Dmitry Korshunov

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All published works

Action	Title	Year	Authors
+	Probabilistic approach to risk processes with level-dependent premium rate	2024	Denis Denisov Niklas Gotthardt Dmitry Korshunov Vitali Wachtel
+ PDF Chat	Maxima over random time intervals for heavy-tailed compound renewal and Lévy processes	2024	Sergey Foss Dmitry Korshunov Zbigniew Palmowski
+	Maxima over random time intervals for heavy-tailed compound renewal and Lévy processes	2023	Sergey Foss Dmitry Korshunov Zbigniew Palmowski
+ PDF Chat	Probabilistic Approach to Risk Processes With Level-Dependent Premium Rate	2023	Denis Denisov Niklas Gotthardt Dmitry Korshunov Vitali Wachtel
+	Slowly varying asymptotics for signed stochastic difference equations	2021	Dmitry Korshunov
+ PDF Chat	Branching processes with immigration in atypical random environment	2021	Sergey Foss Dmitry Korshunov Zbigniew Palmowski
+ PDF Chat	Editorial: Special issue on the workshop ‘Modern Applied Probability’	2021	Takis Konstantopoulos Dmitry Korshunov
+ PDF Chat	Slowly Varying Asymptotics for Signed Stochastic Difference Equations	2021	Dmitry Korshunov
+	Branching processes with immigration in atypical random environment	2020	Sergey Foss Dmitry Korshunov Zbigniew Palmowski
+	Renewal theory for transient Markov chains with asymptotically zero drift	2020	Denis Denisov Dmitry Korshunov Vitali Wachtel
+	Tail asymptotics for Shepp-statistics of Brownian motion in ℝ d	2020	Dmitry Korshunov Longmin Wang
+	Branching processes with immigration in atypical random environment	2020	Sergey Foss Dmitry Korshunov Zbigniew Palmowski
+ PDF Chat	Tail asymptotics for Shepp-statistics of Brownian motion in $\mathbb {R}^{d}$	2019	Dmitry Korshunov Longmin Wang
+ PDF Chat	Strong Law of Large Numbers for a Function of the Local Times of a Transient Random Walk in $${\mathbb {Z}}^d$$	2019	I. M. Asymont Dmitry Korshunov
+	Renewal Theory for Transient Markov Chains with Asymptotically Zero Drift	2019	Denis Denisov Dmitry Korshunov Vitali Wachtel
+ PDF Chat	Markov chains on $${{\mathbb {Z}}^+}$$ Z + : analysis of stationary measure via harmonic functions approach	2019	Denis Denisov Dmitry Korshunov Vitali Wachtel
+	Strong law of large numbers for a function of the local times of a transient random walk in $\mathbb Z^d$	2019	I. M. Asymont Dmitry Korshunov
+	Renewal Theory for Transient Markov Chains with Asymptotically Zero Drift	2019	Denis Denisov Dmitry Korshunov Vitali Wachtel
+ PDF Chat	Two-dimensional ruin probability for subexponential claim size	2018	Zbigniew Palmowski Sergey Foss Dmitry Korshunov Tomasz Rolski
+	On subexponential tails for the maxima of negatively driven compound renewal and Lévy processes	2017	Dmitry Korshunov
+	Two-dimensional ruin probability for subexponential claim size	2017	Sergey Foss Dmitry Korshunov Zbigniew Palmowski Tomasz Rolski
+	Two-dimensional ruin probability for subexponential claim size	2017	Sergey Foss Dmitry Korshunov Zbigniew Palmowski Tomasz Rolski
+	At the Edge of Criticality: Markov Chains with Asymptotically Zero Drift	2016	Denis Denisov Dmitry Korshunov Vitali Wachtel
+	On subexponential tails for the maxima of negatively driven compound renewal and L\'evy processes	2016	Dmitry Korshunov
