Výsledky vyhledávání - "O. V. Rusakov"

On Some Local Asymptotic Properties of Sequences with a Random Index

Autor: Yu. V. Yakubovich, O. V. Rusakov, B. A. Baev

Publikováno v: Vestnik St. Petersburg University, Mathematics. 53:308-319

Random sequences with random or stochastic indices controlled by a doubly stochastic Poisson process are considered in this paper. A Poisson stochastic index process (PSI-process) is a random process with the continuous time ψ(t) obtained by subordi

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::cd2a0925f37391242bf7272e9834c8ec
https://doi.org/10.1134/s1063454120030115

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A stochastic model of information channels with random loads and random intensities: the pseudo-Poisson type random processes approach

Autor: O. V. Rusakov, Y. V. Yakubovich, M. B. Laskin

Publikováno v: Применение технологий виртуальной реальности и смежных информационных систем в междисциплинарных задачах FIT-M 2020.

Построена стохастическая модель информационного канала со случайной интенсивностью и случайной нагрузкой. Мы исследуем модель информ�

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::693e970d3b0b95ce9f56a9c1d56c2e57
https://doi.org/10.38006/907345-75-1.2020.220.225

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Tightness of Sums of Independent Identically Distributed Pseudo-Poisson Processes in the Skorokhod Space

Autor: O. V. Rusakov

Publikováno v: Journal of Mathematical Sciences. 225:805-811

We consider a pseudo-Poisson process of the following simple type. This process is a Poissonian subordinator for a sequence of i.i.d. random variables with finite variance. Further we consider sums of i.i.d. copies of a pseudo-Poisson process. For a

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::2c6dafb9fcc5e45f095ef5ef695c2d16
https://doi.org/10.1007/s10958-017-3496-z

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Pseudo-Poissonian processes with stochastic intensity and a class of processes generalizing the Ornstein–Uhlenbeck process

Autor: O. V. Rusakov

Publikováno v: Vestnik St. Petersburg University, Mathematics. 50:153-160

The definition of pseudo-Poissonian processes is given in the famous monograph of William Feller (1971, Vol. II, Chapter X). The contemporary development of the theory of information flows generates new interest in the detailed analysis of behavior a

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::5b1592e0cb15ed4d646325c3de6716c4
https://doi.org/10.3103/s106345411702011x

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A planetary mill modelling in chaotic mode

Autor: V E Sergeenkov, V S Kalnitsky, O V Rusakov

Publikováno v: IOP Conference Series: Materials Science and Engineering. 1155:012089

Consider a random walk in a regular m-polygon inscribed in the unit circle. The movement of the point to a randomly selected vertex determines the new position of the point. The point passes a prescribed distance and stops. For such a process, there

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::2d27aa8d8420977d273f5515aa273da7
https://doi.org/10.1088/1757-899x/1155/1/012089

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Poissonian subordinators, the Wiener–Ornstein–Uhlenbeck field, and a relation between the Ornstein–Uhlenbeck processes and Brownian bridges

Autor: O. V. Rusakov

Publikováno v: Journal of Mathematical Sciences. 176:232-238

We apply to a sequence of i.i.d. random variables a time change operator via a Poisson process that is independent of this sequence. We consider sums of independent copies of processes constructed in this way and having continuous time. Finite limit

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::711d3ade02f9383b05ee91653dca0bda
https://doi.org/10.1007/s10958-011-0414-7

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