Gennady Samorodnitsky

Operations Research and Information Engineering (ORIE)

Gennady Samorodnitsky received his B.S. in 1978 from the Moscow Steel and Alloys Institute, USSR, his M.S. and his D. Sc. 1986 from Technion, Israel in 1983. He joined the School of Operations Research and Industrial Engineering in 1988. After completing his doctorate, Samorodnitsky spent two years as a visiting professor, first at the University of North Carolina at Chapel Hill and then at Boston University.

  • Adler, R J., Gennady Samorodnitsky, J E Taylor. 2013. "High level excursion set geometry for non-Gaussian infinitely divisible random fields." Annals of Probability 41 (1): 134-169.
  • Nguyen, T., Gennady Samorodnitsky. 2012. "Tail Inference: where does the tail begin?."Extremes 15 (4): 437-461.
  • Chakrabarty, A., Gennady Samorodnitsky. 2012. "Understanding Heavy Tails in a Bounded World or, is a Truncated Heavy Tail Heavy or Not?." Stochastic Models 28 (1): 109-143.
  • Grabchak, M., Gennady Samorodnitsky. 2010. "Do financial returns have finite or infinite variance? A paradox and an explanation." Quantitative Finance 10 (8): 883-893.
  • Samorodnitsky, Gennady. 2004. "Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes." Annals of Probability32 (2): 1438-1468.