Sidney Resnick
School of Operations Research and Information Engineering
Technical Reports and Papers: Sidney Resnick

Report Description
Jaakko Lehtomaa, Sidney I. Resnick. "Asymptotic independence and support detection techniques for heavy-tailed multivariate data" (2019). Paper.
Holger Drees, Anja Janssen, Sidney I. Resnick, Tiandong Wang. "On a minimum distance procedure for threshold selection in tail analysis" (2018). Paper.
Tiandong Wang, Sidney I. Resnick. "Degree Growth Rates and Index Estimation in a Directed Preferential Attachment Mode" (2018). Paper.
Yuguang Ipsen, Ross Maller, Sidney I. Resnick. "Trimmed Levy Processes and their Extremal Components" (2018). Paper.
Phyllis Wan, Tiandong Wang, Richard A. Davis, Sidney I. Resnick. "Are Extreme Value Estimation Methods Useful for Network Data?" (2017). Paper.
Tiandong Wang, Sidney I. Resnick. "Consistency of Hill estimators in a linear preferential attachment model" (2017). Paper.
Yugang Ipsen, Ross Maller and Sidney I. Resnick, "Ratios of Ordered Points of Point Processes with Regularly Varying Intensity Measures" (2017). Paper.
Phyllis Wan, Tiandong Wang, Richard A. Davis, Sidney I. Resnick, "Fitting the Linear Preferential Attachment Model" (2017). Paper.
B. Buchmann, R. Maller and S.I. Resnick, "Processes of rth Largest" (2016). Paper.
B. Das, S.I. Resnick, "Hidden Regular Variation under Full and Strong Asymptotic Dependence" (2016). Paper.
T. Wang, S.I. Resnick, "Multivariate Regular Variation of Discrete Mass Functions with Applications to Preferential Attachment Networks" (2016). Paper.
T. Wang, S.I. Resnick , "Asymptotic Normality of In- and Out-Degree Counts in a Preferential Attachment Model" (2015). Paper.
S.I. Resnick, G. Samorodnitsky, ''Asymptotic Normality of Degree Counts in a Preferential Attachment Model" (2015). Paper.
S.I. Resnick, G. Samorodnitsky, ''Tauberian Theory for Multivariate Regularly Varying Distributions with Application to Preferential Attachment Networks" (2014) Paper.
G. Samorodnitsky, S.I. Resnick, D.Towsley, R.A. Davis, A. Willis, P. Wan, ''Nonstandard regular variation of in-degree and out-degree in the preferential attachment model" (2014) Paper.
B. Das and S.I. Resnick, ''Models with Hidden Regular Variation: Generation and detection" (2014) Paper.
S.I. Resnick and J. Roy, ''Hidden regular variation of moving average processes with heavy-tailed innovations" (2013) Paper.
F. Lindskog, S.I. Resnick and J. Roy, ''Regularly Varying Measures on Metric Spaces: Hidden Regular Variation and Hidden Jumps" (2013) Paper.
D. Zeber and S.I. Resnick, ''Markov Kernels and the Conditional Extreme Value Model" (2012) Paper.
D. Zeber and S.I. Resnick, ''Clustering of Markov Chain Exceedances" (2012) Paper.
D. Zeber and S.I. Resnick, ''Asymptotics of Markov Kernels and the Tail Chain" (2011) Abstract. Paper.
A. Mitra and S.I. Resnick, ''Modeling multiple risks: Hidden domain of attraction" Abstract. Paper.
B. Das, A. Mitra and S.I. Resnick, ''Living on the multi-dimensional edge: seeking hidden risks using regular variation'' Abstract. Paper.
S. Ghosh and S.I. Resnick, ''When does the mean excess plot look linear?'' Abstract. Paper.
L. Lopez-Oliveros and S.I. Resnick, ''On the superimposition of heterogeneous traffic at large time scales.'' Abstract. Paper.
