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Highly Cited

2013

Highly Cited

2013

Preface to the revised edition Remarks on notation 1. Basic examples 2. Characterization and existence 3. Stable processes and… Expand

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2013

2013

This paper is devoted to the prediction problem in extreme value theory. Our main result is an explicit expression of the… Expand

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Highly Cited

2011

Highly Cited

2011

Foreword Preface 1. Probability theory: basic notions 2. Maximum and addition of random variables 3. Continuous time limit, Ito… Expand

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2010

2010

We prove that the q-Gaussian distribution introduced by Bozejko and Speicher is freely infinitely divisible for all q between… Expand

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Highly Cited

2006

Highly Cited

2006

Assembling natural numbers in such nice patterns often has interesting consequences, and so it is in this case. Each of the… Expand

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Highly Cited

2003

Highly Cited

2003

infinitely divisible distributions on the nonnegative integers infinitely divisible distributions on the nonnegative reals… Expand

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Highly Cited

2003

Highly Cited

2003

Abstract: We define a large class of multifractal random measures and processes with arbitrary log-infinitely divisible exact or… Expand

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Highly Cited

1997

Highly Cited

1997

Abstract. A self-contained theory is presented for pricing and hedging LIBOR and swap derivatives by arbitrage. Appropriate… Expand

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Highly Cited

1978

Highly Cited

1978

It is known that the expected codeword length L_{UD} of the best uniquely decodable (UD) code satisfies H(X)\leqL_{UD} . Let X be… Expand

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Highly Cited

1961

Highly Cited

1961

The following sections are included:IntroductionThe nature of Λ*The asymptotic time minimization problemAsymptotic magnitude… Expand

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