| Publication | Date of Publication | Type |
|---|
Detection of small holes by the scale-invariant robust density-aware distance (RDAD) filtration
Journal of Applied and Computational Topology | 2024-12-06 | Paper |
Clustering of large deviations in moving average processes: the short memory regime
The Annals of Applied Probability | 2024-08-22 | Paper |
Extreme Bandits Using Robust Statistics
IEEE Transactions on Information Theory | 2024-03-19 | Paper |
Large deviations for subcomplex counts and Betti numbers in multiparameter simplicial complexes
Random Structures & Algorithms | 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
Stochastic Processes and their Applications | 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
Statistics & Probability Letters | 2022-06-01 | Paper |
Handling missing extremes in tail estimation
Extremes | 2022-05-09 | Paper |
Extremal clustering under moderate long range dependence and moderately heavy tails
Stochastic Processes and their Applications | 2022-02-11 | Paper |
Heavy-tailed distributions, correlations, kurtosis and Taylor’s Law of fluctuation scaling
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2021-10-29 | Paper |
Limit theorems for topological invariants of the dynamic multi-parameter simplicial complex
Stochastic Processes and their Applications | 2021-06-04 | Paper |
Limit theorems for topological invariants of the dynamic multi-parameter simplicial complex
Stochastic Processes and their Applications | 2021-06-04 | Paper |
Extreme value theory for long-range-dependent stable random fields
Journal of Theoretical Probability | 2020-10-30 | Paper |
Extreme value theory for long-range-dependent stable random fields
Journal of Theoretical Probability | 2020-10-30 | Paper |
Distance covariance for discretized stochastic processes
Bernoulli | 2020-10-07 | Paper |
Distance covariance for discretized stochastic processes
Bernoulli | 2020-10-07 | Paper |
Extreme value analysis without the largest values: what can be done?
Probability in the Engineering and Informational Sciences | 2020-05-27 | Paper |
Regularly varying random fields
Stochastic Processes and their Applications | 2020-05-26 | Paper |
From infinite urn schemes to self-similar stable processes
Stochastic Processes and their Applications | 2020-04-07 | Paper |
Risk forecasting in the context of time series
Lithuanian Mathematical Journal | 2020-03-11 | Paper |
Extremal theory for long range dependent infinitely divisible processes
The Annals of Probability | 2019-10-08 | Paper |
Extremal theory for long range dependent infinitely divisible processes
The Annals of Probability | 2019-10-08 | Paper |
Asymptotic normality of degree counts in a preferential attachment model
Advances in Applied Probability | 2019-09-23 | Paper |
High minima of non-smooth Gaussian processes
Electronic Communications in Probability | 2019-09-19 | Paper |
High minima of non-smooth Gaussian processes
Electronic Communications in Probability | 2019-09-19 | Paper |
Multiple thresholds in extremal parameter estimation
Extremes | 2019-07-04 | Paper |
Multivariate extremes, aggregation and risk estimation
Quantitative Finance | 2019-01-14 | Paper |
| Dependence of stable random variables | 2018-11-16 | Paper |
Contact distribution in a thinned Boolean model with power-law radii
Journal of Applied Probability | 2018-09-26 | Paper |
Ruin probabilities in classical risk models with gamma claims
Scandinavian Actuarial Journal | 2018-08-31 | Paper |
| Distance covariance for stochastic processes | 2018-08-08 | Paper |
Distance covariance for stochastic processes
(available as arXiv preprint) | 2018-08-08 | Paper |
Calculation of ruin probabilities for a dense class of heavy tailed distributions
Scandinavian Actuarial Journal | 2018-07-11 | Paper |
Asymptotic behaviour of high Gaussian minima
Stochastic Processes and their Applications | 2018-06-01 | Paper |
Extreme values of the uniform order 1 autoregressive processes and missing observations
Extremes | 2018-01-26 | Paper |
Climbing down Gaussian peaks
The Annals of Probability | 2017-10-24 | Paper |
Climbing down Gaussian peaks
The Annals of Probability | 2017-10-24 | Paper |
| Discrete Extremes | 2017-07-17 | Paper |
Fat tails, VaR and subadditivity
Journal of Econometrics | 2017-05-12 | Paper |
On a class of random perturbations of the hierarchical Laplacian
Izvestiya: Mathematics | 2016-11-11 | Paper |
Stochastic processes and long range dependence
Springer Series in Operations Research and Financial Engineering | 2016-09-08 | Paper |
Time-changed extremal process as a random sup measure
Bernoulli | 2016-07-14 | Paper |
Time-changed extremal process as a random sup measure
Bernoulli | 2016-07-14 | Paper |
Multivariate subexponential distributions and their applications
Extremes | 2016-06-07 | Paper |
Nonstandard regular variation of in-degree and out-degree in the preferential attachment model
Journal of Applied Probability | 2016-04-29 | Paper |
Nonstandard regular variation of in-degree and out-degree in the preferential attachment model
Journal of Applied Probability | 2016-04-29 | Paper |
Tail inference: where does the tail begin?
