Alexander M. Iksanov - Publications

1. Perpetuities, branching random walk and selfdecomposability (in Ukrainian), monograph, KTI-PRINT: Kiev, 2007, 192 p. Available upon request.
2. Statistics of shot noise processes with exponential response function, lecture notes, Kyiv University, 2002, 61 p.
3. Non-negative infinitely divisible distributions, lecture notes, electronic version, 2003.
4. Theory of characteristic functions (co-authors V.I.Tyuptya and V.I. Shevchenko), lecture notes, Kyiv University, 2004, 46 p.

Submitted papers:

1. "Limit theorems for the number of occupied boxes in the Bernoulli sieve" (with A.Gnedin and A. Marynych), submitted on January 27, 2010, 17 pages.
2. "Exponential moments of first passage times and related quantities for random walks" (with M. Meiners), submitted on May 28, 2010, 15 pages.

Accepted papers:

1. "The Bernoulli sieve: an overview" (with A. Gnedin and A. Marynych), Discrete Mathematics and Theoretical Computer Science, Proceedings Series, to appear.

Published papers:

2010

1. "Exponential rate of almost sure convergence of intrinsic martingales in supercritical branching random walks" (with M. Meiners), Journal of Applied Probability, 47, no. 2, pp. 513-525.

2009

1. "A limiting distribution for the number of cuts needed to isolate the root of a random recursive tree" (with M.Drmota, M.Moehle and U.Roesler), Random structures and algorithms, 34, pp.319-336.
2. "A log-type moment result for perpetuities and its application to martingales in supercritical branching random walks" (with G.Alsmeyer), Electronic Journal of Probability, 14, pp. 289-313.
3. "On distributional properties of perpetuities" (with G.Alsmeyer and U.Roesler), Journal of Theoretical Probability, 22, pp. 666-682.
4. "The Bernoulli sieve revisited" (with A.Gnedin, P.Negadajlov and U.Roesler), Annals of Applied Probability, 19, pp. 1634-1655.
5. "On the number of collisions in beta (2,b)-coalescents" (with A. Marynych and M. Moehle), Bernoulli, 15, pp. 829-845.
6. "Exponential rate of L_p-convergence of intrinsic martingales in supercritical branching random walks" (with G. Alsmeyer, S. Polotskiy and U.Roesler), Theory of Stochastic Processes, 15(31), no.2, pp. 1-18.

2008

1. "On asymptotics of exchangeable coalescents with multiple collisions" (with A.Gnedin and M.Moehle), Journal of Applied Probability, 45(4), pp.1186-1195.
2. "On asymptotic behavior of certain recursions with random indices of linear growth" (with Yu. Terletsky), ProbStatForum, 1, pp.62-67.
3. "A note on non-regular martingales" (with A.Marynych), Statistics and Probability Letters, 78 (17), pp. 3014-3017.
4. "On the number of jumps of random walks with a barrier" (with M. Moehle), Advances in Applied Probability, 40(1), pp. 206-228. There is also a preprint version of this paper entitled "On a random recursion related to absorption times of death Markov chains".
5. "On the number of zero increments of random walks with a barrier" (with P.Negadajlov), Discrete Mathematics and Theoretical Computer Science, Proceedings Series Volume AI, 247-254.
6. "Small parts in the Bernoulli sieve" (with A. Gnedin and U. Roesler), Discrete Mathematics and Theoretical Computer Science, Proceedings Series Volume AI, 239-246.

2007

1. "A probabilistic proof of a weak limit law for the number of cuts needed to isolate the root of a random recursive tree" (with M.Moehle), Electron. Comm. Probab. 12, pp. 28-35.
2. "On the supremum of perturbed random walk", Bulletin of Kiev University, n.1, pp. 161-164.
3. "Asymptotic results about the total branch length of the Bolthausen-Sznitman coalescent" (with M.Drmota, M.Moehle and U.Roesler), Stochastic Processes and Applications 117 (10), pp. 1404-1421.
4. "On an integro-functional equation related to fixed points of the smoothing transforms", Bulletin of Kiev University, n.2, pp.151-154.

