| Publication | Date of Publication | Type |
|---|
| Detection of small holes by the scale-invariant robust density-aware distance (RDAD) filtration | 2024-12-06 | Paper |
| Clustering of large deviations in moving average processes: the short memory regime | 2024-08-22 | Paper |
| Extreme Bandits Using Robust Statistics | 2024-03-19 | Paper |
| Large deviations for subcomplex counts and Betti numbers in multiparameter simplicial complexes | 2023-10-17 | Paper |
| Limit theorems for high-dimensional Betti numbers in the multiparameter random simplicial complexes | 2023-08-30 | Paper |
| Clustering of large deviations in moving average processes: the long memory regime | 2023-08-14 | Paper |
| The Asymptotics of the Expected Betti Numbers of Preferential Attachment Clique Complexes | 2023-05-18 | Paper |
| Clustering of large deviations in moving average processes: the short memory regime | 2022-08-09 | Paper |
| Cauchy, normal and correlations versus heavy tails | 2022-06-01 | Paper |
| Handling missing extremes in tail estimation | 2022-05-09 | Paper |
| Extremal clustering under moderate long range dependence and moderately heavy tails | 2022-02-11 | Paper |
| Heavy-tailed distributions, correlations, kurtosis and Taylor’s Law of fluctuation scaling | 2021-10-29 | Paper |
| Limit theorems for topological invariants of the dynamic multi-parameter simplicial complex | 2021-06-04 | Paper |
| Extreme value theory for long-range-dependent stable random fields | 2020-10-30 | Paper |
| Distance covariance for discretized stochastic processes | 2020-10-07 | Paper |
| EXTREME VALUE ANALYSIS WITHOUT THE LARGEST VALUES: WHAT CAN BE DONE? | 2020-05-27 | Paper |
| Regularly varying random fields | 2020-05-26 | Paper |
| From infinite urn schemes to self-similar stable processes | 2020-04-07 | Paper |
| Risk forecasting in the context of time series | 2020-03-11 | Paper |
| Extremal theory for long range dependent infinitely divisible processes | 2019-10-08 | Paper |
| Asymptotic normality of degree counts in a preferential attachment model | 2019-09-23 | Paper |
| High minima of non-smooth Gaussian processes | 2019-09-19 | Paper |
| Multiple thresholds in extremal parameter estimation | 2019-07-04 | Paper |
| Multivariate extremes, aggregation and risk estimation | 2019-01-14 | Paper |
| Dependence of stable random variables | 2018-11-16 | Paper |
| Contact distribution in a thinned Boolean model with power-law radii | 2018-09-26 | Paper |
| Ruin probabilities in classical risk models with gamma claims | 2018-08-31 | Paper |
| Distance covariance for stochastic processes | 2018-08-08 | Paper |
| Calculation of ruin probabilities for a dense class of heavy tailed distributions | 2018-07-11 | Paper |
| Asymptotic behaviour of high Gaussian minima | 2018-06-01 | Paper |
| Extreme values of the uniform order 1 autoregressive processes and missing observations | 2018-01-26 | Paper |
| Climbing down Gaussian peaks | 2017-10-24 | Paper |
| Discrete Extremes | 2017-07-17 | Paper |
| Fat tails, VaR and subadditivity | 2017-05-12 | Paper |
| On a class of random perturbations of the hierarchical Laplacian | 2016-11-11 | Paper |
| Stochastic Processes and Long Range Dependence | 2016-09-08 | Paper |
| Time-changed extremal process as a random sup measure | 2016-07-14 | Paper |
| Multivariate subexponential distributions and their applications | 2016-06-07 | Paper |
| Nonstandard regular variation of in-degree and out-degree in the preferential attachment model | 2016-04-29 | Paper |
| Tail inference: where does the tail begin? | 2016-01-25 | Paper |
| Tauberian theory for multivariate regularly varying distributions with application to preferential attachment networks | 2015-09-24 | Paper |
| Maxima of long memory stationary symmetric \(\alpha\)-stable processes, and self-similar processes with stationary max-increments | 2015-08-05 | Paper |
| Intrinsic location functionals of stationary processes | 2015-06-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5255701 | 2015-06-17 | Paper |
| General inverse problems for regular variation | 2015-04-14 | Paper |
| Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows | 2015-01-06 | Paper |
| On the existence of paths between points in high level excursion sets of Gaussian random fields | 2014-05-19 | Paper |
| Fractional Moments of Solutions to Stochastic Recurrence Equations | 2014-04-04 | Paper |
| MULTIVARIATE TAIL ESTIMATION WITH APPLICATION TO ANALYSIS OF COVAR | 2014-02-27 | Paper |
| Prediction of outstanding payments in a Poisson cluster model | 2013-12-13 | Paper |
| Weak weak quenched limits for the path-valued processes of hitting times and positions of a transient, one-dimensional random walk in a random environment | 2013-12-04 | Paper |
| Is the location of the supremum of a stationary process nearly uniformly distributed? | 2013-11-12 | Paper |
| Weak quenched limiting distributions for transient one-dimensional random walk in a random environment | 2013-10-09 | Paper |
| High level excursion set geometry for non-Gaussian infinitely divisible random fields | 2013-03-15 | Paper |
| Function-indexed empirical processes based on an infinite source Poisson transmission stream | 2012-08-09 | Paper |
| Distribution of the supremum location of stationary processes | 2012-06-22 | Paper |
| Understanding Heavy Tails in a Bounded World or, is a Truncated Heavy Tail Heavy or Not? | 2012-04-24 | Paper |
| A Heavy Traffic Approximation for Workload Processes with Heavy Tailed Service Requirements | 2012-02-19 | Paper |
| A large deviation principle for Minkowski sums of heavy-tailed random compact convex sets with finite expectation | 2011-10-25 | Paper |
| How fast can the chord length distribution decay? | 2011-07-22 | Paper |
| Weak convergence of the function-indexed integrated periodogram for infinite variance processes | 2011-02-28 | Paper |
| Do financial returns have finite or infinite variance? A paradox and an explanation | 2010-12-15 | Paper |
| Long strange segments, ruin probabilities and the effect of memory on moving average processes | 2010-11-25 | Paper |
| Excursion sets of three classes of stable random fields | 2010-07-13 | Paper |
| Large Deviations for Point Processes Based on Stationary Sequences with Heavy Tails | 2010-04-08 | Paper |
| A fluid cluster Poisson input process can look like a fractional Brownian motion even in the slow growth aggregation regime | 2009-07-22 | Paper |
| Limit Behavior of Fluid Queues and Networks | 2009-07-18 | Paper |
| Inverse problems for regular variation of linear filters, a cancellation property for \(\sigma\)-finite measures and identification of stable laws | 2009-04-02 | Paper |
| The effect of memory on functional large deviations of infinite moving average processes | 2009-03-10 | Paper |
| Tail probabilities for infinite series of regularly varying random vectors | 2009-03-02 | Paper |
| Asymptotic analysis of the ruin with stationary stable steps generated by dissipative flows | 2008-06-18 | Paper |
| Scaling Limits for Cumulative Input Processes | 2008-05-27 | Paper |
| Long Range Dependence | 2008-04-30 | Paper |
| Stationary symmetric \(\alpha\)-stable discrete parameter random fields | 2008-04-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5445976 | 2008-03-06 | Paper |
| Long memory and self-similar processes | 2007-11-05 | Paper |
| Ruin probability with certain stationary stable claims generated by conservative flows | 2007-09-03 | Paper |
| Characteristic function for the stationary state of a one-dimensional dynamical system with Lévy noise | 2007-07-05 | Paper |
| Modeling and analysis of uncertain time-critical tasking problems | 2007-02-20 | Paper |
| Random rewards, fractional Brownian local times and stable self-similar processes | 2007-02-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3417687 | 2007-01-30 | Paper |
| Modeling teletraffic arrivals by a Poisson cluster process | 2006-12-20 | Paper |
| Maharam Extension for Nonsingular Group Actions | 2006-11-28 | Paper |
| Functional large deviations for multivariate regularly varying random walks | 2006-07-10 | Paper |
| Extreme Value Theory as a Risk Management Tool | 2006-01-13 | Paper |
