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Borovkov, Aleksandr Alekseevich

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Author ID: borovkov.alexander-a Recent zbMATH articles by "Borovkov, Aleksandr Alekseevich"
Published as: Borovkov, A. A.; Borovkov, Aleksandr Alekseevich; Borovkov, A.; Borovkov, Alexander A.; Borovkov, Alexandr A.; Borowkow, A. A.; Borovkov, Aleksandr A.
Homepage: http://www.math.nsc.ru/LBRT/v1/borovkov/borovkov.html
External Links: MGP · Wikidata · Math-Net.Ru · GND · IdRef
Documents Indexed: 274 Publications since 1958, including 28 Books
5 Contributions as Editor
Biographic References: 11 Publications
Co-Authors: 74 Co-Authors with 118 Joint Publications
2,504 Co-Co-Authors
all top 5

Co-Authors

159 single-authored
44 Mogul’skii, Anatolii Alfredovich
11 Sakhanenko, Aleksandr Ivanovich
9 Borovkov, Konstantin A.
8 Godunov, Sergeĭ Konstantinovich
7 Lavrent’ev, Mikhail Mikhaĭlovich
6 Korshunov, Dmitry Alekseevich
6 Reshetnyak, Yuriĭ Grigor’evich
5 Beresnev, Vladimir Leonidovich
5 Ershov, Yuriĭ Leonidovich
5 Goncharov, Sergeĭ Savost’yanovich
4 Kutateladze, Semën Samsonovich
3 Borisov, Igor S.
3 Foss, Sergey G.
3 Rogozin, B. A.
3 Ruzankin, Pavel S.
3 Schassberger, Rolf
3 Sycheva, N. M.
3 Utev, S. A.
2 Boxma, Onno Johan
2 Chentsov, Nikolaĭ Nikolaevich
2 Faddeev, Dmitriĭ Konstantinovich
2 Franken, Peter
2 Kostrikin, Alekseĭ Ivanovich
2 Kozlov, V. Ya.
2 Linnik, Yuriĭ Vladimirovich
2 Mazurov, Viktor Danilovich
2 Novikov, Pëtr Sergeevich
2 Pecerskii, E. A.
2 Prokhorov, Yuriĭ Vasil’evich
2 Romanov, Vladimir Gavrilovich
2 Shiryaev, Al’bert Nikolaevich
1 Alimov, Alexey R.
1 Altman, Eitan
1 Baccelli, François Louis
1 Bakhvalov, Nikolai Sergeevich
1 Bronnikov, A. V.
1 Chibisov, Dmitriĭ Mikhaĭlovich
1 Dobrushin, Roland L’vovich
1 Evsutin, O. O.
1 Fayolle, Guy
1 Golovanov, P. N.
1 Golovanov, P. P.
1 Kholevo, Aleksandr Semënovich
1 Hordijk, Arie
1 Ibragimov, Il’dar Abdullovich
1 Khas’minskiĭ, Rafail Zalmanovich
1 Klich, Amna
1 Konovalov, Anatoly Nikolaevich
1 Korolyuk, Volodymyr Semenovych
1 Lavrov, Igor Andreevich
1 Lifshits, Mikhail A.
1 Linke, Yuliana Yu.
1 Lotov, Vladimir Ivanovich
1 Mairesse, Jean
1 Maksimova, Larisa L’vovna
1 Mal’tsev, Arkadiĭ Anatol’evich
1 Markova, N. P.
1 Mikhajlenko, B. G.
1 Morozov, Andreĭ Sergeevich
1 Nikitin, Yakov Yu.
1 Palmowski, Zbigniew
1 Palyutin, Evgeniĭ Andreevich
1 Pechersky, Eugene A.
1 Prokopenko, Evgeniĭ Igor’evich
1 Rososhek, S. K.
1 Rozovskiĭ, Leonid Viktorovich
1 Sewat’yanov, B. A.
1 Sinaĭ, Yakov Grigor’evich
1 Skorokhod, Anatoliĭ Volodymyrovych
1 Statulevičius, Vytautas
1 Sudakov, Vladimir Nikolaevich
1 Ter-Mkrtchan, M. G.
1 Zabrodin, Anton V.
1 Zelenyak, Tadeĭ Ivanovich
1 Zolotarëv, Vladimir Mikhaĭlovich
all top 5

Serials

77 Theory of Probability and its Applications
30 Siberian Mathematical Journal
26 Sibirskiĭ Matematicheskiĭ Zhurnal
22 Teoriya Veroyatnosteĭ i eë Primeneniya
10 Siberian Advances in Mathematics
8 Soviet Mathematics. Doklady
7 Russian Mathematical Surveys
7 Matematicheskie Trudy
5 Mathematical Notes
5 Selected Translations in Mathematical Statistics and Probability
3 Advances in Applied Probability
3 Uspekhi Matematicheskikh Nauk [N. S.]
3 Journal of Applied Probability
3 Encyclopedia of Mathematics and Its Applications
2 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2 Probability Theory and Related Fields
2 Queueing Systems
2 Doklady Mathematics
1 Doklady Akademii Nauk SSSR
1 Journal of the Franklin Institute
1 Problems of Information Transmission
1 Statistics & Probability Letters
1 Probability and Mathematical Statistics
1 Acta Applicandae Mathematicae
1 Journal of Theoretical Probability
1 Izvestiya Akademii Nauk SSSR. Seriya Matematicheskaya
1 Stochastic Processes and their Applications
1 Russian Academy of Sciences. Doklady. Mathematics
1 Mathematical Methods of Statistics
1 Markov Processes and Related Fields
1 ZAMM. Zeitschrift für Angewandte Mathematik und Mechanik
1 Sibirskie Èlektronnye Matematicheskie Izvestiya
1 Mathematische Lehrbücher und Monographien. I. Abteilung: Mathematische Lehrbücher
1 Proceedings of the Steklov Institute of Mathematics
1 Trudy Matematicheskogo Instituta Imeni V. A. Steklova
1 Translations. Series 2. American Mathematical Society
1 Applications of Mathematics
1 Universitext
1 Wiley Series in Probability and Statistics
1 Wiley Series in Probability and Mathematical Statistics
1 Lehrbücher und Monographien aus dem Gebiete der exakten Wissenschaften. Mathematische Reihe
1 Prikladnaya Diskretnaya Matematika

Publications by Year

Citations contained in zbMATH Open

176 Publications have been cited 1,600 times in 1,162 Documents Cited by Year
Stochastic processes in queueing theory. Translated by Kenneth Wickwire. Zbl 0319.60057
Borovkov, A. A.
