5 citations · 14 across the 8 of their papers we have counts for
8 papers
Implementable coupling of Lévy process and Brownian motion
Vladimir Fomichov, Jorge González Cázares, Jevgenijs Ivanovs
We provide a simple algorithm for construction of Brownian paths approximating those of a Lévy process on a finite time interval. It requires knowledge of the Lévy process trajecto…
Spherical clustering in detection of groups of concomitant extremes
V. Fomichov, J. Ivanovs
There is growing empirical evidence that spherical -means clustering performs well at identifying groups of concomitant extremes in high dimensions, thereby leading to sparse mo…
Probability of total domination for transient reflecting processes in a quadrant
Vladimir Fomichov, Sandro Franceschi, Jevgenijs Ivanovs
We consider two-dimensional Lévy processes reflected to stay in the positive quadrant. Our focus is on the non-standard regime when the mean of the free process is negative but the…
The central limit theorem for the number of clusters of the Arratia flow
E. V. Glinyanaya, V. V. Fomichov
In this paper we prove the central limit theorem for the number of clusters formed by the particles of the Arratia flow starting from the interval as and obtai…
A note on weak convergence of the -point motions of Harris flows
V. V. Fomichov
In this note we extend the main results of [2] and [8], which concern the weak convergence of the -point motions of smooth Harris flows to those of the Arratia flow, to the case…
The level-crossing intensity for the density of the image of the Lebesgue measure under the action of a Brownian stochastic flow
V. V. Fomichov
In this paper we compute the level-crossing intensity for the density of the image of the Lebesgue measure under the action of a Brownian stochastic flow which is a smooth approxim…
Evolution of moments of isotropic Brownian stochastic flows
V. V. Fomichov
In this paper we consider the asymptotic behaviour of all moments of the interparticle distance and of all mixed moments of an isotropic Brownian stochastic flow which serves as a…
The rate of weak convergence of the n-point motions of Harris flows
A. A. Dorogovtsev, V. V. Fomichov
In this paper we discuss the Wasserstein distance between the n-point motions of Harris flows whose covariance functions have compact support. We prove that it can be estimated by…