Thomas Valentin Mikosch

Thomas Valentin Mikosch

Professor


  1. 2011
  2. Published

    New Frontiers in Applied Probability: A Festschrift for Soeren Asmussen

    Mikosch, Thomas Valentin, Glynn, P. & Rolski, T., Aug 2011, Sheffield, U.K.: Applied Probability Trust. 390 p. (Journal of Applied Probability, Vol. Special Volume 48A).

    Research output: Book/ReportAnthologypeer-review

  3. Published

    A large deviation principle for Minkowski sums of heavy-tailed random compact convex sets with finite expectation

    Mikosch, Thomas Valentin, Pawlas, Z. & Samorodnitsky, G., 2011, In: Journal of Applied Probability. 48A, p. 133-144

    Research output: Contribution to journalJournal articlepeer-review

  4. Published

    Large deviations for Minkowski sums of heavy-tailed generally non-convex random compact sets

    Mikosch, Thomas Valentin, Pawlas, Z. & Samorodnitsky, G., 2011, In: Vestnik St Petersburg University - Mathematics. 2011, 2, p. 70-78

    Research output: Contribution to journalJournal articlepeer-review

  5. Published

    Stable limits for sums of dependent infinite variance random variables

    Bartkiewicz, K., Jakubowski, A., Mikosch, Thomas Valentin & Wintenberger, O., 2011, In: Probability Theory and Related Fields. 150, 3-4, p. 337-372

    Research output: Contribution to journalJournal articlepeer-review

ID: 3696