Pavel Ievlev

collaborators

3 papers

math.CA2026

Laplace Asymptotics near Stratified Minimum Sets

Pavel Ievlev

We develop a real Laplace method for integrals $I (z) = \int_{N} a (x) e^{- z f (x)} dvol_{g} (x), z \to \infty,$ near a compact, possibly stratified, minimum set of the…

math.PR2026

Asymptotic Behavior of Path Functionals for Vector-Valued Gaussian Processes at High Levels

Pavel Ievlev, Timofei Shashkov, Svyatoslav Novikov

We study precise asymptotics for high-level exceedance probabilities of path functionals of continuous vector-valued Gaussian processes. The probabilities have the form $$ \mathbb{…

math.PR2025

Extremes of Brownian Decision Trees

We consider a Brownian motion with linear drift that splits at fixed time points into a fixed number of branches, which may depend on the branching point. For this process, which w…