Edit Profile (opens in new tab) Korolev, Viktor Yur’evich Co-Author Distance Author ID: korolev.victor-yu Published as: Korolev, V. Yu.; Korolev, Victor; Korolev, Victor Yu.; Korolev, V. more...less External Links: MGP · ORCID · Wikidata · Math-Net.Ru · dblp · GND Documents Indexed: 165 Publications since 1980, including 6 Books and 9 Additional arXiv Preprints 8 Contributions as Editor Co-Authors: 91 Co-Authors with 128 Joint Publications 1,006 Co-Co-Authors all top 5 Co-Authors 43 single-authored 37 Zeifman, Alexander Izrailevich 31 Bening, Vladimir E. 12 Gorshenin, A. K. 8 Satin, Yacov 7 Zolotarëv, Vladimir Mikhaĭlovich 6 Korchagin, A. Yu. 6 Korotysheva, Anna 6 Kruglov, Victor M. 6 Satin, Ya. A. 6 Shevtsova, I. G. 6 Skvortsova, Nina N. 5 Kudryavtsev, Andrey A. 5 Razumchik, Rostislav V. 4 Kolokoltsov, Vassili N. 4 Popov, Sergey V. 3 Batanov, G. M. 3 Chertok, A. V. 3 Kiseleva, Ksenia 3 Korotysheva, A. V. 3 Malakhov, D. V. 3 Shorgin, S. Ya. 3 Shorgin, Sergey 3 Uchaĭkin, Vladimir Vasil’evich 2 Belyaev, Konstantin P. 2 Dorofeeva, Alexandra 2 Gavrilenko, S. V. 2 Kashaev, T. R. 2 Kharchev, N. K. 2 Kiseleva, K. M. 2 Kossova, E. V. 2 Petrov, A. E. 2 Petukhov, Alexey V. 2 Saenko, Viacheslav V. 2 Sarksyan, K. A. 2 Selivanova, D. O. 2 Shiryaev, Al’bert Nikolaevich 2 Sipin, Aleksandr Stepanovich 2 Sokolov, I. A. 2 Zhao, Xuanmin 2 Zhukov, Yu. V. 1 Afanas’eva, Larisa Grigor’evna 1 Ammar, Sherif Ibrahim 1 Artyukov, S. V. 1 Borisov, Andrei V. 1 Bulinskaya, Ekaterina Vadimova 1 Chibisov, Dmitriĭ Mikhaĭlovich 1 Chirkov, Aleksandr Yu. 1 Da, U 1 Dorofeeva, A. V. 1 Gnedenko, Boris Vladimirovich 1 Gorshenin, Andrey 1 Grusho, A. A. 1 Gulev, S. K. 1 Gusarov, G. G. 1 Ibragimov, I. E. 1 Ibragimov, Il’dar Abdullovich 1 Ivanovskaya, R. I. 1 Kashaev, T. P. 1 Kazakov, Il’ya Anatol’evich 1 Kharchevsky, A. A. 1 Khatuntseva, M. V. 1 Khokhlov, S. V. 1 Konchekov, E. M. 1 Kovalev, I. A. 1 Kozlov, A. O. 1 Kurmangazieva, Lily 1 Liu, Lixin 1 Liu, Lixinb 1 Maravina, T. A. 1 Matveev, F. V. 1 Nazarov, A. L. 1 Panfilova, T. L. 1 Prokhorov, Yuriĭ Vasil’evich 1 Pshenichnikov, A. A. 1 Senatov, Vladimir Vasil’evich 1 Sevast’yanov, Boris Aleksandrovich 1 Shalimov, A. V. 1 Shevtsova, Irina 1 Shilova, G. N. 1 Shmytinskij, V. V. 1 Smelyanskii, T. R. 1 Smelyanskij, R. L. 1 Stefanovich, Aleksei Igorevich 1 Sukhorukova, T. A. 1 Surkov, A. G. 1 Tursunbaev, A. M. 1 Viskov, Oleg Viktorovich 1 Zakharova, T. V. 1 Zaks, L. M. 1 Zdorovtsov, I. A. 1 Zubov, Vasily N. all top 5 Serials 47 Journal of Mathematical Sciences (New York) 22 Theory of Probability and its Applications 9 Teoriya Veroyatnosteĭ i eë Primeneniya 9 Doklady Mathematics 7 Moscow University Computational Mathematics and Cybernetics 5 Statistics & Probability Letters 5 Obozrenie Prikladnoĭ i Promyshlennoĭ Matematiki 4 Journal of Soviet Mathematics 3 Vestnik Moskovskogo Universiteta. Seriya 15 3 International Journal of Applied Mathematics and Computer Science 2 Lithuanian Mathematical Journal 2 Applied Mathematics and Computation 2 Colloquium Mathematicum 2 Matematicheskoe Modelirovanie 2 Stochastic Models 2 Journal of the Korean Statistical Society 1 Journal of Statistical Planning and Inference 1 Probability and Mathematical Statistics 1 Chinese Journal of Applied Probability and Statistics 1 Queueing Systems 1 Automation and Remote Control 1 Journal of Computer and Systems Sciences International 1 Applied Mathematics. Series B (English Edition) 1 Izvestiya Vysshikh Uchebnykh Zavedeniĭ. Severo-Kavkazskiĭ Region. Estestvennye Nauki 1 Fundamental’naya i Prikladnaya Matematika 1 Acta Mathematica Sinica. English Series 1 Discussiones Mathematicae. Probability and Statistics 1 Scandinavian Actuarial Journal 1 Theory of Stochastic Processes 1 Journal of Industrial and Management Optimization 1 Frontiers in Pure and Applied Probability all top 5 Fields 128 Probability theory and stochastic processes (60-XX) 47 Statistics (62-XX) 17 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 8 General and overarching topics; collections (00-XX) 5 Computer science (68-XX) 5 Fluid mechanics (76-XX) 5 Statistical mechanics, structure of matter (82-XX) 4 Operations research, mathematical programming (90-XX) 2 Quantum theory (81-XX) 2 Systems theory; control (93-XX) 1 History and biography (01-XX) 1 Partial differential equations (35-XX) 1 Approximations and expansions (41-XX) 1 Mechanics of particles and systems (70-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 94 Publications have been cited 674 times in 309 Documents Cited by ▼ Year ▼ Random summation. Limit theorems and applications. Transl. from the Russian. Zbl 0857.60002 Gnedenko, B. V.; Korolev, V. Yu. 90 1996 Limit theorems for random sums. (Predel’nye teoremy dlya sluchajnykh summ.) Zbl 0702.60023 Kruglov, V. M.; Korolev, V. Yu. 53 1990 Generalized Poisson models and their applications in insurance and finance. Zbl 1041.60004 Bening, Vladimir E.; Korolev, Victor Yu. 52 2002 An improvement of the Berry-Esseen inequality with applications to Poisson and mixed Poisson random sums. Zbl 1277.60042 Korolev, Victor; Shevtsova, Irina 39 2012 Mathematical foundations of risk theory. 