K. Borovkov. Gaussian process approximations for multicolor Pólya urn models. Journal of Applied Probability, 58, 274-286, 2021. doi: 10.1017/jpr.2020.89.
P. He, K. Borovkov. Limit theorems for record indicators in threshold F?-schemes. Theory of Probability and its Applications, 65, 405-417, 2020. doi: 10.1137/S0040585X97T990034.
K. Borovkov, Zbigniew Palmowski. The exact asymptotics for hitting probability of a remote orthant by a multivariate Lévy process. Springer, 2019.
Y. Pan, K. Borovkov. The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem. Advances in Applied Probability, 51, 835-864, 2019. doi: 10.1017/apr.2019.28.
K. Borovkov, Yuliya Mishura, Alexander Novikov, Mikhail Zhitlukhin. New and refined bounds for expected maxima of fractional Brownian motion. Statistics and Probability Letters, 137, 142-147, 2018. doi: 10.1016/j.spl.2018.01.025.
K. Borovkov, Mikhail Zhitlukhin. On the maximum of the discretely sampled fractional Brownian motion with small hurst parameter. Electronic Communications in Probability, 23, 2018. doi: 10.1214/18-ECP167.
Y. Pan, K. Borovkov. The exact asymptotics of large deviation probabilities in the multivariate boundary crossing problem. 2018.
K. Borovkov. A refined version of the integro-local Stone theorem. Statistics & Probability Letters, 123, 153-159, 2017. doi: 10.1016/j.spl.2016.12.004.
E. Muir, K. Borovkov. Approximating the equilibrium quantity traded and welfare in large markets. Stochastic Models, 411-429, 2017. doi: 10.1080/15326349.2017.1304823.
K. Borovkov, Yuliya Mishura, Alexander Novikov, Mikhail Zhitlukhin. Bounds for expected maxima of Gaussian processes and their discrete approximations. Stochastics, 89, 21-37, 2017. doi: 10.1080/17442508.2015.1126282.
S McKinlay, K. Borovkov. On Explicit Form of the Stationary Distributions for a Class of Bounded Markov Chains. Journal of Applied Probability, 53, 231-243, 2016. doi: 10.1017/jpr.2015.21.
K. Borovkov, S McKinlay. On Approximation Rates for Boundary Crossing Probabilities for the Multivariate Brownian Motion Process. Communications on Stochastic Analysis, 9, 267-282, 2015.
Shaun Antony McKinlay, K. Borovkov. From sojourn times and boundary crossings to iterated random functions. 2015.
K. Borovkov. Blackwell-type theorems for weighted renewal functions. Australian Mathematical Society Gazette, 55, 589-605, 2014. doi: 10.1134/S0037446614040028.
K. Borovkov. On the Asymptotic Behaviour of a Dynamic Version of the Neyman Contagious Point Process. Stochastic Models, 30, 344-364, 2014. doi: 10.1080/15326349.2014.927318.
K. Borovkov, G. Decrouez, M. Gilson. On Stationary Distributions of Stochastic Neural Networks. Journal of Applied Probability, 51, 837-857, 2014. doi: 10.1239/jap/1409932677.
K. Borovkov. Elements of Stochastic Modelling. World Scientific Publishing Compan, 2014.
K. Borovkov. An Extension of the Concept of Slowly Varying Function with Applications to Large Deviation Limit Theorems.. 33, 127-139, Springer Verlag, 2013. doi: 10.1007/978-3-642-33549-5_7.
David CM Dickson, Mary R Hardy, Howard R Waters, K. Borovkov. Probability theory. 564-573, Cambridge Univ Press, 2013.
K. Borovkov, RW Day, T. Rice. High host density favors greater virulence: a model of parasite-host dynamics based on multi-type branching processes. Journal of Mathematical Biology, 66, 1123-1153, 2013. doi: 10.1007/s00285-012-0526-9.
K. Borovkov, S. McKinlay. The uniform law for sojourn measures of random fields. Statistics and Probability Letters, 82, 1745-1749, 2012. doi: 10.1016/j.spl.2012.05.011.
K. Borovkov, G. Decrouez. Ornstein-Uhlenbeck type processes with heavy distribution tails. Theory of Probability and its Applications, 57, 533-559, 2012. doi: 10.4213/tvp4464.
