408 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Novosibirsk State UniversityRU417 papers
- Siberian Branch of the Russian Academy of SciencesRU56 papers
- Russian Academy of SciencesRU50 papers
- University of LiègeBE36 papers
- Istituto Nazionale di Fisica Nucleare, Gruppo Collegato di Cosenza34 papers
- University of CalabriaIT32 papers
- Centre National de la Recherche ScientifiqueFR30 papers
- National Research Tomsk State UniversityRU28 papers
- Istituto Nazionale di Fisica NucleareIT23 papers
- Tomsk State Pedagogical UniversityRU22 papers
- University of Illinois Urbana-ChampaignUS21 papers
- Lomonosov Moscow State UniversityRU18 papers
33 papers · 1 filter
Last passage percolation and limit theorems in Barak-Erdős directed random graphs and related models
Sergey Foss, Takis Konstantopoulos, Bastien Mallein +1
We consider directed random graphs, the prototype of which being the Barak-Erdős graph , and study the way that long (or heavy, if weights are present) paths…
On the length of the shortest path in a sparse Barak-Erdős graph
Bastien Mallein, Pavel Tesemnikov
We consider an inhomogeneous version of the Barak-Erdős graph, i.e. a directed Erős-Rényi random graph on with no loop. Given a Riemann-integrable non-negative…
Estimation of the last passage percolation constant in a charged complete directed acyclic graph via perfect simulation
Sergey Foss, Takis Konstantopoulos, Bastien Mallein +1
Our object of study is the asymptotic growth of heaviest paths in a charged (weighted with signed weights) complete directed acyclic graph. Edge charges are i.i.d. random variables…
Lundberg-type inequalities for non-homogeneous risk models
Qianqian Zhou, Alexander Sakhanenko, Junyi Guo
In this paper, we investigate the ruin probabilities of non-homogeneous risk models. By employing martingale method, the Lundberg-type inequalities of ruin probabilities of non-hom…
Large deviations in a population dynamics with catastrophes
A. Logachov, O. Logachova, A. Yambartsev
The large deviation principle on phase space is proved for a class of Markov processes known as random population dynamics with catastrophes. In the paper we study the process whic…
On the rate of Poisson approximation to partial sum processes
Pavel S. Ruzankin, Igor S. Borisov
We investigate approximation of a Bernoulli partial sum process to the accompanying Poisson process in the non-i.i.d. case. The rate of closeness is studied in terms of the minimal…
On a bound of the absolute constant in the Berry--Esseen inequality for i.i.d. Bernoulli random variables
Anatolii Zolotukhin, Sergei Nagaev, Vladimir Chebotarev
It is shown that the absolute constant in the Berry--Esseen inequality for i.i.d. Bernoulli random variables is strictly less than the Esseen constant, if , where…
Two-dimensional ruin probability for subexponential claim size
Sergey Foss, Dmitry Korshunov, Zbigniew Palmowski +1
We analyse the asymptotics of ruin probabilities of two insurance companies (or two branches of the same company) that divide between them both claims and premia in some specified…
A refined version of the integro-local Stone theorem
Alexander A. Borovkov, Konstantin A. Borovkov
Let be a sequence of non-lattice i.i.d. random variables with and let , We refine Stone's inte…
Large Deviations for processes on half-line
F. C. Klebaner, A. V. Logachov, A. A. Mogulski
We consider a sequence of processes defined on half-line for all non negative t. We give sufficient conditions for Large Deviation Principle (LDP) to hold in the space of continuou…
Convolution and convolution-root properties of long-tailed distributions
Hui Xu, Sergey Foss, Yuebao Wang
We obtain a number of new general properties, related to the closedness of the class of long-tailed distributions under convolutions, that are of interest themselves and may be app…
Power law condition for stability of Poisson hail
Sergey Foss, Takis Konstantopoulos, Thomas Mountford
We consider the Poisson hail model introduced by Baccelli and Foss. We give a power law condition for the tails (spatial and temporal) of the distribution of jobs to ensure stabili…
Stochastic Stability of Monotone Economies in Regenerative Environments
Sergey Foss, Vsevolod Shneer, Jonathan P. Thomas +1
We introduce and analyze a new class of monotone stochastic recursions in a regenerative environment which is essentially broader than that of Markov chains. We prove stability the…
A limit process for a sequence of partial sums of residuals of a simple regression against order statistics with Markov-modulated noise
Artyom Kovalevskii, Evgeny Shatalin
We consider a simple regression model where a regressor is composed of order statistics and a noise is Markov-modulated. We introduce an empirical bridge of regression residuals an…
Shape Theorems for Poisson Hail on a Bivariate Ground
François Baccelli, Héctor A. Chang-Lara, Sergey Foss
We consider the extension of the Euclidean stochastic geometry Poisson Hail model to the case where the service speed is zero in some subset of the Euclidean space and infinity in…
On Cox-Kemperman moment inequalities for independent centered random variables
P. S. Ruzankin
In 1983 Cox and Kemperman proved that $\E f(ξ)+ \E f(η) \le \E f(ξ+η)$ for all functions , such that and the second derivative is convex, and all independent c…
A two-type Bellman--Harris process initiated by a large number of particles
Vladimir Vatutin, Alexander Iksanov, Valentin Topchii
We investigate a two-type critical Bellman--Harris branching process with the following properties: the tail of the life-length distribution of the first type particles is of order…
Asymptotic Expansion of Gaussian Chaos via Probabilistic Approach
Enkelejd Hashorva, Dmitry Korshunov, Vladimir I. Piterbarg
For a centered -dimensional Gaussian random vector and a homogeneous function we derive asymptotic expansions for the tail of the Gaussian chao…
Large deviations for excursions of non-homogeneous Markov processes
A. Mogulskii, E. Pechersky, A. Yambartsev
In this paper, the large deviations on trajectory level for ergodic Markov processes are studied. These processes take values in the non-negative quadrant of the two dimension latt…
Blackwell-type Theorems for Weighted Renewal Functions
Alexander A. Borovkov, Konstantin A. Borovkov
For a numerical sequence satisfying broad assumptions on its "behaviour on average" and a random walk with i.i.d. jumps with positive mean , we…
Poisson Hail on a Hot Ground
Francois Baccelli, Sergey Foss
We consider a queue where the server is the Euclidean space, and the customers are random closed sets (RACS) of the Euclidean space. These RACS arrive according to a Poisson rain a…
Fluid Limits for an ALOHA-type Model with Impatient Customers
Maria Frolkova, Sergey Foss, Bert Zwart
Random multiple-access protocols of type ALOHA are used to regulate networks with a star configuration where client nodes talk to the hub node at the same frequency (finding a wide…
Local asymptotics for the time of first return to the origin of transient random walk
Ron Doney, Dmitry Korshunov
We consider a transient random walk on which is asymptotically stable, without centering, in a sense which allows different norming for each component. The paper is devoted t…
On Large Delays in Multi-Server Queues with Heavy Tails
Sergey Foss, Dmitry Korshunov
We present upper and lower bounds for the tail distribution of the stationary waiting time in the stable FCFS queue. These bounds depend on the value of the traffic l…