×
Author ID: aurzada.frank Recent zbMATH articles by "Aurzada, Frank"
Published as: Aurzada, Frank; Aurzada, F.
External Links: MGP

Publications by Year

Citations contained in zbMATH Open

44 Publications have been cited 272 times in 167 Documents Cited by Year
Persistence probabilities and exponents. Zbl 1338.60077
Aurzada, Frank; Simon, Thomas
46
2015
Universality of the asymptotics of the one-sided exit problem for integrated processes. Zbl 1285.60042
Aurzada, Frank; Dereich, Steffen
22
2013
On the lower tail probabilities of some random sequences in \(l_{ p }\). Zbl 1140.60012
Aurzada, Frank
17
2007
Persistence probabilities for stationary increment processes. Zbl 1396.60037
Aurzada, Frank; Guillotin-Plantard, Nadine; Pène, Françoise
13
2018
Small deviations of general Lévy processes. Zbl 1187.60035
Aurzada, Frank; Dereich, Steffen
12
2009
Small deviations of smooth stationary Gaussian processes. Zbl 1192.60055
Aurzada, F.; Ibragimov, I. A.; Lifshits, M. A.; van Zanten, J. H.
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
On the small deviation problem for some iterated processes. Zbl 1190.60016
Aurzada, Frank; Lifshits, Mikhail
9
2009
On the one-sided exit problem for fractional Brownian motion. Zbl 1244.60042
Aurzada, Frank
9
2011
Survival probabilities of weighted random walks. Zbl 1276.60057
Aurzada, Frank; Baumgarten, Christoph
9
2011
Small time Chung-type LIL for Lévy processes. Zbl 1270.60044
Aurzada, Frank; Döring, Leif; Savov, Mladen
9
2013
Small deviation probability via chaining. Zbl 1155.60013
Aurzada, Frank; Lifshits, Mikhail
7
2008
Persistence exponents in Markov chains. Zbl 1483.60041
Aurzada, Frank; Mukherjee, Sumit; Zeitouni, Ofer
7
2021
Breaking a chain of interacting Brownian particles: a Gumbel limit theorem. Zbl 1475.82016
Aurzada, F.; Betz, V.; Lifshits, M.
7
2021
Persistence probabilities of two-sided (integrated) sums of correlated stationary Gaussian sequences. Zbl 1388.60086
Aurzada, Frank; Buck, Micha
6
2018
The first passage time problem over a moving boundary for asymptotically stable Lévy processes. Zbl 1354.60049
Aurzada, Frank; Kramm, Tanja
6
2016
First exit of Brownian motion from a one-sided moving boundary. Zbl 1271.60088
Aurzada, Frank; Kramm, Tanja
5
2013
Persistence of fractional Brownian motion with moving boundaries and applications. Zbl 1267.82047
Aurzada, Frank; Baumgarten, Christoph
5
2013
Small deviation probabilities of some stochastic processes. Zbl 1118.60018
Aurzada, Frank
4
2006
Intermittency and ageing for the symbiotic branching model. Zbl 1222.60075
Aurzada, Frank; Döring, Leif
4
2011
Small ball probabilities for stable convolutions. Zbl 1184.60010
Aurzada, Frank; Simon, Thomas
4
2007
First passage times of Lévy processes over a one-sided moving boundary. Zbl 1321.60091
Aurzada, F.; Kramm, T.; Savov, M.
4
2015
High resolution quantization and entropy coding of jump processes. Zbl 1177.94120
Aurzada, Frank; Dereich, Steffen; Scheutzow, Michael; Vormoor, Christian
3
2009
The coding complexity of Lévy processes. Zbl 1175.60046
Aurzada, Frank; Dereich, Steffen
3
2009
Persistence probabilities for a Bridge of an integrated simple random walk. Zbl 1316.60060
Aurzada, Frank; Dereich, Steffen; Lifshits, Mikhail
3
2014
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
Exponential moments of first passage times and related quantities for Lévy processes. Zbl 1330.60063
Aurzada, Frank; Iksanov, Alexander; Meiners, Matthias
3
2015
Random walks and branching processes in correlated Gaussian environment. Zbl 1434.82036
Aurzada, Frank; Devulder, Alexis; Guillotin-Plantard, Nadine; Pène, Françoise
3
2017
Small deviations of stable processes and entropy of the associated random operators. Zbl 1214.60019
Aurzada, Frank; Lifshits, Mikhail; Linde, Werner
3
2009
Persistence probabilities and a decorrelation inequality for the Rosenblatt process and Hermite processes. Zbl 1442.60041
Aurzada, F.; Mönch, C.
3
2019
Metric entropy and the small deviation problem for stable processes. Zbl 1136.60033
Aurzada, Frank
2
2007
Lévy matters V. Functionals of Lévy processes. Zbl 1337.60007
Andersen, Lars Nørvang; Asmussen, Søren; Aurzada, Frank; Glynn, Peter W.; Maejima, Makoto; Pihlsgård, Mats; Simon, Thomas
2
2015
Small deviations of sums of correlated stationary Gaussian sequences. Zbl 1377.60048
Aurzada, F.; Lifshits, M. A.
2
2017
The first exit time of fractional Brownian motion from a parabolic domain. Zbl 1480.60088
Aurzada, F.; Lifshits, M. A.
2
2019
Persistence exponents via perturbation theory: AR(1)-processes. Zbl 1427.60149
Aurzada, Frank; Kettner, Marvin
2
2019
Universal break law for a class of models of polymer rupture. Zbl 1519.82145
Aurzada, Frank; Betz, Volker; Lifshits, Mikhail
2
2021
Large deviations for infinite weighted sums of stretched exponential random variables. Zbl 1431.60029
Aurzada, Frank
2
2020
Breaking a chain of interacting Brownian particles. Zbl 1484.60103
Aurzada, Frank; Betz, Volker; Lifshits, Mikhail
2
2021
Moments of recurrence times for Markov chains. Zbl 1231.60063
Aurzada, Frank; Döring, Hanna; Ortgiese, Marcel; Scheutzow, Michael
1
2011
Wait-and-see strategies in polling models. Zbl 1252.90014
Aurzada, Frank; Beck, Sergej; Scheutzow, Michael
1
2012
Ruin probabilities in the Cramér-Lundberg model with temporarily negative capital. Zbl 1452.91258
