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Professor Dmitry Korshunov

Professor

  1. 2020
  2. Published

    Renewal Theory for Transient Markov Chains with Asymptotically Zero Drift

    Denisov, D., Korshunov, D. & Wachtel, V., 6/08/2020, In : Transactions of the American Mathematical Society. 373, 10, p. 7253-7286 34 p.

    Research output: Contribution to journalJournal article

  3. Published

    Tail asymptotics for Shepp-statistics of Brownian motion in ℝ d

    Korshunov, D. & Wang, L., 31/03/2020, In : Extremes. 23, 1, p. 35-54 20 p.

    Research output: Contribution to journalJournal article

  4. Published

    Special issue on ‘Analytical and computational methods in probability theory and its applications conference’

    Korshunov, D. & Veretennikov, A., 7/03/2020, In : Queueing Systems. 94, p. 211-212 2 p.

    Research output: Contribution to journalEditorial

  5. 2019
  6. E-pub ahead of print

    Strong law of large numbers for a function of the local times of a transient random walk in $Z^d$

    Asymont, I. & Korshunov, D., 28/08/2019, In : Journal of Theoretical Probability. 22 p.

    Research output: Contribution to journalJournal article

  7. Published

    Markov chains on Z +: analysis of stationary measure via harmonic functions approach

    Denisov, D., Korshunov, D. & Wachtel, V., 1/04/2019, In : Queueing Systems. 91, 3-4, p. 265–295 31 p.

    Research output: Contribution to journalJournal article

  8. 2018
  9. Published

    On subexponential tails for the maxima of negatively driven compound renewal and Lévy processes

    Korshunov, D., 04/2018, In : Stochastic Processes and their Applications. 128, 4, p. 1316-1332 17 p.

    Research output: Contribution to journalJournal article

  10. 2017
  11. Published

    Two-dimensional ruin probability for subexponential claim size

    Foss, S., Korshunov, D., Palmowski, S. & Rolski, T., 2017, In : Probability and Mathematical Statistics. 37, 2, p. 319-335 17 p.

    Research output: Contribution to journalJournal article

  12. 2015
  13. Published

    Asymptotic expansion of Gaussian chaos via probabilistic approach

    Hashorva, E., Korshunov, D. & Piterbarg, V. I., 09/2015, In : Extremes. 18, 3, p. 315-347 33 p.

    Research output: Contribution to journalJournal article

  14. Published

    On the asymptotic Laplace method and its application to random chaos

    Korshunov, D., Hashorva, E. & Piterbarg, V. I., 30/06/2015, In : Mathematical Notes. 97, 6, p. 878-891 14 p.

    Research output: Contribution to journalJournal article

  15. 2014
  16. Published

    A special issue on the Boris V. Gnedenko Centennial

    Afanasyeva, L. G., Korshunov, D. & Shabanov, D., 02/2014, In : Queueing Systems. 76, 2, p. 111-112 2 p.

    Research output: Contribution to journalEditorial

  17. 2013
  18. Published

    Tail asymptotics for the supercritical Galton-Watson process in the heavy-tailed case

    Wachtel, V. I., Denisov, D. E. & Korshunov, D. A., 10/2013, In : Proceedings of the Steklov Institute of Mathematics. 282, 1, p. 273-297 25 p.

    Research output: Contribution to journalJournal article

  19. Published

    On extremal behavior of Gaussian chaos

    Korshunov, D. A., Piterbarg, V. I. & Hashorva, E., 09/2013, In : Doklady Mathematics. 88, 2, p. 566-568 3 p.

    Research output: Contribution to journalJournal article

  20. Published

    Potential analysis for positive recurrent Markov chains with asymptotically zero drift: power-type asymptotics

    Denisov, D., Korshunov, D. & Wachtel, V., 08/2013, In : Stochastic Processes and their Applications. 123, 8, p. 3027-3051 25 p.

    Research output: Contribution to journalJournal article

  21. Published

    An introduction to heavy-tailed and subexponential distributions

    Foss, S., Korshunov, D. & Zachary, S., 2013, 2nd ed. New York: Springer. 157 p. (Springer Series in Operations Research and Financial Engineering)

    Research output: Book/Report/ProceedingsBook

  22. 2012
  23. Published

    On large delays in multi-server queues with heavy tails

    Foss, S. & Korshunov, D., 05/2012, In : Mathematics of Operations Research. 37, 2, p. 201-218 18 p.

    Research output: Contribution to journalJournal article

  24. 2011
  25. Published

    Local asymptotics for the time of rst return to the origin of transient random walk

    Doney, R. & Korshunov, D., 09/2011, In : Statistics and Probability Letters. 81, 9, p. 1419-1424 6 p.

    Research output: Contribution to journalJournal article

  26. Published

    How to measure the accuracy of the subexponential approximation for the stationary single server queue

    Korshunov, D., 08/2011, In : Queueing Systems. 68, 3, p. 261-266 6 p.

    Research output: Contribution to journalJournal article

  27. Published

    Moments for stationary Markov chains with asymptotically zero drift

    Korshunov, D., 07/2011, In : Siberian Mathematical Journal. 52, 4, p. 655-664 10 p.

    Research output: Contribution to journalJournal article

  28. 2010
  29. Published

    Asymptotics of randomly stopped sums in the presence of heavy tails

    Denisov, D., Foss, S. & Korshunov, D., 2010, In : Bernoulli. 16, 4, p. 971-994 24 p.

    Research output: Contribution to journalJournal article

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