Lanpeng Ji

Finance · 2013–2015

A researcher in the Science corpus: 3 papers; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 10 citations into it
• Management Science and Operations Research — 7 citations into it

Whom Lanpeng Ji trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Antonius B. Dieker
2. Marek Arendarczyk

Papers from Lanpeng Ji's perspective

Ordered by how strongly the researchers Lanpeng Ji trusts endorse each paper. Same corpus, a different order for every researcher.

1. Random Fields and Geometry
2. On asymptotic constants in the theory of Gaussian processes
3. Ruin probability for Gaussian integrated processes
4. An Introduction to Heavy-Tailed and Subexponential Distributions
5. On the supremum of γ-reflected processes with fractional Brownian motion as input
6. Asymptotics of supremum distribution of a Gaussian process over a Weibullian time
7. Tail Asymptotics of the Supremum of a Regenerative Process (Journal of Applied Probability)
8. Time Changes for Lévy Processes
9. Ruin Probabilities: Second Edition
10. On the maximum workload of a queue fed by fractional Brownian motion

Their papers

• Extremes of vector-valued Gaussian processes: exact asymptotics (2015) — 56 citations
• On the supremum of γ-reflected processes with fractional Brownian motion as input (2013) — 54 citations
• Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals (2013) — 46 citations