Professor Dmitry Korshunov
ProfessorAsymptotic expansion of Gaussian chaos via probabilistic approach
Hashorva, E., Korshunov, D., Piterbarg, V.I. 09/2015 In: Extremes. 18, 3, p. 315-347. 33 p.
Journal article
On the asymptotic Laplace method and its application to random chaos
Korshunov, D., Hashorva, E., Piterbarg, V.I. 30/06/2015 In: Mathematical Notes. 97, 6, p. 878-891. 14 p.
Journal article
A special issue on the Boris V. Gnedenko Centennial
Afanasyeva, L.G., Korshunov, D., Shabanov, D. 02/2014 In: Queueing Systems. 76, 2, 2 p.
Editorial
Tail asymptotics for the supercritical Galton-Watson process in the heavy-tailed case
Wachtel, V.I., Denisov, D.E., Korshunov, D.A. 10/2013 In: Proceedings of the Steklov Institute of Mathematics. 282, 1, p. 273-297. 25 p.
Journal article
On extremal behavior of Gaussian chaos
Korshunov, D.A., Piterbarg, V.I., Hashorva, E. 09/2013 In: Doklady Mathematics. 88, 2, p. 566-568. 3 p.
Journal article
Potential analysis for positive recurrent Markov chains with asymptotically zero drift: power-type asymptotics
Denisov, D., Korshunov, D., Wachtel, V. 08/2013 In: Stochastic Processes and their Applications. 123, 8, p. 3027-3051. 25 p.
Journal article
FP7 Marie Curie People Action - Risk Analysis, Ruin and Extremes
01/12/2012 → …
Projects
DFG - Lamperti type limit theorems for stochastic processes with asymptotically zero drift
01/01/2012 → …
Projects
RFBR - Limit Theorems in Probability Theory and Their Applications
01/01/2011 → …
Projects