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Korolev Viktor Yur'evich

Publications in Math-Net.Ru

  1. Limiting characteristics of queueing systems with vanishing perturbations

    Dokl. RAN. Math. Inf. Proc. Upr., 506 (2022),  83–88
  2. On the accuracy of the normal approximation under the violation of the normal convergence

    Inform. Primen., 15:1 (2021),  116–121
  3. On the distribution of the ratio of the sum of sample elements exceeding a threshold to the total sum of sample elements. II

    Inform. Primen., 14:4 (2020),  33–36
  4. On the distribution of the ratio of the sum of sample elements exceeding a threshold to the total sum of sample elements. I

    Inform. Primen., 14:3 (2020),  35–43
  5. Statistical estimation of distributions of random coefficients in the Langevin stochastic differential equation

    Inform. Primen., 14:3 (2020),  3–12
  6. Approximation of particle size distributions of lunar regolith based on the resampling

    Inform. Primen., 14:2 (2020),  50–57
  7. On nonuniform estimates of accuracy of normal approximation for distributions of some random sums under relaxed moment conditions

    Inform. Primen., 12:4 (2018),  86–91
  8. New mixture representations of the generalized Mittag-Leffler distribution and their applications

    Inform. Primen., 12:4 (2018),  75–85
  9. Determining the extremes of precipitation volumes based on the modified “Peaks over Threshold” method

    Inform. Primen., 12:4 (2018),  16–24
  10. Some properties of the Mittag-Leffler distribution and related processes

    Inform. Primen., 11:4 (2017),  26–37
  11. Analogs of Gleser’s theorem for negative binomial and generalized gamma distributions and some of their applications

    Inform. Primen., 11:3 (2017),  2–17
  12. Truncation bounds for a class of inhomogeneous birth and death queueing models with additional transitions

    Sistemy i Sredstva Inform., 27:3 (2017),  37–51
  13. Estimates for the concentration functions under the weakened moments

    Teor. Veroyatnost. i Primenen., 62:1 (2017),  104–121
  14. Asymmetric Linnik distributions as limit laws for random sums of independent random variables with finite variances

    Inform. Primen., 10:4 (2016),  21–33
  15. The Poisson theorem for Bernoulli trials with a random probability of success and a discrete analog of the Weibull distribution

    Inform. Primen., 10:4 (2016),  11–20
  16. Limit distributions for doubly stochastically rarefied renewal processes and their properties

    Teor. Veroyatnost. i Primenen., 61:4 (2016),  753–773
  17. Truncation bounds for approximations of inhomogeneous continuous-time Markov chains

    Teor. Veroyatnost. i Primenen., 61:3 (2016),  563–569
  18. Estimation of availability function using Student distribution

    Teor. Veroyatnost. i Primenen., 61:2 (2016),  384–394
  19. Modeling of statistical regularities in financial markets by generalized variance gamma distributions

    Inform. Primen., 9:4 (2015),  14–28
  20. Statistical modeling of air–sea turbulent heat fluxes by the method of moving separation of finite normal mixtures

    Inform. Primen., 9:4 (2015),  3–13
  21. Signal myogram features research

    Sistemy i Sredstva Inform., 25:4 (2015),  91–100
  22. Applying time series to the task of background user identification based on their text data analysis

    Proceedings of ISP RAS, 27:1 (2015),  151–172
  23. A modified grid method for statistical separation of normal variance-mean mixtures

    Inform. Primen., 8:4 (2014),  11–19
  24. On the bounds of the rate of convergence and stability for some queueing models

    Inform. Primen., 8:3 (2014),  19–27
  25. On conditions of convergence of the distributions of extremal order statistics to the Weibull distribution

    Inform. Primen., 8:3 (2014),  3–11
  26. General bounds for nonstationary continuous-time Markov chains

    Inform. Primen., 8:1 (2014),  106–117
  27. Recent works in the field of modeling information flows in contemporary high-frequency financial applications

    Sistemy i Sredstva Inform., 24:4 (2014),  63–85
  28. On convergence of the distributions of random sums to skew exponential power laws

    Inform. Primen., 7:4 (2013),  66–74
  29. A limit theorem for geometric sums of independent nonidentically distributed random variables and its application to the prediction of the probabilities of catastrophes in nonhomogeneous flows of extremal events

    Inform. Primen., 7:4 (2013),  11–19
  30. Estimates of the rate of convergence of the distributions of some random sums to stable laws

    Inform. Primen., 7:3 (2013),  102–105
  31. On convergence of random walks generated by compound Cox processes to Levy processes

    Inform. Primen., 7:2 (2013),  84–91
  32. Asymptotic expansions for the distribution functions of statistics constructed from samples with random sizes