2nd ed. (Математические основы теории риска.) Zbl 1234.60004 Korolev, V. Yu.; Bening, V. E.; Shorgin, S. Ya. 32 2011 On an application of the Student distribution in the theory of probability and mathematical statistics. Zbl 1089.62001 Bening, V. E.; Korolev, V. Yu. 17 2005 Convergence of random sequences with the independent random indices. I. Zbl 0837.60018 Korolev, V. Yu. 17 1994 Bounds of the accuracy of the normal approximation to the distributions of random sums under relaxed moment conditions. Zbl 1365.60018 Korolev, Victor; Dorofeeva, Alexandra 16 2017 On truncations for weakly ergodic inhomogeneous birth and death processes. Zbl 1322.60184 Zeifman, Alexander; Satin, Yacov; Korolev, Victor; Shorgin, Sergey 16 2014 Perturbation bounds and truncations for a class of Markovian queues. Zbl 1307.60139 Zeifman, Alexander; Korolev, Victor; Satin, Yacov; Korotysheva, Anna; Bening, Vladimir 15 2014 Probabilistic-statistical methods for the decomposition of the volatility of chaotic processes. (Вероятностно-статистические методы декомпозиции волатильности хаотических процессов.) Zbl 1235.60002 Korolev, V. Yu. 13 2011 On approximations to generalized Poisson distributions. Zbl 0885.60017 Bening, V. E.; Korolev, V. Yu.; Shorgin, S. Ya. 13 1997 On perturbation bounds for continuous-time Markov chains. Zbl 1296.60205 Zeifman, A. I.; Korolev, V. Yu. 12 2014 On the upper bound for the absolute constant in the Berry-Esseen inequality. Zbl 1225.60044 Korolev, V. Yu.; Shevtsova, I. G. 12 2010 Nonparametric estimation of the ruin probability for generalized risk processes. Zbl 1036.62108 Bening, V. E.; Korolev, V. Yu. 11 2002 A general theorem on the limit behavior of superpositions of independent random processes with applications to Cox processes. Zbl 0870.60048 Korolev, V. Yu. 11 1996 Fractional stable distributions. Zbl 0994.60010 Kolokoltsov, V.; Korolev, V.; Uchaikin, V. 11 2001 Modeling high-frequency order flow imbalance by functional limit theorems for two-sided risk processes. Zbl 1338.91077 Korolev, V. Yu.; Chertok, A. V.; Korchagin, A. Yu.; Zeifman, A. I. 11 2015 Convergence of statistics constructed from samples with random sizes to the Linnik and Mittag-Leffler distributions and their generalizations. Zbl 1371.60042 Korolev, V. Yu.; Zeifman, A. I. 10 2017 On the absolute constant in the remainder term estimate in the central limit theorem for Poisson random sums. Zbl 0933.60005 Korolev, V. Yu.; Shorgin, S. Ya. 9 1997 Bounds on the rate of convergence for one class of inhomogeneous Markovian queueing models with possible batch arrivals and services. Zbl 1396.60098 Zeifman, Alexander; Razumchik, Rostislav; Satin, Yacov; Kiseleva, Ksenia; Korotysheva, Anna; Korolev, Victor 9 2018 On the rate of convergence in the local limit theorem for densities. Zbl 0912.60044 Korolev, V. Yu.; Zhukov, Yu. V. 8 1998 Truncation bounds for approximations of inhomogeneous continuous-time Markov chains. Zbl 1376.60079 Zeifman, A. I.; Korotysheva, A. V.; Korolev, V. Yu.; Satin, Ya. A. 8 2017 Stochastic models of structural plasma turbulence. Collected papers from the seminar stochastic structures in plasma turbulence. Zbl 1089.76004 7 2006 Ergodicity and perturbation bounds for inhomogeneous birth and death processes with additional transitions from and to the origin. Zbl 1347.93007 Zeifman, Alexander; Korotysheva, Anna; Satin, Yacov; Korolev, Victor; Shorgin, Sergey; Razumchik, Rostislav 7 2015 On convergence of distributions of compound Cox processes to stable laws. Zbl 0944.60054 Korolev, V. Yu. 7 1998 Sharpened upper bounds for the absolute constant in the Berry-Esseen inequality for mixed Poisson random sums. Zbl 1226.60035 Korolev, V. Yu.; Shevtsova, I. G. 6 2010 Estimation of parameters of fractional stable distributions. Zbl 1130.62023 Bening, V. E.; Korolev, V. Yu.; Kolokol’tsov, V. N.; Saenko, V. V.; Uchaikin, V. V.; Zolotarev, V. M. 6 2004 Convergence of random sequences with independent random indices. II. Zbl 0863.60022 Korolev, V. Yu. 6 1995 Two-sided bounds on the rate of convergence for continuous-time finite inhomogeneous Markov chains. Zbl 1327.60149 Zeifman, A. I.; Korolev, V. Yu. 6 2015 Improvement of convergence rate estimates in the central limit theorem under weakened moment conditions. Zbl 1258.60024 Korolev, V. Yu.; Popov, S. V. 6 2012 Generalized negative binomial distributions as mixed geometric laws and related limit theorems. Zbl 1448.60044 Korolev, Victor Yu.; Zeifman, Alexander I. 5 2019 A note on mixture representations for the Linnik and Mittag-Leffler distributions and their applications. Zbl 1387.60025 Korolev, V. Yu.; Zeifman, A. I. 5 2016 Asymptotic properties of extrema of compound Cox processes and their applications to some problems of financial mathematics. Zbl 0984.60061 Korolev, V. Yu. 5 2000 An improvement of convergence rate estimates in the central limit theorem under absence of moments higher than the second. Zbl 1260.60037 Korolev, V. Yu.; Popov, S. V. 5 2012 On the accuracy of normal approximation for the distributions of sums of a random number of independent random variables. Zbl 0676.60045 Korolev, V. Yu. 