K. Borovkov, G. Last. On Rice's formula for stationary multivariate piecewise smooth processes. Journal of Applied Probability, 49, 351-363, 2012. doi: 10.1017/S002190020000913X.
K. Borovkov, G. Decrouez, J. Hinz. Jump-diffusion modeling in emission markets. Stochastic Models, 27, 50-76, 2011. doi: 10.1080/15326349.2011.542726.
K. Borovkov, A. Downes. On boundary crossing probabilities for diffusion processes. Stochastic Processes and their Applications, 120, 105-129, 2010. doi: 10.1016/j.spa.2009.11.002.
K. Borovkov, S. Novak. On limiting cluster size distributions for processes of exceedances for stationary sequences . Statistics and Probability Letters, 80, 1814-1818, 2010. doi: 10.1016/j.spl.2010.08.006.
K. Borovkov. On the distribution of the Brownian motion process on its way to hitting zero. Electronic Communications in probability, 15, 281-285, 2010. doi: 10.1214/ECP.v15-1555.
K. Borovkov, A. Downes, A. Novikov. Continuity theorems in boundary crossing problems for diffusion processes. 335-352, Springer, 2010. doi: 10.1007/978-3-642-03479-4_17.
D. Tokarev, K. Borovkov. On the expectations of maxima of sets of independent random variables. Statistics and Probability Letters, 79, 2381-2388, 2009. doi: 10.1016/j.spl.2009.08.007.
K. Borovkov, D Dickson. On the ruin time distribution for a Sparre Andersen process with exponential claim sizes. Insurance: Mathematics & Economics, 42, 1104-1108, 2008. doi: 10.1016/j.insmatheco.2008.02.002.
K. Borovkov, G. Last. On level crossings for a general class of piecewise-deterministic Markov processes. Advances in Applied Probability, 40, 815-834, 2008. doi: 10.1239/aap/1222868187.
K. Borovkov, A. Novikov. On exit times of Levy-driven Ornstein-Uhlenbeck processes. Statistics and Probability Letters, 78, 1517-1525, 2008. doi: 10.1016/j.spl.2008.01.017.
A. Downes, K. Borovkov. First passage densities and boundary crossing probabilities for diffusion processes.. Methodology and Computing in Applied Probability, 10, 621-644, 2008. doi: 10.1007/s11009-008-9070-x.
K. Borovkov. Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions. Cambridge University Press, 2008.
K. Borovkov. Asymptotic Analysis of Random Walks. Vol I: Slowly Decaying Jump Distributions. FIZMALIT, 2008.
K. Borovkov, D. Odell. On spatial thinning-replacement processes based on Voronoi cells. Advances in Applied Probability, 39, 293-306, 2007. doi: 10.1239/aap/1183667610.
K. Borovkov, D. Odell. Simulation Studies of Some Voronoi Point Processes. Acta Applicandae Mathematicae, 96, 87-97, 2007. doi: 10.1007/s10440-007-9093-2.
K. Borovkov, V. Vatutin. On the asymptotic behaviour of random recursive trees in random environments. Advances in Applied Probability, 38, 1047-1070, 2006. doi: 10.1239/aap/1165414591.
K. Borovkov, V. Vatutin. Recursive random trees with product-form random weights. Discrete Mathematics & Theoretical Computer Science, 423-426, 2006.
K. Borovkov, A. Motyer. On the asymptotic behaviour of a simple growing point process model. Statistics and Probability Letters, 72, 265-275, 2005. doi: 10.1016/j.spl.2005.01.003.
K. Borovkov, A. Novikov. Explicit bounds for approximation rates of boundary crossing probabilities for the Weiner Process. Journal of Applied Probability, 42, 82-92, 2005. doi: 10.1239/jap/1110381372.
K. Borovkov. Large Deviation Probabilities for Generalized Renewal Processes with Regularly Varying Jump Distributions. Matematicheskie Trudy, 8, 69-136, 2005.
K. Borovkov. On probabilities of large deviations for random walks. II. Regular exponentially decaying distributions. Theory of Probability and its Applications, 49, 189-206, 2004. doi: 10.1137/S0040585X97980993.
K. Borovkov. On Large Deviations Probabilities for Random Walks. II. Regular exponentially decaying distributions. Theory of Probability and its Applications, 49, 189-206, 2004. doi: 10.1137/S0040585X97980993.
