73 citations · 439 across the 61 of their papers we have counts for
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Weak convergence of the function-indexed integrated periodogram for infinite variance processes
Sami Umut Can, Thomas Mikosch, Gennady Samorodnitsky
In this paper, we study the weak convergence of the integrated periodogram indexed by classes of functions for linear processes with symmetric -stable innovations. Under suitabl…
Weak quenched limiting distributions for transient one-dimensional random walk in a random environment
Jonathon Peterson, Gennady Samorodnitsky
We consider a one-dimensional, transient random walk in a random i.i.d. environment. The asymptotic behaviour of such random walk depends to a large extent on a crucial parameter $…
Function-indexed empirical processes based on an infinite source Poisson transmission stream
François Roueff, Gennady Samorodnitsky, Philippe Soulier
We study the asymptotic behavior of empirical processes generated by measurable bounded functions of an infinite source Poisson transmission process when the session length have in…
Long Strange Segments, Ruin Probabilities and the Effect of Memory on Moving Average Processes
Souvik Ghosh, Gennady Samorodnitsky
We obtain the rate of growth of long strange segments and the rate of decay of infinite horizon ruin probabilities for a class of infinite moving average processes with exponential…
Understanding heavy tails in a bounded world or, is a truncated heavy tail heavy or not?
Arijit Chakrabarty, Gennady Samorodnitsky
We address the important question of the extent to which random variables and vectors with truncated power tails retain the characteristic features of random variables and vectors…