2 citations · 2 across the 5 of their papers we have counts for
5 papers
Laplace Asymptotics near Stratified Minimum Sets
Pavel Ievlev
We develop a real Laplace method for integrals near a compact, possibly stratified, minimum set of the…
Asymptotic Behavior of Path Functionals for Vector-Valued Gaussian Processes at High Levels
Pavel Ievlev, Timofei Shashkov, Svyatoslav Novikov
We study precise asymptotics for high-level exceedance probabilities of path functionals of continuous vector-valued Gaussian processes. The probabilities have the form $$ \mathbb{…
Extremes of Brownian Decision Trees
Krzysztof Dȩbicki, Pavel Ievlev, Nikolai Kriukov
We consider a Brownian motion with linear drift that splits at fixed time points into a fixed number of branches, which may depend on the branching point. For this process, which w…
Random eigenvalues of nanotubes
Artur Bille, Victor Buchstaber, Pavel Ievlev +2
The hexagonal lattice and its dual, the triangular lattice, serve as powerful models for comprehending the atomic and ring connectivity, respectively, in \textit{graphene} and \tex…
Parisian ruin with power-asymmetric variance near the optimal point with application to many-inputs proportional reinsurance
Pavel Ievlev
This paper investigates the Parisian ruin probability for processes with power-asymmetric behavior of the variance near the unique optimal point. We derive the exact asymptotics as…