Dr. Vitalii Makogin

Contacts

E-Mail address

vitalii.makogin(at)uni-ulm.de

Phone

+49 (0)731/50-23527

Fax

+49 (0)731/50-23649

Address

Room-Nr. 141
Helmholtzstr. 18
89069 Ulm

Office hours

on appointment

Short CV

  • since Apr 2016: Postdoc in the Institute of Stochastics, Ulm University
  • Oct 2015 - Mar 2016: Postdoc in TSN University of Kyiv
  • Oct 2012 - Oct 2015: PhD student in TSN University of Kyiv
  • Sep 2009 - Jun 2011: Master of Science in TSN University of Kyiv
  • Sep 2005 - Jun 2009: Bachelor of Science in TSN University of Kyiv

Publications

2021
  • Das, A., Makogin, V., & Spodarev, E. (2021). Extrapolation of Stationary Random Fields Via Level Sets. arXiv preprint arXiv:2108.12481.
  • Makogin, V., & Spodarev, E. (2021). Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence. Stochastics, 1-32.
  • Makogin, V., Mishura, Y., & Zhelezniak, H. (2021). Approximate solution of the integral equations involving kernel with additional singularity. Stochastic Models, 1-19.
  • Makogin, V., Oesting M., Rapp, A., Spodarev, (2021) E. Long Range Dependence for Stable Random Processes,  J. Time Ser. Anal. 42: 161–185 DOI: 10.1111/jtsa.12560
2020
  • Leonenko, N., Makogin, & V. Cadirci, M. S.,(2020). The entropy based goodness of fit tests for generalized von Mises-Fisher distributions and beyond. arXiv preprint arXiv:2010.10918 [math.ST]

  • Cadirci, M. S., Evans, D., Leonenko, N., & Makogin, V. (2020). Entropy-based test for generalized Gaussian distributions. arXiv preprint arXiv:2010.06284 [math.ST]

  • Makogin V., Mishura Yu., (2020) Fractional integrals, derivatives and integral equations with weighted Takagi–Landsberg functions. Nonlinear Analysis: Modelling and Control25(6), 1079-1106.

  • Dresvyanskiy, D., Karaseva, T., Makogin, V., Mitrofanov, S., Redenbach, C., & Spodarev, E. (2020). Detecting anomalies in fibre systems using 3-dimensional image data. Statistics and Computing. https://doi.org/10.1007/s11222-020-09921-1.

  • Makogin V., Mishura Yu. (2020) Small deviations for mixed fractional Brownian motion with trend and with Hurst index H>1/2, Stochastics92(5), 746-760, DOI: 10.1080/17442508.2019.1652609
     
  • Makogin V. I., Mishura Yu. S., Zhelezniak H. S. (2020) Minimization of the entropy for a mixture of standard and fractional Brownian motions. Theory of Probability and Mathematical Statistics101, 193-215.
2019
  • Vitalii Makogin & Yuliya Mishura (2019) Gaussian multi-self-similar random fields with distinct stationary properties of their rectangular increments, Stochastic Models, 35(4), 391-428, DOI: 10.1080/15326349.2019.1610664
  • Dresvyanskiy, D., Karaseva, T., Mitrofanov, S., Redenbach, C., Schwaar, S., Makogin, V., & Spodarev, E. (2019, May). Application of clustering methods to anomaly detection in fibrous media. In IOP Conference Series: Materials Science and Engineering (Vol. 537, No. 2, p. 022001). IOP Publishing.
2017
  • Makogin, V., Melnikov., A., Mishura, Yu. On Mean-variance hedging under partial obesrvations and terminal wealth constraints. International Journal of Theoretical and Applied Finance 20(5), 1750031 (2017).
2016
  • Makogin, V. Simulation paradoxes related to a fractional Brownian motion with small Hurst index. Modern Stochastics: Theory and Applications 2.3, 181-190 (2016).
2015
  • Makogin, V., and Mishura, Yu. Example of a Gaussian self-similar field with stationary rectangular increments that is not a fractional Brownian sheet. Stochastic Analysis and Applications, 33 (3), 413-428 (2015).
  • Makogin, V.I., Asymptotic properties of integral functionals of fractional Brownian fields. Theor. Probability and Math. Statist. 91, 105-114 (2015)
2014
  • Kozachenko, Y., and Makogin, V. Probability distributions of extremes of self-similar Gaussian random fields. Journal of Classical Analysis, 5(1), 25-42 (2014).
  • Makogin, V., and Mishura, Yu. Strong limit theorems for anisotropic self-similar fields. Modern Stochastics: Theory and Applications 1.1, 73-93 (2014).
2013
  • Makogin, V.I., Mishura, Yu.S., Shevchenko, G.M., Zolota, A.V.: Asymptotic behaviour of the trajectories of the fractional Brownian motion, anisotropic fractional Brownian field and their fractional derivatives. Appl. Stat. Actuar. Financ. Math. 1–2, 110–115 (2013). (In Ukrainian)