activity
20152020
most citedTwo approaches to the construction of perturbation bounds for continuous-time Markov chains

25 citations · 26 across the 5 of their papers we have counts for

collaborators

11 papers

math.PR2020

Bounds for the accuracy of invalid normal approximation

Alexandra Dorofeeva, Victor Korolev, Alexander Zeifman

In applied probability, the normal approximation is often used for the distribution of data with assumed additive structure. This tradition is based on the central limit theorem fo…

math.PR2020

Bounds for convergence rate in laws of large numbers for mixed Poisson random sums

Victor Korolev, Alexander Zeifman

In the paper, upper bounds for the rate of convergence in laws of large numbers for mixed Poisson random sums are constructed. As a measure of the distance between the limit and pr…

math.PR2019

Multivariate scale-mixed stable distributions and related limit theorems

Victor Korolev, Alexander Zeifman

In the paper, multivariate probability distributions are considered that are representable as scale mixtures of multivariate elliptically contoured stable distributions. It is demo…

math.PR201925 cited

Two approaches to the construction of perturbation bounds for continuous-time Markov chains

Alexander Zeifman, Victor Korolev, Yacov Satin

The paper is largely of a review nature. It considers two main methods used to study stability and obtain appropriate quantitative estimates of perturbations of (inhomogeneous) Mar…

math.ST2019

Improved mathematical models of statistical regularities in precipitation

Victor Korolev, Andrey Gorshenin

The paper presents improved mathematical models and methods for statistical regularities in the behavior of some important characteristics of precipitation: duration of a wet perio…

math.PR2018

On the Rate of Convergence for a Characteristic of Multidimensional Birth-Death Process

A. I. Zeifman, Y. A. Satin, K. M. Kiseleva +1

We consider a multidimensional inhomogeneous birth-death process (BDP) and obtain bounds on the rate of convergence for the corresponding one-dimensional processes.