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. I am also a professor at Moscow Institute of Physics and Technology.My research interests are associated with nonparametric statistics, statistic of extremal events, applied probability, stochastic processes, density estimation techniques.
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:
- Maxima and sums of non-stationary random length sequences, 2020 Extremes, 23(3), 451-464 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
- Threshold selection for extremal index estimation, 2023 Journal of Nonparametric Statistics doi: 10.1080/10485252.2023.2266050 arXiv:2009.02318v1 (with Igor Rodionov)
Extremes in social networks:
- Extremal properties of evolving networks: local dependence and heavy tails. Annals of Operation Research (Q1) 2023 DOI: 10.1007/s10479-023-05175-y arXiv:2211.13574 [math.ST] 24 Nov 2022 10.1007/s10479-023-05175-y https://rdcu.be/c36B2
- Extreme Value Statistics for Evolving Random Networks. Mathematics 2023, 11(9), 2171; https://doi.org/10.3390/math11092171 with Marius Vaiciulis
- Tail Index Estimation of PageRanks in Evolving Random Graphs. Mathematics. 10(16), 3026 (2022) with Ryzhov M.S., Vaiciulis M.
- Information Spreading and Evolution of Non-Homogeneous Networks. Adv Syst Sci Appl. 2, 21-33 (2022) with Ryzhov M.S.
- 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 (2016) with Khrenov V., Krieger U.R.,
Estimation of heavy-tailed probability density function:
Estimation of extreme value index:
- Asymptotic properties of the block-type statistics. Adv Syst Sci Appl. Vol.22 No 3, 52-69 (2022) with Vaiciulis M.
- Parameter estimation for a tapered Pareto law. Automation and Remote Control, Vol. 82, No.8, 1358-1377 (2021) doi: 10.1134/S000511792108004X with Vaiciulis M.
- 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: