This is a collection of Technical Reports and Papers written for the field of Operations Research and Information Engineering.

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  • High minima of non-smooth Gaussian processes 

    Wu, Zhixin; Chakrabarty, Arijit; Samorodnitsky, Gennady (2019-02-27)
    In this short note we study the asymptotic behaviour of the minima over compact intervals of Gaussian processes, whose paths are not necessarily smooth. We show that, beyond the logarithmic large deviation Gaussian ...
  • Extreme Value Theory for Long Range Dependent Stable Random Fields 

    Chen, Zaoli; Samorodnitsky, Gennady (2018-10-15)
    We study the extremes for a class of a symmetric stable random fields with long range dependence. We prove functional extremal theorems both in the space of sup measures and in the space of cadlag functions of ...
  • Modelling and Inference for Extremal Events 

    Sun, Julian (2018-08-11)
    Extreme events are frequently observed in nature and in human activities; they tend to have severe and often negative impact. For this reason they are wellstudied, and the underlying body of work is usually referred to ...
  • Regularly Varying Random Fields 

    Wu, Lifan; Samorodnitsky, Gennady (2018-09-05)
    We study the extremes of multivariate regularly varying random fields. The crucial tools in our study are the tail field and the spectral field, notions that extend the tail and spectral processes of Basrak and Segers ...
  • Distance covariance for discretized stochastic processes 

    Dehling, Harold; Matsui, Muneya; Mikosch, Thomas; Samorodnitsky, Gennady; Tafakori, Laleh (2018-06-26)
    Given an iid sequence of pairs of stochastic processes on the unit interval we construct a measure of independence for the components of the pairs. We define distance covariance and distance correlation based on ...

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