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Browsing by Author Samorodnitsky, G.
Showing results 60 to 79 of 89
| Preview | Issue Date | Title | Author(s) | | 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. |
| Jul-2006 | Stationary Symmetric alpha-stable Discrete Parameter Random Fields | Roy, P.; Samorodnitsky, G. |
| Jun-1999 | Steady State Distribution of the Buffer Content for M/G/infinity Input Fluid Queues | Resnick, S.; Samorodnitsky, G. |
| Jun-1990 | Stochastic monotonicity and Slepian-type inequalities for infinitely divisible and stable random vectors | Samorodnitsky, G.; Taqqu, M. |
| Oct-2005 | Subadditivity Re-Examined: The Case for Value-At-Risk | Danielsson, J.; Jorgensen, B. N.; Mandira, S.; Samorodnitsky, G.; de Vries, C. G. |
| Dec-1991 | Subexponentiality of the product of independent random variables | Cline, D. B. H.; Samorodnitsky, G. |
| Sep-1993 | Super Fractional Brownian Moton, Fractional Super Brownian Motion and Related Self-Similar (Super) Processes | Adler, R. J.; Samorodnitsky, G. |
| Jul-1998 | The supremum of a negative drift random walk with dependent heavy-tailed steps | Mikosch, T.; Samorodnitsky, G. |
| Jun-1996 | Symmetric Infinitely Divisible Processes with Sample Paths in Orlicz Spaces and Absolute Continuity of Infinitely Divisible Processes | Braverman, M.; Samorodnitsky, G. |
Showing results 60 to 79 of 89
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