113 citations · 150 across the 19 of their papers we have counts for
21 papers
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…
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…
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…
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…
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…
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.
A functional approach to estimation of the parameters of generalized negative binomial and gamma distributions
Andrey K. Gorshenin, Victor Yu. Korolev
The generalized negative binomial distribution (GNB) is a new flexible family of discrete distributions that are mixed Poisson laws with the mixing generalized gamma (GG) distribut…
On limiting characteristics for a non-stationary two-processor heterogeneous system
A. Zeifman, Y. Satin, K. Kiseleva +2
In this paper we study a non-stationary Markovian queueing model of a two-processor heterogeneous system with time-varying arrival and service rates. We obtain the bounds on the ra…
Generalized negative binomial distributions as mixed geometric laws and related limit theorems
V. Yu. Korolev, A. I. Zeifman
In this paper we study a wide and flexible family of discrete distributions, the so-called generalized negative binomial (GNB) distributions that are mixed Poisson distributions in…
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…
Ergodicity and uniform in time truncation bounds for inhomogeneous birth and death processes with additional transitions from and to origin
Alexander Zeifman, Anna Korotysheva, Yacov Satin +3
In this paper one presents the extension of the transient analysis of the class of continuous-time birth and death processes defined on non-negative integers with special transitio…
Convergence of random sums and statistics constructed from samples with random sizes to the Linnik and Mittag-Leffler distributions and their generalizations
V. Yu. Korolev, A. I. Zeifman
We present some product representations for random variables with the Linnik, Mittag-Leffler and Weibull distributions and establish the relationship between the mixing distributio…
Bounds of the accuracy of the normal approximation to the distributions of random sums under relaxed moment conditions
V. Yu. Korolev, A. V. Dorofeeva
Bounds of the accuracy of the normal approximation to the distribution of a sum of independent random variables are improved under relaxed moment conditions, in particular, under t…
On asymmetric generalization of the Weibull distribution by scale-location mixing of normal laws
Victor Korolev, Lily Kurmangazieva, Alexander Zeifman
Two approaches are suggested to the definition of asymmetric generalized Weibull distribution. These approaches are based on the representation of the two-sided Weibull distributio…
A note on mixture representations for the Linnik and Mittag-Leffler distributions and their applications
Victor Korolev, Alexander Zeifman
We present some product representations for random variables with the Linnik, Mittag-Leffler and Weibull distributions and establish the relationship between the mixing distributio…
Statistical detection of movement activities in a human brain by separation of mixture distributions
A. K. Gorshenin, V. Yu. Korolev, A. Yu. Korchagin +2
One of most popular experimental techniques for investigation of brain activity is the so-called method of evoked potentials: the subject repeatedly makes some movements (by his/he…
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…
On convergence of the distributions of statistics with random sample sizes to normal variance-mean mixtures
V. Yu. Korolev, A. I. Zeifman
We prove a general transfer theorem for multivariate random sequences with independent random indexes in the double array limit setting. We also prove its partial inverse providing…
An improvement of the Berry--Esseen inequality with applications to Poisson and mixed Poisson random sums
Victor Korolev, Irina Shevtsova
By a modification of the method that was applied in (Korolev and Shevtsova, 2009), here the inequalities and $$ρ(F_n,Φ)\le \frac…