Aurzada, Frank; Buck, Micha
1
2020
Asymptotics of the persistence exponent of integrated fractional Brownian motion and fractionally integrated Brownian motion. Zbl 1492.60094
Aurzada, F.; Kilian, M.
1
2022
Brownian motion conditioned to spend limited time below a barrier. Zbl 1490.60223
Aurzada, Frank; Schickentanz, Dominic T.
1
2022
Path regularity of Gaussian processes via small deviations. Zbl 1260.60067
Aurzada, Frank
1
2011
Asymptotics of the persistence exponent of integrated fractional Brownian motion and fractionally integrated Brownian motion. Zbl 1492.60094
Aurzada, F.; Kilian, M.
1
2022
Brownian motion conditioned to spend limited time below a barrier. Zbl 1490.60223
Aurzada, Frank; Schickentanz, Dominic T.
1
2022
Persistence exponents in Markov chains. Zbl 1483.60041
Aurzada, Frank; Mukherjee, Sumit; Zeitouni, Ofer
7
2021
Breaking a chain of interacting Brownian particles: a Gumbel limit theorem. Zbl 1475.82016
Aurzada, F.; Betz, V.; Lifshits, M.
7
2021
Universal break law for a class of models of polymer rupture. Zbl 1519.82145
Aurzada, Frank; Betz, Volker; Lifshits, Mikhail
2
2021
Breaking a chain of interacting Brownian particles. Zbl 1484.60103
Aurzada, Frank; Betz, Volker; Lifshits, Mikhail
2
2021
Large deviations for infinite weighted sums of stretched exponential random variables. Zbl 1431.60029
Aurzada, Frank
2
2020
Ruin probabilities in the Cramér-Lundberg model with temporarily negative capital. Zbl 1452.91258
Aurzada, Frank; Buck, Micha
1
2020
Persistence probabilities and a decorrelation inequality for the Rosenblatt process and Hermite processes. Zbl 1442.60041
Aurzada, F.; Mönch, C.
3
2019
The first exit time of fractional Brownian motion from a parabolic domain. Zbl 1480.60088
Aurzada, F.; Lifshits, M. A.
2
2019
Persistence exponents via perturbation theory: AR(1)-processes. Zbl 1427.60149
Aurzada, Frank; Kettner, Marvin
2
2019
Persistence probabilities for stationary increment processes. Zbl 1396.60037
Aurzada, Frank; Guillotin-Plantard, Nadine; Pène, Françoise
13
2018
Persistence probabilities of two-sided (integrated) sums of correlated stationary Gaussian sequences. Zbl 1388.60086
Aurzada, Frank; Buck, Micha
6
2018
Random walks and branching processes in correlated Gaussian environment. Zbl 1434.82036
Aurzada, Frank; Devulder, Alexis; Guillotin-Plantard, Nadine; Pène, Françoise
3
2017
Small deviations of sums of correlated stationary Gaussian sequences. Zbl 1377.60048
Aurzada, F.; Lifshits, M. A.
2
2017
The first passage time problem over a moving boundary for asymptotically stable Lévy processes. Zbl 1354.60049
Aurzada, Frank; Kramm, Tanja
6
2016
Persistence probabilities and exponents. Zbl 1338.60077
Aurzada, Frank; Simon, Thomas
46
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
3
2015
Lévy matters V. Functionals of Lévy processes. Zbl 1337.60007
Andersen, Lars Nørvang; Asmussen, Søren; Aurzada, Frank; Glynn, Peter W.; Maejima, Makoto; Pihlsgård, Mats; Simon, Thomas
2
2015
Persistence probabilities for a Bridge of an integrated simple random walk. Zbl 1316.60060
Aurzada, Frank; Dereich, Steffen; Lifshits, Mikhail
3
2014
Universality of the asymptotics of the one-sided exit problem for integrated processes. Zbl 1285.60042
Aurzada, Frank; Dereich, Steffen
22
2013
Small time Chung-type LIL for Lévy processes. Zbl 1270.60044
Aurzada, Frank; Döring, Leif; Savov, Mladen
9
2013
First exit of Brownian motion from a one-sided moving boundary. Zbl 1271.60088
Aurzada, Frank; Kramm, Tanja
5
2013
Persistence of fractional Brownian motion with moving boundaries and applications. Zbl 1267.82047
Aurzada, Frank; Baumgarten, Christoph
5
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
Wait-and-see strategies in polling models. Zbl 1252.90014
Aurzada, Frank; Beck, Sergej; Scheutzow, Michael
1
2012
On the one-sided exit problem for fractional Brownian motion. Zbl 1244.60042
Aurzada, Frank
9
2011
Survival probabilities of weighted random walks. Zbl 1276.60057
Aurzada, Frank; Baumgarten, Christoph
9
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
Path regularity of Gaussian processes via small deviations. Zbl 1260.60067
Aurzada, Frank
1
2011
Small deviations of general Lévy processes. Zbl 1187.60035
Aurzada, Frank; Dereich, Steffen
12
2009
Small deviations of smooth stationary Gaussian processes. Zbl 1192.60055
Aurzada, F.; Ibragimov, I. A.; Lifshits, M. A.; van Zanten, J. H.
11
2009
On the small deviation problem for some iterated processes. Zbl 1190.60016
Aurzada, Frank; Lifshits, Mikhail
9
2009
High resolution quantization and entropy coding of jump processes. Zbl 1177.94120
Aurzada, Frank; Dereich, Steffen; Scheutzow, Michael; Vormoor, Christian
3
2009
The coding complexity of Lévy processes. Zbl 1175.60046
Aurzada, Frank; Dereich, Steffen
3
2009
Small deviations of stable processes and entropy of the associated random operators. Zbl 1214.60019
Aurzada, Frank; Lifshits, Mikhail; Linde, Werner
3
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
7
2008
On the lower tail probabilities of some random sequences in \(l_{ p }\). Zbl 1140.60012
Aurzada, Frank
17
2007
Small ball probabilities for stable convolutions. Zbl 1184.60010
Aurzada, Frank; Simon, Thomas
4
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 196 Authors

