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Technical Reports
Samorodnitsky, G. "Long range dependence"pdf
file
Grabchak, M. and Samorodnitsky, G. ``Do financial
returns have finite or infinite variance? A paradox and an
explanation'' pdf
file
Can, U.S., Mikosch, T. and Samorodnitsky, G. ``Weak
convergence of the function-indexed
integrated periodogram for infinite variance processes'' pdf
file
Chakrabarty, A. and Samorodnitsky, G. ``Understanding heavy tails in a
bounded world or, is a truncated heavy tail heavy or not?'' pdf
file
Hult, H. and Samorodnitsky, G. ``Large
deviations for point processes based on stationary sequences with heavy
tails'' pdf
file
Jessen, A., Mikosch, T. and Samorodnitsky, G. ``Prediction of outstanding
payments in a Poisson cluster model'' pdf
file
Adler, R., Samorodnitsky, G. and Taylor, J. ``High level excursion set
geometry for non-Gaussian infinitely divisible random fields'' pdf
file
Demichel, Y., Estrade, A., Kratz, M. and Samorodnitsky, G. ``How
Fast Can the Chord-Length Distribution Decay?' pdf
file
Ghosh, S. and Samorodnitsky, G. "Long strange
segments, ruin probabilities and the effect of memory on moving
average processes" pdf
file
Roueff, F., Samorodnitsky, G. and Soulier, P. "Function-indexed
empirical processes based on an infinite source Poisson
transmission stream" pdf
file
Mikosch, T., Pawlas, Z. and Samorodnitsky, G. ``A large
deviation principle for Minkowski sums of heavy-tailed random
compact convex sets with finite expectation''pdf
file
Mikosch, T., Pawlas, Z. and Samorodnitsky, G. ``Large
deviations for Minkowski sums of heavy-tailed generally non-convex
random compact sets''pdf
file
Peterson, J. and Samorodnitsky, G. ``Weak quenched limiting
distributions for transient one-dimensional random walk in a random
environment.''pdf
file
Nguyen, T. and Samorodnitsky, G. ``Tail Inference: where does the tail
begin?"pdf
file
Samorodnitsky, G and Shen, Y. ``Is the location of the supremum
of a stationary process nearly uniformly distributed?''pdf
file
Samorodnitsky, G and Shen, Y. "Distribution of the supremum location of stationary processes"pdf
file
Peterson, J. and Samorodnitsky, G. ``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"pdf
file
Mikosch, T., Samorodnitsky, G. and Tafakori, L. ``Fractional
moments of solutions to stochastic recurrence equations''pdf
file
Adler, R., Moldavskaya, E. and Samorodnitsky, G. ``On the
existence of paths between points in high level excursion sets of
Gaussian random fields''pdf
file
Samorodnitsky, G and Shen, Y. "Intrinsic location functionals
of stationary processes"pdf
file
Owada, T. and Samorodnitsky, G. "Functional Central Limit Theorem for Heavy Tailed
Stationary Infinitely Divisible Processes Generated by Conservative Flows"pdf
file
Nguyen, T. and Samorodnitsky, G. "Multivariate tail estimation
with application to analysis of CoVar"pdf
file
Bladt, M., Nielsen, B.F. and Samorodnitsky, G. "Calculation of ruin probabilities for a dense class of heavy tailed
distributions"pdf
file
Owada, T. and Samorodnitsky, G. "Maxima of long memory stationary
symmetric alpha-stable processes, and self-similar processes with
stationary max-increments"pdf
file
Damek, E., Mikosch, T., Rosi\'nski, J. and Samorodnitsky,
G. ``General inverse problems for regular variation" pdf
file
Samorodnitsky, G., Resnick, S., Towsley, D., Davis, R., Willis,
A. and Wan, P. ``Nonstandard regular variation of
the in-degree and the out-degree in the preferential attachement
model''pdf
file
Resnick, S. and Samorodnitsky, G. ``Tauberian Theory for
Multivariate Regularly Varying Distributions with Application to