    Inform. Primen., 7:2 (2013),  75–83
  33. Statistical testing for the nonexecutability of fragments of the code of a linear program

    Inform. Primen., 7:2 (2013),  50–54
  34. On bounds for the concentration functions of regular statistics constructed from samples with random sizes

    Inform. Primen., 7:1 (2013),  116–123
  35. Variance-generalized-gamma-distributions as limit laws for random sums

    Inform. Primen., 7:1 (2013),  105–115
  36. Probability and statistical modeling of information flows in complex financial systems based on high-frequency data

    Inform. Primen., 7:1 (2013),  12–21
  37. Some tests for software reliability

    Sistemy i Sredstva Inform., 23:1 (2013),  132–142
  38. Generalized hyperbolic laws as limit distributions for random sums

    Teor. Veroyatnost. i Primenen., 58:1 (2013),  117–132
  39. Rate Of Convergence Of Random Sums Distribution To Nonsymmetric Laplace Distribution

    Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.], 2013, no. 4,  39–45
  40. On the investigation of plasma turbulence by the analysis of the spectra

    Computer Research and Modeling, 4:4 (2012),  793–802
  41. Generalized Laplace distribution as a limit law for random sums and statistics constructed from samples with randomsizes

    Inform. Primen., 6:4 (2012),  34–39
  42. On the accuracy of some mathematical models of catastrophically accumulated effects in prediction of risks of extremal events

    Inform. Primen., 6:4 (2012),  9–17
  43. Preface

    Inform. Primen., 6:4 (2012),  3
  44. Estimates of the rate of convergence of the distributions of random sums to variance-gamma distributions

    Inform. Primen., 6:3 (2012),  69–73
  45. Skew Student distributions, variance-gamma distributions and their generalizations as asymptotic approximations

    Inform. Primen., 6:1 (2012),  3–11
  46. Nonparametric estimation of the density of a mixture of probability laws

    Sistemy i Sredstva Inform., 22:2 (2012),  197–226
  47. Estimates of the rate of convergence of the distributions of random sums to the skew Student distribution

    Sistemy i Sredstva Inform., 22:1 (2012),  132–141
  48. On the Berry–Esseen type inequalities for poisson random sums

    Inform. Primen., 5:3 (2011),  64–66
  49. An asymptotically optimal test for the number of components of a mixture of probability distributions

    Inform. Primen., 5:3 (2011),  4–16
  50. Stability of finite mixtures of generalized gamma-distributions with respect to disturbance of parameters

    Inform. Primen., 5:1 (2011),  31–38
  51. The evolution of probability characteristics of low-frequency plasma turbulence

    Mat. Model., 23:5 (2011),  35–55
  52. Analysis of fine stochastic structure of chaotic processes by kernel estimators

    Mat. Model., 23:4 (2011),  83–89
  53. An improvement of the convergence rate estimates in the central limit theorem when moments of order greater than two are absent

    Teor. Veroyatnost. i Primenen., 56:4 (2011),  797–805
  54. The robust version of EM-algorithm for finite normal mixtures

    Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.], 2011, no. 22,  63–72
  55. Separating mixtures of probability distributions with the grid method of moments and the grid maximal likelihood method

    Avtomat. i Telemekh., 2010, no. 3,  98–116
  56. A new moment estimate of the convergence rate in the Lyapunov theorem

    Teor. Veroyatnost. i Primenen., 55:3 (2010),  577–582
  57. On the distribution of particle size under fracturing

    Inform. Primen., 3:3 (2009),  60–68
  58. An upper estimate for the absolute constant in the Berry–Esseen inequality

    Teor. Veroyatnost. i Primenen., 54:4 (2009),  671–695
  59. Continuous-time non-homogeneous recurrent reliability variationmodels for modifiable systems

    Inform. Primen., 2:4 (2008),  57–65
  60. Median modification of EM- and SEM-algorithms for separation ofmixtures of probability distributions and their application to the decomposition of volatility of financial time series

    Inform. Primen., 2:4 (2008),  12–47
  61. Some statistical problems related to the Laplace distribution

    Inform. Primen., 2:2 (2008),  19–34
  62. Network methods of separation of mixtures of probability distributions and their application to the decomposition of volatility indexes

    Inform. Primen., 2:2 (2008),  3–18
  63. A new method for the probabilistic and statistical analysis of information flows in telecommunication networks

    Inform. Primen., 1:1 (2007),  40–53
  64. On powers of likelihood ratio tests constructed from samples with random sizes

    Sistemy i Sredstva Inform., 2006, no. special issue,  258–285
  65. Convergence rate estimates for mixed Poisson random sums

