Rozora, Iryna; Mlavets, Yurii; Vasylyk, Olga; Polishchuk, Volodymyr On convergence of the uniform norm and approximation for stochastic processes from the space \(\mathbf{F}_\psi (\Omega)\). (English) Zbl 1540.60057 J. Theor. Probab. 37, No. 2, 1627-1653 (2024). MSC: 60G07 65C20 PDFBibTeX XMLCite \textit{I. Rozora} et al., J. Theor. Probab. 37, No. 2, 1627--1653 (2024; Zbl 1540.60057) Full Text: DOI
Dzhoha, Andrii; Rozora, Iryna Multi-armed bandit problem with online clustering as side information. (English) Zbl 1519.91138 J. Comput. Appl. Math. 427, Article ID 115132, 13 p. (2023). MSC: 91B32 68W27 PDFBibTeX XMLCite \textit{A. Dzhoha} and \textit{I. Rozora}, J. Comput. Appl. Math. 427, Article ID 115132, 13 p. (2023; Zbl 1519.91138) Full Text: DOI OA License
Kozachenko, Yuriy; Rozora, Iryna On statistical properties of the estimator of impulse response function. (English) Zbl 07819630 Malyarenko, Anatoliy (ed.) et al., Stochastic processes, statistical methods, and engineering mathematics. SPAS 2019, Västerås, Sweden, September 30 – October 2, 2019. Cham: Springer. Springer Proc. Math. Stat. 408, 563-585 (2022). MSC: 62G07 60G07 62G05 62M09 60G15 PDFBibTeX XMLCite \textit{Y. Kozachenko} and \textit{I. Rozora}, Springer Proc. Math. Stat. 408, 563--585 (2022; Zbl 07819630) Full Text: DOI
Rozora, Iryna; Ianevych, Tetiana; Pashko, Anatoliy; Zatula, Dmytro Simulation of stochastic processes with given reliability and accuracy. (English) Zbl 1515.60084 Moklyachuk, Mikhail (ed.), Stochastic processes. Fundamentals and emerging applications. New York, NY: Nova Science Publishers. Math. Res. Dev., 415-452 (2022). MSC: 60G10 62M15 62M10 60K10 60G35 PDFBibTeX XMLCite \textit{I. Rozora} et al., in: Stochastic processes. Fundamentals and emerging applications. New York, NY: Nova Science Publishers. 415--452 (2022; Zbl 1515.60084) Full Text: DOI
Herasymiuk, Yu. S.; Rozora, I. V.; Pashko, A. O. On probability estimation of buffer overflow for communication networks. (Ukrainian. English summary) Zbl 1513.60110 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2022, No. 2, 64-69 (2022). MSC: 60K10 60G15 62P30 62R10 90B18 PDFBibTeX XMLCite \textit{Yu. S. Herasymiuk} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2022, No. 2, 64--69 (2022; Zbl 1513.60110) Full Text: DOI OA License
Ianevych, Tetiana; Rozora, Iryna; Pashko, Anatolii On one way of modeling a stochastic process with given accuracy and reliability. (English) Zbl 1491.60052 Monte Carlo Methods Appl. 28, No. 2, 135-147 (2022). MSC: 60G15 60K10 60G10 PDFBibTeX XMLCite \textit{T. Ianevych} et al., Monte Carlo Methods Appl. 28, No. 2, 135--147 (2022; Zbl 1491.60052) Full Text: DOI
Vasylyk, O. I.; Rozora, I. V.; Ianevych, T. O.; Lovyts’ka, I. I. On some method on model construction for strictly \(\varphi\)-sub-Gaussian generalized fractional Brownian motion. (Ukrainian. English summary) Zbl 1488.60075 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2021, No. 2, 18-25 (2021). MSC: 60G07 60G17 60G70 PDFBibTeX XMLCite \textit{O. I. Vasylyk} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2021, No. 2, 18--25 (2021; Zbl 1488.60075) Full Text: DOI OA License
