J. Rosinski
Finance · 2011
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 5 citations into it
Whom J. Rosinski trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from J. Rosinski's perspective
Ordered by how strongly the researchers J. Rosinski trusts endorse each paper. Same corpus, a different order for every researcher.
- Noise Stability of Functions with Low Influences: Invariance and Optimality II - The Non Reversible Case
- Malliavin Calculus for Lévy Processes with Applications to Finance
- Gaussian Bounds for Noise Correlation of Functions (Geometric and Functional Analysis)
- RANDOM MATRICES: THE CIRCULAR LAW
- The Jackknife Estimate of Variance
- The unique games conjecture, integrality gap for cut problems and embeddability of negative type metrics into l/sub 1/ (IEEE Annual Symposium on Foundations of Computer Science)
- On the power of unique 2-prover 1-round games (Proceedings 17th IEEE Annual Conference on Computational Complexity)
- Some optimal inapproximability results
- Optimal algorithms and inapproximability results for every CSP? (Symposium on the Theory of Computing)
- Improved approximation algorithms for maximum cut and satisfiability problems using semidefinite programming
Their papers
- Asymptotic independence of multiple Wiener-It\^o integrals and the resulting limit laws (2011) — 60 citations