| Publication | Date of Publication | Type |
|---|
An approach to obtaining perturbation bounds for continuous-time Markov chains
Doklady Mathematics | 2026-01-13 | Paper |
Reconstructing unknown coefficients of stochastic differential equations and intelligently predicting random processes with directed learning
Moscow University Computational Mathematics and Cybernetics | 2024-07-16 | Paper |
The Burr distribution as an asymptotic law for extreme order statistics and its application to the analysis of statistical regularities in the interplanetary magnetic field
Russian Journal of Numerical Analysis and Mathematical Modelling | 2024-04-22 | Paper |
Limit behavior of centered random sums of independent identically distributed random variables
Journal of Mathematical Sciences | 2023-11-24 | Paper |
Convergence rate estimates in some limit theorems for maximum random sums
Journal of Mathematical Sciences | 2023-11-24 | Paper |
A refinement of non-uniform estimates of the rate of convergence in the central limit theorem under the existence of moments of orders no higher than two
Journal of Mathematical Sciences (New York) | 2023-06-01 | Paper |
Max-compound Cox processes. III
Journal of Mathematical Sciences (New York) | 2023-06-01 | Paper |
On the convergence of median versions of the expectation-maximization algorithm for the separation of finite normal mixtures
Journal of Mathematical Sciences (New York) | 2023-02-14 | Paper |
On approximations to the ruin probability for the classical risk process
Journal of Mathematical Sciences (New York) | 2023-02-14 | Paper |
Limiting characteristics of queueing systems with vanishing perturbations
Doklady Mathematics | 2023-01-02 | Paper |
Bounds for the accuracy of invalid normal approximation
(available as arXiv preprint) | 2022-07-18 | Paper |
On limiting characteristics for a non-stationary two-processor heterogeneous system with catastrophes, server failures and repairs
Journal of Industrial and Management Optimization | 2021-09-10 | Paper |
A functional approach to estimation of the parameters of generalized negative binomial and gamma distributions
Developments in Language Theory | 2021-08-10 | Paper |
Bounds for convergence rate in laws of large numbers for mixed Poisson random sums
Statistics & Probability Letters | 2021-01-06 | Paper |
| Multivariate scale-mixed stable distributions and related limit theorems | 2019-12-03 | Paper |
Generalized negative binomial distributions as mixed geometric laws and related limit theorems
Lithuanian Mathematical Journal | 2019-12-03 | Paper |
| Two approaches to the construction of perturbation bounds for continuous-time Markov chains | 2019-11-08 | Paper |
Calculation of the deficiency of some statistical estimators constructed from samples with random sizes
Colloquium Mathematicum | 2019-07-31 | Paper |
Scale mixtures of Fréchet distributions as asymptotic approximations of extreme precipitation
Journal of Mathematical Sciences (New York) | 2019-07-23 | Paper |
Max-compound Cox processes. I
Journal of Mathematical Sciences (New York) | 2019-07-23 | Paper |
| On the Rate of Convergence for a Characteristic of Multidimensional Birth-Death Process | 2018-10-13 | Paper |
| On mixture representations for the generalized Linnik distribution and their applications in limit theorems | 2018-10-12 | Paper |
Bounds on the rate of convergence for one class of inhomogeneous Markovian queueing models with possible batch arrivals and services
International Journal of Applied Mathematics and Computer Science | 2018-09-26 | Paper |
Lower bounds for the rate of convergence for continuous-time inhomogeneous Markov chains with a finite state space
Statistics & Probability Letters | 2018-06-14 | Paper |
Bounds for the concentration functions of random sums under relaxed moment conditions
Theory of Probability & Its Applications | 2018-05-18 | Paper |
Ergodicity and truncation bounds for inhomogeneous birth and death processes with additional transitions from and to origin
Stochastic Models | 2018-02-19 | Paper |
| Statistical tests for extreme precipitation volumes | 2018-02-07 | Paper |
Median modifications of the EM-algorithm for separation of mixtures of probability distributions and their applications to the decomposition of volatility of financial indexes
Journal of Mathematical Sciences (New York) | 2018-02-06 | Paper |
Limit distributions for doubly stochastically rarefied renewal processes and their properties
Theory of Probability & Its Applications | 2018-01-09 | Paper |