Mishura, Yu. S.; Moklyachuk, M. P.; Rozora, I. V.; Sakhno, L. M. International scientific conference “Modern Stochastics: Theory and Applications. V” (MSTA-V). 1–4 June 2021. (Ukrainian. English summary) Zbl 1488.60001 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2021, No. 2, 9 (2021). MSC: 60-06 62-06 PDFBibTeX XMLCite \textit{Yu. S. Mishura} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2021, No. 2, 9 (2021; Zbl 1488.60001) Full Text: DOI OA License
Pashko, A. O.; Rozora, I. V.; Ianevych, T. O. On modelling of Gaussian process with accuracy and reliability in the space \(L_p[0,T]\). (Ukrainian. English summary) Zbl 07909329 Nauk. Visn. Uzhgorod. Univ., Ser. Mat. Inform. 37, No. 2, 91-100 (2020). Reviewer: Oleksandr Mokliachuk (Princeton) MSC: 60G15 60G07 PDFBibTeX XMLCite \textit{A. O. Pashko} et al., Nauk. Visn. Uzhgorod. Univ., Ser. Mat. Inform. 37, No. 2, 91--100 (2020; Zbl 07909329) Full Text: DOI
Pashko, A. A.; Rozora, I. V.; Vasylyk, O. I. Directions of scientific research Yu. V. Kozachenko: statistical simulation. (English. English summary) Zbl 07909321 Nauk. Visn. Uzhgorod. Univ., Ser. Mat. Inform. 37, No. 2, 15-25 (2020). MSC: 60G07 60G15 62E17 PDFBibTeX XMLCite \textit{A. A. Pashko} et al., Nauk. Visn. Uzhgorod. Univ., Ser. Mat. Inform. 37, No. 2, 15--25 (2020; Zbl 07909321) Full Text: DOI
Rozora, I. V. Analytical properties of sample paths of some stochastic processes. (Ukrainian. English summary) Zbl 1474.60106 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2020, No. 4, 11-15 (2020). MSC: 60G17 60G15 62M20 60E15 62M15 PDFBibTeX XMLCite \textit{I. V. Rozora}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2020, No. 4, 11--15 (2020; Zbl 1474.60106) Full Text: DOI OA License
Rozora, I. V. Sample continuity with probability one for the estimator of impulse response function. (Ukrainian. English summary) Zbl 1488.62145 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2020, No. 3, 96-102 (2020). MSC: 62M15 60G15 60G17 62M20 60E15 93C80 PDFBibTeX XMLCite \textit{I. V. Rozora}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2020, No. 3, 96--102 (2020; Zbl 1488.62145) Full Text: DOI OA License
Vasylyk, O. I.; Mishura, Yu. S.; Moklyachuk, M. P.; Perestyuk, M. O.; Rozora, I. V.; Sakhno, L. M.; Yamnenko, R. Ye. Professor Yu. V. Kozachenko (01.12.1940–05.05.2020) – prominent scientist and teacher. (Ukrainian. English summary) Zbl 1474.01053 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2020, No. 3, 9-29 (2020). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 01A70 PDFBibTeX XMLCite \textit{O. I. Vasylyk} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2020, No. 3, 9--29 (2020; Zbl 1474.01053) Full Text: DOI OA License
Rozora, I. V.; Pereyaslov, O. S. The development of software for simulation of random processes with a given accuracy and reliability. (Ukrainian. English summary) Zbl 1474.62331 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2020, No. 1-2, 83-87 (2020). MSC: 62M20 62M15 62M10 62-08 60E15 PDFBibTeX XMLCite \textit{I. V. Rozora} and \textit{O. S. Pereyaslov}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2020, No. 1--2, 83--87 (2020; Zbl 1474.62331) Full Text: DOI OA License
