| Publication | Date of Publication | Type |
|---|
Maxima over random time intervals for heavy-tailed compound renewal and Lévy processes
Stochastic Processes and their Applications | 2024-10-08 | Paper |
Probabilistic approach to risk processes with level-dependent premium rate
Insurance Mathematics & Economics | 2024-09-18 | Paper |
Moduli spaces of polygons and deformations of polyhedra with boundary
Geometriae Dedicata | 2024-01-26 | Paper |
Probabilistic approach to risk processes with level-dependent premium rate
| 2023-11-04 | Paper |
Slowly varying asymptotics for signed stochastic difference equations
| 2022-10-07 | Paper |
Branching processes with immigration in atypical random environment
Extremes | 2022-04-04 | Paper |
Strong law of large numbers for a function of the local times of a transient random walk in \({\mathbb{Z}}^d\)
Journal of Theoretical Probability | 2020-10-30 | Paper |
Renewal theory for transient Markov chains with asymptotically zero drift
Transactions of the American Mathematical Society | 2020-10-01 | Paper |
Tail asymptotics for Shepp-statistics of Brownian motion in \(\mathbb{R}^d \)
Extremes | 2020-02-28 | Paper |
Markov chains on \({{\mathbb{Z}}^+}\): analysis of stationary measure via harmonic functions approach
Queueing Systems | 2019-10-18 | Paper |
Two-dimensional ruin probability for subexponential claim size
| 2018-08-08 | Paper |
On subexponential tails for the maxima of negatively driven compound renewal and Lévy processes
Stochastic Processes and their Applications | 2018-04-13 | Paper |
At the Edge of Criticality: Markov Chains with Asymptotically Zero Drift
| 2016-12-05 | Paper |
A look at perpetuities via asymptotically homogeneous in space Markov chains
| 2016-03-28 | Paper |
On the asymptotic Laplace method and its application to random chaos
Mathematical Notes | 2015-10-14 | Paper |
Asymptotic expansion of Gaussian chaos via probabilistic approach
Extremes | 2015-09-24 | Paper |
Potential analysis for positive recurrent Markov chains with asymptotically zero drift: power-type asymptotics
Stochastic Processes and their Applications | 2014-04-28 | Paper |
Tail asymptotics for the supercritical Galton-Watson process in the heavy-tailed case
Proceedings of the Steklov Institute of Mathematics | 2014-04-16 | Paper |
On extremal behavior of Gaussian chaos
Doklady Mathematics | 2014-01-24 | Paper |
Harmonic functions and stationary distributions for asymptotically homogeneous transition kernels on $Z^+$
| 2013-12-08 | Paper |
How to measure the accuracy of the subexponential approximation for the stationary single server queue
Queueing Systems | 2013-11-25 | Paper |
An introduction to heavy-tailed and subexponential distributions
Springer Series in Operations Research and Financial Engineering | 2013-04-08 | Paper |
On large delays in multi-server queues with heavy tails
Mathematics of Operations Research | 2012-05-24 | Paper |
Moments for stationary Markov chains with asymptotically zero drift
Siberian Mathematical Journal | 2011-10-25 | Paper |
Local asymptotics for the time of first return to the origin of transient random walk
Statistics & Probability Letters | 2011-07-26 | Paper |
An analog of Wald's identity for random walks with infinite mean
| 2011-04-06 | Paper |
An Introduction to Heavy-Tailed and Subexponential Distributions
Springer Series in Operations Research and Financial Engineering | 2011-03-18 | Paper |
Asymptotics of randomly stopped sums in the presence of heavy tails
Bernoulli | 2011-02-28 | Paper |
Convolutions of Long-Tailed and Subexponential Distributions
Journal of Applied Probability | 2009-10-08 | Paper |
On lower limits and equivalences for distribution tails of randomly stopped sums
Bernoulli | 2009-03-02 | Paper |
Lower Limits for Distribution Tails of Randomly Stopped Sums
Theory of Probability & Its Applications | 2009-02-19 | Paper |
The key renewal theorem for a transient Markov chain
Journal of Theoretical Probability | 2008-04-09 | Paper |
scientific article; zbMATH DE number 5228078 (Why is no real title available?)
| 2008-01-18 | Paper |
The critical case of the Cramer-Lundberg theorem on the asymptotic tail behavior of the maximum of a negative drift random walk
| 2007-07-02 | Paper |
Lower limits and equivalences for convolution tails
The Annals of Probability | 2007-05-08 | Paper |
Heavy tails in multi-server queue
Queueing Systems | 2006-06-28 | Paper |
One-dimensional asymptotically homogeneous Markov chains: Cramér transform and large deviation probabilities
Siberian Advances in Mathematics | 2005-10-28 | Paper |
scientific article; zbMATH DE number 2112630 (Why is no real title available?)
| 2004-11-01 | Paper |
Tail asymptotics for the supremum of a random walk when the mean is not finite
Queueing Systems | 2004-08-10 | Paper |
scientific article; zbMATH DE number 2039008 (Why is no real title available?)
| 2004-02-09 | Paper |
Large-Deviation Probabilities for One-Dimensional Markov Chains. Part 3: Prestationary Distributions in the Subexponential Case
Theory of Probability & Its Applications | 2004-01-21 | Paper |
Asymptotics for sums of random variables with local subexponential behaviour
Journal of Theoretical Probability | 2003-08-06 | Paper |
Large-Deviation Probabilities for Maxima of Sums of Independent Random Variables with Negative Mean and Subexponential Distribution
Theory of Probability & Its Applications | 2002-09-18 | Paper |
Large-Deviation Probabilities for One-Dimensional Markov Chains. Part 2: Prestationary Distributions in the Exponential Case
Theory of Probability & Its Applications | 2002-04-25 | Paper |
Sampling at a random time with a heavy-tailed distribution
Markov Processes and Related Fields | 2002-01-17 | Paper |
A collection of problems and exercises on mathematical statistics.
| 2001-08-01 | Paper |
A collection of problems and exercises on probability theory.
| 2001-03-15 | Paper |
On distribution tail of the maximum of a random walk
Stochastic Processes and their Applications | 2000-03-01 | Paper |
Ergodicity of a polling network with an infinite number of stations
Queueing Systems | 2000-02-10 | Paper |
Tightness and continuity of a family of invariant measures for Markov chains depending on a parameter
Siberian Mathematical Journal | 1998-03-16 | Paper |
Large-Deviation Probabilities for One-Dimensional Markov ChainsPart 1: Stationary Distributions
Theory of Probability & Its Applications | 1997-09-30 | Paper |
Transition phenomena for real-valued Markov chains
Siberian Advances in Mathematics | 1996-08-27 | Paper |
scientific article; zbMATH DE number 868153 (Why is no real title available?)
| 1996-04-21 | Paper |
scientific article; zbMATH DE number 482624 (Why is no real title available?)
| 1994-05-29 | Paper |
Transient phenomena for Markov chains and applications
Advances in Applied Probability | 1993-01-16 | Paper |
Maxima over random time intervals for heavy-tailed compound renewal and L\'evy processes
| N/A | Paper |
