Patrik Albin

Associate Professor at Analysis and Probability Theory

Associate professor in mathematical statistics

Source: chalmers.se
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Showing 24 publications

2024

Problems and Solutions in Stochastic Calculus with Applications

Patrik Albin, K. Hamza, Fima C. Klebaner
Book
2023

On the Asymptotic Behaviour of Superexponential Lévy Processes

Patrik Albin, Mattias Sunden
ESAIM - Probability and Statistics. Vol. 27, p. 810-840
Journal article
2018

On extreme value theory for group stationary Gaussian processes

Patrik Albin
ESAIM - Probability and Statistics. Vol. 22, p. 1-18
Journal article
2018

On covariance functions with slowly or regularly varying modulo of continuity

Patrik Albin
Statistics and Probability Letters. Vol. 138, p. 177-182
Journal article
2016

Extremes and limit theorems for difference of chi-type processes

Patrik Albin, Enkelejd Hashorva, Lanpeng Ji et al
ESAIM - Probability and Statistics. Vol. 20, p. 349-366
Journal article
2010

A New Proof of an Old Result by Pickands

Patrik Albin, H. Choi
Electronic Communications in Probability. Vol. 15, p. 339-345
Journal article
2009

On the extremes of Lévy Processes Part II

Mattias Sunden, Patrik Albin
Report
2009

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

Patrik Albin, Mattias Sunden
Stochastic Processes and their Applications. Vol. 119 (1), p. 281-304
Journal article
2008

A note on the closure of convolution power mixtures (random sums) of exponential distributions

Patrik Albin
Journal of the Australian Mathematical Society. Vol. 84 (1), p. 1-7
Journal article
2008

A continuous non-Brownian motion martingale with Brownian motion marginal distributions

Patrik Albin
Statistics and Probability Letters. Vol. 78 (6), p. 682-686
Journal article
2005

On lower tail probabilities of positive random sums

Patrik Albin
Extremes. Vol. 7 (3), p. 199-220
Journal article
2004

On a test statistic for linear trend

Patrik Albin
Extremes. Vol. 6 (3), p. 247-258
Journal article
2004

On overload in a storage model, with a self-similar and infinitely divisible input

Patrik Albin
Annals of Applied Probability. Vol. 14 (2), p. 820-844
Journal article
2004

On sampling of stationary increments processes

Patrik Albin
Annals of Applied Probability. Vol. 14 (4), p. 2016-2037
Journal article
2000

On extremes and streams of upcrossings

Patrik Albin
Preprint
2000

On the asymptotic distribution of a statistic for test of appearance of linear trend

Patrik Albin, B Carlsson, D. Jarusková
Preprint
1997

A note on Rosenblatt distributions

Patrik Albin
Preprint

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