Addresses:
Institute of Control Sciences, Russian Academy of Sciences, Moscow, Russia
Tel: +007-495-3348820, Fax: +007-495-3349331
Email: markovic@ipu.rssi.ru,nat.markovich@gmail.com
Mail address: V.A. Trapeznikov Institute of Control Sciences of Russian Academy of Sciences, Profsoyusnaya str., 65, 117997 Moscow, Russia
Function: DrSc., Main Scientist
- Resume:
- 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.
- Research
- CV
Teaching Experience
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".
Book
Some Recent Papers
Statistic of extremal events:
- Maxima and sums of non-stationary random length sequences, 2020 Extremes DOI: 10.1007/s10687-020-00372-5 (with Igor Rodionov),
- Clusters of extremes: modeling and examples, 2017 Extremes DOI:10.1007/s10687-017-0285-5
- Erratum to: modeling clusters of extreme values, Extremes, 2016, 19(1), pp. 139--142
- Modeling clusters of extreme values, Extremes, 2014, Volume 17, Issue 1, pp 97-125
- Clustering and Hitting Times of Threshold Exceedances and Applications, Int. J. Data Analysis Techniques and Strategies, Vol. 9, No. 4, 331- 347. 2017
Extremes in social networks:
- 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 with Avrachenkov K., Sreedharan J.K.
- Extremes control of complex systems with applications to social networks, 15th IFAC/IEEE/IFIP/IFORS Symposium on Information Control Problems in Manufacturing INCOM 2015, Ottawa, Canada May 11-13, Volume 48, Issue 3, Edited by Alexandre Dolgui, Jurek Sasiadek and Marek Zaremba, pp 1296-1301 2015 doi:10.1016/j.ifacol.2015.06.264
Extremes in telecommunication networks:
- A cluster caching rule in next generation networks. Proceedings of the 18th international scientific conference Distributed computer and communication networks: control, computation, communications (DCCN-2015) p. 127-135 Moscow 2015
- Modeling and analysis of caching rules based on the popularity of objects. Proceedings of the IEEE 19th international scientific conference Distributed computer and communication networks: control, computation, communications (DCCN-2016) Moscow November, pp. 47--56 with Khrenov V., Krieger U.R.,
Estimation of heavy-tailed probability density function:
Estimation of extreme value index:
- Modification of Moment-Based Tail Index Estimator: Sums versus Maxima, Springer International Publishing Switzerland, Patrice Bertail, Delphine Blanke, Pierre-Andre Cornillon, Eric Matzner-Lober (Eds.) Springer Proceedings in Mathematics and Statistics, Vol., pp. 85-102 2018 DOI: 10.1007/978-3-319-96941-1_10 ISBN 978-3-319-96941-1 with Vaiciulis M.
- Class of semi-parametric estimators of heaviness of distribution tail and its applications. Automation and Remote Control, No. 10, 2019 with Vaiciulis M.
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:
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Last update: 11 November 2019
markovic@ipu.rssi.ru,nat.markovich@gmail.com
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