Multivariate Heavy Tail Phenomena
Modeling and Diagnostics
Papers
Richard Davis
Weibo Gong
John Nolan
Sidney Resnick
Gennady Samorodnitsky
Ness Shroff
R. Srikant
Don Towsley
Zhi-Li Zhang
Participants
Presentations
Natick Kickoff Meeting (December 3-4, 2012)
Team Meeting at Columbia (April 26-27, 2013)
Update Meeting at Cornell (October 1, 2013)
Update Meeting at Columbia (October 7, 2014)
Team Meeting NYC at CFEM (March 6, 2015)
Update Meeting at Columbia (October 16, 2015)
Team Meeting NYC at CFEM (April 15, 2016)
Update Meeting at Natick Mass. (November 21, 2016)
Team Meeting NYC at CFEM (May 12, 2017)
Team Meeting at ARL, Md. (October 27, 2017)
Software
Gennady Samorodnitsky
Home
Gennady Samorodnitsky
Gennady Samorodnitsky
August 15, 2019
Patrick Gillespie
No Comments
Multiple Thresholds in Extremal Parameter Estimation
(September 2018)
Distance Covariance for Discretized Stochastic Processes
(September 2018)
Estimating the Extremal Index, or, Can One Alleviate the Threshold-Selection Difficulty in Extremal Inference?
(September 2018)
From Infinite Urn Schemes to Self-Similar Stable Processes
(September 2018)
Discrete Extremes
(September 2018)
Sign Cauchy Projections and Chi-Square Kernel
Tauberian Theory for Multivariate Regularly Varying Distributions with Application to Preferential Attachment Networks
Nonstandard Regular Variation of In-Degree and Out-Degree in the Preferential Attachment Model
Reliability of Dynamic Systems in Random Environment by Extreme Value Theory
General Inverse Problems for Regular Variation
Calculation of Ruin Probabilities for a Dense Class of Heavy Tailed Distributions
Multivariate Tail Estimation with Application to Analysis of Covar
Functional Central Limit Theorem for Heavy Tailed Stationary Infinitely Divisible Processes by Conservative Flows
Climbing Down Gaussian Peaks
Asymptotic Behaviour of High Gaussian Minima
Closed-form Ruin Probabilities in Classical Risk Models with Gamma Claims
Discrete Extremes
Contact Distribution in a Thinned Boolean Model with Power Law Radii
Extreme Values of the Uniform Order 1 Autoregressive Processes and Missing Observations
Extreme Value Analysis Without the Largest Values: What Can Be Done?
Functional Central Limit Theorem for a Class of Negatively Dependent Heavy-Tailed Stationary Infinitely Divisible Processes Generated by Conservative Flows
Time-changed Extremal Process as a Random Sup Measure
Distance Covariance for Stochastic Processes
Multivariate subexponential distributions and their applications
Extremal Theory for Long Range Dependent Infinitely Divisible Processes
