Frank Aurzada
Address:
Technische Universität Berlin
Institut für Mathematik, Sekr. MA 7-4
Straße des 17. Juni 136
10623 Berlin
Germany
E-mail: aurzada --at-- math.tu-berlin --dot-- de
Office: MA778
Phone: +49-(0)30-314-24219
Fax: +49-(0)30-314-21695
Emmy Noether group "Exit time problems for stochastic processes"
Preprints
One-sided exit problems:
Small deviations:
- Small deviations for a family of smooth Gaussian processes
Journal of Theoretical Probability, to appear, 2011+
joint work with Fuchang Gao (Idaho), Thomas Kühn (Leipzig), Wenbo V. Li (Delaware), and Qi-Man Shao (Hong Kong)
- Small time Chung type LIL for Lévy processes
Bernoulli, to appear, 2011+
joint work with Leif Döring (Paris VI) and Mladen Savov (Oxford)
- Path regularity of Gaussian processes via small deviations
Probability and Mathematical Statistics 31 (2011), 61-78.
- On the small deviation problem for some iterated processes
Electronic Journal of Probability 14 (2009), 1992-2010.
joint work with Mikhail Lifshits (St. Petersburg)
- Small deviations of general Lévy processes
Annals of Probability 37 (2009), 2066-2092.
joint work with Steffen Dereich (Berlin)
- Small deviations of stable processes and entropy of the associated random operators
Bernoulli 15 (2009), 1305-1334.
joint work with Mikhail Lifshits (St. Petersburg) and Werner Linde (Jena)
- Small deviations of smooth stationary Gaussian processes
Theory of Probability and its Applications 53 (2009), 697-707 (English).
Teoriya Veroyatnostei i ee Primeneniya 53 (2008), 788-798 (Russian).
joint work with I.A. Ibragimov (St. Petersburg), M.A. Lifshits (St. Petersburg), and J.H. van Zanten (Amsterdam)
- A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights
Statistics & Probability Letters 78 (2008), 2300-2307.
- Small deviation probability via chaining
Stochastic Processes and Their Applications 118 (2008), 2344-2368; (extended version)
joint work with Mikhail Lifshits (St. Petersburg)
- Small deviations for stable processes via compactness properties of the parameter set
Statistics & Probability Letters 78 (2008), 577-581.
- Metric entropy and the small deviation problem for stable processes
Probability and Mathematical Statistics 27 (2007), 261-274.
- Small ball probabilities for stable convolutions
ESAIM: Probability & Statistics 11 (2007), 327-343.
joint work with Thomas Simon (Évry)
- On the lower tail probabilities of some random sequences in $l_p$
Journal of Theoretical Probability 20 (2007), 843-858.
Quantization:
Markov chains / Interacting Diffusions, Local Times of Markov processes
Queueing Theory / Telecommunication networks:
- Wait-and-see strategies in polling models
Probability in the Engineering and Informational Sciences 26 (2012), 17-42.
joint work with Sergej Beck and Michael Scheutzow (Berlin)
- F. Aurzada, M. Scheutzow, M. Reisslein, N. Ghazisaidi, and M. Maier.
Capacity and Delay Analysis of
Next-Generation Passive Optical Networks (NG-PONs)
IEEE Transactions on Communications 59 (2011), 1378-1388. (extended version)
- M.P. McGarry, M. Reisslein, F. Aurzada, and M. Scheutzow.
Shortest Propagation Delay (SPD) First Scheduling for EPONs with Heterogeneous Propagation Delays
IEEE Journal on Selected Areas in Communications 28 (2010), 849-862.
- F. Aurzada, M. Scheutzow, M. Reisslein, and M. Maier.
Towards a Fundamental Understanding of the Stability and Delay in WDM EPONs
IEEE/OSA Journal of Optical Communications and Networking 2 (2010), 51-66.
- M.P. McGarry, M. Reisslein, C.J. Colbourn, M. Maier, F. Aurzada, and M. Scheutzow.
Just-in-Time Scheduling for Multichannel EPONs.
IEEE/OSA Journal of Lightwave Technology 26 (2008), 1204-1216.
- F. Aurzada, M. Scheutzow, M. Herzog, M. Reisslein, and M. Maier.
Delay Analysis of Ethernet Passive Optical Networks with Gated Service
OSA Journal of Optical Networking 7 (2008), 25-41.
Teaching
Miscellanea
