*Research Interests: *Dynamical systems, statistical mechanics (classical and quantum), queueing networks, random processes and fields

## Publications

Large-Time Behavior of a Branching Diffusion on a Hyperbolic Space

– Theory of Probability and Its Applications

(2008)

52,

594

(DOI: 10.1137/s0040585x97983250)

Multi-access system with many users: Stability and metastability

– Problems of Information Transmission

(2007)

43,

263

(DOI: 10.1134/s0032946007030088)

Loss aversion, large deviation preferences and optimal portfolio weights for some classes of return processes

– Physica A: Statistical Mechanics and its Applications

(2007)

378,

408

(DOI: 10.1016/j.physa.2006.11.079)

Anderson localisation for an interacting two-particle quantum system on
${\mathbb Z}$

On Malliavin measures, SLE and CFT

Gibbs measures for SOS models on a Cayley tree

– Infinite Dimensional Analysis Quantum Probability and Related Topics

(2006)

9,

471

(DOI: 10.1142/S0219025706002494)

Branching Diffusions on $H^d$ with Variable Fission: The Hausdorff Dimension of the Limiting Set

– Theory of Probability and Its Applications

(2007)

51,

155

(DOI: 10.1137/S0040585X97982281)

A Three State Hard-Core Model on a Cayley Tree

– Journal of Nonlinear Mathematical Physics

(2005)

12,

432

(DOI: 10.2991/jnmp.2005.12.3.7)

Malyshev's theory and JS-queues. Asymptotics of stationary probabilities

– The Annals of Applied Probability

(2003)

13,

1313

(DOI: 10.1214/aoap/1069786501)

The von Neumann entropy and information rate for integrable quantum
Gibbs ensembles, 2

– Quantum Computers and Computing

4,

128

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