Home > Research > Probability > Publications & Outputs

Research

View graph of relations

Probability

61 - 70 out of 123Page size: 10
RSS feed of this list
  1. Published

    Scenario generation for single-period portfolio selection problems with tail risk measures: coping with high dimensions and integer variables

    Fairbrother, J., Turner, A. & Wallace, S., 2018, In: INFORMS Journal on Computing. 30, 3, p. 472-491 20 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  2. Published

    Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure

    Fairbrother, J., Turner, A. & Wallace, S. W., 31/01/2022, In: Mathematical Programming. 191, 1, p. 141-182 42 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  3. Published

    On large delays in multi-server queues with heavy tails

    Foss, S. & Korshunov, D., 05/2012, In: Mathematics of Operations Research. 37, 2, p. 201-218 18 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  4. Published

    An introduction to heavy-tailed and subexponential distributions

    Foss, S., Korshunov, D. & Zachary, S., 2013, 2nd ed. New York: Springer. 157 p. (Springer Series in Operations Research and Financial Engineering)

    Research output: Book/Report/Proceedings › Book

  5. Published

    Two-dimensional ruin probability for subexponential claim size

    Foss, S., Korshunov, D., Palmowski, S. & Rolski, T., 2017, In: Probability and Mathematical Statistics. 37, 2, p. 319-335 17 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  6. Published

    Branching processes with immigration in atypical random environment

    Foss, S., Korshunov, D. & Palmowski, S., 31/03/2022, In: Extremes. 25, 1, p. 55-77 23 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  7. Published

    The power of two choices for random walks

    Georgakopoulos, A., Haslegrave, J., Sauerwald, T. & Sylvester, J., 1/01/2022, In: Combinatorics, Probability and Computing. 31, 1, p. 73-100 28 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  8. Published

    Asymptotic expansion of Gaussian chaos via probabilistic approach

    Hashorva, E., Korshunov, D. & Piterbarg, V. I., 09/2015, In: Extremes. 18, 3, p. 315-347 33 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  9. Published

    Random permutation matrices under the generalized Ewens measure

    Hughes, C., Najnudel, J., Nikeghbali, A. & Zeindler, D., 2013, In: Annals of Applied Probability. 23, 3, p. 987-1024 38 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  10. Published

    Scaling limits of anisotropic Hastings-Levitov clusters.

    Johansson Viklund, F., Sola, A. & Turner, A., 6/02/2012, In: Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques. 48, 1, p. 235-257 23 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

Previous 1...3 4 5 6 7 8 9 10 ...13 Next

Back to top