Truncation Bounds for Approximations of Inhomogeneous Continuous-Time Markov Chains
Theory of Probability & Its Applications | 2017-10-16 | Paper |
Statistical decomposition of volatility
Journal of Mathematical Sciences (New York) | 2017-08-25 | Paper |
Bounds of the accuracy of the normal approximation to the distributions of random sums under relaxed moment conditions
Lithuanian Mathematical Journal | 2017-06-01 | Paper |
| Statistical Analysis of Precipitation Events | 2017-05-31 | Paper |
Convergence of statistics constructed from samples with random sizes to the Linnik and Mittag-Leffler distributions and their generalizations
Journal of the Korean Statistical Society | 2017-05-15 | Paper |
The rate of convergence of the distributions of regular statistics constructed from samples with negatively binomially distributed random sizes to the Student distribution
Journal of Mathematical Sciences (New York) | 2017-04-06 | Paper |
On a class of Markovian queuing systems described by inhomogeneous birth-and-death processes with additional transitions
Doklady Mathematics | 2017-02-27 | Paper |
Statistical detection of movement activities in a human brain by moving separation of mixture distributions
Journal of Mathematical Sciences (New York) | 2016-11-17 | Paper |
Product representations for random variables with Weibull distributions and their applications
Journal of Mathematical Sciences (New York) | 2016-11-17 | Paper |
A note on mixture representations for the Linnik and Mittag-Leffler distributions and their applications
Journal of Mathematical Sciences (New York) | 2016-11-17 | Paper |
A note on functional limit theorems for compound Cox processes
Journal of Mathematical Sciences (New York) | 2016-11-17 | Paper |
On a spectral analysis and modeling of non-Gaussian processes in the structural plasma turbulence
Journal of Mathematical Sciences (New York) | 2016-11-17 | Paper |
Estimation of probabilities for multidimensional birth-death processes
Journal of Mathematical Sciences (New York) | 2016-11-17 | Paper |
Ergodicity and perturbation bounds for inhomogeneous birth and death processes with additional transitions from and to the origin
International Journal of Applied Mathematics and Computer Science | 2016-10-13 | Paper |
Bounds on the rate of convergence for inhomogeneous $M/M/S$ systems with either state-dependent transitions, or batch arrivals and service, or both
(available as arXiv preprint) | 2016-09-30 | Paper |
On convergence of the distributions of random sequences with independent random indexes to variance-mean mixtures
Stochastic Models | 2016-08-08 | Paper |
Modeling high-frequency order flow imbalance by functional limit theorems for two-sided risk processes
Applied Mathematics and Computation | 2016-06-21 | Paper |
On the estimation of the execution frequency of sequential program code snippets
Journal of Computer and Systems Sciences International | 2016-06-13 | Paper |
On asymmetric generalization of the Weibull distribution by scale-location mixing of normal laws
Journal of the Korean Statistical Society | 2016-05-26 | Paper |
Estimates of some characteristics of multidimensional birth-and-death processes
Doklady Mathematics | 2016-04-13 | Paper |
Modeling high-frequency non-homogeneous order flows by compound Cox processes
Journal of Mathematical Sciences (New York) | 2016-04-11 | Paper |
On normal variance-mean mixtures as limit laws for statistics with random sample sizes
Journal of Statistical Planning and Inference | 2015-12-22 | Paper |
Two-sided bounds on the rate of convergence for continuous-time finite inhomogeneous Markov chains
Statistics & Probability Letters | 2015-11-23 | Paper |
Convergence of nonhomogeneous random walks generated by compound Cox processes to generalized variance-gamma Lévy processes
Doklady Mathematics | 2015-11-12 | Paper |
On truncations for weakly ergodic inhomogeneous birth and death processes
International Journal of Applied Mathematics and Computer Science | 2015-10-16 | Paper |
On the convergence of distributions of statistics constructed from samples of random size to a multivariate generalized variance-gamma distributions
Doklady Mathematics | 2015-09-28 | Paper |
On a power of optimal test for asymptotic distinction of statistical hypotheses for distributions with heavy tails
Journal of Mathematical Sciences (New York) | 2015-09-04 | Paper |
Perturbation bounds and truncations for a class of Markovian queues
Queueing Systems | 2014-11-25 | Paper |
