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Krzysztof Dębicki
Krzysztof Dębicki
Mathematical Institute, University of Wrocław, Poland
Zweryfikowany adres z math.uni.wroc.pl - Strona główna
Tytuł
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Ruin probability for Gaussian integrated processes
K Dȩbicki
Stochastic Processes and their Applications 98 (1), 151-174, 2002
1182002
Queues and Lévy fluctuation theory
K Dębicki, M Mandjes
Springer, 2015
992015
Exact Overflow Asymptotics for Queues with Many Gaussian Inputs
K Debicki, M Mandjes
Journal of Applied Probability 40, 704-720, 2003
782003
Extremes of vector-valued Gaussian processes: Exact asymptotics
K Dȩbicki, E Hashorva, L Ji, K Tabiś
Stochastic Processes and their Applications 125 (11), 4039-4065, 2015
562015
Asymptotics of supremum distribution of a Gaussian process over a Weibullian time
M Arendarczyk, K Debicki
522011
A note on transient Gaussian fluid models
K Dębicki, T Rolski
Queueing Systems 41, 321-342, 2002
522002
On the supremum from Gaussian processes over infinite horizon
K Dębicki, Z Michna, T Rolski
Probability and Mathematical Statistics 18, 1998
491998
Extremes of multidimensional Gaussian processes
K Dębicki, KM Kosiński, M Mandjes, T Rolski
Stochastic Processes and their Applications 120 (12), 2289-2301, 2010
472010
A note on LDP for supremum of Gaussian processes over infinite horizon
K Dȩbicki
Statistics & probability letters 44 (3), 211-219, 1999
461999
Generalized Pickands constants and stationary max-stable processes
K Dȩbicki, S Engelke, E Hashorva
Extremes 20, 493-517, 2017
452017
Simulation of the asymptotic constant in some fluid models
K De¸ bicki, Z Michna, T Rolski
Taylor & Francis Group 19 (3), 407-423, 2003
452003
Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals
K Dębicki, E Hashorva, L Ji
Extremes 17, 411-429, 2014
402014
On the infimum attained by the reflected fractional Brownian motion
K Dębicki, KM Kosiński
Extremes 17, 431-446, 2014
402014
Quasi-product forms for Lévy-driven fluid networks
K Dębicki, AB Dieker, T Rolski
Mathematics of Operations Research 32 (3), 629-647, 2007
402007
On generalised Piterbarg constants
B Long, K Debicki, E Hashorva, L Luo
Methodology and Computing in Applied Probability 20 (1), 137-164, 2018
372018
Parisian ruin of self-similar Gaussian risk processes
K Dębicki, E Hashorva, L Ji
Journal of Applied Probability 52 (3), 688-702, 2015
372015
Uniform tail approximation of homogenous functionals of Gaussian fields
K Dȩbicki, E Hashorva, P Liu
Advances in Applied Probability 49 (4), 1037-1066, 2017
352017
Extremes of a class of nonhomogeneous Gaussian random fields
K Debicki, E Hashorva, L Ji
352016
A note on upper estimates for Pickands constants
K Dȩbicki, P Kisowski
Statistics & Probability Letters 78 (14), 2046-2051, 2008
342008
A Gaussian fluid model
K Debicki, T Rolski
Queueing Systems 20, 433-452, 1995
341995
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