Preferential Attachment Network" pdf
file
Lacaux, C. and Samorodnitsky, G. ``Time-changed extremal process
as a random sup measure'' pdf
file
Adler, R. and Samorodnitsky, G. "Climbing down Gaussian peaks" pdf
file
Jung, P., Owada, T. and Samorodnitsky, G. ``Functional central
limit theorem for negatively dependent heavy-tailed stationary
infinitely divisible processes generated by conservative flows'' pdf
file
Resnick, S. and Samorodnitsky, G. "Asymptotic Normality of Degree Counts in a
Preferential Attachment Model"pdf
file
Samorodnitsky, G. and Sun, J. "Multivariate Subexponential Distributions and Their Applications"pdf
file
Dong, Y. and Samorodnitsky, G "Contact distribution in a thinned Boolean model with power law radii"pdf
file
Chakrabarty, A. and Samorodnitsky, G "Asymptotic behaviour of
Gaussian minima"pdf
file
Glavas, L., Mladenovic, P. and Samorodnitsky, G "Extreme values of the uniform autoregressive processes and missing observations"pdf
file
Constantinescu, C., Samorodnitsky, G. and Zhu, W. "Closed-form Ruin Probabilities in Classical Risk Models with Gamma
Claims"pdf
file
Matsui, M., Mikosch, T. and Samorodnitsky, G. "Distance covariance for stochastic processes"pdf
file
Samorodnitsky, G. and Wang, Y. "Extremal theory for long-range dependent infinitely divisible processes"pdf
file
Zou, J., Davis, R. and Samorodnitsky, G. "Extreme value analysis
without the largest values: what can be done?"pdf
file
Sun, J. and Samorodnitsky, G. "Estimating the extremal index, or, can one avoid the
threshold-selection difficulty in extremal Inference?"pdf
file
Durieu, O., Samorodnitsky, G. and Wang, Y.``From infinite urn schemes to self-similar stable processes""pdf
file
Dehling, H., Matsui, M., Mikosch, T., Samorodnitsky, G. and
Tafakori, L. ``Distance covariance for discretized stochastic
processes''pdf
file
Wu, L. and Samorodnitsky, G. ``Reguularly varying random fields''pdf
file
Chen, Z. and Samorodnitsky, G. ``Extreme Value Theory for Long Range Dependent Stable Random Fields''pdf
file
Wu, Z., Chakrabarty, A. and Samorodnitsky, G. ``High minima of non-smooth Gaussian processes''pdf
file
Owada, T., Samorodnitsky, G. and Thoppe, G. "Limit theorems for
topological invariants of the dynamic multi-parameter simplicial
complex"pdf
file
Chen, Z. and Samorodnitsky, G. "Extremal clustering under moderate long range dependence and moderately
heavy tails"pdf
file
Xu, H., Davis, R. and Samorodnitsky, G. "Handling missing extremes in tail estimation "pdf
file
Chen, Z. and Samorodnitsky, G. "A new shape of extremal
clusters for certain stationary semi-exponential processes with
moderate long range dependence"pdf
file
Aveila-Medina, M., Davis, R. and Samorodnitsky, G. "Spectral
learning of multivariate extremes"pdf
file
Samorodnitsky, G. and Owada, T. "Large deviations for subcomplex
counts and Betti numbers in multi-parameter simplicial complexes"pdf
file
Hui, X., Cohen, J., Davis, R. and Samorodnitsky, G. "Cauchy,
normal and correlations versus heavy tails"pdf
file
Siu, C., Samorodnitsky, G., Yu, C. and Yao, A. "Detection of small holes by the
scale-invariant robust density-aware distance (RDAD) filtration"pdf
file
Chakrabarty, A. and Samorodnitsky, G. "Clustering of large
deviations in moving average processes: the short memory
regime"<pdf
file
Chakrabarty, A. and Samorodnitsky, G. "Clustering of large
deviations in moving average processes: the long memory
regime"<pdf
file
Aveila-Medina, M, Davis, R. and Samorodnitsky, G. "Kernel PCA
for multivariate extremes"<pdf
file
Last revised: 04/21/2022
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