30 Aurzada, Frank
11 Lifshits, Mikhail A.
10 Rozovskiĭ, Leonid Viktorovich
9 Wachtel, Vitali I.
6 Molchan, George M.
5 Denisov, Denis E.
5 Nazarov, Alexander I.
5 Simon, Thomas
4 Gao, Fuchang
4 Mukherjee, Sumit
4 Pène, Françoise
4 Profeta, Christophe
3 Betz, Volker
3 Buck, Micha Matthäus
3 Dembo, Amir
3 Dereich, Steffen
3 Frolov, Andreĭ Nikolaevich
3 Guillotin-Plantard, Nadine
3 Hausenblas, Erika
3 Iksanov, Aleksander M.
3 Kilian, Martin
3 Kolb, Martin
3 Majumdar, Satya N.
3 Razafimandimby, Paul André
3 Schehr, Grégory
3 Vysotsky, Vladislav V.
2 Hashorva, Enkelejd
2 Hinrichs, Günter
2 Kühn, Thomas
2 Li, Wenbo V.
2 Mallein, Bastien
2 Maller, Ross Arthur
2 Mishura, Yuliya Stepanivna
2 Mönch, Christian
2 Mörters, Peter
2 Nane, Erkan
2 Ortgiese, Marcel
2 Pusev, R. S.
2 Sakhanenko, Aleksandr Ivanovich
2 Savov, Mladen Svetoslavov
2 Shevchenko, Georgiy M.
2 Sidorova, Nadia
2 Sottinen, Tommi
2 Zaporozhets, Dmitry
2 Zhang, Shuxiong
2 Zwart, Bert P.
1 Abdelaziz, Rassoul
1 Agapiou, Sergios
1 Alsmeyer, Gerold
1 Arendarczyk, Marek
1 Bar, Michael
1 Barker, Adam
1 Behme, Anita Diana
1 Beliaev, Dmitri B.
1 Ben-Naim, Eli
1 Benigni, Lucas
1 Bessaih, Hakima
1 Bhattacharya, Ayan
1 Borovkov, Aleksandr Alekseevich
1 Bostan, Alin
1 Bovier, Anton
1 Buchmann, Boris
1 Can, Van Hao
1 Casanova-Mateo, C.
1 Casillas-Perez, David
1 Çetin, Umut
1 Chanphana, R.
1 Chatraphorn, P.
1 Chen, Xinxin
1 Cho, Soobin
1 Cosco, Clément
1 Cranston, Michael Craig
1 Cuadra, Lucas
1 Dashti, Masoumeh
1 De Bruyne, Benjamin
1 Dębicki, Krzysztof
1 Del Ser, Javier
1 Devroye, Luc P. J. A.
1 Devulder, Alexis
1 Dimitrova, Dimitrina S.
1 Ding, Jian
1 Doney, Ronald Arthur
1 Döring, Leif
1 Duraj, Jetlir
1 Fabozzi, Frank J.
1 Farkas, Julia
1 Feldheim, Naomi Dvora
1 Feldheim, Ohad Noy
1 Fernando, Pani W.
1 Garbaczewski, Piotr
1 Gautié, Tristan
1 Gerhold, Stefan
1 Giordano, Matteo
1 Godrèche, Claude
1 Grabchak, Michael
1 Grahovac, Danijel
1 Guerra, Manuel
1 Hammer, Matthias
1 Hartung, Lisa Bärbel
1 Heidenreich, Felix
...and 96 more Authors
all top 5

