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
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
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
Citation: Samorodnitsky, Gennady et Shen, Yi, Is the location of the supremum of a stationary process nearly uniformly distributed?, Annals of probability , 41(5), 2013, pp. 3494-3517