55 citations · 314 across the 47 of their papers we have counts for
51 papers
Expected Infimum and persistence probabilities of Log-Normal Stationary Brown-Resnick Processes
Krzysztof Dȩbicki, Enkelejd Hashorva, Svyatoslav Novikov
We investigate the asymptotics of the expected infimum of log-normal Brown-Resnick stationary processes, a class of processes that arise naturally in the study of extremes of Gauss…
Distributional and Extremal Behaviour of Brownian Motion with Exponential Resetting
Krzysztof Dębicki, Enkelejd Hashorva, Zbigniew Michna
We study the distributional and asymptotic properties of the supremum of Brownian motion with drift and exponential resetting. We obtain an explicit renewal-type formula for the di…
Probability of entering an orthant by correlated fractional Brownian motion with drift: Exact asymptotics
Krzysztof Debicki, Lanpeng Ji, Svyatoslav Novikov
For , where are mutually independent fractional Brownian motions, we obtain the exact…
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…
On Berman functions
Krzysztof Dębicki, Enkelejd Hashorva, Zbigniew Michna
For fractional Brownian motion with Hurst parameter H the Berman constant is defined. In this paper we consider a general random field (rf) Z that is a spectral rf of some stationa…
Extremes of Reflecting Gaussian Processes on Discrete Grid
Krzysztof Dȩbicki, Grigori Jasnovidov
For a centered Gaussian process with stationary increments and a.s. sample paths on a discrete grid , where , we investigate the sta…