5 1988 Ergodicity and truncation bounds for inhomogeneous birth and death processes with additional transitions from and to origin. Zbl 1383.60067 Zeifman, Alexander; Korotysheva, Anna; Satin, Yacov; Razumchik, Rostislav; Korolev, Victor; Shorgin, Sergey 4 2017 On convergence of random walks generated by compound Cox processes to Lévy processes. Zbl 1288.60060 Korolev, V. Yu.; Zaks, L. M.; Zeifman, A. I. 4 2013 On convergence of the distributions of random sequences with independent random indexes to variance-mean mixtures. Zbl 1342.60018 Korolev, V. Yu.; Zeifman, A. I. 4 2016 Product representations for random variables with Weibull distributions and their applications. Zbl 1387.60024 Korolev, V. Yu. 4 2016 Bounds for the concentration functions of random sums under relaxed moment conditions. Zbl 1388.60047 Korolev, V. Yu.; Dorofeeva, A. V. 4 2018 Lower bounds for the rate of convergence for continuous-time inhomogeneous Markov chains with a finite state space. Zbl 1396.60087 Zeifman, A. I.; Korolev, V. Yu.; Satin, Ya. A.; Kiseleva, K. M. 4 2018 Modeling high-frequency non-homogeneous order flows by compound Cox processes. Zbl 1342.60073 Chertok, A. V.; Korolev, V. Yu.; Korchagin, A. Yu. 4 2016 On normal variance-mean mixtures as limit laws for statistics with random sample sizes. Zbl 1329.60035 Korolev, V. Yu.; Zeifman, A. I. 3 2016 On limit distributions of randomly indexed random sequences. Zbl 0788.60038 Korolev, V. Yu. 3 1992 Limit theorems for random sums of independent random variables. Zbl 0793.60024 Korolev, V. Yu.; Kruglov, V. M. 3 1993 On approximations to generalized Cox processes. Zbl 0985.60052 Bening, V. E.; Korolev, V. Yu. 3 1998 On the universal constant in the Katz-Petrov and Osipov inequalities. Zbl 1258.60025 Korolev, Victor; Popov, Sergey 3 2011 The evolution of probability characteristics of low-frequency plasma turbulence. Zbl 1249.82017 Batanov, G. M.; Gorshenin, A. K.; Korolev, V. Yu.; Malakhov, D. V.; Skvortsova, N. N. 3 2011 On a class of Markovian queuing systems described by inhomogeneous birth-and-death processes with additional transitions. Zbl 1358.60100 Zeifman, A. I.; Satin, Ya. A.; Korotysheva, A. V.; Korolev, V. Yu.; Bening, V. E. 3 2016 Convergence rate estimates in local limit theorems for Poisson random sums. Zbl 0968.60022 Korolev, V. Yu.; Zhukov, Yu. V. 3 2000 Median modifications of the EM-algorithm for separation of mixtures of probability distributions and their applications to the decomposition of volatility of financial indexes. Zbl 1388.62043 Gorshenin, A. K.; Korolev, V. Yu.; Tursunbaev, A. M. 2 2017 Fractionally stable distributions. Zbl 1201.76215 Bening, V. E.; Korolev, V. Yu.; Sukhorukova, T. A.; Gusarov, G. G.; Saenko, V. V.; Uchaikin, V. V.; Kolokoltsov, V. N. 2 2006 On the convergence of distributions of random sums of independent random variables to stable laws. Zbl 0908.60004 Korolev, V. Yu. 2 1997 Mixed Gaussian probabilistic models of real processes. (Смешанные гауссовские вероятностные модели реальных процессов.) Zbl 1200.60002 Korolev, V. Yu. 2 2004 An improvement of the Berry-Esseen inequalities. Zbl 1205.60048 Korolev, V. Yu.; Shevtsova, I. G. 2 2010 On limiting characteristics for a non-stationary two-processor heterogeneous system. Zbl 1428.90048 Zeifman, A.; Satin, Y.; Kiseleva, K.; Korolev, V.; Panfilova, T. 2 2019 Generalized hyperbolic laws as limit distributions for random sums. Zbl 1297.60014 Korolev, V. Yu. 2 2014 Statistical decomposition of volatility. Zbl 1415.91334 Korolev, V. Yu. 2 2017 Some remarks on the accuracy of normal approximation to distributions of random sums. Zbl 0738.60014 Korolev, V. Yu.; Selivanova, D. O. 2 1991 On the accuracy of approximation of the negative binomial distribution by the gamma distribution and convergence rate of the distributions of some statistics to the Student distribution. Zbl 1353.62024 Bevrani, H.; Bening, V. E.; Korolev, V. Yu. 2 2015 Limit theorems for generalized risk processes. Zbl 0988.60008 Bening, Vladimir E.; Korolev, Victor Yu.; Liu, Lixinb 2 2000 Asymptotic behavior of compound nonordinary Cox processes with nonzero means. Zbl 0919.60054 Bening, V. E.; Korolev, V. Yu. 2 1998 Asymptotic behaviour of nonrandomly centered generalized Cox processes. Zbl 0931.60092 Bening, V. E.; Korolev, V. Yu. 2 1996 On the convergence of distributions of random sums of independent random variables to stable laws. Zbl 0911.60006 Korolev, V. Yu. 2 1997 Asymptotic behavior of generalized Cox processes. Zbl 0917.60042 Bening, V. E.; Korolev, V. Yu. 2 1996 The rate of convergence of the distributions of regular statistics constructed from samples with negatively binomially distributed random sizes to the Student distribution. Zbl 1362.60018 Gavrilenko, S. V.; Zubov, V. N.; Korolev, V. Yu. 2 2017 Asymptotic behaviour of generalized risk process. Zbl 1012.60502 Bening, V. E.; Korolev, V. Yu. 2 1998 A new moment-type estimate of convergence rate in the Lyapunov theorem. Zbl 1238.60030 Korolev, V. Yu.; Shevtsova, I. G. 2 2011 Limit distributions for doubly stochastically rarefied renewal processes and their properties. Zbl 1377.60042 