2 citations · 6 across the 9 of their papers we have counts for
4 papers · 1 filter
Extremal independence in discrete random systems
Mikhail Isaev, Igor Rodionov, Rui-Ray Zhang +1
Let be a sequence of random vectors, where and . Under certain weakly dependence conditions, we prove that the distribut…
Precise large deviations for dependent subexponential variables
Thomas Mikosch, Igor Rodionov
In this paper we study precise large deviations for the partial sums of a stationary sequence with a subexponential marginal distribution. Our main focus is on distributions which…
Directional phantom distribution functions for~stationary random fields
Adam Jakubowski, Igor Rodionov, Natalia Soja-Kukieła
We give necessary and sufficient conditions for the existence of a phantom distribution function for a stationary random field on a regular lattice. We also introduce a less demand…
On maximum of Gaussian process with unique maximum point of its variance
E. Hashorva, S. Kobelkov, V. I. Piterbarg
Gaussian random processes which variances reach theirs maximum values at unique points are considered. Exact asymptotic behaviors of probabilities of large absolute maximums of the…