Institute of Control Sciences, Russian Academy of Sciences, Moscow, Russia
Tel: +007-495-3348820, Fax: +007-495-3349331
Mail address: V.A. Trapeznikov Institute of Control Sciences of Russian Academy of Sciences, Profsoyusnaya str., 65, 117997 Moscow, Russia
Function: DrSc., Main Scientist
- I am working as a main scientist in the RAS. My research interests are associated with nonparametric statistics, density estimation techniques, statistic of extremal events, stochastic processes, multivariate analysis.
is prepared in the frame of the EU research project Euro-NGI "Design and Engineering of the Next Generation Internet Towards convergent multi- service networks".
Some Recent Papers
Statistic of extremal events:
Markovich N.M. Clusters of extremes: modeling and examples, 2017 Extremes DOI:10.1007/s10687-017-0285-5
Markovich N.M. Modeling clusters of extreme values, Extremes, March 2014, Volume 17, Issue 1, pp 97-125
Markovich N.M. Clustering and Hitting Times of Threshold Exceedances and Applications, 2016 (Forthcoming paper in IJDATS)
Extremes in social networks:
Avrachenkov K., Markovich N. M., Sreedharan J.K. Distribution and Dependence of Extremes in Network Sampling Processes, Computational Social Networks, 2:12, p. 1-21, doi:10.1186/s40649-015-0018-3 2015
Extremes in telecommunication networks:
Estimation of heavy-tailed probability density function:
Estimation of renewal function:
Preprint ETH, Zuerich. (ps)
Stochastic Models, 22:2, 2006,with U.Krieger
High quantile estimation :
- The estimation of heavy-tailed probability density functions, their mixtures and quantiles". Computer Networks, Vol. 40, Issue 3, 459-474, 2002. , with U.Krieger (ps)
- High quantile estimation for heavy-tailed distributions, Performance Evaluation, vol.62, Issues 1-4, October 2005.
Statistics of telecommunication data: