Prokopenko Evgeny

Research interests

Large Deviations, Renewal processes

Biography

MSc (2014) in Mathematics and Applied Mathematics from Novosibirsk State University.

PhD (2018) in Large Deviations for Continuous-time Random Walks.

PostDoc (on leave) ESSEC Business School, Paris

Publications

• A.A. Mogulskii, E.I. Prokopenko. Local limit theorems for multidimensional compound renewal process, when Cramer’s condition holds. Matematicheskie Trudy, 2019, V.22, I.2 p. 106—133.
• A.A. Mogulskii, E.I. Prokopenko. The rate function and the fundamental function for multidimensional compound renewal process. Siberian Electronic Mathematical Reports, 2019, V.16, p.1449---1463.
• A.A. Mogulskii, E.I. Prokopenko. Large deviation principle for multidimensional first compound renewal processes in the phase space. Siberian Electronic Mathematical Reports, 2019, V.16, p.1464---1477.
• A.A. Mogulskii, E.I. Prokopenko. Large deviation principle for multidimensional second compound renewal processes in the phase space. Siberian Electronic Mathematical Reports, 2019, V.16, p.1478---1492.
• A.A. Borovkov, A.A. Mogulskii, E.I. Prokopenko. Properties of the deviation rate function and the asymptotics for the laplace transform of the distribution of a compound renewal process. Teor. Veroyatnost. i Primenen., 2019, 64:4, 625---641.
• A.A. Mogulskii, E.I. Prokopenko. . Integro-local theorems for multidimensional compound renewal processes, when Cramer’s condition holds. I. . Siberian Electronic Mathematical Reports, 2018, V.15, p.475-502.
• A.A. Mogulskii, E.I. Prokopenko. . Integro-local theorems for multidimensional compound renewal processes, when Cramer’s condition holds. II. . Siberian Electronic Mathematical Reports, 2018, V.15, p.503-527.
• A.A. Mogulskii, E.I. Prokopenko. . Integro-local theorems for multidimensional compound renewal processes, when Cramer’s condition holds. III. . Siberian Electronic Mathematical Reports, 2018, V.15, p.528-553.
• M.G. Chebunin, E.I. Prokopenko, A.S. Tarasenko. Spatially decentralized protocols in random multiple access networks. Siberian Electronic Mathematical Reports, 2018, V.15, p. 135-152.
• A.V. Logachev, E.I. Prokopenko. Large deviation principle for integral functionals of a Markov process. Siberian Electronic Mathematical Reports, 2015, V.15, p. 639-650.