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## Rosen, Jay S.

Compute Distance To:
 Author ID: rosen.jay-s Published as: Rosen, J.; Rosen, J. S.; Rosen, Jay; Rosen, Jay S. External Links: MGP
 Documents Indexed: 119 Publications since 1975, including 5 Books
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#### Co-Authors

 35 single-authored 39 Marcus, Michael B. 10 Zeitouni, Ofer 9 Dembo, Amir 9 Peres, Yuval 8 Chen, Xia 7 Bass, Richard F. 6 Ellis, Richard Salisbury 4 Le Jan, Yves 3 Belius, David 3 Révész, Pál 3 Shi, Zhan 2 Chavel, Isaac 2 Csáki, Endre 2 Feldman, Edgar A. 2 Fitzsimmons, Patrick J. 2 Kaspi, Haya 2 Le Gall, Jean-François 2 Li, Wenbo V. 2 Simon, Barry 1 Adler, Robert Joseph 1 Deuschel, Jean-Dominique 1 Eisenbaum, Nathalie 1 Földes, Antónia 1 Geman, Donald Jay 1 Horowitz, Joseph 1 Kogan, Hana 1 Newman, Charles Michael 1 Shieh, Narn-Rueih 1 Yor, Marc
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#### Serials

 35 The Annals of Probability 11 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 11 Electronic Journal of Probability 10 Stochastic Processes and their Applications 3 Memoirs of the American Mathematical Society 3 Transactions of the American Mathematical Society 2 Communications in Mathematical Physics 2 Periodica Mathematica Hungarica 2 Probability Theory and Related Fields 2 Journal of Theoretical Probability 2 Electronic Communications in Probability 1 Stochastics 1 Acta Mathematica 1 Duke Mathematical Journal 1 Journal of Applied Probability 1 Journal of Combinatorial Theory. Series A 1 Journal of Multivariate Analysis 1 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 1 Advances in Applied Mathematics 1 Bulletin of the American Mathematical Society. New Series 1 Stochastics and Stochastics Reports 1 Annals of Mathematics. Second Series 1 Stochastics and Dynamics 1 Cambridge Studies in Advanced Mathematics 1 Communications on Stochastic Analysis
all top 5

#### Fields

 116 Probability theory and stochastic processes (60-XX) 8 Measure and integration (28-XX) 3 Global analysis, analysis on manifolds (58-XX) 3 Statistical mechanics, structure of matter (82-XX) 2 Functional analysis (46-XX) 2 Quantum theory (81-XX) 1 Combinatorics (05-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Partial differential equations (35-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Statistics (62-XX) 1 Optics, electromagnetic theory (78-XX)

