J.M.P. Albin

494 total citations
25 papers, 323 citations indexed

About

J.M.P. Albin is a scholar working on Finance, Mathematical Physics and Management Science and Operations Research. According to data from OpenAlex, J.M.P. Albin has authored 25 papers receiving a total of 323 indexed citations (citations by other indexed papers that have themselves been cited), including 20 papers in Finance, 10 papers in Mathematical Physics and 6 papers in Management Science and Operations Research. Recurrent topics in J.M.P. Albin's work include Stochastic processes and financial applications (17 papers), Financial Risk and Volatility Modeling (16 papers) and Stochastic processes and statistical mechanics (8 papers). J.M.P. Albin is often cited by papers focused on Stochastic processes and financial applications (17 papers), Financial Risk and Volatility Modeling (16 papers) and Stochastic processes and statistical mechanics (8 papers). J.M.P. Albin collaborates with scholars based in Sweden, United States and Czechia. J.M.P. Albin's co-authors include Daniela Jarušková, Hyemi Choi, Gennady Samorodnitsky, Enkelejd Hashorva, Lanpeng Ji and M. R. Leadbetter and has published in prestigious journals such as The Annals of Probability, Stochastic Processes and their Applications and The Annals of Applied Probability.

In The Last Decade

J.M.P. Albin

23 papers receiving 294 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
J.M.P. Albin Sweden	11	238	114	103	82	36	25	323
Rimas Norvaiša Lithuania	8	133 0.6×	81 0.7×	59 0.6×	55 0.7×	59 1.6×	36	262
Alfredas Račkauskas Lithuania	12	204 0.9×	140 1.2×	147 1.4×	153 1.9×	62 1.7×	70	419
Zongfei Fu China	9	155 0.7×	75 0.7×	150 1.5×	178 2.2×	21 0.6×	9	294
M.C.A. van Zuijlen Netherlands	10	137 0.6×	79 0.7×	79 0.8×	210 2.6×	26 0.7×	52	365
Peter Sarkoci Austria	10	134 0.6×	38 0.3×	200 1.9×	128 1.6×	33 0.9×	25	384
Yashaswini Mittal United States	7	83 0.3×	38 0.3×	69 0.7×	87 1.1×	18 0.5×	10	312
Marie Kratz France	11	212 0.9×	72 0.6×	122 1.2×	65 0.8×	36 1.0×	46	440
Tommi Sottinen Finland	13	364 1.5×	55 0.5×	32 0.3×	43 0.5×	17 0.5×	36	467
R. Cairoli Switzerland	5	187 0.8×	138 1.2×	54 0.5×	37 0.5×	112 3.1×	7	354
Nathalie Eisenbaum France	10	157 0.7×	166 1.5×	49 0.5×	72 0.9×	42 1.2×	32	268

Countries citing papers authored by J.M.P. Albin

Since Specialization

Citations

This map shows the geographic impact of J.M.P. Albin's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by J.M.P. Albin with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites J.M.P. Albin more than expected).

Fields of papers citing papers by J.M.P. Albin

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by J.M.P. Albin. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by J.M.P. Albin. The network helps show where J.M.P. Albin may publish in the future.

Co-authorship network of co-authors of J.M.P. Albin

This figure shows the co-authorship network connecting the top 25 collaborators of J.M.P. Albin. A scholar is included among the top collaborators of J.M.P. Albin based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with J.M.P. Albin. J.M.P. Albin is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

Albin, J.M.P. & Hyemi Choi. (2010). A new proof of an old result by Pickands. Electronic Communications in Probability. 15(none). 16 indexed citations

Albin, J.M.P., et al.. (2008). On the asymptotic behaviour of Lévy processes, Part I: Subexponential and exponential processes. Stochastic Processes and their Applications. 119(1). 281–304. 31 indexed citations

Albin, J.M.P.. (2008). A NOTE ON THE CLOSURE OF CONVOLUTION POWER MIXTURES (RANDOM SUMS) OF EXPONENTIAL DISTRIBUTIONS. Journal of the Australian Mathematical Society. 84(1). 1–7. 18 indexed citations

Albin, J.M.P.. (2007). A continuous non-Brownian motion martingale with Brownian motion marginal distributions. Statistics & Probability Letters. 78(6). 682–686. 14 indexed citations

Albin, J.M.P.. (2004). On sampling of stationary increment processes. The Annals of Applied Probability. 14(4). 1 indexed citations

Albin, J.M.P. & Gennady Samorodnitsky. (2004). On overload in a storage model, with a self-similar and infinitely divisible input. The Annals of Applied Probability. 14(2). 8 indexed citations

Albin, J.M.P. & Daniela Jarušková. (2003). On a Test Statistic for Linear Trend. Extremes. 6(3). 247–258. 18 indexed citations

Albin, J.M.P.. (2001). On extremes and streams of upcrossings. Stochastic Processes and their Applications. 94(2). 271–300. 3 indexed citations

Albin, J.M.P.. (2000). Extremes and upcrossing intensities for P-differentiable stationary processes. Stochastic Processes and their Applications. 87(2). 199–234. 6 indexed citations

10.

Albin, J.M.P.. (1999). Extremes of totally skewed α-stable processes11Research supported by `Naturvetenskapliga Forskningsrådet Contract F-AA/MA 9207-307, and by Office of Naval Research Grant N00014-93-1-0043.. Stochastic Processes and their Applications. 79(2). 185–212. 5 indexed citations

11.

Albin, J.M.P. & M. R. Leadbetter. (1999). Asymptotic Behavior of Conditional Laws and Moments of $\infty$-Stable Random Vectors, with Application to Upcrossing Intensities. The Annals of Probability. 27(3). 2 indexed citations

12.

Albin, J.M.P.. (1998). On extremal theory for self-similar processes. The Annals of Probability. 26(2). 30 indexed citations

13.

Albin, J.M.P.. (1998). A note on Rosenblatt distributions. Statistics & Probability Letters. 40(1). 83–91. 20 indexed citations

14.

Albin, J.M.P.. (1995). Upper and lower classes for L2 - and Lp-norms of Brownian motion and norms of α-stable motion. Stochastic Processes and their Applications. 58(1). 91–103. 3 indexed citations

15.

Albin, J.M.P.. (1994). On the Upper and Lower Classes for a Stationary Gaussian Stochastic Process. The Annals of Probability. 22(1). 7 indexed citations

16.

Albin, J.M.P.. (1993). Extremes of diffusions over fixed intervals. Stochastic Processes and their Applications. 48(2). 211–235. 3 indexed citations

17.

Albin, J.M.P.. (1993). Extremes of totally skewed stable motion. Statistics & Probability Letters. 16(3). 219–224. 10 indexed citations

18.

Albin, J.M.P.. (1993). Upper and Lower Classes for Gaussian Random Fields and the General Lil. Theory of Probability and Its Applications. 37(1). 3–6. 2 indexed citations

19.

Albin, J.M.P.. (1992). On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in Rn and Hilbert space. Stochastic Processes and their Applications. 41(1). 1–31. 15 indexed citations

20.

Albin, J.M.P.. (1992). Extremes and crossings for differentiable stationary processes with application to Gaussian processes in Rm and Hilbert space. Stochastic Processes and their Applications. 42(1). 119–147. 10 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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