Research papers

Theses

Review papers

If you are interested in a copy of one of my papers, please let me know (debicki  at math.uni.wroc.pl) .

 

Research papers


·       Dębicki, K., Hashorva, E., Ji, L. (2013) Tail Asymptotics of Supremum of Certain Gaussian Processes over Threshold Dependent Random Intervals. Submitted.

·       Dębicki, K., Farkas, J., Hashorva, E., (2013) Random scaling of Gumbel risks. Submitted.

·       Dębicki, K., Hashorva, E., Soja-Kukiela, N. (2013) Extremes of homogeneous Gaussian fields. Submitted.

·       Dębicki, K., Hashorva, E., Ji, L., Tan, Z. (2013) Finite-time ruin probabilities of aggregate Gaussian processes. Submitted.

·       Dębicki, K., Mandjes, M., Sierpińska, I. (2013) Transient analysis of Lévy-driven tandem queues. Stat. Prob. Lett. 83, 1776-1781.

·       Arendarczyk, M., Dębicki, K., Mandjes, M. (2013) On the tail asymptotics of the area swept under the Brownian storage graph. Bernoulli.

·       Dębicki, K., Sierpińska, I, Zwart, A. (2013) Asymptotics of hybrid fluid queues with Lévy input. J. Appl. Prob. 50, 103-113.

·       Dębicki, K., Kosiński, K., Mandjes, M. (2012) On the infimum attained by a reflected Lévy process. Queueing Systems 70, 23-35.

·       Dębicki, K., Kosiński, K., Mandjes, M. (2012) Gaussian queues in light and heavy-traffic. Queueing Systems 71, 137-149.

·       Dębicki, K., Arendarczyk, M. (2012) Exact asymptotics of supremum of a stationary Gaussian process over a random interval. Stat. Prob. Lett. 82, 645-652.

·       Dębicki, K., Mandjes, M. (2012) Lévy-driven queues. Surveys in Operations Research and Management Science 17, 15-37

·       Dębicki, K., Mandjes, M. (2011) Open problems in Gaussian queueing fluid theory. Queueing Systems 68, 267-274.

·       Dębicki, K., Tabiś, K. (2011) Extremes of integral mean of stationary Gaussian processes. Stochastic Processes and their Applications 121, 2049-2063.

·       Dębicki, K., Sikora, G. (2011) Finite time asymptotics of fluid and ruin models: multiplexed fractional Brownian motions case. Appl. Math. 38, 107-116.  

·       Dębicki, K., Arendarczyk, M. (2011) Asymptotics of supremum distribution of a Gaussian process over a Weibullian time. Bernoulli 17, No. 1, 194-210.

·       Dębicki, K., Kosiński, K., Mandjes, M., Rolski, T.  (2010) Extremes of multidimensional Gaussian processes. Stochastic Processes and their Applications 120, 2289-2301.

·       Dębicki, K., Tomanek, A. (2010) Estimates for moments of supremum of reflected fractional Brownian motion. ARXIV.

·       Dębicki, K., es Saughani, A., Mandjes, M.,  (2010) Transient characteristic of Lévy fluid queues. Journal of Applied Probability 47, 109-129.

·       Dębicki, K., es Saughani, A., Mandjes, M.,  (2009) Transient characteristic of Gaussian fluid queues. Queueing Systems 62, 383-409.

·       Dębicki, K., Kisowski, P. (2008) A note on upper estimates for Pickands constants. Statistics and Probability Letters 78, 2046-2051.

·       Dębicki, K., Kisowski, P. (2008) Asymptotics of supremum distribution of (a(t);A(t))-locally stationary  Gaussian processes. Stochastic Processes and their Applications. 118, 2022-2037.

·       Dębicki, K., Mandjes, M., van Uitert, M. (2007) A tandem queue with Lévy input: a new representation of the downstream queue length. Probability in the Engineering and Informational Sciences 21(1), 83-107.

·       Dębicki, K., Mandjes, M (2007) A note on large buffer asymptotics for generalized processor sharing queues with Gaussian inputs. Queueing Systems 55, No. 4, 251-254.

