Gennady Samorodnitsky
Professor
Operations Research & Info Eng DEPT · EN
338 publications
10,477 citations
34 h-index
Economics, Econometrics and Finance
Top Papers (1)
2016-01-01 · Springer series in operations research/Springer series in operations research and financial engineering · Economics and Econometrics
Self-Similar Processes
Gennady SamorodnitskyProfessor, Operations Research & Info Eng DEPT · EN
114.8x expected for field · 92 citations
Recent Papers (16)
2025-12-13 · Stochastic Processes and their Applications · Finance
Clustering of large deviations events in heavy-tailed moving average processes: The catastrophe principle in the short-memory case
Gennady SamorodnitskyProfessor, Operations Research & Info Eng DEPT · EN
2020-01-19
Limit theorems for topological invariants of the dynamic multi-parameter simplicial complex
Gennady SamorodnitskyProfessor, Operations Research & Info Eng DEPT · EN
2017-09-22
Asymptotic behaviour of high Gaussian minima
Gennady SamorodnitskyProfessor, Operations Research & Info Eng DEPT · EN
2016-07-01
Asymptotic normality of degree counts in a preferential attachment model
Gennady SamorodnitskyProfessor, Operations Research & Info Eng DEPT · EN
2015-09-17
Multivariate Subexponential Distributions and Their Applications
Gennady SamorodnitskyProfessor, Operations Research & Info Eng DEPT · EN
2015-05-27
Maxima of long memory stationary symmetric $\alpha$-stable processes, and self-similar processes with stationary max-increments
Gennady SamorodnitskyProfessor, Operations Research & Info Eng DEPT · EN
2014-06-24
Tauberian Theory for Multivariate Regularly Varying Distributions with Application to Preferential Attachment Networks
Gennady SamorodnitskyProfessor, Operations Research & Info Eng DEPT · EN
2014-05-19
Nonstandard regular variation of in-degree and out-degree in the preferential attachment model
Gennady SamorodnitskyProfessor, Operations Research & Info Eng DEPT · EN
2014-03-26
On the existence of paths between points in high level excursion sets of Gaussian random fields
Gennady SamorodnitskyProfessor, Operations Research & Info Eng DEPT · EN
2013-01-01
High level excursion set geometry for non-Gaussian infinitely divisible random fields
Gennady SamorodnitskyProfessor, Operations Research & Info Eng DEPT · EN
2012-06-28
Function-indexed empirical processes based on an infinite source Poisson transmission stream
Gennady SamorodnitskyProfessor, Operations Research & Info Eng DEPT · EN
2011-12-16
Weak weak quenched limits for the path-valued processes of hitting times and positions of a transient, one-dimensional random walk in a random environment
Gennady SamorodnitskyProfessor, Operations Research & Info Eng DEPT · EN
2010-08-17
Long strange segments, ruin probabilities and the effect of memory on moving average processes
Gennady SamorodnitskyProfessor, Operations Research & Info Eng DEPT · EN
2010-01-19
Understanding heavy tails in a bounded world or, is a truncated heavy tail heavy or not?
Gennady SamorodnitskyProfessor, Operations Research & Info Eng DEPT · EN
2007-08-07
The effect of memory on functional large deviations of infinite moving average processes
Gennady SamorodnitskyProfessor, Operations Research & Info Eng DEPT · EN
2004-05-01
On overload in a storage model, with a self-similar and infinitely divisible input
Gennady SamorodnitskyProfessor, Operations Research & Info Eng DEPT · EN