Books:
- A. Iksanov. Renewal theory for perturbed random walks and similar processes. Probability and its Applications, Birkhäuser, 2016.
Preprints:
- G. Alsmeyer, D. Buraczewski, A. Iksanov. Null-recurrence and transience of random difference equations in the contractive case, submitted, 24 pages.
- A. Iksanov, W. Jedidi, F. Bouzeffour. Functional limit theorems for the number of busy servers in a \(G/G/\infty\) queue, submitted, 15 pages.
- A. Iksanov, Z. Kabluchko. Functional limit theorems for Galton-Watson processes with very active immigration, submitted, 15 pages.
- A.V. Nikitin. Conditions of stability for Ito-Skorokhod stochastic differential equations in Hilbert spaces, submitted, 5 pages.
- D. Proskurin, L. Turowska, R. Yakymiv. On well-behaved representations of \(\lambda\)-deformed CCR, submitted, 14 pages.
- D. Buraczewski, P. Dyszewski, A. Iksanov, A. Marynych. On perpetuities with gamma-like tails, submitted, 20 pages.
Publications 2017:
- G. Alsmeyer, A. Iksanov, A. Marynych. Functional limit theorems for the number of occupied boxes in the Bernoulli sieve, Stochastic Processes and their Applications, 127, no. 3, 995-1017.
- 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.
- G. Alsmeyer, Z. Kabluchko, A. Marynych. A leader-election procedure using records, Annals of Probability, in press.
- A. Iksanov, Z. Kabluchko, A. Marynych, G. Shevchenko. Fractionally integrated inverse stable subordinators, Stochastic Processes and their Applications, 127, no. 1, 80-106.
- 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).
- 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).
- 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.
- Z. Kabluchko, A. Marynych, H. Sulzbach. General Edgeworth expansions with applications to profiles of random trees, Annals of Applied Probability, in press.
- I. Protasov, S. Slobodianiuk. A note on factoring groups into dense subsets, Journal of Group Theory, 20, no. 1, 33-38.
- A. Yurachkivsky. Limit distribution of a Generalized Ornstein-Uhlenbeck process, International Journal of Probability and Statistics, 6, no. 1, 24-39.
Publications 2016:
- G. Alsmeyer, Z. Kabluchko, A. Marynych. Leader election using random walks, ALEA - Latin American Journal of Probability and Statistics, no. 13, 1095-1122.
- G. Alsmeyer, A. Marynych. Renewal approximation for the absorption time of a decreasing Markov chain, Journal of Applied Probability, 53, no. 3, 765-782.
- 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.
- 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.
- A. Iksanov, Z. Kabluchko, A. Marynych. Local universality for real roots of random trigonometric polynomials, Electronic Journal of Probability, 21, paper no. 68, 1-19.
- A. Iksanov, A. Marynych, M. Meiners. Moment convergence of first-passage times in renewal theory, Statistics and Probability Letters, 119, 134-143.
- A. Iksanov, A. Pilipenko. A functional limit theorem for locally perturbed random walks, Probability and Mathematical Statistics, 36, no. 2, 353-368.
- A. Iksanov, S. Polotskiy. Tail behavior of suprema of perturbed random walks, Theory of Stochastic Processes, 21(37), no. 1, 12-16.
- Z. Kabluchko, A. Marynych. Renewal shot noise processes in the case of slowly varying tails, Theory of Stochastic Processes, in press.
- Z. Kabluchko, A. Marynych, H. Sulzbach. Mode and Edgeworth expansion for the Ewens distribution, Journal of Integer Sequences, 19, Article 16.8.8.
- V. S. Koroliuk, N. Limnios, I. V. Samoilenko. Lévy and Poisson approximations of switched stochastic systems by a semimartingale approach, Comptes Rendus Mathematique, 354, 723-728.
- V. S. Koroliuk, I. V. Samoilenko. Large deviations problem for random evolution processes, Theory of Probability and Mathematical Statistics, 93, 93-101.
- I. Matsak, I. Rozora. The asymptotic behaviour of a counting proccess in the max-scheme. A discrete case, Georgian Mathematical Journal, 23, no. 3, 405-416.
- I. Protasov. Generating countable gropus by discrete subsets, Topology and its Applications, 204, 253-255.
