Speciality:
01.01.05 (Probability theory and mathematical statistics)
Birth date:
19.01.1966
E-mail: Website: https://www.math.nsc.ru/LBRT/v1/dima/dima.html Keywords: limit theorems; large deviation probabilities; sums of random variables; Markov chains; stochastic netwoks, heavy-tailed and subexponential distributions.
Main publications:
D. Korshunov, “On distribution tail of the maximum of a random walk”, Stochastic Processes Appl., 72 (1997), 97–103
Д. Коршунов, “Large-deviation probabilities for maxima
of sums of independent random variables with negative mean and subexponential distribution”, Theory Probab. Appl., 46 (2002), 355–366
S. Asmussen, S. Foss and D. Korshunov, “Asymptotics for sums of random variables with local subexponential behaviour”, J. Theoret. Probab., 16 (2003), 489–518
S. Foss and D. Korshunov, “Lower limits and equivalences for convolution tails”, Ann. Probab., 35 (2007), 366–383
S. Foss, D. Korshunov and S. Zachary, An Introduction to Heavy-Tailed and Subexponential Distributions, Springer, 2011