Edit Profile Aurzada, Frank Compute Distance To: Compute Author ID: aurzada.frank Published as: Aurzada, F.; Aurzada, Frank External Links: MGP · Wikidata Documents Indexed: 41 Publications since 2006, including 2 Books all top 5 Co-Authors 8 single-authored 8 Lifshits, Mikhail A. 5 Dereich, Steffen 3 Kramm, Tanja 3 Scheutzow, Michael K. R. 3 Simon, Thomas 2 Baumgarten, Christoph 2 Buck, Micha 2 Döring, Leif 2 Guillotin-Plantard, Nadine 2 Pène, Françoise 2 Savov, Mladen Svetoslavov 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 Mönch, Christian 1 Ortgiese, Marcel 1 Pihlsgård, Mats 1 Schwinn, Sebastian 1 Shao, Qi-Man 1 van Zanten, J. H. 1 Vormoor, Christian all top 5 Serials 4 Theory of Probability and its Applications 3 Journal of Statistical Physics 3 Probability and Mathematical Statistics 3 Journal of Theoretical Probability 2 Statistics & Probability Letters 2 Journal of Complexity 2 Stochastic Processes and their Applications 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Electronic Communications in Probability 2 Bernoulli 1 Advances in Applied Probability 1 Journal of Mathematical Analysis and Applications 1 The Annals of Probability 1 Mathematische Nachrichten 1 Electronic Journal of Probability 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Markov Processes and Related Fields 1 Probability in the Engineering and Informational Sciences 1 Foundations of Computational Mathematics 1 Lecture Notes in Mathematics 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Journal of Physics A: Mathematical and Theoretical 1 European Actuarial Journal all top 5 Fields 39 Probability theory and stochastic processes (60-XX) 2 Statistics (62-XX) 2 Statistical mechanics, structure of matter (82-XX) 2 Information and communication theory, circuits (94-XX) 1 General and overarching topics; collections (00-XX) 1 Partial differential equations (35-XX) 1 Approximations and expansions (41-XX) 1 Operator theory (47-XX) 1 Operations research, mathematical programming (90-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 31 Publications have been cited 171 times in 113 Documents Cited by ▼ Year ▼ Persistence probabilities and exponents. Zbl 1338.60077Aurzada, Frank; Simon, Thomas 22 2015 Universality of the asymptotics of the one-sided exit problem for integrated processes. Zbl 1285.60042Aurzada, Frank; Dereich, Steffen 16 2013 On the lower tail probabilities of some random sequences in \(l_{ p }\). Zbl 1140.60012Aurzada, Frank 14 2007 Small deviations of general Lévy processes. Zbl 1187.60035Aurzada, Frank; Dereich, Steffen 11 2009 A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights. Zbl 1153.60022Aurzada, Frank 10 2008 Small deviations of smooth stationary Gaussian processes. Zbl 1192.60055Aurzada, F.; Ibragimov, I. A.; Lifshits, M. A.; van Zanten, J. H. 9 2009 On the small deviation problem for some iterated processes. Zbl 1190.60016Aurzada, Frank; Lifshits, Mikhail 9 2009 Small deviation probability via chaining. Zbl 1155.60013Aurzada, Frank; Lifshits, Mikhail 8 2008 On the one-sided exit problem for fractional Brownian motion. Zbl 1244.60042Aurzada, Frank 7 2011 Survival probabilities of weighted random walks. Zbl 1276.60057Aurzada, Frank; Baumgarten, Christoph 6 2011 Persistence probabilities for stationary increment processes. Zbl 1396.60037Aurzada, Frank; Guillotin-Plantard, Nadine; Pène, Françoise 5 2018 The first passage time problem over a moving boundary for asymptotically stable Lévy processes. Zbl 1354.60049Aurzada, Frank; Kramm, Tanja 5 2016 Small time Chung-type LIL for Lévy processes. Zbl 1270.60044Aurzada, Frank; Döring, Leif; Savov, Mladen 5 2013 First passage times of Lévy processes over a one-sided moving boundary. Zbl 1321.60091Aurzada, F.; Kramm, T.; Savov, M. 4 2015 Persistence of fractional Brownian motion with moving boundaries and applications. Zbl 1267.82047Aurzada, Frank; Baumgarten, Christoph 4 2013 Intermittency and ageing for the symbiotic branching model. Zbl 1222.60075Aurzada, Frank; Döring, Leif 4 2011 Small deviation probabilities of some stochastic processes. Zbl 1118.60018Aurzada, Frank 4 2006 Small deviations for a family of smooth Gaussian processes. Zbl 1297.60022Aurzada, 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 1271.60088Aurzada, Frank; Kramm, Tanja 3 2013 The coding complexity of Lévy processes. Zbl 1175.60046Aurzada, Frank; Dereich, Steffen 3 2009 High resolution quantization and entropy coding of jump processes. Zbl 1177.94120Aurzada, Frank; Dereich, Steffen; Scheutzow, Michael; Vormoor, Christian 3 2009 Small ball probabilities for stable convolutions. Zbl 1184.60010Aurzada, Frank; Simon, Thomas 3 2007 Persistence probabilities of two-sided (integrated) sums of correlated stationary Gaussian sequences. Zbl 1388.60086Aurzada, Frank; Buck, Micha 2 2018 Exponential moments of first passage times and related quantities for Lévy processes. Zbl 1330.60063Aurzada, Frank; Iksanov, Alexander; Meiners, Matthias 2 2015 Small deviations of stable processes and entropy of the associated random operators. Zbl 1214.60019Aurzada, Frank; Lifshits, Mikhail; Linde, Werner 2 2009 Metric entropy and the small deviation problem for stable processes. Zbl 1136.60033Aurzada, Frank 2 2007 Persistence probabilities and a decorrelation