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Korolev Viktor Yur'evich

Statistics Math-Net.Ru
Total publications: 79
Scientific articles: 70
Cited articles: 44
Citations in Math-Net.Ru: 249
Presentations: 8

Number of views:
This page:2779
Abstract pages:14152
Full texts:4284
References:1316
Professor
Doctor of physico-mathematical sciences (1994)
Birth date: 1954
E-mail: , ,

http://www.mathnet.ru/eng/person30438
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List of publications on ZentralBlatt
http://www.ams.org/mathscinet/search/author.html?return=viewitems&mrauthid=220255

Publications in Math-Net.Ru
1. Estimates for the concentration functions under the weakened moments
V. Yu. Korolev, A. V. Dorofeyeva
Teor. Veroyatnost. i Primenen., 62:1 (2017),  104–121
2. Asymmetric Linnik distributions as limit laws for random sums of independent random variables with finite variances
V. Yu. Korolev, A. I. Zeifman, A. Yu. Korchagin
Inform. Primen., 10:4 (2016),  21–33
3. The Poisson theorem for Bernoulli trials with a random probability of success and a discrete analog of the Weibull distribution
V. Yu. Korolev, A. Yu. Korchagin, A. I. Zeifman
Inform. Primen., 10:4 (2016),  11–20
4. Limit distributions for doubly stochastically rarefied renewal processes and their properties
V. Yu. Korolev
Teor. Veroyatnost. i Primenen., 61:4 (2016),  753–773
5. Truncation bounds for approximations of inhomogeneous continuous-time Markov chains
A. I. Zeifman, A. V. Korotysheva, V. Yu. Korolev, Ya. A. Satin
Teor. Veroyatnost. i Primenen., 61:3 (2016),  563–569
6. Estimation of availability function using Student distribution
H. Bevrani, V. Yu. Korolev
Teor. Veroyatnost. i Primenen., 61:2 (2016),  384–394
7. Modeling of statistical regularities in financial markets by generalized variance gamma distributions
V. Yu. Korolev, A. Yu. Korchagin, I. A. Sokolov
Inform. Primen., 9:4 (2015),  14–28
8. Statistical modeling of air–sea turbulent heat fluxes by the method of moving separation of finite normal mixtures
V. Yu. Korolev, A. K. Gorshenin, S. K. Gulev, K. P. Belyaev
Inform. Primen., 9:4 (2015),  3–13
9. Signal myogram features research
T. V. Zakharova, V. Yu. Korolev, A. A. Schemirova
Sistemy i Sredstva Inform., 25:4 (2015),  91–100
10. A modified grid method for statistical separation of normal variance-mean mixtures
V. Yu. Korolev, A. Yu. Korchagin
Inform. Primen., 8:4 (2014),  11–19
11. On the bounds of the rate of convergence and stability for some queueing models
A. I. Zeifman, A. V. Korotysheva, K. M. Kiseleva, V. Yu. Korolev, S. Ya. Shorgin
Inform. Primen., 8:3 (2014),  19–27
12. On conditions of convergence of the distributions of extremal order statistics to the Weibull distribution
V. Yu. Korolev, I. A. Sokolov
Inform. Primen., 8:3 (2014),  3–11
13. General bounds for nonstationary continuous-time Markov chains
A. I. Zeifman, V. Yu. Korolev, A. V. Korotysheva, S. Ya. Shorgin
Inform. Primen., 8:1 (2014),  106–117
14. Recent works in the field of modeling information flows in contemporary high-frequency financial applications
V. Yu. Korolev, A. Yu. Korchagin, I. A. Sokolov, A. V. Chertok
Sistemy i Sredstva Inform., 24:4 (2014),  63–85
15. On convergence of the distributions of random sums to skew exponential power laws
M. E. Grigor'eva, V. Yu. Korolev
Inform. Primen., 7:4 (2013),  66–74
16. A limit theorem for geometric sums of independent nonidentically distributed random variables and its application to the prediction of the probabilities of catastrophes in nonhomogeneous flows of extremal events
M. E. Grigor'eva, V. Yu. Korolev, I. A. Sokolov
Inform. Primen., 7:4 (2013),  11–19
17. Estimates of the rate of convergence of the distributions of some random sums to stable laws
V. Yu. Korolev, L. M. Zaks
Inform. Primen., 7:3 (2013),  102–105
18. On convergence of random walks generated by compound Cox processes to Levy processes
V. Yu. Korolev, L. M. Zaks, A. I. Zeifman
Inform. Primen., 7:2 (2013),  84–91
19. Asymptotic expansions for the distribution functions of statistics constructed from samples with random sizes
V. E. Bening, N. K. Galieva, V. Yu. Korolev
Inform. Primen., 7:2 (2013),  75–83
20. Statistical testing for the nonexecutability of fragments of the code of a linear program
V. Yu. Korolev, R. L. Smelyansky, T. R. Smelyansky, A. V. Shalimov
Inform. Primen., 7:2 (2013),  50–54
21. On bounds for the concentration functions of regular statistics constructed from samples with random sizes
V. E. Bening, N. K. Galieva, V. Yu. Korolev
Inform. Primen., 7:1 (2013),  116–123
22. Variance-generalized-gamma-distributions as limit laws for random sums
L. M. Zaks, V. Yu. Korolev
Inform. Primen., 7:1 (2013),  105–115
23. Probability and statistical modeling of information flows in complex financial systems based on high-frequency data
V. Yu. Korolev, A. V. Chertok, A. Yu. Korchagin, A. K. Gorshenin
Inform. Primen., 7:1 (2013),  12–21
24. Some tests for software reliability
V. Yu. Korolev
Sistemy i Sredstva Inform., 23:1 (2013),  132–142
25. Generalized hyperbolic laws as limit distributions for random sums
V. Yu. Korolev
Teor. Veroyatnost. i Primenen., 58:1 (2013),  117–132
26. Rate Of Convergence Of Random Sums Distribution To Nonsymmetric Laplace Distribution
V. E. Bening, V. Yu. Korolev, N. K. Galieva
Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.], 2013, no. 4,  39–45
27. Generalized Laplace distribution as a limit law for random sums and statistics constructed from samples with randomsizes
V. Yu. Korolev, V. E. Bening, L. M. Zaks, A. I. Zeifman
Inform. Primen., 6:4 (2012),  34–39
28. On the accuracy of some mathematical models of catastrophically accumulated effects in prediction of risks of extremal events
I. A. Duchitskii, V. Yu. Korolev, I. A. Sokolov
Inform. Primen., 6:4 (2012),  9–17
29. Preface
I. A. Sokolov, V. Yu. Korolev
Inform. Primen., 6:4 (2012),  3
30. Estimates of the rate of convergence of the distributions of random sums to variance-gamma distributions
V. E. Bening, L. M. Zaks, V. Yu. Korolev
Inform. Primen., 6:3 (2012),  69–73
31. Skew Student distributions, variance-gamma distributions and their generalizations as asymptotic approximations
V. Yu. Korolev, I. A. Sokolov
Inform. Primen., 6:1 (2012),  3–11
32. Nonparametric estimation of the density of a mixture of probability laws
V. Yu. Korolev, A. Yu. Korchagin, O. A. Moreva
Sistemy i Sredstva Inform., 22:2 (2012),  197–226
33. Estimates of the rate of convergence of the distributions of random sums to the skew Student distribution
V. E. Bening, L. M. Zaks, V. Yu. Korolev
Sistemy i Sredstva Inform., 22:1 (2012),  132–141
34. On the Berry–Esseen type inequalities for poisson random sums
V. Yu. Korolev, I. G. Shevtsova, S. Ya. Shorgin
Inform. Primen., 5:3 (2011),  64–66
35. An asymptotically optimal test for the number of components of a mixture of probability distributions
