Edit Profile (opens in new tab) Tsitsiashvili, Gurami Sh. Compute Distance To: Compute Author ID: tsitsiashvili.gurami-sh Published as: Tsitsiashvili, G. Sh.; Tsitsiashvili, Gurami; Tsitsiashvili, Gurami Sh.; Tsitsiashvili, G. S.; Tsitsiashvili, G.; Tsitsiashvili, Gurami S.; Tzitziashvili, G. Sh. more...less External Links: ORCID · Math-Net.Ru Documents Indexed: 99 Publications since 1972, including 4 Books 1 Further Contribution Co-Authors: 20 Co-Authors with 49 Joint Publications 468 Co-Co-Authors all top 5 Co-Authors 49 single-authored 23 Osipova, Marina A. 8 Kalashnikov, Vladimir Vyacheslavovich 5 Tang, Qihe 3 Guzev, Mikhail A. 3 Konstantinides, Dimitrios G. 3 Rocchi, Paolo 2 Baum, Dieter 2 Markova, Nina V. 2 Svyatukha, V. A. 1 Anikonov, Dmitriĭ Sergeevich 1 Asmussen, Søren 1 Gaidamaka, Yuliya 1 Grenkin, Gleb Vladimirovich 1 Klüppelberg, Claudia 1 Moiseev, Aleksandr Nikolaevich 1 Nagaev, Alexander Viktorovich 1 Samouylov, Konstantin E. 1 Skvarnik, E. S. 1 Sporishev, M. S. 1 Voytikov, Konstantin all top 5 Serials 11 Dal’nevostochnyĭ Matematicheskiĭ Zhurnal 10 Journal of Mathematical Sciences (New York) 7 Journal of Soviet Mathematics 6 Problems of Information Transmission 6 Automation and Remote Control 5 Dal’nevostochnyĭ Matematicheskiĭ Sbornik 4 Izvestiya Akademii Nauk SSSR. Tekhnicheskaya Kibernetika 4 Prikladnaya Diskretnaya Matematika 3 The Mathematical Scientist 3 Doklady Mathematics 2 Theory of Probability and its Applications 2 Statistics & Probability Letters 2 ProbStat Forum 1 Advances in Applied Probability 1 Teoriya Veroyatnosteĭ i eë Primeneniya 1 Journal of Applied Probability 1 Insurance Mathematics & Economics 1 Queueing Systems 1 Annals of Operations Research 1 Stochastic Processes and their Applications 1 Cybernetics and Systems Analysis 1 Obozrenie Prikladnoĭ i Promyshlennoĭ Matematiki 1 Extremes 1 Issledovanie Operatsiĭ i ASU 1 Vestnik Voronezhskogo Gosudarstvennogo Universiteta. Seriya Fizika, Matematika 1 International Journal of Pure and Applied Mathematics 1 Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta Imeni V. A. Steklova 1 Georgian International Journal of Science, Technology and Medicine 1 Mathematics and Mechanics of Complex Systems all top 5 Fields 58 Probability theory and stochastic processes (60-XX) 45 Operations research, mathematical programming (90-XX) 16 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 14 Computer science (68-XX) 11 Statistics (62-XX) 9 Combinatorics (05-XX) 5 Biology and other natural sciences (92-XX) 3 Numerical analysis (65-XX) 2 Systems theory; control (93-XX) 2 Information and communication theory, circuits (94-XX) 1 General and overarching topics; collections (00-XX) 1 History and biography (01-XX) 1 Ordinary differential equations (34-XX) 1 Partial differential equations (35-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Mechanics of particles and systems (70-XX) 1 Statistical mechanics, structure of matter (82-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 23 Publications have been cited 519 times in 352 Documents Cited by ▼ Year ▼ Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. Zbl 1075.91563Tang, Qihe; Tsitsiashvili, Gurami 221 2003 Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments. Zbl 1095.91040Tang, Qihe; Tsitsiashvili, Gurami 98 2004 Randomly weighted sums of subexponential random variables with application to ruin theory. Zbl 1049.62017Tang, Qihe; Tsitsiashvili, Gurami 78 2003 Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails. Zbl 1074.91029Konstantinides, Dimitrios; Tang, Qihe; Tsitsiashvili, Gurami 