The following pages link to Gennady Samorodnitsky (Q188406):
Displayed 50 items.
- The distribution of test statistics for outlier detection in heavy-tailed samples (Q1600537) (← links)
- Growth rates of sample covariances of stationary symmetric \(\alpha \)-stable processes associated with null recurrent Markov chains (Q1613597) (← links)
- Dependence of stable random variables (Q1624514) (← links)
- Asymptotic behaviour of high Gaussian minima (Q1635902) (← links)
- Extreme values of the uniform order 1 autoregressive processes and missing observations (Q1692084) (← links)
- Distribution tails of sample quantiles and subexponentiality (Q1805774) (← links)
- Symmetric infinitely divisible processes with sample paths in Orlicz spaces and absolute continuity of infinitely divisible processes (Q1807268) (← links)
- Wavelet analysis of conservative cascades (Q1812194) (← links)
- Efficiency of the random search method (Q1837628) (← links)
- Ruin probability with claims modeled by a stationary ergodic stable process. (Q1872170) (← links)
- Ruin problem and how fast stochastic processes mix (Q1872353) (← links)
- Tail probabilities of subadditive functionals of Lévy processes. (Q1872382) (← links)
- Long strange segments of a stochastic process. (Q1872448) (← links)
- The supremum of a negative drift random walk with dependent heavy-tailed steps. (Q1872494) (← links)
- The maximum of the periodogram for a heavy-tailed sequence. (Q1872524) (← links)
- Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes. (Q1879832) (← links)
- On overload in a storage model, with a self-similar and infinitely divisible input. (Q1879893) (← links)
- Long strange segments in a long-range-dependent moving average. (Q1888751) (← links)
- Functionals of infinitely divisible stochastic processes with exponential tails (Q1890697) (← links)
- Super fractional Brownian motion, fractional super Brownian motion and related self-similar (super) processes (Q1897159) (← links)
- Stable processes with sample paths in Orlicz spaces (Q1904487) (← links)
- Lévy measures of infinitely divisible random vectors and Slepian inequalities (Q1904488) (← links)
- Sample quantiles of heavy tailed stochastic processes (Q1904544) (← links)
- Stable fractal sums of pulses: The cylindrical case (Q1904966) (← links)
- Symmetrization and concentration inequalities for multilinear forms with applications to zero-one laws for Lévy chaos (Q1922086) (← links)
- High level excursion set geometry for non-Gaussian infinitely divisible random fields (Q1942113) (← links)
- Certain probabilistic aspects of semistable laws (Q1962599) (← links)
- Activity periods of an infinite server queue and performance of certain heavy tailed fluid queues (Q1975025) (← links)
- From infinite urn schemes to self-similar stable processes (Q1986033) (← links)
- Limit theorems for topological invariants of the dynamic multi-parameter simplicial complex (Q2029763) (← links)
- Extremal clustering under moderate long range dependence and moderately heavy tails (Q2074983) (← links)
- Handling missing extremes in tail estimation (Q2135578) (← links)
- Regularly varying random fields (Q2182640) (← links)
- Distance covariance for discretized stochastic processes (Q2203622) (← links)
- Extreme value theory for long-range-dependent stable random fields (Q2209306) (← links)
- High minima of non-smooth Gaussian processes (Q2274116) (← links)
- Risk forecasting in the context of time series (Q2304433) (← links)
- Multiple thresholds in extremal parameter estimation (Q2311600) (← links)
- Extremal theory for long range dependent infinitely divisible processes (Q2327952) (← links)
- Intrinsic location functionals of stationary processes (Q2350349) (← links)
- Stochastic monotonicity and Slepian-type inequalities for infinitely divisible and stable random vectors (Q2365740) (← links)
- Characteristic function for the stationary state of a one-dimensional dynamical system with Lévy noise (Q2371532) (← links)
- Climbing down Gaussian peaks (Q2412668) (← links)
- On the existence of paths between points in high level excursion sets of Gaussian random fields (Q2450247) (← links)
- Long memory and self-similar processes (Q2458948) (← links)
- Stationary symmetric \(\alpha\)-stable discrete parameter random fields (Q2481393) (← links)
- Point processes associated with stationary stable processes (Q2485804) (← links)
- Functional large deviations for multivariate regularly varying random walks (Q2496504) (← links)
- Maxima of long memory stationary symmetric \(\alpha\)-stable processes, and self-similar processes with stationary max-increments (Q2515510) (← links)
- Null flows, positive flows and the structure of stationary symmetric stable processes (Q2571695) (← links)