154
1976
Asymptotic methods in queueing theory. Transl. from the Russian by D. Newton. Zbl 0544.60085
Borovkov, A. A.
78
1984
Asymptotic analysis of random walks. Heavy-tailed distributions. Translated from the Russian by O. B. Borovkova. Zbl 1231.60001
Borovkov, A. A.; Borovkov, K. A.
76
2008
Stochastic processes in queueing theory. (Вероятностные процессы в теории массового обслуживания.) Zbl 0275.60102
Borovkov, A. A.
71
1972
Mathematical statistics. Transl. from the Russian by A. Moullagaliev. Zbl 0913.62002
Borovkov, A. A.
53
1998
Ergodicity and stability of stochastic processes. Transl. from the Russian by V. Yurinsky. Zbl 0917.60005
Borovkov, A. A.
47
1998
Mathematical statistics. Supplementary chapters. Textbook. (Математическая статистика. Дополнител’ные главы. Учебное пособие.) Zbl 0575.62002
Borovkov, A. A.
46
1984
Asymptotic methods in queueing theory. (Асимптотические методы в теории массового обслуживания.) Zbl 0479.60006
Borovkov, A. A.
45
1980
Probability theory. Edited by K. A. Borovkov. Transl. from the Russian by O. Borovkova and P. S. Ruzankin. Zbl 1297.60002
Borovkov, Alexandr A.
42
2013
Boundary-value problems for random walks and large deviations in function spaces. Zbl 0178.20004
Borovkov, A. A.
40
1967
On an inequality and a related characterization of the normal distribution. Zbl 0533.60024
Borovkov, A. A.; Utev, S. A.
28
1984
On the rate of convergence for the invariance principle. Zbl 0323.60031
Borovkov, A. A.
27
1973
Large deviations for Markov chains in the positive quadrant. Zbl 1068.60034
Borovkov, A. A.; Mogul’skii, A. A.
23
2001
Mathematical statistics. (Математическая статистика.) Zbl 0913.62001
Borovkov, A. A.
22
1997
Probability theory. Engl. Ed. ed. by K. Borovkov. Transl. from the Russian by O. Borovkova. Zbl 0918.60003
Borovkov, A. A.
22
1998
Asymptotic analysis of random walks. Rapidly decreasing distributions of increments. (Асимптотический анализ случайных блужданий. Быстро убывающие распеределения приращений.) Zbl 1351.60003
Borovkov, A. A.
20
2013
On the multi-dimensional central limit theorem. Zbl 0139.35206
Borovkov, A. A.; Rogozin, B. A.
19
1965
Integro-local limit theorems for compound renewal processes under Cramér’s condition. I. Zbl 1404.60128
Borovkov, A. A.; Mogulskii, A. A.
18
2018
Limit theorems for queueing networks. I. Zbl 0617.60089
Borovkov, A. A.
18
1987
A course in probability theory. (Курс теории вероятностей.) Zbl 0253.60001
Borovkov, A. A.
18
1972
On an inequality and on the related characterization of the normal distribution. Zbl 0511.60016
Borovkov, A. A.; Utev, S. A.
17
1983
On limit laws for service processes in multi-channel systems. Zbl 0182.53401
Borovkov, A. A.
17
1968
Asymptotic results on infinite tandem queueing networks. Zbl 0976.60088
Baccelli, F.; Borovkov, A.; Mairesse, J.
16
2000
Stochastically recursive sequences and their generalizations. Zbl 0848.60025
Borovkov, A. A.; Foss, S. G.
16
1993
On probabilities of large deviations for random walks. I. Regularly varying distribution tails. Zbl 1006.60020
Borovkov, A. A.; Borovkov, K. A.
15
2001
On the stability of retrial queues. Zbl 0892.90069
Altman, Eitan; Borovkov, Aleksandr A.
15
1997
On large deviation principles in metric spaces. Zbl 1225.60051
Borovkov, A. A.; Mogul’skii, A. A.
15
2010
Integro-local limit theorems for compound renewal processes under Cramér’s condition. II. Zbl 1404.60129
Borovkov, A. A.; Mogulskii, A. A.
14
2018
Large deviation principles for the finite-dimensional distributions of compound renewal processes. Zbl 1318.60031
Borovkov, A. A.; Mogul’skiĭ, A. A.
13
2015
Asymptotically optimal solutions in the change-point problem. Zbl 0942.62093
Borovkov, A. A.
13
1998
Estimates for the distribution of sums and maxima of sums of random variables without the Cramér condition. Zbl 0969.60047
Borovkov, A. A.
13
2000
On small deviations of series of weighted random variables. Zbl 1147.60021
Borovkov, A. A.; Ruzankin, P. S.
13
2008
The second rate function and the asymptotic problems of renewal and hitting the boundary for multidimensional random walks. Zbl 0878.60023
Borovkov, A. A.; Mogul’skij, A. A.
13
1996
Large deviation principles in boundary problems for compound renewal processes. Zbl 1382.60052
Borovkov, A. A.
11
2016
Estimates for overshooting an arbitrary boundary by a random walk and their applications. Zbl 0969.60074
Borovkov, A. A.; Foss, S. G.
11
1999
Large deviation probabilities for random walks with semiexponential distributions. Zbl 0969.60048
Borovkov, A. A.
