Dȩbicki, Krzysztof; Jasnovidov, Grigori Extremes of reflecting Gaussian processes on discrete grid. (English) Zbl 07782573 J. Math. Anal. Appl. 532, No. 1, Article ID 127952, 25 p. (2024). MSC: 60Gxx 60Fxx 26Axx PDFBibTeX XMLCite \textit{K. Dȩbicki} and \textit{G. Jasnovidov}, J. Math. Anal. Appl. 532, No. 1, Article ID 127952, 25 p. (2024; Zbl 07782573) Full Text: DOI arXiv
Dȩbicki, Krzysztof; Peng, Xiaofan Sojourns of stationary Gaussian processes over a random interval. (English) Zbl 07799679 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1017-1039 (2023). MSC: 60G15 60G70 PDFBibTeX XMLCite \textit{K. Dȩbicki} and \textit{X. Peng}, ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1017--1039 (2023; Zbl 07799679) Full Text: arXiv Link
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng Sojourns of fractional Brownian motion queues: transient asymptotics. (English) Zbl 07778255 Queueing Syst. 105, No. 1-2, 139-170 (2023). MSC: 60G15 60G70 PDFBibTeX XMLCite \textit{K. Dȩbicki} et al., Queueing Syst. 105, No. 1--2, 139--170 (2023; Zbl 07778255) Full Text: DOI arXiv
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng; Michna, Zbigniew Sojourn times of Gaussian and related random fields. (English) Zbl 1515.60152 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 249-289 (2023). MSC: 60G60 60G15 60G70 PDFBibTeX XMLCite \textit{K. Dȩbicki} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 249--289 (2023; Zbl 1515.60152) Full Text: arXiv Link
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Kriukov, Nikolai Pandemic-type failures in multivariate Brownian risk models. (English) Zbl 1496.91039 Extremes 25, No. 1, 1-23 (2022). MSC: 91B05 60J70 PDFBibTeX XMLCite \textit{K. Dȩbicki} et al., Extremes 25, No. 1, 1--23 (2022; Zbl 1496.91039) Full Text: DOI arXiv
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Krystecki, Konrad Finite-time ruin probability for correlated Brownian motions. (English) Zbl 1487.60075 Scand. Actuar. J. 2021, No. 10, 890-915 (2021). MSC: 60G15 60J65 PDFBibTeX XMLCite \textit{K. Dȩbicki} et al., Scand. Actuar. J. 2021, No. 10, 890--915 (2021; Zbl 1487.60075) Full Text: DOI arXiv
Dȩbicki, Krzysztof; Ji, Lanpeng; Rolski, Tomasz Exact asymptotics of component-wise extrema of two-dimensional Brownian motion. (English) Zbl 1468.60100 Extremes 23, No. 4, 569-602 (2020). MSC: 60J65 60G15 60G70 PDFBibTeX XMLCite \textit{K. Dȩbicki} et al., Extremes 23, No. 4, 569--602 (2020; Zbl 1468.60100) Full Text: DOI arXiv Link
Dȩbicki, Krzysztof; Liu, Peng; Michna, Zbigniew Sojourn times of Gaussian processes with trend. (English) Zbl 1469.60106 J. Theor. Probab. 33, No. 4, 2119-2166 (2020). MSC: 60G15 60G70 PDFBibTeX XMLCite \textit{K. Dȩbicki} et al., J. Theor. Probab. 33, No. 4, 2119--2166 (2020; Zbl 1469.60106) Full Text: DOI arXiv Link
Dȩbicki, Krzysztof; Michna, Zbigniew; Peng, Xiaofan Approximation of sojourn times of Gaussian processes. (English) Zbl 1447.60063 Methodol. Comput. Appl. Probab. 21, No. 4, 1183-1213 (2019). MSC: 60G15 60G70 PDFBibTeX XMLCite \textit{K. Dȩbicki} et al., Methodol. Comput. Appl. Probab. 21, No. 4, 1183--1213 (2019; Zbl 1447.60063) Full Text: DOI arXiv
Dȩbicki, Krzysztof; Liu, Peng The time of ultimate recovery in Gaussian risk model. (English) Zbl 1488.60083 Extremes 22, No. 3, 499-521 (2019). MSC: 60G15 60G70 60K25 PDFBibTeX XMLCite \textit{K. Dȩbicki} and \textit{P. Liu}, Extremes 22, No. 3, 499--521 (2019; Zbl 1488.60083) Full Text: DOI arXiv Link
