73 citations · 439 across the 61 of their papers we have counts for
Showing 2004 · math.PRShow all
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math.PR2004
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…
math.PR2004★ 67 cited
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…
math.PR2004★ 15 cited
On overload in a storage model, with a self-similar and infinitely divisible input
J. M. P. Albin, Gennady Samorodnitsky
Let {X(t)}_{t\ge0} be a locally bounded and infinitely divisible stochastic process, with no Gaussian component, that is self-similar with index H>0. Pick constants γ>H and c>0. Le…