JavaScript is disabled for your browser. Some features of this site may not work without it.
Browsing by Author "Samorodnitsky, G."
Now showing items 5170 of 89

Null Flows, Positive Flows and the Structure of Stationary Symmetric Stable Processes
Samorodnitsky, G. (Cornell University Operations Research and Industrial Engineering, 200402)Null Flows, Positive Flows and the Structure of Stationary Symmetric Stable Processes 
On Overload in a Storage Model, with a SelfSimilar and Infinitely Divisible Input
Albin, J. M. P.; Samorodnitsky, G. (Cornell University Operations Research and Industrial Engineering, 200207)On Overload in a Storage Model, with a SelfSimilar and Infinitely Divisible Input 
Optimal and Heuristic (s,S) Inventory Policies for Levy Demand Processes
Roundy, R.; Samorodnitsky, G. (Cornell University Operations Research and Industrial Engineering, 199607)Optimal and Heuristic (s,S) Inventory Policies for Levy Demand Processes 
Option pricing formulae for speculative prices modelled by subordinated stochastic processes
Rachev, S. T.; Samorodnitsky, G. (Cornell University Operations Research and Industrial Engineering, 199110)This paper to appear in the "Annals of Applied Probability". 
Patterns of Buffer Overflow in a Class of Queues with Long Memory in the Input Stream
Heath, D.; Resnick, S.; Samorodnitsky, G. (Cornell University Operations Research and Industrial Engineering, 199608)Patterns of Buffer Overflow in a Class of Queues with Long Memory in the Input Stream 
Point processes associated with stationary stable processes
Resnick, S.; Samorodnitsky, G. (Cornell University Operations Research and Industrial Engineering, 200311)Point processes associated with stationary stable processes 
Possible Sample Paths of SelfSimilar aStable Processes
Samorodnitsky, G. (Cornell University Operations Research and Industrial Engineering, 199303)Possible Sample Paths of SelfSimilar aStable Processes 
Probability Tails of Gaussian Extrema
Samorodnitsky, G. (Cornell University Operations Research and Industrial Engineering, 198909)Probability Tails of Gaussian Extrema 
Product formula, tails and independence of multiple stable integrals
Rosinski, J.; Samorodnitsky, G. (Cornell University Operations Research and Industrial Engineering, 199807)Product formula, tails and independence of multiple stable integrals 
Random rewards, fractional Brownian local times and stable selfsimilar processes
Cohen, S.; Samorodnitsky, G. (Cornell University Operations Research and Industrial Engineering, 200508)We give deterministic versions of randomized approximation algorithms for several ranking and clustering problems that were proposed by Ailon, Charikar and Newman. We show that under a reasonable extension of the triangle ... 
Randomness and dependence in etch process and their effects on predictability of failures and on cycle times $infty$> input fluid queues
Resnick, S.; Samorodnitsky, G.; Xue, F. (Cornell University Operations Research and Industrial Engineering, 199905)Randomness and dependence in etch process and their effects on predictability of failures and on cycle times $infty$> input fluid queues 
Ruin Probability with Certain Stationary Stable Claims Generated by Conservative Flows
Alparslan. U.; Samorodnitsky, G. (Cornell University Operations Research and Industrial Engineering, 200701)Ruin Probability with Certain Stationary Stable Claims Generated by Conservative Flows 
Ruin probability with claims modeled by a stationary ergodic stable process
Mikosch, T.; Samorodnitsky, G. (Cornell University Operations Research and Industrial Engineering, 199904)Ruin probability with claims modeled by a stationary ergodic stable process 
Ruin problem, operational risk and how fast stochastic processes mix
Embrechts, P.; Samorodnitsky, G. (Cornell University Operations Research and Industrial Engineering, 200109)Ruin problem, operational risk and how fast stochastic processes mix 
Ruin theory revisited: stochastic models for operational risk
Embrechts, P.; Samorodnitsky, G. (Cornell University Operations Research and Industrial Engineering, 200212)Ruin theory revisited: stochastic models for operational risk 
Sample correlations of infinite variance time series models: an empirical and theoretical study
Cohen, J.; Resnick, S.; Samorodnitsky, G. (Cornell University Operations Research and Industrial Engineering, 199709)Sample correlations of infinite variance time series models: an empirical and theoretical study 
Sample Path Properties of Stochastic Processes Represented as Multiple Stable Integrals
Rosinski, J.; Samorodnitsky, G.; Taqqu, M. S. (Cornell University Operations Research and Industrial Engineering, 198910)Sample Path Properties of Stochastic Processes Represented as Multiple Stable Integrals 
Sample Quantiles of Heavy Tailed Stochastic Processes
Embrechts, P.; Samorodnitsky, G. (Cornell University Operations Research and Industrial Engineering, 199601)This paper to appear in Mathematica Scandinavica 
Scaling Limits for Workload Process
Mikosch, T.; Samorodnitsky, G. (Cornell University Operations Research and Industrial Engineering, 200604)Scaling Limits for Workload Process 
A Single Channel on/off Model with TCPLike Control
Borkovec, M.; Dasgupta, A.; Resnick, S.; Samorodnitsky, G. (Cornell University Operations Research and Industrial Engineering, 200010)A Single Channel on/off Model with TCPLike Control