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 2013Show all

5 papers · 1 filter

math.PR2013

Harmonic functions and stationary distributions for asymptotically homogeneous transition kernels on $Z^{+}$

Denis Denisov, Dmitry Korshunov, Vitali Wachtel

We suggest a method for constructing positive harmonic functions for a wide class of transition kernels on $Z^{+}$ . We also find natural conditions under which these functions have p…

math.PR2013★ 4 cited

Asymptotic Expansion of Gaussian Chaos via Probabilistic Approach

Enkelejd Hashorva, Dmitry Korshunov, Vladimir I. Piterbarg

For a centered $d$ -dimensional Gaussian random vector $ξ = (ξ_{1}, \dots, ξ_{d})$ and a homogeneous function $h : R^{d} \to R$ we derive asymptotic expansions for the tail of the Gaussian chao…

math.PR2013★ 7 cited

Asymptotics for sums of random variables with local subexponential behaviour

S. Asmussen, S. Foss, D. Korshunov

We study distributions $F$ on $[0, \infty)$ such that for some $T \leq \infty$ , $F^{* 2} (x, x + T] \sim 2 F (x, x + T]$ . The case $T = \infty$ corresponds to $F$ being subexponential, and our ana…

math.PR2013

Heavy tails in multi-server queues

Sergey Foss, Dmitry Korshunov

In this paper, the asymptotic behaviour of the distribution tail of the stationary waiting time $W$ in the $G I / G I /2$ FCFS queue is studied. Under subexponential-type assumptions on…

math.PR2013

Tail asymptotics for the supercritical Galton-Watson process in the heavy-tailed case

Denis Denisov, Dmitry Korshunov, Vitali Wachtel

As well known, for a supercritical Galton-Watson process $Z_{n}$ whose offspring distribution has mean $m > 1$ , the ratio $W_{n} := Z_{n} / m^{n}$ has a.s. limit, say $W$ . We study tail behaviou…

Harmonic functions and stationary distributions for asymptotically homogeneous transition kernels on Z+

Asymptotic Expansion of Gaussian Chaos via Probabilistic Approach

Asymptotics for sums of random variables with local subexponential behaviour

Heavy tails in multi-server queues

Tail asymptotics for the supercritical Galton-Watson process in the heavy-tailed case

Harmonic functions and stationary distributions for asymptotically homogeneous transition kernels on $Z^{+}$