+	A look at perpetuities via asymptotically homogeneous in space Markov chains	2016	Dmitry Korshunov
+	At the Edge of Criticality: Markov Chains with Asymptotically Zero Drift	2016	Denis Denisov Dmitry Korshunov Vitali Wachtel
+	On subexponential tails for the maxima of negatively driven compound renewal and Lévy processes	2016	Dmitry Korshunov
+ PDF Chat	Asymptotic expansion of Gaussian chaos via probabilistic approach	2015	Enkelejd Hashorva Dmitry Korshunov V. I. Piterbarg
+ PDF Chat	Tail asymptotics for the supercritical Galton-Watson process in the heavy-tailed case	2013	Vitali Wachtel Denis Denisov Dmitry Korshunov
+ PDF Chat	On extremal behavior of Gaussian chaos	2013	Dmitry Korshunov V. I. Piterbarg Enkelejd Hashorva
+	Asymptotic Expansion of Gaussian Chaos via Probabilistic Approach	2013	Enkelejd Hashorva Dmitry Korshunov V. I. Piterbarg
+	Extremal Behavior of Gaussian Chaos	2013	Enkelejd Hashorva Dmitry Korshunov V. I. Piterbarg
+	Potential analysis for positive recurrent Markov chains with asymptotically zero drift: Power-type asymptotics	2013	Denis Denisov Dmitry Korshunov Vitali Wachtel
+	Heavy tails in multi-server queues	2013	Sergey Foss Dmitry Korshunov
+	Tail asymptotics for the supercritical Galton-Watson process in the heavy-tailed case	2013	Denis Denisov Dmitry Korshunov Vitali Wachtel
+ PDF Chat	An Introduction to Heavy-Tailed and Subexponential Distributions	2013	Sergey Foss Dmitry Korshunov Stan Zachary
+	Harmonic functions and stationary distributions for asymptotically homogeneous transition kernels on $Z^+$	2013	Denis Denisov Dmitry Korshunov Vitali Wachtel
+	Asymptotics for sums of random variables with local subexponential behaviour	2013	Søren Asmussen Sergey Foss Dmitry Korshunov
+	Tail asymptotics for the supremum of a random walk when the mean is not finite	2013	Denis Denisov Sergey Foss Dmitry Korshunov
+	Introduction	2013	Sergey Foss Dmitry Korshunov Stan Zachary
+	Maximum of Random Walk	2013	Sergey Foss Dmitry Korshunov Stan Zachary
+	Densities and Local Probabilities	2013	Sergey Foss Dmitry Korshunov Stan Zachary
+	Subexponential Distributions	2013	Sergey Foss Dmitry Korshunov Stan Zachary
+	Heavy-Tailed and Long-Tailed Distributions	2013	Sergey Foss Dmitry Korshunov Stan Zachary
+	Asymptotic Expansion of Gaussian Chaos via Probabilistic Approach	2013	Enkelejd Hashorva Dmitry Korshunov V. I. Piterbarg
+	Tail asymptotics for the supercritical Galton-Watson process in the heavy-tailed case	2013	Denis Denisov Dmitry Korshunov Vitali Wachtel
+	Tail behaviour of stationary distribution for Markov chains with asymptotically zero drift	2012	Denis Denisov Dmitry Korshunov Vitali Wachtel
+ PDF Chat	On Large Delays in Multi-Server Queues with Heavy Tails	2012	Sergey Foss Dmitry Korshunov
+	Asymptotics for the Number of Descendants in the Supercritical Galton{Watson Process: Heavy-Tailed Case	2012	Denis Denisov Dmitry Korshunov Vitali Wachtel
+	Tail behaviour of stationary distribution for Markov chains with asymptotically zero drift	2012	Denis Denisov Dmitry Korshunov Vitali Wachtel
+	Moments for stationary Markov chains with asymptotically zero drift	2011	Dmitry Korshunov
+ PDF Chat	Local asymptotics for the time of first return to the origin of transient random walk	2011	R. A. Doney Dmitry Korshunov
