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Results: 1-25 | 26-26
Results: 1-25/26
Ruin problem and how fast stochastic processes
Authors: Embrechts, Paul Samorodnitsky, Gennady
Citation: Embrechts, Paul et Samorodnitsky, Gennady, Ruin problem and how fast stochastic processes, Annals of applied probability , 13(1), 2003, pp. 1-36
Tail Probabilities of Subadditive Functionals of Lévy Processes
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
Limit laws for a stochastic process and random recursion arising in probabilistic modelling
Authors: Rachev, Svetlozar T. Samorodnitsky, Gennady
Citation: T. Rachev, Svetlozar et Samorodnitsky, Gennady, Limit laws for a stochastic process and random recursion arising in probabilistic modelling, Advances in applied probability , 27(1), 1995, pp. 185-202
Inverse problems for regular variation of linear filters, a cancellation property for .-finite measures and identification of stable laws
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
Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows
Authors: Owada, Takashi Samorodnitsky, Gennady
Citation: Owada, Takashi et Samorodnitsky, Gennady, Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows, Annals of probability , 43(1), 2015, pp. 240-285
How system performance is affected by the interplay of averages in a fluid queue with long range dependence induced by heavy tails
Authors: Heath, David Resnick, Sidney I. Samorodnitsky, Gennady
Citation: Heath, David et al., How system performance is affected by the interplay of averages in a fluid queue with long range dependence induced by heavy tails, Annals of applied probability , 9(2), 1999, pp. 352-375
Ruin probability with certain stationary stable claims generated by conservative flows
Authors: Alparslan, U.ur Tuncay Samorodnitsky, Gennady
Citation: Alparslan, U.ur Tuncay et Samorodnitsky, Gennady, Ruin probability with certain stationary stable claims generated by conservative flows, Advances in applied probability , 39(1), 2007, pp. 360-384
Level crossings of absolutely continuous stationary symmetric .-stable processes
Authors: Adler Robert, Samorodnitsky, Gennady
Citation: Adler Robert, et Samorodnitsky, Gennady, Level crossings of absolutely continuous stationary symmetric .-stable processes, Annals of applied probability , 7(2), 1997, pp. 460-493
The Expected Number of Level Crossings for Stationary, Harmonisable, Symmetric, Stable Processes
Authors: Adler, Robert J. Samorodnitsky, Gennady Gadrich, Tamar
Citation: J. Adler, Robert et al., The Expected Number of Level Crossings for Stationary, Harmonisable, Symmetric, Stable Processes, Annals of applied probability , 3(2), 1993, pp. 553-575
Nonlinear Regression of Stable Random Variables
Authors: Jr, Clyde D. Hardin Samorodnitsky, Gennady Taqqu, Murad S.
Citation: Jr, Clyde D. Hardin et al., Nonlinear Regression of Stable Random Variables, Annals of applied probability , 1(4), 1991, pp. 582-612
How misleading can sample ACFs of stable MAs be? (Very!)
Authors: Resnick, Sidney Samorodnitsky, Gennady Xue, Fang
Citation: Resnick, Sidney et al., How misleading can sample ACFs of stable MAs be? (Very!), Annals of applied probability , 9(3), 1999, pp. 797-817
Maxima of continuous-time stationary stable processes
Authors: Samorodnitsky, Gennady
Citation: Samorodnitsky, Gennady, Maxima of continuous-time stationary stable processes, Advances in applied probability , 36(2), 2004, pp. 805-823
On overload in a storage model, with a self-similar and infinitely divisible input
Authors: Albin, J. M. P. Samorodnitsky, Gennady
Citation: P. Albin, J. M. et Samorodnitsky, Gennady, On overload in a storage model, with a self-similar and infinitely divisible input, Annals of applied probability , 14(2), 2004, pp. 820-844
Long strange segments of a stochastic process
Authors: Mansfield, Peter Rachev, Svetlozar T. Samorodnitsky, Gennady
Citation: Mansfield, Peter et al., Long strange segments of a stochastic process, Annals of applied probability , 11(3), 2001, pp. 878-921
On the existence of paths between points in high level excursion sets of Gaussian random fields
Authors: Adler,Robert J. Moldavskaya, Elina Samorodnitsky, Gennady
Citation: J. Adler,robert et al., On the existence of paths between points in high level excursion sets of Gaussian random fields, Annals of probability , 42(3), 2014, pp. 1020-1053
Patterns of buffer overflow in a class of queues with long memory in the input stream
Authors: Heath, David Resnick, Sidney I. Samorodnitsky, Gennady
Citation: Heath, David et al., Patterns of buffer overflow in a class of queues with long memory in the input stream, Annals of applied probability , 7(4), 1997, pp. 1021-1057
The supremum of a negative drift random walk with dependent heavy-tailed steps
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
Climbing down Gaussian peaks
Authors: Adler, Robert J. Samorodnitsky, Gennady
Citation: J. Adler, Robert et Samorodnitsky, Gennady, Climbing down Gaussian peaks, Annals of probability , 45(2), 2017, pp. 1160-1189
Climbing down Gaussian peaks
Authors: Adler, Robert J. Samorodnitsky, Gennady
Citation: J. Adler, Robert et Samorodnitsky, Gennady, Climbing down Gaussian peaks, Annals of probability (Online) , 45(2), 2017, pp. 1160-1189
Limits of on/off hierarchical product models for data transmission
Authors: Resnick, Sidney Samorodnitsky, Gennady
Citation: Resnick, Sidney et Samorodnitsky, Gennady, Limits of on/off hierarchical product models for data transmission, Annals of applied probability , 13(4), 2003, pp. 1355-1398
Random rewards, fractional Brownian local times and stable self-similar processes
Authors: Cohen, Serge Samorodnitsky, Gennady
Citation: Cohen, Serge et Samorodnitsky, Gennady, Random rewards, fractional Brownian local times and stable self-similar processes, Annals of applied probability , 16(3), 2006, pp. 1432-1461
Functional central limit theorem for a class of negatively dependent heavy-tailed stationary infinitely divisible processes generated by conservative flows
Authors: Jung, Paul Owada, Takashi Samorodnitsky, Gennady
Citation: Jung, Paul et al., Functional central limit theorem for a class of negatively dependent heavy-tailed stationary infinitely divisible processes generated by conservative flows, Annals of probability (Online) , 45(4), 2017, pp. 2087-2130
Functional central limit theorem for a class of negatively dependent heavy-tailed stationary infinitely divisible processes generated by conservative flows
Authors: Jung, Paul Owada, Takashi Samorodnitsky, Gennady
Citation: Jung, Paul et al., Functional central limit theorem for a class of negatively dependent heavy-tailed stationary infinitely divisible processes generated by conservative flows, Annals of probability , 45(4), 2017, pp. 2087-2130
Extremal theory for long range dependent infinitely divisible processes.
Authors: Samorodnitsky, Gennady Wang, Yizao
Citation: Samorodnitsky, Gennady et Wang, Yizao, Extremal theory for long range dependent infinitely divisible processes., Annals of probability (Online) , 47(4), 2019, pp. 2529-2562
Functional large deviations for multivariate regularly varying random walks
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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