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Browsing by Author Samorodnitsky, G.

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PreviewIssue DateTitleAuthor(s)
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.
Jul-2006Stationary Symmetric alpha-stable Discrete Parameter Random FieldsRoy, P.; Samorodnitsky, G.
Jun-1999Steady State Distribution of the Buffer Content for M/G/infinity Input Fluid QueuesResnick, S.; Samorodnitsky, G.
Jun-1990Stochastic monotonicity and Slepian-type inequalities for infinitely divisible and stable random vectorsSamorodnitsky, G.; Taqqu, M.
Oct-2005Subadditivity Re-Examined: The Case for Value-At-RiskDanielsson, J.; Jorgensen, B. N.; Mandira, S.; Samorodnitsky, G.; de Vries, C. G.
Dec-1991Subexponentiality of the product of independent random variablesCline, D. B. H.; Samorodnitsky, G.
Sep-1993Super Fractional Brownian Moton, Fractional Super Brownian Motion and Related Self-Similar (Super) ProcessesAdler, R. J.; Samorodnitsky, G.
Jul-1998The supremum of a negative drift random walk with dependent heavy-tailed stepsMikosch, T.; Samorodnitsky, G.
Jun-1996Symmetric Infinitely Divisible Processes with Sample Paths in Orlicz Spaces and Absolute Continuity of Infinitely Divisible ProcessesBraverman, M.; Samorodnitsky, G.
Oct-1994Symmetrization and Concentration Inequalities for Multilinear Forms with Applications to Zero-one Laws for Levy ChaosRosinski, J.; Samorodnitsky, G.
Sep-1996Tail Behavior of Shot Noise ProcessesSamorodnitsky, G.
Feb-2007Tail probabilities for Infinite series of Regularly Varying Random SectorsHult, H.; Samorodnitsky, G.
Mar-2000Tail probabilities of subadditive functionals acting on Levy processesBraverman, M.; Mikosch, T.; Samorodnitsky, G.
Mar-1997Tails of Levy Measure of Geometric Stable Random VariablesKozubowski, T. J.; Podgorski, K.; Samorodnitsky, G.
Feb-2002Tails of solutions of certain nonlinear stochastic differential equations driven by heavy tailed Levy motionsSamorodnitsky, G.; Grigoriu, M.
Showing results 66 to 85 of 89
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