Kozachenko, Yu. V.; Rozora, I. V. Conditions for the sample continuity with probability one for square-Gaussian stochastic processes. (English. Ukrainian original) Zbl 1455.60059 Theory Probab. Math. Stat. 101, 153-166 (2020); translation from Teor. Jmovirn. Mat. Stat. 101, 134-146 (2019). MSC: 60G15 60G17 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{I. V. Rozora}, Theory Probab. Math. Stat. 101, 153--166 (2020; Zbl 1455.60059); translation from Teor. Jmovirn. Mat. Stat. 101, 134--146 (2019) Full Text: DOI
Lyzhechko, M. S.; Rozora, I. V. Modelling of technical reserves of an insurance company. (English) Zbl 1463.62323 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2019, No. 3, 46-51 (2019). MSC: 62P05 91G05 62F40 PDFBibTeX XMLCite \textit{M. S. Lyzhechko} and \textit{I. V. Rozora}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2019, No. 3, 46--51 (2019; Zbl 1463.62323) Full Text: DOI OA License
Kozachenko, Yu. V.; Rozora, I. V. Construction of the Karhunen-Loève model for an input Gaussian process in a linear system by using the output process. (English. Ukrainian original) Zbl 1447.60066 Theory Probab. Math. Stat. 99, 113-124 (2019); translation from Teor. Jmovirn. Mat. Stat. 99, 101-112 (2018). MSC: 60G15 60K10 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{I. V. Rozora}, Theory Probab. Math. Stat. 99, 113--124 (2019; Zbl 1447.60066); translation from Teor. Jmovirn. Mat. Stat. 99, 101--112 (2018) Full Text: DOI
Rozora, I. V. On the convergence rate for the estimation of impulse response function in the space \(L_p(T)\). (Ukrainian. English summary) Zbl 1449.60074 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2018, No. 4, 36-41 (2018). MSC: 60G15 62G05 PDFBibTeX XMLCite \textit{I. V. Rozora}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2018, No. 4, 36--41 (2018; Zbl 1449.60074)
Rozora, I. V. Convergence rate for the estimator of impulse response function in the space of continuous functions. (Ukrainian. English summary) Zbl 1438.60051 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2018, No. 3, 30-36 (2018). MSC: 60G15 62G05 PDFBibTeX XMLCite \textit{I. V. Rozora}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2018, No. 3, 30--36 (2018; Zbl 1438.60051)
Rozora, I. V. On simulation accuracy and reliability in the space \(L_p([0,T])\) for the input Gaussian process served by the linear system taking into account the output. (Ukrainian. English summary) Zbl 1424.60051 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2018, No. 2, 75-80 (2018). MSC: 60G15 PDFBibTeX XMLCite \textit{I. V. Rozora}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2018, No. 2, 75--80 (2018; Zbl 1424.60051)
Pashko, A. O.; Rozora, I. V. Analysis of accuracy for simulation of the fractional Brownian motion in uniform metrics. (Ukrainian. English summary) Zbl 1424.60054 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2018, No. 1, 60-65 (2018). MSC: 60G22 PDFBibTeX XMLCite \textit{A. O. Pashko} and \textit{I. V. Rozora}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2018, No. 1, 60--65 (2018; Zbl 1424.60054)
Rozora, Iryna; Lyzhechko, Mariia On the modeling of linear system input stochastic processes with given accuracy and reliability. (English) Zbl 1391.60072 Monte Carlo Methods Appl. 24, No. 2, 129-137 (2018). MSC: 60G15 68U20 60K10 PDFBibTeX XMLCite \textit{I. Rozora} and \textit{M. Lyzhechko}, Monte Carlo Methods Appl. 24, No. 2, 129--137 (2018; Zbl 1391.60072) Full Text: DOI