| On the limiting characteristics for an inhomogeneous $M_t|M_t|S$ queue with catastrophes | 2014-10-22 | Paper |
| On convergence of the distributions of statistics with random sample sizes to normal variance-mean mixtures | 2014-10-04 | Paper |
Generalized Hyperbolic Laws as Limit Distributions for Random Sums
Theory of Probability & Its Applications | 2014-06-26 | Paper |
On perturbation bounds for continuous-time Markov chains
Statistics & Probability Letters | 2014-06-11 | Paper |
On convergence of random walks generated by compound Cox processes to Lévy processes
Statistics & Probability Letters | 2014-02-19 | Paper |
An improvement of the Berry-Esseen inequality with applications to Poisson and mixed Poisson random sums
Scandinavian Actuarial Journal | 2013-12-13 | Paper |
On estimation of Student distribution center with a small number of degrees of freedom
Journal of Mathematical Sciences (New York) | 2013-07-22 | Paper |
Statistical estimation of parameters of fractionally stable distributions
Journal of Mathematical Sciences (New York) | 2013-07-22 | Paper |
Boundary identification for admissible variation of external and internal factors affecting robustness of fiber-optic communication systems on rail transport
Journal of Mathematical Sciences (New York) | 2013-07-22 | Paper |
The asymptotics of randomly indexed random sequences: independent indices
Journal of Soviet Mathematics | 2013-07-12 | Paper |
An Improvement of Convergence Rate Estimates in the Central Limit Theorem under Absence of Moments Higher than the Second
Theory of Probability & Its Applications | 2013-02-04 | Paper |
On the universal constant in the Katz-Petrov and Osipov inequalities
Discussiones Mathematicae Probability and Statistics | 2012-11-16 | Paper |
Improvement of convergence rate estimates in the central limit theorem under weakened moment conditions
Doklady Mathematics | 2012-11-15 | Paper |
On the relationship between the generalized Student \(t\)-distribution and the variance gamma distribution in statistical analysis of random-size samples
Doklady Mathematics | 2012-11-15 | Paper |
A new moment-type estimate of convergence rate in the Lyapunov theorem
Theory of Probability and its Applications | 2012-05-04 | Paper |
The evolution of probability characteristics of low-frequency plasma turbulence
Mathematical Models and Computer Simulations | 2012-04-18 | Paper |
| Analysis of fine stochastic structure of chaotic processes by kernel estimators | 2011-10-17 | Paper |
| scientific article; zbMATH DE number 5947643 (Why is no real title available?) | 2011-09-15 | Paper |
| scientific article; zbMATH DE number 5947644 (Why is no real title available?) | 2011-09-15 | Paper |
On the Upper Bound for the Absolute Constant in the Berry–Esseen Inequality
Theory of Probability & Its Applications | 2011-08-16 | Paper |
Sharpened upper bounds for the absolute constant in the Berry-Esseen inequality for mixed Poisson random sums
Doklady Mathematics | 2010-11-17 | Paper |
An improvement of the Berry-Esseen inequalities
Doklady Mathematics | 2010-11-17 | Paper |
| Mixed Gaussian probabilistic models of real processes | 2010-11-02 | Paper |
Separating mixtures of probability distributions with the grid method of moments and the grid maximal likelihood method
Automation and Remote Control | 2010-09-24 | Paper |
| Estimates of the rate of convergence for distributions of generalized doubly stochastic Poisson processes with nonzero means to shift mixtures of Gaussian laws | 2009-11-24 | Paper |
| Hidden Markov models of plasma turbulence | 2009-05-22 | Paper |
| scientific article; zbMATH DE number 5556056 (Why is no real title available?) | 2009-05-22 | Paper |
| scientific article; zbMATH DE number 5504767 (Why is no real title available?) | 2009-02-09 | Paper |
On the 75th Birthday of V. M. Zolotarev
Theory of Probability & Its Applications | 2008-01-30 | Paper |
On approximation of the necessary reserve capital of an insurance company serving many nonhomogeneous contracts
Journal of Mathematical Sciences (New York) | 2007-08-07 | Paper |
Limit theorems for continuous-time random walks in the double-array limit scheme
Journal of Mathematical Sciences (New York) | 2007-04-19 | Paper |
On the Accuracy of the Normal Approximation. II
Theory of Probability & Its Applications | 2007-04-02 | Paper |
On the Accuracy of the Normal Approximation. I
Theory of Probability & Its Applications | 2006-06-09 | Paper |
| Functional limit theorems for generalized risk processes | 2006-05-05 | Paper |
On an Application of the Student Distribution in the Theory of Probability and Mathematical Statistics
