2 citations · 2 across the 1 of their papers we have counts for
2 papers
math.PR2015★ 2 cited
Series Representation of Time-Stable Stochastic Processes
Christoph Kopp, Ilya Molchanov
A stochastically continuous process , , is said to be time-stable if the sum of i.i.d. copies of equals in distribution to the time-scaled stochastic process…
math.PR2013
Large deviations for heavy-tailed random elements in convex cones
Christoph Kopp, Ilya Molchanov
We prove large deviation results for sums of heavy-tailed random elements in rather general convex cones being semigroups equipped with a rescaling operation by positive real numbe…