V. E. Bening, A. K. Gorshenin, V. Yu. Korolev
Inform. Primen., 5:3 (2011),  4–16
36. Stability of finite mixtures of generalized gamma-distributions with respect to disturbance of parameters
V. Yu. Korolev, V. A. Krylov, V. Yu. Kuz'min
Inform. Primen., 5:1 (2011),  31–38
37. The evolution of probability characteristics of low-frequency plasma turbulence
G. M. Batanov, A. K. Gorshenin, V. Yu. Korolev, D. V. Malakhov, N. N. Skvortsova
Matem. Mod., 23:5 (2011),  35–55
38. Analysis of fine stochastic structure of chaotic processes by kernel estimators
A. K. Gorshenin, V. Yu. Korolev, D. V. Malakhov, N. N. Skvortsova
Matem. Mod., 23:4 (2011),  83–89
39. An improvement of the convergence rate estimates in the central limit theorem when moments of order greater than two are absent
V. Yu. Korolev, S. Popov
Teor. Veroyatnost. i Primenen., 56:4 (2011),  797–805
40. Separating mixtures of probability distributions with the grid method of moments and the grid maximal likelihood method
V. Yu. Korolev, A. L. Nazarov
Avtomat. i Telemekh., 2010, no. 3,  98–116
41. A new moment estimate of the convergence rate in the Lyapunov theorem
V. Yu. Korolev, I. G. Shevtsova
Teor. Veroyatnost. i Primenen., 55:3 (2010),  577–582
42. On the distribution of particle size under fracturing
V. Yu. Korolev
Inform. Primen., 3:3 (2009),  60–68
43. An upper estimate for the absolute constant in the Berry–Esseen inequality
V. Yu. Korolev, I. G. Shevtsova
Teor. Veroyatnost. i Primenen., 54:4 (2009),  671–695
44. Continuous-time non-homogeneous recurrent reliability variationmodels for modifiable systems
S. V. Artyukhov, V. Yu. Korolev
Inform. Primen., 2:4 (2008),  57–65
45. Median modification of EM- and SEM-algorithms for separation ofmixtures of probability distributions and their application to the decomposition of volatility of financial time series
A. K. Gorshenin, V. Yu. Korolev, A. M. Tursunbayev
Inform. Primen., 2:4 (2008),  12–47
46. Some statistical problems related to the Laplace distribution
V. E. Bening, V. Yu. Korolev
Inform. Primen., 2:2 (2008),  19–34
47. Network methods of separation of mixtures of probability distributions and their application to the decomposition of volatility indexes
V. Yu. Korolev, E. V. Nepomnyashchiy, A. G. Rybal'chenko, A. V. Vinogradova
Inform. Primen., 2:2 (2008),  3–18
48. A new method for the probabilistic and statistical analysis of information flows in telecommunication networks
D. A. Batrakova, V. Yu. Korolev, S. Ya. Shorgin
Inform. Primen., 1:1 (2007),  40–53
49. On powers of likelihood ratio tests constructed from samples with random sizes
V. E. Bening, S. N. Koksharov, V. Yu. Korolev
Sistemy i Sredstva Inform., 2006, no. special issue,  258–285
50. Convergence rate estimates for mixed Poisson random sums
S. V. Gavrilenko, V. Yu. Korolev
Sistemy i Sredstva Inform., 2006, no. special issue,  248–257
51. Probabilistic and statistical analysis of chaotic information flows in telecommunication networks by using the method of moving separation of mixtures
D. A. Batrakova, V. Yu. Korolev
Sistemy i Sredstva Inform., 2006, no. special issue,  183–209
52. An application of the method of mixtures of probability distributions to the analysis of expert estimates
G. I. Bakhturin, V. E. Bening, A. V. Eulampiev, V. Yu. Korolev, E. V. Nepomnyashchii, A. T. Tungushpaev
Sistemy i Sredstva Inform., 2006, no. special issue,  85–100
53. Some methods of the analysis of time characteristics of catastrophes in non-homogeneous flows of extremal events
V. Yu. Korolev, I. A. Sokolov, A. S. Gordeev, M. E. Grigor'eva, S. V. Popov, N. A. Chebonenko
Sistemy i Sredstva Inform., 2006, no. special issue,  5–23
54. On the accuracy of the normal approximation. II
V. Yu. Korolev, I. G. Shevtsova
Teor. Veroyatnost. i Primenen., 50:3 (2005),  555–564
55. On the accuracy of the normal approximation. I
V. Yu. Korolev, I. G. Shevtsova
Teor. Veroyatnost. i Primenen., 50:2 (2005),  353–366
56. On an application of the Student distribution in the theory of probability and mathematical statistics
V. E. Bening, V. Yu. Korolev
Teor. Veroyatnost. i Primenen., 49:3 (2004),  417–435
57. Low-frequency structural plasma turbulence in the L-2M stellarator
G. M. Batanov, V. E. Bening, V. Yu. Korolev, A. Petrov, A. A. Pshenichnikov, K. A. Sarksyan, N. N. Skvortsova, N. K. Kharchev, Yu. V. Khol'nov
Pis'ma v Zh. Èksper. Teoret. Fiz., 78:8 (2003),  974–983
58. Nonparametric estimation of the ruin probability for generalized risk processes
V. E. Bening, V. Yu. Korolev
Teor. Veroyatnost. i Primenen., 47:1 (2002),  3–20
59. Turbulent transport processes in a plasma as a diffusion process with random time
G. M. Batanov, V. E. Bening, V. Yu. Korolev, A. Petrov, K. A. Sarksyan, N. N. Skvortsova, N. K. Kharchev, S. V. Shchepetov
Pis'ma v Zh. Èksper. Teoret. Fiz., 73:3 (2001),  143–147
60. Asymptotic properties of extrema of compound Cox processes and their applications to some problems of financial mathematics
V. Yu. Korolev
Teor. Veroyatnost. i Primenen., 45:1 (2000),  182–194
61. Asymptotic properties of sample quantiles constructed from samples with random sizes
V. Yu. Korolev
Teor. Veroyatnost. i Primenen., 44:2 (1999),  440–445
62. On convergence of distributions of compound Cox processes to stable laws
V. Yu. Korolev
Teor. Veroyatnost. i Primenen., 43:4 (1998),  786–792
63. On the convergence of distributions of random sums of independent random variables to stable laws
V. Yu. Korolev
Teor. Veroyatnost. i Primenen., 42:4 (1997),  818–820
64. Asymptotic behavior of nonrandomly centered generalized Cox processes
V. E. Bening, V. Yu. Korolev
Fundam. Prikl. Mat., 2:4 (1996),  957–975
65. Convergence of random sequences with independent random indices. II
V. Yu. Korolev
Teor. Veroyatnost. i Primenen., 40:4 (1995),  907–910
66. Convergence of random sequences with the independent random indices. I
V. Yu. Korolev
Teor. Veroyatnost. i Primenen., 39:2 (1994),  313–333
67. On Limit Distributions of Randomly Indexed Random Sequences
V. Yu. Korolev
Teor. Veroyatnost. i Primenen., 37:3 (1992),  564–570
68. An Approximation of Distributions of Sums of Independent Random Variables by Mixtures of Normal Laws
V. Yu. Korolyev
Teor. Veroyatnost. i Primenen., 34:3 (1989),  581–588
69. Non-Uniform Estimates of the Accuracy of the Normal Approximation for Distributions of Sums of Independent Random Variables with Random Number of Summands
V. Yu. Korolev
Teor. Veroyatnost. i Primenen., 33:4 (1988),  813–817
70. On the Accuracy of Normal Approximation for the Distribution of a Sum of Random Number of Independent Random Variables
V. Yu. Korolev
Teor. Veroyatnost. i Primenen., 33:3 (1988),  577–581
71. Convergence of moments of sums of random number of independent random variables
V. Yu. Korolev
Teor. Veroyatnost. i Primenen., 30:2 (1985),  361–364

