Operations research department

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Publications
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Books:
  1. A. Iksanov. Renewal theory for perturbed random walks and similar processes. Probability and its Applications, Birkhäuser, 2016.
Preprints:
  1. G. Alsmeyer, D. Buraczewski, A. IksanovNull-recurrence and transience of random difference equations in the contractive case, submitted, 24 pages.
  2. A. Iksanov, W. Jedidi, F. Bouzeffour. Functional limit theorems for the number of busy servers in a \(G/G/\infty\) queuesubmitted, 15 pages.
  3. A. Iksanov, Z. Kabluchko. Functional limit theorems for Galton-Watson processes with very active immigrationsubmitted, 15 pages.
  4. A.V. Nikitin. Conditions of stability for Ito-Skorokhod stochastic dif ferential equations in Hilbert spaces, submitted, 5 pages.
  5. D. Proskurin, L. Turowska, R. YakymivOn well-behaved representations of \(\lambda\)-deformed CCR, submitted, 14 pages.
  6. D. Buraczewski, P. Dyszewski, A. Iksanov, A. Marynych. On perpetuities with gamma-like tailssubmitted, 20 pages.
Publications 2017:
  1. G. Alsmeyer, A. IksanovA. Marynych. Functional limit theorems for the number of occupied boxes in the Bernoulli sieveStochastic Processes and their Applications, 127, no. 3, 995-1017.
  2. A. Iksanov, W. Jedidi, F. Bouzeffour. A law of the iterated logarithm for the number of occupied boxes in the Bernoulli sieve, Statistics and Probability Letters, in press.
  3. G. Alsmeyer, Z. Kabluchko, A. Marynych. A leader-election procedure using records, Annals of Probability, in press.
  4. A. Iksanov, Z. Kabluchko, A. Marynych, G. Shevchenko. Fractionally integrated inverse stable subordinatorsStochastic Processes and their Applications, 127, no. 1, 80-106.
  5. A. Iksanov, A. Marynych, M. Meiners. Asymptotics of random processes with  immigration I: scaling limits, Bernoulli, 23, no. 2, 1233-1278 (link to the official webpage).
  6. A. Iksanov, A. Marynych, M. Meiners. Asymptotics of random processes with  immigration II: convergence to stationarity, Bernoulli, 23, no. 2, 1279-1298 (link to the official journal webpage).
  7. A. Iksanov, A. Pilipenko, I. Samoilenko. Functional limit theorems for the maxima of perturbed random walks and divergent perpetuities in the M1-topology, Extremes, in press.
  8. Z. Kabluchko, A. Marynych, H. Sulzbach. General Edgeworth expansions with applications to profiles of random trees, Annals of Applied Probability, in press.
  9. I. Protasov, S. Slobodianiuk. A note on factoring groups into dense subsets, Journal of Group Theory, 20, no. 1, 33-38.
  10. A. Yurachkivsky. Limit distribution of a Generalized Ornstein-Uhlenbeck process, International Journal of Probability and Statistics, 6, no. 1, 24-39.
Publications 2016:
  1. G. Alsmeyer, Z. Kabluchko, A. Marynych. Leader election using random walks, ALEA - Latin American Journal of Probability and Statistics, no. 13, 1095-1122.
  2. G. Alsmeyer, A. Marynych. Renewal approximation for the absorption time of a decreasing Markov chain, Journal of Applied Probability, 53, no. 3, 765-782.
  3. A. Iksanov, Z. Kabluchko. A central limit theorem and a law of iterated logarithm for the Biggins martingale of the superctitical branching random walk, Journal of Applied Probability, 53, no. 4, 1178-1192.
  4. A. Iksanov, Z. Kabluchko, A. Marynych. Weak convergence of renewal shot noise processes in the case of slowly varying normalization, Statistics and Probability Letters, 114, 67-77.
  5. A. Iksanov, Z. Kabluchko, A. MarynychLocal universality for real roots of random trigonometric polynomials, Electronic Journal of Probability, 21, paper no. 68, 1-19.
  6. A. Iksanov, A. Marynych, M. Meiners. Moment convergence of first-passage times in renewal theory, Statistics and Probability Letters, 119, 134-143.
  7. A. Iksanov, A. Pilipenko. A functional limit theorem for locally perturbed random walksProbability and Mathematical Statistics, 36, no. 2, 353-368.
  8. A. Iksanov, S. Polotskiy. Tail behavior of suprema of perturbed random walks, Theory of Stochastic Processes, 21(37), no. 1, 12-16.
  9. Z. Kabluchko, A. Marynych. Renewal shot noise processes in the case of slowly varying tails, Theory of Stochastic Processes, in press.
  10. Z. Kabluchko, A. Marynych, H. Sulzbach. Mode and Edgeworth expansion for the Ewens distribution, Journal of Integer Sequences, 19, Article 16.8.8.
  11. V. S. Koroliuk, N. Limnios, I. V. SamoilenkoLévy and Poisson approximations of switched stochastic systems by a semimartingale approach, Comptes Rendus Mathematique, 354, 723-728.
  12. V. S. Koroliuk, I. V. SamoilenkoLarge deviations problem for random evolution processes, Theory of Probability and Mathematical Statistics, 93, 93-101.
  13. I. Matsak, I. Rozora. The asymptotic behaviour of a counting proccess in the max-scheme. A discrete caseGeorgian Mathematical Journal, 23, no. 3, 405-416.
  14. I. ProtasovGenerating countable gropus by discrete subsets, Topology and its Applications, 204, 253-255.
  15. I. ProtasovBox resolvability, Topology and its Applications, 209, 329-334.
  16. I. Protasov, K. Protasova. The comb-like representations of cellular ordinal balleans, Algebra and Discrete Mathematics, 21, 282-286.
  17. I. Protasov, S. Slobodianiuk. Ultrafilters on balleans, Ukrainian Mathematical Journal, 67, no. 12, 1922-1931.
  18. I. Protasov, S. Slobodianiuk. Note: A conjecture on partitions of groups, Combinatorica, 36, 365-369.

