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Moments of limits of lightly trimmed sums of random vectors in the generalized domain of normal attraction of non-Gaussian operator-stable laws
Maejima, Makoto - In: Annals of the Institute of Statistical Mathematics : AISM 49 (1997) 4, pp. 737-748
Persistent link: https://www.econbiz.de/10007362464
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Limit Behavior of Fluid Queues and Networks
D#8217auria, Bernardo; Samorodnitsky, Gennady - In: Operations research : the journal of the Operations … 53 (2005) 6, pp. 933-945
Persistent link: https://www.econbiz.de/10006417079
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Heavy Tails and Long Range Dependence in On-Off Processes and Associated Fluid Models
Heath, David; Resnick, Sidney; Samorodnitsky, Gennady - In: Mathematics of operations research 23 (1998) 1, pp. 145-165
Persistent link: https://www.econbiz.de/10006419965
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Performance Decay in a Single Server Exponential Queueing Model with Long Range Dependence
Resnick, Sidney; Samorodnitsky, Gennady - In: Operations research : the journal of the Operations … 45 (1997) 2, pp. 235-243
Persistent link: https://www.econbiz.de/10006420227
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A Heavy Traffic Approximation for Workload Processes with Heavy Tailed Service Requirements
Resnik, Sidney; Samorodnitsky, Gennady - In: Management science : journal of the Institute for … 46 (2000) 9, pp. 1236-1248
Persistent link: https://www.econbiz.de/10006093378
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Stable Non-Gaussian Random Processes
Knight, Keith; Samorodnitsky, Gennady; Taqqu, Murad S. - In: Econometric theory 13 (1997) 1, pp. 133-142
Persistent link: https://www.econbiz.de/10006999292
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Scaling Limits for Cumulative Input Processes
Mikosch, Thomas; Samorodnitsky, Gennady - In: Mathematics of operations research 32 (2007) 4, pp. 890-918
Persistent link: https://www.econbiz.de/10007879801
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Asymptotic analysis of the ruin with stationary stable steps generated by dissipative flows
Alparslan, Ugur Tuncay; Samorodnitsky, Gennady - In: Scandinavian actuarial journal : Actuarial Society of … 107 (2007) 3, pp. 180-201
Persistent link: https://www.econbiz.de/10007869810
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Modeling and analysis of uncertain time-critical tasking problems. This article is a US Government work and, as such, is in the public domain in the United States of America.
Gaver, Donald P.; Jacobs, Patricia A.; Samorodnitsky, … - In: Naval research logistics : an international journal 53 (2006) 6, pp. 588
Persistent link: https://www.econbiz.de/10007288834
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Living on the Edge - An introduction to extreme value theory - the study of fat-tailes return distributions and their risks which has proved useful in fields from medical statistics to heavy engineering and is now beginning to prove its worth in risk management.
Embrechts, Paul; Resnick, Sidney; Samorodnitsky, Gennady - In: Risk : managing risk in the world's financial markets 11 (1998) 1, pp. 96-98
Persistent link: https://www.econbiz.de/10007065405