Extremes | 2016-01-25 | Paper |
Tauberian theory for multivariate regularly varying distributions with application to preferential attachment networks
Extremes | 2015-09-24 | Paper |
Maxima of long memory stationary symmetric \(\alpha\)-stable processes, and self-similar processes with stationary max-increments
Bernoulli | 2015-08-05 | Paper |
Maxima of long memory stationary symmetric \(\alpha\)-stable processes, and self-similar processes with stationary max-increments
Bernoulli | 2015-08-05 | Paper |
Intrinsic location functionals of stationary processes
Stochastic Processes and their Applications | 2015-06-19 | Paper |
| scientific article; zbMATH DE number 6446530 (Why is no real title available?) | 2015-06-17 | Paper |
General inverse problems for regular variation
Journal of Applied Probability | 2015-04-14 | Paper |
General inverse problems for regular variation
Journal of Applied Probability | 2015-04-14 | Paper |
Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows
The Annals of Probability | 2015-01-06 | Paper |
Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows
The Annals of Probability | 2015-01-06 | Paper |
On the existence of paths between points in high level excursion sets of Gaussian random fields
The Annals of Probability | 2014-05-19 | Paper |
On the existence of paths between points in high level excursion sets of Gaussian random fields
The Annals of Probability | 2014-05-19 | Paper |
Fractional moments of solutions to stochastic recurrence equations
Journal of Applied Probability | 2014-04-04 | Paper |
Multivariate tail estimation with application to analysis of CoVaR
ASTIN Bulletin | 2014-02-27 | Paper |
Prediction of outstanding payments in a Poisson cluster model
Scandinavian Actuarial Journal | 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
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2013-12-04 | 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
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2013-12-04 | Paper |
Is the location of the supremum of a stationary process nearly uniformly distributed?
The Annals of Probability | 2013-11-12 | Paper |
Is the location of the supremum of a stationary process nearly uniformly distributed?
The Annals of Probability | 2013-11-12 | Paper |
Weak quenched limiting distributions for transient one-dimensional random walk in a random environment
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2013-10-09 | Paper |
Weak quenched limiting distributions for transient one-dimensional random walk in a random environment
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2013-10-09 | Paper |
High level excursion set geometry for non-Gaussian infinitely divisible random fields
The Annals of Probability | 2013-03-15 | Paper |
High level excursion set geometry for non-Gaussian infinitely divisible random fields
The Annals of Probability | 2013-03-15 | Paper |
Function-indexed empirical processes based on an infinite source Poisson transmission stream
Bernoulli | 2012-08-09 | Paper |
Function-indexed empirical processes based on an infinite source Poisson transmission stream
Bernoulli | 2012-08-09 | Paper |
Distribution of the supremum location of stationary processes
Electronic Journal of Probability | 2012-06-22 | Paper |
Understanding heavy tails in a bounded world or, is a truncated heavy tail heavy or not?
Stochastic Models | 2012-04-24 | Paper |
A heavy traffic approximation for workload processes with heavy tailed service requirements
Management Science | 2012-02-19 | Paper |
A large deviation principle for Minkowski sums of heavy-tailed random compact convex sets with finite expectation
Journal of Applied Probability | 2011-10-25 | Paper |
How fast can the chord length distribution decay?
