Professor Dmitry Korshunov

Professor of Probability

PhD Supervision Interests

Tail asymptotics for perpetuities in continuous time; Heavy-tailed analysis of linear functionals of random walks and Levy processes

On subexponential tails for the maxima of negatively driven compound renewal and Lévy processes
Korshunov, D. 29/07/2017 In: Stochastic Processes and their Applications.
Journal article

Two-dimensional ruin probability for subexponential claim size
Korshunov, D., Foss, S., Palmowski, S., Rolski, T. 1/06/2017 In: Probability and Mathematical Statistics.
Journal article

Asymptotic 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. 22/10/2013 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

An introduction to heavy-tailed and subexponential distributions
Foss, S., Korshunov, D., Zachary, S. 2013 2nd ed. New York : Springer. 157 p. ISBN: 9781461471004. Electronic ISBN: 9781461471011.
Book

On large delays in multi-server queues with heavy tails
Foss, S., Korshunov, D. 05/2012 In: Mathematics of Operations Research. 37, 2, p. 201-218. 18 p.
Journal article

Local asymptotics for the time of rst return to the origin of transient random walk
Doney, R., Korshunov, D. 09/2011 In: Statistics and Probability Letters. 81, 9, p. 1419-1424. 6 p.
Journal article

How to measure the accuracy of the subexponential approximation for the stationary single server queue
Korshunov, D. 08/2011 In: Queueing Systems. 68, 3, p. 261-266. 6 p.
Journal article

Moments for stationary Markov chains with asymptotically zero drift
Korshunov, D. 07/2011 In: Siberian Mathematical Journal. 52, 4, p. 655-664. 10 p.
Journal article

Asymptotics of randomly stopped sums in the presence of heavy tails
Denisov, D., Foss, S., Korshunov, D. 2010 In: Bernoulli. 16, 4, p. 971-994. 24 p.
Journal article