Search Results - "Bening, V. E."

Burr’s Distribution for Asymptotic Studies of the Behavior of an Insurance Company’s Reserve by Bening, V. E.

“…Asymptotic behavior of the reserve of an organization exposed to risk is considered for when the number of factors leading to a loss is random. A specific…”
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On Risks of Estimates Based on Random-Size Samples by Bening, V. E.

“…An asymptotical approach to the statistical estimation problem is considered under the assumption that the number of observations is a random variable. This…”
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On the Asymptotic Efficiency of Tests in Hypothesis Testing Problems by Bening, V. E.

“…The paper contains an introduction to the asymptotic theory of hypothesis testing and a review of recent results of the author and his students. We consider…”
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On a class of Markovian queuing systems described by inhomogeneous birth-and-death processes with additional transitions by Zeifman, A. I., Satin, Ya. A., Korotysheva, A. V., Korolev, V. Yu, Bening, V. E.

“…A class of inhomogeneous Markovian queuing systems with possible catastrophic failures and group arrival of customers in the case of empty queue is considered;…”
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Asymptotic Behavior of Generalized Risk Processes by Bening, V. E., Korolev, V. Yu, Liu, Li Xin

“…In this paper, the asymptotic behavior of generalized risk processes without any moment assumptions on the controlling process is described.[PUBLICATION…”
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Limit theorems for continuous-time random walks in the double-array limit scheme by Bening, V. E., Korolev, V. Yu, Koksharov, S., Kolokoltsov, V. N.

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Convergence-rate estimates for superpositions of independent stochastic processes with applications to estimation of the accuracy of approximation of the distributions of continuous-time random walks by fractional stable laws by Bening, V. E., Korolev, V. Yu, Koksharov, S., Kolokoltsov, V. N.

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On the asymptotic defect of some Bayesian criteria by Bening, V. E.

“…This paper focuses on the problem of testing a simple hypothesis about a one-dimensional parameter against one-sided alternatives with independent identically…”
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Low-frequency structural plasma turbulence in the L-2M stellarator by Batanov, G. M., Bening, V. E., Korolev, V. Yu, Petrov, A. E., Pshenichnikov, A. A., Sarksyan, K. A., Skvortsova, N. N., Kharchev, N. K., Kholnov, Yu. V.

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On the increments distribution of stock prices by Yu, Korolev V, Xuanmin, Zhao, Bening, V. E.

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Estimates of some characteristics of multidimensional birth-and-death processes by Zeifman, A. I., Sipin, A. S., Korolev, V. Yu, Bening, V. E.

“…An approach making it possible to obtain estimates of certain probabilities related to inhomogeneous multidimensional birth-and-death processes is proposed…”
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On the Accuracy of Approximation of the Negative Binomial Distribution by the Gamma Distribution and Convergence Rate of the Distributions of Some Statistics to the Student Distribution by Bevrani, H., Bening, V. E., Korolev, V. Yu

“…Some estimates are presented for the accuracy of approximation of the negative binomial distribution by the gamma distribution. These results are applied to…”
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New approach to the probabilistic-statistical analysis of turbulent transport processes in plasma by Batanov, G. M., Bening, V. E., Korolev, V. Yu, Petrov, A. E., Sarksyan, K. A., Skvortsova, N. N., Kharchev, N. K.

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On a Power of Optimal Test for Asymptotic Distinction of Statistical Hypotheses for Distributions with Heavy Tails by Bening, V. E., Korolev, V. Yu, Da, U

“…In the paper, the asymptotic behavior of the power function of the most powerful test in the problem of testing a simple hypothesis against a simple…”
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Statistical Estimation of Parameters of Fractionally Stable Distributions by Bening, V. E., Korolev, V. Yu

“…Estimators are constructed for the parameters of fractionally stable distributions…”
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On Estimation of Student Distribution Center with a Small Number of Degrees of Freedom by Bening, V. E., Korolev, V. Yu

“…In the paper, the asymptotic properties of the estimators for the Student distribution center are studied. Main attention is paid to the case of a small number…”
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Turbulent transport processes in a plasma as a diffusion process with random time by Batanov, G. M., Bening, V. E., Korolev, V. Yu, Petrov, A. E., Sarksyan, K. A., Skvortsova, N. N., Kharchev, N. K., Shchepetov, S. V.

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Calculation of deficiencies of some asymptotically efficient tests by Bening, V. E.

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An exact formula for the mean number of claims served by a one-channel queuing system with rejections on a given time interval by Bakirov, N. K., Snachev, M. V., Bening, V. E.

“…An exact formula for the mean number of claims served by a one-channel queuing system (QS) with rejections on a given time interval is obtained, which makes it…”
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On approximation of the necessary reserve capital of an insurance company serving many nonhomogeneous contracts by Bening, V. E., Korolev, V. Yu

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