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Found 181 Documents (Results 1–100)

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Veretennikov, Alexander Yu.; Veretennikova, Maria A.

On improved bounds and conditions for the convergence of Markov chains. (English. Russian original) Zbl 1487.60130

Izv. Math. 86, No. 1, 92-125 (2022); translation from Izv. Ross. Akad. Nauk, Ser. Mat. 86, No. 1, 98-133 (2022).
Reviewer: Andrew Wade (Durham)
MSC:  60J05 60J10 37A25
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\textit{A. Yu. Veretennikov} and \textit{M. A. Veretennikova}, Izv. Math. 86, No. 1, 92--125 (2022; Zbl 1487.60130); translation from Izv. Ross. Akad. Nauk, Ser. Mat. 86, No. 1, 98--133 (2022)
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Veretennikov, A. Yu.; Veretennikova, M. A.

On convergence rates for homogeneous Markov chains. (English. Russian original) Zbl 1482.60096

Dokl. Math. 101, No. 1, 12-15 (2020); translation from Dokl. Ross. Akad. Nauk, Mat. Inform. Protsessy Upr. 490, 16-19 (2020).
MSC:  60J05 60J10
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\textit{A. Yu. Veretennikov} and \textit{M. A. Veretennikova}, Dokl. Math. 101, No. 1, 12--15 (2020; Zbl 1482.60096); translation from Dokl. Ross. Akad. Nauk, Mat. Inform. Protsessy Upr. 490, 16--19 (2020)
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Veretennikov, Alexander

Ergodic Markov processes and Poisson equations (lecture notes). (English) Zbl 1382.60096

Panov, Vladimir (ed.), Modern problems of stochastic analysis and statistics. Selected contributions in honor of Valentin Konakov’s 70th birthday, Moscow, Russia, May 29 – June 2, 2016. Cham: Springer (ISBN 978-3-319-65312-9/hbk; 978-3-319-65313-6/ebook). Springer Proceedings in Mathematics & Statistics 208, 457-511 (2017).
MSC:  60J10 60F17
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\textit{A. Veretennikov}, Springer Proc. Math. Stat. 208, 457--511 (2017; Zbl 1382.60096)
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Veretennikov, Alexander; Zverkina, Galina

On polynomial bounds of convergence for the availability factor. (English) Zbl 1392.60074

Vishnevsky, Vladimir (ed.) et al., Distributed computer and communication networks. 18th international conference, DCCN 2015, Moscow, Russia, October 19–22, 2015. Revised selected papers. Cham: Springer (ISBN 978-3-319-30842-5/pbk; 978-3-319-30843-2/ebook). Communications in Computer and Information Science 601, 358-369 (2016).
MSC:  60K25 60J10
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\textit{A. Veretennikov} and \textit{G. Zverkina}, Commun. Comput. Inf. Sci. 601, 358--369 (2016; Zbl 1392.60074)
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Bogachev, V. I.; Veretennikov, A. Yu.; Shaposhnikov, S. V.

Differentiability of invariant measures of diffusions with respect to a parameter. (English. Russian original) Zbl 1325.35226

Dokl. Math. 91, No. 1, 76-79 (2015); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 460, No. 5, 507-511 (2015).
MSC:  35Q84
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\textit{V. I. Bogachev} et al., Dokl. Math. 91, No. 1, 76--79 (2015; Zbl 1325.35226); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 460, No. 5, 507--511 (2015)
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Anulova, S. V.; Veretennikov, A. Yu.

Exponential convergence of multi-dimensional stochastic mechanical systems with switching impacts. (English. Russian original) Zbl 1330.60071

Dokl. Math. 91, No. 1, 60-63 (2015); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 460, No. 4, 377-380 (2015).
MSC:  60H10 70F99
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\textit{S. V. Anulova} and \textit{A. Yu. Veretennikov}, Dokl. Math. 91, No. 1, 60--63 (2015; Zbl 1330.60071); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 460, No. 4, 377--380 (2015)
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Anulova, Svetlana V.; Veretennikov, Alexander Yu.

Exponential convergence of degenerate hybrid stochastic systems with full dependence. (English) Zbl 1319.93070

Korolyuk, Volodymyr (ed.) et al., Modern stochastics and applications. Selected papers based on the presentations at the international conference “Modern stochastics: theory and applications III”, dedicated to B. V. Gnedenko on the occasion of his 100th birthday and to M. I. Yadrenko on the occasion of his 80th birthday, Kyiv, Ukraine, September 10–14, 2012. Cham: Springer (ISBN 978-3-319-03511-6/hbk; 978-3-319-03512-3/ebook). Springer Optimization and Its Applications 90, 159-174 (2014).
MSC:  93E03 70Q05 60H10 93E15
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\textit{S. V. Anulova} and \textit{A. Yu. Veretennikov}, Springer Optim. Appl. 90, 159--174 (2014; Zbl 1319.93070)
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Veretennikov, A. Yu.; Kulik, A. M.

