3 citations · 6 across the 14 of their papers we have counts for
Showing 2018Show all
2 papers · 1 filter
math.PR2018
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…
math.PR2018
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…