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Browsing by Author Mikosch, T.

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PreviewIssue DateTitleAuthor(s)
Sep-2004Activity Rates with Very Heavy TailsMikosch, T.; Resnick, S.
Nov-2004Functional large deviations for multivariate regularly varying random walksHult, H.; Lindskog, F.; Mikosch, T.; Samorodnitsky, G.
Aug-1999Is Network Traffic Approximated by Stable Levy Motion or Fractional Brownian Motion?Mikosch, T.; Resnick, S.; Rootzen, H.; Stegeman, A. W.
Oct-1997The maximum of the periodogram for a heavy-tailed sequenceMikosch, T.; Resnick, S.; Samorodnitsky, G.
Sep-2005Modeling Teletraffic Arrivals by a Poisson Cluster ProcessFay, G.; Gonzalez-Arevalo, B.; Mikosch, T.; Samorodnitsky, G.
Apr-1999Ruin probability with claims modeled by a stationary ergodic stable processMikosch, T.; Samorodnitsky, G.
Apr-2006Scaling Limits for Workload ProcessMikosch, T.; Samorodnitsky, G.
Jul-1998The supremum of a negative drift random walk with dependent heavy-tailed stepsMikosch, T.; Samorodnitsky, G.
Mar-2000Tail probabilities of subadditive functionals acting on Levy processesBraverman, M.; Mikosch, T.; Samorodnitsky, G.
Showing results 1 to 9 of 9


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