31 citations · 82 across the 15 of their papers we have counts for
15 papers · 1 filter
Multihomogeneous Measures and Stochastic Polar Representations
Enkelejd Hashorva
Let \(q\in\mathbb N\), let \(G=(0,\infty)^q\), and let be a jointly measurable left action on an arbitrary measurable space…
Branch-stationary max-stable fields on rooted trees
Enkelejd Hashorva, Svyatoslav Novikov
In this contribution we study max-stable random fields on the rooted tree under shifts to descendant subtrees. Branch-Brown--Resnick stationarity is characterised through homogeneo…
Sojourns of fractional Brownian motion queues: transient asymptotics
Krzysztof Dȩbicki, Enkelejd Hashorva, Peng Liu
We study the asymptotics of sojourn time of the stationary queueing process fed by a fractional Brownian motion with Hurst parameter above a high threshold…
Extremes of threshold-dependent Gaussian processes
L. Bai, K. Debicki, E. Hashorva +1
In this contribution we are concerned with the asymptotic behaviour as of , where is a family of ce…
Asymptotics of the convex hull of spherical samples
Enkelejd Hashorva
In this paper we consider the convex hull of a spherically symmetric sample in . Our main contributions are some new asymptotic results for the expectation of the number of ve…
Piterbarg's max-discretisation theorem for stationary vector Gaussian processes observed on different grids
E. Hashorva, Z. Tan
In this paper we derive Piterbarg's max-discretisation theorem for two different grids considering centered stationary vector Gaussian processes. So far in the literature results i…