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Browsing by Author "Samorodnitsky, Gennady"
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A large deviation principle for Minkowski sums of heavytailed random compact convex sets with finite expectation
Mikosch, Thomas; Pawlas, Zbynek; Samorodnitsky, Gennady (20100816)We prove large deviation results for Minkowski sums of iid random compact sets where we assume that the summands have a regularly varying distribution and finite expectation. The main focus is on random convex compact ... 
Large deviations for Minkowski sums of heavytailed generally nonconvex random compact sets
Mikosch, Thomas; Pawlas, Zbynek; Samorodnitsky, Gennady (20100816)We prove large deviation results for Minkowski sums of iid random compact sets where we assume that the summands have a regularly varying distribution. The result confirms the heavytailed large deviation heuristics: ... 
Large deviations for point processes based on stationary sequences with heavy tails
Hult, Henrik; Samorodnitsky, Gennady (20090804)In this paper we propose a framework that enables the study of large deviations for point processes based on stationary sequences with regularly varying tails. This framework allows us to keep track not of the magnitude ... 
Modeling EndUser Behavior In Data Networks
Lopez Oliveros, Luis (20110831)A session is a cluster of packets that represents enduser activity in data networks, e.g. surfing the web, transferring files, streaming media, Internetcalling. We study three problems of sessions. The first problem ... 
Models For Projectile Impact Into Hybrid MultiLayer Armor Systems With Axisymmetric Or Biaxial Layers With Gaps
Li, Wei (20110529)Analytical and numerical modeling of fibrous material resistance to penetration under impact by highvelocity projectiles has been of great interest not only for personnel protection reasons but also because trialanderror ... 
Moderate Deviations And Exact Asymptotics In Channel Coding
Altug, Yucel (20130819)Investigation of the data rate, blocklength and error probability interplay for the optimum block code(s) on a discrete memoryless channel is a fundamental problem of information theory. Because of the intricacy of the ... 
Multivariate Subexponential Distributions and Their Applications
Samorodnitsky, Gennady; Sun, Julian (20150916)We propose a new definition of a multivariate subexponential distribution. We compare this definition with the two existing notions of multivariate subexponentiality, and compute the asymptotic behaviour of the ruin ... 
Multivariate tail measure and the estimation of CoVar
Nguyen, Tilo; Samorodnitsky, Gennady (20121009)The quality of estimation of multivariate tails depends significantly on the portion of the sample included in the estimation. A simple approach involving sequential statistical testing is proposed in order to select ... 
Nonstandard regular variation of the indegree and the outdegree in the preferential attachement model
Samorodnitsky, Gennady; Resnick, Sidney; Towsley, Don; Davis, Richard; Willis, Amy; Wan, Phyllis (20140625)For the directed edge preferential attachment network growth model studied by Bollobas et al. (2003) and Krapivsky and Redner (2001), we prove that the joint distribution of indegree and outdegree has jointly ... 
Novel Uncertainty Quantification Techniques For Problems Described By Stochastic Partial Differential Equations
Chen, Peng (20140818)Uncertainty propagation (UP) in physical systems governed by PDEs is a challenging problem. This thesis addresses the development of a number of innovative techniques that emphasize the need for highdimensionality modeling, ... 
On the existence of paths between points in high level excursion sets of Gaussian random fields
Adler, Robert; Moldavskaya, Elina; Samorodnitsky, Gennady (20120327)The structure of Gaussian random fields over high levels is a well researched and well understood area, particularly if the field is smooth. However, the question as to whether or not two or more points which lie in ... 
Prediction of outstanding payments in a Poisson cluster model
Jessen, Anders Hedegaard; Mikosch, Thomas; Samorodnitsky, Gennady (20090804)We consider a simple Poisson cluster model for the payment numbers and the corresponding total payments for insurance claims arriving in a given year. Due to the Poisson structure one can give reasonably explicit ... 
Robust Design With Increasing Device Variability In SubMicron Cmos And Beyond: A BottomUp Framework
Zhang, Xuan (20120131)My Ph.D. research develops a tiered systematic framework for designing processindependent and variabilitytolerant integrated circuits. This bottomup approach starts from designing selfcompensated circuits as accurate ... 
Stationarity And Random Locations
Shen, Yi (20130526)We introduce a family of random locations called "intrinsic location functionals", which include most of the random locations that one may encounter in many cases, e.g., the location of the path supremum/infimum over an ... 
A Stochastic Shell Model Based On Edqnm Theory For Turbulent Mixing And Reacting Flows
Xia, Yanjun (20110131)The probability density function (PDF) method provides an elegant solution to the closure problems of the highlynonlinear chemical source terms. The instantaneous velocity, temperature and species concentrations are ... 
A Study Of The Tail Measure And Its Applications In Risk Modeling
Nguyen, Duc (20130819)This dissertation has 4 chapters, in which we attempt to explore and analyze the structure of extremal data. The first chapter is a review of statistical estimation methods of the tail in the context of extreme value theory ... 
Tail Inference: where does the tail begin?
Nguyen, Tilo; Samorodnitsky, Gennady (20110331)The quality of estimation of tail parameters, such as tail index in the univariate case, or the spectral measure in the multivariate case, depends crucially on the part of the sample included in the estimation. A ... 
Tauberian Theory for Multivariate Regularly Varying Distributions with Application to Preferential Attachment Networks
Resnick, Sidney; Samorodnitsky, Gennady (20140625)AbelTauberian theorems relate power law behavior of distributions and their transforms. We formulate and prove a multivariate version for nonstandard regularly varying measures on R_+^p and then apply it to prove ... 
Tempered Stable Distributions: Properties And Extensions
Grabchak, Michael (20110531)It has been observed that data often appears to be well approximated by infinite variance stable distributions in some central region, but the tails of the distribution are actually lighter. Tempered stable distributions, ... 
Timechanged extremal process as a random sup measure
Lacaux, Céline; Samorodnitsky, Gennady (20141009)A functional limit theorem for the partial maxima of a long memory stable sequence produces a limiting process that can be described as a betapower time change in the classical Fr\'echet extremal process, for beta ...