Advances in Applied Probability | 2011-07-22 | Paper |
Weak convergence of the function-indexed integrated periodogram for infinite variance processes
Bernoulli | 2011-02-28 | Paper |
Do financial returns have finite or infinite variance? A paradox and an explanation
Quantitative Finance | 2010-12-15 | Paper |
Long strange segments, ruin probabilities and the effect of memory on moving average processes
Stochastic Processes and their Applications | 2010-11-25 | Paper |
Excursion sets of three classes of stable random fields
Advances in Applied Probability | 2010-07-13 | Paper |
Large deviations for point processes based on stationary sequences with heavy tails
Journal of Applied Probability | 2010-04-08 | Paper |
A fluid cluster Poisson input process can look like a fractional Brownian motion even in the slow growth aggregation regime
Advances in Applied Probability | 2009-07-22 | Paper |
Limit Behavior of Fluid Queues and Networks
Operations Research | 2009-07-18 | Paper |
Inverse problems for regular variation of linear filters, a cancellation property for \(\sigma\)-finite measures and identification of stable laws
The Annals of Applied Probability | 2009-04-02 | Paper |
The effect of memory on functional large deviations of infinite moving average processes
Stochastic Processes and their Applications | 2009-03-10 | Paper |
Tail probabilities for infinite series of regularly varying random vectors
Bernoulli | 2009-03-02 | Paper |
Asymptotic analysis of the ruin with stationary stable steps generated by dissipative flows
Scandinavian Actuarial Journal | 2008-06-18 | Paper |
Scaling Limits for Cumulative Input Processes
Mathematics of Operations Research | 2008-05-27 | Paper |
Long Range Dependence
Foundations and Trends® in Stochastic Systems | 2008-04-30 | Paper |
Stationary symmetric \(\alpha\)-stable discrete parameter random fields
Journal of Theoretical Probability | 2008-04-09 | Paper |
| Asymptotic distribution of unibiased linear estimators in the presence of heavy-tailed stochastic regressors and residuals | 2008-03-06 | Paper |
Long memory and self-similar processes
Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI | 2007-11-05 | Paper |
Long memory and self-similar processes
Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI | 2007-11-05 | Paper |
Ruin probability with certain stationary stable claims generated by conservative flows
Advances in Applied Probability | 2007-09-03 | Paper |
Characteristic function for the stationary state of a one-dimensional dynamical system with Lévy noise
Theoretical and Mathematical Physics | 2007-07-05 | Paper |
Modeling and analysis of uncertain time-critical tasking problems
Naval Research Logistics | 2007-02-20 | Paper |
Random rewards, fractional Brownian local times and stable self-similar processes
The Annals of Applied Probability | 2007-02-05 | Paper |
| Computing the portfolio conditional value-at-risk in the \(\alpha\)-stable case | 2007-01-30 | Paper |
Modeling teletraffic arrivals by a Poisson cluster process
Queueing Systems | 2006-12-20 | Paper |
| Maharam Extension for Nonsingular Group Actions | 2006-11-28 | Paper |
Functional large deviations for multivariate regularly varying random walks
The Annals of Applied Probability | 2006-07-10 | Paper |
Extreme Value Theory as a Risk Management Tool
North American Actuarial Journal | 2006-01-13 | Paper |
Erratum to ``Long strange segments in a long-range-dependent moving average
Stochastic Processes and their Applications | 2005-11-29 | Paper |
Tails of solutions of certain nonlinear stochastic differential equations driven by heavy tailed Lévy motions.
Stochastic Processes and their Applications | 2005-11-29 | Paper |
Null flows, positive flows and the structure of stationary symmetric stable processes
The Annals of Probability | 2005-11-14 | Paper |
Point processes associated with stationary stable processes
Stochastic Processes and their Applications | 2005-08-05 | Paper |
Maxima of continuous-time stationary stable processes
Advances in Applied Probability | 2005-03-30 | Paper |
Dynamic Systems Driven by Poisson/Lévy White Noise
Solid Mechanics and Its Applications | 2005-02-11 | Paper |
Long strange segments in a long-range-dependent moving average.
Stochastic Processes and their Applications | 2004-11-26 | Paper |
Stability of the trivial solution for linear stochastic differential equations with Poisson white noise
Journal of Physics A: Mathematical and General | 2004-10-25 | Paper |
Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes.
The Annals of Probability | 2004-09-15 | Paper |
On overload in a storage model, with a self-similar and infinitely divisible input.
The Annals of Applied Probability | 2004-09-15 | Paper |
Local solution for a class of mixed boundary value problems
Journal of Physics A: Mathematical and General | 2004-05-18 | Paper |
Buffer content of a leaky-bucket system with long-range dependent input traffic
Journal of Applied Probability | 2004-05-18 | Paper |
Limits of on/off hierarchical product models for data transmission
The Annals of Applied Probability | 2004-03-30 | Paper |
Wavelet analysis of conservative cascades
Bernoulli | 2003-10-09 | Paper |
The supremum of a negative drift random walk with dependent heavy-tailed steps.
The Annals of Applied Probability | 2003-05-06 | Paper |
Tail probabilities of subadditive functionals of Lévy processes.
The Annals of Applied Probability | 2003-05-06 | Paper |
The maximum of the periodogram for a heavy-tailed sequence.