| Tails of solutions of certain nonlinear stochastic differential equations driven by heavy tailed Lévy motions. | 2005-11-29 | Paper |
| Erratum to ``Long strange segments in a long-range-dependent moving average | 2005-11-29 | Paper |
| Null flows, positive flows and the structure of stationary symmetric stable processes | 2005-11-14 | Paper |
| Point processes associated with stationary stable processes | 2005-08-05 | Paper |
| Maxima of continuous-time stationary stable processes | 2005-03-30 | Paper |
| Dynamic Systems Driven by Poisson/Lévy White Noise | 2005-02-11 | Paper |
| Long strange segments in a long-range-dependent moving average. | 2004-11-26 | Paper |
| Stability of the trivial solution for linear stochastic differential equations with Poisson white noise | 2004-10-25 | Paper |
| Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes. | 2004-09-15 | Paper |
| On overload in a storage model, with a self-similar and infinitely divisible input. | 2004-09-15 | Paper |
| Local solution for a class of mixed boundary value problems | 2004-05-18 | Paper |
| Buffer content of a leaky-bucket system with long-range dependent input traffic | 2004-05-18 | Paper |
| Limits of on/off hierarchical product models for data transmission | 2004-03-30 | Paper |
| Wavelet analysis of conservative cascades | 2003-10-09 | Paper |
| Ruin probability with claims modeled by a stationary ergodic stable process. | 2003-05-06 | Paper |
| Ruin problem and how fast stochastic processes mix | 2003-05-06 | Paper |
| Tail probabilities of subadditive functionals of Lévy processes. | 2003-05-06 | Paper |
| Long strange segments of a stochastic process. | 2003-05-06 | Paper |
| The supremum of a negative drift random walk with dependent heavy-tailed steps. | 2003-05-06 | Paper |
| The maximum of the periodogram for a heavy-tailed sequence. | 2003-05-06 | Paper |
| A SINGLE CHANNEL ON/OFF MODEL WITH TCP-LIKE CONTROL | 2003-03-24 | Paper |
| Steady-state distribution of the buffer content for \(\text{M}/\text{G}/\infty\) input fluid queues | 2002-09-25 | Paper |
| Growth rates of sample covariances of stationary symmetric \(\alpha \)-stable processes associated with null recurrent Markov chains | 2002-08-29 | Paper |
| Optimal and Near-Optimal (s,S) Inventory Policies for Levy Demand Processes | 2002-07-31 | Paper |
| The distribution of test statistics for outlier detection in heavy-tailed samples | 2002-06-13 | Paper |
| Heavy Tails and Long Range Dependence in On/Off Processes and Associated Fluid Models | 2001-11-26 | Paper |
| How misleading can sample ACFs of stable MAs be? (Very!) | 2000-09-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4263967 | 2000-07-19 | Paper |
| Certain probabilistic aspects of semistable laws | 2000-07-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4247117 | 2000-06-07 | Paper |
| Activity periods of an infinite server queue and performance of certain heavy tailed fluid queues | 2000-03-30 | Paper |
| Distribution tails of sample quantiles and subexponentiality | 1999-11-18 | Paper |
| Symmetric infinitely divisible processes with sample paths in Orlicz spaces and absolute continuity of infinitely divisible processes | 1999-11-18 | Paper |
| How system performance is affected by the interplay of averages in a fluid queue with long range dependence induced by heavy tails | 1999-11-14 | Paper |
| Sample correlations of infinite variance time series models: An empirical and theoretical study | 1999-08-16 | Paper |
| Tails of Lévy measure of geometric stable random variables | 1999-08-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4218902 | 1999-06-20 | Paper |
| Patterns of buffer overflow in a class of queues with long memory in the input stream | 1999-01-19 | Paper |
| Lower tails of self-similar stable processes | 1998-05-25 | Paper |
| Level crossings of absolutely continuous stationary symmetric \(\alpha\)-stable processes | 1998-03-04 | Paper |
| Performance Decay in a Single Server Exponential Queueing Model with Long Range Dependence | 1997-11-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4884162 | 1997-06-15 | Paper |
