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Professor Dmitry Korshunov

Professor

  1. 2015
  2. 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/MagazineJournal articlepeer-review

  3. 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/MagazineJournal articlepeer-review

  4. 2014
  5. 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/MagazineEditorialpeer-review

  6. 2013
  7. 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/MagazineJournal articlepeer-review

  8. 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/MagazineJournal articlepeer-review

  9. 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/MagazineJournal articlepeer-review

  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/ProceedingsBook

  11. 2012
  12. 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/MagazineJournal articlepeer-review

  13. 2011
  14. 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/MagazineJournal articlepeer-review

  15. 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/MagazineJournal articlepeer-review

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