Dȩbicki, Krzysztof; Liu, Peng Extremes of nonstationary Gaussian fluid queues. (English) Zbl 1444.60024 Adv. Appl. Probab. 50, No. 3, 887-917 (2018). MSC: 60G15 60G70 60K25 PDFBibTeX XMLCite \textit{K. Dȩbicki} and \textit{P. Liu}, Adv. Appl. Probab. 50, No. 3, 887--917 (2018; Zbl 1444.60024) Full Text: DOI arXiv
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Rolski, Tomasz Extremal behavior of hitting a cone by correlated Brownian motion with drift. (English) Zbl 1417.60028 Stochastic Processes Appl. 128, No. 12, 4171-4206 (2018). MSC: 60G15 60G70 PDFBibTeX XMLCite \textit{K. Dȩbicki} et al., Stochastic Processes Appl. 128, No. 12, 4171--4206 (2018; Zbl 1417.60028) Full Text: DOI arXiv Link
Bai, Long; Dȩbicki, Krzysztof; Hashorva, Enkelejd; Luo, Li On generalised Piterbarg constants. (English) Zbl 1390.60133 Methodol. Comput. Appl. Probab. 20, No. 1, 137-164 (2018). MSC: 60G15 60G70 PDFBibTeX XMLCite \textit{L. Bai} et al., Methodol. Comput. Appl. Probab. 20, No. 1, 137--164 (2018; Zbl 1390.60133) Full Text: DOI
Dębicki, Krzysztof; Liu, Peng; Mandjes, Michel; Sierpińska-Tułacz, Iwona Lévy-driven GPS queues with heavy-tailed input. (English) Zbl 1370.60163 Queueing Syst. 85, No. 3-4, 249-267 (2017). MSC: 60K25 60G51 90B22 PDFBibTeX XMLCite \textit{K. Dębicki} et al., Queueing Syst. 85, No. 3--4, 249--267 (2017; Zbl 1370.60163) Full Text: DOI arXiv
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, LanPeng Parisian ruin over a finite-time horizon. (English) Zbl 1341.60024 Sci. China, Math. 59, No. 3, 557-572 (2016). MSC: 60G15 60F99 60G51 60G22 60J65 60G70 91B30 PDFBibTeX XMLCite \textit{K. Dȩbicki} et al., Sci. China, Math. 59, No. 3, 557--572 (2016; Zbl 1341.60024) Full Text: DOI arXiv Link
Dębicki, Krzysztof; Liu, Peng Extremes of stationary Gaussian storage models. (English) Zbl 1339.60060 Extremes 19, No. 2, 273-302 (2016). MSC: 60G70 60F10 60G15 60G10 PDFBibTeX XMLCite \textit{K. Dębicki} and \textit{P. Liu}, Extremes 19, No. 2, 273--302 (2016; Zbl 1339.60060) Full Text: DOI arXiv Link
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Soja-Kukieła, Natalia Extremes of homogeneous Gaussian random fields. (English) Zbl 1315.60059 J. Appl. Probab. 52, No. 1, 55-67 (2015). MSC: 60G60 60G70 60G15 PDFBibTeX XMLCite \textit{K. Dȩbicki} et al., J. Appl. Probab. 52, No. 1, 55--67 (2015; Zbl 1315.60059) Full Text: DOI arXiv Euclid
Asghari, N. M.; Dȩbicki, K.; Mandjes, M. Exact tail asymptotics of the supremum attained by a Lévy process. (English) Zbl 1319.60097 Stat. Probab. Lett. 96, 180-184 (2015). MSC: 60G51 60G70 62D05 PDFBibTeX XMLCite \textit{N. M. Asghari} et al., Stat. Probab. Lett. 96, 180--184 (2015; Zbl 1319.60097) Full Text: DOI
Dębicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals. (English) Zbl 1306.60033 Extremes 17, No. 3, 411-429 (2014). MSC: 60G15 60G70 60G22 60F10 60K30 91B30 PDFBibTeX XMLCite \textit{K. Dębicki} et al., Extremes 17, No. 3, 411--429 (2014; Zbl 1306.60033) Full Text: DOI arXiv
Arendarczyk, Marek; Dȩbicki, Krzysztof; Mandjes, Michel On the tail asymptotics of the area swept under the Brownian storage graph. (English) Zbl 1314.60148 Bernoulli 20, No. 2, 395-415 (2014). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60K25 PDFBibTeX XMLCite \textit{M. Arendarczyk} et al., Bernoulli 20, No. 2, 395--415 (2014; Zbl 1314.60148) Full Text: DOI arXiv Euclid
Dȩbicki, Krzysztof; Sierpińska, Iwona; Zwart, Bert Asymptotics of hybrid fluid queues with Lévy input. (English) Zbl 1268.60112 J. Appl. Probab. 50, No. 1, 103-113 (2013). Reviewer: P. R. Parthasarathy (Chennai) MSC: 60K25 60G15 60G70 60F10 PDFBibTeX XMLCite \textit{K. Dȩbicki} et al., J. Appl. Probab. 50, No. 1, 103--113 (2013; Zbl 1268.60112) Full Text: DOI Euclid
