Konstantin Borovkov

GAUSSIAN PROCESS APPROXIMATIONS FOR MULTICOLOR POLYA URN MODELS

Konstantin Borovkov

Journal article  |  2021  |  Journal of Applied Probability

AbstractMotivated by mathematical tissue growth modelling, we consider the problem of approximating the dynamics of multicolor Pól..

LIMIT THEOREMS FOR RECORD INDICATORS IN THRESHOLD F-alpha-SCHEMES

P He, KA Borovkov

Journal article  |  2020  |  Theory of Probability and Its Applications

THE EXACT ASYMPTOTICS OF THE LARGE DEVIATION PROBABILITIES IN THE MULTIVARIATE BOUNDARY CROSSING PROBLEM

Yuqing Pan, Konstantin A Borovkov

Journal article  |  2019  |  Advances in Applied Probability

The exact asymptotics for hitting probability of a remote orthant by a multivariate Lévy process

K Borovkov, Zbigniew Palmowski

Book Chapter  |  2019

This book is a scientific record of the eight programs held at MATRIX in its second year, 2017: - Hypergeometric Motives and Calab..

New and refined bounds for expected maxima of fractional Brownian motion

Konstantin Borovkov, Yuliya Mishura, Alexander Novikov, Mikhail Zhitlukhin

Journal article  |  2018  |  Statistics & Probability Letters

On the maximum of the discretely sampled fractional Brownian motion with small Hurst parameter

Konstantin Borovkov, Mikhail Zhitlukhin

Journal article  |  2018  |  Electronic Communications in Probability

A refined version of the integro-local Stone theorem

Alexander A Borovkov, Konstantin A Borovkov

Journal article  |  2017  |  Statistics & Probability Letters

Let X, X1, X2, . . . be a sequence of non-lattice i.i.d. random variables with E X = 0, E X = 1, and let Sn := X1 + · · · +Xn, n ≥..

Bounds for expected maxima of Gaussian processes and their discrete approximations

Konstantin Borovkov, Yuliya Mishura, Alexander Novikov, Mikhail Zhitlukhin

Journal article  |  2017  |  Stochastics

Approximating the equilibrium quantity traded and welfare in large markets

Ellen V Muir, Konstantin Borovkov

Journal article  |  2017  |  Stochastic Models

We consider the efficient outcome of a canonical economic market model involving buyers and sellers with independent and identical..

ON EXPLICIT FORM OF THE STATIONARY DISTRIBUTIONS FOR A CLASS OF BOUNDED MARKOV CHAINS

S Mckinlay, K Borovkov

Journal article  |  2016  |  Journal of Applied Probability