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Rusakov Oleg Vital'evich

Publications in Math-Net.Ru

  1. Functional limit theorem for the sums of PSI-processes with random intensities

    Mathematics, 10:21 (2022),  3955–17
  2. On extremes of PSI-processes and Gaussian limits of their normalized independent identical distributed sums

    Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 9:2 (2022),  269–277
  3. On spectral properties of stationary random processes connected by a special random time change

    Zap. Nauchn. Sem. POMI, 501 (2021),  315–334
  4. On some local asymptotic properties of sequences with a random index

    Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 7:3 (2020),  453–468
  5. Tightness of the sums of independent identically distributed pseudo-poissonian processes in the Skorokhod space

    Zap. Nauchn. Sem. POMI, 442 (2015),  122–132
  6. Poissonian subordinators, the Wiener–Ornstein–Uhlenbeck field, and a relation between the Ornstein–Uhlenbeck processes and the Brownian bridges

    Zap. Nauchn. Sem. POMI, 384 (2010),  225–237
  7. Sums of independent Poisson subordinators and their connections with strictly $\alpha$-stable processes of the Ornstein–Uhlenbeck type

    Zap. Nauchn. Sem. POMI, 361 (2008),  123–137
  8. Limit theorems for nonhomogeneous Ornstein–Uhlenbeck process

    Zap. Nauchn. Sem. POMI, 339 (2006),  111–134
  9. Convergence for step line processes under summation of random indicators and models of market pricing

    Lobachevskii J. Math., 12 (2003),  11–39
  10. On random broken lines weakly converging to fractional Ornstein–Uhlenbeck process

    Zap. Nauchn. Sem. POMI, 298 (2003),  134–149
  11. A functional limit theorem for random variables with strong residual dependence

    Teor. Veroyatnost. i Primenen., 40:4 (1995),  813–832
  12. Asymptotical behavior of the variance of sums of random variables with random replacements

    Zap. Nauchn. Sem. POMI, 216 (1994),  124–143


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