Vladas Pipiras
    Research Articles

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      Published or Accepted Papers in Journals and Books

    1. "Convergence of the Weierstrass-Mandelbrot process to Fractional Brownian Motion" (with M. S. Taqqu). Fractals 8 (2000) 369-384.

    2. "The Weierstrass-Mandelbrot process provides a series approximation to the Harmonizable Fractional Stable Motion" (with M. S. Taqqu). In: Fractal Geometry and Stochastics II. Christoph Bandt, Siegfried Graf and Martina Zähle, editors. Birkhäuser, Basel. Series: Progress in Probability. (1999) 161-179.

    3. "Convergence of weighted sums of random variables with long-range dependence" (with M. S. Taqqu). Stochastic Processes and their Applications 90 (2000) 157-174.

    4. "The limit of a renewal-reward process with heavy-tailed rewards is not a linear fractional stable motion" (with M. S. Taqqu). Bernoulli 6 (2000) 607-614.

    5. "Integration questions related to fractional Brownian motion" (with M. S. Taqqu). Probability Theory and their Applications 118 (2000) 251-291.

    6. "Are classes of deterministic integrands for fractional Brownian motion on an interval complete? (with M. S. Taqqu). Bernoulli 7 (2001) 873-897.

    7. "Deconvolution of fractional Brownian motion" (with M. S. Taqqu). Journal of Time Series Analysis 23 (2002) 487-501.

    8. "Decomposition of self-similar stable mixed moving averages" (with M. S. Taqqu). Probability Theory and Related Fields 123 (2002) 412-452.

    9. "The structure of self-similar stable mixed moving averages" (with M. S. Taqqu). The Annals of Probability 30 (2002) 898-932.

    10. "Estimation of the self-similarity parameter in linear fractional stable motion" (with S. Stoev and M. S. Taqqu). Signal Processing 82 (2002) 1873-1901.

    11. "Fractional calculus and its connections to fractional Brownian motion" (with M. S. Taqqu). In P. Doukhan, G. Oppenheim, and M. S. Taqqu, editors, Long-range Dependence: Theory and Applications . Birkhäuser (2003) 165-201.

    12. "Central limit theorems for partial sums of bounded functionals of infinite-variance moving averages" (with M. S. Taqqu). Bernoulli 9 (2003) 833-855.

    13. "Slow, fast and arbitrary growth conditions for renewal reward processes when the renewals and the rewards are heavy-tailed" (with J. Levy and M. S. Taqqu). Bernoulli 9 (2003) 121-163.

    14. "Can continuous-time stationary stable processes have discrete linear representations?" (with P. Abry and M. S. Taqqu). Statistics & Probability Letters 64 (2003) 147-157.

    15. "Dilated fractional stable motions" (with M. S. Taqqu). Journal of Theoretical Probability 17 (2004) 51-84.

    16. "Stable stationary processes related to cyclic flows" (with M. S. Taqqu). The Annals of Probability 32 (2004) 2222-2260.

    17. "Wavelet-type expansion of the Rosenblatt process". The Journal of Fourier Analysis and Applications 10 (2004) 599-634.

    18. "Wavelet-based simulation of fractional Brownian motion revisited". Applied and Computational Harmonic Analysis 19(1) (2005) 49-60.

    19. "Wavelet-based synthesis of the Rosenblatt process" (with P. Abry). Signal Processing 86 (2006) 2326--2339.

    20. "Integral representations of periodic and cyclic fractional stable motions" (with M. S. Taqqu). Electronic Journal of Probability 12 (2007) 181-206.

    21. "On rank estimation in symmetric matrices: the case of indefinite matrix estimators" (with S. Donald and N. Fortuna). Econometric Theory 23 (2007) 1217–1232.

    22. "Heavy traffic methods in wireless systems: towards modeling heavy tails and long range dependence" (with R. Buche, A. Ghosh and J. Zhang). IMA Volumes in Mathematics and its Applications Series, Vol. 143: Wireless Communications, Springer-Verlag (2007) 53-74.

    23. "Nonminimal sets, their projections and integral representations of stable processes". Stochastic Processes and Their Applications 117 (2007) 1285-1302.

    24. "Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation" (with P. Abry and M. S. Taqqu). Bernoulli 13 (2007) 1091–1123.

    25. "Identification of periodic and cyclic fractional stable motions" (with M. S. Taqqu). Annales de L'Institute Henry Poincare 44 (2008) 612-637.

    26. "Small and large scale asymptotics of some Levy stochastic integrals" (with M. S. Taqqu). Methodology and Computing in Applied Probability 10 (2008) 299–314.

    27. "Gaussian stationary processes: adaptive wavelet decompositions, discrete approximations and their convergence" (with G. Didier). Journal of Fourier Analysis and Applications 14 (2008) 203-234.

    28. "Semi-additive functionals and cocycles in the context of self-similarity" (with M. S. Taqqu). To appear in Discussiones Mathematicae Probability and Statistics.

    29. "Long range dependence, unbalanced Haar wavelet transformation and changes in mean level" (with C. Baek). To appear in Int. J. of Wavelets, Multiresolution and Information Processing.

      Conference Papers

    30. "Extreme values, heavy tails and linearization effect: a contribution to empirical multifractal analysis" (with P. Abry and H. Wendt). Proceedings of GRETSI 2007 conference.

    31. "Heavy traffic limits in a wireless queueing model with long range dependence" (with R. Buche and A. Ghosh). Proceedings of 2007 IEEE Conference on Decision and Control.

      Working Papers (Email me if you would like to have any of these.)

    32. "Long range dependence analysis of internet traffic" (with F. Hernandez-Campos, L. Le, J. S. Marron, C. Park, J. Park, F. D. Smith, R. L. Smith, M. Trevero, and Z. Zhu).

    33. "Local and global rank tests for multivariate varying-coefficient models" (with S. Donald and N. Fortuna).

    34. "On rank estimation in semidefinite matrices" (with S. Donald and N. Fortuna).

    35. "Adaptive wavelet decompositions of stationary time series" (with G. Didier).

    36. "Integral representations of operator fractional Brownian motions" (with G. Didier).

    37. "Exponents and symmetry groups of operator fractional Brownian motions" (with G. Didier).

    38. "Second order properties of distribution tails and estimation of tail exponents in random difference equations" (with C. Baek, H. Wendt and P. Abry). Preprint.

    39. "Estimation of parameters in heavy-tailed distribution when its second order tail exponent is known" (with C. Baek). Preprint.

    40. "Heavy traffic approximations of a queue with varying service rates and general arrivals" (with R. Buche and A. Ghosh).

    41. "Multifractal random walks as fractional Wiener integrals" (with P. Abry, P. Chainais and L. Coutin).

      Unpubished Papers

    42. "On the usefulness of wavelet-based simulation of fractional Brownian motion". Preprint.

    Last modified: November, 2008

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