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20052022
most citedLimit laws for random vectors with an extreme component

114 citations · 229 across the 36 of their papers we have counts for

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math.PR2020★ 1 cited

A Directed Preferential Attachment Model with Poisson Measurement

Tiandong Wang, Sidney I. Resnick

When modeling a directed social network, one choice is to use the traditional preferential attachment model, which generates power-law tail distributions. In a traditional directed…

math.PR2018★ 1 cited

Degree Growth Rates and Index Estimation in a Directed Preferential Attachment Model

Tiandong Wang, Sidney I. Resnick

Preferential attachment is widely used to model power-law behavior of degree distributions in both directed and undirected networks. In a directed preferential attachment model, de…

math.PR2018

Trimmed Lévy Processes and their Extremal Components

Yuguang Ipsen, Ross Maller, Sidney Resnick

We analyse a trimmed stochastic process of the form , where is a driftless subordinator on with its jumps…

math.PR2017

Consistency of Hill Estimators in a Linear Preferential Attachment Model

Tiandong Wang, Sidney Resnick

Preferential attachment is widely used to model power-law behavior of degree distributions in both directed and undirected networks. Practical analyses on the tail exponent of the…

math.PR2017

Ratios of Ordered Points of Point Processes with Regularly Varying Intensity Measures

Yuguang Ipsen, Ross Maller, Sidney Resnick

We study limiting properties of ratios of ordered points of point processes whose intensity measures have regularly varying tails, giving a systematic treatment which points the wa…

math.PR2016

Processes of rth Largest

Boris Buchmann, Ross Maller, Sidney Resnick

For integers , we treat the th largest of a sample of size as an -valued stochastic process in which we denote . We show th…