Korshunov Dmitry Alekseevich

Publications in Math-Net.Ru

1. On the Asymptotic Laplace Method and Its Application to Random Chaos
   
   Mat. Zametki, 97:6 (2015),  868–883
2. Tail asymptotics for the supercritical Galton–Watson process in the heavy-tailed case
   
   Trudy Mat. Inst. Steklova, 282 (2013),  288–314
3. Moments for stationary Markov chains with asymptotically zero drift
   
   Sibirsk. Mat. Zh., 52:4 (2011),  829–840
4. An analog of Wald's identity for random walks with infinite mean
   
   Sibirsk. Mat. Zh., 50:4 (2009),  836–840
5. Lower Limits for Distribution Tails of Randomly Stopped Sums
   
   Teor. Veroyatnost. i Primenen., 52:4 (2007),  794–802
6. On the distribution density of the supremum of a random walk in the subexponential case
   
   Sibirsk. Mat. Zh., 47:6 (2006),  1296–1302
7. The critical case of the Cramer–Lundberg theorem on the asymptotic tail behavior of the maximum of a negative drift random walk
   
   Sibirsk. Mat. Zh., 46:6 (2005),  1335–1340
8. One-dimensional Asymptotically Homogeneous Markov Chains: Cramér Transform and Large Deviation Probabilities
   
   Mat. Tr., 6:2 (2003),  102–143
9. Asymptotics for random walks with dependent heavy-tailed increments
   
   Sibirsk. Mat. Zh., 44:5 (2003),  1067–1081
10. Limit theorems for general Markov chains
    
    Sibirsk. Mat. Zh., 42:2 (2001),  354–371
11. Large-Deviation Probabilities for One-Dimensional Markov Chains. Part 3: Prestationary Distributions in the Subexponential Case
    
    Teor. Veroyatnost. i Primenen., 46:4 (2001),  640–657
12. Large-Deviation Probabilities for Maxima of Sums of Independent Random Variables with Negative Mean and Subexponential Distribution
    
    Teor. Veroyatnost. i Primenen., 46:2 (2001),  387–397
13. Large-deviation probabilities for one-dimensional Markov chains. Part 2: Prestationary distributions in the exponential case
    
    Teor. Veroyatnost. i Primenen., 45:3 (2000),  437–468
14. Tightness and continuity of a family of invariant measures for Markov chains depending on a parameter
    
    Sibirsk. Mat. Zh., 37:4 (1996),  832–850
15. Large-deviation probabilities for one-dimensional Markov chains. Part 1: Stationary distributions
    
    Teor. Veroyatnost. i Primenen., 41:1 (1996),  3–30
16. Transient phenomena for real-valued Markov chains
    
    Trudy Inst. Mat. SO RAN, 20 (1993),  116–161
17. Transient phenomena for real-valued Markov chains
    
    Teor. Veroyatnost. i Primenen., 38:1 (1993),  184–187