73 citations · 439 across the 61 of their papers we have counts for
Showing 2006 · math.PRShow all
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math.PR2006★ 26 cited
Random rewards, fractional Brownian local times and stable self-similar processes
Serge Cohen, Gennady Samorodnitsky
We describe a new class of self-similar symmetric -stable processes with stationary increments arising as a large time scale limit in a situation where many users are earning ra…
math.PR2006★ 2 cited
Stationary Symmetric alpha-Stable Discrete Parameter Random Fields
Parthanil Roy, Gennady Samorodnitsky
We establish a connection between the structure of a stationary symmetric alpha-stable random field (0 < alpha < 2) and ergodic theory of non-singular group actions, elaborating on…
math.PR2006★ 73 cited
Functional large deviations for multivariate regularly varying random walks
Henrik Hult, Filip Lindskog, Thomas Mikosch +1
We extend classical results by A. V. Nagaev [Izv. Akad. Nauk UzSSR Ser. Fiz.--Mat. Nauk 6 (1969) 17--22, Theory Probab. Appl. 14 (1969) 51--64, 193--208] on large deviations for su…