Diffusion approximation of systems with weakly ergodic Markov perturbations. II. (English. Ukrainian original) Zbl 1337.60198

Theory Probab. Math. Stat. 88, 1-17 (2014); translation from Teor. Jmovirn. Mat. Stat. 88, 1-16 (2013).
MSC:  60J60 60F05 60H10 60J10 60G51
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\textit{A. Yu. Veretennikov} and \textit{A. M. Kulik}, Theory Probab. Math. Stat. 88, 1--17 (2014; Zbl 1337.60198); translation from Teor. Jmovirn. Mat. Stat. 88, 1--16 (2013)
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Veretennikov, A. Yu.; Kulik, A. M.

Diffusion approximation of systems with weakly ergodic Markov perturbations. I. (English. Ukrainian original) Zbl 1337.60197

Theory Probab. Math. Stat. 87, 13-29 (2013); translation from Teor. Jmovirn. Mat. Stat. 87, 12-27 (2012).
MSC:  60J60 60F05 60H10 60J10
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\textit{A. Yu. Veretennikov} and \textit{A. M. Kulik}, Theory Probab. Math. Stat. 87, 13--29 (2013; Zbl 1337.60197); translation from Teor. Jmovirn. Mat. Stat. 87, 12--27 (2012)
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Veretennikov, A. Yu.; Klokov, S. A.

On local mixing conditions for SDE approximations. (English. Russian original) Zbl 1276.60073

Theory Probab. Appl. 57, No. 1, 110-131 (2013); translation from Teor. Veroyatn. Primen. 57, No. 1, 35-61 (2012).
Reviewer: Toader Morozan (Bucureşti)
MSC:  60H35 60H10
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\textit{A. Yu. Veretennikov} and \textit{S. A. Klokov}, Theory Probab. Appl. 57, No. 1, 110--131 (2013; Zbl 1276.60073); translation from Teor. Veroyatn. Primen. 57, No. 1, 35--61 (2012)
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Veretennikov, A. Yu.

On the rate of beta-mixing and convergence to a stationary distribution in continuous-time Erlang-type systems. (English. Russian original) Zbl 1235.60098

Probl. Inf. Transm. 46, No. 4, 382-389 (2010); translation from Probl. Peredachi Inf. 46, No. 4, 122-129 (2010).
MSC:  60J27 60J80 60K25
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\textit{A. Yu. Veretennikov}, Probl. Inf. Transm. 46, No. 4, 382--389 (2010; Zbl 1235.60098); translation from Probl. Peredachi Inf. 46, No. 4, 122--129 (2010)
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Abourashchi, N.; Veretennikov, A. Yu.

On exponential bounds for mixing and the rate of convergence for Student processes. (Ukrainian, English) Zbl 1224.60127

Teor. Jmovirn. Mat. Stat. 81, 1-12 (2009); translation in Theory Probab. Math. Stat. 81, 1-13 (2010).
Reviewer: Mikhail P. Moklyachuk (Kyïv)
MSC:  60H10 60J60 60F05
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\textit{N. Abourashchi} and \textit{A. Yu. Veretennikov}, Teor. Ĭmovirn. Mat. Stat. 81, 1--12 (2009; Zbl 1224.60127); translation in Theory Probab. Math. Stat. 81, 1--13 (2010)
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Veretennikov, A. Yu.; Kleptsyna, M. L.

On continuous time ergodic filters with wrong initial data. (English. Russian original) Zbl 1191.60053

Theory Probab. Appl. 53, No. 2, 269-300 (2009); translation from Teor. Veroyatn. Primen. 53, No. 2, 3-15 (2008).
Reviewer: Mikhail P. Moklyachuk (Kyïv)
MSC:  60G35 62M05 60J60 62M20 93E11
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\textit{A. Yu. Veretennikov} and \textit{M. L. Kleptsyna}, Theory Probab. Appl. 53, No. 2, 269--300 (2009; Zbl 1191.60053); translation from Teor. Veroyatn. Primen. 53, No. 2, 3--15 (2008)
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Veretennikov, A. Yu.

On mixing rate and convergence to stationary regime in discrete time Erlang problem. (On mixing rate and convegence to stationary regime in discrete time Erlang problem.) (English. Russian original) Zbl 1180.93097

Autom. Remote Control 70, No. 12, 1992-2002 (2009); translation from Avtom. Telemekh. 2009, No. 12, 59-70 (2009).
MSC:  93E03 93C55 60J75
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\textit{A. Yu. Veretennikov}, Autom. Remote Control 70, No. 12, 1992--2002 (2009; Zbl 1180.93097); translation from Avtom. Telemekh. 2009, No. 12, 59--70 (2009)
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Veretennikov, A. Yu.

