Frank Aurzada

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Person:325887

Available identifiers

zbMath Open aurzada.frankMaRDI QIDQ325887

List of research outcomes





PublicationDate of PublicationType
Time- versus event-triggered consensus of a single-integrator multi-agent system2024-07-30Paper
Persistence probabilities of a smooth self-similar anomalous diffusion process2024-04-04Paper
Brownian motion conditioned to have restricted $L_2$-norm2023-12-20Paper
Scaling limit of stretched Brownian chains2023-10-23Paper
Brownian motion conditioned to spend limited time outside a bounded interval -- an extreme example of entropic repulsion2023-08-09Paper
Persistence probabilities of weighted sums of stationary Gaussian sequences2023-04-24Paper
Universal break law for a class of models of polymer rupture2023-02-10Paper
Persistence probabilities of mixed FBM and other mixed processes2022-11-29Paper
IMPROVING THE PERFORMANCE OF POLLING MODELS USING FORCED IDLE TIMES2022-11-18Paper
Asymptotics of the persistence exponent of integrated fractional Brownian motion and fractionally integrated Brownian motion2022-05-09Paper
Brownian motion conditioned to spend limited time below a barrier2022-03-07Paper
Persistence exponents in Markov chains2022-02-25Paper
Breaking a chain of interacting Brownian particles2022-02-14Paper
Breaking a chain of interacting Brownian particles: a Gumbel limit theorem2021-08-10Paper
Penalizing fractional Brownian motion for being negative2021-02-18Paper
Ruin probabilities in the Cramér-Lundberg model with temporarily negative capital2020-11-04Paper
Universal break law for chains of Brownian particles with nearest neighbour interaction2020-10-15Paper
Large deviations for infinite weighted sums of stretched exponential random variables2020-03-09Paper
Persistence probabilities of weighted sums of stationary Gaussian sequences2020-03-02Paper
Persistence exponents via perturbation theory: AR(1)-processes2019-12-11Paper
Scaling limits for a random boxes model2019-12-09Paper
The first exit time of fractional Brownian motion from a parabolic domain2019-10-25Paper
How complex is a random picture?2019-07-02Paper
Persistence Probabilities and a Decorrelation Inequality for the Rosenblatt Process and Hermite Processes2019-02-07Paper
Persistence probabilities of two-sided (integrated) sums of correlated stationary Gaussian sequences2018-05-28Paper
Persistence probabilities for stationary increment processes2018-04-27Paper
Small deviations of sums of correlated stationary Gaussian sequences2018-01-09Paper
Random walks and branching processes in correlated Gaussian environment2017-06-08Paper
Improving the performance of polling models using forced idle times2016-12-14Paper
The first passage time problem over a moving boundary for asymptotically stable Lévy processes2016-10-11Paper
Persistence probabilities and exponents2016-05-19Paper
Exponential moments of first passage times and related quantities for Lévy processes2016-01-14Paper
Lévy matters V. Functionals of Lévy processes2015-09-14Paper
First passage times of L\'evy processes over a one-sided moving boundary2015-08-05Paper
Persistence exponent for discrete-time, time-reversible processes2015-02-24Paper
Small deviations for a family of smooth Gaussian processes2014-09-18Paper
Persistence probabilities for a Bridge of an integrated simple random walk2014-06-20Paper
Survival probabilities of weighted random walks2013-12-03Paper
First exit of Brownian motion from a one-sided moving boundary2013-07-18Paper
Persistence of fractional Brownian motion with moving boundaries and applications2013-05-17Paper
Path regularity of Gaussian processes via small deviations2013-04-16Paper
Universality of the asymptotics of the one-sided exit problem for integrated processes2013-03-19Paper
Small time Chung-type LIL for Lévy processes2013-03-07Paper
Wait-and-see strategies in polling models2012-06-27Paper
On the one-sided exit problem for fractional Brownian motion2012-06-22Paper
First exit of Brownian motion from a one-sided moving boundary2012-03-21Paper
Moments of recurrence times for Markov chains2011-09-09Paper
Intermittency and ageing for the symbiotic branching model2011-05-19Paper
Small deviations of stable processes and entropy of the associated random operators2010-11-15Paper
Small Deviations of Smooth Stationary Gaussian Processes2010-04-26Paper
On the small deviation problem for some iterated processes2009-11-20Paper
Small deviations of general Lévy processes2009-11-04Paper
The coding complexity of Lévy processes2009-07-10Paper
High resolution quantization and entropy coding of jump processes2009-06-11Paper
Small deviation probability via chaining2009-01-16Paper
A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights2008-10-30Paper
Small deviations for stable processes via compactness properties of the parameter set2008-04-28Paper
https://portal.mardi4nfdi.de/entity/Q54459752008-03-06Paper
On the lower tail probabilities of some random sequences in \(l_{ p }\)2008-02-18Paper
Small ball probabilities for stable convolutions2007-11-30Paper
Small deviation probabilities of some stochastic processes.2007-05-09Paper

Research outcomes over time

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