A. Mitra and S.I. Resnick, ''Modeling Total Expenditure on Warranty Claims" Abstract. Paper.
A. Mitra and S.I. Resnick, ''Hidden regular variation: Detection and estimation'' Abstract. Paper.
M. Larsson and S.I. Resnick, ''Long Range Tail Dependence: EDM VS. Extremogram '' Abstract. Paper.
S. Ghosh and S.I. Resnick, ''A discussion on mean excess plots." Abstract. Paper.
L. Lopez-Oliveros and S.I. Resnick, ''Extremal dependence analysis of network sessions." Abstract. Paper.
B. Das and S.I. Resnick, ''Detecting a conditional extreme value model." Abstract. Paper.
A. Mitra and S.I. Resnick, ''Aggregation of risks and asymptotic independence." Abstract. Paper.
B. Das and S.I. Resnick, ''Conditioning on an Extreme Component: Model consistency and regular variation on cones." Abstract. Paper.
1463 C. Kluppelberg and S.I. Resnick, ''The Pareto Copula, Aggregation of Risks and the Emperor's Socks." Abstract. Paper.
1464 S.I. Resnick, ''Multivariate Regular Variation on Cones: Application to Extreme Values, Hidden Regular Variation and Conditioned Limit Laws." Abstract. Paper.
1458 B. Das and S.I. Resnick, ''QQ Plots, Random Sets and Data from a Heavy Tailed Distribution." Abstract. Paper.
1451 V. Kulkarni and S.I. Resnick, ''Warranty Claims Modelling." Abstract. Paper.
1449 B. D'Auria and S.I. Resnick, ''The Influence of Dependence on Data Network Models of Burstiness". Abstract. Paper.
1428 B. D'Auria and S.I. Resnick, ''Data Network Models of Burstiness''. Abstract. Paper.
1420 J. Heffernan and S.I. Resnick, ''Limit Laws for Random Vectors with an Extreme Component ''. Abstract. Paper.
1411 T. Mikosch and S.I. Resnick, ''Activity Rates with Very Heavy Tails ''. Abstract. Paper.
1409 J. Heffernan and S.I. Resnick, "Hidden Regular Variation and the Rank Transform''. Abstract. Paper.
1392 S.I. Resnick and G. Samorodnitsky, ''Point Processes Associated with Stationary, Stable Processes''. Abstract. Paper.
1382 K. Maulik and S.I. Resnick, ''Characterizations and Examples of Hidden Regular Variation''. Abstract. Paper.
1357 K. Maulik and S.I. Resnick, ``The Self-Similar and Multifractal Nature of a Network Traffic Model''. Abstract. Paper.
1352 F.H. Campos, J.S. Marron, S.I. Resnick and K. Jeffay, ``Extremal Dependence: Internet Traffic Applications.'' Abstract. Paper.
1346 S. Resnick, ''The Extremal Dependence Measure and Asymptotic Independence.'' Abstract . Paper.
1345 S. Resnick, ``Modeling Data Networks.'' Abstract. Paper (pdf). (8/02)
1335 S. Resnick, ``On the Foundations of Multivariate Heavy Tail Analysis'' Abstract. Paper. (5/02)
1321 S. Resnick, "Hidden Regular Variation, Second Order Regular Variation and Asymptotic Independence' Abstract. Paper. (1/02)
1311K. Maulik and S. Resnick, "Small and Large Time Scales Analysis of a Network Traffic Model"Abstract. Paper. (10/01)
1281S. Resnick and G. Samorodnitsky,"Limits of On/Off Hierarchical Product Models for Data Transmission" Paper.Abstract.(1/01)
1278K. Maulik, S. Resnick, and H. Rootzén,"A Network Traffic Model with Random Transmission Rate"Paper. Paper. Abstract.(11/00)
1272M. Borkovec, A. Dasgupta, S. Resnick, and G. Samorodnitsky, "A Single Channel on/off Model with TCP-Like Control" Paper. Abstract. (10/00)
1257C.A. Guerin, H. Nyberg, O. Perrin, S. Resnick, H. Rootzén and C. Starica, "Empirical testing of the infinite source Poisson data traffic model" Paper. Abstract. (2/00)
1247T. Mikosch, S. Resnick, H. Rootzén and A.W. Stegeman "Is Network Traffic Approximated by Stable Lévy Motion or Fractional Brownian Motion?" Paper. Abstract. (8/99)
1243Resnick, A. Gilbert and W. Willinger, "Wavelet analysis of conservative cascades" Paper. Abstract. (6/99)
1242Resnick and G. Samorodnitsky, "Steady state distribution of the buffer content for M/G/$infty$ input fluid queues" Paper. Abstract. (6/99)
1241S. Resnick, G. Samorodnitsky and F. Xue "Randomness and dependence in etch process and their effects on predictability of failures and on cycle times" Paper. Abstract. (5/99)
1236E. van den Berg and S. Resnick, "Weak Convergence of high-speed network traffic models" (3/99) Paper. Abstract.
