J. M. P. Albin

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
On the Asymptotic Behaviour of Superexponential Lévy Processes	2024-02-20	Paper
On covariance functions with slowly or regularly varying modulo of continuity	2018-06-20	Paper
A new proof of an old result by Pickands	2011-09-09	Paper
On the asymptotic behaviour of Lévy processes. I: Subexponential and exponential processes	2009-02-19	Paper
A NOTE ON THE CLOSURE OF CONVOLUTION POWER MIXTURES (RANDOM SUMS) OF EXPONENTIAL DISTRIBUTIONS	2008-06-25	Paper
A continuous non-Brownian motion martingale with Brownian motion marginal distributions	2008-04-28	Paper
On lower tail probabilities of positive random sums	2006-05-24	Paper
On sampling of stationary increment processes	2005-03-21	Paper
On extremes and streams of upcrossing.	2004-11-26	Paper
On a test statistic for linear trend	2004-09-24	Paper
On overload in a storage model, with a self-similar and infinitely divisible input.	2004-09-15	Paper
Extremes and upcrossing intensities for \(P\)-differentiable stationary processes.	2004-09-07	Paper
Asymptotic behavior of conditional laws and moments of \(\alpha\)-stable random vectors, with application to upcrossing intensities	2001-06-21	Paper
Extremes of totally skewed \(\alpha \)-stable processes	2001-01-17	Paper
On extremal theory for self-similar processes	2000-06-07	Paper
A note on Rosenblatt distributions	1999-11-24	Paper
Extremes for non-anticipating moving averages of totally skewed \(\alpha\)-stable motion	1998-11-01	Paper
Minima of \(H\)-valued Gaussian processes	1997-02-20	Paper
Upper and lower classes for \(\mathbb{L}^ 2\)- and \(\mathbb{L}^ p\)-norms of Brownian motion and norms of \(\alpha\)-stable motion	1996-06-12	Paper
On the upper and lower classes for a stationary Gaussian stochastic process	1995-01-03	Paper
On LIL behaviour for moving averages of some infinitely divisible random measures	1994-08-11	Paper
Extremes of diffusions over fixed intervals	1994-01-31	Paper
Extremes of totally skewed stable motion	1993-05-16	Paper
On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space	1993-01-16	Paper
Extremes and crossings for differentiable stationary processes with application to Gaussian processes in \(\mathbb{R}{}^ m\) and Hilbert space	1992-09-27	Paper
On extremal theory for stationary processes	1990-01-01	Paper

Research outcomes over time

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