31 citations · 73 across the 22 of their papers we have counts for
25 papers
Moderate, large and super large deviations principles for Poisson process with uniform catastrophes
A. Logachov, O. Logachova, A. Yambartsev
In this paper, we expand and generalize the findings presented in our previous work on the law of large numbers and the large deviation principle for Poisson processes with uniform…
A large deviations principle for birth-death processes with a linear rate of downward jumps
N. D. Vvedenskaya, A. V. Logachov, Y. M. Suhov +1
Birth-death processes form a natural class where ideas and results on large deviations can be tested. In this paper, we derive a large deviation principle under the assumption that…
Order book dynamics with liquidity fluctuations: limit theorems and large deviations
Helder Rojas, Artem Logachov, Anatoly Yambartsev
We propose a class of stochastic models for a dynamics of limit order book with different type of liquidities. Within this class of models we study the one where a spread decreases…
The C-SHIFT algorithm for normalizing covariances
Evgenia Chunikhina, Paul Logan, Yevgeniy Kovchegov +3
Omics technologies are powerful tools for analyzing patterns in gene expression data for thousands of genes. Due to a number of systematic variations in experiments, the raw gene e…
Large deviations in a population dynamics with catastrophes
A. Logachov, O. Logachova, A. Yambartsev
The large deviation principle on phase space is proved for a class of Markov processes known as random population dynamics with catastrophes. In the paper we study the process whic…
Local large deviation principle for Wiener process with random resetting
A. Logachov, O. Logachova, A. Yambartsev
We consider a class of Markov processes with resettings, where at random times, the Markov processes are restarted from a predetermined point or a region. These processes are frequ…