73 citations · 439 across the 61 of their papers we have counts for
4 papers · 1 filter
Excursion sets of stable random fields
Robert J. Adler, Gennady Samorodnitsky, Jonathan E. Taylor
Studying the geometry generated by Gaussian and Gaussian- related random fields via their excursion sets is now a well developed and well understood subject. The purely non-Gaussia…
Inverse problems for regular variation of linear filters, a cancellation property for -finite measures and identification of stable laws
Martin Jacobsen, Thomas Mikosch, Jan Rosiński +1
In this paper, we consider certain -finite measures which can be interpreted as the output of a linear filter. We assume that these measures have regularly varying tails and stu…
The effect of memory on functional large deviations of infinite moving average processes
Souvik Ghosh, Gennady Samorodnitsky
The large deviations of an infinite moving average process with exponentially light tails are very similar to those of an i.i.d. sequence as long as the coefficients decay fast eno…
Tail probabilities for infinite series of regularly varying random vectors
Henrik Hult, Gennady Samorodnitsky
A random vector with representation is considered. Here, is a sequence of independent and identically distributed random vectors and is…