limit theorems; large deviation probabilities; sums of random variables; Markov chains; stochastic netwoks, heavy-tailed and subexponential distributions.
Main publications:
D. Korshunov, “On distribution tail of the maximum of a random walk”, Stochastic Processes Appl., 72 (1997), 97–103
Д. Коршунов, “Large-deviation probabilities for maxima
of sums of independent random variables with negative mean and subexponential distribution”, Theory Probab. Appl., 46 (2002), 355–366
S. Asmussen, S. Foss and D. Korshunov, “Asymptotics for sums of random variables with local subexponential behaviour”, J. Theoret. Probab., 16 (2003), 489–518
S. Foss and D. Korshunov, “Lower limits and equivalences for convolution tails”, Ann. Probab., 35 (2007), 366–383
S. Foss, D. Korshunov and S. Zachary, An Introduction to Heavy-Tailed and Subexponential Distributions, Springer, 2011
D. A. Korshunov, V. I. Piterbarg, E. Hashorva, “On the Asymptotic Laplace Method and Its Application to Random Chaos”, Mat. Zametki, 97:6 (2015), 868–883; Math. Notes, 97:6 (2015), 878–891
V. I. Wachtel, D. E. Denisov, D. A. Korshunov, “Tail asymptotics for the supercritical Galton–Watson process in the heavy-tailed case”, Trudy Mat. Inst. Steklova, 282 (2013), 288–314; Proc. Steklov Inst. Math., 282 (2013), 273–297
D. A. Korshunov, “Moments for stationary Markov chains with asymptotically zero drift”, Sibirsk. Mat. Zh., 52:4 (2011), 829–840; Siberian Math. J., 52:4 (2011), 655–664
D. A. Korshunov, “An analog of Wald's identity for random walks with infinite mean”, Sibirsk. Mat. Zh., 50:4 (2009), 836–840; Siberian Math. J., 50:4 (2009), 663–666
D. É. Denisov, D. A. Korshunov, S. G. Foss, “Lower Limits for Distribution Tails of Randomly Stopped Sums”, Teor. Veroyatnost. i Primenen., 52:4 (2007), 794–802; Theory Probab. Appl., 52:4 (2008), 690–699
D. A. Korshunov, “On the distribution density of the supremum of a random walk in the subexponential case”, Sibirsk. Mat. Zh., 47:6 (2006), 1296–1302; Siberian Math. J., 47:6 (2006), 1060–1065
D. A. Korshunov, “The critical case of the Cramer–Lundberg theorem on the asymptotic tail behavior of the maximum of a negative drift random walk”, Sibirsk. Mat. Zh., 46:6 (2005), 1335–1340; Siberian Math. J., 46:6 (2005), 1077–1081
D. A. Korshunov, S. Schlegel, V. Schmidt, “Asymptotics for random walks with dependent heavy-tailed increments”, Sibirsk. Mat. Zh., 44:5 (2003), 1067–1081; Siberian Math. J., 44:5 (2003), 833–844
A. A. Borovkov, D. A. Korshunov, “Large-Deviation Probabilities for One-Dimensional Markov Chains. Part 3: Prestationary Distributions in the Subexponential Case”, Teor. Veroyatnost. i Primenen., 46:4 (2001), 640–657; Theory Probab. Appl., 46:4 (2002), 603–618
D. A. Korshunov, “Large-Deviation Probabilities for Maxima of Sums of Independent Random Variables with Negative Mean and Subexponential Distribution”, Teor. Veroyatnost. i Primenen., 46:2 (2001), 387–397; Theory Probab. Appl., 46:2 (2002), 355–366
A. A. Borovkov, D. A. Korshunov, “Large-deviation probabilities for one-dimensional Markov chains. Part 2: Prestationary distributions in the exponential case”, Teor. Veroyatnost. i Primenen., 45:3 (2000), 437–468; Theory Probab. Appl., 45:3 (2001), 379–405
D. A. Korshunov, “Tightness and continuity of a family of invariant measures for Markov chains depending on a parameter”, Sibirsk. Mat. Zh., 37:4 (1996), 832–850; Siberian Math. J., 37:4 (1996), 730–746
A. A. Borovkov, D. A. Korshunov, “Large-deviation probabilities for one-dimensional Markov chains. Part 1: Stationary distributions”, Teor. Veroyatnost. i Primenen., 41:1 (1996), 3–30; Theory Probab. Appl., 41:1 (1997), 1–24
D. A. Korshunov, “Transient phenomena for real-valued Markov chains”, Trudy Inst. Mat. SO RAN, 20 (1993), 116–161
17.
D. A. Korshunov, “Transient phenomena for real-valued Markov chains”, Teor. Veroyatnost. i Primenen., 38:1 (1993), 184–187; Theory Probab. Appl., 38:1 (1993), 149–152
Branching processes with immigration in atypical random environment Sergey Foss, Dmitry Korshunov, Zbigniew Palmowski International Conference "Theory of Probability and Its Applications: P. L. Chebyshev – 200" (The 6th International Conference on Stochastic Methods) May 19, 2021 18:00
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