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- High minima of non-smooth Gaussian processes. Electronic Communications in Probability 2019. 2019:- .
- Extremal theory for long range dependent infinitely divisible processes. The Annals of Probability 2019. 47:2529-2562 .
- Functional central limit theorem for a class of negatively dependent heavy-tailed stationary infinitely divisible processes generated by conservative flows. The Annals of Probability 2017. 45:2087-2130 .
- Climbing down Gaussian peaks. The Annals of Probability 2017. 45:1160-1189 .
- Nonstandard regular variation of in-degree and out-degree in the preferential attachment model. Journal of Applied Probability 2016. 53:146-161 .
- Time-changed extremal process as a random sup measure. Bernoulli 2016. 22:1979-2000 .
- Multivariate subexponential distributions and their applications. Extremes 2016. 19:171-196 .
- Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows. The Annals of Probability 2015. 43:240-285 .
- Tauberian theory for multivariate regularly varying distributions with application to preferential attachment networks. Extremes 2015. 18:349-367 .
- Maxima of long memory stationary symmetric $\alpha$-stable processes, and self-similar processes with stationary max-increments. Bernoulli 2015. 21:1575-1599 .
- General inverse problems for regular variation. Journal of Applied Probability 2014. 2014:- .
- On the existence of paths between points in high level excursion sets of Gaussian random fields. The Annals of Probability 2014. 42:1020-1053 .
- Is the location of the supremum of a stationary process nearly uniformly distributed?. The Annals of Probability 2013. 41:3494-3517 .
- Fractional moments of solutions to stochastic recurrence equations. Journal of Applied Probability 2013. 50:969-982 .
- High level excursion set geometry for non-Gaussian infinitely divisible random fields. The Annals of Probability 2013. 41:134-169 .
- Weak quenched limiting distributions for transient one-dimensional random walk in a random environment. Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 2013. 49:722-752 .
- 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. ALEA: Latin American Journal of Probability and Mathematical Statistics 2012. 9:531-569 .
- Function-indexed empirical processes based on an infinite source Poisson transmission stream. Bernoulli 2012. 18:783-802 .
- Tail inference: where does the tail begin?. Extremes 2012. 15:437-461 .
- Distribution of the supremum location of stationary processes. Electronic Journal of Probability 2012. 17:1-17 .
- How fast can the chord length distribution decay?. Advances in Applied Probability 2011. 43:504-523 .
- A large deviation principle for Minkowski sums of heavy-tailed random compact convex sets with finite expectation. Journal of Applied Probability 2011. 2011:- .
- Excursion sets of three classes of stable random fields. Advances in Applied Probability 2010. 42:293-318 .
- Large deviations for point processes based on stationary sequences with heavy tails. Journal of Applied Probability 2010. 47:1-40 .
- Weak convergence of the function-indexed integrated periodogram for infinite variance processes. Bernoulli 2010. 16:995-1015 .
- The effect of memory on functional large deviations of infinite moving average processes. Stochastic Processes and their Applications 2009. 119:534-561 .
- A fluid cluster Poisson input process can look like a fractional Brownian motion even in the slow growth aggregation regime. Advances in Applied Probability 2009. 41:393-427 .
- A fluid cluster Poisson input process can look like a fractional Brownian motion even in the slow growth aggregation regime. Advances in Applied Probability 2009. 41:393-427 .
- Inverse problems for regular variation of linear filters, a cancellation property for σ-finite measures and identification of stable laws. The Annals of Applied Probability 2009. 19:210-242 .
- Stationary Symmetric α-Stable Discrete Parameter Random Fields. Journal of Theoretical Probability 2008. 21:212-233 .
- Tail probabilities for infinite series of regularly varying random vectors. Bernoulli 2008. 14:838-864 .
- Ruin probability with certain stationary stable claims generated by conservative flows. Advances in Applied Probability 2007. 39:360-384 .
- Long Range Dependence. Foundations and Trends in Stochastic Systems 2007. 1:163-257 .
- Asymptotic analysis of the ruin with stationary stable steps generated by dissipative flows. Scandinavian Actuarial Journal 2007. 2007:180-201 .
- Asymptotic distribution of unbiased linear estimators in the presence of heavy-tailed stochastic regressors and residuals. Probability and Mathematical Statistics 2007. 27:275-302 .
- Modeling and analysis of uncertain time-critical tasking problems. Naval Research Logistics: A Journal Dedicated to Advances in Operations and Logistics Research 2006. 53:588-599 .
- Modeling and analysis of uncertain time-critical tasking problems†. Naval Research Logistics (NRL) 2006. 53:588-599 .
- Modeling teletraffic arrivals by a Poisson cluster process. Queueing Systems 2006. 54:121-140 .
- COMPUTING THE PORTFOLIO CONDITIONAL VALUE-AT-RISK IN THE α-STABLE CASE. Probability and Mathematical Statistics 2006. 26:1-22 .
