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Browsing by Author Samorodnitsky, G.

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PreviewIssue DateTitleAuthor(s)
Jul-2002On Overload in a Storage Model, with a Self-Similar and Infinitely Divisible InputAlbin, J. M. P.; Samorodnitsky, G.
Jul-1996Optimal and Heuristic (s,S) Inventory Policies for Levy Demand ProcessesRoundy, R.; Samorodnitsky, G.
Oct-1991Option pricing formulae for speculative prices modelled by subordinated stochastic processesRachev, S. T.; Samorodnitsky, G.
Aug-1996Patterns of Buffer Overflow in a Class of Queues with Long Memory in the Input StreamHeath, D.; Resnick, S.; Samorodnitsky, G.
Nov-2003Point processes associated with stationary stable processesResnick, S.; Samorodnitsky, G.
Mar-1993Possible Sample Paths of Self-Similar a-Stable ProcessesSamorodnitsky, G.
Sep-1989Probability Tails of Gaussian ExtremaSamorodnitsky, G.
Jul-1998Product formula, tails and independence of multiple stable integralsRosinski, J.; Samorodnitsky, G.
May-1999Randomness and dependence in etch process and their effects on predictability of failures and on cycle times $infty$> input fluid queuesResnick, S.; Samorodnitsky, G.; Xue, F.
Aug-2005Random rewards, fractional Brownian local times and stable self-similar processesCohen, S.; Samorodnitsky, G.
Jan-2007Ruin Probability with Certain Stationary Stable Claims Generated by Conservative FlowsAlparslan. U.; Samorodnitsky, G.
Apr-1999Ruin probability with claims modeled by a stationary ergodic stable processMikosch, T.; Samorodnitsky, G.
Sep-2001Ruin problem, operational risk and how fast stochastic processes mixEmbrechts, P.; Samorodnitsky, G.
Dec-2002Ruin theory revisited: stochastic models for operational riskEmbrechts, P.; Samorodnitsky, G.
Sep-1997Sample correlations of infinite variance time series models: an empirical and theoretical studyCohen, J.; Resnick, S.; Samorodnitsky, G.
Oct-1989Sample Path Properties of Stochastic Processes Represented as Multiple Stable IntegralsRosinski, J.; Samorodnitsky, G.; Taqqu, M. S.
Jan-1996Sample Quantiles of Heavy Tailed Stochastic ProcessesEmbrechts, P.; Samorodnitsky, G.
Apr-2006Scaling Limits for Workload ProcessMikosch, T.; Samorodnitsky, G.
Oct-2000A Single Channel on/off Model with TCP-Like ControlBorkovec, M.; Dasgupta, A.; Resnick, S.; Samorodnitsky, G.
Dec-1992Stable Processes with Sample Paths in Orlicz SpacesNorvaisa, R.; Samorodnitsky, G.
Showing results 52 to 71 of 89
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