Sidney Resnick

activity

20132025

most cited2RV+HRV and Testing for Strong VS Full Dependence

1 citations · 2 across the 4 of their papers we have counts for

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math.PR2014★ 1 cited

Tauberian Theory for Multivariate Regularly Varying Distributions with Application to Preferential Attachment Networks

Sidney Resnick, Gennady Samorodnitsky

Abel-Tauberian theorems relate power law behavior of distributions and their transforms. We formulate and prove a multivariate version for non-standard regularly varying measures o…

math.PR2013

Hidden regular variation of moving average processes with heavy-tailed innovations

Sideny I. Resnick, Joyjit Roy

We look at joint regular variation properties of MA( $\infty$ ) processes of the form $X = (X_{k}, k \in Z)$ where $X_{k} = \sum_{j = 0}^{\infty} ψ_{j} Z_{k - j}$ and the seq…