11
2000
Mathematical statistics. Estimation of parameters. Test of hypotheses. Textbook. (Математическая статистика. Оценко параметров. Проверка гипотез. Учебное пособие.) Zbl 0575.62001
Borovkov, A. A.
11
1984
Two ergodicity criteria for stochastically recursive sequences. Zbl 0810.60029
Borovkov, A.; Foss, S. G.
11
1994
Ergodicity of a polling network. Zbl 0802.60084
Borovkov, A. A.; Schassberger, R.
11
1994
Probability theory. 3rd revised and enlarged ed. (Teoriya veroyatnostej.) Zbl 1001.60001
Borovkov, A. A.
10
1999
Probabilities of large deviations in topological spaces. I. Zbl 0413.60021
Borovkov, A. A.; Mogul’skij, A. A.
10
1979
Factorization identities and properties of the distribution of the supremum of sequential sums. Zbl 0233.60048
Borovkov, A. A.
10
1971
New limit theorems in boundary problems for sums of independent terms. Zbl 0158.36206
Borovkov, A. A.
9
1965
Asymptotic analysis of random walks: light-tailed distributions. Translated from the Russian by V. V. Ulyanov and Mikhail Zhitlukhin. Zbl 1444.60002
Borovkov, Aleksandr Alekseevich
9
2020
On estimates of the rate of convergence in the invariance principle for Banach spaces. Zbl 0471.60039
Borovkov, A. A.; Sakhanenko, A. I.
9
1981
Integro-local and integral theorems for sums of random variables with semiexponential distributions. Zbl 1150.60021
Borovkov, A. A.; Mogul’skii, A. A.
9
2006
Boundary value problems for some two-dimensional random walks. Zbl 0203.17602
Borovkov, A. A.; Rogozin, B. A.
9
1964
On the asymptotic behavior of distributions of first-passage times. II. Zbl 1138.60035
Borovkov, A. A.
8
2004
On probabilities of small deviations for stochastic processes. Zbl 0718.60024
Borovkov, A. A.; Mogul’skij, A. A.
8
1991
On the asymptotic behavior of the distributions of first-passage times. I. Zbl 1108.60039
Borovkov, A. A.
8
2004
Probabilities of large deviations in topological spaces. II. Zbl 0458.60019
Borovkov, A. A.; Mogul’skij, A. A.
8
1981
Probability theory. (Теория вероятностей.) Zbl 0463.60001
Borovkov, A. A.
8
1976
Convergence of measures and random processes. Zbl 0372.60009
Borovkov, A. A.
8
1976
Boundary crossing problems for compound renewal processes. Zbl 1448.60176
Borovkov, A. A.
7
2020
Ergodic and stability theorems for a class of stochastic equations and their applications. Zbl 0388.60092
Borovkov, A. A.
7
1978
Ergodicity and stability theorems for a class of stochastic equations and their applications. Zbl 0421.60082
Borovkov, A. A.
7
1979
On estimates for an averaged square risk. Zbl 0507.62024
Borovkov, A. A.; Sakhanenko, A. I.
7
1980
On the integral of the workload process of the single server queue. Zbl 1030.60039
Borovkov, A. A.; Boxma, O. J.; Palmowski, Z.
7
2003
Limit theorems on the distributions of maximum of sums of bounded latticed random variables. I. Zbl 0090.35505
Borovkov, A. A.
7
1960
On the first passage time for one class of processes with independent increments. Zbl 0146.38001
Borovkov, A. A.
7
1965
Probability theory. 2nd ed. (Теория вероятностей.) Zbl 0662.60001
Borovkov, A. A.
7
1986
Theorems on the convergence to Markov diffusion processes. Zbl 0192.55301
Borovkov, A. A.
7
1970
Small deviations of series of independent positive random variables with weights close to exponential. Zbl 1249.60036
Borovkov, A. A.; Ruzankin, P. S.
7
2008
Integro-local limit theorems including large deviations for sums of random vectors. II. Zbl 0980.60030
Borovkov, A. A.; Mogul’skij, A. A.
6
2000
On subexponential distributions and asymptotics of the distribution of the maximum of sequential sums. Zbl 1012.60050
Borovkov, A. A.
6
2002
On large and superlarge deviations of sums of independent random vectors under Cramér’s condition. II. Zbl 1201.60024
Borovkov, A. A.; Mogulskii, A. A.
6
2007
Ergodicity and stability of stochastic processes. (Ehrgodichnost’ i ustojchivost’ sluchajnykh protsessov.) Zbl 1005.60003
Borovkov, A. A.
6
1999
On the estimates of the rate of convergence in the invariance principle for Banach spaces. Zbl 0454.60033
Borovkov, A. A.; Sakhanenko, A. I.
6
1980
Probabilities of large deviations for random walks with regular distribution of jumps. Zbl 1045.60027
Borovkov, A. A.; Borovkov, K. A.
6
2000
Large deviation principles for trajectories of compound renewal processes. I. Zbl 1341.60009
Borovkov, A. A.; Mogulskii, A. A.
6
2016
Large deviations for stationary Markov chains in a quarter plane. Zbl 0970.60029
Borovkov, A. A.; Mogulskii, A. A.
5
1996
Large deviation principles for random walk trajectories. I. Zbl 1267.60029
Borovkov, A. A.; Mogulskii, A. A.
5
2012
On large and superlarge deviations of sums of independent random vectors under Cramér’s condition. I. Zbl 1137.60011
Borovkov, A. A.; Mogulskii, A. A.
5
2007
On asymptotically optimal non-parametric criteria. Zbl 0176.48805
Borovkov, A. A.; Sycheva, N. M.
5
1968
Integro-local and local theorems on normal and large deviations of the sums of nonidentically distributed random variables in the triangular array scheme. Zbl 1238.60033
Borovkov, A. A.
