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Browsing by Author Samorodnitsky, G.

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PreviewIssue DateTitleAuthor(s)
Aug-1999The Distribution of Test Statistics for Outlier Detection in Heavy-tailed SamplesMittnik, S.; Rachev, S. T.; Samorodnitsky, G.
May-1990Distributions arising in the modelling of environmental processesSamorodnitsky, G.; Rachev, S. T.
Apr-1991Distributions of subadditive functionals of sample paths of infinitely divisible processesSamorodnitsky, G.; Rosinski, J.
May-1997Distribution tails of sample quantiles and subexponentialityBraverman, M.; Samorodnitsky, G.
May-1994The Effect of Long Range Dependence in a Simple Queueing ModelResnick, S.; Samorodnitsky, G.
Aug-2007The Effect of Memory on Functional Large Deviations of Infinite Moving Average ProcessesShosh, S.; Samorodnitsky, G.
Nov-1991The expected number of level crossings for stationary, harmonisable, symmetric, stable processesAdler, R. J.; Samorodnitsky, G.; Gadrich, T.
Jul-2002Extreme value theory, ergodic theory, and the boundary between short memory and long memory for stationary stable processesSamorodnitsky, G.
Nov-2004Functional large deviations for multivariate regularly varying random walksHult, H.; Lindskog, F.; Mikosch, T.; Samorodnitsky, G.
Jan-1994Functionals of infinitely divisible stochastic processes with exponential tailsBraverman, M.; Samorodnitsky, G.
Jul-1992Geometric Stable Distributions in Banach SpacesRachev, S. T.; Samorodnitsky, G.
Oct-1998Growth Rates of Sample Covariances of Stationary Symmetric ?-stable Processes Associated with Null Recurrent Markov ChainsResnick, S.; Samorodnitsky, G.; Xue, F.
Jan-1996Heavy Tails and Long Range Dependence in On/Off Processes and Associated Fluid ModelsHeath, D.; Resnick, S.; Samorodnitsky, G.
Oct-1998A heavy traffic limit theorem for workload processes with heavy tailed service requirementsResnick, S.; Samorodnitsky, G.
Sep-1996How Heavy Are the Tails of a Stationary HARCH(k) Process? A Study of the MomentsEmbrechts, P.; Samorodnitsky, G.; Dacorogna, M. M.; Muller, U. A.
Mar-1998How misleading can sample ACF's of stable MA's Be? (Very!)Resnick; Samorodnitsky, G.; Xue, F.
Oct-1997How system performance is affected by the interplay of averages in a fluid queue with long range dependence induced by heavy tailsHeath, D.; Resnick, S.; Samorodnitsky, G.
Jul-1990Integrability of stable processesSamorodnitsky, G.
Jan-1996L1 Norm of Levy Processes with Exponential TailsBraverman, M.; Samorodnitsky, G.
Jan-1996Level Crossings of Absolutely Continuous Stationary Symmetric ?-stable ProcessesAdler, R.; Samorodnitsky, G.
Showing results 14 to 33 of 89
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