+	How Big Queues Occur in Multi-Server System with Heavy Tails	2011	Sergey Foss Dmitry Korshunov
+	Local asymptotics for the time of first return to the origin of transient random walk	2011	Ron Doney Dmitry Korshunov
+	Heavy-Tailed and Long-Tailed Distributions	2011	Sergey Foss Dmitry Korshunov Stan Zachary
+	Maximum of Random Walk	2011	Sergey Foss Dmitry Korshunov Stan Zachary
+	Densities and Local Probabilities	2011	Sergey Foss Dmitry Korshunov Stan Zachary
+	Introduction	2011	Sergey Foss Dmitry Korshunov Stan Zachary
+	Subexponential Distributions	2011	Sergey Foss Dmitry Korshunov Stan Zachary
+	An Introduction to Heavy-Tailed and Subexponential Distributions	2011	Sergey Foss Dmitry Korshunov Stan Zachary
+	Local asymptotics for the time of first return to the origin of transient random walk	2011	Ron Doney Dmitry Korshunov
+	Asymptotics of randomly stopped sums in the presence of heavy tails	2010	Denis Denisov Sergey Foss Dmitry Korshunov
+ PDF Chat	Convolutions of Long-Tailed and Subexponential Distributions	2009	Sergey Foss Dmitry Korshunov Stan Zachary
+ PDF Chat	Convolutions of Long-Tailed and Subexponential Distributions	2009	Sergey Foss Dmitry Korshunov Stan Zachary
+	An analog of Wald’s identity for random walks with infinite mean	2009	Dmitry Korshunov
+	Asymptotics of randomly stopped sums in the presence of heavy tails	2008	Denis Denisov Sergey Foss Dmitry Korshunov
+ PDF Chat	On lower limits and equivalences for distribution tails of randomly stopped sums	2008	Denis Denisov Sergey Foss Dmitry Korshunov
+ PDF Chat	Lower Limits for Distribution Tails of Randomly Stopped Sums	2008	Denis Denisov Dmitry Korshunov Sergey Foss
+	Asymptotics of randomly stopped sums in the presence of heavy tails	2008	Denis Denisov Sergey Foss Dmitry Korshunov
+	Convolutions of long-tailed and subexponential distributions	2008	Sergey Foss Dmitry Korshunov Stan Zachary
+	The Key Renewal Theorem for a Transient Markov Chain	2007	Dmitry Korshunov
+ PDF Chat	Lower limits and equivalences for convolution tails	2007	Sergey Foss Dmitry Korshunov
+ PDF Chat	Нижние пределы для хвостов распределений случайно остановленных сумм	2007	Denis Denisov Denis Denisov Дмитрий Алексеевич Коршунов Dmitry Korshunov Сергей Георгиевич Фосс Сергей Георгиевич Фосс
+	On lower limits and equivalences for distribution tails of randomly stopped sums	2007	Denis Denisov Sergey Foss Dmitry Korshunov
+	The Key Renewal Theorem for a Transient Markov Chain	2007	Dmitry Korshunov
+	Lower limits for distributions of randomly stopped sums	2007	Denis Denisov Sergey Foss Dmitry Korshunov
+	On the distribution density of the supremum of a random walk in the subexponential case	2006	Dmitry Korshunov
+ PDF Chat	Heavy Tails in Multi-Server Queue	2006	Sergey Foss Dmitry Korshunov
+	The Critical Case of the Cramer-Lundberg Theorem on the Asymptotic Tail Behavior of the Maximum of a Negative Drift Random Walk	2005	Dmitry Korshunov
+	Problems and exercises in probability theory	2004	Sergey Foss Dmitry Korshunov I. M. Asymont
+	None	2003	Søren Asmussen Sergey Foss Dmitry Korshunov
+	None	2003	Dmitry Korshunov Susan Schlegel Volker Schmidt
