activity
20092021
most citedPoisson Approximation of Processes with Locally Independent Increments with Markov Switching

10 citations · 23 across the 10 of their papers we have counts for

collaborators

11 papers

math.PR2021

Renewal theory for iterated perturbed random walks on a general branching process tree: early generations

Alexander Iksanov, Bohdan Rashytov, Igor Samoilenko

Let be independent identically distributed random vectors with arbitrarily dependent positive components. We call a (globally) perturbed random walk a…

math.PR2021

Limit theorems for discounted convergent perpetuities

Alexander Iksanov, Anatolii Nikitin, Igor Samoilenko

Let , be independent identically distributed -valued random vectors. We prove a strong law of large numbers, a functional central limi…

math.PR2016

Functional limit theorems for the maxima of perturbed random walks and divergent perpetuities in the -topology

Alexander Iksanov, Andrey Pilipenko, Igor Samoilenko

Let , be a sequence of i.i.d. two-dimensional random vectors. In the earlier article Iksanov and Pilipenko (2014) weak convergence in the -topolo…

math.PR2011

Weak convergence of Markovian random evolution in a multidimensional space

Igor V. Samoilenko

We study Markovian symmetry and non-symmetry random evolutions in . Weak convergence of Markovian symmetry random evolution to Wiener process and of Markovian non-sym…

math.PR2011

Large deviations for random evolutions with independent increments in the scheme of Lévy approximation

Igor V. Samoilenko

In the work asymptotic analysis of the problem of large deviations for random evolutions with independent increments in the circuit of Lévy approximation is carried out. Large devi…

math.PR2010★ 5 cited

The conflict triad dynamical system

Volodymyr Koshmanenko, Igor Samoilenko

A dynamical model of the natural conflict triad is investigated. The conflict interacting substances of the triad are: some biological population, a living resource, and a negative…