inequality for the Rosenblatt process and Hermite processes. Zbl 1442.60041Aurzada, F.; Mönch, C. 1 2019 Small deviations of sums of correlated stationary Gaussian sequences. Zbl 1377.60048Aurzada, F.; Lifshits, M. A. 1 2017 Random walks and branching processes in correlated Gaussian environment. Zbl 1434.82036Aurzada, Frank; Devulder, Alexis; Guillotin-Plantard, Nadine; Pène, Françoise 1 2017 Persistence probabilities for a Bridge of an integrated simple random walk. Zbl 1316.60060Aurzada, Frank; Dereich, Steffen; Lifshits, Mikhail 1 2014 Moments of recurrence times for Markov chains. Zbl 1231.60063Aurzada, Frank; Döring, Hanna; Ortgiese, Marcel; Scheutzow, Michael 1 2011 Persistence probabilities and a decorrelation inequality for the Rosenblatt process and Hermite processes. Zbl 1442.60041Aurzada, F.; Mönch, C. 1 2019 Persistence probabilities for stationary increment processes. Zbl 1396.60037Aurzada, Frank; Guillotin-Plantard, Nadine; Pène, Françoise 5 2018 Persistence probabilities of two-sided (integrated) sums of correlated stationary Gaussian sequences. Zbl 1388.60086Aurzada, Frank; Buck, Micha 2 2018 Small deviations of sums of correlated stationary Gaussian sequences. Zbl 1377.60048Aurzada, F.; Lifshits, M. A. 1 2017 Random walks and branching processes in correlated Gaussian environment. Zbl 1434.82036Aurzada, 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 1354.60049Aurzada, Frank; Kramm, Tanja 5 2016 Persistence probabilities and exponents. Zbl 1338.60077Aurzada, Frank; Simon, Thomas 22 2015 First passage times of Lévy processes over a one-sided moving boundary. Zbl 1321.60091Aurzada, F.; Kramm, T.; Savov, M. 4 2015 Exponential moments of first passage times and related quantities for Lévy processes. Zbl 1330.60063Aurzada, Frank; Iksanov, Alexander; Meiners, Matthias 2 2015 Persistence probabilities for a Bridge of an integrated simple random walk. Zbl 1316.60060Aurzada, Frank; Dereich, Steffen; Lifshits, Mikhail 1 2014 Universality of the asymptotics of the one-sided exit problem for integrated processes. Zbl 1285.60042Aurzada, Frank; Dereich, Steffen 16 2013 Small time Chung-type LIL for Lévy processes. Zbl 1270.60044Aurzada, Frank; Döring, Leif; Savov, Mladen 5 2013 Persistence of fractional Brownian motion with moving boundaries and applications. Zbl 1267.82047Aurzada, Frank; Baumgarten, Christoph 4 2013 Small deviations for a family of smooth Gaussian processes. Zbl 1297.60022Aurzada, 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 1271.60088Aurzada, Frank; Kramm, Tanja 3 2013 On the one-sided exit problem for fractional Brownian motion. Zbl 1244.60042Aurzada, Frank 7 2011 Survival probabilities of weighted random walks. Zbl 1276.60057Aurzada, Frank; Baumgarten, Christoph 6 2011 Intermittency and ageing for the symbiotic branching model. Zbl 1222.60075Aurzada, Frank; Döring, Leif 4 2011 Moments of recurrence times for Markov chains. Zbl 1231.60063Aurzada, Frank; Döring, Hanna; Ortgiese, Marcel; Scheutzow, Michael 1 2011 Small deviations of general Lévy processes. Zbl 1187.60035Aurzada, Frank; Dereich, Steffen 11 2009 Small deviations of smooth stationary Gaussian processes. Zbl 1192.60055Aurzada, F.; Ibragimov, I. A.; Lifshits, M. A.; van Zanten, J. H. 9 2009 On the small deviation problem for some iterated processes. Zbl 1190.60016Aurzada, Frank; Lifshits, Mikhail 9 2009 The coding complexity of Lévy processes. Zbl 1175.60046Aurzada, Frank; Dereich, Steffen 3 2009 High resolution quantization and entropy coding of jump processes. Zbl 1177.94120Aurzada, Frank; Dereich, Steffen; Scheutzow, Michael; Vormoor, Christian 3 2009 Small deviations of stable processes and entropy of the associated random operators. Zbl 1214.60019Aurzada, 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 1153.60022Aurzada, Frank 10 2008 Small deviation probability via chaining. Zbl 1155.60013Aurzada, Frank; Lifshits, Mikhail 8 2008 On the lower tail probabilities of some random sequences in \(l_{ p }\). Zbl 1140.60012Aurzada, Frank 14 2007 Small ball probabilities for stable convolutions. Zbl 1184.60010Aurzada, Frank; Simon, Thomas 3 2007 Metric entropy and the small deviation problem for stable processes. Zbl 1136.60033Aurzada, Frank 2 2007 Small deviation probabilities of some stochastic processes. Zbl 1118.60018Aurzada, Frank 4 2006 all cited Publications top 5 cited Publications 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 all top 5 Cited in 20 Fields 110 Probability theory and stochastic processes (60-XX) 9 Statistical mechanics, structure of matter (82-XX) 7 Partial differential equations (35-XX) 5 Statistics (62-XX) 4 Operator theory (47-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Functional analysis (46-XX) 2 Combinatorics (05-XX) 2 Real functions (26-XX) 2 Approximations and expansions (41-XX) 2 Information and communication theory, circuits (94-XX) 1 History and biography (01-XX) 1 Number theory (11-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Measure and integration (28-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Convex and discrete geometry (52-XX) 1 Computer science (68-XX) 1 Fluid mechanics (76-XX) 1 Systems theory; control (93-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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