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Aurzada, Frank

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Author ID: aurzada.frank Recent zbMATH articles by "Aurzada, Frank"
Published as: Aurzada, F.; Aurzada, Frank
External Links: MGP · Wikidata
Documents Indexed: 41 Publications since 2006, including 2 Books

Publications by Year

Citations contained in zbMATH

31 Publications have been cited 171 times in 113 Documents Cited by Year
Persistence probabilities and exponents. Zbl 1338.60077
Aurzada, Frank; Simon, Thomas
22
2015
Universality of the asymptotics of the one-sided exit problem for integrated processes. Zbl 1285.60042
Aurzada, Frank; Dereich, Steffen
16
2013
On the lower tail probabilities of some random sequences in \(l_{ p }\). Zbl 1140.60012
Aurzada, Frank
14
2007
Small deviations of general Lévy processes. Zbl 1187.60035
Aurzada, Frank; Dereich, Steffen
11
2009
A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights. Zbl 1153.60022
Aurzada, Frank
10
2008
Small deviations of smooth stationary Gaussian processes. Zbl 1192.60055
Aurzada, F.; Ibragimov, I. A.; Lifshits, M. A.; van Zanten, J. H.
9
2009
On the small deviation problem for some iterated processes. Zbl 1190.60016
Aurzada, Frank; Lifshits, Mikhail
9
2009
Small deviation probability via chaining. Zbl 1155.60013
Aurzada, Frank; Lifshits, Mikhail
8
2008
On the one-sided exit problem for fractional Brownian motion. Zbl 1244.60042
Aurzada, Frank
7
2011
Survival probabilities of weighted random walks. Zbl 1276.60057
Aurzada, Frank; Baumgarten, Christoph
6
2011
Persistence probabilities for stationary increment processes. Zbl 1396.60037
Aurzada, Frank; Guillotin-Plantard, Nadine; Pène, Françoise
5
2018
The first passage time problem over a moving boundary for asymptotically stable Lévy processes. Zbl 1354.60049
Aurzada, Frank; Kramm, Tanja
5
2016
Small time Chung-type LIL for Lévy processes. Zbl 1270.60044
Aurzada, Frank; Döring, Leif; Savov, Mladen
5
2013
First passage times of Lévy processes over a one-sided moving boundary. Zbl 1321.60091
Aurzada, F.; Kramm, T.; Savov, M.
4
2015
Persistence of fractional Brownian motion with moving boundaries and applications. Zbl 1267.82047
Aurzada, Frank; Baumgarten, Christoph
4
2013
Intermittency and ageing for the symbiotic branching model. Zbl 1222.60075
Aurzada, Frank; Döring, Leif
4
2011
Small deviation probabilities of some stochastic processes. Zbl 1118.60018
Aurzada, Frank
4
2006
Small deviations for a family of smooth Gaussian processes. Zbl 1297.60022
Aurzada, Frank; Gao, Fuchang; Kühn, Thomas; Li, Wenbo V.; Shao, Qi-Man
3
2013
First exit of Brownian motion from a one-sided moving boundary. Zbl 1271.60088
Aurzada, Frank; Kramm, Tanja
3
2013
The coding complexity of Lévy processes. Zbl 1175.60046
Aurzada, Frank; Dereich, Steffen
3
2009
High resolution quantization and entropy coding of jump processes. Zbl 1177.94120
Aurzada, Frank; Dereich, Steffen; Scheutzow, Michael; Vormoor, Christian
3
2009
Small ball probabilities for stable convolutions. Zbl 1184.60010
Aurzada, Frank; Simon, Thomas
3
2007
Persistence probabilities of two-sided (integrated) sums of correlated stationary Gaussian sequences. Zbl 1388.60086
Aurzada, Frank; Buck, Micha
2
2018
Exponential moments of first passage times and related quantities for Lévy processes. Zbl 1330.60063
Aurzada, Frank; Iksanov, Alexander; Meiners, Matthias
2
2015
Small deviations of stable processes and entropy of the associated random operators. Zbl 1214.60019
Aurzada, Frank; Lifshits, Mikhail; Linde, Werner
2
2009
Metric entropy and the small deviation problem for stable processes. Zbl 1136.60033
Aurzada, Frank
2
2007
Persistence probabilities and a decorrelation inequality for the Rosenblatt process and Hermite processes. Zbl 1442.60041
Aurzada, F.; Mönch, C.
1
2019
Small deviations of sums of correlated stationary Gaussian sequences. Zbl 1377.60048
Aurzada, F.; Lifshits, M. A.
1
2017
Random walks and branching processes in correlated Gaussian environment. Zbl 1434.82036
Aurzada, Frank; Devulder, Alexis; Guillotin-Plantard, Nadine; Pène, Françoise
1
2017
Persistence probabilities for a Bridge of an integrated simple random walk. Zbl 1316.60060
