| Publication | Date of Publication | Type |
|---|
| Probability of entering an orthant by correlated fractional Brownian motion with drift: exact asymptotics | 2024-11-12 | Paper |
| On Berman functions | 2024-04-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6146321 | 2024-02-05 | Paper |
| Extremes of reflecting Gaussian processes on discrete grid | 2024-01-02 | Paper |
| Sojourns of fractional Brownian motion queues: transient asymptotics | 2023-12-14 | Paper |
| Simultaneous ruin probability for multivariate Gaussian risk model | 2023-05-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5881790 | 2023-03-13 | Paper |
| Derivative of the expected supremum of fractional Brownian motion at \(H=1\) | 2022-11-09 | Paper |
| Derivatives of sup-functionals of fractional Brownian motion evaluated at \(H=\frac{1}{2}\) | 2022-10-04 | Paper |
| Exact asymptotics of Gaussian-driven tandem queues | 2022-06-16 | Paper |
| Pandemic-type failures in multivariate Brownian risk models | 2022-04-04 | Paper |
| On the continuity of Pickands constants | 2022-04-01 | Paper |
| Finite-time ruin probability for correlated Brownian motions | 2022-03-02 | Paper |
| Derivatives of sup-functionals of fractional Brownian motion evaluated at H=1/2 | 2021-10-17 | Paper |
| Extremes of Gaussian random fields with non-additive dependence structure | 2021-08-20 | Paper |
| Pickands-Piterbarg constants for self-similar Gaussian processes | 2021-07-02 | Paper |
| Bounds for expected supremum of fractional Brownian motion with drift | 2021-06-28 | Paper |
| Exact asymptotics of component-wise extrema of two-dimensional Brownian motion | 2021-05-21 | Paper |
| Sojourn times of Gaussian related random fields | 2021-01-27 | Paper |
| Sojourn times of Gaussian processes with trend | 2020-10-30 | Paper |
| Extremes of vector-valued Gaussian processes | 2020-09-02 | Paper |
| Simultaneous ruin probability for two-dimensional brownian risk model | 2020-07-22 | Paper |
| Approximation of sojourn times of Gaussian processes | 2020-05-04 | Paper |
| Approximation of supremum of max-stable stationary processes \& Pickands constants | 2020-02-18 | Paper |
| Extremes of nonstationary Gaussian fluid queues | 2020-02-05 | Paper |
| Uniform tail approximation of homogenous functionals of Gaussian fields | 2019-09-16 | Paper |
| The time of ultimate recovery in Gaussian risk model | 2019-09-05 | Paper |
| Logarithmic asymptotics for probability of component-wise ruin in a two-dimensional Brownian model | 2019-06-21 | Paper |
| Extremal behavior of hitting a cone by correlated Brownian motion with drift | 2018-12-10 | Paper |
| Extremes of threshold-dependent Gaussian processes | 2018-11-23 | Paper |
| On Extremal Index of max-stable stationary processes | 2018-08-08 | Paper |
| Extremes ofγ-reflected Gaussian processes with stationary increments | 2018-08-07 | Paper |
| Gaussian risk models with financial constraints | 2018-07-11 | Paper |
| Extremes of vector-valued Gaussian processes with trend | 2018-05-31 | Paper |
| An Erdős-Révész type law of the iterated logarithm for order statistics of a stationary Gaussian process | 2018-04-20 | Paper |
| On generalised Piterbarg constants | 2018-03-01 | Paper |
| An Erdös-Révész type law of the iterated logarithm for reflected fractional Brownian motion | 2018-01-31 | Paper |
| Generalized Pickands constants and stationary max-stable processes | 2018-01-26 | Paper |
| Extremes of randomly scaled Gumbel risks | 2017-11-02 | Paper |
| Extremes of Gaussian random fields with regularly varying dependence structure | 2017-11-02 | Paper |
| Lévy-driven GPS queues with heavy-tailed input | 2017-08-14 | Paper |
| Comparison Inequalities for Order Statistics of Gaussian Arrays | 2017-02-23 | Paper |
| Extremes of threshold-dependent Gaussian processes | 2017-01-19 | Paper |
| Parisian ruin over a finite-time horizon | 2016-06-17 | Paper |
| Extremes of stationary Gaussian storage models | 2016-06-07 | Paper |
