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Found 755 Documents (Results 1–100)

On the asymptotic approach to the change-point problem and exponential convergence rate in the ergodic theorem for Markov chains. (English. Russian original) Zbl 07764854

Theory Probab. Appl. 68, No. 3, 370-391 (2023); translation from Teor. Veroyatn. Primen. 68, No. 3, 456-482 (2023).
MSC:  60J10 60G50 60F05
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Extremes of PSI-processes and Gaussian limits of their normalized independent identically distributed sums. (English. Russian original) Zbl 1507.60062

Vestn. St. Petersbg. Univ., Math. 55, No. 2, 186-191 (2022); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 9(67), No. 1, 270-278 (2022).
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Application of stochastic equations under nonclassical approximation schemes to construction and analysis of information struggle model. (English) Zbl 1498.60233

Walczak, Szymon (ed.), Proceedings of the contemporary mathematics in Kielce 2020, Kielce, Poland, February 24–27, 2021. Warsaw: De Gruyter/Sciendo. 217-231 (2021).
MSC:  60H10 60G51 65C30
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Limit behavior of a compound Poisson process with switching between multiple values. (English. Russian original) Zbl 1478.60146

J. Math. Sci., New York 258, No. 6, 764-776 (2021); translation from Zap. Nauchn. Semin. POMI 486, 44-62 (2019).
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Asymptotics for the distribution of the time of attaining the maximum for a trajectory of a Poisson process with linear drift and intensity switch. (English. Russian original) Zbl 1469.60110

Theory Probab. Appl. 66, No. 1, 75-88 (2021); translation from Teor. Veroyatn. Primen. 66, No. 1, 94-109 (2021).
MSC:  60G17 60G51
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