Rozora, Iryna V. Statistical hypothesis testing for the shape of impulse response function. (English) Zbl 1462.62130 Commun. Stat., Theory Methods 47, No. 6, 1459-1474 (2018). MSC: 62F03 60G15 60F10 PDFBibTeX XMLCite \textit{I. V. Rozora}, Commun. Stat., Theory Methods 47, No. 6, 1459--1474 (2018; Zbl 1462.62130) Full Text: DOI
Kozachenko, Yu. V.; Rozora, I. V. Cross-correlogram estimators of impulse response functions. (English. Ukrainian original) Zbl 1431.62434 Theory Probab. Math. Stat. 93, 79-91 (2016); translation from Teor. Jmovirn. Mat. Stat. 93, 75-86 (2015). MSC: 62M20 60E15 62M15 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{I. V. Rozora}, Theory Probab. Math. Stat. 93, 79--91 (2016; Zbl 1431.62434); translation from Teor. Jmovirn. Mat. Stat. 93, 75--86 (2015) Full Text: DOI
Kozachenko, Yuriy; Pogorilyak, Oleksandr; Rozora, Iryna; Tegza, Antonina Simulation of stochastic processes with given accuracy and reliability. (English) Zbl 1376.60004 Amsterdam: Elsevier/ISTE Press (ISBN 978-1-78548-217-5/hbk; 978-0-08-102085-2/ebook). xi, 333 p. (2016). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60-02 60G15 60G10 60K30 PDFBibTeX XMLCite \textit{Y. Kozachenko} et al., Simulation of stochastic processes with given accuracy and reliability. Amsterdam: Elsevier/ISTE Press (2016; Zbl 1376.60004) Full Text: Link
Matsak, Ivan K.; Rozora, Iryna V. The asymptotic behavior of a counting process in the max-scheme. A discrete case. (English) Zbl 1346.60071 Georgian Math. J. 23, No. 3, 405-416 (2016). MSC: 60G70 60F15 PDFBibTeX XMLCite \textit{I. K. Matsak} and \textit{I. V. Rozora}, Georgian Math. J. 23, No. 3, 405--416 (2016; Zbl 1346.60071) Full Text: DOI
Rozora, I. V. Model accuracy and reliability of stochastic processes with discrete spectrum with respect to linear filter. (Ukrainian. English summary) Zbl 1340.60055 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2015, No. 1, 163-167 (2015). MSC: 60G15 65C20 62M20 93E11 PDFBibTeX XMLCite \textit{I. V. Rozora}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2015, No. 1, 163--167 (2015; Zbl 1340.60055)
Kozachenko, Yury V.; Rozora, Iryna V.; Turchyn, Yevgen V. Properties of some random series. (English) Zbl 1315.60040 Commun. Stat., Theory Methods 40, No. 19-20, 3672-3683 (2011). MSC: 60G12 60G15 PDFBibTeX XMLCite \textit{Y. V. Kozachenko} et al., Commun. Stat., Theory Methods 40, No. 19--20, 3672--3683 (2011; Zbl 1315.60040) Full Text: DOI
Rozora, I. V. Conditions for finding a model of a stochastic process with given accuracy and reliability in the space \(C[0,T]\). (Ukrainian. English summary) Zbl 1199.60123 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2009, No. 1, 139-144 (2009). MSC: 60G15 PDFBibTeX XMLCite \textit{I. V. Rozora}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2009, No. 1, 139--144 (2009; Zbl 1199.60123)
Rozora, I. V. Modelling a Gaussian stochastic process with derivatives of the process. (Ukrainian. English summary) Zbl 1199.60124 Prykl. Stat., Aktuarna Finans. Mat. 2008, No. 1-2, 139-147 (2008). MSC: 60G15 PDFBibTeX XMLCite \textit{I. V. Rozora}, Prykl. Stat., Aktuarna Finans. Mat. 2008, No. 1--2, 139--147 (2008; Zbl 1199.60124)