Korolev, V. Yu. 1 2017 New possibilities for the mathematical modelling of turbulent transport processes in plasma. Zbl 1203.76180 Skvortsova, N. N.; Batanov, G. M.; Petrov, A. E.; Pshenichnikov, A. A.; Sarksyan, K. A.; Kharchev, N. K.; Korolev, V. Yu.; Maravina, T. A.; Sanchez, J.; Kubo, S. 1 2006 On limit distributions of randomly indexed random sequences. Zbl 0764.60028 Korolev, V. Yu. 1 1992 Proceedings of the 19th seminar on stability problems for stochastic models, Vologda, Russia, September 6–12, 1998. Part II. Zbl 0943.00057 1 2000 Separating mixtures of probability distributions with the grid method of moments and the grid maximal likelihood method. Zbl 1507.62253 Korolev, V. Yu.; Nazarov, A. L. 1 2010 Convergence of moments of randomly indexed random sequences. Zbl 0734.60022 Kruglov, V. M.; Korolev, V. Yu. 1 1990 A note on functional limit theorems for compound Cox processes. Zbl 1387.60059 Korolev, V. Yu.; Chertok, A. V.; Korchagin, A. Yu.; Kossova, E. V.; Zeifman, A. I. 1 2016 Approximation of the distributions of sums of a random number of independent random variables by mixtures of Gaussian measures. Zbl 0735.60020 Korolev, V. Yu. 1 1987 Probabilistic and statistical methods predicting complex software reliability. Zbl 0795.68046 Korolev, V. Yu. 1 1992 Convergence of multidimensional random sequences with independent random indices. Zbl 0859.60021 Korolev, V. Yu.; Kossova, E. V. 1 1995 Asymptotic behavior of generalized risk processes. Zbl 1057.60019 Bening, V. E.; Korolev, V. Yu.; Liu, Lixin 1 2004 Convergence of nonhomogeneous random walks generated by compound Cox processes to generalized variance-gamma Lévy processes. Zbl 1327.60082 Korolev, V. Yu.; Korchagin, A. Yu.; Zeifman, A. I. 1 2015 On limiting characteristics for a non-stationary two-processor heterogeneous system with catastrophes, server failures and repairs. Zbl 1476.60130 Ammar, Sherif I.; Zeifman, Alexander; Satin, Yacov; Kiseleva, Ksenia; Korolev, Victor 1 2021 Asymptotic properties of sample quantiles constructed from samples with random sizes. Zbl 0969.62013 Korolev, V. Yu. 1 1999 Asymptotic behaviour of generalized non-ordinary Cox processes. Zbl 0920.60022 Bening, V. E.; Korolev, V. Yu. 1 1997 Analysis of fine stochastic structure of chaotic processes by kernel estimators. Zbl 1240.82009 Gorshenin, A. K.; Korolev, V. Yu.; Malakhov, D. V.; Skvortsova, N. N. 1 2011 Asymptotic expansion for quantiles of compound Cox processes and their applications to some problems of financial and actuarial mathematics. Zbl 1075.91607 Bening, V. E.; Korolev, V. Yu. 1 1998 On the relationship between the generalized Student \(t\)-distribution and the variance gamma distribution in statistical analysis of random-size samples. Zbl 1348.62042 Korolev, V. Yu. 1 2012 Approximation of distributions of random sums of independent random variables by mixtures of normal laws. Zbl 0706.60047 Korolev, V. Yu. 1 1989 Estimates of some characteristics of multidimensional birth-and-death processes. Zbl 1336.60169 Zeifman, A. I.; Sipin, A. S.; Korolev, V. Yu.; Bening, V. E. 1 2015 On asymmetric generalization of the Weibull distribution by scale-location mixing of normal laws. Zbl 1381.60051 Korolev, V. Yu.; Kurmangazieva, Lily; Zeifman, A. I. 1 2016 On the accuracy of normal approximation for the distribution of a sum of random number of independent random variables. Zbl 0656.60042 Korolev, V. Yu. 1 1988 Calculation of the deficiency of some statistical estimators constructed from samples with random sizes. Zbl 1426.62088 Bening, V. E.; Korolev, V. Yu.; Zeifman, A. I. 1 2019 Max-compound Cox processes. I. Zbl 1478.60149 Korolev, V. Yu.; Sokolov, I. A.; Gorshenin, A. K. 1 2019 Scale mixtures of Fréchet distributions as asymptotic approximations of extreme precipitation. Zbl 1421.62157 Gorshenin, A. K.; Korolev, V. Yu. 1 2018 On limiting characteristics for a non-stationary two-processor heterogeneous system with catastrophes, server failures and repairs. Zbl 1476.60130 Ammar, Sherif I.; Zeifman, Alexander; Satin, Yacov; Kiseleva, Ksenia; Korolev, Victor 1 2021 Generalized negative binomial distributions as mixed geometric laws and related limit theorems. Zbl 1448.60044 Korolev, Victor Yu.; Zeifman, Alexander I. 5 2019 On limiting characteristics for a non-stationary two-processor heterogeneous system. Zbl 1428.90048 Zeifman, A.; Satin, Y.; Kiseleva, K.; Korolev, V.; Panfilova, T. 2 2019 Calculation of the deficiency of some statistical estimators constructed from samples with random sizes. Zbl 1426.62088 Bening, V. E.; Korolev, V. Yu.; Zeifman, A. I. 1 2019 Max-compound Cox processes. I. Zbl 1478.60149 Korolev, V. Yu.; Sokolov, I. A.; Gorshenin, A. K. 1 2019 Bounds on the rate of convergence for one class of inhomogeneous Markovian queueing models with possible batch arrivals and services. Zbl 1396.60098 Zeifman, Alexander; Razumchik, Rostislav; Satin, Yacov; Kiseleva, Ksenia; Korotysheva, Anna; Korolev, Victor 9 2018 Bounds for the concentration functions of random sums under relaxed moment conditions. Zbl 1388.60047 Korolev, V. Yu.; Dorofeeva, A. V. 4 2018 Lower bounds for the