#### Citations contained in zbMATH Open

97 Publications have been cited 1,008 times in 596 Documents Cited by Year
Markov processes, Gaussian processes, and local times. Zbl 1129.60002
Marcus, Michael B.; Rosen, Jay
2006
Cover times for Brownian motion and random walks in two dimensions. Zbl 1068.60018
Dembo, Amir; Peres, Yuval; Rosen, Jay; Zeitouni, Ofer
2004
The range of stable random walks. Zbl 0729.60066
Le Gall, Jean-François; Rosen, Jay
1991
A local time analysis of intersections of Brownian paths in the plane. Zbl 0536.60046
Geman, Donald; Horowitz, Joseph; Rosen, Jay
1984
Thick points for planar Brownian motion and the Erdős-Taylor conjecture on random walk. Zbl 1008.60063
Dembo, Amir; Peres, Yuval; Rosen, Jay; Zeitouni, Ofer
2001
Sample path properties of the local times of strongly symmetric Markov processes via Gaussian processes. Zbl 0762.60068
Marcus, Michael B.; Rosen, Jay
1992
Limit theorems for sums of dependent random variables occurring in statistical mechanics. II: Conditioning, multiple phases, and metastability. Zbl 0404.60096
Ellis, Richard S.; Newman, Charles M.; Rosen, Jay S.
1980
A Ray-Knight theorem for symmetric Markov processes. Zbl 1044.60064
Eisenbaum, Nathalie; Kaspi, Haya; Marcus, Michael B.; Rosen, Jay; Shi, Zhan
2000
Self-intersections of random fields. Zbl 0536.60066
Rosen, Jay
1984
The intersection local time of fractional Brownian motion in the plane. Zbl 0633.60057
Rosen, Jay
1987
A local time approach to the self-intersections of Brownian paths in space. Zbl 0534.60070
Rosen, Jay
1983
$$p$$-variation of the local times of symmetric stable processes and of Gaussian processes with stationary increments. Zbl 0762.60069
Marcus, Michael B.; Rosen, Jay
1992
Sobolev inequalities for weight spaces and supercontractivity. Zbl 0344.46072
Rosen, Jay
1976
Large deviations for local times of stable processes and stable random walks in 1 dimension. Zbl 1109.60016
Chen, Xia; Li, Wenbo V.; Rosen, Jay
2005
Thick points for spatial Brownian motion: multifractal analysis of occupation measure. Zbl 1130.60311
Dembo, Amir; Peres, Yuval; Rosen, Jay; Zeitouni, Ofer
2000
Late points for random walks in two dimensions. Zbl 1100.60057
Dembo, Amir; Peres, Yuval; Rosen, Jay; Zeitouni, Ofer
2006
Laplace’s method for Gaussian integrals with an application to statistical mechanics. Zbl 0499.60031
Ellis, Richard S.; Rosen, Jay S.
1982
Asymptotic analysis of Gaussian integrals. I: Isolated minimum points. Zbl 0521.28009
Ellis, Richard S.; Rosen, Jay S.
1982
Asymptotic analysis of Gaussian integrals. II: Manifold of minimum points. Zbl 0532.28013
Ellis, Richard S.; Rosen, Jay S.
1981
Tanaka’s formula and renormalization for intersections of planar Brownian motion. Zbl 0617.60079
Rosen, Jay
1986
Moderate deviations and laws of the iterated logarithm for the renormalized self-intersection local times of planar random walks. Zbl 1112.60016
Bass, Richard F.; Chen, Xia; Rosen, Jay
2006
Joint continuity of the intersection local times of Markov processes. Zbl 0622.60084
Rosen, Jay
1987
Large deviations for Riesz potentials of additive processes. Zbl 1181.60035
Bass, Richard; Chen, Xia; Rosen, Jay
2009
Thin points for Brownian motion. Zbl 0977.60073
Dembo, Amir; Peres, Yuval; Rosen, Jay; Zeitouni, Ofer
2000
Laws of the iterated logarithm for the local times of symmetric Lévy processes and recurrent random walks. Zbl 0815.60073
Marcus, Michael B.; Rosen, Jay
1994
The number of product-weighted lead codes for ballots and its relation to the Ursell functions of the linear Ising model. Zbl 0339.05009
Rosen, Jay
1976
Large deviations for renormalized self-intersection local times of stable processes. Zbl 1087.60060
Bass, Richard; Chen, Xia; Rosen, Jay
2005
Derivatives of self-intersection local times. Zbl 1063.60110
Rosen, Jay
2005
Occupation time large deviations for critical branching Brownian motion, super-Brownian motion and related processes. Zbl 0962.60013
Deuschel, Jean-Dominique; Rosen, Jay
1998