+	Large-Deviation Probabilities for One-Dimensional Markov Chains. Part 3: Prestationary Distributions in the Subexponential Case	2002	А. А. Боровков Dmitry Korshunov
+	Large-Deviation Probabilities for Maxima of Sums of Independent Random Variables with Negative Mean and Subexponential Distribution	2002	Dmitry Korshunov
+	None	2001	Dmitry Korshunov
+	Large-Deviation Probabilities for One-Dimensional Markov Chains. Part 2: Prestationary Distributions in the Exponential Case	2001	A. A. Borovkov Dmitry Korshunov
+	Sampling at a Random Time with a Heavy-Tailed Distribution	2000	Sergey Foss Dmitry Korshunov
+	On distribution tail of the maximum of a random walk	1997	Dmitry Korshunov
+	Large-Deviation Probabilities for One-Dimensional Markov ChainsPart 1: Stationary Distributions	1997	А. А. Боровков Dmitry Korshunov
+	Tightness and continuity of a family of invariant measures for Markov chains depending on a parameter	1996	Dmitry Korshunov
+	MEASURES FOR MARKOV CHAINS DEPENDING ON A PARAMETERf)	1996	Dmitry Korshunov

Common Coauthors

Coauthor	Papers Together
Sergey Foss	40
Denis Denisov	25
Vitali Wachtel	16
Stan Zachary	15
Zbigniew Palmowski	8
Enkelejd Hashorva	5
V. I. Piterbarg	5
Tomasz Rolski	3
I. M. Asymont	3
Ron Doney	2
Longmin Wang	2
Søren Asmussen	2
Niklas Gotthardt	2
А. А. Боровков	2
A. A. Borovkov	1
R. A. Doney	1
Дмитрий Алексеевич Коршунов	1
Volker Schmidt	1
Сергей Георгиевич Фосс	1
Susan Schlegel	1
Takis Konstantopoulos	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Asymptotic behaviour of Wiener-Hopf factors of a random walk	1977	Noël Veraverbeke	21
+	On convolution tails	1982	Paul Embrechts Charles M. Goldie	21
+	Large-Deviation Probabilities for Maxima of Sums of Independent Random Variables with Negative Mean and Subexponential Distribution	2002	Dmitry Korshunov	19
+	On distribution tail of the maximum of a random walk	1997	Dmitry Korshunov	18
+ PDF Chat	An Introduction to Heavy-Tailed and Subexponential Distributions	2013	Sergey Foss Dmitry Korshunov Stan Zachary	18
+	Functions of probability measures	1973	Joshua Chover Peter Ney Stephen Wainger	17
+	A Theorem on Sums of Independent Positive Random Variables and Its Applications to Branching Random Processes	1964	V. P. Chistyakov	17
+ PDF Chat	The Class of Subexponential Distributions	1975	Jozef L. Teugels	17
+ PDF Chat	Subexponentiality and infinite divisibility	1979	Paul Embrechts Charles M. Goldie Noël Veraverbeke	16
+ PDF Chat	Tail Asymptotics for the Supremum of a Random Walk when the Mean Is not Finite	2004	Denis Denisov Sergey Foss Dima Korshunov	16
+	On the tails of waiting-time distributions	1975	Anthony G. Pakes	15
+	None	2003	Søren Asmussen Sergey Foss Dmitry Korshunov	15
+	Estimates for the probability of ruin with special emphasis on the possibility of large claims	1982	Paul Embrechts Noël Veraverbeke	15
+ PDF Chat	Convolutions of Distributions With Exponential and Subexponential Tails	1987	Daren B. H. Cline	15
+ PDF Chat	Lower limits and equivalences for convolution tails	2007	Sergey Foss Dmitry Korshunov	14
+ PDF Chat	Degeneracy Properties of Subcritical Branching Processes	1973	Joshua Chover Peter Ney Stephen Wainger	13
+ PDF Chat	Lower Limits for Distribution Tails of Randomly Stopped Sums	2008	Denis Denisov Dmitry Korshunov Sergey Foss	11
