56 citations · 184 across the 23 of their papers we have counts for
Showing 2013 · math.PRShow all
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math.PR2013★ 8 cited
Capacity Value of Additional Generation: Probability Theory and Sampling Uncertainty
Chris Dent, Stan Zachary
The concept of capacity value is widely used to quantify the contribution of additional generation (most notably renewables) within generation adequacy assessments. This paper surv…
math.PR2013
Asymptotics for the maximum of a modulated random walk with heavy-tailed increments
Sergey Foss, Stan Zachary
We consider asymptotics for the maximum of a modulated random walk whose increments are heavy-tailed. Of particular interest is the case where the modulating process $X…
math.PR2013
The maximum on a random time interval of a random walk with long-tailed increments and negative drift
Sergey Foss, Stan Zachary
We study the asymptotics for the maximum on a random time interval of a random walk with a long-tailed distribution of its increments and negative drift. We extend to a general sto…