Aurzada, Frank; Dereich, Steffen; Lifshits, Mikhail
1
2014
Moments of recurrence times for Markov chains. Zbl 1231.60063
Aurzada, Frank; Döring, Hanna; Ortgiese, Marcel; Scheutzow, Michael
1
2011
Persistence probabilities and a decorrelation inequality for the Rosenblatt process and Hermite processes. Zbl 1442.60041
Aurzada, F.; Mönch, C.
1
2019
Persistence probabilities for stationary increment processes. Zbl 1396.60037
Aurzada, Frank; Guillotin-Plantard, Nadine; Pène, Françoise
5
2018
Persistence probabilities of two-sided (integrated) sums of correlated stationary Gaussian sequences. Zbl 1388.60086
Aurzada, Frank; Buck, Micha
2
2018
Small deviations of sums of correlated stationary Gaussian sequences. Zbl 1377.60048
Aurzada, F.; Lifshits, M. A.
1
2017
Random walks and branching processes in correlated Gaussian environment. Zbl 1434.82036
Aurzada, Frank; Devulder, Alexis; Guillotin-Plantard, Nadine; Pène, Françoise
1
2017
The first passage time problem over a moving boundary for asymptotically stable Lévy processes. Zbl 1354.60049
Aurzada, Frank; Kramm, Tanja
5
2016
Persistence probabilities and exponents. Zbl 1338.60077
Aurzada, Frank; Simon, Thomas
22
2015
First passage times of Lévy processes over a one-sided moving boundary. Zbl 1321.60091
Aurzada, F.; Kramm, T.; Savov, M.
4
2015
Exponential moments of first passage times and related quantities for Lévy processes. Zbl 1330.60063
Aurzada, Frank; Iksanov, Alexander; Meiners, Matthias
2
2015
Persistence probabilities for a Bridge of an integrated simple random walk. Zbl 1316.60060
Aurzada, Frank; Dereich, Steffen; Lifshits, Mikhail
1
2014
Universality of the asymptotics of the one-sided exit problem for integrated processes. Zbl 1285.60042
Aurzada, Frank; Dereich, Steffen
16
2013
Small time Chung-type LIL for Lévy processes. Zbl 1270.60044
Aurzada, Frank; Döring, Leif; Savov, Mladen
5
2013
Persistence of fractional Brownian motion with moving boundaries and applications. Zbl 1267.82047
Aurzada, Frank; Baumgarten, Christoph
4
2013
Small deviations for a family of smooth Gaussian processes. Zbl 1297.60022
Aurzada, Frank; Gao, Fuchang; Kühn, Thomas; Li, Wenbo V.; Shao, Qi-Man
3
2013
First exit of Brownian motion from a one-sided moving boundary. Zbl 1271.60088
Aurzada, Frank; Kramm, Tanja
3
2013
On the one-sided exit problem for fractional Brownian motion. Zbl 1244.60042
Aurzada, Frank
7
2011
Survival probabilities of weighted random walks. Zbl 1276.60057
Aurzada, Frank; Baumgarten, Christoph
6
2011
Intermittency and ageing for the symbiotic branching model. Zbl 1222.60075
Aurzada, Frank; Döring, Leif
4
2011
Moments of recurrence times for Markov chains. Zbl 1231.60063
Aurzada, Frank; Döring, Hanna; Ortgiese, Marcel; Scheutzow, Michael
1
2011
Small deviations of general Lévy processes. Zbl 1187.60035
Aurzada, Frank; Dereich, Steffen
11
2009
Small deviations of smooth stationary Gaussian processes. Zbl 1192.60055
Aurzada, F.; Ibragimov, I. A.; Lifshits, M. A.; van Zanten, J. H.
9
2009
On the small deviation problem for some iterated processes. Zbl 1190.60016
Aurzada, Frank; Lifshits, Mikhail
9
2009
The coding complexity of Lévy processes. Zbl 1175.60046
Aurzada, Frank; Dereich, Steffen
3
2009
High resolution quantization and entropy coding of jump processes. Zbl 1177.94120
Aurzada, Frank; Dereich, Steffen; Scheutzow, Michael; Vormoor, Christian
3
2009
Small deviations of stable processes and entropy of the associated random operators. Zbl 1214.60019
Aurzada, Frank; Lifshits, Mikhail; Linde, Werner
2
2009
A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights. Zbl 1153.60022
Aurzada, Frank
10
2008
Small deviation probability via chaining. Zbl 1155.60013
Aurzada, Frank; Lifshits, Mikhail
8
2008
On the lower tail probabilities of some random sequences in \(l_{ p }\). Zbl 1140.60012
Aurzada, Frank
14
2007
Small ball probabilities for stable convolutions. Zbl 1184.60010
Aurzada, Frank; Simon, Thomas
3
2007
Metric entropy and the small deviation problem for stable processes. Zbl 1136.60033
Aurzada, Frank
2
2007
Small deviation probabilities of some stochastic processes. Zbl 1118.60018
Aurzada, Frank
4
2006
all top 5

