Home > Research > Researchers > Professor Dmitry Korshunov > Publications

Research

Professor Dmitry Korshunov

Professor

1 - 10 out of 22Page size: 10
RSS feed of this list
  1. 2010
  2. 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 Journal/Magazine › Journal article › peer-review

  3. 2011
  4. 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 Journal/Magazine › Journal article › peer-review

  5. 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 Journal/Magazine › Journal article › peer-review

  6. 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 Journal/Magazine › Journal article › peer-review

  7. 2012
  8. 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 Journal/Magazine › Journal article › peer-review

  9. 2013
  10. 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/Proceedings › Book

  11. 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 Journal/Magazine › Journal article › peer-review

  12. 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 Journal/Magazine › Journal article › peer-review

  13. 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 Journal/Magazine › Journal article › peer-review

  14. 2014
  15. 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 Journal/Magazine › Editorial › peer-review

Previous 1 2 3 Next

Back to top