K. Borovkov. On pair and tuple formation under independent Poisson or renewal arrival processes. Journal of Applied Probability, 41, 1138-1144, 2004. doi: 10.1239/jap/1101840558.
K. Borovkov, F. Klebaner, E Virag. Random step functions model for interest rates. Finance and Stochastics, 7, 123-143, 2003. doi: 10.1007/s007800200080.
K. Borovkov. Elements of stochastic modelling. World Scientific Publishing Co, 2003.
K. Borovkov, MS Bebbington. A Stochastic Two-node Stress Transfer Model Reproducing Omori's Law. Pure and Applied Geophysics, 160, 1429-1445, 2003. doi: 10.1007/s00024-003-2354-8.
K. Borovkov, A. Novikov. On a new approach to calculating expectations for option pricing. Journal of Applied Probability, 39, 889-895, 2002. doi: 10.1239/jap/1037816027.
K. Borovkov. A note on diffusion-type approximation to branching processes in random environments. Theory of Probability and its Applications, 47, 132-138, 2002. doi: 10.1137/S0040585X97979573.
K. Borovkov, D Pfeifer. Estimates for the Syracuse problem via a probabilistic model. Theory of Probability and its Applications, 45, 300-310, 2001. doi: 10.1137/S0040585X97978245.
K. Borovkov. On probabilities of large deviations for random walks. I. Regularly varying distribution tails. Theory of Probability and its Applications, 46, 193-213, 2001. doi: 10.1137/S0040585X97978877.
K. Borovkov. On large deviations probabilities for random walks. I. Regularly varying distribution tails. Theory of Probability and its Applications, 46, 193-213, 2001.
K. Borovkov, A. Novikov. On a piece-wise deterministic Markov process model. Statistics and Probability Letters, 53, 421-428, 2001. doi: 10.1016/S0167-7152(01)00074-8.
K. Borovkov. On large deviations probabilities for generalized renewal processes. On large deviations probabilities for generalized renewal processes, 1, 248-253, 2001.
K. Borovkov, Z. Burq. Kendall's identity for the first crossing time revisited. Electronic Communications in probability, 6, 91-94, 2001. doi: 10.1214/ECP.v6-1038.
K. Borovkov. On large deviations probabilities for random walks with regular distribution of jumps. Doklady Akademii Nauk, 371, 14-16, 2000.
K. Borovkov, D Vere-Jones. Explicit formulae for stationary distributions of stress release processes. Journal of Applied Probability, 37, 315-321, 2000. doi: 10.1017/S0021900200015539.
K. Borovkov. Probabilities of large deviations for random walks with a regular distribution of jumps. Doklady Mathematics, 61, 162-164, 2000.
K. Borovkov. On records and related processes for sequences with trends. Journal of Applied Probability, 36, 668-681, 1999. doi: 10.1017/S0021900200017484.
A Brockwell, K. Borovkov, R Evans. Stability of an adaptive regulator for partially known nonlinear stochastic systems. SIAM Journal on Control and Optimization, 37, 1553-1567, 1999. doi: 10.1137/S0363012997331512.
K. Borovkov. On records and related processes for sequences with trends. Journal of Applied Probability, 36, 668-681, 1999. doi: 10.1239/jap/1032374625.
K. Borovkov, V. Vatutin. Reduced critical branching processes in random environment. Stochastic Processes and their Applications, 71, 225-240, 1997. doi: 10.1016/S0304-4149(97)00074-4.
K. Borovkov. On random walks with jumps scaled by cumulative sums of random variables. Statistics and Probability Letters, 35, 409-416, 1997. doi: 10.1016/S0167-7152(97)00039-4.
K. Borovkov. Propagation of chaos for queueing networks. Theory of Probability and its Applications, 42, 385-394, 1997.
A Brockwell, K. Borovkov, R Evans. Regulation of partially known nonlinear stochastic systems using fast identification. Proceedings of the 36th IEEE Conference on Decision and Control, 4, 3964-3969, 1997.
K. Borovkov, D Pfeifer, HP Bäumer. Modeling dynamics and spatial aggregation of biological populations by stochastic networks. Senckenbergiana Maritima, 27, 129-136, 1996.
K. Borovkov. A bound for the distribution of a stopping time for a stochastic system. Siberian Mathematical Journal, 37, 683-689, 1996. doi: 10.1007/BF02104661.
K. Borovkov, V. Vatutin. On distribution tails and expectations of maxima in critical branching processes. Journal of Applied Probability, 33, 614-622, 1996. doi: 10.1017/S0021900200100051.
