Svyatoslav Novikov

collaborators

7 papers

math.PR2026

Expected Infimum and persistence probabilities of Log-Normal Stationary Brown-Resnick Processes

Krzysztof Dȩbicki, Enkelejd Hashorva, Svyatoslav Novikov

We investigate the asymptotics of the expected infimum of log-normal Brown-Resnick stationary processes, a class of processes that arise naturally in the study of extremes of Gauss…

math.PR2026

Branch-stationary max-stable fields on rooted trees

Enkelejd Hashorva, Svyatoslav Novikov

In this contribution we study max-stable random fields on the rooted tree under shifts to descendant subtrees. Branch-Brown--Resnick stationarity is characterised through homogeneo…

math.PR2026

High Minima of Gaussian Processes: Overshoots and Minimizer Locations

Enkelejd Hashorva, Svyatoslav Novikov

Let $X (t)$ , $t \in K$ , be a centred Gaussian process with continuous sample paths on a compact metric space $K$ , and let $M = min_{t \in K} X (t)$ . Let $σ_{*}^{2}$ denote the minimum covari…

math.PR2026

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{…

math.PR2026

Parisian ruin of locally self-similar Gaussian processes

Svyatoslav M. Novikov

We derive exact tail asymptotics of the Parisian ruin probability for Gaussian risk models driven by locally self-similar Gaussian processes with a power-type deterministic trend.…

math.PR2024

Sojourns of locally self-similar Gaussian processes

Svyatoslav M. Novikov

Given a Gaussian risk process $R (t) = u + c (t) - X (t), t \geq 0$ , the cumulative Parisian ruin probability on a finite time interval $[0, T]$ with respect to $L \geq 0$ is defined as the pro…