Reliability of dynamic systems in random environment by extreme value theory von Grigoriu, M., Samorodnitsky, G.

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Poisson random field model of pathogen transport in surface water von Yeghiazarian, L, Samorodnitsky, G, Montemagno, C.D

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On a class of random perturbations of the hierarchical Laplacian von Bendikov, A. D., Grigor'yan, A. A., Molchanov, S. A., Samorodnitsky, G. P.

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Subexponentiality of the product of independent random variables von Cline, D.B.H., Samorodnitsky, G.

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Stochastic Processes and Long Range Dependence von Samorodnitsky, Gennady

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Extreme Value Theory, Ergodic Theory and the Boundary between Short Memory and Long Memory for Stationary Stable Processes von Samorodnitsky, Gennady

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Tails of solutions of certain nonlinear stochastic differential equations driven by heavy tailed Lévy motions von Samorodnitsky, G., Grigoriu, M.

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Extremal dependence between temperature and ozone over the continental US von Phalitnonkiat, Pakawat, Hess, Peter G. M, Grigoriu, Mircea D, Samorodnitsky, Gennady, Sun, Wenxiu, Beaudry, Ellie, Tilmes, Simone, Deushi, Makato, Josse, Beatrice, Plummer, David, Sudo, Kengo

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Fat tails, VaR and subadditivity von Daníelsson, Jón, Jorgensen, Bjørn N., Samorodnitsky, Gennady, Sarma, Mandira, de Vries, Casper G.

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Null Flows, Positive Flows and the Structure of Stationary Symmetric Stable Processes von Samorodnitsky, Gennady

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Maxima of continuous-time stationary stable processes von Samorodnitsky, Gennady

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Functional Large Deviations for Multivariate Regularly Varying Random Walks von Hult, Henrik, Lindskog, Filip, Mikosch, Thomas, Samorodnitsky, Gennady

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Multivariate extremes, aggregation and risk estimation von Hauksson, H.A., Dacorogna, M., Domenig, T., Mller, U., Samorodnitsky, G.

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The distribution of test statistics for outlier detection in heavy-tailed samples von Mittnik, S., Rachev, S.T., Samorodnitsky, G.

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Characteristic function for the stationary state of a one-dimensional dynamical system with Lévy noise von Samorodnitsky, G., Grigoriu, M.

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How fast can the chord length distribution decay? von Demichel, Yann, Estrade, Anne, Kratz, Marie, Samorodnitsky, Gennady

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Excursion sets of three classes of stable random fields von Adler, Robert J., Samorodnitsky, Gennady, Taylor, Jonathan E.

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Limit Behavior of Fluid Queues and Networks von D'Auria, Bernardo, Samorodnitsky, Gennady

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Heavy Tails and Long Range Dependence in On/Off Processes and Associated Fluid Models von Heath, David, Resnick, Sidney, Samorodnitsky, Gennady

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Point processes associated with stationary stable processes von Resnick, Sidney, Samorodnitsky, Gennady

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