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Hui Xu
Hui Xu
Verified email at cornell.edu
Title
Cited by
Cited by
Year
Convolution and convolution-root properties of long-tailed distributions
H Xu, S Foss, Y Wang
Extremes 18, 605-628, 2015
412015
Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model
T Jiang, Y Wang, Y Chen, H Xu
Insurance: Mathematics and Economics 64, 45-53, 2015
292015
The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands
Y Wang, H Xu, D Cheng, C Yu
Statistical Papers 59 (1), 99-126, 2018
202018
On a transformation between distributions obeying the principle of a single big jump
H Xu, M Scheutzow, Y Wang
Journal of Mathematical Analysis and Applications 430 (2), 672-684, 2015
182015
On the structure of a class of distributions obeying the principle of a single big jump
H Xu, M Scheutzow, Y Wang, Z Cui
Probability and Mathematical Statistics, 36(1), 121-135., 2016
172016
A necessary and sufficient condition for the subexponentiality of the product convolution
H Xu, F Cheng, Y Wang, D Cheng
Advances in Applied Probability 50 (1), 57-73, 2017
132017
On the closure under infinitely divisible distribution roots
H Xu, Y Wang, D Cheng, C Yu
Lithuanian Mathematical Journal 62 (2), 259-287, 2022
112022
Some positive conclusions related to the Embrechts–Goldie conjecture
Z Cui, Y Wang, H Xu
Siberian Mathematical Journal 63 (1), 179-192, 2022
82022
Max-Sum local equivalence of random variables with Farlie–Gumbel–Morgenstern joint distribution
T Jiang, H Xu
Sci Sin Math 46 (1), 67-80, 2016
52016
Cauchy, normal and correlations versus heavy tails
H Xu, JE Cohen, RA Davis, G Samorodnitsky
Statistics & Probability Letters 186, 109489, 2022
42022
Finite dimensional models for extremes of Gaussian and non-Gaussian processes
H Xu, MD Grigoriu
Probabilistic Engineering Mechanics 68, 103199, 2022
42022
On closedness under convolution roots related to an infinitely divisible distribution in the distribution class L (\gamma)
H Xu, Y Wang, D Cheng, C Yu
arXiv preprint arXiv:1512.01792, 2015
42015
A novel surrogate for extremes of random functions
H Xu, MD Grigoriu, KR Gurley
Reliability Engineering & System Safety 239, 109493, 2023
22023
Handling missing extremes in tail estimation
H Xu, R Davis, G Samorodnitsky
Extremes, 2022
22022
Extremes of vector-valued processes by finite dimensional models
H Xu, MD Grigoriu
arXiv preprint arXiv:2310.03183, 2023
12023
Finite dimensional models for wind diffusion process
H Xu, MD Grigoriu
Probabilistic Engineering Mechanics 74, 103520, 2023
2023
Finite dimensional surrogates for extreme events
H Xu, MD Grigoriu, KR Gurley
14th International Conference on Applications of Statistics and Probability …, 2023
2023
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