| Classes of mixing stable processes | 1997-04-29 | Paper |
| Symmetrization and concentration inequalities for multilinear forms with applications to zero-one laws for Lévy chaos | 1997-01-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4714002 | 1996-12-03 | Paper |
| $L^1$ Norm of Lévy Processes with Exponential Tails. | 1996-11-26 | Paper |
| Lévy measures of infinitely divisible random vectors and Slepian inequalities | 1996-08-13 | Paper |
| Super fractional Brownian motion, fractional super Brownian motion and related self-similar (super) processes | 1996-07-18 | Paper |
| Stable processes with sample paths in Orlicz spaces | 1996-07-18 | Paper |
| Sample quantiles of heavy tailed stochastic processes | 1996-06-30 | Paper |
| Stable fractal sums of pulses: The cylindrical case | 1996-01-15 | Paper |
| Association of infinitely divisible random vectors | 1995-07-17 | Paper |
| Functionals of infinitely divisible stochastic processes with exponential tails | 1995-05-23 | Paper |
| Limit laws for a stochastic process and random recursion arising in probabilistic modelling | 1995-05-04 | Paper |
| Geometric stable distributions in Banach spaces | 1995-01-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4286901 | 1995-01-03 | Paper |
| Possible sample paths of self-similar \(\alpha\)-stable processes | 1994-12-15 | Paper |
| Subexponentiality of the product of independent random variables | 1994-11-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4301585 | 1994-08-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4272997 | 1994-06-01 | Paper |
| Zero-one laws for multilinear forms in Gaussian and other infinitely divisible random variables | 1993-12-05 | Paper |
| The expected number of level crossings for stationary, harmonisable, symmetric, stable processes | 1993-10-28 | Paper |
| Distributions of subadditive functionals of sample paths of infinitely divisible processes | 1993-10-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4694367 | 1993-06-29 | Paper |
| Stochastic monotonicity and Slepian-type inequalities for infinitely divisible and stable random vectors | 1993-06-29 | Paper |
| Characterization of linear and harmonizable fractional stable motions | 1992-09-27 | Paper |
| Nonlinear regression of stable random variables | 1992-06-28 | Paper |
| Conditional moments and linear regression for stable random variables | 1992-06-27 | Paper |
| Probability laws with 1-stable marginals are 1-stable | 1992-06-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3972784 | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3972785 | 1992-06-26 | Paper |
| Sample path properties of stochastic processes represented as multiple stable integrals | 1992-06-25 | Paper |
| Probability tails of Gaussian extrema | 1991-01-01 | Paper |
| \((1/\alpha)\)-self similar \(\alpha\)-stable processes with stationary increments | 1990-01-01 | Paper |
| On stable Markov processes | 1990-01-01 | Paper |
| Association of stable random variables | 1990-01-01 | Paper |
| Multiple stable integrals of Banach-valued functions | 1990-01-01 | Paper |
| Existence of joint moments of stable random variables | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3034616 | 1989-01-01 | Paper |
| Local moduli of continuity for some classes of gaussian processes | 1989-01-01 | Paper |
| An asymptotic evaluation of the tail of a multiple symmetric \(\alpha\)- stable integral | 1989-01-01 | Paper |
| Extrema of skewed stable processes | 1988-01-01 | Paper |
| Continuity of Gaussian processes | 1988-01-01 | Paper |
| A Modified Version of Handscomb’s Antithetic Variates Theorem | 1987-01-01 | Paper |
| Tail behaviour for the suprema of Gaussian processes with applications to empirical processes | 1987-01-01 | Paper |
| Optimal coverage of convex regions | 1986-01-01 | Paper |
| Variance reduction by the use of common and antithetic random variables | 1985-01-01 | Paper |
| Antithetic Variates, Multivariate Dependence and Simulation of Stochastic Systems | 1985-01-01 | Paper |
| An efficient mixture method | 1982-01-01 | Paper |
| Efficiency of the random search method | 1982-01-01 | Paper |