- I. Protasov. Box resolvability, Topology and its Applications, 209, 329-334.
- I. Protasov, K. Protasova. The comb-like representations of cellular ordinal balleans, Algebra and Discrete Mathematics, 21, 282-286.
- I. Protasov, S. Slobodianiuk. Ultrafilters on balleans, Ukrainian Mathematical Journal, 67, no. 12, 1922-1931.
- I. Protasov, S. Slobodianiuk. Note: A conjecture on partitions of groups, Combinatorica, 36, 365-369.
Publications 2015:
- 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.
- 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.
- D. Buraczewski, A. Iksanov. Functional limit theorems for divergent perpetuities in the contractive case, Electronic Communications in Probability, 20, no. 10, 1-14.
- 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.
- 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.
- A. Iksanov, M. Meiners. Fixed points of multivariate smoothing transforms with scalar weights, ALEA - Latin American Journal of Probability and Statistics, 12, 69-114.
- 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.
- A. Marynych. A note on convergence to stationarity of random processes with immigration, Theory of Stochastic Processes, 20(36), no. 1, 84-100.
- O. Petrenko, I. Protasov. Ultrafilters on G-spaces, Algebra and Discrete Mathematics, 19, 254-269.
- I. Protasov, S. Slobodianiuk. Partitions of groups into large subsets, Journal of Group Theory, 18, no. 2, 291-298.
- I. Protasov, S. Slobodianiuk. The dynamical look at the subsets of a group, Applied General Topology, 16, 217-224.
- T. Banach, I. Protasov, S. Slobodianiuk. Scattered subsets of groups, Ukrainian Mathematical Journal, 67, 304-312.
- 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.
- 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.
- 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.
- A. Yurachkivsky. Extension of measure without recourse to outer measure, Mathematica Aeterna, 5, no. 5, 449-464.
- 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.
- A. Ivanov, I. Matsak, S. Polotskiy. Extreme residuals in regression model. Minimax approach, Modern Stochastics: Theory and Applications, 2, no. 3, 297-308.
- 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:
- A. Gnedin, A. Iksanov, A. Marynych, M. Moehle. On asymptotics of the beta coalescents, Advances in Applied Probability, 46, no. 2, 496-515.
- A. Gnedin, A. Iksanov, A. Marynych. Lambda-coalescents: a survey, Journal of Applied Probability, Special Volume 51A, 23-40.
- 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.
- A. Iksanov, A. Pilipenko. On the maximum of a perturbed random walk, Statistics and Probability Letters, 92, 168-172.
- V.S. Koroliuk, I.V. Samoilenko. Large deviations for random evolutions in the scheme of asymptotically small diffusion, Modern stochastics and applications, Springer optimization and its applications, 90, 201-217.
- 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.
- O. Petrenko, I. Protasov, S. Slobodianiuk. Asymptotic structures of cardinals, Applied General Topology, 15, 137-146.
- I. Protasov. Ultrafilters on metric spaces. Topology and its Applications, 164, 207–214.
- I. Protasov, S. Slobodianiuk. On the subset combinatorics of G-spaces, Algebra Discrete and Mathematics, 17, 98–109.
- I. Protasov, S. Slobodyanyuk. Thin subsets of groups, Ukrainian Mathematical Journal, 65, 1384-1393.
- I. Protasov, Sparse and thin metric spaces, Mathematychni Studii, 41, 92–100.
- T. Banach, I. Protasov, O. Sipachova Topologization of a set endowed with an action of a monoid, Topology and Applications, 169, 161–174.
- I. Protasov, K. Protasova, Kaleidoscopical configurations, Math. Sciences, 2000, no. 3, 352–357.
- I. Protasov, S. Slobodianiuk, Ultracompanions of subsets of a group, Commentationes Mathematicae Universitatis Carolinae, 52, no. 2, 257–265.
- I. Protasov, S. Slobodianiuk. Partitions of groups, Mathematychni Studii, 42, 115–128.
- T. Banakh, I. Protasov, S. Slobodianiuk, Densities, submeasures and partitions of groups, Algebra and Discrete Mathematics, 17, no. 2, 193-221.
- A. Yurachkivsky. A conditional mean square estimate for the solution of a SDE, International Journal of Statistics and Probability, 3, no. 4, 1-11.