- Random rewards, fractional Brownian local times and stable self-similar processes. The Annals of Applied Probability 2006. 16:1432-1461 .
- Null flows, positive flows and the structure of stationary symmetric stable processes. The Annals of Probability 2005. 33:1782-1803 .
- Functional large deviations for multivariate regularly varying random walks. The Annals of Applied Probability 2005. 15:2651-2680 .
- Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes. The Annals of Probability 2004. 32:1438-1468 .
- Maxima of continuous-time stationary stable processes. Advances in Applied Probability 2004. 36:805-823 .
- Point processes associated with stationary stable processes. Stochastic Processes and their Applications 2004. 114:191-209 .
- On overload in a storage model, with a self-similar and infinitely divisible input. The Annals of Applied Probability 2004. 14:820-844 .
- Ruin problem and how fast stochastic processes. The Annals of Applied Probability 2003. 13:1-36 .
- Buffer content of a leaky-bucket system with long-range dependent input traffic. Journal of Applied Probability 2003. 40:581-601 .
- Log-normal durations can give long range dependence. Institute of Mathematical Statistics Lecture Notes - Monograph Series 2003. 2003:333-344 .
- Limits of on/off hierarchical product models for data transmission. The Annals of Applied Probability 2003. 13:1355-1398 .
- Wavelet analysis of conservative cascades. Bernoulli 2003. 9:97-135 .
- Ruin problem and how fast stochastic processes mix. The Annals of Applied Probability 2003. 13:1-36 .
- Tail Probabilities of Subadditive Functionals of Lévy Processes. The Annals of Applied Probability 2002. 12:69-100 .
- A single channel on/off model with TCP-like control. Stochastic Models 2002. 18:333-367 .
- Correction to ``Long strange segments in a long-range-dependent moving average'' (2001V93 p119-148). Stochastic Processes and their Applications 2002. 101:161-161 .
- Tail probabilities of subadditive functionals of Lévy processes. The Annals of Applied Probability 2002. 12:69-100 .
- Long strange segments in a long-range-dependent moving average. Stochastic Processes and their Applications 2001. 93:119-148 .
- Long strange segments of a stochastic process. The Annals of Applied Probability 2001. 11:878-921 .
- Steady-state distribution of the buffer content for M/G/$\infty$ input fluid queues. Bernoulli 2001. 7:191-210 .
- Steady-state distribution of the buffer content for M/G/∞ input fluid queues. Bernoulli 2001. 7:191-210 .
- Ruin probability with claims modeled by a stationary ergodic stable process. The Annals of Probability 2000. 28:1814-1851 .
- Ruin probability with claims modeled by a stationary ergodic stable process. The Annals of Probability 2000. 28:1814-1851 .
- The supremum of a negative drift random walk with dependent heavy-tailed steps. The Annals of Applied Probability 2000. 10:1025-1064 .
- The supremum of a negative drift random walk with dependent heavy-tailed steps. The Annals of Applied Probability 2000. 10:1025-1064 .
- The maximum of the periodogram for a heavy-tailed sequence. The Annals of Probability 2000. 28:885-908 .
- Growth rates of sample covariances of stationary symmetric $\alpha$-stable processes associated with null recurrent Markov chains. Stochastic Processes and their Applications 2000. 85:321-339 .
- How misleading can sample ACFs of stable MAs be? (very!). The Annals of Applied Probability 1999. 9:797-817 .
- Certain probabilistic aspects of semistable laws. Annals of the Institute of Statistical Mathematics 1999. 51:449-462 .
- Tails of Le´vy Measure of Geometric Stable Random Variables. Extremes 1999. 1:367-378 .
- How system performance is affected by the interplay of averages in a fluid queue with long range dependence induced by heavy tails. The Annals of Applied Probability 1999. 9:352-375 .
- How system performance is affected by the interplay of averages in a fluid queue with long range dependence induced by heavy tails. The Annals of Applied Probability 1999. 9:352-375 .
- Lower tails of self-similar stable processes. Bernoulli 1998. 4:127-142 .
- Tails of Lévy measure of geometric stable random variables. Extremes 1998. 1:367-378 .
- Distribution tails of sample quantiles and subexponentiality. Stochastic Processes and their Applications 1998. 76:45-60 .
- Symmetric infinitely divisible processes with sample paths in Orlicz spaces and absolute continuity of infinitely divisible processes. Stochastic Processes and their Applications 1998. 78:1-26 .
- Level crossings of absolutely continuous stationary symmetric $\alpha$-stable processes. The Annals of Applied Probability 1997. 7:460-493 .
- Patterns of buffer overflow in a class of queues with long memory in the input stream. The Annals of Applied Probability 1997. 7:1021-1057 .
- Level crossings of absolutely continuous stationary symmetric $\alpha$-stable processes. The Annals of Applied Probability 1997. 7:460-493 .
- Patterns of buffer overflow in a class of queues with long memory in the input stream. The Annals of Applied Probability 1997. 7:1021-1057 .
