George Haiman

Available identifiers

zbMath Open haiman.georgeMaRDI QIDQ385127

List of research outcomes

Publication	Date of Publication	Type
Level hitting probabilities and extremal indexes for some particular dynamical systems	2018-08-14	Paper
Erratum to: ``1-dependent stationary sequences for some given joint distributions of two consecutive random variables	2014-04-14	Paper
One dimensional scan statistics generated by some dependent stationary sequences	2013-11-29	Paper
1-dependent stationary sequences for some given joint distributions of two consecutive random variables	2013-01-11	Paper
A new method of approximating the probability of matching common words in multiple random sequences	2010-11-22	Paper
https://portal.mardi4nfdi.de/entity/Q3587695	2010-09-08	Paper
Estimating the distribution of one-dimensional discrete scan statistics viewed as extremes of 1-dependent stationary sequences	2007-02-14	Paper
Estimation for the distribution of two-dimensional discrete scan statistics	2007-01-29	Paper
Extreme values of the tent map process.	2004-02-14	Paper
A new method for estimating the distribution of scan statistics for a two-dimensional Poisson process	2003-08-06	Paper
https://portal.mardi4nfdi.de/entity/Q4801551	2003-04-08	Paper
Estimating the distributions of scan statistics with high precision	2002-11-21	Paper
Block records and maxima of the increments of the Wiener process	2002-05-23	Paper
First passage time for some stationary processes	2001-01-17	Paper
Almost sure behaviour of extremes of m-dependent stationary sequences	2000-04-10	Paper
https://portal.mardi4nfdi.de/entity/Q4246931	1999-11-25	Paper
Records and 2-block records of 1-dependent stationary sequences under local dependence	1998-11-18	Paper
https://portal.mardi4nfdi.de/entity/Q4348079	1998-02-10	Paper
Stochastic Ordering of the Number of Records	1996-04-16	Paper
Extremes of Markov sequences	1995-11-14	Paper
A strong invariance principle concerning the \(J\)-upper order statistics for stationary Gaussian sequences	1993-06-29	Paper
A strong invariance principle for the extremes of multivariate stationary \(m\)-dependent sequences	1993-01-16	Paper
A strong invariance principle concerning the J-upper order statistics for stationary m-dependent sequences	1990-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3800813	1987-01-01	Paper
Étude des extrêmes d'une suite stationnaire m-dépendante avec une application relative aux accroissements du processus de Wiener. (Study of the extremes of a stationary m-dependent sequence with an application to the increments of Wiener processes)	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3757073	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3715961	1985-01-01	Paper

Research outcomes over time

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