Zobrazeno 1 - 10
of 64
pro vyhledávání: '"Dmitry Korshunov"'
Publikováno v:
Russian Journal of Economics, Vol 3, Iss 3, Pp 280-295 (2017)
After achieving substantial progress in establishing a common customs territory and regulations, customs unions face potential disruptions due to a lack of monetary policy coordination. These disruptions might appear in the form of currency shocks an
Externí odkaz:
https://doaj.org/article/540bbb674d594dc2b0e397fc6effffba
Motivated by a seminal paper of Kesten et al. (1975) we consider a branching process with a geometric offspring distribution with i.i.d. random environmental parameters $A_n$, $n\ge 1$ and size -1 immigration in each generation. In contrast to above
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bc343569a07704b8f44b28fd47659134
https://doi.org/10.1007/s10687-021-00427-1
https://doi.org/10.1007/s10687-021-00427-1
Autor:
Vladimir Tsverov, Dmitry Korshunov
Publikováno v:
International Scientific Siberian Transport Forum TransSiberia-2021 ISBN: 9783030963828
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0c2543239416266218b58aed93abe35c
https://doi.org/10.1007/978-3-030-96383-5_85
https://doi.org/10.1007/978-3-030-96383-5_85
Autor:
Vladimir Tsverov, Dmitry Korshunov
Publikováno v:
International Scientific Siberian Transport Forum TransSiberia-2021 ISBN: 9783030963828
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0f0ee00911a55e530b6b88dbe4250930
https://doi.org/10.1007/978-3-030-96383-5_86
https://doi.org/10.1007/978-3-030-96383-5_86
Publikováno v:
International Scientific Siberian Transport Forum TransSiberia-2021 ISBN: 9783030963828
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::17288a6c4177a789056732b9a7d2c94d
https://doi.org/10.1007/978-3-030-96383-5_75
https://doi.org/10.1007/978-3-030-96383-5_75
Autor:
Longmin Wang, Dmitry Korshunov
Publikováno v:
Extremes. 23:35-54
Let X(t), $t\in \mathbb {R}$, be a d-dimensional vector-valued Brownian motion, d ≥ 1. For all $\boldsymbol {b}\in \mathbb {R}^{d}\setminus (-\infty ,0]^{d}$ we derive exact asymptotics of $$ \mathbb{P}\{\boldsymbol{X}(t+s)-\boldsymbol{X}(t) >u\bol
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8029617b8128c71e959a0f4bfae66e71
https://doi.org/10.1007/s10687-019-00357-z
https://doi.org/10.1007/s10687-019-00357-z
Autor:
Dmitry Korshunov, Inna M. Asymont
Publikováno v:
Journal of Theoretical Probability. 33:2315-2336
For an arbitrary transient random walk $$(S_n)_{n\ge 0}$$ ( S n ) n ≥ 0 in $${\mathbb {Z}}^d$$ Z d , $$d\ge 1$$ d ≥ 1 , we prove a strong law of large numbers for the spatial sum $$\sum _{x\in {\mathbb {Z}}^d}f(l(n,x))$$ ∑ x ∈ Z d f ( l ( n ,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4ec63867b1f288d913a0de4637f833bf
https://doi.org/10.1007/s10959-019-00937-6
https://doi.org/10.1007/s10959-019-00937-6
Publikováno v:
Queueing Systems. 91:265-295
We suggest a method for constructing a positive harmonic function for a wide class of transition kernels on $${{\mathbb {Z}}^+}$$ . We also find natural conditions under which this harmonic function has a positive finite limit at infinity. Further, w
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a9d4201e0b5afeb7b622234cf219dc6e
https://doi.org/10.1007/s11134-019-09602-5
https://doi.org/10.1007/s11134-019-09602-5
Autor:
Dmitry Korshunov
Publikováno v:
A Lifetime of Excursions Through Random Walks and Lévy Processes ISBN: 9783030833084
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f7252e426d12d2279d23c3e71132dcf2
https://doi.org/10.1007/978-3-030-83309-1_14
https://doi.org/10.1007/978-3-030-83309-1_14