- A class of shot noise models for financial applications. .
- Symmetrization and concentration inequalities for multilinear forms with applications to zero-one laws for Lévy chaos. The Annals of Probability 1996. 24:422-437 .
- Symmetrization and concentration inequalities for multilinear forms with applications to zero-one laws for Lévy chaos. The Annals of Probability 1996. 24:422-437 .
- Classes of mixing stable processes. Bernoulli 1996. 2:365-377 .
- Symmetrization and concentration inequalities for multilinear forms with applications to zero-one laws for Lã©vy chaos. The Annals of Probability 1996. 24:422-437 .
- $L^1$ norm of Lévy processes with exponential tails. Mathematica Scandinavica 1996. 78:213-232 .
- Sample quantiles of heavy tailed stochastic processes. Stochastic Processes and their Applications 1995. 59:217-233 .
- Association of infinitely divisible random vectors. Stochastic Processes and their Applications 1995. 55:45-55 .
- Limit laws for a stochastic process and random recursion arising in probabilistic modelling. Advances in Applied Probability 1995. 27:185-202 .
- Super fractional Brownian motion, fractional super Brownian motion and related self-similar (super) processes. The Annals of Probability 1995. 23:743-766 .
- Stable fractal sums of pulses: The cylindrical case. Bernoulli 1995. 1:201-216 .
- Functionals of infinitely divisible stochastic processes with exponential tails. Stochastic Processes and their Applications 1995. 56:207-231 .
- Geometric stable distributions in Banach spaces. Journal of Theoretical Probability 1994. 7:351-373 .
- Lévy measures of infinitely divisible random vectors and Slepian inequalities. The Annals of Probability 1994. 22:1930-1956 .
- Possible sample paths of self-similar $\alpha$-stable processes. Statistics & Probability Letters 1994. 19:233-237 .
- Stable processes with sample paths in Orlicz spaces. The Annals of Probability 1994. 22:1904-1929 .
- Levy Measures of Infinitely Divisible Random Vectors and Slepian Inequalities. The Annals of Probability 1994. 22:1930-1956 .
- Zero-one laws for multilinear forms in Gaussian and other infinitely divisible random variables. Journal of Multivariate Analysis 1993. 46:61-82 .
- Stochastic monotonicity and Slepian-type inequalities for infinitely divisible and stable random vectors. The Annals of Probability 1993. 21:143-160 .
- The expected number of level crossings for stationary, harmonisable, symmetric, stable processes. The Annals of Applied Probability 1993. 3:553-575 .
- Distributions of subadditive functionals of sample paths of infinitely divisible processes. The Annals of Probability 1993. 21:996-1014 .
- Characterization of linear and harmonizable fractional stable motions. Stochastic Processes and their Applications 1992. 42:91-110 .
- Dependence of stable random variables. Institute of Mathematical Statistics Lecture Notes - Monograph Series 1992. 1992:219-234 .
- Nonlinear regression of stable random variables. The Annals of Applied Probability 1991. 1:582-612 .
- Sample path properties of stochastic processes represented as multiple stable integrals. Journal of Multivariate Analysis 1991. 37:115-134 .
- Probability laws with 1-stable marginals are 1-stable. The Annals of Probability 1991. 19:1777-1780 .
- Conditional moments and linear regression for stable random variables. Stochastic Processes and their Applications 1991. 39:183-199 .
- Probability tails of Gaussian extrema. Stochastic Processes and their Applications 1991. 38:55-84 .
- On stable Markov processes. Stochastic Processes and their Applications 1990. 34:1-17 .
- Existence of joint moments of stable random variables. Statistics & Probability Letters 1990. 10:167-172 .
- Association of stable random variables. The Annals of Probability 1990. 18:1759-1764 .
- $(1/\alpha)$-self similar $\alpha$-stable processes with stationary increments. Journal of Multivariate Analysis 1990. 35:308-313 .
- Multiple stable integrals of Banach-valued functions. Journal of Theoretical Probability 1990. 3:267-287 .
- An Asymptotic Evaluation of the Tail of a Multiple Symmetric $\alpha$- Stable Integral. The Annals of Probability 1989. 17:1503-1520 .
- Local moduli of continuity for some classes of Gaussian processes. Stochastics and Stochastics Reports 1989. 28:269-292 .
- An asymptotic evaluation of the tail of a multiple symmetric $\alpha$-stable integral. The Annals of Probability 1989. 17:1503-1520 .
- Extrema of skewed stable processes. Stochastic Processes and their Applications 1988. 30:17-39 .
- Continuity of Gaussian processes. The Annals of Probability 1988. 16:1019-1033 .
- Tail behaviour for the suprema of Gaussian processes with applications to empirical processes. The Annals of Probability 1987. 15:1339-1351 .
- Antithetic variates, multivariate dependence and simulation of stochastic systems. Management Science 1985. 31:66-77 .