Gaussian chaos and sample path properties of additive functionals of symmetric Markov processes. Zbl 0862.60065
Marcus, Michael B.; Rosen, Jay
1996
Intersection local times of all orders for Brownian and stable density processes – construction, renormalisation and limit laws. Zbl 0778.60054
Adler, Robert J.; Rosen, Jay S.
1993
Random walks and intersection local time. Zbl 0717.60057
Rosen, Jay
1990
Multiple points of Lévy processes. Zbl 0684.60057
Le Gall, Jean-François; Rosen, Jay S.; Shieh, Narn-Rueih
1989
Exponential asymptotics for intersection local times of stable processes and random walks. Zbl 1077.60027
Chen, Xia; Rosen, Jay
2005
Joint continuity of renormalized intersection local times. Zbl 0867.60049
Rosen, Jay S.
1996
A representation for the intersection local time of Brownian motion in space. Zbl 0561.60086
Rosen, Jay
1985
Brownian motion on compact manifolds: cover time and late points. Zbl 1063.58021
Dembo, Amir; Peres, Yuval; Rosen, Jay
2003
Renormalized self-intersection local times and Wick power chaos processes. Zbl 1230.60005
Marcus, Michael B.; Rosen, Jay
1999
Renormalization and limit theorems for self-intersections of superprocesses. Zbl 0760.60024
Rosen, Jay
1992
Large deviations and renormalization for Riesz potentials of stable intersection measures. Zbl 1226.60042
Chen, Xia; Rosen, Jay
2010
A random walk proof of the Erdős-Taylor conjecture. Zbl 1098.60045
Rosen, Jay
2005
Laws of the iterated logarithm for intersections of random walks on $$Z^ 4$$. Zbl 0870.60065
Marcus, Michael B.; Rosen, Jay
1997
Logarithmic averages for the local times of recurrent random walks and Lévy processes. Zbl 0853.60059
Marcus, Michael B.; Rosen, Jay
1995
Fluctuations in $$P(\varphi)_1$$ processes. Zbl 0337.60064
Rosen, Jay; Simon, Barry
1976
Permanental fields, loop soups and continuous additive functionals. Zbl 1316.60075
Le Jan, Yves; Marcus, Michael B.; Rosen, Jay
2015
How large a disc is covered by a random walk in $$n$$ steps? Zbl 1123.60026
Dembo, Amir; Peres, Yuval; Rosen, Jay
2007
Thick points for transient symmetric stable processes. Zbl 0927.60077
Dembo, Amir; Rosen, Jay; Peres, Yuval; Zeitouni, Ofer
1999
An almost sure limit theorem for Wick powers of Gaussian differences quotients. Zbl 1243.60036
Marcus, Michael B.; Rosen, Jay
2009
Frequently visited sets for random walks. Zbl 1074.60052
Csáki, Endre; Földes, Antónia; Révész, Pál; Rosen, Jay; Shi, Zhan
2005
Laws of the iterated logarithm for triple intersections of three dimensional random walks. Zbl 0890.60065
Rosen, Jay
1997
Laws of the iterated logarithm for the local times of recurrent random walks on $$Z^ 2$$ and of Lévy processes and random walks in the domain of attraction of Cauchy random variables. Zbl 0805.60069
Marcus, Michael B.; Rosen, Jay
1994
Markovian loop soups: permanental processes and isomorphism theorems. Zbl 1312.60091
Fitzsimmons, Patrick J.; Rosen, Jay S.
2014
A sufficient condition for the continuity of permanental processes with applications to local times of Markov processes. Zbl 1329.60273
Marcus, Michael B.; Rosen, Jay
2013
A CLT for the $$L^{2}$$ modulus of continuity of Brownian local time. Zbl 1190.60071
Chen, Xia; Li, Wenbo V.; Marcus, Michael B.; Rosen, Jay
2010
CLT for $$L^p$$ moduli of continuity of Gaussian processes. Zbl 1147.60015
Marcus, Michael B.; Rosen, Jay
2008
$$L^p$$ moduli of continuity of Gaussian processes and local times of symmetric Lévy processes. Zbl 1260.60156
Marcus, Michael B.; Rosen, Jay
2008
Large-time asymptotics for the density of a branching Wiener process. Zbl 1113.60035
Révész, Pál; Rosen, Jay; Shi, Zhan
2005
Dirichlet processes and an intrinsic characterization of renormalized intersection local times. Zbl 0981.60072
Rosen, Jay
2001
Gaussian processes and local times of symmetric Lévy processes. Zbl 0988.60026
Marcus, Michael B.; Rosen, Jay
2001
Second order limit laws for the local times of stable processes. Zbl 0758.60078
Rosen, Jay
1991
Limit laws for the intersection local time of stable processes in $${\mathbb{R}}^ 2$$. Zbl 0636.60079
