Dr
Kostya Borovkov
Research Interests
- Functional Limit Theorems of Probability Theory:
- invariance principle type theorems, convergence rates,
functional laws of Erdös-Rényi type, stability
theorems.
- Branching Processes:
- functional limit theorems, asymptotic expansions,
transient phenomena, varying and random environment.
- Poisson Approximation:
- higher order approximations, Markov chains with rare
transitions.
- Theory of Records:
- distributional properties of record indices, sequences
with trend.
- Markov Chain Monte Carlo:
- surface integrals and related problems.
- Applications of stochastic models:
- control theory, finance etc.
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