G. Samorodnitsky

activity

20042026

most citedFunctional large deviations for multivariate regularly varying random walks

73 citations · 439 across the 61 of their papers we have counts for

collaborators

Showing 2013Show all

2 papers · 1 filter

cs.LG2013★ 6 cited

Sign Stable Projections, Sign Cauchy Projections and Chi-Square Kernels

Ping Li, Gennady Samorodnitsky, John Hopcroft

The method of stable random projections is popular for efficiently computing the Lp distances in high dimension (where 0<p<=2), using small space. Because it adopts nonadaptive lin…

math.PR2013★ 16 cited

Maxima of long memory stationary symmetric $α$ -stable processes, and self-similar processes with stationary max-increments

Takashi Owada, Gennady Samorodnitsky

We derive a functional limit theorem for the partial maxima process based on a long memory stationary $α$ -stable process. The length of memory in the stable process is parameterize…

Sign Stable Projections, Sign Cauchy Projections and Chi-Square Kernels

Maxima of long memory stationary symmetric α-stable processes, and self-similar processes with stationary max-increments

Maxima of long memory stationary symmetric $α$ -stable processes, and self-similar processes with stationary max-increments