Krzysztof Debicki
Finance · 2002–2016
A researcher in the Science corpus: 4 papers; trusts 9 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Subfields
- Finance — 16 citations into it; #5,987 of 10,518 by trust here, #9,027 by citations
- Statistics and Probability — 7 citations into it; #8,412 of 12,932 by trust here, #10,855 by citations
- Mathematical Physics — 6 citations into it
Whom Krzysztof Debicki trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Zakhar Kabluchko
- Antonius B. Dieker
- Marek Arendarczyk
- Martin Schlather
- Marco Oesting
- Krzysztof Dcebicki
- Stilian A. Stoev
- Benjamin Yakir
- Adam J Harper
- Enkelejd Hashorva
Who trusts Krzysztof Debicki overall
Papers from Krzysztof Debicki's perspective
Ordered by how strongly the researchers Krzysztof Debicki trusts endorse each paper. Same corpus, a different order for every researcher.
- Stationary max-stable fields associated to negative definite functions.
- On the ergodicity and mixing of max-stable processes
- Ruin probability for Gaussian integrated processes
- An Introduction to Heavy-Tailed and Subexponential Distributions
- Bounds on the suprema of Gaussian processes, and omega results for the sum of a random multiplicative function
- On the structure and representations of max-stable processes (Advances in Applied Probability)
- Time Changes for Lévy Processes
- On the supremum of γ-reflected processes with fractional Brownian motion as input
- Asymptotics of supremum distribution of a Gaussian process over a Weibullian time
- Tail Asymptotics of the Supremum of a Regenerative Process (Journal of Applied Probability)
Their papers
- Ruin probability for Gaussian integrated processes (2002) — 127 citations
- Generalized Pickands constants and stationary max-stable processes (2016) — 51 citations
- Queues and Lévy fluctuation theory (2015) — 109 citations
- Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals (2013) — 46 citations