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DE¸BICKI, KRZYSZTOF
132  results:
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1

Extremes of reflecting Gaussian processes on discrete grid:

Dȩbicki, Krzysztof ; Jasnovidov, Grigori
Journal of Mathematical Analysis and Applications.  532 (2024)  1 - p. 127952 , 2024
Link: https://doi.org/10.1016/..
 
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2

On Berman Functions:

Dȩbicki, Krzysztof ; Hashorva, Enkelejd ; Michna, Zbigniew
Methodology and Computing in Applied Probability.  26 (2024)  1 - p. , 2024
Link: https://doi.org/10.1007/..
 
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3

Simultaneous ruin probability for multivariate Gaussian ris..:

Bisewski, Krzysztof ; Dȩbicki, Krzysztof ; Kriukov, Nikolai
Stochastic Processes and their Applications.  160 (2023)  - p. 386-408 , 2023
Link: https://doi.org/10.1016/..
 
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4

Sojourns of fractional Brownian motion queues: transient as..:

Dȩbicki, Krzysztof ; Hashorva, Enkelejd ; Liu, Peng
Queueing Systems.  , 2023
Link: https://doi.org/10.1007/..
 
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5

Editorial introduction: special issue on Gaussian queues:

Dȩbicki, Krzysztof ; Hashorva, Enkelejd ; Mandjes, Michel
Queueing Systems.  , 2023
Link: https://doi.org/10.1007/..
 
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6

On the continuity of Pickands constants:

Dębicki, Krzysztof ; Hashorva, Enkelejd ; Michna, Zbigniew
Journal of Applied Probability.  59 (2022)  1 - p. 187-201 , 2022
Link: https://doi.org/10.1017/..
 
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7

Derivative of the expected supremum of fractional Brownian ..:

Bisewski, Krzysztof ; Dȩbicki, Krzysztof ; Rolski, Tomasz
Queueing Systems.  102 (2022)  1-2 - p. 53-68 , 2022
Link: https://doi.org/10.1007/..
 
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8

Exact asymptotics of Gaussian-driven tandem queues:

Dȩbicki, Krzysztof
Queueing Systems.  100 (2022)  3-4 - p. 285-287 , 2022
Link: https://doi.org/10.1007/..
 
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9

Pandemic-type failures in multivariate Brownian risk models:

Dȩbicki, Krzysztof ; Hashorva, Enkelejd ; Kriukov, Nikolai
Extremes.  25 (2021)  1 - p. 1-23 , 2021
Link: https://doi.org/10.1007/..
 
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10

Bounds for expected supremum of fractional Brownian motion ..:

Bisewski, Krzysztof ; Dębicki, Krzysztof ; Mandjes, Michel
Journal of Applied Probability.  58 (2021)  2 - p. 411-427 , 2021
Link: https://doi.org/10.1017/..
 
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11

Finite-time ruin probability for correlated Brownian motion:

Dȩbicki, Krzysztof ; Hashorva, Enkelejd ; Krystecki, Konrad
Scandinavian Actuarial Journal.  2021 (2021)  10 - p. 890-915 , 2021
Link: https://doi.org/10.1080/..
 
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12

SIMULTANEOUS RUIN PROBABILITY FOR TWO-DIMENSIONAL BROWNIAN ..:

DE¸BICKI, KRZYSZTOF ; HASHORVA, ENKELEJD ; MICHNA, ZBIGNIEW
Journal of Applied Probability.  57 (2020)  2 - p. 597-612 , 2020
Link: https://www.jstor.org/st..
 
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13

Simultaneous ruin probability for two-dimensional brownian ..:

Dȩbicki, Krzysztof ; Hashorva, Enkelejd ; Michna, Zbigniew
Journal of Applied Probability.  57 (2020)  2 - p. 597-612 , 2020
Link: https://doi.org/10.1017/..
 
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14

Exact asymptotics of component-wise extrema of two-dimensio..:

Dȩbicki, Krzysztof ; Ji, Lanpeng ; Rolski, Tomasz
Extremes.  23 (2020)  4 - p. 569-602 , 2020
Link: https://doi.org/10.1007/..
 
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15

Extremes of vector-valued Gaussian processes:

Dȩbicki, Krzysztof ; Hashorva, Enkelejd ; Wang, Longmin
Stochastic Processes and their Applications.  130 (2020)  9 - p. 5802-5837 , 2020
Link: https://doi.org/10.1016/..
 
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