Publications 2015:

  1. G. Alsmeyer, A. Iksanov, M. Meiners. Power and exponential moments of the number of visits and related quantities for perturbed random walks, Journal of Theoretical Probability, 28, 1-40.
  2. F. Aurzada, A. Iksanov, M. Meiners. Exponential moments of first passage times and related quantities for Levy processes, Mathematische Nachrichten, 288, no. 17-18, 1921-1938.
  3. D. Buraczewski, A. IksanovFunctional limit theorems for divergent perpetuities in the contractive case, Electronic Communications in Probability, 20, no. 10, 1-14.
  4. A.Iksanov, A. Marynych, V. Vatutin. Weak convergence of finite-dimensional distributions of the number of empty boxes in the Bernoulli sieve. Theory of Probability and its Applications, 59, 87-113.
  5. A. Iksanov, M. Meiners. Rate of convergence in the law of large numbers for supercritical general multi-type branching processes, Stochastic Processes and their Applications, 125, 708-738.
  6. A. Iksanov, M. Meiners. Fixed points of multivariate smoothing transforms with scalar weights, ALEA - Latin American Journal of Probability and Statistics, 12, 69-114.
  7. A. Iksanov, V. Topchii, V. Vatutin. A two-type Bellman-Harris process initiated by a large number of particles, Acta Applicandae Mathematicae, 138, 279-312.
  8. A. Marynych. A note on convergence to stationarity of random processes with immigration, Theory of Stochastic Processes, 20(36), no. 1, 84-100.
  9. O. Petrenko, I. ProtasovUltrafilters on G-spaces, Algebra and Discrete Mathematics, 19, 254-269.
  10. I. Protasov, S. Slobodianiuk. Partitions of groups into large subsets, Journal of Group Theory, 18, no. 2, 291-298.
  11. I. Protasov, S. Slobodianiuk. The dynamical look at the subsets of a group, Applied General Topology, 16, 217-224.
  12. T. Banach, I. Protasov, S. Slobodianiuk. Scattered subsets of groups, Ukrainian Mathematical Journal, 67, 304-312.
  13. I.V. Samoilenko. Large deviations for random evolutions with independent increments in the scheme of Lévy approximation with split and double merging, Random Operators and Stochastic Equations,  22, no. 2, 137-149.
  14. I.V. Samoilenko. Large deviations for random evolutions with independent increments in a scheme of Lévy approximation, Journal of Mathematical Sciences, 210, no. 1, 52-66.
  15. V.A. Topchii, V.A. Vatutin, A.M. Iksanov, Evolution of a two-type Bellman-Harris process generated by a large number of particles, Proceedings of the XVI-th international summer conference on Probability and Statistics, Seminar on Statistical Data Analysis, Workshop on Branching Processes and Applications, 21-29 June, 2015, Pomorie, Bulgaria, PLISKA Studia Mathematica, 24, 89-98.
  16. A. Yurachkivsky. Extension of measure without recourse to outer measure, Mathematica Aeterna, 5, no. 5, 449-464.
  17. A.Nikitin. Asymptotic Properties of a Stochastic Diffusion Transfer Process with an Equilibrium Point of a Quality Criterion, Cybernetics and system analysis, 51, no. 4, 650-656.
  18. A. Ivanov, I. Matsak, S. PolotskiyExtreme residuals in regression model. Minimax approach, Modern Stochastics: Theory and Applications, 2, no. 3, 297-308.
  19. D. Proskurin, L. Turowska. Shilov boundary for "Holomorphic Functions" on a Quantum Matrix Ball, Algebras and Representation Theory, 18, no. 4, 917-929.

