460 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- National Academy of Sciences of UkraineUA46 papers
- Bogolyubov Institute for Theoretical PhysicsUA36 papers
- Institute of PhysicsPL31 papers
- Taras Shevchenko National University of KyivUA21 papers
- Institute of MagnetismUA16 papers
- Institute for Information RecordingUA13 papers
- Clarkson UniversityUS12 papers
- FZU ‒ Institute of Physics of the Academy of Sciences of the Czech RepublicCZ12 papers
- Institute of MathematicsPL12 papers
- Frantsevich Institute for Problems in Materials ScienceUA11 papers
- Institute for Nuclear ResearchRU9 papers
- Johannes Gutenberg University MainzDE8 papers
14 papers · 1 filter
Visitation measures for non-linear iterations with random perturbations
Andrey A. Dorogovtsev, Iryna Nishchenko
A sequence of non-linear iterations with non-identically distributed random perturbations is studied. The asymptotic behaviour of the sequence is described via its visitations meas…
Short cycles of random permutations with cycle weights: point processes approach
Oleksii Galganov, Andrii Ilienko
We study the asymptotic behavior of short cycles of random permutations with cycle weights. More specifically, on a specially constructed metric space whose elements encode all pos…
Stochastic two-species mutualism model with jumps
Olga Borysenko, Oleksandr Borysenko
The existence and uniqueness are proved for the global positive solution to the system of stochastic differential equations describing a two-species mutualism model disturbed by th…
On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models
A. V. Ivanov, N. N. Leonenko, I. V. Orlovskyi
A continuous-time nonlinear regression model with Lévy-driven linear noise process is considered. Sufficient conditions of consistency and asymptotic normality of the Whittle estim…
Convergence of point processes associated with coupon collector's and Dixie cup problems
Andrii Ilienko
We prove that, in the coupon collector's problem, the point processes given by the times of -th arrivals for coupons of each type, centered and normalized in a proper way, conve…
Large deviations of regression parameter estimator in continuous-time models with sub-Gaussian noise
Alexander V. Ivanov, Igor V. Orlovskyi
A continuous-time regression model with a jointly strictly sub-Gaussian random noise is considered in the paper. Upper exponential bounds for probabilities of large deviations of t…
Moment conditions in strong laws of large numbers for multiple sums and random measures
Oleg Klesov, Ilya Molchanov
The validity of the strong law of large numbers for multiple sums of independent identically distributed random variables , , with -dimensional indices is eq…
On perturbations of an ODE with non-Lipschitz coefficients by a small self-similar noise
Andrey Pilipenko, Frank Norbert Proske
We study the limit behavior of differential equations with non-Lipschitz coefficients that are perturbed by a small self-similar noise. It is proved that the limiting process is eq…
A limit theorem for singular stochastic differential equations
Andrey Pilipenko, Yuriy Prykhodko
We study the weak limits of solutions to SDEs \[dX_n(t)=a_n\bigl(X_n(t)\bigr)\,dt+dW(t),\] where the sequence converges in some sense to $(c_- 1\mkern-4.5mu\mathrm{l}_{x<…
Forecasting of time data with using fractional Brownian motion
Valeria Bondarenko, Victor Bondarenko, Kiryl Truskovsky +1
We investigated the quality of forecasting of fractional Brownian motion, and new method for estimating of Hurst exponent is validated. Stochastic model of the time series in the f…
Extreme residuals in regression model. Minimax approach
Aleksander Ivanov, Ivan Matsak, Sergiy Polotskiy
We obtain limit theorems for extreme residuals in linear regression model in the case of minimax estimation of parameters.
On a limit behavior of a sequence of Markov processes perturbed in a neighborhood of a singular point
Andrey Pilipenko, Yuriy Prykhodko
We study a limit behavior of a sequence of Markov processes (or Markov chains) such that their distributions outside of any neighborhood of a "singular" point attract to some proba…
Asymptotic behaviour of functionals of cyclical long-range dependent random fields
Boris Klykavka, Andriy Olenko, Matthew Vicendese
Long-range dependent random fields with spectral densities which are unbounded at some frequencies are investigated. We demonstrate new examples of covariance functions which do no…
Limit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra
Alexander V. Ivanov, Nikolai Leonenko, María D. Ruiz-Medina +1
The limit Gaussian distribution of multivariate weighted functionals of nonlinear transformations of Gaussian stationary processes, having multiple singular spectra, is derived, un…