Theory of Probability & Its Applications | 2005-10-28 | Paper |
Natural estimates of the accuracy of approximation of the distributions of random sums by location mixtures of stable laws
Journal of Mathematical Sciences (New York) | 2005-06-28 | Paper |
The asymptotic behavior of the reserve of an insurance company described by the generalized risk process
Journal of Mathematical Sciences (New York) | 2005-06-28 | Paper |
Estimation of parameters of fractional stable distributions
Journal of Mathematical Sciences (New York) | 2005-06-28 | Paper |
Transfer theorem for generalized risk processes
Journal of Mathematical Sciences (New York) | 2005-06-23 | Paper |
On distributions whose symmetrization is a scale mixture of normal laws
Journal of Mathematical Sciences (New York) | 2005-06-23 | Paper |
Asymptotic behavior of generalized risk processes
Acta Mathematica Sinica, English Series | 2004-11-25 | Paper |
| scientific article; zbMATH DE number 2101527 (Why is no real title available?) | 2004-09-22 | Paper |
| scientific article; zbMATH DE number 2099869 (Why is no real title available?) | 2004-09-08 | Paper |
| scientific article; zbMATH DE number 2099866 (Why is no real title available?) | 2004-09-08 | Paper |
Nonparametric Estimation of the Ruin Probability for Generalized Risk Processes
Theory of Probability & Its Applications | 2004-01-21 | Paper |
| Generalized Poisson Models and their Applications in Insurance and Finance | 2003-04-29 | Paper |
Calculation of confidence intervals for ruin probability in a generalized risk process
Moscow University Computational Mathematics and Cybernetics | 2003-02-24 | Paper |
| scientific article; zbMATH DE number 1865408 (Why is no real title available?) | 2003-02-06 | Paper |
| scientific article; zbMATH DE number 1865404 (Why is no real title available?) | 2003-02-06 | Paper |
A new approach to the probability-statistical analysis of turbulent transport processes in plasma
Journal of Mathematical Sciences (New York) | 2002-12-19 | Paper |
| Mathematical theory of software reliability growth | 2002-11-14 | Paper |
Fractional stable distributions
Journal of Mathematical Sciences (New York) | 2002-06-16 | Paper |
On the increment distributions of stock prices
Applied Mathematics. Series B (English Edition) | 2002-04-09 | Paper |
Limit theorems for generalized risk processes
Theory of Stochastic Processes | 2002-03-13 | Paper |
On approximations to generalized Cox processes
Probability and Mathematical Statistics | 2002-02-18 | Paper |
On optimal planning of the reserve with applications to insurance.
Moscow University Computational Mathematics and Cybernetics | 2001-10-29 | Paper |
Asymptotic properties of extrema of compound Cox processes and their applications to some problems of financial mathematics
Theory of Probability and its Applications | 2001-10-22 | Paper |
Convergence rate estimates in local limit theorems for Poisson random sums
Journal of Mathematical Sciences (New York) | 2001-09-02 | Paper |
Recursive models of reliability growth
Journal of Mathematical Sciences (New York) | 2001-08-28 | Paper |
The asymptotic behavior of extrema of compound Cox processes with nonzero means
Journal of Mathematical Sciences (New York) | 2001-06-13 | Paper |
Asymptotic properties of sample quantiles constructed from samples with random sizes
Theory of Probability and its Applications | 2001-05-02 | Paper |
On Convergence of Distributions of Compound Cox Processes to Stable Laws
Theory of Probability & Its Applications | 2000-06-06 | Paper |
| scientific article; zbMATH DE number 1222162 (Why is no real title available?) | 2000-04-09 | Paper |
| scientific article; zbMATH DE number 1166241 (Why is no real title available?) | 2000-02-27 | Paper |
| scientific article; zbMATH DE number 1222143 (Why is no real title available?) | 1999-09-15 | Paper |
Asymptotic behavior of compound nonordinary Cox processes with nonzero means
Journal of Mathematical Sciences (New York) | 1999-04-29 | Paper |
Asymptotic behavior of generalized Cox processes
Moscow University Computational Mathematics and Cybernetics | 1999-03-23 | Paper |
On the rate of convergence in the local limit theorem for densities
Journal of Mathematical Sciences (New York) | 1998-12-09 | Paper |
A criterion of convergence of nonrandomly centered random sums of independent identically distributed random variables
Journal of Mathematical Sciences (New York) | 1998-11-24 | Paper |
