Edit Profile (opens in new tab) Tsitsiashvili, Gurami Sh. Co-Author Distance Author ID: tsitsiashvili.gurami-sh Published as: Tsitsiashvili, G. Sh.; Tsitsiashvili, Gurami; Tsitsiashvili, Gurami Sh.; Tsitsiashvili, G. S.; Tsitsiashvili, G.; Tsitsiashvili, Gurami S.; Tzitziashvili, G. Sh. more...less External Links: ORCID · Math-Net.Ru Documents Indexed: 101 Publications since 1972, including 4 Books and 1 Additional arXiv Preprint 1 Further Contribution Co-Authors: 23 Co-Authors with 52 Joint Publications 512 Co-Co-Authors all top 5 Co-Authors 50 single-authored 23 Osipova, Marina A. 8 Kalashnikov, Vladimir Vyacheslavovich 5 Losev, A. S. 5 Tang, Qihe 3 Guzev, Mikhail A. 3 Konstantinides, Dimitrios G. 3 Rocchi, Paolo 2 Baum, Dieter 2 Markova, Nina V. 2 Svyatukha, V. A. 1 Anikonov, Dmitriĭ Sergeevich 1 Asmussen, Søren 1 Gaidamaka, Yuliya 1 Grenkin, Gleb Vladimirovich 1 Klüppelberg, Claudia 1 Kolev, Nikolai 1 Moiseev, Aleksandr Nikolaevich 1 Nagaev, Aleksandr Viktorovich 1 Samouylov, Konstantin E. 1 Skvarnik, E. S. 1 Sporishev, M. S. 1 Voytikov, Konstantin 1 Yashin, A. E. all top 5 Serials 11 Journal of Mathematical Sciences (New York) 11 Dal’nevostochnyĭ Matematicheskiĭ Zhurnal 7 Journal of Soviet Mathematics 6 Problems of Information Transmission 6 Automation and Remote Control 5 Dal’nevostochnyĭ Matematicheskiĭ Sbornik 4 Izvestiya Akademii Nauk SSSR. Tekhnicheskaya Kibernetika 4 Prikladnaya Diskretnaya Matematika 3 The Mathematical Scientist 3 Doklady Mathematics 2 Theory of Probability and its Applications 2 Statistics & Probability Letters 2 ProbStat Forum 1 Advances in Applied Probability 1 Teoriya Veroyatnosteĭ i eë Primeneniya 1 Journal of Applied Probability 1 Insurance Mathematics & Economics 1 Queueing Systems 1 Annals of Operations Research 1 Stochastic Processes and their Applications 1 Cybernetics and Systems Analysis 1 Obozrenie Prikladnoĭ i Promyshlennoĭ Matematiki 1 Extremes 1 Issledovanie Operatsiĭ i ASU 1 Vestnik Voronezhskogo Gosudarstvennogo Universiteta. Seriya Fizika, Matematika 1 International Journal of Pure and Applied Mathematics 1 Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta Imeni V. A. Steklova 1 Georgian International Journal of Science, Technology and Medicine 1 Mathematics and Mechanics of Complex Systems all top 5 Fields 59 Probability theory and stochastic processes (60-XX) 45 Operations research, mathematical programming (90-XX) 16 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 14 Computer science (68-XX) 11 Statistics (62-XX) 9 Combinatorics (05-XX) 5 Biology and other natural sciences (92-XX) 3 Numerical analysis (65-XX) 2 Systems theory; control (93-XX) 2 Information and communication theory, circuits (94-XX) 1 General and overarching topics; collections (00-XX) 1 History and biography (01-XX) 1 Ordinary differential equations (34-XX) 1 Partial differential equations (35-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Mechanics of particles and systems (70-XX) 1 Statistical mechanics, structure of matter (82-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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 all top 5 Cited in 19 Fields 268 Probability theory and stochastic processes (60-XX) 221 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 207 Statistics (62-XX) 27 Operations research, mathematical programming (90-XX) 5 Computer science (68-XX) 4 Systems theory; control (93-XX) 2 Difference and functional equations (39-XX) 2 Numerical analysis (65-XX) 1 History and biography (01-XX) 1 Mathematical logic and foundations (03-XX) 1 Combinatorics (05-XX) 1 Number theory (11-XX) 1 Real functions (26-XX) 1 Ordinary differential equations (34-XX) 1 Approximations and expansions (41-XX) 1 Integral transforms, operational calculus (44-XX) 1 Functional analysis (46-XX) 1 Information and communication theory, circuits (94-XX) 1 Mathematics education (97-XX) Citations by Year