papers
Publications (8)
math.PR2014
Extremes of Order Statistics of Stationary Processes
Krzysztof Debicki, Enkelejd Hashorva, Lanpeng Ji +1
math.PR2011
Gaussian queues in light and heavy traffic
Krzysztof Debicki, Kamil Marcin Kosinski, Michel Mandjes
math.PR2011
On the infimum attained by a reflected Lévy process
Krzysztof Debicki, Kamil Marcin Kosinski, Michel Mandjes
math.PR2010
Exact asymptotics of supremum of a stationary Gaussian process over a random interval
Marek Arendarczyk, Krzysztof Debicki
math.PR2014
Finite-time ruin probability of aggregate Gaussian processes
Krzysztof Debicki, Enkelejd Hashorva, Lanpeng Ji +1
math.PR2013
Gaussian Approximation of Perturbed Chi-Square Risks
Krzysztof Debicki, Enkelejd Hashorva, Lanpeng Ji
math.PR2009
Estimates for moments of supremum of reflected fractional Brownian motion
Krzysztof Debicki, Agata Tomanek
math.PR2013
Gaussian risk models with financial constraints
Krzysztof Debicki, Enkelejd Hashorva, Lanpeng Ji