1235A. A. Balkema, C. Kluppelberg and S. Resnick, "Domains of attraction for exponential families" (3/99) Paper. Abstract.
1228S. Resnick and H. Rootzén, "Self-similar communication models and very heavy tails" Paper. Abstract.
1222S. Resnick and E. Van den Berg, "A test for nonlinearity of time series with infinite variance" (10/98) Paper. Abstract.
1221S. Resnick and G. Samorodnitsky, "A heavy traffic limit theorem for workload processes with heavy tailed service requirements" (10/98) Paper. Abstract.
1220S. Resnick, G. Samorodnitsky and F. Xue, "Growth rates of sample covariances of stationary symmetric $alpha$-stable processes associated with null recurrent Markov chains" (10/98) Paper. Abstract.
1215H. Drees, L. De Haan and S. Resnick, "How to make a Hill plot" (7/98) Paper. Abstract.
1210Resnick and E. van den Berg, "Sample correlation behavior for the heavy tailed general bilinear process" (5/98) Paper. Abstract.
1209Resnick, G. Samorodnitsky, and F. Xue, "How misleading can sample ACF's of stable MA's Be? (Very!)" (3/98) Paper. Abstract.
1206T. Mikosch, S. Resnick and G. Samorodnitsky, "The maximum of the periodogram for a heavy-tailed sequence" (10/97) Paper. Abstract.
1204D. Heath, S. Resnick and G. Samorodnitsky "How system performance is affected by the interplay of averages in a fluid queue with long range dependence induced by heavy tails" (10/97) Paper. Abstract.
1202J. Cohen, S. Resnick and G. Samorodnitsky "Sample correlations of infinite variance time series models: an empirical and theoretical study" (9/97) Paper. Abstract.
1201S. Resnick and G. Samorodnitsky "Activity periods of an infinite server queue and performance of certain heavy tailed fluid queues" (9/97) Paper. Abstract.
1187S. Resnick and A. Subramanian, "Heavy Tailed Hidden Semi-Markov Models" (3/97) Paper. Abstract.
1178S. I. Resnick, "Discussion of the Danish Data on Large Fire Insurance Losses" (12/96) Paper. Abstract.
1174S. Resnick and C. Starica, "Tail Index Estimation for Dependent Data" (9/96) Paper. Abstract.
1169D. Heath, S. Resnick and G. Samorodnitsky, "Patterns of Buffer Overflow in a Class of Queues with Long Memory in the Input Stream" (8/96) Paper. Abstract.
1165S. Resnick and C. Starica, "Asymptotic Behavior of Hill's Estimator for Autoregressive Data" (8/96) Paper. Abstract.
1163S. Resnick and P. Feigin, "Pitfalls of Fitting Autoregressive Models for Heavy-tailed Time Series" (7/96) Paper. Abstract.
1158S. Resnick and C. Starica, "Smoothing the Moment Estimator of the Extreme Value Parameter" (5/96) Abstract. Paper.
1157S. Resnick, "Why Non-Linearities Can Ruin the Heavy Tailed Modeler's Day"(5/96) Abstract. Paper.
1155L. de Haan and S. Resnick, "On Asymptotic Normality of the Hill Estimator" (3/96) Abstract. Paper.
