activity
20162026
most citedSimulation paradoxes related to a fractional Brownian motion with small Hurst index

2 citations · 2 across the 6 of their papers we have counts for

collaborators

15 papers

math.PR2026

Extrapolation of max-stable random fields with Fréchet marginals

Vitalii Makogin, Evgeny Spodarev, Ilja Sukhanov

We propose a method for the prediction of stationary max--stable random fields with -Fréchet marginal distribution . The method is suitable to cope with heavy tails for $α\…

stat.ME2025

Statistical tests based on Renyi entropy estimation

Mehmet Siddik Cadirci, Dafydd Evans, Nikolai Leonenko +2

Entropy and its various generalizations are important in many fields, including mathematical statistics, communication theory, physics and computer science, for characterizing the…

eess.IV2024

DFS-based fast crack pre-detection

Duc Nguyen, Vsevolod Chernyshev, Vitalii Makogin +1

This paper develops a computationally efficient pre-detection method for cracks in three-dimensional CT images of concrete. Instead of attempting full voxel-wise crack segmentation…

math.ST2024

A change-point problem for -dependent multivariate random field

Vitalii Makogin, Duc Nguyen

In this paper, we consider a change-point problem for a centered, stationary and -dependent multivariate random field. Under the distribution free assumption, a change-point tes…

cs.CV2024

A statistical method for crack pre-detection in 3D concrete images

Vitalii Makogin, Duc Nguyen, Evgeny Spodarev

In practical applications, effectively segmenting cracks in large-scale computed tomography (CT) images holds significant importance for understanding the structural integrity of m…

math.PR2021

Extrapolation of Stationary Random Fields Via Level Sets

Abhinav Das, Vitalii Makogin, Evgeny Spodarev

In this paper, we use the concept of excursion sets for the extrapolation of stationary random fields. Doing so, we define excursion sets for the field and its linear predictor, an…