72. Preface
I. A. Sokolov, V. Yu. Korolev
Inform. Primen., 7:2 (2013),  3
73. Preface
I. A. Sokolov, V. Yu. Korolev
Inform. Primen., 5:3 (2011),  2–3
74. Preface
I. A. Sokolov, V. Yu. Korolev
Inform. Primen., 4:2 (2010),  2
75. Preface
I. A. Sokolov, V. Yu. Korolev
Inform. Primen., 3:3 (2009),  2–3
76. Preface
I. A. Sokolov, V. Yu. Korolev
Inform. Primen., 2:2 (2008),  2
77. On the 75th birthday of V. M. Zolotarev
L. G. Afanas'eva, E. V. Bulinskaya, O. V. Viskov, I. È. Ibragimov, R. I. Ivanovskaya, V. Yu. Korolev, V. M. Kruglov, Yu. V. Prokhorov, B. A. Sevast'yanov, V. V. Senatov, M. V. Khatuntseva, Yu. S. Khokhlov, D. M. Chibisov, A. N. Shiryaev
Teor. Veroyatnost. i Primenen., 51:4 (2006),  773–775
78. XX International Seminar on Stability Problems of Stochastic Models (Abstracts) I
V. M. Zolotarev, V. Yu. Korolev
Teor. Veroyatnost. i Primenen., 45:4 (2000),  793–818
79. XIX International Seminar on Stability Problems of Stochastic Models
V. M. Zolotarev, V. Yu. Korolev
Teor. Veroyatnost. i Primenen., 44:1 (1999),  155–210
80. XVIII International Seminar on Stability Problems of Stochastic Models (1996)
V. Yu. Korolev
Teor. Veroyatnost. i Primenen., 42:2 (1997),  371–445

