113 citations · 150 across the 19 of their papers we have counts for
3 papers · 2 filters
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…