The following pages link to Gennady Samorodnitsky (Q188406):
Displaying 50 items.
- Multivariate subexponential distributions and their applications (Q291400) (← links)
- Weak quenched limiting distributions for transient one-dimensional random walk in a random environment (Q372562) (← links)
- Is the location of the supremum of a stationary process nearly uniformly distributed? (Q378811) (← links)
- Distribution of the supremum location of stationary processes (Q428663) (← links)
- Function-indexed empirical processes based on an infinite source Poisson transmission stream (Q442075) (← links)
- Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows (Q482839) (← links)
- Tauberian theory for multivariate regularly varying distributions with application to preferential attachment networks (Q497482) (← links)
- Fat tails, VaR and subadditivity (Q528149) (← links)
- An asymptotic evaluation of the tail of a multiple symmetric \(\alpha\)- stable integral (Q581927) (← links)
- On stable Markov processes (Q583723) (← links)
- Long strange segments, ruin probabilities and the effect of memory on moving average processes (Q608211) (← links)
- Weak convergence of the function-indexed integrated periodogram for infinite variance processes (Q627284) (← links)
- Distributions of subadditive functionals of sample paths of infinitely divisible processes (Q686780) (← links)
- The expected number of level crossings for stationary, harmonisable, symmetric, stable processes (Q687708) (← links)
- Zero-one laws for multilinear forms in Gaussian and other infinitely divisible random variables (Q689325) (← links)
- Time-changed extremal process as a random sup measure (Q726725) (← links)
- Association of stable random variables (Q753242) (← links)
- Probability tails of Gaussian extrema (Q805058) (← links)
- Modeling teletraffic arrivals by a Poisson cluster process (Q854996) (← links)
- Random rewards, fractional Brownian local times and stable self-similar processes (Q862213) (← links)
- Tail inference: where does the tail begin? (Q907362) (← links)
- Multiple stable integrals of Banach-valued functions (Q914248) (← links)
- Existence of joint moments of stable random variables (Q917137) (← links)
- Tail probabilities for infinite series of regularly varying random vectors (Q1002553) (← links)
- The effect of memory on functional large deviations of infinite moving average processes (Q1004405) (← links)
- Inverse problems for regular variation of linear filters, a cancellation property for \(\sigma\)-finite measures and identification of stable laws (Q1009486) (← links)
- (Q1068721) (redirect page) (← links)
- Optimal coverage of convex regions (Q1068722) (← links)
- Tail behaviour for the suprema of Gaussian processes with applications to empirical processes (Q1099498) (← links)
- Extrema of skewed stable processes (Q1110181) (← links)
- Continuity of Gaussian processes (Q1110186) (← links)
- An efficient mixture method (Q1172365) (← links)
- Sample path properties of stochastic processes represented as multiple stable integrals (Q1174801) (← links)
- Conditional moments and linear regression for stable random variables (Q1180183) (← links)
- Probability laws with 1-stable marginals are 1-stable (Q1180584) (← links)
- Nonlinear regression of stable random variables (Q1182686) (← links)
- Characterization of linear and harmonizable fractional stable motions (Q1193401) (← links)
- Sample correlations of infinite variance time series models: An empirical and theoretical study (Q1271243) (← links)
- Tails of Lévy measure of geometric stable random variables (Q1294772) (← links)
- How system performance is affected by the interplay of averages in a fluid queue with long range dependence induced by heavy tails (Q1305410) (← links)
- Subexponentiality of the product of independent random variables (Q1315403) (← links)
- Geometric stable distributions in Banach spaces (Q1322912) (← links)
- Possible sample paths of self-similar \(\alpha\)-stable processes (Q1324607) (← links)
- Association of infinitely divisible random vectors (Q1346143) (← links)
- Classes of mixing stable processes (Q1353422) (← links)
- Level crossings of absolutely continuous stationary symmetric \(\alpha\)-stable processes (Q1364398) (← links)
- Patterns of buffer overflow in a class of queues with long memory in the input stream (Q1379720) (← links)
- Lower tails of self-similar stable processes (Q1385010) (← links)
- Limits of on/off hierarchical product models for data transmission (Q1429108) (← links)
- How misleading can sample ACFs of stable MAs be? (Very!) (Q1578593) (← links)