5
2010
Integro-local limit theorems including large deviations for sums of random vectors. I. Zbl 0927.60040
Borovkov, A. A.; Mogul’skij, A. A.
5
1998
Large deviations and testing statistical hypotheses. I: Large deviations of sums of random vectors. Zbl 0847.62012
Borovkov, A. A.; Mogul’skij, A. A.
5
1992
Large deviations and test of a statistical hypothesis. (Бол’шие уклонения и проверка статистических гипотез.) Zbl 0758.62015
Borovkov, A. A.; Mogul’skiĭ, A. A.
4
1992
Limit theorems for random processes. Zbl 0951.60023
Borovkov, A. A.; Mogul’skij, A. A.; Sakhanenko, A. I.
4
1995
Über die Wahrscheinlichkeiten großer Abweichungen in topologischen Räumen. I. Zbl 0397.60029
Borovkov, A. A.; Mogul’skij, A. A.
4
1978
On the Cramér transform, large deviations in boundary value problems, and the conditional invariance principle. Zbl 0915.60043
Borovkov, A. A.
4
1995
On the rate of convergence in invariance principle. Zbl 0516.60030
Borovkov, A. A.; Sahanenko, A. I.
4
1983
Large deviations probabilities for random walks in the absence of finite expectations of jumps. Zbl 1028.60021
Borovkov, A. A.
4
2003
On the ergodicity and stability of the sequence \(w_{n+1}=f(w_ n,\xi_ n):\) Applications to communication networks. Zbl 0715.60126
Borovkov, A. A.
4
1988
On convergence of weakly dependent processes to the Wiener process. Zbl 0214.16202
Borovkov, A. A.
4
1967
Large deviation probabilities for one-dimensional Markov chains. I: Stationary distributions. Zbl 0888.60025
Borovkov, A. A.; Korshunov, D. A.
4
1996
Properties of a functional of trajectories which arises in studying the probabilities of large deviations of random walks. Zbl 1238.60034
Borovkov, A. A.; Mogul’skiĭ, A. A.
4
2011
Inequalities and principles of large deviations for the trajectories of processes with independent increments. Zbl 1270.60056
Borovkov, A. A.; Mogul’skiĭ, A. A.
4
2013
Chebyshev-type exponential inequalities for sums of random vectors and for trajectories of random walks. Zbl 1238.60022
Borovkov, A. A.; Mogulskij, A. A.
4
2012
Characterization and sufficient conditions for normed ergodicity of Markov chains. Zbl 1053.60078
Borovkov, A. A.; Hordijk, A.
4
2004
Remarks on convergence of random processes in non-separable metric spaces and on the non-existence of a Borel measure for process in \(C(0,\infty)\). Zbl 0307.60010
Borovkov, A. A.; Sahanenko, A. I.
4
1973
Ergodicity conditions for Markov chains which are not related to Harris irreducibility. Zbl 0742.60063
Borovkov, A. A.
3
1991
Large deviation principles for trajectories of compound renewal processes. II. Zbl 1387.60051
Borovkov, A. A.; Mogulskii, A. A.
3
2016
Ergodicity of a polling network with an infinite number of stations. Zbl 0976.60089
Borovkov, Alexandr A.; Korshunov, Dmitrii; Schassberger, Rolf
3
1999
On estimation of parameters in the case of discontinuous densities. Zbl 1404.62024
Borovkov, A. A.
3
2018
On exact large deviation principles for compound renewal processes. Zbl 1470.60082
Borovkov, A. A.
3
2021
Generalization and refinement of the integro-local Stone theorem for sums of random vectors. Zbl 1377.60058
Borovkov, A. A.
3
2017
On the convergence rate in the invariance principle. Zbl 0568.60008
Borovkov, A. A.
3
1985
On the distribution of the first passage time of a random walk to an arbitrary remote boundary. Zbl 1378.60071
Borovkov, A. A.
3
2017
Ergodicity of a Jackson network with batch arrivals. Zbl 0816.60080
Borovkov, A. A.; Schassberger, R.
3
1994
On the existence conditions for exact large deviation principles. Zbl 1481.60064
Borovkov, A. A.
1
2022
On exact large deviation principles for compound renewal processes. Zbl 1470.60082
Borovkov, A. A.
3
2021
Asymptotic analysis of random walks: light-tailed distributions. Translated from the Russian by V. V. Ulyanov and Mikhail Zhitlukhin. Zbl 1444.60002
Borovkov, Aleksandr Alekseevich
9
2020
Boundary crossing problems for compound renewal processes. Zbl 1448.60176
Borovkov, A. A.
7
2020
Properties of the deviation rate function and the asymptotics for the Laplace transform of the distribution of a compound renewal process. Zbl 1432.60080
Borovkov, A. A.; Mogulskii, A. A.; Prokopenko, E. I.
2
2020
Functional limit theorems for compound renewal processes. Zbl 1475.60065
Borovkov, A. A.
2
2019
Moderate large deviations principles for trajectories of compound renewal processes. Zbl 1479.60055
Borovkov, A. A.
2
2019
On large deviation principles for compound renewal processes. Zbl 1441.60072
Borovkov, A. A.
2
2019
Integro-local theorems in boundary crossing problems for compound renewal processes. Zbl 1450.60049
Borovkov, A. A.
1
2019
Integro-local limit theorems for compound renewal processes under Cramér’s condition. I. Zbl 1404.60128
Borovkov, A. A.; Mogulskii, A. A.
18
2018
Integro-local limit theorems for compound renewal processes under Cramér’s condition. II. Zbl 1404.60129
Borovkov, A. A.; Mogulskii, A. A.
14
2018
On estimation of parameters in the case of discontinuous densities. Zbl 1404.62024
Borovkov, A. A.
3
2018
Integro-local limit theorems for compound renewal processes. Zbl 1426.60110
Borovkov, A. A.
2
2018
Generalization and refinement of the integro-local Stone theorem for sums of random vectors. Zbl 1377.60058
Borovkov, A. A.
