| Ruin probability for Gaussian integrated processes K Dȩbicki Stochastic Processes and their Applications 98 (1), 151-174, 2002 | 119 | 2002 |
| Queues and Lévy fluctuation theory K Dębicki, M Mandjes Springer, 2015 | 103 | 2015 |
| Exact Overflow Asymptotics for Queues with Many Gaussian Inputs K Debicki, M Mandjes Journal of Applied Probability 40, 704-720, 2003 | 78 | 2003 |
| 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 | 55 | 2015 |
| Asymptotics of supremum distribution of a Gaussian process over a Weibullian time M Arendarczyk, K Debicki | 55 | 2011 |
| On the supremum from Gaussian processes over infinite horizon K Dębicki, Z Michna, T Rolski Probability and Mathematical Statistics 18, 1998 | 53 | 1998 |
| A note on transient Gaussian fluid models K Dębicki, T Rolski Queueing Systems 41, 321-342, 2002 | 50 | 2002 |
| Extremes of multidimensional Gaussian processes K Dębicki, KM Kosiński, M Mandjes, T Rolski Stochastic Processes and their Applications 120 (12), 2289-2301, 2010 | 47 | 2010 |
| A note on LDP for supremum of Gaussian processes over infinite horizon K Dȩbicki Statistics & probability letters 44 (3), 211-219, 1999 | 46 | 1999 |
| Simulation of the asymptotic constant in some fluid models K De¸ bicki, Z Michna, T Rolski Taylor & Francis Group 19 (3), 407-423, 2003 | 45 | 2003 |
| Generalized Pickands constants and stationary max-stable processes K Dȩbicki, S Engelke, E Hashorva Extremes 20, 493-517, 2017 | 44 | 2017 |
| Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals K Dębicki, E Hashorva, L Ji Extremes 17, 411-429, 2014 | 40 | 2014 |
| On the infimum attained by the reflected fractional Brownian motion K Dębicki, KM Kosiński Extremes 17, 431-446, 2014 | 40 | 2014 |
| Quasi-product forms for Lévy-driven fluid networks K Dębicki, AB Dieker, T Rolski Mathematics of Operations Research 32 (3), 629-647, 2007 | 40 | 2007 |
| On generalised Piterbarg constants B Long, K Debicki, E Hashorva, L Luo Methodology and Computing in Applied Probability 20 (1), 137-164, 2018 | 37 | 2018 |
| Parisian ruin of self-similar Gaussian risk processes K Dębicki, E Hashorva, L Ji Journal of Applied Probability 52 (3), 688-702, 2015 | 37 | 2015 |
| Uniform tail approximation of homogenous functionals of Gaussian fields K Dȩbicki, E Hashorva, P Liu Advances in Applied Probability 49 (4), 1037-1066, 2017 | 35 | 2017 |
| Extremes of γ-reflected Gaussian processes with stationary increments K Dȩbicki, E Hashorva, P Liu ESAIM: Probability and Statistics 21, 495-535, 2017 | 35 | 2017 |
| Extremes of a class of nonhomogeneous Gaussian random fields K Debicki, E Hashorva, L Ji | 35 | 2016 |
| A note on upper estimates for Pickands constants K Dȩbicki, P Kisowski Statistics & Probability Letters 78 (14), 2046-2051, 2008 | 35 | 2008 |
Michel MandjesHoogleraar wiskunde, Universiteit van Amsterdam在 uva.nl 的电子邮件经过验证