О сходимости распределений случайных сумм независимых случайных величин к устойчивым законам
Teoriya Veroyatnostei i ee Primeneniya | 1998-11-12 | Paper |
On approximations to generalized Poisson distributions
Journal of Mathematical Sciences (New York) | 1998-04-20 | Paper |
A general theorem on the limit behavior of superpositions of independent random processes with applications to Cox processes
Journal of Mathematical Sciences (New York) | 1997-05-19 | Paper |
Convergence of multidimensional random sequences with independent random indices
Journal of Mathematical Sciences (New York) | 1997-04-09 | Paper |
| scientific article; zbMATH DE number 919368 (Why is no real title available?) | 1997-03-17 | Paper |
О сходимости распределений случайных сумм независимых случайных величин к устойчивым законам
Teoriya Veroyatnostei i ee Primeneniya | 1997-01-01 | Paper |
| scientific article; zbMATH DE number 879740 (Why is no real title available?) | 1996-09-02 | Paper |
| scientific article; zbMATH DE number 893785 (Why is no real title available?) | 1996-06-26 | Paper |
Estimation of the number of missing observations with applications to software reliability
Journal of Mathematical Sciences (New York) | 1996-02-26 | Paper |
| scientific article; zbMATH DE number 796414 (Why is no real title available?) | 1996-02-21 | Paper |
| scientific article; zbMATH DE number 614571 (Why is no real title available?) | 1994-09-27 | Paper |
| scientific article; zbMATH DE number 487645 (Why is no real title available?) | 1994-08-11 | Paper |
Probabilistic and statistical methods predicting complex software reliability
Moscow University Computational Mathematics and Cybernetics | 1993-06-29 | Paper |
| scientific article; zbMATH DE number 195083 (Why is no real title available?) | 1993-06-05 | Paper |
On Limit Distributions of Randomly Indexed Random Sequences
Theory of Probability & Its Applications | 1993-04-01 | Paper |
Some remarks on the accuracy of normal approximation to distributions of random sums
Moscow University Computational Mathematics and Cybernetics | 1992-06-26 | Paper |
Approximation of the distributions of sums of a random number of independent random variables by mixtures of Gaussian measures
Journal of Soviet Mathematics | 1992-06-25 | Paper |
| On limit distributions of randomly indexed random sequences | 1992-01-01 | Paper |
| scientific article; zbMATH DE number 4215046 (Why is no real title available?) | 1990-01-01 | Paper |
Approximation of Distributions of Random Sums of Independent Random Variables by Mixtures of Normal Laws
Theory of Probability & Its Applications | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4131348 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4137100 (Why is no real title available?) | 1989-01-01 | Paper |
Nonuniform Estimates of the Accuracy of Normal Approximation of the Distributions of Random Sums of Independent Random Variables
Theory of Probability & Its Applications | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4072035 (Why is no real title available?) | 1988-01-01 | Paper |
On the Accuracy of Normal Approximation for the Distributions of Sums of a Random Number of Independent Random Variables
Theory of Probability & Its Applications | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4082616 (Why is no real title available?) | 1988-01-01 | Paper |
Most powerful tests of a simple null hypothesis against a simple alternative hypothesis with posterior significance level
Journal of Soviet Mathematics | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4013640 (Why is no real title available?) | 1987-01-01 | Paper |
Convergence of Moments of Random Sums of Independent Random Variables
Theory of Probability & Its Applications | 1986-01-01 | Paper |
Rate of convergence bounds in local limit theorems for sums of a random number of independent random variables
Journal of Soviet Mathematics | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3913358 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3988481 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3778515 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3676884 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3688410 (Why is no real title available?) | 1980-01-01 | Paper |
Probability distribution in recording of yield of multiple nuclear processes
Moscow University Computational Mathematics and Cybernetics | 1980-01-01 | Paper |
Convergence of moments of random sums of independent random variables
Moscow University Computational Mathematics and Cybernetics | 1980-01-01 | Paper |
