Edit Profile (opens in new tab) Ernst, Philip A. Co-Author Distance Author ID: ernst.philip-a Published as: Ernst, Philip A.; Ernst, Philip; Ernst, P. A. more...less External Links: MGP Documents Indexed: 34 Publications since 2013, including 5 Additional arXiv Preprints Co-Authors: 36 Co-Authors with 31 Joint Publications 1,365 Co-Co-Authors all top 5 Co-Authors 3 single-authored 7 Zhou, Quan 5 Rogers, L. C. G. 5 Shepp, Lawrence Alan 4 Huang, Dongzhou 3 Mei, Hongwei 3 Peskir, Goran 2 Franceschi, Sandro 1 Asmussen, Søren 1 Bednarz, Ewelina 1 Brown, Larry 1 Brown, Lawrence David 1 Bruss, Franz Thomas 1 Foster, Dean P. 1 Grigorescu, Ilie 1 Hasenbein, John J. 1 Imerman, Michael B. 1 Kagan, Abram Meerovich 1 Kendall, Wilfrid S. 1 Kimmel, Marek 1 Kurpas, Monika K. 1 Lock Morgan, Kari 1 Osękowski, Adam 1 Pemantle, Robin 1 Roberts, Gareth O. 1 Rosenthal, Jeffrey S. 1 Rubin, Donald Bruce 1 Satopää, Ville A. 1 Shaman, Paul 1 Shepp, Larry 1 Soleymani, Fazlollah 1 Ungar, Lyle H. 1 Viens, Frederi G. 1 Wolpert, Bob 1 Wolpert, Robert L. 1 Wyner, Abraham J. 1 Zhang, Anru all top 5 Serials 7 Stochastic Processes and their Applications 3 Mathematics of Operations Research 3 The Annals of Applied Probability 2 Advances in Applied Probability 2 Journal of Applied Probability 2 Statistics & Probability Letters 1 The Annals of Statistics 1 Biometrika 1 Journal of Multivariate Analysis 1 Journal of Statistical Planning and Inference 1 Operations Research Letters 1 Queueing Systems 1 Numerical Algorithms 1 Statistica Sinica 1 Electronic Communications in Probability 1 Stochastic Models all top 5 Fields 28 Probability theory and stochastic processes (60-XX) 9 Statistics (62-XX) 7 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Systems theory; control (93-XX) 4 Operations research, mathematical programming (90-XX) 2 Functions of a complex variable (30-XX) 2 Partial differential equations (35-XX) 2 Integral equations (45-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Numerical analysis (65-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 20 Publications have been cited 49 times in 48 Documents Cited by ▼ Year ▼ Sequential rerandomization. Zbl 1499.62279 Zhou, Quan; Ernst, Philip A.; Morgan, Kari Lock; Rubin, Donald B.; Zhang, Anru 10 2018 Optimal real-time detection of a drifting Brownian coordinate. Zbl 1476.60078 Ernst, P. A.; Peskir, Goran; Zhou, Q. 6 2020 Yule’s “nonsense correlation” solved! Zbl 1412.60117 Ernst, Philip A.; Shepp, Larry A.; Wyner, Abraham J. 4 2017 Exercising control when confronted by a (Brownian) spider. Zbl 1380.90275 Ernst, Philip 3 2016 Bayesian aggregation of two forecasts in the partial information framework. Zbl 1348.62017 Ernst, Philip; Pemantle, Robin; Satopää, Ville; Ungar, Lyle 3 2016 MEXIT: maximal un-coupling times for stochastic processes. Zbl 1403.60062 Ernst, Philip A.; Kendall, Wilfrid S.; Roberts, Gareth O.; Rosenthal, Jeffrey S. 3 2019 The value of foresight. Zbl 1374.60075 Ernst, Philip A.; Rogers, L. C. G.; Zhou, Quan 2 2017 A Legendre-based computational method for solving a class of Itô stochastic delay differential equations. Zbl 07042049 Ernst, Philip A.; Soleymani, Fazlollah 2 2019 On optimal retirement. Zbl 1311.60061 Ernst, Philip A.; Foster, Dean P.; Shepp, Larry A. 2 2014 Stability and busy periods in a multiclass queue with state-dependent arrival rates. Zbl 1418.90086 Ernst, Philip A.; Asmussen, Søren; Hasenbein, John J. 2 2018 Stationary Gaussian Markov processes as limits of stationary autoregressive time series. Zbl 1358.60056 Ernst, Philip A.; Brown, Lawrence D.; Shepp, Larry; Wolpert, Robert L. 2 2017 Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant. Zbl 