17 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
6 papers · 1 filter
Generalized negative binomial distributions as mixed geometric laws and related limit theorems
V. Yu. Korolev, A. I. Zeifman
In this paper we study a wide and flexible family of discrete distributions, the so-called generalized negative binomial (GNB) distributions that are mixed Poisson distributions in…
A note on functional limit theorems for compound Cox processes
V. Yu. Korolev, A. V. Chertok, A. Yu. Korchagin +2
An improved version of the functional limit theorem is proved establishing weak convergence of random walks generated by compound doubly stochastic Poisson processes (compound Cox…
Two-sided bounds on the rate of convergence for continuous-time finite inhomogeneous Markov chains
A. Zeifman, V. Korolev
We suggest an approach to obtaining general two-sided bounds on the rate of convergence in terms of special "weighted" norms related to total variation. Some important classes of c…
On the limiting characteristics for an inhomogeneous queue with catastrophes
Alexander Zeifman, Anna Korotysheva, Victor Korolev
We study weak ergodicity, bounds on the rate of convergence, and problems of computing of the limiting characteristics for an inhomogeneous queueing model with possible…
Modeling high-frequency order flow imbalance by functional limit theorems for two-sided risk processes
V. Yu. Korolev, A. V. Chertok, A. Yu. Korchagin +1
A micro-scale model is proposed for the evolution of the limit order book. Within this model, the flows of orders (claims) are described by doubly stochastic Poisson processes taki…
On convergence of the distributions of statistics with random sample sizes to normal variance-mean mixtures
V. Yu. Korolev, A. I. Zeifman
We prove a general transfer theorem for multivariate random sequences with independent random indexes in the double array limit setting. We also prove its partial inverse providing…