Yurij Kozachenko

According to our database, Yurij Kozachenko authored at least 10 papers between 2002 and 2018.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2018

Simulation of generalized fractional Brownian motion in C([0, T]).

Yuriy Kozachenko, Anatolii Pashko, Olga Vasylyk

Monte Carlo Methods Appl., 2018

2017

Simulation of Gaussian stationary Ornstein-Uhlenbeck process with given reliability and accuracy in space C ⁢ ( [ 0 , T ] ) C([0, T]).

Yuriy Kozachenko, Marina Petranova

Monte Carlo Methods Appl., 2017

2016

Aliasing-Truncation Errors in Sampling Approximations of Sub-Gaussian Signals.

Yuriy Kozachenko, Andriy Olenko

IEEE Trans. Inf. Theory, 2016

Whittaker-Kotel'nikov-Shannon approximation of $\varphi$-sub-Gaussian random processes.

Yuriy Kozachenko, Andriy Olenko

CoRR, 2016

2015

Reliability and accuracy in the space Lp(T) for the calculation of integrals depending on a parameter by the Monte Carlo method.

Yury Kozachenko, Yu. Yu. Mlavets

Monte Carlo Methods Appl., 2015

2014

Generalized sub-Gaussian fractional Brownian motion queueing model.

Rostyslav Yamnenko, Yurij Kozachenko, Dennis Bushmitch

Queueing Syst. Theory Appl., 2014

The criterion of hypothesis testing on the covariance function of a Gaussian stochastic process.

Yuriy Kozachenko, Mykola P. Sergiienko

Monte Carlo Methods Appl., 2014

2013

Levy-Baxter theorems for one class of non-Gaussian random fields.

Yury Kozachenko, Oleksandr Kurchenko, Olga Synyavska

Monte Carlo Methods Appl., 2013

2011

Probability of large deviations of sums of random processes from Orlicz space.

Yurij Kozachenko, Yu. Yu. Mlavets

Monte Carlo Methods Appl., 2011

2002

Path Space Large Deviations of a Large Buffer with Gaussian Input Traffic.

Yurij Kozachenko, Olga Vasylyk, Tommi Sottinen

Queueing Syst. Theory Appl., 2002