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V. S. Koroliuk

Publications and source records attributed to V. S. Koroliuk.

7 recordsLinked to original sources
arXiv2020

Differential diffusion model with two equilibrium states

The difference diffusion model with two equilibrium states is given by a stochastic equation with two components: the predicted one, which is determined by the regression function of increments with two equilibriums, and the stochastic one, which is the martingale difference. We propose a classification of zones of influence of equilibriums according to asymptotic properties of trajectories of statistical experiments. We study asymptotic behavior of statistical experiments, determined by the sums of $N$ sample values, as $N\to\infty$.

math.PR↗
arXiv2020

Equilibrium in Wright-Fisher models of population genetics

For multivariant Wright-Fisher models in population genetics, we introduce equilibrium states, expressed by fluctuations of probability ratio, in contrast to the traditionally used fluctuations, expressed by the difference between the current value of the random process and its equilibrium value. Then the drift component of the dynamic process of gene frequencies, primarily expressed as a ratio of two quadratic forms, is transformed into a cubic parabola with a certain normalization factor.

math.ST↗
arXiv2009

Levy Approximation of Impulsive Recurrent Process with Markov Switching

In this paper, the weak convergence of impulsive recurrent process with Markov switching in the scheme of Levy approximation is proved. For the relative compactness, a method proposed by R. Liptser for semimartingales is used with a modification, where we apply a solution of a singular perturbation problem instead of an ergodic theorem.

math.PR↗
arXiv2009

Poisson Approximation of Processes with Locally Independent Increments with Markov Switching

In this paper, the weak convergence of additive functionals of processes with locally independent increments and with Markov switching in the scheme of Poisson approximation is proved. For the relative compactness, a method proposed by R. Liptser for semimartingales is used with a modification, where we apply a solution of a singular perturbation problem instead of an ergodic theorem.

math.PR↗