Cited in 59 Serials

13 Statistics & Probability Letters
12 Theory of Probability and its Applications
12 Journal of Theoretical Probability
12 Stochastic Processes and their Applications
11 Journal of Statistical Physics
7 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
7 Journal of Physics A: Mathematical and Theoretical
6 The Annals of Probability
5 Electronic Journal of Probability
5 Bernoulli
4 Probability Theory and Related Fields
4 Journal of Mathematical Sciences (New York)
4 Electronic Communications in Probability
3 Journal of Applied Probability
3 Journal of Complexity
3 The Annals of Applied Probability
3 Vestnik St. Petersburg University. Mathematics
3 Journal of Statistical Mechanics: Theory and Experiment
3 ALEA. Latin American Journal of Probability and Mathematical Statistics
2 The Annals of Statistics
2 Proceedings of the American Mathematical Society
2 Transactions of the American Mathematical Society
2 Probability Surveys
1 Advances in Applied Probability
1 Communications in Mathematical Physics
1 Communications on Pure and Applied Mathematics
1 Indian Journal of Pure & Applied Mathematics
1 Journal of Mathematical Analysis and Applications
1 Journal of Mathematical Biology
1 Physics Reports
1 Theoretical and Mathematical Physics
1 Mathematische Nachrichten
1 Advances in Applied Mathematics
1 Probability and Mathematical Statistics
1 Stochastic Analysis and Applications
1 Queueing Systems
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 Probability in the Engineering and Informational Sciences
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 Oberwolfach Reports
1 Stochastics
1 Electronic Journal of Statistics
1 International Journal of Stochastic Analysis
1 Sankhyā. Series A
1 Chilean Journal of Statistics
1 Analysis and Mathematical Physics
1 ISRN Probability and Statistics
1 Transactions of the American Mathematical Society. Series B

Citations by Year