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Browsing by Author Samorodnitsky, G.
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Preview  Issue Date  Title  Author(s)   Feb2004  Null Flows, Positive Flows and the Structure of Stationary Symmetric Stable Processes  Samorodnitsky, G. 
 Jul2002  On Overload in a Storage Model, with a SelfSimilar and Infinitely Divisible Input  Albin, J. M. P.; Samorodnitsky, G. 
 Jul1996  Optimal and Heuristic (s,S) Inventory Policies for Levy Demand Processes  Roundy, R.; Samorodnitsky, G. 
 Oct1991  Option pricing formulae for speculative prices modelled by subordinated stochastic processes  Rachev, S. T.; Samorodnitsky, G. 
 Aug1996  Patterns of Buffer Overflow in a Class of Queues with Long Memory in the Input Stream  Heath, D.; Resnick, S.; Samorodnitsky, G. 
 Nov2003  Point processes associated with stationary stable processes  Resnick, S.; Samorodnitsky, G. 
 Mar1993  Possible Sample Paths of SelfSimilar aStable Processes  Samorodnitsky, G. 
 Sep1989  Probability Tails of Gaussian Extrema  Samorodnitsky, G. 
 Jul1998  Product formula, tails and independence of multiple stable integrals  Rosinski, J.; Samorodnitsky, G. 
 May1999  Randomness and dependence in etch process and their effects on predictability of failures and on cycle times $infty$> input fluid queues  Resnick, S.; Samorodnitsky, G.; Xue, F. 
 Aug2005  Random rewards, fractional Brownian local times and stable selfsimilar processes  Cohen, S.; Samorodnitsky, G. 
 Jan2007  Ruin Probability with Certain Stationary Stable Claims Generated by Conservative Flows  Alparslan. U.; Samorodnitsky, G. 
 Apr1999  Ruin probability with claims modeled by a stationary ergodic stable process  Mikosch, T.; Samorodnitsky, G. 
 Sep2001  Ruin problem, operational risk and how fast stochastic processes mix  Embrechts, P.; Samorodnitsky, G. 
 Dec2002  Ruin theory revisited: stochastic models for operational risk  Embrechts, P.; Samorodnitsky, G. 
 Sep1997  Sample correlations of infinite variance time series models: an empirical and theoretical study  Cohen, J.; Resnick, S.; Samorodnitsky, G. 
 Oct1989  Sample Path Properties of Stochastic Processes Represented as Multiple Stable Integrals  Rosinski, J.; Samorodnitsky, G.; Taqqu, M. S. 
 Jan1996  Sample Quantiles of Heavy Tailed Stochastic Processes  Embrechts, P.; Samorodnitsky, G. 
 Apr2006  Scaling Limits for Workload Process  Mikosch, T.; Samorodnitsky, G. 
 Oct2000  A Single Channel on/off Model with TCPLike Control  Borkovec, M.; Dasgupta, A.; Resnick, S.; Samorodnitsky, G. 
Showing results 51 to 70 of 89