rate of convergence for continuous-time inhomogeneous Markov chains with a finite state space. Zbl 1396.60087 Zeifman, A. I.; Korolev, V. Yu.; Satin, Ya. A.; Kiseleva, K. M. 4 2018 Scale mixtures of Fréchet distributions as asymptotic approximations of extreme precipitation. Zbl 1421.62157 Gorshenin, A. K.; Korolev, V. Yu. 1 2018 Bounds of the accuracy of the normal approximation to the distributions of random sums under relaxed moment conditions. Zbl 1365.60018 Korolev, Victor; Dorofeeva, Alexandra 16 2017 Convergence of statistics constructed from samples with random sizes to the Linnik and Mittag-Leffler distributions and their generalizations. Zbl 1371.60042 Korolev, V. Yu.; Zeifman, A. I. 10 2017 Truncation bounds for approximations of inhomogeneous continuous-time Markov chains. Zbl 1376.60079 Zeifman, A. I.; Korotysheva, A. V.; Korolev, V. Yu.; Satin, Ya. A. 8 2017 Ergodicity and truncation bounds for inhomogeneous birth and death processes with additional transitions from and to origin. Zbl 1383.60067 Zeifman, Alexander; Korotysheva, Anna; Satin, Yacov; Razumchik, Rostislav; Korolev, Victor; Shorgin, Sergey 4 2017 Median modifications of the EM-algorithm for separation of mixtures of probability distributions and their applications to the decomposition of volatility of financial indexes. Zbl 1388.62043 Gorshenin, A. K.; Korolev, V. Yu.; Tursunbaev, A. M. 2 2017 Statistical decomposition of volatility. Zbl 1415.91334 Korolev, V. Yu. 2 2017 The rate of convergence of the distributions of regular statistics constructed from samples with negatively binomially distributed random sizes to the Student distribution. Zbl 1362.60018 Gavrilenko, S. V.; Zubov, V. N.; Korolev, V. Yu. 2 2017 Limit distributions for doubly stochastically rarefied renewal processes and their properties. Zbl 1377.60042 Korolev, V. Yu. 1 2017 A note on mixture representations for the Linnik and Mittag-Leffler distributions and their applications. Zbl 1387.60025 Korolev, V. Yu.; Zeifman, A. I. 5 2016 On convergence of the distributions of random sequences with independent random indexes to variance-mean mixtures. Zbl 1342.60018 Korolev, V. Yu.; Zeifman, A. I. 4 2016 Product representations for random variables with Weibull distributions and their applications. Zbl 1387.60024 Korolev, V. Yu. 4 2016 Modeling high-frequency non-homogeneous order flows by compound Cox processes. Zbl 1342.60073 Chertok, A. V.; Korolev, V. Yu.; Korchagin, A. Yu. 4 2016 On normal variance-mean mixtures as limit laws for statistics with random sample sizes. Zbl 1329.60035 Korolev, V. Yu.; Zeifman, A. I. 3 2016 On a class of Markovian queuing systems described by inhomogeneous birth-and-death processes with additional transitions. Zbl 1358.60100 Zeifman, A. I.; Satin, Ya. A.; Korotysheva, A. V.; Korolev, V. Yu.; Bening, V. E. 3 2016 A note on functional limit theorems for compound Cox processes. Zbl 1387.60059 Korolev, V. Yu.; Chertok, A. V.; Korchagin, A. Yu.; Kossova, E. V.; Zeifman, A. I. 1 2016 On asymmetric generalization of the Weibull distribution by scale-location mixing of normal laws. Zbl 1381.60051 Korolev, V. Yu.; Kurmangazieva, Lily; Zeifman, A. I. 1 2016 Modeling high-frequency order flow imbalance by functional limit theorems for two-sided risk processes. Zbl 1338.91077 Korolev, V. Yu.; Chertok, A. V.; Korchagin, A. Yu.; Zeifman, A. I. 11 2015 Ergodicity and perturbation bounds for inhomogeneous birth and death processes with additional transitions from and to the origin. Zbl 1347.93007 Zeifman, Alexander; Korotysheva, Anna; Satin, Yacov; Korolev, Victor; Shorgin, Sergey; Razumchik, Rostislav 7 2015 Two-sided bounds on the rate of convergence for continuous-time finite inhomogeneous Markov chains. Zbl 1327.60149 Zeifman, A. I.; Korolev, V. Yu. 6 2015 On the accuracy of approximation of the negative binomial distribution by the gamma distribution and convergence rate of the distributions of some statistics to the Student distribution. Zbl 1353.62024 Bevrani, H.; Bening, V. E.; Korolev, V. Yu. 2 2015 Convergence of nonhomogeneous random walks generated by compound Cox processes to generalized variance-gamma Lévy processes. Zbl 1327.60082 Korolev, V. Yu.; Korchagin, A. Yu.; Zeifman, A. I. 1 2015 Estimates of some characteristics of multidimensional birth-and-death processes. Zbl 1336.60169 Zeifman, A. I.; Sipin, A. S.; Korolev, V. Yu.; Bening, V. E. 1 2015 On truncations for weakly ergodic inhomogeneous birth and death processes. Zbl 1322.60184 Zeifman, Alexander; Satin, Yacov; Korolev, Victor; Shorgin, Sergey 16 2014 Perturbation bounds and truncations for a class of Markovian queues. Zbl 1307.60139 Zeifman, Alexander; Korolev, Victor; Satin, Yacov; Korotysheva, Anna; Bening, Vladimir 15 2014 On perturbation bounds for continuous-time Markov chains. Zbl 1296.60205 Zeifman, A. I.; Korolev, V. Yu. 12 2014 Generalized hyperbolic laws as limit distributions for random sums. Zbl 1297.60014 Korolev, V. Yu. 2 2014 On convergence of random walks generated by compound Cox processes to Lévy processes. Zbl 1288.60060 Korolev, V. Yu.; Zaks, L. M.; Zeifman, A. I. 4 2013 An improvement of the Berry-Esseen inequality with applications to Poisson and mixed Poisson random sums. Zbl 1277.60042 Korolev, Victor; Shevtsova, Irina 39 2012 Improvement of convergence rate estimates in the central limit theorem under weakened moment conditions. Zbl 1258.60024 Korolev, V. Yu.; Popov, S. V. 6 2012 An improvement of convergence rate estimates in the central limit theorem under absence of moments higher than the second. Zbl 1260.60037 Korolev, V. Yu.; Popov, S. V. 5 2012 On the relationship between the generalized Student \(t\)-distribution and the variance gamma distribution in statistical analysis of random-size samples. Zbl 1348.62042 Korolev, V. Yu. 1 2012 Mathematical foundations of risk theory. 