2006

1. "On the rate of convergence of a regular martingale related to a branching random walk", Ukrainian Math. J., 58 (3), pp. 326-342.
2. "Some moment results about the limit of a martingale related to the supercritical branching random walk and perpetuities" (with Uwe Roesler), Ukrainian Math.J., 58 (4), pp. 451-471.
3. "On the supremum of a martingale related to the branching random walk", (with P.Negadajlov), T.Imov. ta Mat.Statist., 74, pp. 44-51.
4. "On some moments of the limit random variable for a normalized supercritical Galton-Watson process", In Focus on Probability Theory, L.R. Velle (ed.), Nova Science Publishers, Inc. (New-York), pp. 151-158.
5. Regular variation in the branching random walk (with S.Polotsky), Theory of stochastic processes, 12(28), n.1-2, pp. 38-54.
6. "The Hurwitz zeta distribution" (with C.Y.Hu, G.D.Lin, O.K.Zakusylo), Austr. New Zealand J. Stat., 48(1), pp. 1-6.

1. "On a Pitman-Yor problem",(jointly with C.S. Kim), Statistics and Probability Letters, 68(1), pp.61-72.
2. "On a new factorization property of the selfdecomposable probability distributions on Banach spaces"(jointly with Z.J.Jurek and B.M.Schreiber), Annals of Probability, 32(2), pp. 1356-1369.
3. "New explicit examples of fixed points of Poisson shot noise transforms" (joinly with Che-Soong Kim), Australian & New Zealand J. Statistics, 46(2), 313-321
4. "Elementary fixed points of the BRW smoothing transforms with infinite number of summands", Stochastic Processes and Applications , 114(1), 27-50.
5. "Infinite divisibility of infinite sums of lower records, a simple proof", Journal of Applied Probability , 41(4), pp. 1187-1190.

2003

1. "Shot noise distributions and selfdecomposability"(jointly with Z.J.Jurek), Stochastic Analysis and Applications, Vol. 21, No. 3,pp.593-609.
2. "A Conjecture on the Tail Behaviour of Shot-Noise Fixed Points", Teor.Imov. Mat. Statist. 69, 37-41 (in Ukrainian).

2002

1. "Remarks concerning proofs of some results on selfdecomposability in Banach space", Bulletin of Kiev University, ser. phys.-math.sciences, no.2, pp.221-227.
2. "On fixed points of Poisson shot noise transforms" (jointly with Z.J.Jurek), Advances in Applied Probability, 34, no.4, pp.798-825.
3. "On perpetuities related to the size-biased distributions", Theory Stoch. Proc., N 1-2, 8(24), pp. 128-135.
4. "On positive distributions of the class L of self-decomposable laws", Theor.Probability and Math.Statist. (translated by AMS from the Ukrainian journal), 64, pp.51-61 .

2001

1. "Parameter estimation for the radioactive contamination process", Studia Scientarum Mathematicarum Hungarica, 37, pp.237-258.

2000

1. "The relative stability for maxima of observations of a shot noise process", Theor.Probability and Math.Statist., 60, pp. 43-51.

1999

1. "Two characterizations of an almost exponential distributions via order statistics"(in Ukrainian), Bulletin of Kiev University, ser. phys.-math. sciences, no.1, pp.214-219.
2. Estimation for the stationary distribution of the radioactive contamination process"(in Ukrainian), Bulletin of Kiev University, ser. phys.-math. sciences, no.2, pp.248-255.
3. "An exact distribution of a drift parameter estimate for the radioactive contamination process", Bulletin of Kiev University, ser. phys.-math. sciences, no.3, pp.213-220.

1998

1. "Parameter estimation for the radioactive contamination process when distances between observations are geometrically distributed"(in Ukrainian), Bulletin of Kiev University, ser. phys.-math. sciences, no.2, pp.209-213.
2. "On estimation of distribution function of a jump for the radioactive contamination process"(in Ukrainian), Bulletin of Kiev University, ser. phys.-math. sciences, no.3, pp.189-193.
3. "Parameter estimation for the radioactive contamination process based on Markovian observations", Bulletin of Kiev University, ser. phys.-math. sciences, no.4, pp.145-148.

Recent talks (since 2009):

1. "Recent results about the Bernoulli sieve", Statistical Colloquium, Mathematical Institute, Heinrich-Heine Uinversity, Duesseldorf, Germany, January 12, 2009 (invited by Martin Moehle).
2. "Recent results about the Bernoulli sieve", Oberseminar "Mathematical Stochastics", Institute of Mathematical Statistics, University of Muenster, Germany, January 15, 2009 (invited by Gerold Alsmeyer).
3. "The number of collisions in beta-coalescents", Oberseminar "Mathematical Stochastics", Institute of Mathematical Statistics, University of Muenster, January 29, 2009 (invited by Gerold Alsmeyer).
4. "Recent results about the Bernoulli sieve", Oberseminar "Stochastics", University of Kiel, Germany, February 5, 2009 (invited by Uwe Roesler).