·       Dębicki, K., Dieker, T., Rolski, T. (2007) Quasi-product forms for Lévy-driven fluid networks. Mathematics of Operations Research 32, No. 3, 629-647.

·       Dębicki, K., van Uitert, M. (2006) Large buffer asymptotics for generalized processor sharing queues with Gaussian inputs. Queueing Systems 54(2), 111-129.

·       Dębicki, K. (2006) Some properties of generalized Pickands constants. Prob. Th. Appl. 50(2), 290-298.

·       Zwart, A., Borst, S., Dębicki, K. (2005) Reduced load equivalence for Gaussian processes. Operations Research Letters 33, 502-510.

·       Zwart, A., Borst, S., Dębicki, K. (2005) Subexponential asymptotics of hybrid fluid and ruin models. Annals of Appl. Probability 15, No. 1A, 500-517.

·       Dębicki, K, Mandjes, M. (2004) Traffic with an FBM limit: a convergence result. Queueing Systems  46, 113-127.

·       Dębicki, K.,Zwart, A., Borst, S. (2004) The supremum of a Gaussian process over a random interval.  Stat. Prob. Lett. 68, 221-234.

·       Dębicki, K., Michna, Z, Rolski, T (2003) Simulation of the asymptotic constant in some fluid models. Stochastic Models 19, 407-423.

·      Bahadoran, C., Benassi, A., Dębicki, K. (2003) Operator-self-similar Gaussian processes with stationary increments. Clermont-Ferrand University, Report 2003-03, in revision.

·       Dębicki, K., Mandjes, M. (2003) Exact overflow asymptotics for queues with many Gaussian inputs. J. Appl. Prob. 40, 704-720.

·       Dębicki, K. (2002) Ruin probability for Gaussian integrated processes, Stochastic Process. Appl. 98, 151-174.

·       Dębicki, K., Oilskin, T. (2002) A note on transient Gaussian fluid models, Queueing Syst. Theory Appl. 42, 321-342.

·       Dębicki, K. (2001) Asymptotics of the supremum of scaled Brownian motion, Probab. Math. Statist. 21, 199-212.

·       Dębicki, K., Rolski, T. (2000) Gaussian fluid models; a survey. Symposium on Performance Models for Information Communication Networks. Sendai, 23-25.01.2000.

·       Dębicki, K., Palmowski, Z. (1999) Heavy traffic asymptotics of on-off fluid model. Queueing Systems 33, 327—338.

·       Dębicki, K. (1999) A note on LDP for supremum of Gaussian processes over infinite horizon. Statist. Probab. Lett. 44, 211--219.

·       Dębicki, K., Michna, Z., Rolski, T. (1998) On the supremum of Gaussian processes over infinite horizon. Probability and Mathematical Statistics 18, 83—100.

·       Dębicki, K., Rolski, T. (1995) A Gaussian fluid model. Queueing Systems 20, 433—452.

 

 

Review papers

 

·       Dębicki, K. (2006) Gaussowskie aproksymacje w teorii ruiny. Statystyka aktuarialna-stan I perspektywy rozwoju w Polsce. Red. W. Ostasiewicz, Wydawnictwo AE Wroclaw (in Polish).

·       Dębicki, K. (2004) Gaussian Processes. Encyclopedia of Actuarial Sciences. Vol 2, 752-757, Wiley 2004.

 

 

Theses

 

·     Dębicki, K. (2007) Metody teorii wartości ekstremalnych w analizie fluidowych sieci stochastycznych.. Habilitation thesis, Mathematical Institute, University of Wroclaw.

·     Dębicki, K. (2000) Supremum of Gaussian stochastic processes and their applications in high speed transfer models. Ph. D. Thesis, Mathematical Institute, University of Wroclaw.

·     Dębicki, K. (1995) Block-type languages recognizable by probabilistic Monte Carlo-type Turing machines. M. Sc. Thesis (in Computer Science), Mathematical Institute, University of Wroclaw.

·     Dębicki, K. (1994) A Gaussian fluid model. M. Sc. Thesis (in Mathematics), Mathematical Institute, University of Wroclaw.