53 2002 A local limit theorem for random walk maxima with heavy tails. Zbl 0997.60047Asmussen, Søren; Kalashnikov, Vladimir; Konstantinides, Dimitrios; Klüppelberg, Claudia; Tsitsiashvili, Gurami 26 2002 Tails of waiting times and their bounds. Zbl 0997.60106Kalashnikov, Vladimir; Tsitsiashvili, Gurami 10 1999 A product theorem for Markov chains with application to PF-queueing networks. Zbl 1013.90016Tsitsiashvili, G. Sh.; Osipova, M. A.; Koliev, N. V.; Baum, D. 7 2002 Distributions in stochastic network models. Zbl 1181.60006Tsitsiashvili, G. Sh.; Osipova, M. A. 3 2008 Clustering algorithm of graphs. Zbl 1352.05061Tsitsiashvili, G. Sh.; Osipova, M. A.; Losev, A. S. 3 2016 Limiting distributions in queueing networks with unreliable elements. Zbl 1171.90373Tsitsiashvili, G. Sh.; Osipova, M. A. 3 2008 Parametric and structural optimization of the capacity of a queuing network. Zbl 1231.60104Tsitsiashvili, G. Sh. 3 2007 Asymptotically correct bounds of geometric convolutions with subexponential components. Zbl 0999.60021Kalashnikov, V.; Tsitsiashvili, G. 2 2001 Cooperative effects in multi-server queueing systems. Zbl 1078.60081Tsitsiashvili, Gurami 2 2005 Stationary flows in acyclic queuing networks. Zbl 1372.05093Tsitsiashvili, G. Sh.; Osipova, M. A. 2 2016 Asymptotically precise two-sided bounds for ruin probability in presence of large claims. Zbl 1074.91555Kalashnikov, V. V.; Tzitziashvili, G. Sh. 1 1998 Asymptotic formulas of network operation time distribution. Zbl 1178.90067Markova, N. V.; Tsitsiashvili, G. Sh. 1 2008 Two-sided bounds for ruin probability under constant interest force. Zbl 1065.91036Konstantinides, D. G.; Tang, Q. H.; Tsitsiashvili, G. Sh. 1 2004 Stability analysis of queueing systems. Zbl 0467.60082Kalashnikov, V. V.; Tsitsiashvili, G. Sh. 1 1981 The laws of conservation of flows in acyclic queueing networks. Zbl 1455.90053Tsitsiashvili, Gurami; Osipova, Marina 1 2019 Probability distribution in varying-structure queueing networks. Zbl 1237.90064Tsitsiashvili, G. Sh.; Osipova, M. A. 1 2006 An ergodicity condition for a cyclic queueing system. Zbl 0999.68027Tsitsiashvili, G. Sh. 1 2001 Reliability is a new science. Gnedenko was right. With an appendix by Gurami Sh. Tsitsiashvili. Zbl 1381.60004Rocchi, Paolo 1 2017 About the reversibility and irreversibility of stochastic systems. Zbl 1140.82312Rocchi, Paolo; Tsitsiashvili, Gurami Sh. 1 2005 The laws of conservation of flows in acyclic queueing networks. Zbl 1455.90053Tsitsiashvili, Gurami; Osipova, Marina 1 2019 Reliability is a new science. Gnedenko was right. With an appendix by Gurami Sh. Tsitsiashvili. Zbl 1381.60004Rocchi, Paolo 1 2017 Clustering algorithm of graphs. Zbl 1352.05061Tsitsiashvili, G. Sh.; Osipova, M. A.; Losev, A. S. 3 2016 Stationary flows in acyclic queuing networks. Zbl 1372.05093Tsitsiashvili, G. Sh.; Osipova, M. A. 2 2016 Distributions in stochastic network models. Zbl 1181.60006Tsitsiashvili, G. Sh.; Osipova, M. A. 3 2008 Limiting distributions in queueing networks with unreliable elements. Zbl 1171.90373Tsitsiashvili, G. Sh.; Osipova, M. A. 3 2008 Asymptotic formulas of network operation time distribution. Zbl 1178.90067Markova, N. V.; Tsitsiashvili, G. Sh. 1 2008 Parametric and structural optimization of the capacity of a queuing network. Zbl 1231.60104Tsitsiashvili, G. Sh. 3 2007 Probability distribution in varying-structure queueing networks. Zbl 1237.90064Tsitsiashvili, G. Sh.; Osipova, M. A. 1 2006 Cooperative effects in multi-server queueing systems. Zbl 