chains2004-08-30Paper
Asymptotic properties of stable densities and the asymmetric large deviation problems.2004-03-14Paper
Asymptotics of riskless profit under selling of discrete time call options2003-09-09Paper
https://portal.mardi4nfdi.de/entity/Q44167442003-08-05Paper
An asymptotic formula for the Bayes risk in discriminating between two Markov chains2003-04-10Paper
https://portal.mardi4nfdi.de/entity/Q48015672003-04-08Paper
On the joint distribution of the shorth height and length.2003-02-10Paper
https://portal.mardi4nfdi.de/entity/Q47914212003-02-06Paper
An asymptotic formula for the Neyman-Pearson risk in discriminating between two Markov chains2002-11-25Paper
Rates in approximations to ruin probabilities for heavy-tailed distributions2002-11-21Paper
On two approaches to approximation of multidimensional stable laws2002-09-17Paper
Confidence regions of minimal area for the scale-location parameter and their applications2002-08-27Paper
On nonparametric estimation of the Poisson spectral measure of a stable law2002-06-16Paper
Abelian theorems for a class of probability distributions in \(\mathbb{R}^d\) and their application2002-01-04Paper
Large deviation probabilities for sums of lattice random vectors with heavy-tailed distribution2001-08-14Paper
Large deviations for sums of lattice random variables under the Cramer conditions2001-08-14Paper
Cramer Large Deviations when the Extreme Conjugate Distribution is Heavy-tailed2000-06-06Paper
Multidimensional limit theorems allowing large deviations for densities of regular variation2000-01-24Paper
On Fisher's information contained in the sample mean1999-10-04Paper
Large deviations of heavy-tailed sums with applications in insurance1999-08-10Paper
https://portal.mardi4nfdi.de/entity/Q43479301998-01-22Paper
Large deviation probabilities for sums of heavy-tailed dependent random vectors1998-01-21Paper
Asymptotic properties of symmetric stable distributions with small index1997-01-05Paper
https://portal.mardi4nfdi.de/entity/Q48577341995-11-29Paper
Asymptotics of the Bayes risk in discrimination between normal and uniform location-scale families1995-11-26Paper
Some properties of convex hulls generated by homogeneous Poisson point processes in an unbounded convex domain1995-08-16Paper
https://portal.mardi4nfdi.de/entity/Q42748861994-05-26Paper
https://portal.mardi4nfdi.de/entity/Q46954691993-06-29Paper
Lower Bounds for Large Deviations in Rd, d > 11992-09-27Paper
Integral limit theorems for lacunary distributions1992-06-26Paper
https://portal.mardi4nfdi.de/entity/Q33634431991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q57533631990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q52034831990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30345961989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37871951988-01-01Paper
Some Properties of Symmetric Stable Distributions Close to the Normal Distribution1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37713341987-01-01Paper
On a Boundary Problem for a Nonrecurrent Random Walk1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47204551987-01-01Paper
On a Method of Calculating Moments of Ladder Heights1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37383461986-01-01Paper
A family of probability distributions1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36857401985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36943891985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37179121985-01-01Paper
On the Asymmetric Problem of Large Deviations When the Limit Law is Stable1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30420821983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33302681982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33319791982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33320351981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36857381981-01-01Paper
Renewal Theorems in $R^d $1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41957351979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38590401978-01-01Paper
On a Property of Sums of Independent Random Variables1977-01-01Paper
On the Asymmetrical Problem of Large Deviations1975-01-01Paper
A Limit Distribution of the Duration of an Epidemic1975-01-01Paper
Some Limit Theorems of Renewal Theory1975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41430911975-01-01Paper
Some comments on multidimensional local limit theorems1974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40459121974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40778041974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40927121974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41012341974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41378291974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56755761973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56782361973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56813451973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56835231973-01-01Paper
Some limit theorems for a general stochastic model of epidemics1973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56588791972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56808191972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56813441972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32129681972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56462381971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56534081971-01-01Paper
Limit Distribution of the Extreme Terms of a Variational Series under Conditions of Large Deviations for the Sample Mean1971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56588811971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56787091971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56813641971-01-01Paper
A limit theorem for a supercritical branching process1971-01-01Paper
Threshold theorems for a stochastic model of an epidemic with natural immunization1971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47725471971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56433731970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56129171970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56151261970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56195631970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56333521970-01-01Paper
The Asymptotic Analysis of a Stochastic Model of an Epidemic1970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56433351970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56433371970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55600871969-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55720161969-01-01Paper
Integral Limit Theorems Taking Large Deviations into Account when Cramér’s Condition Does Not Hold. I1969-01-01Paper
Integral Limit Theorems Taking Large Deviations Into Account When Cramér’s Condition Does Not Hold. II1969-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56548211968-01-01Paper
Threshold theorem for an epidemic model1968-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55942571968-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56129161968-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55844181967-01-01Paper
On Estimating the Expected Number of Direct Descendants of a Particle in a Branching Process1967-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56673111966-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55315141966-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47766631963-01-01Paper
https://portal.mardi4nfdi.de/entity/Q53367671963-01-01Paper

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