Home > Research > Researchers > Professor Dmitry Korshunov > Publications

Research

Professor Dmitry Korshunov

Professor

11 - 20 out of 24Page size: 10
RSS feed of this list
  1. 2018
  2. 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 Journal/Magazine › Journal article › peer-review

  3. 2017
  4. 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 Journal/Magazine › Journal article › peer-review

  5. 2015
  6. 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 Journal/Magazine › Journal article › peer-review

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

  8. 2014
  9. 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

  10. 2013
  11. 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

  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

    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

  14. 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

  15. 2012
  16. 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

Previous 1 2 3 Next

Back to top