Publications 2014:

  1. A. Gnedin, A. Iksanov, A. Marynych, M. Moehle. On asymptotics of the beta coalescents, Advances in Applied Probability, 46, no. 2, 496-515.
  2. A. Gnedin, A. Iksanov, A. MarynychLambda-coalescents: a survey, Journal of Applied Probability, Special Volume 51A, 23-40.
  3. A. Iksanov, A. Marynych, M. Meiners. Limit theorems for renewal shot noise processes with eventually decreasing response functions, Stochastic Processes and their Applications, 124, no. 6, 2131-2170.
  4. A. Iksanov, A. Pilipenko. On the maximum of a perturbed random walk, Statistics and Probability Letters, 92, 168-172.
  5. V.S. Koroliuk, I.V. SamoilenkoLarge deviations for random evolutions in the scheme of asymptotically small diffusion, Modern stochastics and applications, Springer optimization and its applications, 90, 201-217.
  6. A. Marynych, G. Verovkin. Weak convergence of the number of zero increments in the random walk with barrier, Electronic Communications in Probability, 19, paper no. 74, 1-11.
  7. O. Petrenko, I. Protasov, S. Slobodianiuk. Asymptotic structures of cardinals, Applied General Topology, 15, 137-146.
  8. I. Protasov. Ultrafilters on metric spaces. Topology and its Applications, 164, 207–214.
  9. I. Protasov, S. Slobodianiuk. On the subset combinatorics of G-spaces, Algebra Discrete and Mathematics, 17, 98–109.
  10. I. Protasov, S. Slobodyanyuk. Thin subsets of groups, Ukrainian Mathematical Journal, 65, 1384-1393.
  11. I. Protasov, Sparse and thin metric spaces, Mathematychni Studii, 41, 92–100.
  12. T. Banach, I. Protasov, O. Sipachova Topologization of a set endowed with an action of a monoid, Topology and Applications, 169, 161–174.
  13. I. Protasov, K. Protasova, Kaleidoscopical configurations, Math. Sciences, 2000, no. 3, 352–357.
  14. I. Protasov, S. Slobodianiuk, Ultracompanions of subsets of a group, Commentationes Mathematicae Universitatis Carolinae, 52, no. 2, 257–265.
  15. I. Protasov, S. Slobodianiuk. Partitions of groups, Mathematychni Studii, 42, 115–128.
  16. T. Banakh, I. Protasov, S. Slobodianiuk, Densities, submeasures and partitions of groups, Algebra and Discrete Mathematics, 17, no. 2, 193-221.
  17. A. Yurachkivsky. A conditional mean square estimate for the solution of a SDE, International Journal of Statistics and Probability, 3, no. 4, 1-11.
Last Updated on Sunday, 19 March 2017 19:00
 



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