3
2017
On the distribution of the first passage time of a random walk to an arbitrary remote boundary. Zbl 1378.60071
Borovkov, A. A.
3
2017
A refined version of the integro-local Stone theorem. Zbl 1356.60032
Borovkov, Alexander A.; Borovkov, Konstantin A.
1
2017
Large deviation principles in boundary problems for compound renewal processes. Zbl 1382.60052
Borovkov, A. A.
11
2016
Large deviation principles for trajectories of compound renewal processes. I. Zbl 1341.60009
Borovkov, A. A.; Mogulskii, A. A.
6
2016
Large deviation principles for trajectories of compound renewal processes. II. Zbl 1387.60051
Borovkov, A. A.; Mogulskii, A. A.
3
2016
Stability theorems and the second-order asymptotics in threshold phenomena for boundary functionals of random walks. Zbl 1374.60082
Borovkov, A. A.
2
2016
Large deviation principles for the finite-dimensional distributions of compound renewal processes. Zbl 1318.60031
Borovkov, A. A.; Mogul’skiĭ, A. A.
13
2015
Second order approximation for the distribution of the maximum of a with negative drift and infinite variance. Zbl 1333.60039
Borovkov, A. A.
1
2015
Integral theorems for the first passage time of an arbitrary boundary by a compound renewal process. Zbl 1334.60184
Borovkov, A. A.
1
2015
Large deviation principles for sums of random vectors and the corresponding renewal functions in the inhomogeneous case. Zbl 1374.60032
Borovkov, A. A.; Mogul’skiĭ, A. A.
3
2014
Large deviation principles for random walk trajectories. III. Zbl 1293.60035
Borovkov, A. A.; Mogulskii, A. A.
3
2014
Moderately large deviation principles for the trajectories of random walks and processes with independent increments. Zbl 1327.60068
Borovkov, A. A.; Mogulskii, A. A.
1
2014
Probability theory. Edited by K. A. Borovkov. Transl. from the Russian by O. Borovkova and P. S. Ruzankin. Zbl 1297.60002
Borovkov, Alexandr A.
42
2013
Asymptotic analysis of random walks. Rapidly decreasing distributions of increments. (Асимптотический анализ случайных блужданий. Быстро убывающие распеределения приращений.) Zbl 1351.60003
Borovkov, A. A.
20
2013
Inequalities and principles of large deviations for the trajectories of processes with independent increments. Zbl 1270.60056
Borovkov, A. A.; Mogul’skiĭ, A. A.
4
2013
Conditional moderately large deviation principles for the trajectories of random walks and processes with independent increments. Zbl 1340.60020
Borovkov, A. A.; Mogul’skiĭ, A. A.
1
2013
An extension of the concept of slowly varying function with applications to large deviation limit theorems. Zbl 1270.60031
Borovkov, Alexander A.; Borovkov, Konstantin A.
1
2013
Large deviation principles for random walk trajectories. II. Zbl 1279.60037
Borovkov, A. A.; Mogulskii, A. A.
1
2013
Large deviation principles for random walk trajectories. I. Zbl 1267.60029
Borovkov, A. A.; Mogulskii, A. A.
5
2012
Chebyshev-type exponential inequalities for sums of random vectors and for trajectories of random walks. Zbl 1238.60022
Borovkov, A. A.; Mogulskij, A. A.
4
2012
Properties of a functional of trajectories which arises in studying the probabilities of large deviations of random walks. Zbl 1238.60034
Borovkov, A. A.; Mogul’skiĭ, A. A.
4
2011
On large deviation principles in metric spaces. Zbl 1225.60051
Borovkov, A. A.; Mogul’skii, A. A.
15
2010
Integro-local and local theorems on normal and large deviations of the sums of nonidentically distributed random variables in the triangular array scheme. Zbl 1238.60033
Borovkov, A. A.
5
2010
Insurance with borrowing: first- and second-order approximations. Zbl 1208.91062
Borovkov, A. A.
3
2009
On large deviations of sums of independent random vectors on the boundary and outside of the Cramér zone. I. Zbl 1201.60025
Borovkov, A. A.; Mogulskii, A. A.
2
2009
Asymptotic analysis of random walks. Heavy-tailed distributions. Translated from the Russian by O. B. Borovkova. Zbl 1231.60001
Borovkov, A. A.; Borovkov, K. A.
76
2008
On small deviations of series of weighted random variables. Zbl 1147.60021
Borovkov, A. A.; Ruzankin, P. S.
13
2008
Small deviations of series of independent positive random variables with weights close to exponential. Zbl 1249.60036
Borovkov, A. A.; Ruzankin, P. S.
7
2008
Tauberian and Abelian theorems for rapidly decaying distributions and their applications to stable laws. Zbl 1221.62030
Borovkov, A. A.
2
2008
On large and superlarge deviations of sums of independent random vectors under Cramér’s condition. II. Zbl 1201.60024
Borovkov, A. A.; Mogulskii, A. A.
6
2007
On large and superlarge deviations of sums of independent random vectors under Cramér’s condition. I. Zbl 1137.60011
Borovkov, A. A.; Mogulskii, A. A.
5
2007
Integro-local and integral theorems for sums of random variables with semiexponential distributions. Zbl 1150.60021
Borovkov, A. A.; Mogul’skii, A. A.
9
2006
Integro-local theorems for sums of independent random vectors in the series scheme. Zbl 1114.60037
Borovkov, A. A.; Mogul’skij, A. A.
1
2006
Large deviations probabilities for generalized renewal processes with regularly varying jump distributions. Zbl 1249.60035
Borovkov, A. A.; Borovkov, K. A.
2
2005
On the asymptotic behavior of distributions of first-passage times. II. Zbl 1138.60035
Borovkov, A. A.
8
2004
On the asymptotic behavior of the distributions of first-passage times. I. Zbl 1108.60039
Borovkov, A. A.