Kozachenko, Yu. V.; Pashko, A. O.; Rozora, I. V. Modelling of stochastic processes and fields. (Моделювания випадкових процесів та полів.) (Ukrainian) Zbl 1199.60003 Kyïv: Zadruga (ISBN 978-966-432-021-1). 230 p. (2007). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 60-02 60G07 60G15 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} et al., Моделювания випадкових процесів та полів (Ukrainian). Kyïv: Zadruga (2007; Zbl 1199.60003)
Kozachenko, Yu. V.; Rozora, I. V.; Turchyn, Ye. V. On an expansion of random processes in series. (English) Zbl 1142.60349 Random Oper. Stoch. Equ. 15, No. 1, 15-33 (2007). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 60G60 65C20 68U20 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} et al., Random Oper. Stoch. Equ. 15, No. 1, 15--33 (2007; Zbl 1142.60349) Full Text: DOI
Kozachenko, Yuriy; Rozora, Iryna Application of the theory of square-Gaussian processes to simulation of stochastic processes. (English) Zbl 1141.60027 Theory Stoch. Process. 12, No. 28, Part 3-4, 43-54 (2006). Reviewer: A. D. Borisenko (Kyïv) MSC: 60G60 60G15 PDFBibTeX XMLCite \textit{Y. Kozachenko} and \textit{I. Rozora}, Theory Stoch. Process. 12(28), No. 3--4, 43--54 (2006; Zbl 1141.60027)
Kozachenko, Yu. V.; Rozora, I. V. Accuracy and reliability of models of stochastic processes of the space \(\text{Sub}_{\varphi}(\Omega)\). (Ukrainian, English) Zbl 1100.60016 Teor. Jmovirn. Mat. Stat. 71, 93-104 (2004); translation in Theory Probab. Math. Stat. 71, 105-117 (2005). Reviewer: A. D. Borisenko (Kyïv) MSC: 60G10 68U20 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{I. V. Rozora}, Teor. Ĭmovirn. Mat. Stat. 71, 93--104 (2004; Zbl 1100.60016); translation in Theory Probab. Math. Stat. 71, 105--117 (2005) Full Text: Link
Kozachenko, Yuriy; Rozora, Iryna Simulation of Gaussian stochastic fields. (English) Zbl 1064.60107 Theory Stoch. Process. 10(26), No. 1-2, 48-59 (2004). Reviewer: A. D. Borisenko (Kyïv) MSC: 60G60 68U20 65C20 PDFBibTeX XMLCite \textit{Y. Kozachenko} and \textit{I. Rozora}, Theory Stoch. Process. 10(26), No. 1--2, 48--59 (2004; Zbl 1064.60107)
Kozachenko, Yu. V.; Rozora, I. V. On simulation of stochastic processes from the space Sub\(_{\varphi}(\Omega)\). (English) Zbl 1064.60114 Prykl. Stat., Aktuarna Finans. Mat. 2004, No. 1, 72-78 (2004). MSC: 60G99 62M09 65C05 60G15 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{I. V. Rozora}, Prykl. Stat., Aktuarna Finans. Mat. 2004, No. 1, 72--78 (2004; Zbl 1064.60114)
Rozora, Iryna V. Accuracy of simulation of Gaussian stochastic processes with discrete spectrum. (Ukrainian. English summary) Zbl 1064.60068 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2004, No. 1, 65-69 (2004). MSC: 60G15 60C05 PDFBibTeX XMLCite \textit{I. V. Rozora}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2004, No. 1, 65--69 (2004; Zbl 1064.60068)
Kozachenko, Yuri; Rozora, Iryna Simulation of Gaussian stochastic processes. (English) Zbl 1051.60040 Random Oper. Stoch. Equ. 11, No. 3, 257-296 (2003). Reviewer: R. E. Maiboroda (Kyïv) MSC: 60G15 68U20 PDFBibTeX XMLCite \textit{Y. Kozachenko} and \textit{I. Rozora}, Random Oper. Stoch. Equ. 11, No. 3, 257--296 (2003; Zbl 1051.60040)