17 citations · 19 across the 5 of their papers we have counts for
5 papers
Bounds on the rate of convergence for inhomogeneous systems with either state-dependent transitions, or batch arrivals and service, or both
Alexander Zeifman, Anna Korotysheva, Yacov Satin +3
In this paper one presents method for the computation of convergence bounds for four classes of multiserver queueing systems, described by inhomogeneous Markov chains. Specifically…
Bounds for the concentration functions of random sums under relaxed moment conditions
V. Yu. Korolev, A. V. Dorofeeva
Estimates are constructed for the deviation of the concentration functions of sums of independent random variables with finite variances from the folded normal distribution functio…
Two-sided bounds on the rate of convergence for continuous-time finite inhomogeneous Markov chains
A. Zeifman, V. Korolev
We suggest an approach to obtaining general two-sided bounds on the rate of convergence in terms of special "weighted" norms related to total variation. Some important classes of c…
On the limiting characteristics for an inhomogeneous queue with catastrophes
Alexander Zeifman, Anna Korotysheva, Victor Korolev
We study weak ergodicity, bounds on the rate of convergence, and problems of computing of the limiting characteristics for an inhomogeneous queueing model with possible…
Modeling high-frequency order flow imbalance by functional limit theorems for two-sided risk processes
V. Yu. Korolev, A. V. Chertok, A. Yu. Korchagin +1
A micro-scale model is proposed for the evolution of the limit order book. Within this model, the flows of orders (claims) are described by doubly stochastic Poisson processes taki…