I. Samoilenko

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

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Showing 2021 · math.PRShow all

2 papers · 2 filters

math.PR2021

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

Alexander Iksanov, Bohdan Rashytov, Igor Samoilenko

Let $(ξ_{k}, η_{k})_{k \in N}$ 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 $(ξ_{1}, η_{1})$ , $(ξ_{2}, η_{2}), \dots$ be independent identically distributed $R^{2}$ -valued random vectors. We prove a strong law of large numbers, a functional central limi…