Sciact
  • EN
  • RU
Profile

Borovkov Aleksandr Alekseevich

Employee

Science activity

Articles - 22 , Books - 2 , Conference attendances - 1


Articles (22) More info

1 Borovkov A.A. , Prokopenko E.I.
On Limit Theorems for the Distribution of the Maximal Element in a Sequence of Random Variables
Theory of Probability and its Applications. 2024. V.69. N2. P.186–204. DOI: 10.1137/S0040585X97T99185 Scopus РИНЦ
2 Borovkov A.A.
On the Asymptotic Approach to the Change-Point Problem and Exponential Convergence Rate in the Ergodic Theorem for Markov Chains
Theory of Probability and its Applications. 2023. V.68. N3. P.456-482. DOI: 10.1137/S0040585X97T991519 WOS Scopus РИНЦ OpenAlex
3 Borovkov A.A. , Logachov A.V. , Mogulʹskii A.A.
Chebyshev-Type Inequalities and Large Deviation Principles
Theory of Probability and its Applications. 2022. V.66. N4. P.570 - 581. DOI: 10.1137/S0040585X97T990629 WOS Scopus РИНЦ OpenAlex
4 Borovkov A.A.
Semiexponential Distributions and Related Large Deviation Principles for Trajectories of Random Walks
Siberian Mathematical Journal. 2022. V.63. N4. P.651-661. DOI: 10.1134/S003744662204005X WOS Scopus РИНЦ OpenAlex
5 Borovkov A.A.
On the Existence Conditions for Exact Large Deviation Principles
Siberian Mathematical Journal. 2022. V.63. N1. P.48-64. DOI: 10.1134/S0037446622010049 WOS Scopus РИНЦ OpenAlex
6 Borovkov A.A.
On Exact Large Deviation Principles for Compound Renewal Processes
Theory of Probability and its Applications. 2021. V.66. N2. P.170 - 183. DOI: 10.1137/S0040585X97T990332 WOS Scopus OpenAlex
7 Borovkov A.A.
Extension of the Invariance Principle for Compound Renewal Processes to the Zones of Moderately Large and Small Deviations
Theory of Probability and its Applications. 2021. V.65. N4. P.511-526. DOI: 10.1137/S0040585X97T990095 WOS Scopus OpenAlex
8 Borovkov A.A. , Mogulskii A.A. , Prokopenko E.I.
Properties of the deviation rate function and the asymptotics for the laplace transform of the distribution of a compound renewal process
Theory of Probability and its Applications. 2020. V.64. N4. P.499-512. DOI: 10.1137/S0040585X97T989660 WOS Scopus OpenAlex
9 Borovkov A.A.
Boundary Crossing Problems for Compound Renewal Processes
Siberian Mathematical Journal. 2020. V.61. N1. P.21–46. DOI: 10.1134/S0037446620010036 WOS Scopus OpenAlex
10 Borovkov A.A.
Moderate large deviations principles for trajectories of compound renewal processes
Theory of Probability and its Applications. 2019. V.64. N2. P.324-333. DOI: 10.1137/S0040585X97T989519 WOS Scopus OpenAlex
11 Borovkov A.A.
Functional Limit Theorems for Compound Renewal Processes
Siberian Mathematical Journal. 2019. V.60. N1. P.27-40. DOI: 10.1134/S003744661901004X WOS Scopus OpenAlex
12 Borovkov A.A.
Integro-Local Theorems in Boundary Crossing Problems for Compound Renewal Processes
Siberian Mathematical Journal. 2019. V.60. N6. P.957-972. DOI: 10.1134/S0037446619060041 WOS Scopus OpenAlex
13 Borovkov A.A.
On Large Deviation Principles for Compound Renewal Processes
Mathematical Notes. 2019. V.106. N5-6. P.864-871. DOI: 10.1134/S000143461911021X WOS Scopus OpenAlex
14 Borovkov A.A.
On estimation of parameters in the case of discontinuous densities
Theory of Probability and its Applications. 2018. V.63. N2. P.169-192. DOI: 10.1137/S0040585X97T98899X WOS Scopus OpenAlex
15 Borovkov A.A. , Mogulskii A.A.
Integro-Local Limit Theorems for Compound Renewal Processes Under Cramér’s Condition. II
Siberian Mathematical Journal. 2018. V.59. N4. P.578-597. DOI: 10.1134/S003744661804002X WOS Scopus OpenAlex
16 Borovkov A.A. , Mogulskii A.A.
Integro-Local Limit Theorems for Compound Renewal Processes under Cramér’S Condition. I
Siberian Mathematical Journal. 2018. V.59. N3. P.383-402. DOI: 10.1134/S0037446618030023 WOS Scopus OpenAlex
17 Borovkov A.A.
Integro-local limit theorems for compound renewal processes
Theory of Probability and its Applications. 2018. V.62. N2. P.175-195. DOI: 10.1137/S0040585X97T988551 WOS Scopus OpenAlex
18 Borovkov A.A.
On the distribution of the first passage time of a random walk to an arbitrary remote boundary
Theory of Probability and its Applications. 2017. V.61. N2. P.235-254. DOI: 10.1137/S0040585X97T988125 WOS Scopus OpenAlex
19 Borovkov A.A. , Borovkov K.A.
A refined version of the integro-local Stone theorem
Statistics and Probability Letters. 2017. V.123. P.153-159. DOI: 10.1016/j.spl.2016.12.004 WOS Scopus OpenAlex
20 Borovkov A.A.
Generalization and refinement of the integro-local stone theorem for sums of random vectors
Theory of Probability and its Applications. 2017. V.61. N4. P.590-612. DOI: 10.1137/S0040585X97T988368 WOS Scopus OpenAlex
21 Borovkov A. , Foss S.
Two ergodicity criteria for stochastically recursive sequences
Acta Applicandae Mathematicae. 1994. V.34. P.125-134. DOI: 10.1007/BF00994261 WOS Scopus РИНЦ OpenAlex
22 Borovkov A. , Foss S.
Stochastically recursive sequences and their generalizations
Siberian Advances in Mathematics. 1992. V.2. N1. P.16-81.

Books (2) More info

1 Borovkov A.A.
Compound Renewal Processes
Monography, Cambridge University Press. 2022. 364 c. ISBN 9781009093965. OpenAlex
2 Borovkov A.A.
Asymptotic Analysis of Random Walks Light-Tailed Distributions
Monography, Cambridge University Press. Cambridge.2020. 420 c. ISBN 9781139871303. WOS Scopus OpenAlex

Conference attendances (1) More info

1 Borovkov A.A.
CLASSICAL RUIN PROBABILITY PROBLEM
Applied Probability Workshop 19-23 Aug 2019

Degrees

1964 - Dr.Sc.

Academic titles

1966 - Professor