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Dmitry Korshunov

Born 1966 in Akademgorodok (Novosibirsk, Russia)

• Novosibirsk State University, Mathematical Department; period: 1983-1988; Degree: M.S., Thesis "Transition phenomena for Markov chains and their applications", advisor Professor A. A. Borovkov
• Institute of Mathematics (Novosibirsk, Russia); period: 1988-1990; Candidate of Sciences degree, PhD thesis "Transition phenomena for real-valued Markov chains", advisor Professor A. A. Borovkov
• Institute of Mathematics (Novosibirsk, Russia); 13 Oct 2004; Doctor of Sciences degree, DSc thesis "Large deviation probabilities for asymptotically space homogeneous stable Markov chains"

• asymptotic behaviour of stationary Markov chains under heavy traffic, continuity theorems for Markov chains distributions,
• large deviation theorems for Markov chains
• large deviation theorems for the maximum of partial sums

Research Experience: Institute of Mathematics (Novosibirsk, RUSSIA), senior scientific researcher, 1988-present

Teaching Experience:
Since 1989 lecturer of the courses on probability theory and mathematical statistics at the Novosibirsk State University.

Tools for handling PS-files Aladdin Ghostscript

1. Transient phenomena for Markov chains and their applications, Adv. Appl. Probab. 24 (1992) 322-342 (with A. A. Borovkov and G. Fayolle).
2. Transition phenomena for real-valued Markov chains, Sibirian Advances in Mathematics 3(4) (1993) 53-100. PS-file is available (ZIPed).
3. Ergodicity in a sense of weak convergence, equilibrium-type identities and large deviations for Markov chains. Grigelionis, B. (ed.) et al., Probability theory and mathematical statistics. Proceedings of the sixth Vilnius conference. Utrecht: VSP (1994) 89-98 (with A. A. Borovkov). PDF-file is available, also PS-file is available (ZIPed).
4. Large deviation probabilities for one-dimensional Markov chains. I: Stationary distributions, Theory Probab. Appl. 41(1) (1996) 1-24 (with A. A. Borovkov). PDF-file is available.
5. Tightness and continuity of a family of invariant measures for Markov chains depending on a parameter, Sib. Math. J. 37 (1996) 730-746. PS-file is available (ZIPed).
6. On distribution tail of the maximum of a random walk, Stochastic Processes and Their Applications 72 (1997) 97-103. PDF-file is available.
7. Ergodicity of a polling network with an infinite number of stations, Queueing Systems 32 (1999) 169-193 (With A. A. Borovkov and R. Schassberger). PDF-file is available. The original publication is available at www.springerlink.com, PDF.
8. Large-deviation probabilities for one-dimensional Markov chains. Part 2. Prestationary distributions in the exponential case, Probability Theory and its applications 45 (2001) 379-405 (with A. A. Borovkov). PDF-file is available.
9. Sampling at a random time with a heavy-tailed distribution, Markov Processes and Related Fields 6 (2000) 543-568 (with S. Foss). PDF-file is available, also PS-file is available (ZIPed).
10. Limit theorems for general Markov chains. Sib. Math. J. 42 (2001) 301-316. PDF-file is available.
11. Large-deviation probabilities for maxima of sums of independent random variables with negative mean and subexponential distribution, Probability Theory and its applications 46 (2002) 355-366. PDF-file is available.
12. Large-deviation probabilities for one-dimensional Markov chains. Part 3. Prestationary distributions in the subexponential case, Probability Theory and its applications 46 (2002) 603-618 (with A. A. Borovkov). PDF-file is available.
13. Asymptotics for sums of random variables with local subexponential behaviour, Journal of Theoretical Probability 16 (2003) 489-518 (with S. Asmussen and S. Foss). PDF-file is available
14. Asymptotics for random walks with dependent heavy-tailed increments, Sib. Math. J. 44 (2003) 833-844 (with S. Schlegel and V. Schmidt). PDF-file is available
15. Tail asymptotics for the supremum of a random walk when the mean is not finite, Queueing Systems 46 (2004) 15-33 (with S. Foss and D. Denisov). PDF-file is available. The original publication is available at www.springerlink.com, PDF.
16. The critical case of the Cramer-Lundberg theorem on the asymptotic tail behavior of the maximum of a negative drift random walk, Siberian Mathematical Journal 46 (2005) 1077-1081. PDF-file is available.
17. Heavy tails in multi-server queue, Queueing Systems 52 (2006) 31-48 (with S. Foss). PDF-file is available. The original publication is available at www.springerlink.com, PDF.
18. On the distribution density of the supremum of a random walk in the subexponential case, Siberian Mathematical Journal 47 (2006) 1060-1065. PDF-file is available. The original publication is available at www.springerlink.com, PDF.
19. Lower limits and equivalences for convolution tails, The Annals of Probability 35 (2007) 366-383 (with S. Foss). PDF-file is available.
20. Lower limits for distribution tails of randomly stopped sums, Theory Probab. Appl. 52 (2007) 690-699 (with D. Denisov and S. Foss). PDF-file is available.
21. The key renewal theorem for a transient Markov chain, Journal of Theoretical Probability 21 (2008) 234–245. PDF-file is available.
22. On lower limits and equivalences for distribution tails of randomly stopped sums, Bernoulli 14 (2008) 391–404 (with D. Denisov and S. Foss). PDF-file is available.
23. Convolutions of long-tailed and subexponential distributions, Journal of Applied Probability 46 (2009) 756--767 (with S. Foss and S. Zachary).

(383)363-45-78 (office) korshunov-at-math.nsc.ru