1078.60081Tsitsiashvili, Gurami 2 2005 About the reversibility and irreversibility of stochastic systems. Zbl 1140.82312Rocchi, Paolo; Tsitsiashvili, Gurami Sh. 1 2005 Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments. Zbl 1095.91040Tang, Qihe; Tsitsiashvili, Gurami 98 2004 Two-sided bounds for ruin probability under constant interest force. Zbl 1065.91036Konstantinides, D. G.; Tang, Q. H.; Tsitsiashvili, G. Sh. 1 2004 Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. Zbl 1075.91563Tang, Qihe; Tsitsiashvili, Gurami 221 2003 Randomly weighted sums of subexponential random variables with application to ruin theory. Zbl 1049.62017Tang, Qihe; Tsitsiashvili, Gurami 78 2003 Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails. Zbl 1074.91029Konstantinides, Dimitrios; Tang, Qihe; Tsitsiashvili, Gurami 53 2002 A local limit theorem for random walk maxima with heavy tails. Zbl 0997.60047Asmussen, Søren; Kalashnikov, Vladimir; Konstantinides, Dimitrios; Klüppelberg, Claudia; Tsitsiashvili, Gurami 26 2002 A product theorem for Markov chains with application to PF-queueing networks. Zbl 1013.90016Tsitsiashvili, G. Sh.; Osipova, M. A.; Koliev, N. V.; Baum, D. 7 2002 Asymptotically correct bounds of geometric convolutions with subexponential components. Zbl 0999.60021Kalashnikov, V.; Tsitsiashvili, G. 2 2001 An ergodicity condition for a cyclic queueing system. Zbl 0999.68027Tsitsiashvili, G. Sh. 1 2001 Tails of waiting times and their bounds. Zbl 0997.60106Kalashnikov, Vladimir; Tsitsiashvili, Gurami 10 1999 Asymptotically precise two-sided bounds for ruin probability in presence of large claims. Zbl 1074.91555Kalashnikov, V. V.; Tzitziashvili, G. Sh. 1 1998 Stability analysis of queueing systems. Zbl 0467.60082Kalashnikov, V. V.; Tsitsiashvili, G. Sh. 1 1981 all cited Publications top 5 cited Publications all top 5 Cited by 305 Authors 39 Yang, Yang 36 Tang, Qihe 32 Wang, Yuebao 25 Wang, Kaiyong 18 Gao, Qingwu 17 Chen, Yiqing 15 Šiaulys, Jonas 15 Tsitsiashvili, Gurami Sh. 15 Wang, Dingcheng 15 Yuen, Kam Chuen 14 Fu, Ke’ang 13 Leipus, Remigijus 13 Li, Jinzhu 12 Hashorva, Enkelejd 12 Wang, Shijie 11 Cheng, Dongya 10 Chen, Yu 10 Liu, Xijun 10 Ng, Kai Wang 8 Cheng, Fengyang 8 Konstantinides, Dimitrios G. 6 Cui, Zhaolei 6 Guo, Fenglong 6 Peng, Jiangyan 6 Shen, Xinmei 6 Su, Chun 6 Xu, Hui 5 Jiang, Tao 5 Lin, Jinguan 5 Osipova, Marina A. 5 Wang, Wensheng 5 Yu, Changjun 5 Zwart, Bert P. 4 Bai, Xiaodong 4 Bi, Xiuchun 4 Chen, Yang 4 Geng, Bingzhen 4 Song, Lixin 4 Wei, Li 4 Xiao, Hongmin 4 Yang, Haizhong 4 Yuan, Zhongyi 4 Zhang, Shuguang 3 Boxma, Onno Johan 3 Chen, Lamei 3 Gao, Miaomiao 3 Geluk, Jaap L. 3 Li, Rong 3 Lin, Zhengyan 3 Liu, Jiajun 3 Liu, Junfeng 3 Liu, Rongfei 3 Liu, Yan 3 Ng, Cheuk Yin Andrew 3 Nyrhinen, Harri 3 Pakes, Anthony G. 3 Vernic, Raluca 3 Wang, Rongming 3 Wang, Xuejun 3 Wu, Rong 3 Zhang, Chenhua 3 Zhang, WeiPing 3 Zhang, Yi 2 Barbe, Philippe 2 Chen, Cen 2 Constantinescu, Corina D. 2 Denisov, Denis E. 2 Dindienė, Lina 2 Dong, Yinghua 2 Dudovskaya, Yuliya 2 Egorova, Regina 2 Fokina, Nadezhda Petrovna 2 Gao, Qibing 2 Goovaerts, Marc J. 2 Hao, Xuemiao 2 Huang, Jin 2 Jaunė, Eglė 2 Jin, Na 2 Kaas, Rob 2 Ko, Bangwon 2 Korolev, Viktor Yur’evich 2 Kountzakis, Christos E. 2 Laeven, Roger J. A. 2 Li, Jie 2 Li, Zehui 2 Lin, Jianxi 2 Liu, Jie 2 Liu, Li 2 Liu, Weiwei 2 Liu, Yang 2 Loisel, Stéphane 2 Lu, Dawei 2 Ma, Xin 2 McCormick, William P. 2 Qian, Huan 2 Qu, Zhihui 2 Ragulina, Olena 2 Shi, Xixi 2 Sipin, Aleksandr Stepanovich 2 Tananko, Igor’ Evstaf’evich ...and 205 more Authors