Patrik Albin

Associate professor, Mathematical Sciences

palbin@chalmers.se +46317723512 Find me Download my CV http://orcid.org/0000-0003-1080-2325

Associate professor in mathematical statistics

Teaching
Publications
Collaboration
Personal web page

MSA350/TMS165 Stochastic Calculus Part I
MSG800/MVE170 Basic Stochastic Processes
MVE136 Random Signals Analysis

Major publications
A New Proof of an Old Result by Pickands

Author: Patrik Albin; H. Choi

Published: 2010

Published in: Electronic Communications in Probability

Publication type: Journal article
A continuous non-Brownian motion martingale with Brownian motion marginal distributions

Author: Patrik Albin

Published: 2008

Published in: Statistics and Probability Letters

Publication type: Journal article
On lower tail probabilities of positive random sums

Author: Patrik Albin

Published: 2005

Published in: Extremes

Publication type: Journal article
Latest publications

2018
On extreme value theory for group stationary Gaussian processes

Author: Patrik Albin

Published: 2018

Published in: ESAIM - Probability and Statistics

Publication type: Journal article
On covariance functions with slowly or regularly varying modulo of continuity

Author: Patrik Albin

Published: 2018

Published in: Statistics and Probability Letters

Publication type: Journal article
2016
Extremes and limit theorems for difference of chi-type processes

Author: Patrik Albin; Enkelejd Hashorva; Lanpeng Ji; Chengxiu Ling

Published: 2016

Published in: ESAIM - Probability and Statistics

Publication type: Journal article
2009
On the extremes of Lévy Processes Part II

Author: Mattias Sunden; Patrik Albin

Published: 2009

Published in:

Publication type: Report
On the asymptotic behaviour of L\'evy processes, Part I: Subexponential and exponential processes

Author: Patrik Albin; Mattias Sunden

Published: 2009

Published in: Stochastic Processes and their Applications

Publication type: Journal article
2008
A note on the closure of convolution power mixtures (random sums) of exponential distributions

Author: Patrik Albin

Published: 2008

Published in: Journal of the Australian Mathematical Society

Publication type: Journal article
2004
On overload in a storage model, with a self-similar and infinitely divisible input

Author: Patrik Albin

Published: 2004

Published in: Annals of Applied Probability

Publication type: Journal article
On sampling of stationary increments processes

Author: Patrik Albin

Published: 2004

Published in: Annals of Applied Probability

Publication type: Journal article
On a test statistic for linear trend

Author: Patrik Albin

Published: 2004

Published in: Extremes

Publication type: Journal article
2001
An elementary construction of Brownian motion

Author: Patrik Albin

Published: 2001

Published in:

Publication type: Preprint
2000
On extremes and streams of upcrossings

Author: Patrik Albin

Published: 2000

Published in:

Publication type: Preprint
On the asymptotic distribution of a statistic for test of appearance of linear trend

Author: Patrik Albin; B Carlsson; D. Jarusková

Published: 2000

Published in:

Publication type: Preprint
1998
Asymptotic behaviour of conditional laws and moments of (alpha)-stable random vectors, with application to upcrossing intensities

Author: Patrik Albin; M. R. Leadbetter

Published: 1998

Published in:

Publication type: Preprint
Extremes and upcrossing intensities for P-differentiable stationary processes

Author: Patrik Albin

Published: 1998

Published in:

Publication type: Preprint
1997
Extremes for differentiable stationary processes

Author: Patrik Albin

Published: 1997

Published in:

Publication type: Preprint
On extremal theory for self-similar processes

Author: Patrik Albin

Published: 1997

Published in:

Publication type: Preprint
A note on Rosenblatt distributions

Author: Patrik Albin

Published: 1997

Published in:

Publication type: Preprint
1996
Extremes of totally skewed α-stable processes

Author: Patrik Albin

Published: 1996

Published in:

Publication type: Preprint
Extremes for smooth non-anticipating moving averages of totally skewed α-stable motion

Author: Patrik Albin

Published: 1996

Published in:

Publication type: Preprint

Go to Chalmers publication library

Hyemi Choi, Chonbuk National University, Korea

http://www.math.chalmers.se/~palbin/newindex.html

Page manager Published: Mon 22 Jun 2020.

Patrik Albin

Major publications

Latest publications

2018

2016

2009

2008

2004

2001

2000

1998

1997

1996