Sidney I. Resnick
- Regularly Varying Measures on Metric Spaces: Hidden Regular Variation\n and Hidden Jumps
2013/07/22 by Filip Lindskog, Sidney I. Resnick, Lindskog, Filip +3 · 3 citations
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #28A33(Primary) 60G17 #60G51 #60G70 (Secondary) #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Probability and Risk Models #Statistical Methods and Inference
- Living on the multi-dimensional edge: seeking hidden risks using regular\n variation
2011/08/29 by Bikramjit Das, Abhimanyu Mitra, Das, Bikramjit +3 · 2 citations
Economics, Econometrics and Finance · Mathematics · #62G32 #Credit Risk and Financial Regulations #FOS: Economics and business #FOS: Mathematics #Financial Risk and Volatility Modeling #Primary: 60F99 #Probability (math.PR) #Risk Management (q-fin.RM) #Statistical Methods and Inference #Statistics Theory (math.ST) #secondary: 60G70
- Asymptotic Normality of In- and Out-Degree Counts in a Preferential Attachment Model
2015/10/01 by Tiandong Wang, Sidney I. Resnick, Wang, Tiandong +1 · 1 citation
Physics and Astronomy · Mathematics · #Complex Network Analysis Techniques #Opinion Dynamics and Social Influence #Stochastic processes and statistical mechanics
- Fitting the Linear Preferential Attachment Model
2017/03/09 by Phyllis Wan, Wan, Phyllis, Tiandong Wang +5 · 1 citation
Mathematics · Physics and Astronomy · #05C80 #62F12 #90B15 #Complex Network Analysis Techniques #FOS: Computer and information sciences #Methodology (stat.ME) #Opinion Dynamics and Social Influence #Random Matrices and Applications
- Random Networks with Heterogeneous Reciprocity
2022/07/31 by Tiandong Wang, Sidney I. Resnick, Wang, Tiandong +1 · 1 citation
Physics and Astronomy · Decision Sciences · #Complex Network Analysis Techniques #Opinion Dynamics and Social Influence #Game Theory and Applications
- Asymptotic Dependence of In- and Out-Degrees in a Preferential Attachment Model with Reciprocity
2021/08/06 by Tiandong Wang, Wang, Tiandong, Sidney I. Resnick +1 · 1 citation
Physics and Astronomy · Social Sciences · #Complex Network Analysis Techniques #Social Capital and Networks #Opinion Dynamics and Social Influence