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Browsing by Author Samorodnitsky, G.
Showing results 52 to 71 of 89
| Preview | Issue Date | Title | Author(s) | | Jul-2002 | On Overload in a Storage Model, with a Self-Similar and Infinitely Divisible Input | Albin, J. M. P.; Samorodnitsky, G. |
| Jul-1996 | Optimal and Heuristic (s,S) Inventory Policies for Levy Demand Processes | Roundy, R.; Samorodnitsky, G. |
| Oct-1991 | Option pricing formulae for speculative prices modelled by subordinated stochastic processes | Rachev, S. T.; Samorodnitsky, G. |
| Aug-1996 | Patterns of Buffer Overflow in a Class of Queues with Long Memory in the Input Stream | Heath, D.; Resnick, S.; Samorodnitsky, G. |
| Nov-2003 | Point processes associated with stationary stable processes | Resnick, S.; Samorodnitsky, G. |
| Mar-1993 | Possible Sample Paths of Self-Similar a-Stable Processes | Samorodnitsky, G. |
| Sep-1989 | Probability Tails of Gaussian Extrema | Samorodnitsky, G. |
| Jul-1998 | Product formula, tails and independence of multiple stable integrals | Rosinski, J.; Samorodnitsky, G. |
| May-1999 | 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. |
| Aug-2005 | Random rewards, fractional Brownian local times and stable self-similar processes | Cohen, S.; Samorodnitsky, G. |
| Jan-2007 | Ruin Probability with Certain Stationary Stable Claims Generated by Conservative Flows | Alparslan. U.; Samorodnitsky, G. |
| Apr-1999 | Ruin probability with claims modeled by a stationary ergodic stable process | Mikosch, T.; Samorodnitsky, G. |
| Sep-2001 | Ruin problem, operational risk and how fast stochastic processes mix | Embrechts, P.; Samorodnitsky, G. |
| Dec-2002 | Ruin theory revisited: stochastic models for operational risk | Embrechts, P.; Samorodnitsky, G. |
| Sep-1997 | Sample correlations of infinite variance time series models: an empirical and theoretical study | Cohen, J.; Resnick, S.; Samorodnitsky, G. |
| Oct-1989 | Sample Path Properties of Stochastic Processes Represented as Multiple Stable Integrals | Rosinski, J.; Samorodnitsky, G.; Taqqu, M. S. |
| Jan-1996 | Sample Quantiles of Heavy Tailed Stochastic Processes | Embrechts, P.; Samorodnitsky, G. |
| Apr-2006 | Scaling Limits for Workload Process | Mikosch, T.; Samorodnitsky, G. |
| Oct-2000 | A Single Channel on/off Model with TCP-Like Control | Borkovec, M.; Dasgupta, A.; Resnick, S.; Samorodnitsky, G. |
| Dec-1992 | Stable Processes with Sample Paths in Orlicz Spaces | Norvaisa, R.; Samorodnitsky, G. |
Showing results 52 to 71 of 89
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