2nd ed. (Математические основы теории риска.) Zbl 1234.60004 Korolev, V. Yu.; Bening, V. E.; Shorgin, S. Ya. 32 2011 Probabilistic-statistical methods for the decomposition of the volatility of chaotic processes. (Вероятностно-статистические методы декомпозиции волатильности хаотических процессов.) Zbl 1235.60002 Korolev, V. Yu. 13 2011 On the universal constant in the Katz-Petrov and Osipov inequalities. Zbl 1258.60025 Korolev, Victor; Popov, Sergey 3 2011 The evolution of probability characteristics of low-frequency plasma turbulence. Zbl 1249.82017 Batanov, G. M.; Gorshenin, A. K.; Korolev, V. Yu.; Malakhov, D. V.; Skvortsova, N. N. 3 2011 A new moment-type estimate of convergence rate in the Lyapunov theorem. Zbl 1238.60030 Korolev, V. Yu.; Shevtsova, I. G. 2 2011 Analysis of fine stochastic structure of chaotic processes by kernel estimators. Zbl 1240.82009 Gorshenin, A. K.; Korolev, V. Yu.; Malakhov, D. V.; Skvortsova, N. N. 1 2011 On the upper bound for the absolute constant in the Berry-Esseen inequality. Zbl 1225.60044 Korolev, V. Yu.; Shevtsova, I. G. 12 2010 Sharpened upper bounds for the absolute constant in the Berry-Esseen inequality for mixed Poisson random sums. Zbl 1226.60035 Korolev, V. Yu.; Shevtsova, I. G. 6 2010 An improvement of the Berry-Esseen inequalities. Zbl 1205.60048 Korolev, V. Yu.; Shevtsova, I. G. 2 2010 Separating mixtures of probability distributions with the grid method of moments and the grid maximal likelihood method. Zbl 1507.62253 Korolev, V. Yu.; Nazarov, A. L. 1 2010 Stochastic models of structural plasma turbulence. Collected papers from the seminar stochastic structures in plasma turbulence. Zbl 1089.76004 7 2006 Fractionally stable distributions. Zbl 1201.76215 Bening, V. E.; Korolev, V. Yu.; Sukhorukova, T. A.; Gusarov, G. G.; Saenko, V. V.; Uchaikin, V. V.; Kolokoltsov, V. N. 2 2006 New possibilities for the mathematical modelling of turbulent transport processes in plasma. Zbl 1203.76180 Skvortsova, N. N.; Batanov, G. M.; Petrov, A. E.; Pshenichnikov, A. A.; Sarksyan, K. A.; Kharchev, N. K.; Korolev, V. Yu.; Maravina, T. A.; Sanchez, J.; Kubo, S. 1 2006 On an application of the Student distribution in the theory of probability and mathematical statistics. Zbl 1089.62001 Bening, V. E.; Korolev, V. Yu. 17 2005 Estimation of parameters of fractional stable distributions. Zbl 1130.62023 Bening, V. E.; Korolev, V. Yu.; Kolokol’tsov, V. N.; Saenko, V. V.; Uchaikin, V. V.; Zolotarev, V. M. 6 2004 Mixed Gaussian probabilistic models of real processes. (Смешанные гауссовские вероятностные модели реальных процессов.) Zbl 1200.60002 Korolev, V. Yu. 2 2004 Asymptotic behavior of generalized risk processes. Zbl 1057.60019 Bening, V. E.; Korolev, V. Yu.; Liu, Lixin 1 2004 Generalized Poisson models and their applications in insurance and finance. Zbl 1041.60004 Bening, Vladimir E.; Korolev, Victor Yu. 52 2002 Nonparametric estimation of the ruin probability for generalized risk processes. Zbl 1036.62108 Bening, V. E.; Korolev, V. Yu. 11 2002 Fractional stable distributions. Zbl 0994.60010 Kolokoltsov, V.; Korolev, V.; Uchaikin, V. 11 2001 Asymptotic properties of extrema of compound Cox processes and their applications to some problems of financial mathematics. Zbl 0984.60061 Korolev, V. Yu. 5 2000 Convergence rate estimates in local limit theorems for Poisson random sums. Zbl 0968.60022 Korolev, V. Yu.; Zhukov, Yu. V. 3 2000 Limit theorems for generalized risk processes. Zbl 0988.60008 Bening, Vladimir E.; Korolev, Victor Yu.; Liu, Lixinb 2 2000 Proceedings of the 19th seminar on stability problems for stochastic models, Vologda, Russia, September 6–12, 1998. Part II. Zbl 0943.00057 1 2000 Asymptotic properties of sample quantiles constructed from samples with random sizes. Zbl 0969.62013 Korolev, V. Yu. 1 1999 On the rate of convergence in the local limit theorem for densities. Zbl 0912.60044 Korolev, V. Yu.; Zhukov, Yu. V. 8 1998 On convergence of distributions of compound Cox processes to stable laws. Zbl 0944.60054 Korolev, V. Yu. 7 1998 On approximations to generalized Cox processes. Zbl 0985.60052 Bening, V. E.; Korolev, V. Yu. 3 1998 Asymptotic behavior of compound nonordinary Cox processes with nonzero means. Zbl 0919.60054 Bening, V. E.; Korolev, V. Yu. 2 1998 Asymptotic behaviour of generalized risk process. Zbl 1012.60502 Bening, V. E.; Korolev, V. Yu. 2 1998 Asymptotic expansion for