8
2004
Characterization and sufficient conditions for normed ergodicity of Markov chains. Zbl 1053.60078
Borovkov, A. A.; Hordijk, A.
4
2004
On probabilities of large deviations for random walks. II: Regular exponentially decaying distributions. Zbl 1092.60013
Borovkov, A. A.; Borovkov, K. A.
3
2004
Asymptotically optimal estimates in the smooth change-point problem. Zbl 1132.62310
Borovkov, A. A.; Linke, Yu. Yu.
1
2004
On the integral of the workload process of the single server queue. Zbl 1030.60039
Borovkov, A. A.; Boxma, O. J.; Palmowski, Z.
7
2003
Large deviations probabilities for random walks in the absence of finite expectations of jumps. Zbl 1028.60021
Borovkov, A. A.
4
2003
Large deviation probabilities for random walks with heavy tails. Zbl 1046.60026
Borovkov, A. A.; Boxma, O. J.
3
2003
Kolmogorov and boundary value problems of probability theory. Zbl 1052.60002
Borovkov, A. A.
2
2003
On subexponential distributions and asymptotics of the distribution of the maximum of sequential sums. Zbl 1012.60050
Borovkov, A. A.
6
2002
Integro-local and integral limit theorems on the large deviations of sums of random vectors: Regular distributions. Zbl 1017.60027
Borovkov, A. A.
1
2002
Large deviations for Markov chains in the positive quadrant. Zbl 1068.60034
Borovkov, A. A.; Mogul’skii, A. A.
23
2001
On probabilities of large deviations for random walks. I. Regularly varying distribution tails. Zbl 1006.60020
Borovkov, A. A.; Borovkov, K. A.
15
2001
Limit theorems in the boundary hitting problem for a multidimensional random walk. Zbl 0983.60011
Borovkov, A. A.; Mogul’skij, A. A.
1
2001
Large-deviation probabilities for one-dimensional Markov chains. III: Prestationary distributions in the subexponential case. Zbl 1036.60021
Borovkov, A. A.; Korshunov, D. A.
1
2001
Asymptotic results on infinite tandem queueing networks. Zbl 0976.60088
Baccelli, F.; Borovkov, A.; Mairesse, J.
16
2000
Estimates for the distribution of sums and maxima of sums of random variables without the Cramér condition. Zbl 0969.60047
Borovkov, A. A.
13
2000
Large deviation probabilities for random walks with semiexponential distributions. Zbl 0969.60048
Borovkov, A. A.
11
2000
Integro-local limit theorems including large deviations for sums of random vectors. II. Zbl 0980.60030
Borovkov, A. A.; Mogul’skij, A. A.
6
2000
Probabilities of large deviations for random walks with regular distribution of jumps. Zbl 1045.60027
Borovkov, A. A.; Borovkov, K. A.
6
2000
Estimates for overshooting an arbitrary boundary by a random walk and their applications. Zbl 0969.60074
Borovkov, A. A.; Foss, S. G.
11
1999
Probability theory. 3rd revised and enlarged ed. (Teoriya veroyatnostej.) Zbl 1001.60001
Borovkov, A. A.
10
1999
Ergodicity and stability of stochastic processes. (Ehrgodichnost’ i ustojchivost’ sluchajnykh protsessov.) Zbl 1005.60003
Borovkov, A. A.
6
1999
Ergodicity of a polling network with an infinite number of stations. Zbl 0976.60089
Borovkov, Alexandr A.; Korshunov, Dmitrii; Schassberger, Rolf
3
1999
Mathematical statistics. Transl. from the Russian by A. Moullagaliev. Zbl 0913.62002
Borovkov, A. A.
53
1998
Ergodicity and stability of stochastic processes. Transl. from the Russian by V. Yurinsky. Zbl 0917.60005
Borovkov, A. A.
47
1998
Probability theory. Engl. Ed. ed. by K. Borovkov. Transl. from the Russian by O. Borovkova. Zbl 0918.60003
Borovkov, A. A.
22
1998
Asymptotically optimal solutions in the change-point problem. Zbl 0942.62093
Borovkov, A. A.
13
1998
Integro-local limit theorems including large deviations for sums of random vectors. I. Zbl 0927.60040
Borovkov, A. A.; Mogul’skij, A. A.
5
1998
Mathematical statistics. (Математическая статистика.) Zbl 0913.62001
Borovkov, A. A.
22
1997
On the stability of retrial queues. Zbl 0892.90069
Altman, Eitan; Borovkov, Aleksandr A.
15
1997
Limit theorems for time and place of the first boundary passage by a multidimensional random walk. Zbl 0974.60034
Borovkov, A. A.
1
1997
The second rate function and the asymptotic problems of renewal and hitting the boundary for multidimensional random walks. Zbl 0878.60023
Borovkov, A. A.; Mogul’skij, A. A.
13
1996
Large deviations for stationary Markov chains in a quarter plane. Zbl 0970.60029
Borovkov, A. A.; Mogulskii, A. A.
5
1996
Large deviation probabilities for one-dimensional Markov chains. I: Stationary distributions. Zbl 0888.60025
Borovkov, A. A.; Korshunov, D. A.
4
1996
On the limit conditional distributions connected with large deviations. Zbl 0891.60030
Borovkov, A. A.
2
1996
Asymptotic expansions for functionals of dilation of point processes. Zbl 0873.60033
Borovkov, A. A.
1
1996
Limit theorems for random processes. Zbl 0951.60023
Borovkov, A. A.; Mogul’skij, A. A.; Sakhanenko, A. I.
4
1995
On the Cramér transform, large deviations in boundary value problems, and the conditional invariance principle. Zbl 0915.60043
Borovkov, A. A.
4
1995
Two ergodicity criteria for stochastically recursive sequences. Zbl 0810.60029
Borovkov, A.; Foss, S. G.
11
1994
Ergodicity of a polling network. Zbl 0802.60084
Borovkov, A. A.; Schassberger, R.
