67 citations · 73 across the 5 of their papers we have counts for
4 papers · 1 filter
Excursion sets of stable random fields
Robert J. Adler, Gennady Samorodnitsky, Jonathan E. Taylor
Studying the geometry generated by Gaussian and Gaussian- related random fields via their excursion sets is now a well developed and well understood subject. The purely non-Gaussia…
The effect of memory on functional large deviations of infinite moving average processes
Souvik Ghosh, Gennady Samorodnitsky
The large deviations of an infinite moving average process with exponentially light tails are very similar to those of an i.i.d. sequence as long as the coefficients decay fast eno…
Null flows, positive flows and the structure of stationary symmetric stable processes
Gennady Samorodnitsky
This paper elucidates the connection between stationary symmetric alpha-stable processes with 0<alpha<2 and nonsingular flows on measure spaces by describing a new and unique decom…
Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes
Gennady Samorodnitsky
We study the partial maxima of stationary α-stable processes. We relate their asymptotic behavior to the ergodic theoretical properties of the flow. We observe a sharp change in th…