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Korolev, Viktor Yur’evich

Author ID: korolev.victor-yu Recent zbMATH articles by "Korolev, Viktor Yur’evich"
Published as: Korolev, V. Yu.; Korolev, Victor; Korolev, Victor Yu.; Korolev, V.
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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.

Publications by Year

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 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

Citations by Year

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