The Annals of Probability | 2003-05-06 | Paper |
Long strange segments of a stochastic process.
The Annals of Applied Probability | 2003-05-06 | Paper |
Ruin problem and how fast stochastic processes mix
The Annals of Applied Probability | 2003-05-06 | Paper |
Ruin probability with claims modeled by a stationary ergodic stable process.
The Annals of Probability | 2003-05-06 | Paper |
A SINGLE CHANNEL ON/OFF MODEL WITH TCP-LIKE CONTROL
Stochastic Models | 2003-03-24 | Paper |
Steady-state distribution of the buffer content for \(\text{M}/\text{G}/\infty\) input fluid queues
Bernoulli | 2002-09-25 | Paper |
Growth rates of sample covariances of stationary symmetric \(\alpha \)-stable processes associated with null recurrent Markov chains
Stochastic Processes and their Applications | 2002-08-29 | Paper |
Optimal and near-optimal \((s,S)\) inventory policies for Levy demand processes
RAIRO. Operations Research | 2002-07-31 | Paper |
Optimal and near-optimal \((s,S)\) inventory policies for Levy demand processes
RAIRO. Operations Research | 2002-07-31 | Paper |
Optimal and near-optimal \((s,S)\) inventory policies for Levy demand processes
RAIRO. Operations Research | 2002-07-31 | Paper |
The distribution of test statistics for outlier detection in heavy-tailed samples
Mathematical and Computer Modelling | 2002-06-13 | Paper |
Heavy tails and long range dependence in on/off processes and associated fluid models
Mathematics of Operations Research | 2001-11-26 | Paper |
How misleading can sample ACFs of stable MAs be? (Very!)
The Annals of Applied Probability | 2000-09-04 | Paper |
| scientific article; zbMATH DE number 1342368 (Why is no real title available?) | 2000-07-19 | Paper |
Certain probabilistic aspects of semistable laws
Annals of the Institute of Statistical Mathematics | 2000-07-02 | Paper |
| scientific article; zbMATH DE number 1301890 (Why is no real title available?) | 2000-06-07 | Paper |
Activity periods of an infinite server queue and performance of certain heavy tailed fluid queues
Queueing Systems | 2000-03-30 | Paper |
Distribution tails of sample quantiles and subexponentiality
Stochastic Processes and their Applications | 1999-11-18 | Paper |
Symmetric infinitely divisible processes with sample paths in Orlicz spaces and absolute continuity of infinitely divisible processes
Stochastic Processes and their Applications | 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
The Annals of Applied Probability | 1999-11-14 | Paper |
Sample correlations of infinite variance time series models: An empirical and theoretical study
Journal of Applied Mathematics and Stochastic Analysis | 1999-08-16 | Paper |
Tails of Lévy measure of geometric stable random variables
Extremes | 1999-08-10 | Paper |
| scientific article; zbMATH DE number 1223592 (Why is no real title available?) | 1999-06-20 | Paper |
Patterns of buffer overflow in a class of queues with long memory in the input stream
The Annals of Applied Probability | 1999-01-19 | Paper |
Lower tails of self-similar stable processes
Bernoulli | 1998-05-25 | Paper |
Level crossings of absolutely continuous stationary symmetric \(\alpha\)-stable processes
The Annals of Applied Probability | 1998-03-04 | Paper |
Performance Decay in a Single Server Exponential Queueing Model with Long Range Dependence
Operations Research | 1997-11-25 | Paper |
| scientific article; zbMATH DE number 898382 (Why is no real title available?) | 1997-06-15 | Paper |
Classes of mixing stable processes
Bernoulli | 1997-04-29 | Paper |
Symmetrization and concentration inequalities for multilinear forms with applications to zero-one laws for Lévy chaos
The Annals of Probability | 1997-01-05 | Paper |
| scientific article; zbMATH DE number 939794 (Why is no real title available?) | 1996-12-03 | Paper |
$L^1$ Norm of Lévy Processes with Exponential Tails.
