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Browsing by Author "Samorodnitsky, Gennady"
Now showing items 3548 of 48

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 ... 
Understanding heavy tails in a bounded world or, is a truncated heavy tail heavy or not?
Chakrabarty, Arijit; Samorodnitsky, Gennady (20090804)We address the important question of the extent to which random variables and vectors with truncated power tails retain the characteristic features of random variables and vectors with power tails. We define two truncation ... 
Waiting Times For Cancerous Mutations In Two Mathematical Models
Moseley, Stephen (20110831)This dissertation explores the distribution of [tau]k , the first time for some cell to accumulate k mutations, under two different multistage models for cancer growth. The first model considers a freely mixing, exponentially ... 
Weak convergence of the functionindexed integrated periodogram for infinite variance processes
Can, Sami Umut; Mikosch, Thomas; Samorodnitsky, Gennady (20090804)In this paper we study the weak convergence of the integrated periodogram indexed by classes of functions for linear and stochastic volatility processes with symmetric alphastable noise. Under suitable summability conditions ... 
Weak quenched limiting distributions for transient onedimensional random walk in a random environment
Peterson, Jonathon; Samorodnitsky, Gennady (20101207)We consider a onedimensional, transient random walk in a random i.i.d. environment. The asymptotic behaviour of such random walk depends to a large extent on a crucial parameter kappa>0 that determines the fluctuations ... 
Weak weak quenched limits for the pathvalued processes of hitting times and positions of a transient, onedimensional random walk in a random environment
Peterson, Jonathon; Samorodnitsky, Gennady (20111215)In this article we continue the study of the quenched distributions of transient, onedimensional random walks in a random environment. In a previous article we showed that while the quenched distributions of the hitting ... 
The Workload process with a Poisson cluster input can look like a Fractional Brownian motion even in the slow growth regime
Fasen, Vicky; Samorodnitsky, Gennady (20080623)The workload process with a Poisson cluster input can look like a Fractional Brownian motion even in the slow growth regime Vicky Fasen_and Gennady Samorodnitsky ? May 20, 2008 Abstract We show that, contrary to ...