Pavel Ievlev
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View article: Extremes of uncorrelated gamma-reflected Brownian motions with trend
Extremes of uncorrelated gamma-reflected Brownian motions with trend Open
View article: Random eigenvalues of nanotubes
Random eigenvalues of nanotubes Open
The hexagonal lattice and its dual, the triangular lattice, serve as powerful models for comprehending the atomic and ring connectivity, respectively, in graphene and carbon (p,q)-nanotubes . The chemical and physical attributes of these t…
View article: Extremes of vector-valued locally additive Gaussian fields with application to double crossing probabilities
Extremes of vector-valued locally additive Gaussian fields with application to double crossing probabilities Open
View article: Random eigenvalues of nanotubes
Random eigenvalues of nanotubes Open
The hexagonal lattice and its dual, the triangular lattice, serve as powerful models for comprehending the atomic and ring connectivity, respectively, in \textit{graphene} and \textit{carbon $(p,q)$--nanotubes}. The chemical and physical a…
View article: Extremes of locally-homogenous vector-valued Gaussian processes
Extremes of locally-homogenous vector-valued Gaussian processes Open
In this paper, we study the asymptotical behaviour of high exceedence probabilities for centered continuous $$\mathbb {R}^n$$ -valued Gaussian random field $$\varvec{X}$$ with covariance matrix satisfying $$\Sigma - R ( t + s, t ) …
View article: Parisian ruin with power-asymmetric variance near the optimal point with application to many-inputs proportional reinsurance
Parisian ruin with power-asymmetric variance near the optimal point with application to many-inputs proportional reinsurance Open
This article investigates the Parisian ruin probability for a class of Gaussian processes with power-asymmetric behavior of the variance near the unique optimal point. We derive the exact asymptotics as the initial capital tends to infinit…
View article: A matrix-valued Schoenberg’s problem and its applications
A matrix-valued Schoenberg’s problem and its applications Open
In this paper we present a criterion for positive definiteness of the matrix-valued function f(t):=exp(−|t|α[B++B−sign(t)]), where α∈(0,2] and B± are real symmetric and antisymmetric d×d matrices. We also find a criterion for positive defi…
View article: Reflecting Brownian Motion in the d-Ball
Reflecting Brownian Motion in the d-Ball Open