Розора Ірина Василівна
доцент

Інформація

Посада: доцент
Науковий ступінь: кандидат фізико-математичних наук
Звання: доцент
Аудиторія: 709
Телефон: 259-05-20
E-mail:
Наукові інтереси: дослідження властивостей випадкових процесів та полів, моделювання випадкових процесів із заданою точністю та надійністю в різних банахових просторах, актуарна математика

Публікації:

1. Kozachenko, Y., Rozora, I. (2023). On Statistical Properties of the Estimator of Impulse Response Function. In: Malyarenko, A., Ni, Y., Rančić, M., Silvestrov, S. (eds) Stochastic Processes, Statistical Methods, and Engineering Mathematics. Springer Proceedings in Mathematics & Statistics, vol 408. Springer Cham., p.563-585, https://doi.org/10.1007/978-3-031-17820-7_25 

2. Volodymyr Polishchuk, Yurii Mlavets, Iryna Rozora, Olena Tymoshenko (2023) A hybrid model of risk assessment of the functioning of information modules of critical infrastructure objects, Procedia Computer Science, 219, p.76-83.

3. Dzhoha, A., Rozora, I. Multi-armed bandit problem with online clustering as side information, Journal of Computational and Applied Mathematics , 2023, 427, 115132, https://doi.org/10.1016/j.cam.2023.115132 

4. Rozora, I., Ianevych, T., Pashko, A., Zatula, D. Simulation of Stochastic Processes with Given Reliability and Accuracy (Book chapter) Stochastic Processes: Fundamentals and Emerging Applications, 2023, pp. 415–452.

5. T.Ianevych, I.Rozora, A. Pashko, On one way of modeling a stochastic process with given accuracy and reliability, Monte Carlo Methods and Applications. 2022.– 28(2).–  P. 135-147.

6. А.О. Pashko, I.V. Rozora, O. Synyavska, Estimation of Hurst index and traffic simulation in book: Advances in Computer Science for Engineering and Education IV. Lecture Notes on Data Engineering and Communications Technologies. Vol.83 – Springer.– 2021 –  P.37-46

7. Kozachenko Yu., Rozora I., Conditions for the sample continuity with probability one for square-gaussian stochastic processes , Theor. Of Probab. And Mathem. Statist. №.101, с.154-166, 2020. DOI: https://doi.org/10.1090/tpms/1118 (SCOPUS, Q3)

8. Kozachenko Yu., Rozora I., Construction of the Karhunen‒Loéve model for the input Gaussian process applied to the linear system, taking into account the output , theor. Of Probab. And Mathem. Statist. №.99, с.104-115, 2019. (SCOPUS)

9. Rozora I., Lyzhechko M.On the modeling of linear system input stochastic processes with given accuracy and reliability, Monte Carlo Methods Appl., 24(2), pp. 129-137  2018. (Scopus)

10. Rozora I. Statistical hypothesis testing for the shape of impulse response function, Communications in Statistics - Theory and Methods, vol.47(6),  pp.1459-1474, 2018. (Scopus)

11. Kozachenko Yu., Pogoriliak O., Rozora I. and Tegza A. Simulation of Stochastic processes with given accuracy and reliability, ISTE Press, Elsevier, 2016, 346p. Monograph (Scopus)

12. Kozachenko Yu.V and Rozora I.V. A Criterion For Testing Hypothesis About Impulse Response Function, Statistics, optimization & information computing,  vol. 4(3), pp. 214-232, 2016. (Scopus)