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Tsitsiashvili, Gurami Sh.

Author ID: tsitsiashvili.gurami-sh Recent zbMATH articles by "Tsitsiashvili, Gurami Sh."
Published as: Tsitsiashvili, G. Sh.; Tsitsiashvili, Gurami; Tsitsiashvili, Gurami Sh.; Tsitsiashvili, G. S.; Tsitsiashvili, G.; Tsitsiashvili, Gurami S.; Tzitziashvili, G. Sh.
External Links: ORCID · Math-Net.Ru

Publications by Year

Citations contained in zbMATH Open

24 Publications have been cited 554 times in 379 Documents Cited by Year
Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. Zbl 1075.91563
Tang, Qihe; Tsitsiashvili, Gurami
237
2003
Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments. Zbl 1095.91040
Tang, Qihe; Tsitsiashvili, Gurami
102
2004
Randomly weighted sums of subexponential random variables with application to ruin theory. Zbl 1049.62017
Tang, Qihe; Tsitsiashvili, Gurami
86
2003
Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails. Zbl 1074.91029
Konstantinides, Dimitrios; Tang, Qihe; Tsitsiashvili, Gurami
56
2002
A local limit theorem for random walk maxima with heavy tails. Zbl 0997.60047
Asmussen, Søren; Kalashnikov, Vladimir; Konstantinides, Dimitrios; Klüppelberg, Claudia; Tsitsiashvili, Gurami
27
2002
Tails of waiting times and their bounds. Zbl 0997.60106
Kalashnikov, Vladimir; Tsitsiashvili, Gurami
11
1999
A product theorem for Markov chains with application to PF-queueing networks. Zbl 1013.90016
Tsitsiashvili, G. Sh.; Osipova, M. A.; Koliev, N. V.; Baum, D.
7
2002
Parametric and structural optimization of the capacity of a queuing network. Zbl 1231.60104
Tsitsiashvili, G. Sh.
3
2007
Limiting distributions in queueing networks with unreliable elements. Zbl 1171.90373
Tsitsiashvili, G. Sh.; Osipova, M. A.
3
2008
Distributions in stochastic network models. Zbl 1181.60006
Tsitsiashvili, G. Sh.; Osipova, M. A.
3
2008
Clustering algorithm of graphs. Zbl 1352.05061
Tsitsiashvili, G. Sh.; Osipova, M. A.; Losev, A. S.
3
2016
Asymptotically correct bounds of geometric convolutions with subexponential components. Zbl 0999.60021
Kalashnikov, V.; Tsitsiashvili, G.
2
2001
Stability analysis of queueing systems. Zbl 0467.60082
Kalashnikov, V. V.; Tsitsiashvili, G. Sh.
2
1981
Cooperative effects in multi-server queueing systems. Zbl 1078.60081
Tsitsiashvili, Gurami
2
2005
Stationary flows in acyclic queuing networks. Zbl 1372.05093
Tsitsiashvili, G. Sh.; Osipova, M. A.
2
2016
Probability distribution in varying-structure queueing networks. Zbl 1237.90064
Tsitsiashvili, G. Sh.; Osipova, M. A.
1
2006
About the reversibility and irreversibility of stochastic systems. Zbl 1140.82312
Rocchi, Paolo; Tsitsiashvili, Gurami Sh.
1
2005
An ergodicity condition for a cyclic queueing system. Zbl 0999.68027
Tsitsiashvili, G. Sh.
1
2001
Asymptotically precise two-sided bounds for ruin probability in presence of large claims. Zbl 1074.91555
Kalashnikov, V. V.; Tzitziashvili, G. Sh.
1
1998
Asymptotic formulas of network operation time distribution. Zbl 1178.90067
Markova, N. V.; Tsitsiashvili, G. Sh.
1
2008
Two-sided bounds for ruin probability under constant interest force. Zbl 1065.91036
Konstantinides, D. G.; Tang, Q. H.; Tsitsiashvili, G. Sh.
1
2004
Reliability is a new science. Gnedenko was right. With an appendix by Gurami Sh. Tsitsiashvili. Zbl 1381.60004
