220 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- University of WrocławPL6 papers
- Adam Mickiewicz University in PoznańPL2 papers
- Graz University of TechnologyAT2 papers
- Hokkaido UniversityJP2 papers
- Aalborg UniversityDK1 paper
- Cardiff UniversityGB1 paper
- Clinical Research OrganizationBD1 paper
- Gdańsk University of TechnologyPL1 paper
- Glasgow Caledonian UniversityGB1 paper
- Hochschule Campus WienAT1 paper
- Institute of MathematicsPL1 paper
- Institute of PsychologyPL1 paper
Showing math.PRShow all
3 papers · 1 filter
math.PR2018★ 21 cited
Sojourn times of Gaussian processes with trend
Krzysztof Debicki, Peng Liu, Zbigniew Michna
We derive exact tail asymptotics of sojourn time above the level as , wher…
math.PR2016★ 8 cited
A Characterization of the Normal Distribution by the Independence of a Pair of Random Vectors
Wiktor Ejsmont
Kagan and Shalaevski 1967 have shown that if the random variables are independent and identically distributed and the distribution of $a_i…
math.PR2012
Explicit formula for the supremum distribution of a spectrally negative stable process
Zbigniew Michna
In this article we get simple explicit formulas for $\Exp\sup_{s\leq t}X(s)$ where is a spectrally positive or negative Lévy process with infinite variation. As a consequence w…