| Publication | Date of Publication | Type |
|---|
Time- versus event-triggered consensus of a single-integrator multi-agent system
Nonlinear Analysis. Hybrid Systems | 2024-07-30 | Paper |
Persistence probabilities of a smooth self-similar anomalous diffusion process
Journal of Statistical Physics | 2024-04-04 | Paper |
| Brownian motion conditioned to have restricted $L_2$-norm | 2023-12-20 | Paper |
Scaling limit of stretched Brownian chains
Journal of Physics A: Mathematical and Theoretical | 2023-10-23 | Paper |
| Brownian motion conditioned to spend limited time outside a bounded interval -- an extreme example of entropic repulsion | 2023-08-09 | Paper |
Persistence probabilities of weighted sums of stationary Gaussian sequences
Stochastic Processes and their Applications | 2023-04-24 | Paper |
Universal break law for a class of models of polymer rupture
Journal of Physics A: Mathematical and Theoretical | 2023-02-10 | Paper |
Persistence probabilities of mixed FBM and other mixed processes
Journal of Physics A: Mathematical and Theoretical | 2022-11-29 | Paper |
IMPROVING THE PERFORMANCE OF POLLING MODELS USING FORCED IDLE TIMES
Probability in the Engineering and Informational Sciences | 2022-11-18 | Paper |
Asymptotics of the persistence exponent of integrated fractional Brownian motion and fractionally integrated Brownian motion
Theory of Probability & Its Applications | 2022-05-09 | Paper |
Brownian motion conditioned to spend limited time below a barrier
Stochastic Processes and their Applications | 2022-03-07 | Paper |
Persistence exponents in Markov chains
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2022-02-25 | Paper |
Breaking a chain of interacting Brownian particles
The Annals of Applied Probability | 2022-02-14 | Paper |
Breaking a chain of interacting Brownian particles: a Gumbel limit theorem
Theory of Probability & Its Applications | 2021-08-10 | Paper |
Penalizing fractional Brownian motion for being negative
Stochastic Processes and their Applications | 2021-02-18 | Paper |
Ruin probabilities in the Cramér-Lundberg model with temporarily negative capital
European Actuarial Journal | 2020-11-04 | Paper |
| Universal break law for chains of Brownian particles with nearest neighbour interaction | 2020-10-15 | Paper |
Large deviations for infinite weighted sums of stretched exponential random variables
Journal of Mathematical Analysis and Applications | 2020-03-09 | Paper |
Persistence probabilities of weighted sums of stationary Gaussian sequences
(available as arXiv preprint) | 2020-03-02 | Paper |
Persistence exponents via perturbation theory: AR(1)-processes
Journal of Statistical Physics | 2019-12-11 | Paper |
Scaling limits for a random boxes model
Advances in Applied Probability | 2019-12-09 | Paper |
The first exit time of fractional Brownian motion from a parabolic domain
Theory of Probability & Its Applications | 2019-10-25 | Paper |
How complex is a random picture?