Rocchi, Paolo
1
2017
Invariant properties of queuing systems with multiple flows. Zbl 1411.90103
Tsitsiashvili, G. Sh.
1
2018
The laws of conservation of flows in acyclic queueing networks. Zbl 1455.90053
Tsitsiashvili, Gurami; Osipova, Marina
1
2019
The laws of conservation of flows in acyclic queueing networks. Zbl 1455.90053
Tsitsiashvili, Gurami; Osipova, Marina
1
2019
Invariant properties of queuing systems with multiple flows. Zbl 1411.90103
Tsitsiashvili, G. Sh.
1
2018
Reliability is a new science. Gnedenko was right. With an appendix by Gurami Sh. Tsitsiashvili. Zbl 1381.60004
Rocchi, Paolo
1
2017
Clustering algorithm of graphs. Zbl 1352.05061
Tsitsiashvili, G. Sh.; Osipova, M. A.; Losev, A. S.
3
2016
Stationary flows in acyclic queuing networks. Zbl 1372.05093
Tsitsiashvili, G. Sh.; Osipova, M. A.
2
2016
Limiting distributions in queueing networks with unreliable elements. Zbl 1171.90373
Tsitsiashvili, G. Sh.; Osipova, M. A.
3
2008
Distributions in stochastic network models. Zbl 1181.60006
Tsitsiashvili, G. Sh.; Osipova, M. A.
3
2008
Asymptotic formulas of network operation time distribution. Zbl 1178.90067
Markova, N. V.; Tsitsiashvili, G. Sh.
1
2008
Parametric and structural optimization of the capacity of a queuing network. Zbl 1231.60104
Tsitsiashvili, G. Sh.
3
2007
Probability distribution in varying-structure queueing networks. Zbl 1237.90064
Tsitsiashvili, G. Sh.; Osipova, M. A.
1
2006
Cooperative effects in multi-server queueing systems. Zbl 1078.60081
Tsitsiashvili, Gurami
2
2005
About the reversibility and irreversibility of stochastic systems. Zbl 1140.82312
Rocchi, Paolo; Tsitsiashvili, Gurami Sh.
1
2005
Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments. Zbl 1095.91040
Tang, Qihe; Tsitsiashvili, Gurami
102
2004
Two-sided bounds for ruin probability under constant interest force. Zbl 1065.91036
Konstantinides, D. G.; Tang, Q. H.; Tsitsiashvili, G. Sh.
1
2004
Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. Zbl 1075.91563
Tang, Qihe; Tsitsiashvili, Gurami
237
2003
Randomly weighted sums of subexponential random variables with application to ruin theory. Zbl 1049.62017
Tang, Qihe; Tsitsiashvili, Gurami
86
2003
Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails. Zbl 1074.91029
Konstantinides, Dimitrios; Tang, Qihe; Tsitsiashvili, Gurami
56
2002
A local limit theorem for random walk maxima with heavy tails. Zbl 0997.60047
Asmussen, Søren; Kalashnikov, Vladimir; Konstantinides, Dimitrios; Klüppelberg, Claudia; Tsitsiashvili, Gurami
27
2002
A product theorem for Markov chains with application to PF-queueing networks. Zbl 1013.90016
Tsitsiashvili, G. Sh.; Osipova, M. A.; Koliev, N. V.; Baum, D.
7
2002
Asymptotically correct bounds of geometric convolutions with subexponential components. Zbl 0999.60021
Kalashnikov, V.; Tsitsiashvili, G.
2
2001
An ergodicity condition for a cyclic queueing system. Zbl 0999.68027
Tsitsiashvili, G. Sh.
1
2001
Tails of waiting times and their bounds. Zbl 0997.60106
Kalashnikov, Vladimir; Tsitsiashvili, Gurami
11
1999
Asymptotically precise two-sided bounds for ruin probability in presence of large claims. Zbl 1074.91555
Kalashnikov, V. V.; Tzitziashvili, G. Sh.
1
1998
Stability analysis of queueing systems. Zbl 0467.60082
Kalashnikov, V. V.; Tsitsiashvili, G. Sh.
2
1981
all top 5

