16 citations · 19 across the 3 of their papers we have counts for
3 papers
math.PR2014★ 3 cited
Gaussian processes, bridges and membranes extracted from selfsimilar random fields
Maik Görgens, Ingemar Kaj
We consider the class of selfsimilar Gaussian generalized random fields introduced by Dobrushin in 1979. These fields are indexed by Schwartz functions on and parame…
math.PR2012★ 16 cited
Scaling limit results for the sum of many inverse Lévy subordinators
Ingemar Kaj, Anders Martin-Löf
The first passage time process of a Lévy subordinator with heavy-tailed Lévy measure has long-range dependent paths. The random fluctuations that appear under two natural schemes o…
math.PR2010
The on-off network traffic model under intermediate scaling
Clément Dombry, Ingemar Kaj
The result provided in this paper helps complete a unified picture of the scaling behavior in heavy-tailed stochastic models for transmission of packet traffic on high-speed commun…