Alexander V. Nagaev

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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
Diffusion approximation for average investor's income with loss risk
Journal of Mathematical Sciences (New York)
2015-09-04Paper
On the peeling procedure applied to a Poisson point process
Advances in Applied Probability
2010-11-26Paper
A Lemma on Stochastic Majorization and Properties of the Student Distribution
Theory of Probability & Its Applications
2008-08-21Paper
Asymptotic Properties of Multidimensional Stable Densities and Asymmetric Problems of Large Deviations
Theory of Probability & Its Applications
2008-01-30Paper
On a two-dimensional binary model of a financial market and its extension
Discrete Mathematics and Applications
2007-11-02Paper
Asymptotic analysis of minimum volume confidence regions for location-scale families
Applicationes Mathematicae
2007-01-10Paper
New large-deviation local theorems for sums of independent and identically distributed random vectors when the limit distribution is \(\alpha\)-stable
Bernoulli
2006-07-26Paper
Tail asymptotics of the \(n\)th convolution of super-exponential distributions
Statistics & Probability Letters
2006-06-16Paper
scientific article; zbMATH DE number 2188830 (Why is no real title available?)2005-07-27Paper
Abelian Theorems, Limit Properties of Conjugate Distributions, and Large Deviations for Sums of Independent Random Vectors
Theory of Probability & Its Applications
2004-12-16Paper
On the role played by extreme summands when a sum of independent and identically distributed random vectors is asymptotically <i>α</i>-stable
Journal of Applied Probability
2004-09-24Paper
scientific article; zbMATH DE number 2099774 (Why is no real title available?)2004-09-08Paper
Limit theorems and testing hypotheses on Markov chains
Discrete Mathematics and Applications
2004-08-30Paper
Asymptotic properties of stable densities and the asymmetric large deviation problems.
Statistics & Probability Letters
2004-03-14Paper
Asymptotics of riskless profit under selling of discrete time call options
Applicationes Mathematicae
2003-09-09Paper
scientific article; zbMATH DE number 1959495 (Why is no real title available?)2003-08-05Paper
An asymptotic formula for the Bayes risk in discriminating between two Markov chains
Journal of Applied Probability
2003-04-10Paper
scientific article; zbMATH DE number 1894368 (Why is no real title available?)2003-04-08Paper
On the joint distribution of the shorth height and length.
Mathematical Methods of Statistics
2003-02-10Paper
scientific article; zbMATH DE number 1865402 (Why is no real title available?)2003-02-06Paper
An asymptotic formula for the Neyman-Pearson risk in discriminating between two Markov chains
Journal of Mathematical Sciences (New York)
2002-11-25Paper
Rates in approximations to ruin probabilities for heavy-tailed distributions
Extremes
2002-11-21Paper
On two approaches to approximation of multidimensional stable laws
Journal of Multivariate Analysis
2002-09-17Paper
Confidence regions of minimal area for the scale-location parameter and their applications
Applicationes Mathematicae
2002-08-27Paper
On nonparametric estimation of the Poisson spectral measure of a stable law
Journal of Mathematical Sciences (New York)
2002-06-16Paper
Abelian theorems for a class of probability distributions in \(\mathbb{R}^d\) and their application
Journal of Mathematical Sciences (New York)
2002-01-04Paper
Large deviation probabilities for sums of lattice random vectors with heavy-tailed distribution
Discrete Mathematics and Applications
2001-08-14Paper
Large deviations for sums of lattice random variables under the Cramer conditions
Discrete Mathematics and Applications
2001-08-14Paper
Cramer Large Deviations when the Extreme Conjugate Distribution is Heavy-tailed
Theory of Probability & Its Applications
2000-06-06Paper
Multidimensional limit theorems allowing large deviations for densities of regular variation
Journal of Multivariate Analysis
2000-01-24Paper
On Fisher's information contained in the sample mean
Journal of Mathematical Sciences (New York)
1999-10-04Paper
Large deviations of heavy-tailed sums with applications in insurance
Extremes
1999-08-10Paper
scientific article; zbMATH DE number 1047763 (Why is no real title available?)1998-01-22Paper
Large deviation probabilities for sums of heavy-tailed dependent random vectors
Communications in Statistics. Stochastic Models
1998-01-21Paper
Asymptotic properties of symmetric stable distributions with small index
Journal of Mathematical Sciences (New York)
1997-01-05Paper
scientific article; zbMATH DE number 822055 (Why is no real title available?)1995-11-29Paper
Asymptotics of the Bayes risk in discrimination between normal and uniform location-scale families
Mathematical Methods of Statistics
1995-11-26Paper
Some properties of convex hulls generated by homogeneous Poisson point processes in an unbounded convex domain
Annals of the Institute of Statistical Mathematics
1995-08-16Paper
scientific article; zbMATH DE number 482615 (Why is no real title available?)1994-05-26Paper
scientific article; zbMATH DE number 219319 (Why is no real title available?)1993-06-29Paper
Lower Bounds for Large Deviations in <i>R</i><sup><i>d</i></sup>, <i>d</i> &gt; 1
Mathematische Nachrichten
1992-09-27Paper
Integral limit theorems for lacunary distributions
Discrete Mathematics and Applications
1992-06-26Paper
Integral limit theorems for lacunary distributions1991-01-01Paper
scientific article; zbMATH DE number 4197136 (Why is no real title available?)1990-01-01Paper