Arendarczyk, Marek; Dȩbicki, Krzysztof Exact asymptotics of supremum of a stationary Gaussian process over a random interval. (English) Zbl 1242.60034 Stat. Probab. Lett. 82, No. 3, 645-652 (2012). MSC: 60G15 60G70 68M20 PDFBibTeX XMLCite \textit{M. Arendarczyk} and \textit{K. Dȩbicki}, Stat. Probab. Lett. 82, No. 3, 645--652 (2012; Zbl 1242.60034) Full Text: DOI arXiv
Arendarczyk, Marek; Dębicki, Krzysztof Asymptotics of supremum distribution of a Gaussian process over a Weibullian time. (English) Zbl 1284.60074 Bernoulli 17, No. 1, 194-210 (2011). MSC: 60G05 60G22 60G70 PDFBibTeX XMLCite \textit{M. Arendarczyk} and \textit{K. Dębicki}, Bernoulli 17, No. 1, 194--210 (2011; Zbl 1284.60074) Full Text: DOI arXiv
Dȩbicki, Krzysztof; Sikora, Grzegorz Finite time asymptotics of fluid and ruin models: multiplexed fractional Brownian motions case. (English) Zbl 1216.60031 Appl. Math. 38, No. 1, 107-116 (2011). MSC: 60G22 60G15 60G70 68M20 PDFBibTeX XMLCite \textit{K. Dȩbicki} and \textit{G. Sikora}, Appl. Math. 38, No. 1, 107--116 (2011; Zbl 1216.60031) Full Text: DOI
Dȩbicki, K.; Kosiński, K. M.; Mandjes, M.; Rolski, T. Extremes of multidimensional Gaussian processes. (English) Zbl 1214.60010 Stochastic Processes Appl. 120, No. 12, 2289-2301 (2010). Reviewer: Michael Falk (Würzburg) MSC: 60G15 60G70 PDFBibTeX XMLCite \textit{K. Dȩbicki} et al., Stochastic Processes Appl. 120, No. 12, 2289--2301 (2010; Zbl 1214.60010) Full Text: DOI arXiv Link
Dȩbicki, Krzysztof; Kisowski, Paweł Asymptotics of supremum distribution of \(\alpha (t)\)-locally stationary Gaussian processes. (English) Zbl 1151.60325 Stochastic Processes Appl. 118, No. 11, 2022-2037 (2008). MSC: 60G15 60G70 68M20 PDFBibTeX XMLCite \textit{K. Dȩbicki} and \textit{P. Kisowski}, Stochastic Processes Appl. 118, No. 11, 2022--2037 (2008; Zbl 1151.60325) Full Text: DOI
Dębicki, Krzysztof; van Uitert, Miranda Large buffer asymptotics for generalized processor sharing queues with Gaussian inputs. (English) Zbl 1122.60078 Queueing Syst. 54, No. 2, 111-120 (2006). Reviewer: Evsei Morozov (Petrozavodsk) MSC: 60K25 68M20 60G15 PDFBibTeX XMLCite \textit{K. Dębicki} and \textit{M. van Uitert}, Queueing Syst. 54, No. 2, 111--120 (2006; Zbl 1122.60078) Full Text: DOI Link
Dȩbicki, K. Some properties of generalized Pickands constants. (English) Zbl 1089.60035 Theory Probab. Appl. 50, No. 2, 290-298 (2006) and Teor. Veroyatn. Primen. 50, No. 2, 396-404 (2005). MSC: 60G70 60G15 PDFBibTeX XMLCite \textit{K. Dȩbicki}, Theory Probab. Appl. 50, No. 2, 290--298 (2006; Zbl 1089.60035) Full Text: DOI
Dȩbicki, Krzystof; Zwart, Bert; Borst, Sem The supremum of a Gaussian process over a random interval. (English) Zbl 1072.60032 Stat. Probab. Lett. 68, No. 3, 221-234 (2004). Reviewer: Tae Il. Jeon (Taejon) MSC: 60G15 PDFBibTeX XMLCite \textit{K. Dȩbicki} et al., Stat. Probab. Lett. 68, No. 3, 221--234 (2004; Zbl 1072.60032) Full Text: DOI Link
Dȩbicki, Krzysztof; Mandjes, Michel Exact overflow asymptotics for queues with many Gaussian inputs. (English) Zbl 1041.60036 J. Appl. Probab. 40, No. 3, 704-720 (2003). MSC: 60G15 60G70 60K25 PDFBibTeX XMLCite \textit{K. Dȩbicki} and \textit{M. Mandjes}, J. Appl. Probab. 40, No. 3, 704--720 (2003; Zbl 1041.60036) Full Text: DOI Link
Dȩbicki, Krzysztof Ruin probability for Gaussian integrated processes. (English) Zbl 1059.60047 Stochastic Processes Appl. 98, No. 1, 151-174 (2002). MSC: 60G15 60G70 68M20 PDFBibTeX XMLCite \textit{K. Dȩbicki}, Stochastic Processes Appl. 98, No. 1, 151--174 (2002; Zbl 1059.60047) Full Text: DOI