Edit Profile (opens in new tab) Aurzada, Frank Co-Author Distance Author ID: aurzada.frank Published as: Aurzada, Frank; Aurzada, F. External Links: MGP Documents Indexed: 58 Publications since 2006, including 2 Books and 6 Additional arXiv Preprints 1 Contribution as Editor Co-Authors: 42 Co-Authors with 51 Joint Publications 1,166 Co-Co-Authors all top 5 Co-Authors 8 single-authored 14 Lifshits, Mikhail A. 5 Betz, Volker 5 Dereich, Steffen 4 Kramm, Tanja 3 Buck, Micha Matthäus 3 Guillotin-Plantard, Nadine 3 Kilian, Martin 3 Pène, Françoise 3 Scheutzow, Michael K. R. 3 Schickentanz, Dominic T. 3 Simon, Thomas 2 Baumgarten, Christoph 2 Döring, Leif 2 Kolb, Martin 2 Mukherjee, Sumit 2 Savov, Mladen Svetoslavov 2 Schwinn, Sebastian 1 Andersen, Lars Nørvang 1 Asmussen, Søren 1 Beck, Sergej 1 Devulder, Alexis 1 Döring, Hanna 1 Gao, Fuchang 1 Glynn, Peter W. 1 Ibragimov, Il’dar Abdullovich 1 Iksanov, Aleksander M. 1 Kettner, Marvin 1 Kühn, Thomas 1 Li, Wenbo V. 1 Linde, Werner 1 Maejima, Makoto 1 Meiners, Matthias 1 Mittenbühler, Pascal 1 Mönch, Christian 1 Ortgiese, Marcel 1 Pihlsgård, Mats 1 Shao, Qi-Man 1 Sönmez, Ercan 1 van Zanten, J. H. 1 Vormoor, Christian 1 Wachtel, Vitali I. 1 Zeitouni, Ofer all top 5 Serials 6 Theory of Probability and its Applications 5 Stochastic Processes and their Applications 4 Journal of Physics A: Mathematical and Theoretical 3 Journal of Statistical Physics 3 Probability and Mathematical Statistics 3 Journal of Theoretical Probability 3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Statistics & Probability Letters 2 Journal of Complexity 2 Electronic Communications in Probability 2 Bernoulli 2 Probability in the Engineering and Informational Sciences 1 Advances in Applied Probability 1 Journal of Mathematical Analysis and Applications 1 The Annals of Probability 1 Mathematische Nachrichten 1 The Annals of Applied Probability 1 Electronic Journal of Probability 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Markov Processes and Related Fields 1 Foundations of Computational Mathematics 1 Oberwolfach Reports 1 Lecture Notes in Mathematics 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 European Actuarial Journal all top 5 Fields 54 Probability theory and stochastic processes (60-XX) 4 Statistical mechanics, structure of matter (82-XX) 2 General and overarching topics; collections (00-XX) 2 Operator theory (47-XX) 2 Statistics (62-XX) 2 Operations research, mathematical programming (90-XX) 2 Information and communication theory, circuits (94-XX) 1 Approximations and expansions (41-XX) 1 Integral equations (45-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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 all top 5 Cited in 32 Fields 154 Probability theory and stochastic processes (60-XX) 16 Statistical mechanics, structure of matter (82-XX) 11 Statistics (62-XX) 8 Partial differential equations (35-XX) 7 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Operator theory (47-XX) 3 Combinatorics (05-XX) 3 Functional analysis (46-XX) 2 Number theory (11-XX) 2 Real functions (26-XX) 2 Ordinary differential equations (34-XX) 2 Approximations and expansions (41-XX) 2 Computer science (68-XX) 2 Information and communication theory, circuits (94-XX) 1 General and overarching topics; collections (00-XX) 1 History and biography (01-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Measure and integration (28-XX) 1 Functions of a complex variable (30-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Abstract harmonic analysis (43-XX) 1 Integral transforms, operational calculus (44-XX) 1 Integral equations (45-XX) 1 Convex and discrete geometry (52-XX) 1 Numerical analysis (65-XX) 1 Fluid mechanics (76-XX) 1 Quantum theory (81-XX) 1 Geophysics (86-XX) 1 Operations research, mathematical programming (90-XX) 1 Biology and other natural sciences (92-XX) 1 Systems theory; control (93-XX) Citations by Year