1476.60143 Ernst, Philip A.; Franceschi, Sandro; Huang, Dongzhou 2 2021 On occupation times of the first and third quadrants for planar Brownian motion. Zbl 1400.60105 Ernst, Philip A.; Shepp, Larry 1 2017 Asymptotics for the time of ruin in the war of attrition. Zbl 1425.60041 Ernst, Philip A.; Grigorescu, Ilie 1 2017 On the arbitrage price of European call options. Zbl 1378.91119 Ernst, Philip 1 2017 Asymptotic behavior of the occupancy density for obliquely reflected Brownian motion in a half-plane and Martin boundary. Zbl 1482.60109 Ernst, Philip A.; Franceschi, Sandro 1 2021 Quickest real-time detection of a Brownian coordinate drift. Zbl 1499.60129 Ernst, Philip A.; Peskir, Goran 1 2022 Heavy-tailed distributions in branching process models of secondary cancerous tumors. Zbl 1430.60070 Ernst, Philip A.; Kimmel, Marek; Kurpas, Monika; Zhou, Quan 1 2018 On the time for Brownian motion to visit every point on a circle. Zbl 1335.60154 Ernst, Philip; Shepp, Larry 1 2016 The least favorable noise. Zbl 1498.60070 Ernst, Philip A.; Kagan, Abram M.; Rogers, L. C. G. 1 2022 Quickest real-time detection of a Brownian coordinate drift. Zbl 1499.60129 Ernst, Philip A.; Peskir, Goran 1 2022 The least favorable noise. Zbl 1498.60070 Ernst, Philip A.; Kagan, Abram M.; Rogers, L. C. G. 1 2022 Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant. Zbl 1476.60143 Ernst, Philip A.; Franceschi, Sandro; Huang, Dongzhou 2 2021 Asymptotic behavior of the occupancy density for obliquely reflected Brownian motion in a half-plane and Martin boundary. Zbl 1482.60109 Ernst, Philip A.; Franceschi, Sandro 1 2021 Optimal real-time detection of a drifting Brownian coordinate. Zbl 1476.60078 Ernst, P. A.; Peskir, Goran; Zhou, Q. 6 2020 MEXIT: maximal un-coupling times for stochastic processes. Zbl 1403.60062 Ernst, Philip A.; Kendall, Wilfrid S.; Roberts, Gareth O.; Rosenthal, Jeffrey S. 3 2019 A Legendre-based computational method for solving a class of Itô stochastic delay differential equations. Zbl 07042049 Ernst, Philip A.; Soleymani, Fazlollah 2 2019 Sequential rerandomization. Zbl 1499.62279 Zhou, Quan; Ernst, Philip A.; Morgan, Kari Lock; Rubin, Donald B.; Zhang, Anru 10 2018 Stability and busy periods in a multiclass queue with state-dependent arrival rates. Zbl 1418.90086 Ernst, Philip A.; Asmussen, Søren; Hasenbein, John J. 2 2018 Heavy-tailed distributions in branching process models of secondary cancerous tumors. Zbl 1430.60070 Ernst, Philip A.; Kimmel, Marek; Kurpas, Monika; Zhou, Quan 1 2018 Yule’s “nonsense correlation” solved! Zbl 1412.60117 Ernst, Philip A.; Shepp, Larry A.; Wyner, Abraham J. 4 2017 The value of foresight. Zbl 1374.60075 Ernst, Philip A.; Rogers, L. C. G.; Zhou, Quan 2 2017 Stationary Gaussian Markov processes as limits of stationary autoregressive time series. Zbl 1358.60056 Ernst, Philip A.; Brown, Lawrence D.; Shepp, Larry; Wolpert, Robert L. 2 2017 On occupation times of the first and third quadrants for planar Brownian motion. Zbl 1400.60105 Ernst, Philip A.; Shepp, Larry 1 2017 Asymptotics for the time of ruin in the war of attrition. Zbl 1425.60041 Ernst, Philip A.; Grigorescu, Ilie 1 2017 On the arbitrage price of European call options. Zbl 1378.91119 Ernst, Philip 1 2017 Exercising control when confronted by a (Brownian) spider. Zbl 1380.90275 Ernst, Philip 3 2016 Bayesian aggregation of two forecasts in the partial information framework. Zbl 1348.62017 Ernst, Philip; Pemantle, Robin; Satopää, Ville; Ungar, Lyle 3 2016 On the time for Brownian motion to visit every point on a circle. Zbl 1335.60154 Ernst, Philip; Shepp, Larry 1 2016 On optimal