On lower bounds for mixing coefficients of Markov diffusions. (English) Zbl 1103.60070

Kabanov, Yuri (ed.) et al., From stochastic calculus to mathematical finance. The Shiryaev Festschrift. Allmost all papers based on the presentation at the second Bachelier colloquium on stochastic calculus and probability, Meatbief, France, January 9–15, 2005. Berlin: Springer (ISBN 3-540-30782-6/hbk). 623-633 (2006).
MSC:  60J60
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\textit{A. Yu. Veretennikov}, in: From stochastic calculus to mathematical finance. The Shiryaev Festschrift. Almost all papers based on the presentation at the second Bachelier colloquium on stochastic calculus and probability, Meatbief, France, January 9--15, 2005. Berlin: Springer. 623--633 (2006; Zbl 1103.60070)
Veretennikov, A. Yu.

On ergodic measures for McKean-Vlasov stochastic equations. (English) Zbl 1098.60056

Niederreiter, Harald (ed.) et al., Monte Carlo and quasi-Monte Carlo methods 2004. Refereed proceedings of the sixth international conference on Monte Carlo and quasi-Monte Carlo methods in scientific computation, Juan-les-Pins, France, June 7–10, 2004. Berlin: Springer (ISBN 3-540-25541-9/pbk). 471-486 (2006).
MSC:  60H10 60F05
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\textit{A. Yu. Veretennikov}, in: Monte Carlo and quasi-Monte Carlo methods 2004. Refereed proceedings of the sixth international conference on Monte Carlo and quasi-Monte Carlo methods in scientific computation, Juan-les-Pins, France, June 7--10, 2004. Berlin: Springer. 471--486 (2006; Zbl 1098.60056)
Veretennikov, A. Yu.; Pardoux, E.

On the smoothness of an invariant measure of a Markov chain with respect to a parameter. (English. Russian original) Zbl 1053.60079

Dokl. Math. 61, No. 1, 31-33 (2000); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 370, No. 2, 158-160 (2000).
Reviewer: G. G. Vrănceanu (Bucureşti)
MSC:  60J05 60J35
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\textit{A. Yu. Veretennikov} and \textit{E. Pardoux}, Dokl. Math. 61, No. 1, 158--160 (2000; Zbl 1053.60079); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 370, No. 2, 158--160 (2000)
Veretennikov, A. Yu.

On KPP equations with various wave front speeds, the Larson result via large deviations. (English) Zbl 0993.60069

Grigelionis, B. (ed.) et al., Probability theory and mathematical statistics. Proceedings of the 7th international Vilnius conference, Vilnius, Lithuania, August, 12-18, 1998. Vilnius: TEV. 707-714 (1999).
MSC:  60H30 60H15
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\textit{A. Yu. Veretennikov}, in: Probability theory and mathematical statistics. Proceedings of the 7th international Vilnius conference, Vilnius, Lithuania, August, 12--18, 1998. Vilnius: TEV; Utrecht: VSP. 707--714 (1999; Zbl 0993.60069)
Veretennikov, A. Yu.

On polynomial mixing and convergence rate for stochastic difference and differential equations. (English. Russian original) Zbl 0969.60070

Theory Probab. Appl. 44, No. 2, 361-374 (1999); translation from Teor. Veroyatn. Primen. 44, No. 2, 312-327 (1999).
Reviewer: Gheorghe Oprişan (Bucureşti)
MSC:  60J05 60H10 60B12 60F05 28D99
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\textit{A. Yu. Veretennikov}, Theory Probab. Appl. 44, No. 2, 361--374 (1999; Zbl 0969.60070); translation from Teor. Veroyatn. Primen. 44, No. 2, 312--327 (1999)
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Veretennikov, A. Yu.

On large deviations in the averaging principle for stochastic differential equations with “complete dependence”. (English. Russian original) Zbl 0958.60030

Theory Probab. Appl. 43, No. 4, 664-666 (1998); translation from Teor. Veroyatn. Primen. 43, No. 4, 765-767 (1998).
MSC:  60F10 60H10
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\textit{A. Yu. Veretennikov}, Theory Probab. Appl. 43, No. 4, 664--666 (1998; Zbl 0958.60030); translation from Teor. Veroyatn. Primen. 43, No. 4, 765--767 (1998)
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Veretennikov, A. Yu.

On large deviations for stochastic differential equations with a small diffusion and averaging. (English. Russian original) Zbl 0953.60042

Theory Probab. Appl. 43, No. 2, 335-337 (1998); translation from Teor. Veroyatn. Primen. 43, No. 2, 349-351 (1998).
Reviewer: Jan Seidler (Praha)
MSC:  60H10 60F10 34C29
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\textit{A. Yu. Veretennikov}, Theory Probab. Appl. 43, No. 2, 335--337 (1998; Zbl 0953.60042); translation from Teor. Veroyatn. Primen. 43, No. 2, 349--351 (1998)
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