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Sebastian Engelke 1 and Jevgenijs Ivanovs 2. 1 Research Center for Statistics, University of Geneva, 1205 Geneva, Switzerland; email: [email protected]. 2 Department of Mathematics, Aarhus University, 8000 Aarhus, Denmark; email: [email protected]
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ABSTRACT: For a general Levy process X on a finite time interval, consider the probability of X exceeding some threshold x>0 while being below x at the points of a uniform grid. Information on the EVA 2021 Invited Sessions. The University of Edinburgh is a charitable body, registered in Scotland, with registration number SC005336, VAT Registration Number GB 592 9507 00, and is acknowledged by the UK authorities as a “Recognised body” which has been granted degree awarding powers. Zooming in on a Lévy process at its supremum Ivanovs, Jevgenijs, Annals of Applied Probability, 2018; Invariance principles for local times at the maximum of random walks and Lévy processes Chaumont, L. and Doney, R. A., Annals of Probability, 2010 On November 11, Jevgenijs Ivanovs was awarded the highly prestigious 2020 Erlang Prize. The Erlang Prize is a bi-annual award of the INFORMS Applied Probability Society recognizing outstanding contributions to Applied Probability by early-career researchers. View the profiles of people named Jevgenijus Ivanovas. Join Facebook to connect with Jevgenijus Ivanovas and others you may know.
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Jevgenijs' produktion udmærker sig ved en usædvanlig kombination af elegance og gennemslagskraft. Udvalget for Erlangprisen 2020 motiverer sin indstilling som følger: "This award recognizes Jevgenijs Ivanovs's fundamental contributions to the theory of stochastic processes, and in particular, of Markov additive processes and Lévy processes. Genealogy for Jevgenijs Ivanovs (Ivanov) (1944 - 1991) family tree on Geni, with over 200 million profiles of ancestors and living relatives. People Projects Discussions Surnames View Jevgenijs Ivanovs’ profile on LinkedIn, the world’s largest professional community.
Zooming in on a Lévy process at its supremum Ivanovs, Jevgenijs, Annals of Applied Probability, 2018; Invariance principles for local times at the maximum of random walks and Lévy processes Chaumont, L. and Doney, R. A., Annals of Probability, 2010; On Clusters of High Extremes of Gaussian Stationary Processes with $\varepsilon$-Separation Huesler, Juerg, Ladneva, Anna, and Piterbarg
The University of Edinburgh is a charitable body, registered in Scotland, with registration number SC005336, VAT Registration Number GB 592 9507 00, and is acknowledged by the UK authorities as a “Recognised body” which has been granted degree awarding powers. Zooming in on a Lévy process at its supremum Ivanovs, Jevgenijs, Annals of Applied Probability, 2018; Invariance principles for local times at the maximum of random walks and Lévy processes Chaumont, L. and Doney, R. A., Annals of Probability, 2010 View the profiles of people named Jevgenijus Ivanovas. Join Facebook to connect with Jevgenijus Ivanovas and others you may know. Facebook gives people Jevgenijs Ivanovs Aarhus University, Denmark Abstract Traditional matrix-analytic models can be viewed as Markov additive processes with level component living on a lattice and some special behaviour at the boundary. The basic assumption that the level process is skip-free in one direc-tion allows for an in-depth analysis of such models.
TITLE: Failure to observe threshold exceedance by a Levy process over a dense grid. ABSTRACT: For a general Levy process X on a finite time interval, consider the probability of X exceeding some threshold x>0 while being below x at the points of a uniform grid. 91 Followers, 50 Following, 31 Posts - See Instagram photos and videos from Jevgenijs Ivanovs (@terrafirmalandscapes)
Information on the EVA 2021 Invited Sessions. The University of Edinburgh is a charitable body, registered in Scotland, with registration number SC005336, VAT Registration Number GB 592 9507 00, and is acknowledged by the UK authorities as a “Recognised body” which has been granted degree awarding powers.
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GER Quernheimer FC GROTHKLAUS Dennis 1989 253. RUS ADAMOVITCH Vladimir 1971 253. Jevgenijs Ivanovs is Associate Professor at the Department of Mathematics at Aarhus University. His research interests are applied probability in a broad sense: queueing theory, risk theory, Lévy processes, matrix analytic methods, scaling limits, max-stable processes, distribution model risk, particle systems, and Bayesian networks.
07/07/1984 Latvia Group. Flag. V. Ivanovs. Flag.
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Zooming in on a Lévy process at its supremum Ivanovs, Jevgenijs, Annals of Applied Probability, 2018; Invariance principles for local times at the maximum of random walks and Lévy processes Chaumont, L. and Doney, R. A., Annals of Probability, 2010; On Clusters of High Extremes of Gaussian Stationary Processes with $\varepsilon$-Separation Huesler, Juerg, Ladneva, Anna, and Piterbarg
Personal research page for Jevgenijs Ivanovs Erlang prize 2020 from INFORMS Applied Probability Society (biennial prize recognizing a significant contribution to applied probability), 2020. Sapere Aude Starting Grant 8049-00021B: Distributional robustness in assessment of extreme risk, 790k EUR, 2019 -- 2023 Jevgenijs IVANOVS, Professor (Associate) | Cited by 591 | of Aarhus University (AU) | Read 65 publications | Contact Jevgenijs IVANOVS Jevgenijs Ivanovs ENJOYING 2020 Worcester Park, Greater London, United Kingdom 199 connections Jevgenijs Ivanovs Managing Director Dartford, Kent, United Kingdom 72 connections Jevgenijs Ivanovs Head of Large Corporates at Swedbank Latvija Latvia 500+ connections There are 10 professionals named "Jevgenijs Ivanovs", who use LinkedIn to exchange information, ideas, and opportunities.
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Jevgenijs has 1 job listed on their profile. See the complete profile on LinkedIn and discover Jevgenijs’ connections and jobs at similar companies. View Jevgenijs Ivanovs’ profile on LinkedIn, the world’s largest professional community. Jevgenijs has 1 job listed on their profile. See the complete profile on LinkedIn and discover Jevgenijs’ connections and jobs at similar companies. The latest Tweets from Jevgenijs Ivanovs (@Vredjug).