Presentations in Math-Net.Ru
1. Normal Mixture Models: Prokhorov's Ideas and Some Recent Results
International Scientific Conference "Probability Theory and its Applications" On Occasion of 85th Birthday of Yu. V. Prokhorov
February 14, 2015 11:45   
2. Семинар, посвященный памяти Юрия Васильевича Прохорова. TBA
Seminar of the Department of Probability Theory "Stochastic Analysis: Theory and Applications", Steklov Mathematical Institute of RAS
December 15, 2014 13:00
3. О сходимости распределений случайных сумм и статистик, построенных по выборкам случайного объема, к экспоненциально-степенным законам (обобщенным распределениям Лапласа)
Seminar on Probability Theory and Mathematical Statistics
November 16, 2012 19:00
4. Probabilistic and statistical methods for the decomposition of the volatility of chaotic processes
Principle Seminar of the Department of Probability Theory, Moscow State University
November 30, 2011 16:45
5. Exact and asymptotically exact constants in the Berry - Esseen inequality, its refinements and generalizations. Part II
Principle Seminar of the Department of Probability Theory, Moscow State University
November 18, 2009 16:45
6. Exact and asymptotically exact constants in the Berry - Esseen inequality, its refinements and generalizations. Part I
Principle Seminar of the Department of Probability Theory, Moscow State University
October 21, 2009 16:45
7. Обобщенные процессы Кокса и их применение к предсказанию катастроф
Principle Seminar of the Department of Probability Theory, Moscow State University
October 18, 2006
8. О точности нормальной аппроксимации для распределений сумм независимых случайных величин
Principle Seminar of the Department of Probability Theory, Moscow State University
December 7, 2005

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