    Sistemy i Sredstva Inform., 2006, no. special issue,  248–257
  66. Probabilistic and statistical analysis of chaotic information flows in telecommunication networks by using the method of moving separation of mixtures

    Sistemy i Sredstva Inform., 2006, no. special issue,  183–209
  67. An application of the method of mixtures of probability distributions to the analysis of expert estimates

    Sistemy i Sredstva Inform., 2006, no. special issue,  85–100
  68. Some methods of the analysis of time characteristics of catastrophes in non-homogeneous flows of extremal events

    Sistemy i Sredstva Inform., 2006, no. special issue,  5–23
  69. On the accuracy of the normal approximation. II

    Teor. Veroyatnost. i Primenen., 50:3 (2005),  555–564
  70. On the accuracy of the normal approximation. I

    Teor. Veroyatnost. i Primenen., 50:2 (2005),  353–366
  71. On an application of the Student distribution in the theory of probability and mathematical statistics

    Teor. Veroyatnost. i Primenen., 49:3 (2004),  417–435
  72. Low-frequency structural plasma turbulence in the L-2M stellarator

    Pis'ma v Zh. Èksper. Teoret. Fiz., 78:8 (2003),  974–983
  73. Nonparametric estimation of the ruin probability for generalized risk processes

    Teor. Veroyatnost. i Primenen., 47:1 (2002),  3–20
  74. Turbulent transport processes in a plasma as a diffusion process with random time

    Pis'ma v Zh. Èksper. Teoret. Fiz., 73:3 (2001),  143–147
  75. Asymptotic properties of extrema of compound Cox processes and their applications to some problems of financial mathematics

    Teor. Veroyatnost. i Primenen., 45:1 (2000),  182–194
  76. Asymptotic properties of sample quantiles constructed from samples with random sizes

    Teor. Veroyatnost. i Primenen., 44:2 (1999),  440–445
  77. On convergence of distributions of compound Cox processes to stable laws

    Teor. Veroyatnost. i Primenen., 43:4 (1998),  786–792
  78. On the convergence of distributions of random sums of independent random variables to stable laws

    Teor. Veroyatnost. i Primenen., 42:4 (1997),  818–820
  79. Asymptotic behavior of nonrandomly centered generalized Cox processes

    Fundam. Prikl. Mat., 2:4 (1996),  957–975
  80. Convergence of random sequences with independent random indices. II

    Teor. Veroyatnost. i Primenen., 40:4 (1995),  907–910
  81. Convergence of random sequences with the independent random indices. I

    Teor. Veroyatnost. i Primenen., 39:2 (1994),  313–333
  82. On Limit Distributions of Randomly Indexed Random Sequences

    Teor. Veroyatnost. i Primenen., 37:3 (1992),  564–570
  83. An Approximation of Distributions of Sums of Independent Random Variables by Mixtures of Normal Laws

    Teor. Veroyatnost. i Primenen., 34:3 (1989),  581–588
  84. Non-Uniform Estimates of the Accuracy of the Normal Approximation for Distributions of Sums of Independent Random Variables with Random Number of Summands

    Teor. Veroyatnost. i Primenen., 33:4 (1988),  813–817
  85. On the Accuracy of Normal Approximation for the Distribution of a Sum of Random Number of Independent Random Variables

    Teor. Veroyatnost. i Primenen., 33:3 (1988),  577–581
  86. Convergence of moments of sums of random number of independent random variables

    Teor. Veroyatnost. i Primenen., 30:2 (1985),  361–364

  87. Preface

    Inform. Primen., 7:2 (2013),  3
  88. Preface

    Inform. Primen., 5:3 (2011),  2–3
  89. Preface

    Inform. Primen., 4:2 (2010),  2
  90. Preface

    Inform. Primen., 3:3 (2009),  2–3
  91. Preface

    Inform. Primen., 2:2 (2008),  2
  92. Московский государственный университет им. М.В. Ломоносова

    Kvant, 2008, no. 1,  45–53
  93. On the 75th birthday of V. M. Zolotarev

    Teor. Veroyatnost. i Primenen., 51:4 (2006),  773–775
  94. XX International Seminar on Stability Problems of Stochastic Models (Abstracts) I

    Teor. Veroyatnost. i Primenen., 45:4 (2000),  793–818
  95. XIX International Seminar on Stability Problems of Stochastic Models

    Teor. Veroyatnost. i Primenen., 44:1 (1999),  155–210
  96. XVIII International Seminar on Stability Problems of Stochastic Models (1996)

    Teor. Veroyatnost. i Primenen., 42:2 (1997),  371–445

© Steklov Math. Inst. of RAS, 2025