Journal of Complexity | 2019-07-02 | Paper |
Persistence Probabilities and a Decorrelation Inequality for the Rosenblatt Process and Hermite Processes
Theory of Probability & Its Applications | 2019-02-07 | Paper |
Persistence probabilities of two-sided (integrated) sums of correlated stationary Gaussian sequences
Journal of Statistical Physics | 2018-05-28 | Paper |
Persistence probabilities for stationary increment processes
Stochastic Processes and their Applications | 2018-04-27 | Paper |
Small deviations of sums of correlated stationary Gaussian sequences
Theory of Probability & Its Applications | 2018-01-09 | Paper |
Random walks and branching processes in correlated Gaussian environment
Journal of Statistical Physics | 2017-06-08 | Paper |
Improving the performance of polling models using forced idle times
(available as arXiv preprint) | 2016-12-14 | Paper |
The first passage time problem over a moving boundary for asymptotically stable Lévy processes
Journal of Theoretical Probability | 2016-10-11 | Paper |
Persistence probabilities and exponents
Lecture Notes in Mathematics | 2016-05-19 | Paper |
Exponential moments of first passage times and related quantities for Lévy processes
Mathematische Nachrichten | 2016-01-14 | Paper |
Lévy matters V. Functionals of Lévy processes
Lecture Notes in Mathematics | 2015-09-14 | Paper |
First passage times of L\'evy processes over a one-sided moving boundary
(available as arXiv preprint) | 2015-08-05 | Paper |
| Persistence exponent for discrete-time, time-reversible processes | 2015-02-24 | Paper |
Small deviations for a family of smooth Gaussian processes
Journal of Theoretical Probability | 2014-09-18 | Paper |
| Persistence probabilities for a Bridge of an integrated simple random walk | 2014-06-20 | Paper |
Persistence probabilities for a Bridge of an integrated simple random walk
(available as arXiv preprint) | 2014-06-20 | Paper |
Survival probabilities of weighted random walks
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2013-12-03 | Paper |
Survival probabilities of weighted random walks
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2013-12-03 | Paper |
First exit of Brownian motion from a one-sided moving boundary
Progress in Probability | 2013-07-18 | Paper |
Persistence of fractional Brownian motion with moving boundaries and applications
Journal of Physics A: Mathematical and Theoretical | 2013-05-17 | Paper |
| Path regularity of Gaussian processes via small deviations | 2013-04-16 | Paper |
Path regularity of Gaussian processes via small deviations
(available as arXiv preprint) | 2013-04-16 | Paper |
Universality of the asymptotics of the one-sided exit problem for integrated processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2013-03-19 | Paper |
Universality of the asymptotics of the one-sided exit problem for integrated processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2013-03-19 | Paper |
Small time Chung-type LIL for Lévy processes
Bernoulli | 2013-03-07 | Paper |
Small time Chung-type LIL for Lévy processes
Bernoulli | 2013-03-07 | Paper |
Wait-and-see strategies in polling models
Probability in the Engineering and Informational Sciences | 2012-06-27 | Paper |
On the one-sided exit problem for fractional Brownian motion
Electronic Communications in Probability | 2012-06-22 | Paper |
| First exit of Brownian motion from a one-sided moving boundary | 2012-03-21 | Paper |
Moments of recurrence times for Markov chains
Electronic Communications in Probability | 2011-09-09 | Paper |
Moments of recurrence times for Markov chains
Electronic Communications in Probability | 2011-09-09 | Paper |
Intermittency and ageing for the symbiotic branching model
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2011-05-19 | Paper |
Intermittency and ageing for the symbiotic branching model
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2011-05-19 | Paper |
Small deviations of stable processes and entropy of the associated random operators
Bernoulli | 2010-11-15 | Paper |
Small Deviations of Smooth Stationary Gaussian Processes
Theory of Probability & Its Applications | 2010-04-26 | Paper |
On the small deviation problem for some iterated processes
Electronic Journal of Probability | 2009-11-20 | Paper |
On the small deviation problem for some iterated processes
Electronic Journal of Probability | 2009-11-20 | Paper |
On the small deviation problem for some iterated processes
Electronic Journal of Probability | 2009-11-20 | Paper |
Small deviations of general Lévy processes
The Annals of Probability | 2009-11-04 | Paper |
The coding complexity of Lévy processes
Foundations of Computational Mathematics | 2009-07-10 | Paper |
High resolution quantization and entropy coding of jump processes
Journal of Complexity | 2009-06-11 | Paper |
Small deviation probability via chaining
Stochastic Processes and their Applications | 2009-01-16 | Paper |
A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights
Statistics & Probability Letters | 2008-10-30 | Paper |
Small deviations for stable processes via compactness properties of the parameter set
Statistics & Probability Letters | 2008-04-28 | Paper |
| scientific article; zbMATH DE number 5243846 (Why is no real title available?) | 2008-03-06 | Paper |
On the lower tail probabilities of some random sequences in \(l_{ p }\)
Journal of Theoretical Probability | 2008-02-18 | Paper |
Small ball probabilities for stable convolutions
ESAIM: Probability and Statistics | 2007-11-30 | Paper |
Small ball probabilities for stable convolutions
ESAIM: Probability and Statistics | 2007-11-30 | Paper |
| Small deviation probabilities of some stochastic processes. | 2007-05-09 | Paper |
