Samorodnitsky, Gennady.
Samorodnitsky, Gennady, 1957-....
Samorodnitsky, G. (Gennady)
Gennady Samorodnitsky Soviet-born American probability theorist
VIAF ID: 66533090 ( Personal )
Permalink: http://viaf.org/viaf/66533090
Preferred Forms
- 100 0 _ ‡a Gennady Samorodnitsky ‡c Soviet-born American probability theorist
- 200 _ | ‡a Samorodnitsky ‡b Gennady
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- 100 1 0 ‡a Samorodnitsky, Gennady
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- 100 1 _ ‡a Samorodnitsky, Gennady
- 100 1 _ ‡a Samorodnitsky, Gennady
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- 100 1 _ ‡a Samorodnitsky, Gennady
- 100 1 _ ‡a Samorodnitsky, Gennady ‡d 1957-
- 100 1 _ ‡a Samorodnitsky, Gennady, ‡d 1957-....
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4xx's: Alternate Name Forms (3)
Works
Title | Sources |
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Asymptotic distribution of linear unbiased estimators in the presence of heavy-tailed stochastic regressors and residuals | |
Computing the portfolio Conditional Value-at-Risk in the α-stable case | |
Scaling limits for workload process | |
Stable non-Gaussian random processes / Gennady Samorodnitsky, Murad S. Taqqu. - New York, 1994. | |
Stable non-Gaussian random processes stochastic models with infinite variance | |
Stable processes and related topics a selection of papers from the Mathematical sciences institute workshop, january 9-13, 1990 | |
Stochastic processes and long range dependence | |
Tail probabilities of subadditive functionals acting on Levy processes |