J. Ivanovs

发表

Zooming-in on a Lévy process: failure to observe threshold exceedance over a dense grid

Krzysztof Bisewski, J. Ivanovs, 2019, Electronic Journal of Probability.

Zooming in on a L\'evy process at its supremum

Jevgenijs Ivanovs, J. Ivanovs, 2016, 1610.04471.

Optimal estimation of some random quantities of a L\'evy process

M. Podolskij, J. Ivanovs, 2020, 2001.02517.

Strikingly simple identities relating exit problems for L\'evy processes under continuous and Poisson observations

Jevgenijs Ivanovs, Hansjoerg Albrecher, J. Ivanovs, 2015 .

Time inhomogeneity in longest gap and longest run problems

S. Asmussen, J. Ivanovs, Anders Ronn Nielsen, 2015, 1510.00579.

Detection of groups of concomitant extremes using clustering

J. Ivanovs, V. Fomichov, 2020 .

Occupation densities in solving exit problems for Markov additive processes and their reflections

Zbigniew Palmowski, Jevgenijs Ivanovs, Z. Palmowski, 2011 .

Robust bounds in multivariate extremes

J. Ivanovs, Sebastian Engelke, 2016, 1608.04214.

A factorization of a Lévy process over a phase-type horizon

S. Asmussen, J. Ivanovs, 2018, Stochastic Models.

Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon

M. Bladt, J. Ivanovs, 2021, 2101.08076.

Recognition of Human Poses Using Pictorial Structures Jevgenijs Ivanovs

J. Ivanovs, 2007 .

CELEBRATING 50 YEARS OF THE APPLIED PROBABILITY TRUST

J. Ivanovs, Peiman Asadi, 2014 .

A series expansion formula of the scale matrix with applications in change-point detection

J. Ivanovs, K. Yamazaki, 2021, 2109.03361.

Recovering Brownian and jump parts from high-frequency observations of a L\'evy process

Jorge Ignacio Gonz'alez C'azares, J. Ivanovs, 2020, 2003.05363.

L\'evy-driven polling systems

K. M. Kosinski, O. Boxma, M. Mandjes, 2010 .

Occupation densities in solving exit problems for Markov additive processes and their reflections

Z. Palmowski, J. Ivanovs, 2011, 1110.3811.

First Passage of a Markov Additive Process and Generalized Jordan Chains

M. Mandjes, O. Kella, J. Ivanovs, 2010, Journal of Applied Probability.

Two-sided reflection problem for the Markov modulated Brownian motion

M. Mandjes, O. Kella, J. Ivanovs, 2010 .

Singularities of the generator of a Markov additive process with one-sided jumps

O. Boxma, M. Mandjes, J. Ivanovs, 2008 .

Graphical models for infinite measures with applications to extremes and L\'evy processes

J. Ivanovs, Sebastian Engelke, K. Strokorb, 2022, 2211.15769.

A Levy-derived process seen from its supremum and max-stable processes

J. Ivanovs, Sebastian Engelke, 2016 .

Sparse Structures for Multivariate Extremes

Sebastian Engelke, Jevgenijs Ivanovs, J. Ivanovs, 2020, Annual Review of Statistics and Its Application.

Sparre Andersen identity and the last passage time

Jevgenijs Ivanovs, J. Ivanovs, 2015, Journal of Applied Probability.

One-sided Markov Additive Processes and Related Exit Problems

Jevgenijs Ivanovs, J. Ivanovs, 2007 .

Markov-Modulated Brownian Motion with Two Reflecting Barriers

Jevgenijs Ivanovs, J. Ivanovs, 2010, Journal of Applied Probability.

The Tax Identity For Markov Additive Risk Processes

F. Avram, J. Ivanovs, Hansjoerg Albrecher, 2014 .

2 Review of the tax identity for the Cramér-Lundberg model

H. Albrecher, F. Avram, J. Ivanovs, 2012 .

Lévy-driven polling systems and continuous-state branching processes

Onno Boxma, K. M. Kosinski, Michel Mandjes, 2009, 1006.0384.

Spherical clustering in detection of groups of concomitant extremes

J. Ivanovs, V. Fomichov, 2020, 2010.12372.

Recognition of Human Poses Using Pictorial Structures

Jevgenijs Ivanovs, J. Ivanovs, 2007 .

Detection of groups of concomitant extremes using clustering

J. Ivanovs, V. Fomichov, 2020 .

Linking dividends and capital injections – a probabilistic approach

H. Albrecher, J. Ivanovs, 2018 .

Power Identities for Lévy Risk Models Under Taxation and Capital Injections

J. Ivanovs, Hansjoerg Albrecher, 2013, 1310.3052.

Discretization error for a two-sided reflected Lévy process

S. Asmussen, J. Ivanovs, 2018, Queueing Systems.

Implementable coupling of Lévy process and Brownian motion

J. Ivanovs, V. Fomichov, Jorge González Cázares, 2021, Stochastic Processes and their Applications.

Discretization error for a two-sided reflected Lévy process

Søren Asmussen, Jevgenijs Ivanovs, S. Asmussen, 2017, Queueing Syst. Theory Appl..

A new approach to fluctuations of reflected L\'{e}vy processes

J. Ivanovs, 2010, 1004.3857.

Stochastic decompositions in bivariate risk and queueing models with mutual assistance

J. Ivanovs, 2019, 1911.06867.

Probability of total domination for transient reflecting processes in a quadrant

J. Ivanovs, V. Fomichov, S. Franceschi, 2020, Advances in Applied Probability.

A bivariate risk model with mutual deficit coverage

O. Boxma, J. Ivanovs, 2015, 1501.02927.

Two coupled Lévy queues with independent input

O. Boxma, J. Ivanovs, 2013, 1306.2229.

On the longest gap between power-rate arrivals

S. Asmussen, J. Segers, J. Ivanovs, 2017, Bernoulli.

On scale functions for Lévy processes with negative phase-type jumps

J. Ivanovs, 2021, Queueing Systems.

Distributionally robust halfspace depth

Pavlo Mozharovskyi, Jevgenijs Ivanovs, Pavlo Mozharovskyi, 2021, 2101.00726.