5 papers
Large deviation probabilities for sums of censored random variables with regularly varying distribution tails
Aaron Chong, Konstantin Borovkov
Let be a sequence of independent and identically distributed random variables with zero mean, finite second moment and regularly varying right distribution tail.…
On large deviation probabilities for self-normalized sums of random variables
Konstantin Borovkov
We reduced the large deviation problem for a self-normalized random walk to one for an auxiliary usual bivariate random walk. This enabled us to prove the classical theorem for sel…
On time-dependent boundary crossing probabilities of diffusion processes as differentiable functionals of the boundary
Vincent Liang, Konstantin Borovkov
The paper analyses the sensitivity of the finite time horizon boundary non-crossing probability of a general time-inhomogeneous diffusion process to perturbations of the bou…
Simulation Studies of Some Voronoi Point Processes
K. A. Borovkov, D. A. Odell
We introduce a new class of dynamic point process models with simple and intuitive dynamics that are based on the Voronoi tessellations generated by the processes. Under broad cond…
On spatial thinning-replacement processes based on Voronoi cells
Konstantin Borovkov, David Odell
We introduce a new class of spatial-temporal point processes based on Voronoi tessellations. At each step of such a process, a point is chosen at random according to a distribution…