Cited by 332 Authors

42 Yang, Yang
36 Tang, Qihe
32 Wang, Yuebao
26 Wang, Kaiyong
22 Gao, Qingwu
18 Chen, Yiqing
17 Yuen, Kam Chuen
16 Fu, Ke’ang
16 Šiaulys, Jonas
16 Tsitsiashvili, Gurami Sh.
16 Wang, Shijie
14 Liu, Xijun
14 Wang, Dingcheng
13 Leipus, Remigijus
13 Li, Jinzhu
12 Cheng, Dongya
12 Hashorva, Enkelejd
10 Chen, Yu
10 Ng, Kai Wang
8 Cheng, Fengyang
8 Konstantinides, Dimitrios G.
7 Shen, Xinmei
6 Cui, Zhaolei
6 Geng, Bingzhen
6 Guo, Fenglong
6 Peng, Jiangyan
6 Su, Chun
6 Wang, Wensheng
6 Xu, Hui
5 Jiang, Tao
5 Lin, Jinguan
5 Osipova, Marina A.
5 Yu, Changjun
5 Zwart, Bert P.
4 Bai, Xiaodong
4 Bi, Xiuchun
4 Chen, Yang
4 Liu, Jiajun
4 Liu, Yang
4 Lu, Dawei
4 Song, Lixin
4 Wei, Li
4 Xiao, Hongmin
4 Yang, Haizhong
4 Yuan, Zhongyi
4 Zhang, Shuguang
3 Bazyari, Abouzar
3 Boxma, Onno Johan
3 Chen, Lamei
3 Gao, Miaomiao
3 Geluk, Jaap L.
3 Li, Rong
3 Lin, Zhengyan
3 Liu, Junfeng
3 Liu, Rongfei
3 Liu, Yan
3 Ng, Cheuk Yin Andrew
3 Nyrhinen, Harri
3 Pakes, Anthony G.
3 Vernic, Raluca
3 Wang, Rongming
3 Wang, Xuejun
3 Wu, Rong
3 Zhang, Chenhua
3 Zhang, WeiPing
3 Zhang, Yi
2 Chen, Cen
2 Chen, Shaoying
2 Chen, Zhenlong
2 Constantinescu, Corina D.
2 Denisov, Denis E.
2 Dindienė, Lina
2 Dong, Yinghua
2 Dudovskaya, Yuliya
2 Egorova, Regina
2 Fokina, Nadezhda Petrovna
2 Gao, Qibing
2 Goovaerts, Marc J.
2 Hao, Xuemiao
2 Huang, Jin
2 Jaunė, Eglė
2 Jin, Na
2 Kaas, Rob
2 Ko, Bangwon
2 Korolev, Viktor Yur’evich
2 Kountzakis, Christos E.
2 Laeven, Roger J. A.
2 Li, Jie
2 Li, Zehui
2 Lin, Jianxi
2 Liu, Jie
2 Liu, Li
2 Liu, Weiwei
2 Loisel, Stéphane
2 Ma, Xin
2 McCormick, William P.
2 Omey, Edward
2 Qian, Huan
2 Qu, Zhihui
2 Ragulina, Olena
...and 232 more Authors
all top 5

Cited in 78 Serials

43 Statistics & Probability Letters
42 Communications in Statistics. Theory and Methods
35 Insurance Mathematics & Economics
15 Journal of Mathematical Analysis and Applications
15 Scandinavian Actuarial Journal
14 Journal of Applied Probability
13 Lithuanian Mathematical Journal
10 Advances in Applied Probability
9 Stochastic Models
8 Acta Mathematicae Applicatae Sinica. English Series
8 Methodology and Computing in Applied Probability
7 Journal of Computational and Applied Mathematics
7 Queueing Systems
7 Journal of the Korean Statistical Society
7 Science China. Mathematics
5 Automation and Remote Control
5 Stochastic Processes and their Applications
5 Journal of Inequalities and Applications
5 Extremes
5 Probability in the Engineering and Informational Sciences
5 Frontiers of Mathematics in China
4 Problems of Information Transmission
4 Journal of Theoretical Probability
4 Journal of Mathematical Sciences (New York)
4 Acta Mathematica Sinica. English Series
4 Journal of Industrial and Management Optimization
4 Stochastics
3 Journal of Multivariate Analysis
3 Stochastic Analysis and Applications
3 Japan Journal of Industrial and Applied Mathematics
3 Applied Mathematics. Series B (English Edition)
3 Nonlinear Analysis. Modelling and Control
3 Journal of Systems Science and Complexity
3 Journal of Mathematical Inequalities
2 Computers & Mathematics with Applications
2 Rocky Mountain Journal of Mathematics
2 Science in China. Series A
2 European Journal of Operational Research
2 Bernoulli
2 Mathematical Problems in Engineering
2 Abstract and Applied Analysis
2 Applied Stochastic Models in Business and Industry
2 North American Actuarial Journal
2 Dal’nevostochnyĭ Matematicheskiĭ Zhurnal
2 European Actuarial Journal
1 Applied Mathematics and Computation
1 Automatica
1 Journal of the Korean Mathematical Society
1 Journal of Soviet Mathematics
1 Journal of Statistical Planning and Inference
1 Siberian Mathematical Journal
1 Chinese Annals of Mathematics. Series B
1 Statistics
1 Probability Theory and Related Fields
1 Computational Mathematics and Modeling
1 Communications in Statistics. Simulation and Computation
1 Cybernetics and Systems Analysis
1 Statistical Papers
1 Filomat
1 Journal of Difference Equations and Applications
1 Doklady Mathematics
1 Wuhan University Journal of Natural Sciences (WUJNS)
1 International Game Theory Review
1 Brazilian Journal of Probability and Statistics
1 Journal of the Australian Mathematical Society
1 Decisions in Economics and Finance
1 Journal of Applied Mathematics
1 Acta Mathematica Scientia. Series A. (Chinese Edition)
1 ASTIN Bulletin
1 Kyoto Journal of Mathematics
1 Sankhyā. Series A
1 Izvestiya Saratovskogo Universiteta. Novaya Seriya. Seriya Matematika, Mekhanika, Informatika
1 ISRN Applied Mathematics
1 Journal of Mathematical Research with Applications
1 Communications in Mathematics and Statistics
1 ISRN Probability and Statistics
1 Modern Stochastics. Theory and Applications
1 Prikladnaya Diskretnaya Matematika

Citations by Year