| Extremes of a class of nonhomogeneous Gaussian random fields | 2016-05-12 | Paper |
| Gaussian approximation of perturbed chi-square risks | 2015-12-09 | Paper |
| Parisian ruin of self-similar Gaussian risk processes | 2015-10-30 | Paper |
| Extremes of vector-valued Gaussian processes: exact asymptotics | 2015-08-24 | Paper |
| Queues and Lévy fluctuation theory | 2015-07-09 | Paper |
| Extremes of order statistics of stationary processes | 2015-06-26 | Paper |
| Extremes of Homogeneous Gaussian Random Fields | 2015-05-29 | Paper |
| Exact tail asymptotics of the supremum attained by a Lévy process | 2015-04-01 | Paper |
| Finite-time ruin probability of aggregate Gaussian processes | 2015-01-26 | Paper |
| Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals | 2015-01-23 | Paper |
| On the infimum attained by the reflected fractional Brownian motion | 2015-01-23 | Paper |
| On the probability of conjunctions of stationary Gaussian processes | 2014-06-11 | Paper |
| On the tail asymptotics of the area swept under the Brownian storage graph | 2014-05-05 | Paper |
| Random Scaling of Gumbel Risks | 2013-12-26 | Paper |
| Transient analysis of Lévy-driven tandem queues | 2013-12-06 | Paper |
| Open problems in Gaussian fluid queueing theory | 2013-11-25 | Paper |
| Gaussian queues in light and heavy traffic | 2013-11-25 | Paper |
| Asymptotics of Hybrid Fluid Queues with Lévy Input | 2013-04-25 | Paper |
| On the infimum attained by a reflected Lévy process | 2012-06-20 | Paper |
| Exact asymptotics of supremum of a stationary Gaussian process over a random interval | 2012-05-18 | Paper |
| Asymptotics of supremum distribution of a Gaussian process over a Weibullian time | 2011-09-02 | Paper |
| Extremes of the time-average of stationary Gaussian processes | 2011-08-04 | Paper |
| Finite time asymptotics of fluid and ruin models: multiplexed fractional Brownian motions case | 2011-03-04 | Paper |
| Extremes of multidimensional Gaussian processes | 2010-11-25 | Paper |
| Transient Asymptotics of Lévy-Driven Queues | 2010-04-08 | Paper |
| Estimates for moments of supremum of reflected fractional Brownian motion | 2009-12-16 | Paper |
| Transient characteristics of Gaussian queues | 2009-11-06 | Paper |
| A note on upper estimates for Pickands constants | 2009-09-30 | Paper |
| Asymptotics of supremum distribution of \(\alpha (t)\)-locally stationary Gaussian processes | 2008-11-14 | Paper |
| Quasi-Product Forms for Lévy-Driven Fluid Networks | 2008-05-27 | Paper |
| A note on large-buffer asymptotics for generalized processor sharing with Gaussian inputs | 2007-06-14 | Paper |
| A TANDEM QUEUE WITH LÉVY INPUT: A NEW REPRESENTATION OF THE DOWNSTREAM QUEUE LENGTH | 2007-03-23 | Paper |
| Large buffer asymptotics for generalized processor sharing queues with Gaussian inputs | 2006-12-20 | Paper |
| Some Properties of Generalized Pickands Constants | 2006-06-09 | Paper |
| Reduced-load equivalence for Gaussian processes | 2005-08-25 | Paper |
| Subexponential asymptotics of hybrid fluid and ruin models | 2005-04-29 | Paper |
| The supremum of a Gaussian process over a random interval | 2005-04-21 | Paper |
| Ruin probability for Gaussian integrated processes. | 2005-02-25 | Paper |
| Traffic with an fBm limit: convergence of the stationary workload process | 2004-08-10 | Paper |
| Exact overflow asymptotics for queues with many Gaussian inputs | 2004-05-18 | Paper |
| Simulation of the Asymptotic Constant in Some Fluid Models | 2003-07-24 | Paper |
| A note on transient Gaussian fluid models | 2002-08-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2771982 | 2002-02-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2772075 | 2002-02-18 | Paper |
| A note on LDP for supremum of Gaussian processes over infinite horizon | 2000-09-04 | Paper |
| On-off fluid models in heavy traffic environment | 2000-03-30 | Paper |
| A Gaussian fluid model | 1996-07-01 | Paper |
| Probability of entering an orthant by correlated fractional Brownian motion with drift: Exact asymptotics | N/A | Paper |
