2 citations · 3 across the 7 of their papers we have counts for
4 papers · 1 filter
Extremes of Gaussian non-stationary processes and maximal deviation of projection density estimates
Valentin Konakov, Vladimir Panov, Vladimir Piterbarg
In this paper, we consider the distribution of the supremum of non-stationary Gaussian processes, and present a new theoretical result on the asymptotic behaviour of this distribut…
Limit Theorems for the Alloy-type Random Energy Model
Stanislav Molchanov, Vladimir Panov
In this paper, we consider limit laws for the model, which is a generalisation of the random energy model (REM) to the case when the energy levels have the mixture distribution. Mo…
Multivariate subordination of stable processes
V. Panov, E. Samarin
This article is devoted to some time-changed stochastic models based on multivariate stable processes. The considered models have several advantages in comparison with classical ti…
Limit theorems for sums of random variables with mixture distribution
Vladimir Panov
In this paper, we study the fluctuations of sums of random variables with distribution defined as a mixture of light-tail and truncated heavy-tail distributions. We focus on the ca…