MATHEMATICA SCANDINAVICA | 1996-11-26 | Paper |
Lévy measures of infinitely divisible random vectors and Slepian inequalities
The Annals of Probability | 1996-08-13 | Paper |
Stable processes with sample paths in Orlicz spaces
The Annals of Probability | 1996-07-18 | Paper |
Super fractional Brownian motion, fractional super Brownian motion and related self-similar (super) processes
The Annals of Probability | 1996-07-18 | Paper |
Sample quantiles of heavy tailed stochastic processes
Stochastic Processes and their Applications | 1996-06-30 | Paper |
Stable fractal sums of pulses: The cylindrical case
Bernoulli | 1996-01-15 | Paper |
Association of infinitely divisible random vectors
Stochastic Processes and their Applications | 1995-07-17 | Paper |
Functionals of infinitely divisible stochastic processes with exponential tails
Stochastic Processes and their Applications | 1995-05-23 | Paper |
Limit laws for a stochastic process and random recursion arising in probabilistic modelling
Advances in Applied Probability | 1995-05-04 | Paper |
Geometric stable distributions in Banach spaces
Journal of Theoretical Probability | 1995-01-15 | Paper |
| scientific article; zbMATH DE number 549090 (Why is no real title available?) | 1995-01-03 | Paper |
Possible sample paths of self-similar \(\alpha\)-stable processes
Statistics & Probability Letters | 1994-12-15 | Paper |
Subexponentiality of the product of independent random variables
Stochastic Processes and their Applications | 1994-11-17 | Paper |
| scientific article; zbMATH DE number 614990 (Why is no real title available?) | 1994-08-07 | Paper |
| scientific article; zbMATH DE number 474425 (Why is no real title available?) | 1994-06-01 | Paper |
Zero-one laws for multilinear forms in Gaussian and other infinitely divisible random variables
Journal of Multivariate Analysis | 1993-12-05 | Paper |
The expected number of level crossings for stationary, harmonisable, symmetric, stable processes
The Annals of Applied Probability | 1993-10-28 | Paper |
Distributions of subadditive functionals of sample paths of infinitely divisible processes
The Annals of Probability | 1993-10-11 | Paper |
| scientific article; zbMATH DE number 218720 (Why is no real title available?) | 1993-06-29 | Paper |
Stochastic monotonicity and Slepian-type inequalities for infinitely divisible and stable random vectors
The Annals of Probability | 1993-06-29 | Paper |
Characterization of linear and harmonizable fractional stable motions
Stochastic Processes and their Applications | 1992-09-27 | Paper |
Nonlinear regression of stable random variables
The Annals of Applied Probability | 1992-06-28 | Paper |
Probability laws with 1-stable marginals are 1-stable
The Annals of Probability | 1992-06-27 | Paper |
Conditional moments and linear regression for stable random variables
Stochastic Processes and their Applications | 1992-06-27 | Paper |
| scientific article; zbMATH DE number 16136 (Why is no real title available?) | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 16137 (Why is no real title available?) | 1992-06-26 | Paper |
Sample path properties of stochastic processes represented as multiple stable integrals
Journal of Multivariate Analysis | 1992-06-25 | Paper |
Probability tails of Gaussian extrema
Stochastic Processes and their Applications | 1991-01-01 | Paper |
Multiple stable integrals of Banach-valued functions
Journal of Theoretical Probability | 1990-01-01 | Paper |
Existence of joint moments of stable random variables
Statistics & Probability Letters | 1990-01-01 | Paper |
\((1/\alpha)\)-self similar \(\alpha\)-stable processes with stationary increments
Journal of Multivariate Analysis | 1990-01-01 | Paper |
Association of stable random variables
The Annals of Probability | 1990-01-01 | Paper |
On stable Markov processes
Stochastic Processes and their Applications | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4133237 (Why is no real title available?) | 1989-01-01 | Paper |
Local moduli of continuity for some classes of gaussian processes
Stochastics and Stochastic Reports | 1989-01-01 | Paper |
An asymptotic evaluation of the tail of a multiple symmetric \(\alpha\)- stable integral
The Annals of Probability | 1989-01-01 | Paper |
Continuity of Gaussian processes
The Annals of Probability | 1988-01-01 | Paper |
Extrema of skewed stable processes
Stochastic Processes and their Applications | 1988-01-01 | Paper |
A Modified Version of Handscomb’s Antithetic Variates Theorem
SIAM Journal on Scientific and Statistical Computing | 1987-01-01 | Paper |
Tail behaviour for the suprema of Gaussian processes with applications to empirical processes
The Annals of Probability | 1987-01-01 | Paper |
Optimal coverage of convex regions
Journal of Optimization Theory and Applications | 1986-01-01 | Paper |
Variance reduction by the use of common and antithetic random variables
Journal of Statistical Computation and Simulation | 1985-01-01 | Paper |
Antithetic Variates, Multivariate Dependence and Simulation of Stochastic Systems
Management Science | 1985-01-01 | Paper |
Efficiency of the random search method
Mathematics and Computers in Simulation | 1982-01-01 | Paper |
An efficient mixture method
Operations Research Letters | 1982-01-01 | Paper |
