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- Andrey Gorshenin, Victor Korolev
- ECMS
- 2013

The paper describes statistical approach to the analysis of traffic of information flows. Stochastic structure of traffic process can be modelled by finite probability mixtures, e.g., mixtures of gamma distributions. The approach is demonstrated on real data from the official website of the Russian Academy of Sciences.

A coordinate-wise modification of the grid method for separation of mixtures is proposed in the problem of the dynamical monitoring of the stochastic structure of information flows.

- Alexander I. Zeifman, Yacov Satin, Victor Korolev, Sergey Shorgin
- Applied Mathematics and Computer Science
- 2014

We investigate a class of exponentially weakly ergodic inhomogeneous birth and death processes. We consider special transformations of the reduced intensity matrix of the process and obtain uniform (in time) error bounds of truncations. Our approach also guarantees that we can find limiting characteristics approximately with an arbitrarily fixed error. As… (More)

We consider a class of inhomogeneous Markovian queueing models with batch arrivals and group services. Bounds on the truncation errors in weak ergodic case are obtained. Two concrete queueing models are studied as examples.

We consider a class of finite Markovian queueing models and obtain uniform approximation bounds of truncations. INTRODUCTION It is well known that explicit expressions for the probability characteristics of stochastic models can be found only in a few special cases, moreover, if we deal with an inhomogeneous Markovian model, then we must approximately… (More)

- Alexander I. Zeifman, Victor Korolev, Yacov Satin, Anna Korotysheva, Vladimir Bening
- Queueing Syst.
- 2014

We consider Mt/Mt/S-type queueing model with group services. Bounds on the rate of convergence for the queue-length process are obtained. Ordinary Mt/Mt/S queue and Mt/Mt/S type queueing model with group services are studied as examples.

- Alexander Yu. Korchagin, Victor Korolev
- ECMS
- 2015

We describe an algorithm to forecast financial risks using parametrized models of normal variance-mean mixtures. The proposed method takes a set of vectors as the input, containing a fixed number of the distribution parameters – the final result of the modified two-step grid-based decomposition algorithm applied to a moving time window. In this article we… (More)

- M V Khatuntseva, V Yu Korolev
- 1998

The XVIIIth Seminar on Stability Problems for Stochastic Models was held from January 26 to February 1, 1997, in a small town, Hajduszoboszlo, situated a few kilometers from Debrecen, Hungary. Traditionally, the seminar was held under the aegis of the Mathematical Institute of the RAS. The seminar was supported by the Kossuth University of Debrecen… (More)

We consider a class of homogeneous SZK models with finite state space and consider sharp bounds on the rate of convergence to stationary distribution.