Search Results - "Sarantsev, Andrey"

A new stock market valuation measure with application to retriement planning.

Authors: Sarantsev, Andrey¹ (AUTHOR) asarantsev@unr.edu

Source: Statistics & Risk Modeling. Jan2025, Vol. 42 Issue 1/2, p1-18. 18p.

Modified method of moments for generalized Laplace distributions.

Authors: Fischer, Adrian Gaunt, Robert E. Sarantsev, Andrey

Source: Communications in Statistics: Simulation & Computation; 2025, Vol. 54 Issue 6, p2047-2064, 18p

Tutorial on running median subtraction filter with application to searches for exotic field transients in multi-messenger astronomy.

Authors: Sen, Arko P. Sarantsev, Andrey Blewitt, Geoffrey et al.

Source: AIP Advances. May2025, Vol. 15 Issue 5, p1-11. 11p.

Birth and death processes in interactive random environments.

Authors: Pang, Guodong Sarantsev, Andrey Suhov, Yuri

Source: Queueing Systems; Oct2022, Vol. 102 Issue 1/2, p269-307, 39p

Penalty method for obliquely reflected diffusions.

Authors: Sarantsev, Andrey¹ (AUTHOR) asarantsev@unr.edu

Source: Lithuanian Mathematical Journal. Oct2021, Vol. 61 Issue 4, p518-549. 32p.

Transient behaviors of single-server queues with diffusive rates.

Authors: Pang, Guodong Sarantsev, Andrey Suhov, Yuri

Source: Queueing Systems; Apr2022, Vol. 100 Issue 3/4, p333-335, 3p

Stationary distributions and convergence for M/M/1 queues in interactive random environment.

Authors: Pang, Guodong Sarantsev, Andrey Belopolskaya, Yana et al.

Source: Queueing Systems; Apr2020, Vol. 94 Issue 3/4, p357-392, 36p

Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes.

Authors: Goffard, Pierre-Olivier Sarantsev, Andrey

Source: Journal of Applied Probability. Dec2019, Vol. 56 Issue 4, p1244-1268. 25p.

Partial wave analysis.

Authors: Klempt, Eberhard Sarantsev, Andrey V. Thoma, Ulrike

Source: EPJ Web of Conferences. 2017, Vol. 134, p1-23. 23p.

TWO-SIDED INFINITE SYSTEMS OF COMPETING BROWNIAN PARTICLES.

Authors: SARANTSEV, ANDREY¹ sarantsev@pstat.ucsb.edu

Source: ESAIM: Probability & Statistics. 2017, Vol. 21, p1-32. 32p.

PANEL DISCUSSION III: HEAVY QUARKS AND HADRON SPECTROSCOPY.

Authors: WEI CHEN SARANTSEV, ANDREY LIKHODED, ANATOLY et al.

Source: Particle & Astroparticle Physics, Gravitation & Cosmology: Predictions, Observations & New Projects - Proceedings of the Xxx-Th International Workshop on High Energy Physics. 2015, p155-160. 6p.

Explicit Rates of Exponential Convergence for Reflected Jump-Diffusions on the Half-Line.

Authors: Sarantsev, Andrey¹ sarantsev@pstat.ucsb.edu

Source: ALEA. Latin American Journal of Probability & Mathematical Statistics. 2016, Vol. 13, p1069-1093. 25p.

Erratum: "Tutorial on running median subtraction filter with application to searches for exotic field transients in multi-messenger astronomy" [AIP Adv. 15, 055205 (2025)].

Authors: Sen, Arko P. Sarantsev, Andrey Blewitt, Geoffrey et al.

Source: AIP Advances. Jul2025, Vol. 15 Issue 7, p1-1. 1p.

On a class of diverse market models.

Authors: Sarantsev, Andrey¹ ansa1989@math.washington.edu

Source: Annals of Finance. May2014, Vol. 10 Issue 2, p291-314. 24p.

Weak convergence of obliquely reflected diffusions.

Authors: Sarantsev, Andrey¹ sarantsev@pstat.ucsb.edu

Source: Annales de l'Institut Henri Poincare (B) Probability & Statistics. Aug2018, Vol. 54 Issue 3, p1408-1431. 24p.

Large rank-based models with common noise.

Authors: Kolli, Praveen Sarantsev, Andrey

Source: Statistics & Probability Letters. Aug2019, Vol. 151, p29-35. 7p.

Infinite systems of competing Brownian particles.

Authors: Sarantsev, Andrey¹ sarantsev@pstat.ucsb.edu

Source: Annales de l'Institut Henri Poincare (B) Probability & Statistics. Nov2017, Vol. 53 Issue 4, p2279-2315. 37p.

Autoregressive Modeling of Forest Dynamics.

Authors: Rumyantseva, Olga Sarantsev, Andrey Strigul, Nikolay

Source: Forests (19994907). Dec2019, Vol. 10 Issue 12, p1074. 1p.

Penalty method for reflected diffusions on the half-line.

Authors: Bruggeman, Cameron Sarantsev, Andrey

Source: Stochastics: An International Journal of Probability & Stochastic Processes. Mar2017, Vol. 89 Issue 2, p485-509. 25p.

Modeling Financial System with Interbank Flows, Borrowing, and Investing.

Authors: Maheshwari, Aditya Sarantsev, Andrey

Source: Risks. Dec2018, Vol. 6 Issue 4, p131. 1p.