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
Sidney Resnick
Home
Sidney Resnick
Sidney Resnick
August 15, 2019
Patrick Gillespie
No Comments
Asymptotic Independence and Support Detection Techniques from Heavy-Tailed Multivariate Data
(September 2018)
Consistency of Hill Estimators in a Linear Preferential Attachment Model
(September 2018)
Degree Growth Rates and Index Estimation in a Directed Preferential Attachment Model
(September 2018)
Fitting the Linear Preferential Attachment Model
(September 2018)
Processes of rth Largest
(September 2018)
Ratios of Ordered Points of Point Processes with Regularly Varying Intensity Measures
(September 2018)
Trimmed L´evy Processes and Their Extremal Components
(September 2018)
Are Extreme Value Estimation Methods Useful for Network Data?
(September 2018)
Regularly Varying Measures on Metric Spaces: Hidden Regular Variation and Hidden Jumps
Hidden Regular Variation of Moving Average Processes with Heavy-Tailed Innovations
Models with Hidden Regular Variation: Generation and Detection
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
Asymptotic Normality of Degree Counts in a Preferential Attachment Model
Fitting the Linear Preferential Attachment Model
Processes of rTH Largest
Ratios of Ordered Points of Point Processes with Regularly Varying Intensity Measures
Asymptotic normality of in- and out-degree counts in a preferential attachment model
Hidden regular variation under full and strong asymptotic dependence