all top 5 Cited in 73 Serials 42 Statistics & Probability Letters 36 Communications in Statistics. Theory and Methods 34 Insurance Mathematics & Economics 15 Journal of Mathematical Analysis and Applications 15 Scandinavian Actuarial Journal 14 Journal of Applied Probability 10 Advances in Applied Probability 10 Lithuanian Mathematical Journal 8 Acta Mathematicae Applicatae Sinica. English Series 8 Stochastic Models 7 Journal of Computational and Applied Mathematics 7 Journal of the Korean Statistical Society 6 Queueing Systems 6 Science China. Mathematics 5 Automation and Remote Control 5 Stochastic Processes and their Applications 5 Journal of Inequalities and Applications 5 Extremes 5 Probability in the Engineering and Informational Sciences 5 Frontiers of Mathematics in China 4 Problems of Information Transmission 4 Journal of Theoretical Probability 4 Acta Mathematica Sinica. English Series 4 Methodology and Computing in Applied Probability 4 Stochastics 3 Journal of Multivariate Analysis 3 Stochastic Analysis and Applications 3 Japan Journal of Industrial and Applied Mathematics 3 Applied Mathematics. Series B (English Edition) 3 Journal of Mathematical Sciences (New York) 3 Nonlinear Analysis. Modelling and Control 3 Journal of Systems Science and Complexity 3 Journal of Industrial and Management Optimization 2 Computers & Mathematics with Applications 2 Rocky Mountain Journal of Mathematics 2 Science in China. Series A 2 European Journal of Operational Research 2 Bernoulli 2 Mathematical Problems in Engineering 2 Abstract and Applied Analysis 2 Applied Stochastic Models in Business and Industry 2 North American Actuarial Journal 2 Journal of Mathematical Inequalities 2 European Actuarial Journal 1 Applied Mathematics and Computation 1 Automatica 1 Journal of the Korean Mathematical Society 1 Journal of Soviet Mathematics 1 Siberian Mathematical Journal 1 Chinese Annals of Mathematics. Series B 1 Statistics 1 Probability Theory and Related Fields 1 Computational Mathematics and Modeling 1 Communications in Statistics. Simulation and Computation 1 Cybernetics and Systems Analysis 1 Statistical Papers 1 Filomat 1 Journal of Difference Equations and Applications 1 Doklady Mathematics 1 Wuhan University Journal of Natural Sciences (WUJNS) 1 International Game Theory Review 1 Brazilian Journal of Probability and Statistics 1 Journal of the Australian Mathematical Society 1 Decisions in Economics and Finance 1 Journal of Applied Mathematics 1 ASTIN Bulletin 1 Dal’nevostochnyĭ Matematicheskiĭ Zhurnal 1 Izvestiya Saratovskogo Universiteta. Novaya Seriya. Seriya Matematika, Mekhanika, Informatika 1 ISRN Applied Mathematics 1 Communications in Mathematics and Statistics 1 ISRN Probability and Statistics 1 Modern Stochastics. Theory and Applications 1 Prikladnaya Diskretnaya Matematika all top 5 Cited in 17 Fields 251 Probability theory and stochastic processes (60-XX) 200 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 189 Statistics (62-XX) 26 Operations research, mathematical programming (90-XX) 5 Computer science (68-XX) 3 Systems theory; control (93-XX) 2 Difference and functional equations (39-XX) 2 Numerical analysis (65-XX) 1 Mathematical logic and foundations (03-XX) 1 Combinatorics (05-XX) 1 Number theory (11-XX) 1 Ordinary differential equations (34-XX) 1 Approximations and expansions (41-XX) 1 Integral transforms, operational calculus (44-XX) 1 Functional analysis (46-XX) 1 Information and communication theory, circuits (94-XX) 1 Mathematics education (97-XX) Citations by Year