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Browsing by Author Samorodnitsky, G.
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Preview  Issue Date  Title  Author(s)   Jul2002  Extreme value theory, ergodic theory, and the boundary between short memory and long memory for stationary stable processes  Samorodnitsky, G. 
 Nov2004  Functional large deviations for multivariate regularly varying random walks  Hult, H.; Lindskog, F.; Mikosch, T.; Samorodnitsky, G. 
 Jan1994  Functionals of infinitely divisible stochastic processes with exponential tails  Braverman, M.; Samorodnitsky, G. 
 Jul1992  Geometric Stable Distributions in Banach Spaces  Rachev, S. T.; Samorodnitsky, G. 
 Oct1998  Growth Rates of Sample Covariances of Stationary Symmetric ?stable Processes Associated with Null Recurrent Markov Chains  Resnick, S.; Samorodnitsky, G.; Xue, F. 
 Jan1996  Heavy Tails and Long Range Dependence in On/Off Processes and Associated Fluid Models  Heath, D.; Resnick, S.; Samorodnitsky, G. 
 Oct1998  A heavy traffic limit theorem for workload processes with heavy tailed service requirements  Resnick, S.; Samorodnitsky, G. 
 Sep1996  How Heavy Are the Tails of a Stationary HARCH(k) Process? A Study of the Moments  Embrechts, P.; Samorodnitsky, G.; Dacorogna, M. M.; Muller, U. A. 
 Mar1998  How misleading can sample ACF's of stable MA's Be? (Very!)  Resnick; Samorodnitsky, G.; Xue, F. 
 Oct1997  How system performance is affected by the interplay of averages in a fluid queue with long range dependence induced by heavy tails  Heath, D.; Resnick, S.; Samorodnitsky, G. 
 Jul1990  Integrability of stable processes  Samorodnitsky, G. 
 Jan1996  L1 Norm of Levy Processes with Exponential Tails  Braverman, M.; Samorodnitsky, G. 
 Jan1996  Level Crossings of Absolutely Continuous Stationary Symmetric ?stable Processes  Adler, R.; Samorodnitsky, G. 
 Jan1993  Levy Measures of Infinitely Divisible Random Vectors and Slepian Inequalities  Samorodnitsky, G.; Taqqu, M. 
 Jan2004  Limit behavior of fluid queues and networks  D'Auria, B.; Samorodnitsky, G. 
 Jan2001  Limits of On/Off Hierarchical Product Models for Data Transmission  Resnick, S.; Samorodnitsky, G. 
 Feb1991  Linear models with longrange dependence and with finite or infinite variance  Samorodnitsky, G.; Taqqu, M. 
 Dec2001  Lognormal Durations Can Give Long Range Dependence  Hannig, J.; Marron, J. S.; Samorodnitsky, G.; Smith, F. D. 
 Aug2007  Long Range Dependence  Samorodnitsky, G. 
 Oct2002  Long Range Dependence, Heavy Tails and Rare Events  Samorodnitsky, G. 
Showing results 21 to 40 of 89