11
1994
Ergodicity of a Jackson network with batch arrivals. Zbl 0816.60080
Borovkov, A. A.; Schassberger, R.
3
1994
Stochastically recursive sequences and their generalizations. Zbl 0848.60025
Borovkov, A. A.; Foss, S. G.
16
1993
Estimates for distributions of sums stopped at Markov time. Zbl 0807.60048
Borovkov, A. A.; Utev, S. A.
1
1993
Large deviations and testing statistical hypotheses. I: Large deviations of sums of random vectors. Zbl 0847.62012
Borovkov, A. A.; Mogul’skij, A. A.
5
1992
Large deviations and test of a statistical hypothesis. (Бол’шие уклонения и проверка статистических гипотез.) Zbl 0758.62015
Borovkov, A. A.; Mogul’skiĭ, A. A.
4
1992
Large deviations and testing statistical hypotheses. II: Large deviations of maximum points of random fields. Zbl 0847.62013
Borovkov, A. A.; Mogul’skij, A. A.
3
1992
Transient phenomena for Markov chains and applications. Zbl 0761.60063
Borovkov, A. A.; Fayolle, G.; Korshunov, D. A.
1
1992
On probabilities of small deviations for stochastic processes. Zbl 0718.60024
Borovkov, A. A.; Mogul’skij, A. A.
8
1991
Ergodicity conditions for Markov chains which are not related to Harris irreducibility. Zbl 0742.60063
Borovkov, A. A.
3
1991
Lyapunov functions and ergodicity of multidimensional Markov chains. Zbl 0727.60072
Borovkov, A. A.
1
1991
On the ergodicity and stability of the sequence \(w_{n+1}=f(w_ n,\xi_ n):\) Applications to communication networks. Zbl 0715.60126
Borovkov, A. A.
4
1988
...and 76 more Documents
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Cited by 1,101 Authors

