Zobrazeno 1 - 10
of 16
pro vyhledávání: '"Ivan Matsak"'
Autor:
Kateryna Akbash, Ivan Matsak
Publikováno v:
Austrian Journal of Statistics, Vol 53, Iss 4 (2024)
Many researchers believe that human lifetime in the interval from 20 to 80 years is approximately described by the Gompertz distribution. It is natural to consider the problem of the distribution of the residual human lifetime at the final stage, tha
Externí odkaz:
https://doaj.org/article/efd072182d3b4f7689de5358d7edbf64
Autor:
Alexander Marynych, Ivan Matsak
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 7, Iss 1, Pp 61-78 (2020)
We analyze almost sure asymptotic behavior of extreme values of a regenerative process. We show that under certain conditions a properly centered and normalized running maximum of a regenerative process satisfies a law of the iterated logarithm for t
Externí odkaz:
https://doaj.org/article/b77b5e0c7a274ca890942f31347a3935
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 2, Iss 3, Pp 297-308 (2015)
We obtain limit theorems for extreme residuals in linear regression model in the case of minimax estimation of parameters.
Externí odkaz:
https://doaj.org/article/b0745b51f24c47dca37610059c528d16
Autor:
Kateryna Akbash, Ivan Matsak
Publikováno v:
Stochastic Processes: Fundamentals and Emerging Applications ISBN: 9781685079826
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3d0bfe85d6663e195974ef3bef778f21
https://doi.org/10.52305/orac1814
https://doi.org/10.52305/orac1814
Autor:
Ivan Matsak
Publikováno v:
Georgian Mathematical Journal. 28:917-924
The asymptotic behavior of extreme values of queueing systems is studied. For a system M / M / m {{M/M/m}} , 1 ≤ m < ∞ {1\leq m , the weak convergence of extreme values of an actual waiting time and a statement of the type of the law of the itera
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7392de0e3e00e3669862b51fc7e69310
https://doi.org/10.1515/gmj-2021-2095
https://doi.org/10.1515/gmj-2021-2095
Publikováno v:
Lithuanian Mathematical Journal. 61:145-160
We study the asymptotic behavior of almost surely extreme values of discrete random variables. We give applications to birth and death processes and processes describing the length of the queue.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0398031ae95d1d0fb7bb02999ced507d
https://doi.org/10.1007/s10986-021-09515-y
https://doi.org/10.1007/s10986-021-09515-y
Autor:
Ivan Matsak
Publikováno v:
Lithuanian Mathematical Journal. 59:185-197
We investigate almost sure asymptotic behavior of the maximum of n independent random variables as n→∞. We provide exact upper and lower bounds of properly centered and normalized maximum.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e08736fad2deda93750438edbbf5336d
https://doi.org/10.1007/s10986-019-09437-w
https://doi.org/10.1007/s10986-019-09437-w
Autor:
Ivan Matsak, Alexander Marynych
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 7, Iss 1, Pp 61-78 (2020)
We analyze almost sure asymptotic behavior of extreme values of a regenerative process. We show that under certain conditions a properly centered and normalized running maximum of a regenerative process satisfies a law of the iterated logarithm for t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::36234e601c14ae702e75769e7d4f7328
http://arxiv.org/abs/2003.12316
http://arxiv.org/abs/2003.12316
Autor:
Ivan Matsak, Mikhail Moklyachuk
We propose results of the investigation of properties of the random sums of random variables. We consider the case, where the number of summands is the first moment of an event occurrence. An integral equation is presented that determines distributio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0dedb721874fbe06fe52f812bf0ba907
Autor:
Ivan Matsak, Iryna Rozora
Publikováno v:
Georgian Mathematical Journal. 23:405-416
An exact asymptotic value of the logarithm for a counting process in the max-scheme is obtained.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::884206130d6e261ee604cfb2fe2dd931
https://doi.org/10.1515/gmj-2016-0013
https://doi.org/10.1515/gmj-2016-0013