quantiles of compound Cox processes and their applications to some problems of financial and actuarial mathematics. Zbl 1075.91607 Bening, V. E.; Korolev, V. Yu. 1 1998 On approximations to generalized Poisson distributions. Zbl 0885.60017 Bening, V. E.; Korolev, V. Yu.; Shorgin, S. Ya. 13 1997 On the absolute constant in the remainder term estimate in the central limit theorem for Poisson random sums. Zbl 0933.60005 Korolev, V. Yu.; Shorgin, S. Ya. 9 1997 On the convergence of distributions of random sums of independent random variables to stable laws. Zbl 0908.60004 Korolev, V. Yu. 2 1997 On the convergence of distributions of random sums of independent random variables to stable laws. Zbl 0911.60006 Korolev, V. Yu. 2 1997 Asymptotic behaviour of generalized non-ordinary Cox processes. Zbl 0920.60022 Bening, V. E.; Korolev, V. Yu. 1 1997 Random summation. Limit theorems and applications. Transl. from the Russian. Zbl 0857.60002 Gnedenko, B. V.; Korolev, V. Yu. 90 1996 A general theorem on the limit behavior of superpositions of independent random processes with applications to Cox processes. Zbl 0870.60048 Korolev, V. Yu. 11 1996 Asymptotic behaviour of nonrandomly centered generalized Cox processes. Zbl 0931.60092 Bening, V. E.; Korolev, V. Yu. 2 1996 Asymptotic behavior of generalized Cox processes. Zbl 0917.60042 Bening, V. E.; Korolev, V. Yu. 2 1996 Convergence of random sequences with independent random indices. II. Zbl 0863.60022 Korolev, V. Yu. 6 1995 Convergence of multidimensional random sequences with independent random indices. Zbl 0859.60021 Korolev, V. Yu.; Kossova, E. V. 1 1995 Convergence of random sequences with the independent random indices. I. Zbl 0837.60018 Korolev, V. Yu. 17 1994 Limit theorems for random sums of independent random variables. Zbl 0793.60024 Korolev, V. Yu.; Kruglov, V. M. 3 1993 On limit distributions of randomly indexed random sequences. Zbl 0788.60038 Korolev, V. Yu. 3 1992 On limit distributions of randomly indexed random sequences. Zbl 0764.60028 Korolev, V. Yu. 1 1992 Probabilistic and statistical methods predicting complex software reliability. Zbl 0795.68046 Korolev, V. Yu. 1 1992 Some remarks on the accuracy of normal approximation to distributions of random sums. Zbl 0738.60014 Korolev, V. Yu.; Selivanova, D. O. 2 1991 Limit theorems for random sums. (Predel’nye teoremy dlya sluchajnykh summ.) Zbl 0702.60023 Kruglov, V. M.; Korolev, V. Yu. 53 1990 Convergence of moments of randomly indexed random sequences. Zbl 0734.60022 Kruglov, V. M.; Korolev, V. Yu. 1 1990 Approximation of distributions of random sums of independent random variables by mixtures of normal laws. Zbl 0706.60047 Korolev, V. Yu. 1 1989 On the accuracy of normal approximation for the distributions of sums of a random number of independent random variables. Zbl 0676.60045 Korolev, V. Yu. 5 1988 On the accuracy of normal approximation for the distribution of a sum of random number of independent random variables. Zbl 0656.60042 Korolev, V. Yu. 1 1988 Approximation of the distributions of sums of a random number of independent random variables by mixtures of Gaussian measures. Zbl 0735.60020 Korolev, V. Yu. 1 1987 all cited Publications top 5 cited Publications all top 5 Cited by 373 Authors 66 Korolev, Viktor Yur’evich 39 Zeifman, Alexander Izrailevich 14 Bening, Vladimir E. 13 Hung, Tran Loc 11 Satin, Yacov 9 Shevtsova, I. G. 8 Gorshenin, A. K. 8 Sunklodas, Jonas Kazys 7 Kien, Phan Tri 7 Korchagin, A. Yu. 7 Satin, Ya. A. 7 Silvestrov, Dmitrii 6 Kiseleva, Ksenia 5 Korotysheva, Anna 5 Razumchik, Rostislav V. 4 Belkina, Tat’yana Andreevna 4 Dshalalow, Jewgeni H. 4 Konyukhova, Nadyezhda B. 4 Kryukova, Anastasia 4 Rachev, Svetlozar T. 4 Saenko, Viacheslav V. 4 Shimizu, Yasutaka 3 Chertok, A. V. 3 Gabdullin, R. A. 3 Kiseleva, K. M. 3 Kolokoltsov, Vassili N. 3 Korotysheva, A. V. 3 Kruglov, Victor M. 3 Kurochkin, Sergey Vladimirovich 3 Makarenko, V. A. 3 Norkin, B. V. 3 Shevtsova, Irina 3 Shilova, Galina 3 Shorgin, S. Ya. 3 Shorgin, Sergey 3 Sipin, Aleksandr Stepanovich 2 Arkashov, Nikolay Sergeevich 2 Cahoy, Dexter O. 2 Christoph, Gerd 2 Darkhovsky, Boris S. 2 Di Crescenzo, Antonio 2 Dorofeeva, Alexandra 2 Eichelsbacher, Peter 2 Formanov, Shakir Kasimovich 2 Gavrilenko, S. V. 2 Giona, Massimiliano 2 Giorno, Virginia 2 He, Xinyu 2 Kasparavičiūtė, Aurelija 2 Kossova, E. V. 2 Kozubowski, Tomasz J. 2 Kudryavtsev, Andrey A. 2 Lepskaya, M. A. 2 Li, Shuang 2 Liew, Agatha 2 Loisel, Stéphane 2 Löwe, Matthias 2 Lü, Zhaoyang 2 Masuyama, Hiroyuki 2 Mazza, Christian 2 Mexia, João Tiago Praça Nunes 2 Neammanee, Kritsana 2 Nefedova, Yu. S. 2 Nobile, Amelia G. 2 Pagurova, V. I. 2 Pawlas, Zbyněk 2 Pinelis, Iosif Froimovich 2 Popov, Sergey V. 2 Powell, Warren Buckler 2 Rullière, Didier 2 Sandhya, E. 2 Shestakov, O. V. 2 Sibatov, Renat T. 2 Smelyanskij, R. L. 2 Sokolov, I. A. 2 Tapiero, Charles S. 2 Teugels, Jozef L. 2 Ul’yanov, Vladimir Vasil’evich 2 Vallois, Pierre 2 Vignat, Christophe 2 Wu, Yonghong 2 Zakharova, T. V. 1 Agarwal, Ravi P. 1 Alcaraz López, Onel L. 1 Alegria, Alfredo 1 Ammar, Sherif Ibrahim 1 Aripova, N. Kh. 1 Azlarov, Tursun