+	An Introduction to Probability Theory.	1986	Bert Fristedt P. A. P. Moran	11
+ PDF Chat	Subexponential distributions and characterizations of related classes	1989	Claudia Klüppelberg	11
+	On the Constant in the Definition of Subexponential Distributions	2000	B. A. Rogozin	11
+	A local limit theorem for random walk maxima with heavy tails	2002	Søren Asmussen В. В. Калашников Dimitrios G. Konstantinides Claudia Klüppelberg Г. Ш. Цициашвили	11
+ PDF Chat	Subexponential distribution functions	1980	E. J. G. Pitman	10
+	On the local behaviour of ladder height distributions	1994	Jean Bertoin R. A. Doney	10
+ PDF Chat	On closure and factorization properties of subexponential and related distributions	1980	Paul Embrechts Charles M. Goldie	10
+	On the Existence of a Regularly Varying Majorant of an Integrable Monotone Function	2006	Denis Denisov	9
+	Branching Processes	1972	Krishna B. Athreya Peter Ney	9
+	Asymptotics of randomly stopped sums in the presence of heavy tails	2010	Denis Denisov Sergey Foss Dmitry Korshunov	9
+	Geometric Sums: Bounds for Rare Events with Applications	1997	В. В. Калашников	9
+ PDF Chat	A Lemma on regular variation of a transient renewal function	1972	Herman Callaert J. W. Cohen	9
+	An Introduction to Probability Theory and its Applications.	1972	J. F. C. Kingmán W. Feller	9
+	Some results on regular variation for distributions in queueing and fluctuation theory	1973	J. W. Cohen	9
+	None	1999	В. В. Калашников Г. Ш. Цициашвили	8
+	The random walk's guide to anomalous diffusion: a fractional dynamics approach	2000	Ralf Metzler J. Klafter	8
+	A Review of the Weibull Distribution	1993	Arthur J. Hallinan	8
+ PDF Chat	The maximum on a random time interval of a random walk with long-tailed increments and negative drift	2003	Sergey Foss Stan Zachary	8
+	Regular Variation	1987	Ν. H. Bingham Charles M. Goldie J. L. Teugels	8
+	Criteria for the recurrence or transience of stochastic process. I	1960	John Lamperti	8
+	On the distribution density of the supremum of a random walk in the subexponential case	2006	Dmitry Korshunov	8
+ PDF Chat	Extreme Deviations and Applications	1997	U. Frisch Didier Sornette	8
+	On the non-closure under convolution of the subexponential family	1989	J. R. Leslie	8
+ PDF Chat	A new class of probability limit theorems	1961	John Lamperti	7
+	The Theory of Branching Processes	1965	Peter Ney T. E. Harris	7
+ PDF Chat	On lower limits and equivalences for distribution tails of randomly stopped sums	2008	Denis Denisov Sergey Foss Dmitry Korshunov	6
+ PDF Chat	Strong renewal theorems with infinite mean	1970	K. Bruce Erickson	6
+	An Introduction to Heavy-Tailed and Subexponential Distributions	2011	Sergey Foss Dmitry Korshunov Stan Zachary	6
+ PDF Chat	On Exceedance Times for Some Processes with Dependent Increments	2014	Søren Asmussen Sergey Foss	6
+	Some Limit Theorems for Large Deviations	1965	S. V. Nagaev	5
+ PDF Chat	Large deviations for random walks under subexponentiality: The big-jump domain	2008	Denis Denisov A. B. Dieker Vsevolod Shneer	5
+	Potential analysis for positive recurrent Markov chains with asymptotically zero drift: Power-type asymptotics	2013	Denis Denisov Dmitry Korshunov Vitali Wachtel	5
+	Iterated random functions and slowly varying tails	2015	Piotr Dyszewski	5