K. Borovkov, D Pfeifer. Pseudo-Poisson approximation for Markov chains. Stochastic Processes and their Applications, 61, 163-180, 1996. doi: 10.1016/0304-4149(95)00065-8.
K. Borovkov, D Pfeifer. On improvements of the order of approximation in the poisson limit theorem. Journal of Applied Probability, 33, 146-155, 1996. doi: 10.1017/S0021900200103808.
Dietmar Pfeifer, Herold Dehling, K. Borovkov. On Asymptotic Behavior of Weighted Sample Quantiles. Mathematical Methods of Statistics, 5, 173-186, 1996.
K. Borovkov, Dietmar Pfeifer, Herold Dehling. On Asymptotic Behavior of Weighted Sample Quantiles. Mathematical Methods of Statistics, 5, 173`-186, 1996.
K. Borovkov, D Pfeifer. On record indices and record times. Journal of Statistical Planning and Inference, 45, 65-79, 1995. doi: 10.1016/0378-3758(94)00063-8.
K. Borovkov. On crossing times for multidimensional walks with skip-free components. Journal of Applied Probability, 32, 991-1006, 1995. doi: 10.2307/3215213.
K. Borovkov. Russian-English/English-Russian Dictionary on Probability, Statistics, and Combinatorics. SIAM, 1994.
K. Borovkov. Approximation Rates and Asymptoitc Expansions for Some Random Processes.. 1994.
K. Borovkov. On Simulation of Random Vectors with Given Densities in Regions and on Their Boundaries. Theory of Probability and Its Applications c/c of Teoriia Veroiatnostei i Ee Primenenie, 31, 205-220, 1994.
K. Borovkov. Analysis of Transition Effects for Branching Processes.. Theory of Probability and Its Applications c/c of Teoriia Veroiatnostei i Ee Primenenie, 39, 449-468, 1994.
K. Borovkov. Convergence Rates in Transient Phenomena for Branching Processes.. 22-28, VSP, 1993.
K. Borovkov. On a New Variant of the Monte Carlo Method. Theory of Probability & Its Applications, 36, 355-360, 1992. doi: 10.1137/1136038.
K. Borovkov. A Stochastic Search Algorithm with an Application to Multidimensional Integration. Annales Academiæ Scientiarum Fennicæ Ser. A.1, Mathematica, 17, 5-10, 1992.
K. Borovkov. Approximation of branching processes and random fields. Siberian Mathematical Journal, 32, 567-577, 1991. doi: 10.1007/BF00972975.
K. Borovkov. On the Convergence of Projections of Uniform Distributions on Balls. Theory of Probability & Its Applications, 35, 546-550, 1991. doi: 10.1137/1135074.
K. Borovkov. A Functional Form of the Erdos-Renyi Law of Large Numbers. Theory of Probability & Its Applications, 35, 762-766, 1991. doi: 10.1137/1135109.
K. Borovkov. A Method of Proving Limit Theorems for Branching Processes. Theory of Probability & Its Applications, 33, 105-113, 1989. doi: 10.1137/1133010.
K. Borovkov. Refinement of Poisson Approximation. Theory of Probability & Its Applications, 33, 343-347, 1989. doi: 10.1137/1133051.
K. Borovkov. On the Convergence of Branching Processes to a Diffusion Process. Theory of Probability & Its Applications, 30, 496-506, 1986. doi: 10.1137/1130062.
K. Borovkov. A Note on a Limit Theorem for Differentiable Mappings. The Annals of Probability, 13, 1018-1021, 1985. doi: 10.1214/aop/1176992924.
K. Borovkov. On the Rate of Convergence in the Invariance Principle for Generalized Renewal Processes. Theory of Probability & Its Applications, 27, 461-471, 1983. doi: 10.1137/1127056.
KA Borokov, K. Borovkov. Rate of Convergence in a Boundary Problem. Theory of Probability & Its Applications, 27, 148-149, 1982. doi: 10.1137/1127013.
K. Borovkov. Limit Theorems for Some Types of Random Walks. 1981.
K. Borovkov. Stability Theorems and Estimates of the Rate of Convergence of the Components of Factorizations for Walks Defined on Markov Chains. Theory of Probability & Its Applications, 25, 325-334, 1981. doi: 10.1137/1125040.