47 Borovkov, Aleksandr Alekseevich
26 Foss, Sergey G.
24 Mogul’skii, Anatolii Alfredovich
16 Lotov, Vladimir Ivanovich
16 Minkevičius, Saulius
16 Rozovskiĭ, Leonid Viktorovich
12 Afanaseva, Larisa G.
12 Zaitsev, Andrei Yu.
11 Korshunov, Dmitry Alekseevich
11 Whitt, Ward
10 Blanchet, Jose H.
10 Borovkov, Konstantin A.
10 Denisov, Denis E.
10 Miyazawa, Masakiyo
10 Prokopenko, Evgeniĭ Igor’evich
10 Sakhanenko, Aleksandr Ivanovich
10 Wachtel, Vitali I.
9 Palmowski, Zbigniew
9 Sgibnev, Mikhaĭl Sergeevich
8 Bobkov, Sergey Germanovich
8 Glynn, Peter W.
8 Grama, Ion G.
8 Puhalskii, Anatolii A.
8 Wang, Yuebao
8 Zwart, Bert P.
7 Aissani, Djamil
7 Aurzada, Frank
7 Ermakov, Mikhaĭl Sergeevich
7 Linke, Yuliana Yu.
7 Moyal, Pascal
7 Rachev, Svetlozar T.
6 Aleškevičienė, Aldona K.
6 Bulinskaya, Ekaterina Vladimirovna
6 Götze, Friedrich
6 Gusak, Dmytro V.
6 Kalashnikov, Vladimir Vyacheslavovich
6 Kempa, Wojciech M.
6 Kovalenko, Igor Mykolaĭovych
6 Sigman, Karl
6 Wang, Kaiyong
5 Asmussen, Søren
5 Baccelli, François Louis
5 Dębicki, Krzysztof
5 Farbod, Davood
5 Houdré, Christian
5 Le Page, Emile
5 Maĭboroda, Rostyslav Yevgenovych
5 Mandjes, Michel Robertus Hendrikus
5 Novikov, Aleksandr Aleksandrovich
5 Olvera-Cravioto, Mariana
5 Shneer, Vsevolod Vladislavovich
5 Tsitsiashvili, Gurami Sh.
5 Veretennikov, Alexander Yu.
4 Abramov, Vyacheslav M.
4 Bakhtin, Victor I.
4 Borisov, Igor S.
4 Bratijchuk, N. S.
4 Chuprunov, Alekseĭ Nikolaevich
4 Darkhovsky, Boris S.
4 Fotopoulos, Stergios B.
4 Guillemin, Fabrice M.
4 Jandhyala, Venkata K.
4 Khaniyev, Tahir
4 Koike, Ken-ichi
4 Kortschak, Dominik
4 Macci, Claudio
4 Mairesse, Jean
4 Mikhaĭlov, Gennadiĭ Alekseevich
4 O’Connell, Neil
4 Pistorius, Martijn R.
4 Prakasa Rao, B. L. S.
4 Rhee, Chang-Han
4 Rolski, Tomasz
4 Schmidt, Volker
4 Semenov, A. T.
4 Silvestrov, Dmitrii
4 Suhov, Yurii Mikhailovich
4 Torrisi, Giovanni Luca
4 Vatutin, Vladimir Alekseevich
4 Vexler, Albert
4 Yambartsev, Anatoly A.
4 Yarovaya, Elena B.
4 Zachary, Stan
3 Anichkin, S. A.
3 Bakay, Gavriil A.
3 Bashtova, E. E.
3 Bouallouche-Medjkoune, Louiza
3 Bulinskaya, Ekaterina Vadimova
3 Cacoullos, Theophilos
3 Charlot, François
3 Chebunin, Mikhail Georgievich
3 Corcoran, Jem N.
3 Cui, Zhaolei
3 Dai, J. G. (Jim)
3 Doney, Ronald Arthur
3 Eichelsbacher, Peter
3 Einmahl, Uwe
3 Falin, Gennadi I.
3 Flipo, Daniel
3 Gao, Fuqing
...and 1,001 more Authors
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Cited in 206 Serials

84 Queueing Systems
79 Siberian Mathematical Journal
67 Stochastic Processes and their Applications
52 Statistics & Probability Letters
51 Journal of Mathematical Sciences (New York)
38 The Annals of Applied Probability
33 Journal of Soviet Mathematics
32 Theory of Probability and its Applications
28 Journal of Applied Probability
27 Lithuanian Mathematical Journal
26 Advances in Applied Probability
23 Ukrainian Mathematical Journal
20 Mathematical Notes
20 Journal of Theoretical Probability
20 Sibirskie Èlektronnye Matematicheskie Izvestiya
18 The Annals of Probability
18 Probability Theory and Related Fields
17 Cybernetics and Systems Analysis
16 Journal of Statistical Planning and Inference
14 Journal of Multivariate Analysis
14 Communications in Statistics. Theory and Methods
13 Stochastic Models
12 Bernoulli
11 Theory of Probability and Mathematical Statistics
10 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
9 Insurance Mathematics & Economics
9 Proceedings of the Steklov Institute of Mathematics
8 Automation and Remote Control
8 Matematicheskie Trudy
7 The Annals of Statistics
7 Operations Research Letters
7 Methodology and Computing in Applied Probability
7 Stochastic Systems
6 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
6 Doklady Mathematics
6 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
6 Mathematical Methods of Operations Research
5 Computers & Mathematics with Applications
5 Journal of Mathematical Analysis and Applications
5 Journal of Statistical Physics
5 Problems of Information Transmission
5 Automatica
5 Cybernetics
5 Acta Applicandae Mathematicae
5 Annals of Operations Research
5 Discrete Mathematics and Applications
5 European Journal of Operational Research
5 Stochastics and Stochastics Reports
5 Scandinavian Actuarial Journal
5 Stochastics
5 Modern Stochastics. Theory and Applications
4 Moscow University Mathematics Bulletin
4 Annals of the Institute of Statistical Mathematics
4 Journal of Econometrics
4 Transactions of the American Mathematical Society
4 Stochastic Analysis and Applications
4 Statistics
4 Sequential Analysis
4 Annales de l’Institut Henri Poincaré. Nouvelle Série. Section B. Calcul des Probabilités et Statistique
4 Communications in Statistics. Simulation and Computation
4 Mathematical Methods of Statistics
4 Probability in the Engineering and Informational Sciences
4 Journal of Industrial and Management Optimization
3 Proceedings of the American Mathematical Society
3 Statistica Neerlandica
3 Annales Scientifiques de l’Université Blaise Pascal Clermont-Ferrand II. Probabilités et Applications
3 Computational Mathematics and Modeling
3 Discrete Event Dynamic Systems
3 Computational Mathematics and Mathematical Physics
3 Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences
3 Russian Mathematics
3 Test
3 Top
3 Electronic Journal of Probability
3 Extremes
3 Prikladnaya Diskretnaya Matematika
2 Communications in Mathematical Physics
2 Metrika
2 Physica A
2 Russian Mathematical Surveys
2 Journal of Computational and Applied Mathematics
2 Mathematics of Operations Research
2 Monatshefte für Mathematik
2 Scandinavian Actuarial Journal
2 Statistica
2 Theoretical Computer Science
2 Moscow University Computational Mathematics and Cybernetics
2 OR Spektrum
2 Journal of Time Series Analysis
2 Annales Scientifiques de l’Université de Clermont-Ferrand II. Probabilités et Applications
2 Optimization
2 Applied Mathematical Modelling
2 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI
2 Journal of Computer and Systems Sciences International
2 Statistical Papers
2 Electronic Communications in Probability
2 Izvestiya: Mathematics
2 Journal of Nonparametric Statistics
2 Lobachevskii Journal of Mathematics
2 Trudy Instituta Matematiki
...and 106 more Serials
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Cited in 47 Fields

924 Probability theory and stochastic processes (60-XX)
242 Statistics (62-XX)
234 Operations research, mathematical programming (90-XX)
58 Computer science (68-XX)
58 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
34 Numerical analysis (65-XX)
24 Statistical mechanics, structure of matter (82-XX)
21 Systems theory; control (93-XX)
16 Information and communication theory, circuits (94-XX)
13 Combinatorics (05-XX)
13 Measure and integration (28-XX)
12 Dynamical systems and ergodic theory (37-XX)
12 Functional analysis (46-XX)
12 Biology and other natural sciences (92-XX)
8 Operator theory (47-XX)
7 Linear and multilinear algebra; matrix theory (15-XX)
7 Partial differential equations (35-XX)
7 Approximations and expansions (41-XX)
7 Integral equations (45-XX)
6 Ordinary differential equations (34-XX)
5 Real functions (26-XX)
5 Functions of a complex variable (30-XX)
5 Harmonic analysis on Euclidean spaces (42-XX)
5 Integral transforms, operational calculus (44-XX)
4 Potential theory (31-XX)
3 History and biography (01-XX)
3 Number theory (11-XX)
3 Special functions (33-XX)
3 Convex and discrete geometry (52-XX)
3 Fluid mechanics (76-XX)
3 Quantum theory (81-XX)
2 General and overarching topics; collections (00-XX)
2 Mathematical logic and foundations (03-XX)
2 Calculus of variations and optimal control; optimization (49-XX)
2 Differential geometry (53-XX)
2 Mechanics of particles and systems (70-XX)
1 Order, lattices, ordered algebraic structures (06-XX)
1 Algebraic geometry (14-XX)
1 Group theory and generalizations (20-XX)
1 Difference and functional equations (39-XX)
1 Sequences, series, summability (40-XX)
1 General topology (54-XX)
1 Mechanics of deformable solids (74-XX)
1 Optics, electromagnetic theory (78-XX)
1 Classical thermodynamics, heat transfer (80-XX)
1 Relativity and gravitational theory (83-XX)
1 Geophysics (86-XX)

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