|
|
eCommons@Cornell >
Browsing by Author Samorodnitsky, G.
Showing results 2 to 21 of 89
| Preview | Issue Date | Title | Author(s) | | Sep-1997 | Activity periods of an infinite server queue and performance of certain heavy tailed fluid queues | Resnick, S.; Samorodnitsky, G. |
| Aug-1993 | Association of Infinitely Divisible Random Vectors | Samorodnitsky, G. |
| Feb-1989 | Association of Stable Random Variables | Samorodnitsky, G.; Lee, M. T.; Rachev, S. |
| Jan-2007 | Asymptotic Analysis of Exceedance Probability with Stationary Stable Steps | Alparslan. U.; Samorodnitsky, G. |
| Mar-2004 | Asymptotic Distribution of Unbiased Linear Estimators in the Presence of Heavy-tailed Stochastic Regressors and Residuals | Kurz-Kim, J.-R.; Rachev, S. T.; Samorodnitsky, G. |
| Mar-2001 | Buffer Content of a Leaky Bucket System with Long-Range Dependent Input Traffic | Gonzalez-Arevalo, B.; Samorodnitsky, G. |
| Dec-1997 | Certain probabilistic aspects of semistable laws | Maejima, M.; Samorodnitsky, G. |
| Jun-2006 | Characteristic Function for the Stationary State of One-Dimensional Dynamic Systems with Levy Noise | Samorodnitsky, G.; Grigoriu, M. |
| Sep-1990 | Characterization of linear and harmonizable fractional stable motions | Cambanis, S.; Maejima, M.; Samorodnitsky, G. |
| Jun-1995 | Classes of Mixing Stable Processes | Rosinski, J.; Samorodnitsky, G. |
| Apr-1994 | A Class of Pulse Processes | Cioczek-Georges, R.; Mandelbrot, B. B.; Samorodnitsky, G.; Taqqu, M. S. |
| Jan-1996 | A Class of Shot Noise Models for Financial Applications | Samorodnitsky, G. |
| Aug-1999 | The Distribution of Test Statistics for Outlier Detection in Heavy-tailed Samples | Mittnik, S.; Rachev, S. T.; Samorodnitsky, G. |
| May-1990 | Distributions arising in the modelling of environmental processes | Samorodnitsky, G.; Rachev, S. T. |
| Apr-1991 | Distributions of subadditive functionals of sample paths of infinitely divisible processes | Samorodnitsky, G.; Rosinski, J. |
| May-1997 | Distribution tails of sample quantiles and subexponentiality | Braverman, M.; Samorodnitsky, G. |
| May-1994 | The Effect of Long Range Dependence in a Simple Queueing Model | Resnick, S.; Samorodnitsky, G. |
| Aug-2007 | The Effect of Memory on Functional Large Deviations of Infinite Moving Average Processes | Shosh, S.; Samorodnitsky, G. |
| Nov-1991 | The expected number of level crossings for stationary, harmonisable, symmetric, stable processes | Adler, R. J.; Samorodnitsky, G.; Gadrich, T. |
| Jul-2002 | Extreme value theory, ergodic theory, and the boundary between short memory and long memory for stationary stable processes | Samorodnitsky, G. |
Showing results 2 to 21 of 89
|
