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researcher

G. Samorodnitsky

5 papers hereh-index 409.1k citations292 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author2
  • middle author1
  • last author2

Across the 5 of 5 papers where every author was matched, so the position is known.

fields
  • math.PR4
  • math.DS1

identity via Semantic Scholar / OpenAlex

activity
20042007
most citedExtreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes

67 citations · 73 across the 4 of their papers we have counts for

collaborators
Showing 2004Show all

2 papers · 1 filter

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…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.