Cited by 127 Authors

20 Aurzada, Frank
10 Rozovskiĭ, Leonid Viktorovich
7 Lifshits, Mikhail A.
6 Wachtel, Vitali I.
4 Denisov, Denis E.
4 Gao, Fuchang
4 Molchan, George M.
4 Nazarov, Alexander I.
4 Simon, Thomas
3 Dembo, Amir
3 Dereich, Steffen
3 Frolov, Andrei N.
3 Guillotin-Plantard, Nadine
3 Hausenblas, Erika
3 Iksanov, Aleksander M.
3 Profeta, Christophe
3 Razafimandimby, Paul André
3 Vysotsky, Vladislav V.
2 Kühn, Thomas
2 Li, Wenbo V.
2 Mallein, Bastien
2 Maller, Ross Arthur
2 Mörters, Peter
2 Mukherjee, Sumit
2 Nane, Erkan
2 Ortgiese, Marcel
2 Pène, Françoise
2 Pusev, R. S.
2 Sakhanenko, Aleksandr Ivanovich
2 Sidorova, Nadia
2 Sottinen, Tommi
2 Zaporozhets, Dmitry
1 Arendarczyk, Marek
1 Barker, Adam
1 Beliaev, Dmitri B.
1 Benigni, Lucas
1 Bessaih, Hakima
1 Borovkov, Aleksandr Alekseevich
1 Buchmann, Boris
1 Buck, Micha
1 Can, Van Hao
1 Çetin, Umut
1 Chanphana, R.
1 Chatraphorn, P.
1 Chen, Xinxin
1 Cosco, Clément
1 Cranston, Michael Craig
1 Dębicki, Krzysztof
1 Devroye, Luc P. J. A.
1 Devulder, Alexis
1 Dimitrova, Dimitrina S.
1 Ding, Jian
1 Döring, Leif
1 Fabozzi, Frank J.
1 Farkas, Julia
1 Fernando, Pani W.
1 Gautié, Tristan
1 Grabchak, Michael
1 Hammer, Matthias
1 Hashorva, Enkelejd
1 Heidenreich, Felix
1 Hinrichs, Günter
1 Hognas, Goran
1 Holmgren, Cecilia Ingrid
1 Ibragimov, Il’dar Abdullovich
1 Ignatov, Zvetan G.
1 Ivanovs, Jevgeņijs
1 Jung, Brita
1 Junglen, Stefan
1 Kaishev, Vladimir K.
1 Kaji, Shojiro
1 Karol’, Andrei I.
1 Kettner, Marvin
1 Kley, Oliver
1 Knopova, Victoria P.
1 Kobayashi, Kei
1 Kolb, Martin
1 Kramm, Tanja
1 Krishna, M. B.
1 Krishnapur, Manjunath
1 Le Doussal, Pierre
1 Linde, Werner
1 Luschgy, Harald
1 Lyu, Hanbaek
1 Majumdar, Satya N.
1 Marynych, Alexander V.
1 Mas, André
1 Mazzola, E.
1 Meiners, Matthias
1 Miłoś, piotr
1 Mishura, Yuliya Stepanivna
1 Mittnik, Stefan
1 Mönch, Christian
1 Muirhead, Stephen
1 Muliere, Pietro
1 Pakkanen, Mikko S.
1 Pham, Viet-Hung
1 Prakasa Rao, B. L. S.
1 Rachev, Svetlozar T.
1 Rásonyi, Miklós
...and 27 more Authors
all top 5

Cited in 45 Serials

11 Statistics & Probability Letters
10 Stochastic Processes and their Applications
8 Journal of Statistical Physics
8 Theory of Probability and its Applications
6 Journal of Theoretical Probability
5 The Annals of Probability
5 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
4 Probability Theory and Related Fields
4 Journal of Mathematical Sciences (New York)
4 Bernoulli
3 Journal of Complexity
3 Vestnik St. Petersburg University. Mathematics
3 Electronic Communications in Probability
3 ALEA. Latin American Journal of Probability and Mathematical Statistics
2 Proceedings of the American Mathematical Society
2 Transactions of the American Mathematical Society
2 Electronic Journal of Probability
1 Advances in Applied Probability
1 Communications in Mathematical Physics
1 Indian Journal of Pure & Applied Mathematics
1 Journal of Mathematical Analysis and Applications
1 Theoretical and Mathematical Physics
1 Journal of Applied Probability
1 Mathematische Nachrichten
1 Stochastic Analysis and Applications
1 The Annals of Applied Probability
1 Communications in Statistics. Theory and Methods
1 SIAM Journal on Mathematical Analysis
1 Potential Analysis
1 Theory of Probability and Mathematical Statistics
1 St. Petersburg Mathematical Journal
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 International Journal of Theoretical and Applied Finance
1 Extremes
1 Methodology and Computing in Applied Probability
1 Foundations of Computational Mathematics
1 Journal of Applied Mathematics
1 Stochastics and Dynamics
1 Central European Journal of Mathematics
1 Stochastics
1 Electronic Journal of Statistics
1 Probability Surveys
1 International Journal of Stochastic Analysis
1 Sankhyā. Series A
1 ISRN Probability and Statistics

Citations by Year

Wikidata Timeline

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