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Browsing by Author Samorodnitsky, G.
Showing results 14 to 33 of 89
| Preview | Issue Date | Title | Author(s) | | 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. |
| Nov-2004 | Functional large deviations for multivariate regularly varying random walks | Hult, H.; Lindskog, F.; Mikosch, T.; Samorodnitsky, G. |
| Jan-1994 | Functionals of infinitely divisible stochastic processes with exponential tails | Braverman, M.; Samorodnitsky, G. |
| Jul-1992 | Geometric Stable Distributions in Banach Spaces | Rachev, S. T.; Samorodnitsky, G. |
| Oct-1998 | Growth Rates of Sample Covariances of Stationary Symmetric ?-stable Processes Associated with Null Recurrent Markov Chains | Resnick, S.; Samorodnitsky, G.; Xue, F. |
| Jan-1996 | Heavy Tails and Long Range Dependence in On/Off Processes and Associated Fluid Models | Heath, D.; Resnick, S.; Samorodnitsky, G. |
| Oct-1998 | A heavy traffic limit theorem for workload processes with heavy tailed service requirements | Resnick, S.; Samorodnitsky, G. |
| Sep-1996 | 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. |
| Mar-1998 | How misleading can sample ACF's of stable MA's Be? (Very!) | Resnick; Samorodnitsky, G.; Xue, F. |
| Oct-1997 | 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. |
| Jul-1990 | Integrability of stable processes | Samorodnitsky, G. |
| Jan-1996 | L1 Norm of Levy Processes with Exponential Tails | Braverman, M.; Samorodnitsky, G. |
| Jan-1996 | Level Crossings of Absolutely Continuous Stationary Symmetric ?-stable Processes | Adler, R.; Samorodnitsky, G. |
Showing results 14 to 33 of 89
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