Samorodnitsky, Gennady - School of Operations Research and Industrial Engineering, Cornell University

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Samorodnitsky, Gennady - School of Operations Research and Industrial Engineering, Cornell University

LARGE DEVIATIONS FOR POINT PROCESSES BASED ON STATIONARY SEQUENCES WITH HEAVY TAILS
Submitted to the Annals of Probability EXCURSION SETS OF STABLE RANDOM FIELDS
Applied Probability Trust (13 August 2010) LARGE DEVIATIONS FOR MINKOWSKI SUMS OF HEAVY-TAILED
Foundations and Trends R Stochastic Systems
Subadditivity ReExamined: the Case for ValueatRisk
Submitted to the Annals of Probability HIGH LEVEL EXCURSION SET GEOMETRY FOR
Applied Probability Trust (16 August 2010) A LARGE DEVIATION PRINCIPLE FOR MINKOWSKI SUMS
LONG RANGE DEPENDENCE GENNADY SAMORODNITSKY
The effect of memory on functional large deviations of infinite moving average processes
UNDERSTANDING HEAVY TAILS IN A BOUNDED WORLD OR, IS A TRUNCATED HEAVY TAIL HEAVY OR
DISTRIBUTION OF THE SUPREMUM LOCATION OF STATIONARY PROCESSES
IS THE LOCATION OF THE SUPREMUM OF A STATIONARY PROCESS NEARLY UNIFORMLY
Submitted to the Annals of Probability HIGH LEVEL EXCURSION SET GEOMETRY FOR
February 18, 2009 WEAK CONVERGENCE OF THE FUNCTION-INDEXED INTEGRATED
Applied Probability Trust (16 August 2010) A LARGE DEVIATION PRINCIPLE FOR MINKOWSKI SUMS
Subadditivity ReExamined: the Case for ValueatRisk
LONG RANGE DEPENDENCE GENNADY SAMORODNITSKY
Applied Probability Trust (13 August 2010) LARGE DEVIATIONS FOR MINKOWSKI SUMS OF HEAVY-TAILED
UNDERSTANDING HEAVY TAILS IN A BOUNDED WORLD OR, IS A TRUNCATED HEAVY TAIL HEAVY OR
IS THE LOCATION OF THE SUPREMUM OF A STATIONARY PROCESS NEARLY UNIFORMLY
DISTRIBUTION OF THE SUPREMUM LOCATION OF STATIONARY PROCESSES
Submitted to the Annals of Probability EXCURSION SETS OF STABLE RANDOM FIELDS
(a, b) Nk
LARGE DEVIATIONS FOR POINT PROCESSES BASED ON STATIONARY SEQUENCES WITH HEAVY TAILS