Abdurakhimovich 1 Balakrishnan, Narayanaswamy 1 Barbour, Andrew David 1 Barreto-Souza, Wagner 1 Barros, Anne 1 Becker-Kern, Peter 1 Belov, A. G. 1 Bérenguer, Christophe 1 Berg, Christian 1 Berti, Patrizia 1 Biau, Gérard 1 Bobkov, Sergey Germanovich 1 Bogomolov, S. V. ...and 273 more Authors all top 5 Cited in 118 Serials 52 Journal of Mathematical Sciences (New York) 19 Statistics & Probability Letters 13 Lithuanian Mathematical Journal 10 Doklady Mathematics 9 Moscow University Computational Mathematics and Cybernetics 7 Theory of Probability and its Applications 7 Cybernetics and Systems Analysis 6 Journal of Applied Probability 5 Applied Mathematics and Computation 5 Journal of Theoretical Probability 5 Scandinavian Actuarial Journal 4 Journal of Statistical Planning and Inference 4 Queueing Systems 4 European Journal of Operational Research 4 International Journal of Applied Mathematics and Computer Science 4 Lobachevskii Journal of Mathematics 3 Physica A 3 Insurance Mathematics & Economics 3 Computational Mathematics and Modeling 3 Computational Mathematics and Mathematical Physics 3 Statistical Papers 3 Methodology and Computing in Applied Probability 3 Stochastic Models 3 Statistics and Computing 2 Advances in Applied Probability 2 Journal of Mathematical Analysis and Applications 2 Physics Letters. A 2 Annals of the Institute of Statistical Mathematics 2 Colloquium Mathematicum 2 Journal of Computational and Applied Mathematics 2 Kybernetika 2 Bulletin of the Korean Mathematical Society 2 Stochastic Analysis and Applications 2 Sequential Analysis 2 Applied Mathematical Modelling 2 Communications in Statistics. Theory and Methods 2 Stochastic Processes and their Applications 2 Journal of Computer and Systems Sciences International 2 Theory of Probability and Mathematical Statistics 2 Bernoulli 2 Fractional Calculus & Applied Analysis 2 Journal of the Korean Statistical Society 2 ALEA. Latin American Journal of Probability and Mathematical Statistics 2 Electronic Journal of Statistics 2 SIAM Journal on Financial Mathematics 2 Advances in Mathematical Physics 2 Sankhyā. Series A 1 Discrete Applied Mathematics 1 Journal of Mathematical Physics 1 Mathematical Biosciences 1 Mathematische Semesterberichte 1 Metrika 1 Ukrainian Mathematical Journal 1 Zhurnal Vychislitel’noĭ Matematiki i Matematicheskoĭ Fiziki 1 Chaos, Solitons and Fractals 1 Acta Mathematica Vietnamica 1 Advances in Mathematics 1 The Annals of Statistics 1 Journal of Soviet Mathematics 1 Mathematica Slovaca 1 Programming and Computer Software 1 Ricerche di Matematica 1 Operations Research Letters 1 Probability and Mathematical Statistics 1 Acta Applicandae Mathematicae 1 Bulletin of the Iranian Mathematical Society 1 Statistics 1 Probability Theory and Related Fields 1 Mathematical and Computer Modelling 1 SIAM Journal on Matrix Analysis and Applications 1 The Annals of Applied Probability 1 Communications in Statistics. Simulation and Computation 1 Linear Algebra and its Applications 1 Indagationes Mathematicae. New Series 1 SIAM Journal on Optimization 1 Russian Mathematics 1 SIAM Journal on Scientific Computing 1 Applied Mathematics. Series B (English Edition) 1 Mathematical Methods of Statistics 1 Filomat 1 Journal of Inverse and Ill-Posed Problems 1 Russian Journal of Numerical Analysis and Mathematical Modelling 1 The Journal of Fourier Analysis and Applications 1 Finance and Stochastics 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Journal of Inequalities and Applications 1 Journal of Applied Statistics 1 Statistical Inference for Stochastic Processes 1 Communications of the Korean Mathematical Society 1 Acta Mathematica Sinica. English Series 1 Communications in Nonlinear Science and Numerical Simulation 1 Brazilian Journal of Probability and Statistics 1 Matematicheskoe Modelirovanie 1 Journal of Systems Science and Complexity 1 Acta Mathematica Scientia. Series B. (English Edition) 1 OR Spectrum 1 ASTIN Bulletin 1 Statistical Applications in Genetics and Molecular Biology 1 North American Actuarial Journal 1 Statistical Methods and Applications ...and 18 more Serials all top 5 Cited in 25 Fields 224 Probability theory and stochastic processes (60-XX) 99 Statistics (62-XX) 53 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 21 Operations research, mathematical programming (90-XX) 15 Numerical analysis (65-XX) 14 Statistical mechanics, structure of matter (82-XX) 10 Computer science (68-XX) 7 Partial differential equations (35-XX) 6 Real functions (26-XX) 6 Approximations and expansions (41-XX) 6 Systems theory; control (93-XX) 5 Biology and other natural sciences (92-XX) 4 Special functions (33-XX) 3 Ordinary differential equations (34-XX) 3 Integral equations (45-XX) 2 History and biography (01-XX) 2 Operator theory (47-XX) 2 Quantum theory (81-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Functions of a complex variable (30-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Fluid mechanics (76-XX) 1 Optics, electromagnetic theory (78-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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