73 citations · 439 across the 61 of their papers we have counts for
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Clustering of large deviations in heavy-tailed moving averages: the catastrophe principle in the long-memory case
Jiaqi Wang, Gennady Samorodnitsky
Clustering of large deviations events in a stationary stochastic process depends critically on the interplay between the tail behavior of the marginal distribution and the strength…
Clustering of large deviations events in heavy-tailed moving average processes: the catastrophe principle in the short-memory case
Jiaqi Wang, Gennady Samorodnitsky
How do large deviation events in a stationary process cluster? The answer depends not only on the type of large deviations, but also on the length of memory in the process. Somewha…
Limit theorems for high-dimensional Betti numbers in the multiparameter random simplicial complexes
Takashi Owada, Gennady Samorodnitsky
We consider the multiparameter random simplicial complex on a vertex set , which is parameterized by multiple connectivity probabilities. Our key results concern t…
The Asymptotics of the Expected Betti Numbers of Preferential Attachment Clique Complexes
Chunyin Siu, Gennady Samorodnitsky, Christina Lee Yu +1
The preferential attachment model is a natural and popular random graph model for a growing network that contains very well-connected ``hubs''. We study the higher-order connectivi…
Clustering of large deviations in moving average processes: the long memory regime
Arijit Chakrabarty, Gennady Samorodnitsky
We investigate how large deviations events cluster in the framework of an infinite moving average process with light-tailed noise and long memory. The long memory makes clusters la…
Clustering of large deviations in moving average processes: the short memory regime
Arijit Chakrabarty, Gennady Samorodnitsky
We describe the cluster of large deviations events that arise when one such large deviations event occurs. We work in the framework of an infinite moving average process with a noi…