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Krzysztof Dębicki
Krzysztof Dębicki
Mathematical Institute, University of Wrocław, Poland
Verified email at math.uni.wroc.pl - Homepage
Title
Cited by
Cited by
Year
Ruin probability for Gaussian integrated processes
K Dȩbicki
Stochastic Processes and their Applications 98 (1), 151-174, 2002
1212002
Queues and Lévy fluctuation theory
K Dębicki, M Mandjes
Springer, 2015
1072015
Exact Overflow Asymptotics for Queues with Many Gaussian Inputs
K Debicki, M Mandjes
Journal of Applied Probability 40, 704-720, 2003
792003
Asymptotics of supremum distribution of a Gaussian process over a Weibullian time
M Arendarczyk, K Debicki
612011
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
582015
On the supremum from Gaussian processes over infinite horizon
K Dębicki, Z Michna, T Rolski
Probability and Mathematical Statistics 18, 1998
581998
A note on transient Gaussian fluid models
K Dębicki, T Rolski
Queueing Systems 41, 321-342, 2002
522002
Extremes of multidimensional Gaussian processes
K Dębicki, KM Kosiński, M Mandjes, T Rolski
Stochastic Processes and their Applications 120 (12), 2289-2301, 2010
482010
Simulation of the asymptotic constant in some fluid models
K De¸ bicki, Z Michna, T Rolski
Taylor & Francis Group 19 (3), 407-423, 2003
462003
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
Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals
K Dębicki, E Hashorva, L Ji
Extremes 17, 411-429, 2014
412014
On the infimum attained by the reflected fractional Brownian motion
K Dębicki, KM Kosiński
Extremes 17, 431-446, 2014
412014
Parisian ruin of self-similar Gaussian risk processes
K Dębicki, E Hashorva, L Ji
Journal of Applied Probability 52 (3), 688-702, 2015
402015
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
Extremes of γ-reflected Gaussian processes with stationary increments
K Dȩbicki, E Hashorva, P Liu
ESAIM: Probability and Statistics 21, 495-535, 2017
372017
Uniform tail approximation of homogenous functionals of Gaussian fields
K Dȩbicki, E Hashorva, P Liu
Advances in Applied Probability 49 (4), 1037-1066, 2017
362017
Extremes of a class of nonhomogeneous Gaussian random fields
K Debicki, E Hashorva, L Ji
362016
A note on upper estimates for Pickands constants
K Dȩbicki, P Kisowski
Statistics & Probability Letters 78 (14), 2046-2051, 2008
352008
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