1144D. Heath, S. Resnick and G. Samorodnitsky, "Heavy Tails and Long Range Dependence in On/Off Processes and Associated Fluid Models" (1/96) Abstract. Paper.
1140R.A. Davis and S.I. Resnick, "Limit Theory for Bilinear Processes with Heavy Tailed Noise" (12/95) Abstract. Paper.
1134S.I. Resnick, "Heavy Tail Modelling and Teletraffic Data" (9/95) Abstract. Paper.
1133J. Geluk, L. de Haan, S. Resnick and C. Starica, "Second Order Regular Variation, Convolution and the Central Limit Theorem" (9/95) Abstract. Paper.
1126C.M. Goldie and S.I. Resnick, "Ordered Independent Scattering" (5/95) Abstract. Paper.
1124P. Feigin and S.I. Resnick, "Linear Programming Estimators and Bootstrapping for Heavy Tailed Phenomena" (3/95) Abstract. Paper.
1122M.F. Kratz and S.I. Resnick, "The QQ-Estimator and Heavy Tails" (3/95) Abstract. Paper.
1114S. Resnick and C. Starica, "Smoothing the Hill Estimator" (2/95)
1111P.D. Feigin, M.F. Kratz, and S.I. Resnick, "Parameter Estimation for Moving Averages with Positive Innovations" (1/95) Abstract. Paper.
1094S. Resnick and G. Samorodnitsky, "The Effect of Long Range Dependence in a Simple Queueing Model" (5/94) Abstract. Paper.
1085P.D. Feigin, S.I. Resnick, and C. Starica, "Testing for Independence in Heavy Tailed and Positive Innovation Time Series" (2/94). Abstract.
1072L. de Haan and S. Resnick, "Second-Order Regular Variation and Rates of Convergence in Extreme-Value Theory" (10/93). Abstract. Paper.
1066S. Resnick and C. Starica, "Consistency of Hill's Estimator for Dependent Data" (8/93). Abstract.
1057D. McBeth and S.I. Resnick, "Stability of Random Sets Generated by Multivariate Samples" (6/93). Abstract.
1041L. de Haan and S. Resnick, "Estimating the Home Range" (1/93). Abstract.
1033P.D. Feigin and S.I. Resnick, "Limit Distributions for Linear Programming Time Series Estimators" (9/92). Abstract.
1005S. Resnick and P.D. Feigin, "Estimation for Autoregressive Processes with Positive Innovations" (5/92) Stochastic Models 8 (1992), 479-498. Abstract.
0976L. deHaan and S. Resnick, "Consistent empirical estimators of multivariate extreme value distributions" (8/91) Stochastic Models.
0971S. Resnick and R. Roy, "Super-extremal processes and the argmax process" (5/91)
0970S. Resnick and R. Davis, "Prediction of stationary max-stable processes" (6/91). Annals of Applied Probability.
0936D.B.H. Cline and S.I. Resnick, "Multivariate subexponential distributions" (Oct. 90).
0924Resnick and E. Willekins, "Moving averages of random series with random coefficients and random coefficient auto-models" (Sept. 90). Stochastic Models 7 (1990), 511-526.
0914L. deHaan and S. Resnick, "Random transformations for Poisson processes and sup-integral processes" (July 90).
0908Resnick, A. Balkema, and C. Kluppelberg, "Densities with Gaussian tails" (July 90).
0886T. Rachev and S. Resnick, "Max-geometric Infinite Divisibility and Stability" (Jan. 90).
0873I. Resnick and R. Roy, "Random USC Functions, Max-Stable Processes and Continuous Choice" (Oct. 89). Annals of Applied Probability 1 (1991), 267-292.
0849Resnick, "Point Processes and Tauberian Theory" (July 89). The Mathematical Scientist 16 (1991) 83-106.
0844Resnick and R. Roy, "Multivariate Extremal Processes and Dynamic Choice Models" (April 89). Advanced in Applied Probability 22, 309-331.
0839R.A. Davis and S.I. Resnick, "Extremes of Moving Averages of Random Variables with Finite Endpoint" (Mar. 89). Stochastic Processes and Their Applications 30, 41-68.

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