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2016, Springer Series in Operations Research and Financial Engineering, ISBN 9783319455747
This monograph is a gateway for researchers and graduate students to explore the profound, yet subtle, world of long-range dependence (also known as long... 
Ergodic theory | Measure theory | Dynamics | Mathematics | Probabilities
Web Resource
2016, Springer Series in Operations Research and Financial Engineering, ISBN 9783319455747
Web Resource
Journal of Theoretical Probability, ISSN 0894-9840, 10/2019
Journal Article
Lithuanian Mathematical Journal, ISSN 0363-1672, 10/2019, Volume 59, Issue 4, pp. 545 - 574
Journal Article
Water Resources Research, ISSN 0043-1397, 11/2013, Volume 49, Issue 11, pp. 7820 - 7826
Journal Article
Stochastic Processes and their Applications, ISSN 0304-4149, 07/2019
Journal Article
Journal of Applied Probability, ISSN 0021-9002, 09/2017, Volume 54, Issue 3, pp. 670 - 684
We consider a weighted stationary spherical Boolean model in R-d to which a Matern-type thinning is applied. Assuming that the radii of the balls in the... 
Boolean model | contact distribution | power tail | hard-core thinning | empty space | STATISTICS & PROBABILITY | Thinning | Boolean algebra
Journal Article
ANNALS OF PROBABILITY, ISSN 0091-1798, 07/2019, Volume 47, Issue 4, pp. 2529 - 2562
We prove limit theorems of an entirely new type for certain long memory regularly varying stationary infinitely divisible random processes. These theorems... 
STATISTICS & PROBABILITY | random upper semicontinuous function | ALPHA-STABLE PROCESSES | stable regenerative set | INTERSECTIONS | stationary infinitely divisible process | long range dependence | MAXIMUM TERM | Extreme value theory | MEMORY | CONVERGENCE | weak convergence | random sup-measure | CENTRAL-LIMIT-THEOREM | STATIONARY
Journal Article
Probability in the Engineering and Informational Sciences, ISSN 0269-9648, 2019, pp. 1 - 21
AbstractIn this paper, we are concerned with the analysis of heavy-tailed data when a portion of the extreme values is unavailable. This research was motivated... 
heavy-tailed distributions | functional convergence | hill estimator | missing extremes
Journal Article
Water Resources Research, ISSN 0043-1397, 11/2013, Volume 49, Issue 11, pp. 7820 - 7826
Prediction of microbial surface water contamination is a formidable task because of the inherent randomness of environmental processes driving microbial fate... 
watershed | modeling | stochastic hydrology | surface water quality | UNITED-STATES | SEDIMENT TRANSPORT | DEPOSITION | CRYPTOSPORIDIUM-PARVUM | ESCHERICHIA-COLI | WATER RESOURCES | MODEL | ENVIRONMENTAL SCIENCES | UNSTEADY SOIL-EROSION | LIMNOLOGY | OUTBREAK | DRINKING-WATER | RAINFALL IMPACT | Watersheds | Surface water | Stochastic models
Journal Article
Stochastic Processes and their Applications, ISSN 0304-4149, 07/2018, Volume 128, Issue 7, pp. 2297 - 2324
We investigate what happens when an entire sample path of a smooth Gaussian process on a compact interval lies above a high level. Specifically, we determine... 
Precise asymptotics | Gaussian process | Minima | High excursions | STATISTICS & PROBABILITY
Journal Article
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