Publications

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  • 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.