D. Korshunov

activity

20072026

most citedOn Large Delays in Multi-Server Queues with Heavy Tails

28 citations · 70 across the 22 of their papers we have counts for

collaborators

Showing 2008Show all

2 papers · 1 filter

math.PR2008

Convolutions of long-tailed and subexponential distributions

Sergey Foss, Dmitry Korshunov, Stan Zachary

Convolutions of long-tailed and subexponential distributions play a major role in the analysis of many stochastic systems. We study these convolutions, proving some important new r…

math.PR2008

Asymptotics of randomly stopped sums in the presence of heavy tails

Denis Denisov, Sergey Foss, Dmitry Korshunov

We study conditions under which $P (S_{τ} > x) \sim P (M_{τ} > x) \sim E τ P (ξ_{1} > x)$ as $x \to \infty$ , where $S_{τ}$ is a sum $ξ_{1} + ... + ξ_{τ}$ of random size $τ$ and $M_{τ}$ is a maximum of partial sums…