scientific article; zbMATH DE number 4188973 (Why is no real title available?)1990-01-01Paper
scientific article; zbMATH DE number 4133208 (Why is no real title available?)1989-01-01Paper
scientific article; zbMATH DE number 4050630 (Why is no real title available?)1988-01-01Paper
Some Properties of Symmetric Stable Distributions Close to the Normal Distribution
Theory of Probability & Its Applications
1988-01-01Paper
scientific article; zbMATH DE number 4030623 (Why is no real title available?)1987-01-01Paper
On a Boundary Problem for a Nonrecurrent Random Walk
Theory of Probability & Its Applications
1987-01-01Paper
scientific article; zbMATH DE number 3992519 (Why is no real title available?)1987-01-01Paper
On a Method of Calculating Moments of Ladder Heights
Theory of Probability & Its Applications
1986-01-01Paper
scientific article; zbMATH DE number 3971908 (Why is no real title available?)1986-01-01Paper
A family of probability distributions
Mathematical Notes
1985-01-01Paper
scientific article; zbMATH DE number 3909414 (Why is no real title available?)1985-01-01Paper
scientific article; zbMATH DE number 3919471 (Why is no real title available?)1985-01-01Paper
scientific article; zbMATH DE number 3947311 (Why is no real title available?)1985-01-01Paper
On the Asymmetric Problem of Large Deviations When the Limit Law is Stable
Theory of Probability & Its Applications
1984-01-01Paper
scientific article; zbMATH DE number 3837064 (Why is no real title available?)1983-01-01Paper
scientific article; zbMATH DE number 3862192 (Why is no real title available?)1982-01-01Paper
scientific article; zbMATH DE number 3864177 (Why is no real title available?)1982-01-01Paper
scientific article; zbMATH DE number 3864237 (Why is no real title available?)1981-01-01Paper
scientific article; zbMATH DE number 3909412 (Why is no real title available?)1981-01-01Paper
Renewal Theorems in R^d
Theory of Probability & Its Applications
1980-01-01Paper
scientific article; zbMATH DE number 3635264 (Why is no real title available?)1979-01-01Paper
scientific article; zbMATH DE number 3660573 (Why is no real title available?)1978-01-01Paper
On a Property of Sums of Independent Random Variables
Theory of Probability & Its Applications
1977-01-01Paper
On the Asymmetrical Problem of Large Deviations
Theory of Probability & Its Applications
1975-01-01Paper
A Limit Distribution of the Duration of an Epidemic
Theory of Probability & Its Applications
1975-01-01Paper
Some Limit Theorems of Renewal Theory
Theory of Probability & Its Applications
1975-01-01Paper
scientific article; zbMATH DE number 3571937 (Why is no real title available?)1975-01-01Paper
Some comments on multidimensional local limit theorems
Mathematical Notes
1974-01-01Paper
scientific article; zbMATH DE number 3460123 (Why is no real title available?)1974-01-01Paper
scientific article; zbMATH DE number 3495936 (Why is no real title available?)1974-01-01Paper
scientific article; zbMATH DE number 3513070 (Why is no real title available?)1974-01-01Paper
scientific article; zbMATH DE number 3522930 (Why is no real title available?)1974-01-01Paper
scientific article; zbMATH DE number 3565833 (Why is no real title available?)1974-01-01Paper
Some limit theorems for a general stochastic model of epidemics
Mathematical Notes
1973-01-01Paper
scientific article; zbMATH DE number 3409181 (Why is no real title available?)1973-01-01Paper
scientific article; zbMATH DE number 3413596 (Why is no real title available?)1973-01-01Paper
scientific article; zbMATH DE number 3418413 (Why is no real title available?)1973-01-01Paper
scientific article; zbMATH DE number 3420068 (Why is no real title available?)1973-01-01Paper
scientific article; zbMATH DE number 3425406 (Why is no real title available?)1972-01-01Paper
scientific article; zbMATH DE number 3390050 (Why is no real title available?)1972-01-01Paper
scientific article; zbMATH DE number 3416760 (Why is no real title available?)1972-01-01Paper
scientific article; zbMATH DE number 3418412 (Why is no real title available?)1972-01-01Paper
A limit theorem for a supercritical branching process
Mathematical Notes
1971-01-01Paper
Threshold theorems for a stochastic model of an epidemic with natural immunization
Mathematical Notes
1971-01-01Paper
scientific article; zbMATH DE number 3447923 (Why is no real title available?)1971-01-01Paper
scientific article; zbMATH DE number 3374805 (Why is no real title available?)1971-01-01Paper
scientific article; zbMATH DE number 3383341 (Why is no real title available?)1971-01-01Paper
Limit Distribution of the Extreme Terms of a Variational Series under Conditions of Large Deviations for the Sample Mean
Theory of Probability & Its Applications
1971-01-01Paper
scientific article; zbMATH DE number 3390052 (Why is no real title available?)1971-01-01Paper
scientific article; zbMATH DE number 3414131 (Why is no real title available?)1971-01-01Paper
scientific article; zbMATH DE number 3418434 (Why is no real title available?)1971-01-01Paper
scientific article; zbMATH DE number 3335575 (Why is no real title available?)1970-01-01Paper
scientific article; zbMATH DE number 3338211 (Why is no real title available?)1970-01-01Paper
scientific article; zbMATH DE number 3343448 (Why is no real title available?)1970-01-01Paper
scientific article; zbMATH DE number 3359482 (Why is no real title available?)1970-01-01Paper
The Asymptotic Analysis of a Stochastic Model of an Epidemic
Theory of Probability & Its Applications
1970-01-01Paper
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