Identifiers
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name variant
Gennady Samorodnitsky
0.60 · backfill
Papers (42)
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Extremal Value Theory for Long Range Dependent Stable Random Fields
math.PR · 2018 · author #2
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Regularly Varying Random Fields
math.PR · 2018 · author #2
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Distance covariance for discretized stochastic processes
math.ST · 2018 · author #4
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Extreme Value Analysis Without the Largest Values: What Can Be Done?
math.ST · 2017 · author #3
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From infinite urn schemes to self-similar stable processes
math.PR · 2017 · author #2
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Discrete Extremes
math.ST · 2017 · author #3
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Distance covariance for stochastic processes
math.ST · 2017 · author #3
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Extremal theory for long range dependent infinitely divisible processes
math.PR · 2017 · author #1
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Asymptotic behaviour of high Gaussian minima
math.PR · 2016 · author #2
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Multivariate Subexponential Distributions and Their Applications
math.PR · 2015 · author #1
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Asymptotic Normality of Degree Counts in a Preferential Attachment Model
math.PR · 2015 · author #2
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Functional central limit theorem for negatively dependent heavy-tailed stationary infinitely divisible processes generated by conservative flows
math.PR · 2015 · author #3
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Climbing down Gaussian peaks
math.PR · 2015 · author #2
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Time-changed extremal process as a random sup measure
math.PR · 2014 · author #2
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Tauberian Theory for Multivariate Regularly Varying Distributions with Application to Preferential Attachment Networks
math.PR · 2014 · author #2
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Nonstandard regular variation of in-degree and out-degree in the preferential attachment model
math.PR · 2014 · author #1
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General inverse problems for regular variation
math.PR · 2014 · author #4
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Sign Stable Projections, Sign Cauchy Projections and Chi-Square Kernels
cs.LG · 2013 · author #2
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Maxima of long memory stationary symmetric $\alpha$-stable processes, and self-similar processes with stationary max-increments
math.PR · 2013 · author #2
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Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows
math.PR · 2012 · author #2
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On the existence of paths between points in high level excursion sets of Gaussian random fields
math.PR · 2012 · author #3
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Weak weak quenched limits for the path-valued processes of hitting times and positions of a transient, one-dimensional random walk in a random environment
math.PR · 2011 · author #2
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Distribution of the supremum location of stationary processes
math.PR · 2011 · author #1
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Is the location of the supremum of a stationary process nearly uniformly distributed?
math.PR · 2011 · author #1
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Weak quenched limiting distributions for transient one-dimensional random walk in a random environment
math.PR · 2010 · author #2
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Weak convergence of the function-indexed integrated periodogram for infinite variance processes
math.ST · 2010 · author #3
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Function-indexed empirical processes based on an infinite source Poisson transmission stream
math.PR · 2010 · author #2
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Long Strange Segments, Ruin Probabilities and the Effect of Memory on Moving Average Processes
math.PR · 2010 · author #2
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Understanding heavy tails in a bounded world or, is a truncated heavy tail heavy or not?
math.PR · 2010 · author #2
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Large deviations for point processes based on stationary sequences with heavy tails
math.PR · 2009 · author #2
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High level excursion set geometry for non-Gaussian infinitely divisible random fields
math.PR · 2009 · author #2
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Excursion sets of stable random fields
math.PR · 2007 · author #2
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Inverse problems for regular variation of linear filters, a cancellation property for $\sigma$-finite measures and identification of stable laws
math.PR · 2007 · author #4
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The effect of memory on functional large deviations of infinite moving average processes
math.PR · 2007 · author #2
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Tail probabilities for infinite series of regularly varying random vectors
math.PR · 2007 · author #2
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Maharam Extension for Nonsingular Group Actions
math.DS · 2006 · author #2
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Random rewards, fractional Brownian local times and stable self-similar processes
math.PR · 2006 · author #2
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Stationary Symmetric alpha-Stable Discrete Parameter Random Fields
math.PR · 2006 · author #2
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Functional large deviations for multivariate regularly varying random walks
math.PR · 2006 · author #4
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Null flows, positive flows and the structure of stationary symmetric stable processes
math.PR · 2004 · author #1
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Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes
math.PR · 2004 · author #1
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On overload in a storage model, with a self-similar and infinitely divisible input
math.PR · 2004 · author #2
Mentions
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1509.05353
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1504.07328
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1504.00935
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1501.07151
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1410.2491
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1406.6395
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1405.4882
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1401.5777
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1308.1009
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1307.2356
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1209.3957
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1110.1605
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1110.1599
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1011.6366
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1011.5062
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1004.2182
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1002.2751
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1001.3218
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0908.2913
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0907.3359
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0712.4276
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0712.0576
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0708.0865
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