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researcher

M. Kratz

28 papers hereh-index 151.3k citations91 works total

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

author position
  • sole author2
  • first author6
  • middle author6
  • last author13

Across the 27 of 28 papers where every author was matched, so the position is known.

fields
  • math.PR8
  • math.ST6
  • q-fin.RM6
  • stat.ME5
  • cs.CR1
  • math.CA1

identity via Semantic Scholar / OpenAlex

activity
20042025
most citedLevel crossings and other level functionals of stationary Gaussian processes

83 citations · 127 across the 25 of their papers we have counts for

collaborators
Showing 2014Show all

2 papers · 1 filter

math.PR2014

An extension of the class of regularly varying functions

Meitner Cadena, Marie Kratz

We define a new class of positive and Lebesgue measurable functions in terms of their asymptotic behavior, which includes the class of regularly varying functions. We also characte…

math.PR2014

On the capacity functional of excursion sets of Gaussian random fields on R2

Marie Kratz, Werner Nagel

When a random field (Xt​, t∈R2) is thresholded on a given level u, the excursion set is given by its indicator  1[u,∞)​(Xt​). The purpose of this work…

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