Items where Author is "Korshunov, Dmitry"

Denisov, D. E. and Gotthard, N and Korshunov, Dmitry and Wachtel, Vitali (2024) Probabilistic approach to risk processes with level-dependent premium rate. Insurance: Mathematics and Economics, 118. pp. 143-156. ISSN 0167-6687

Foss, Sergey and Korshunov, Dmitry and Palmowski, Sbigniew (2022) Branching processes with immigration in atypical random environment. Extremes, 25 (1). pp. 55-77. ISSN 1386-1999

Korshunov, Dmitry (2021) Slowly varying asymptotics for signed stochastic difference equations. In: A Lifetime of Excursions Through Random Walks and Lévy Processes : A Volume in Honour of Ron Doney's 80th Birthday. Progress in Probability . Birkhauser, Cham, pp. 245-257. ISBN 9783030833084

Asymont, Inna and Korshunov, Dmitry (2020) Strong law of large numbers for a function of the local times of a transient random walk in $Z^d$. Journal of Theoretical Probability, 33. 2315–2336. ISSN 0894-9840

Denisov, Denis and Korshunov, Dmitry and Wachtel, Vitali (2020) Renewal Theory for Transient Markov Chains with Asymptotically Zero Drift. Transactions of the American Mathematical Society, 373 (10). pp. 7253-7286. ISSN 0002-9947

Korshunov, Dmitry and Wang, Longmin (2020) Tail asymptotics for Shepp-statistics of Brownian motion in ℝ d. Extremes, 23 (1). pp. 35-54. ISSN 1386-1999

Korshunov, Dmitry (2018) On subexponential tails for the maxima of negatively driven compound renewal and Lévy processes. Stochastic Processes and their Applications, 128 (4). pp. 1316-1332. ISSN 0304-4149

Foss, Sergey and Korshunov, Dmitry and Palmowski, Sbigniew and Rolski, Tomasz (2017) Two-dimensional ruin probability for subexponential claim size. Probability and Mathematical Statistics, 37 (2). pp. 319-335. ISSN 0208-4147

Hashorva, Enkelejd and Korshunov, Dmitry and Piterbarg, Vladimir I. (2015) Asymptotic expansion of Gaussian chaos via probabilistic approach. Extremes, 18 (3). pp. 315-347. ISSN 1386-1999

Korshunov, Dmitry and Hashorva, E. and Piterbarg, V. I. (2015) On the asymptotic Laplace method and its application to random chaos. Mathematical Notes, 97 (6). pp. 878-891. ISSN 0001-4346

Afanasyeva, Larisa G. and Korshunov, Dmitry and Shabanov, Dmitry (2014) A special issue on the Boris V. Gnedenko Centennial. Queueing Systems, 76 (2). pp. 111-112. ISSN 0257-0130

Denisov, Denis and Korshunov, Dmitry and Wachtel, Vitali (2013) Potential analysis for positive recurrent Markov chains with asymptotically zero drift : power-type asymptotics. Stochastic Processes and their Applications, 123 (8). pp. 3027-3051. ISSN 0304-4149

Foss, Sergey and Korshunov, Dmitry and Zachary, Stan (2013) An introduction to heavy-tailed and subexponential distributions. Springer Series in Operations Research and Financial Engineering (2nd). Springer, New York. ISBN 9781461471004

Foss, Sergey and Korshunov, Dmitry (2012) On large delays in multi-server queues with heavy tails. Mathematics of Operations Research, 37 (2). pp. 201-218. ISSN 0364-765X

Doney, Ron and Korshunov, Dmitry (2011) Local asymptotics for the time of rst return to the origin of transient random walk. Statistics and Probability Letters, 81 (9). pp. 1419-1424. ISSN 0167-7152

Korshunov, Dmitry (2011) How to measure the accuracy of the subexponential approximation for the stationary single server queue. Queueing Systems, 68 (3). pp. 261-266. ISSN 0257-0130

Korshunov, Dmitry (2011) Moments for stationary Markov chains with asymptotically zero drift. Siberian Mathematical Journal, 52 (4). pp. 655-664. ISSN 0037-4466

Denisov, Denis and Foss, Sergey and Korshunov, Dmitry (2010) Asymptotics of randomly stopped sums in the presence of heavy tails. Bernoulli, 16 (4). pp. 971-994. ISSN 1350-7265