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pro vyhledávání: '"Valeriy Ivanovich Afanasyev"'
Autor:
Valeriy Ivanovich Afanasyev
Publikováno v:
Diskretnaya Matematika. 34:3-19
Пусть $Z_{n}\}$ - слабо надкритический ветвящийся процесс в случайной среде и $\{S_{n}\}$ - его сопровождающее случайное блуждание. Рассмотрим ес
Limit Theorems for a Strongly Supercritical Branching Process with Immigration in Random Environment
Autor:
Valeriy Ivanovich Afanasyev
Publikováno v:
Stochastics and Quality Control. 36:129-143
We consider a strongly supercritical branching process in random environment with immigration stopped at a distant time 𝑛. The offspring reproduction law in each generation is assumed to be geometric. The process is considered under the condition
Autor:
Valeriy Ivanovich Afanasyev
Publikováno v:
Stochastic Processes and their Applications. 139:110-138
A Galton–Watson branching process with immigration evolving in a random environment is considered. Its associated random walk is assumed to be oscillating. We prove a functional limit theorem in which the process under consideration is normalized b
Autor:
Valeriy Ivanovich Afanasyev
Publikováno v:
Discrete Mathematics and Applications. 30:147-157
Integer random walk {Sn, n ≥ 0} with zero drift and finite variance σ2 stopped at the moment T of the first visit to the half axis (-∞, 0] is considered. For the random process which associates the variable u ≥ 0 with the number of visits the
Autor:
Valeriy Ivanovich Afanasyev
Publikováno v:
Teoriya Veroyatnostei i ee Primeneniya. 65:460-478
Пусть задана последовательность независимых одинаково распределенных случайных векторов $(p_i,q_i)$, $i\in \mathbf{Z}$, причем п.н. $p_i,q_i>0$ и $p_i+q_i$ $=1$
Publikováno v:
Trudy Matematicheskogo Instituta imeni V.A. Steklova. 316:7-8
Publikováno v:
Trudy Matematicheskogo Instituta imeni V.A. Steklova. 316:9-10
Autor:
Valeriy Ivanovich Afanasyev
Publikováno v:
Discrete Mathematics and Applications. 29:149-158
Let {Sn, n ≥ 0} be integer-valued random walk with zero drift and variance σ2. Let ξ(k, n) be number of t ∈ {1, …, n} such that S(t) = k. For the sequence of random processes $\begin{array}{} \xi(\lfloor u\sigma \sqrt{n}\rfloor,n) \end{array}
Autor:
Valeriy Ivanovich Afanasyev
Publikováno v:
Diskretnaya Matematika. 31:3-16
Рассматривается случайное блуждание с нулевым сносом и конечной положительной дисперсией $\sigma ^{2}$. Для положительных чисел $y,z$ находитс
Autor:
Valeriy Ivanovich Afanasyev
Publikováno v:
Diskretnaya Matematika. 31:7-20