retirement. Zbl 1311.60061 Ernst, Philip A.; Foster, Dean P.; Shepp, Larry A. 2 2014 all cited Publications top 5 cited Publications all top 5 Cited by 89 Authors 4 Ernst, Philip A. 3 Hu, Feifang 3 Viens, Frederi G. 2 Buonaguidi, Bruno 2 Cai, Cheng 2 Corcuera, José Manuel 2 De Angelis, Tiziano 2 Di Nunno, Giulia 2 Douissi, Soukaina 2 Es-Sebaiy, Khalifa 2 Huang, Dongzhou 2 Kapelner, Adam 2 Krieger, Abba M. 2 Li, Yang 2 Qin, Yichen 2 Raschel, Kilian 2 Yang, Haoyu 1 Afshari, A. H. 1 Alshahrani, Fatimah 1 Alsmeyer, Gerold 1 Asmussen, Søren 1 Azriel, David A. 1 Babichenko, Yakov 1 Barczy, Mátyás 1 Basrak, Bojan 1 Branson, Zach J. 1 Braunsteins, Peter 1 Burdzy, Krzysztof 1 Ekström, Erik 1 Eldan, Ronen 1 Fajardo, José 1 Foss, Sergey G. 1 Franceschi, Sandro 1 Gapeev, Pavel V. 1 Garber, Dan 1 Grünbaum, Francisco Alberto 1 Harrison, John Michael 1 Hassler, Uwe 1 Hautphenne, Sophie 1 Hosseinkouchack, Mehdi 1 Jaffe, Adam Quinn 1 Johansson, Per-Olov 1 Karatzas, Ioannis 1 Kevei, Péter 1 Krapf, Diego 1 Lee, Youjin 1 Lempa, Jukka 1 Li, Xinran 1 Liang, Mingjie 1 Liu, Hanzhong 1 Liu, Yang 1 Ma, Wei 1 Maraj-Zygmąt, Katarzyna 1 Mikulincer, Dan 1 Minuesa, Carmen 1 Mistryukov, A. V. 1 Mordecki, Ernesto 1 Ogburn, Elizabeth L. 1 Ozawa, Toshihisa 1 Palczewski, Jan 1 Pap, Gyula 1 Pedersen, Jesper Lund 1 Peskir, Goran 1 Pieters, Hester 1 Pitman, Jim William 1 Planinić, Hrvoje 1 Rogers, L. C. G. 1 Salminen, Paavo H. 1 Satopää, Ville A. 1 Schilling, René Leander 1 Schultzberg, Mårten 1 Shao, Stephane 1 Sikora, Grzegorz 1 Szarek, Dawid 1 Tillé, Yves 1 Tohidi, Emran 1 Ushakov, Vadim Gennad’evich 1 Velázquez, Luis 1 Wang, Fan 1 Wang, Jian 1 Wang, Yuhao 1 Wang, Yuqiong 1 Wilkening, Jon A. 1 Wyłomańska, Agnieszka 1 Yan, Minghan 1 Yang, Yin 1 Zhou, Quan 1 Zhu, Ke 1 Zucca, Cristina all top 5 Cited in 31 Serials 10 Stochastic Processes and their Applications 2 Biometrics 2 Journal of the American Statistical Association 2 Queueing Systems 2 Computational Statistics and Data Analysis 2 Electronic Communications in Probability 2 Bernoulli 2 Stochastics 1 Advances in Applied Probability 1 The Canadian Journal of Statistics 1 Journal of Mathematical Biology 1 The Annals of Statistics 1 International Statistical Review 1 Journal of Optimization Theory and Applications 1 Journal of Statistical Planning and Inference 1 Mathematics of Operations Research 1 Operations Research 1 SIAM Journal on Control and Optimization 1 Moscow University Computational Mathematics and Cybernetics 1 Operations Research Letters 1 Numerical Algorithms 1 Combinatorics, Probability and Computing 1 Statistical Papers 1 Computational and Applied Mathematics 1 Statistica Sinica 1 Electronic Journal of Probability 1 International Journal of Theoretical and Applied Finance 1 Decisions in Economics and Finance 1 Stochastic Models 1 Electronic Journal of Statistics 1 Journal of Computational and Graphical Statistics all top 5 Cited in 18 Fields 31 Probability theory and stochastic processes (60-XX) 21 Statistics (62-XX) 6 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Partial differential equations (35-XX) 3 Operations research, mathematical programming (90-XX) 3 Systems theory; control (93-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Numerical analysis (65-XX) 1 Mathematical logic and foundations (03-XX) 1 Measure and integration (28-XX) 1 Special functions (33-XX) 1 Ordinary differential equations (34-XX) 1 Approximations and expansions (41-XX) 1 Integral equations (45-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Quantum theory (81-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Biology and other natural sciences (92-XX) Citations by Year