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Results: 5

Authors: Braverman, Michael Mikosch, Thomas Samorodnitsky, Gennady
Citation: Braverman, Michael et al., Tail Probabilities of Subadditive Functionals of Lévy Processes, Annals of applied probability , 12(1), 2002, pp. 69-100

Authors: Jacobsen, Martin Mikosch, Thomas Rosi.ski,Jan Samorodnitsky, Gennady
Citation: Jacobsen, Martin et al., Inverse problems for regular variation of linear filters, a cancellation property for .-finite measures and identification of stable laws, Annals of applied probability , 19(1), 2019, pp. 210-242

Authors: Basrak, Bojan Davis, Richard A. Mikosch, Thomas
Citation: Basrak, Bojan et al., A characterization of multivariate regular variation, Annals of applied probability , 12(3), 2002, pp. 908-920

Authors: Mikosch, Thomas Samorodnitsky, Gennady
Citation: Mikosch, Thomas et Samorodnitsky, Gennady, The supremum of a negative drift random walk with dependent heavy-tailed steps, Annals of applied probability , 10(3), 2000, pp. 1025-1064

Authors: Hult, Henrik Lindskog, Filip Mikosch, Thomas Samorodnitsky, Gennady
Citation: Hult, Henrik et al., Functional large deviations for multivariate regularly varying random walks, Annals of applied probability , 15(4), 2005, pp. 2651-2680
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