73 citations · 439 across the 61 of their papers we have counts for
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Maharam Extension for Nonsingular Group Actions
Parthanil Roy, Gennady Samorodnitsky
We establish a generalization of the Maharam Extension Theorem to nonsingular group actions. We also present an extension of Krengel Representation Theorem of dissipative transform…
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…
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…
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…