Rosen, J.
1988
Tightness for the cover time of the two dimensional sphere. Zbl 1434.60222
Belius, David; Rosen, Jay; Zeitouni, Ofer
2020
Barrier estimates for a critical Galton-Watson process and the cover time of the binary tree. Zbl 1447.60133
Belius, David; Rosen, Jay; Zeitouni, Ofer
2019
Intersection local times, loop soups and permanental Wick powers. Zbl 1368.60080
Le Jan, Yves; Marcus, Michael B.; Rosen, Jay
2017
Permanental processes. Zbl 1331.60002
Kogan, Hana; Marcus, Michael B.; Rosen, Jay
2011
A stochastic calculus proof of the CLT for the $$L^2$$ modulus of continuity of local time. Zbl 1219.60028
Rosen, Jay
2011
An almost sure invariance principle for the range of planar random walks. Zbl 1085.60018
Bass, Richard F.; Rosen, Jay
2005
Thick points for intersections of planar sample paths. Zbl 1007.60077
Dembo, Amir; Peres, Yuval; Rosen, Jay; Zeitouni, Ofer
2002
Joint continuity and a Doob-Meyer type decomposition for renormalized intersection local times. Zbl 0922.60072
Rosen, Jay
1999
$$\Phi$$-variation of the local times of symmetric Lévy processes and stationary Gaussian processes. Zbl 0793.60043
Marcus, Michael B.; Rosen, Jay
1992
The asymptotics of stable sausages in the plane. Zbl 0748.60064
Rosen, Jay
1992
Fluctuations of the Wiener sausage for surfaces. Zbl 0765.58034
Chavel, Isaac; Feldman, Edgar; Rosen, Jay
1991
Continuity and singularity of the intersection local time of stable processes in $${\mathbb{R}}^ 2$$. Zbl 0644.60078
Rosen, Jay
1988
Tanaka’s formula for multiple intersections of planar Brownian motion. Zbl 0612.60070
Rosen, Jay
1986
Conditions for permanental processes to be unbounded. Zbl 1386.60331
Marcus, Michael B.; Rosen, Jay
2017
Frequent points for random walks in two dimensions. Zbl 1127.60042
Bass, Richard F.; Rosen, Jay
2007
Additive functionals of several Lévy processes and intersection local times. Zbl 0963.60072
Marcus, Michael B.; Rosen, Jay
1999
Functional laws of the iterated logarithm for local times of recurrent random walks on $$\mathbb{Z}^2$$. Zbl 0913.60052
Csáki, Endre; Révész, Pál; Rosen, Jay
1998
Moment generating functions for local times of symmetric Markov processes and random walks. Zbl 0788.60092
Marcus, Michael B.; Rosen, Jay
1992
$$p$$-variation of the local times of stable processes and intersection local time. Zbl 0796.60078
Rosen, Jay
1992
Moduli of continuity of local times of strongly symmetric Markov processes via Gaussian processes. Zbl 0761.60035
Marcus, Michael B.; Rosen, Jay
1992
Tanaka formulae and renormalization for triple intersections of Brownian motion in the plane. Zbl 0719.60084
Rosen, Jay; Yor, Marc
1991
A renormalized local time for multiple intersections of planar Brownian motion. Zbl 0611.60065
Rosen, Jay
1986
Asymptotics of certain random fields on a circle. Zbl 0486.60044
Ellis, R. S.; Rosen, J. S.
1981
Asymptotic expansions of Gaussian integrals. Zbl 0446.60007
Ellis, Richard S.; Rosen, Jay S.
1980
Permanental processes with kernels that are not equivalent to a symmetric matrix. Zbl 1448.60194
Marcus, Michael B.; Rosen, Jay
2019
Sample path properties of permanental processes. Zbl 1410.60068
Marcus, Michael B.; Rosen, Jay
2018
Permanental random variables, $$M$$-matrices and $$\alpha$$-permanents. Zbl 1382.60034
Marcus, Michael B.; Rosen, Jay
2016
Intersection local times for interlacements. Zbl 1307.60104
Rosen, Jay
2014
Existence of a critical point for the infinite divisibility of squares of Gaussian vectors in $$\mathbb R^{2}$$ with non-zero mean. Zbl 1191.60020
Rosen, Jay S.; Marcus, Michael B.
2009
Moderate deviations for the range of planar random walks. Zbl 1171.60001
Bass, Richard F.; Chen, Xia; Rosen, Jay
2009
An almost sure invariance principle for renormalized intersection local times. Zbl 1084.60021
Bass, Richard F.; Rosen, Jay
2005
p-variation for families of local times on lines. Zbl 0957.60086
Kaspi, Haya; Rosen, Jay
2000
Multiple Wick product chaos processes. Zbl 1105.60304
Marcus, Michael B.; Rosen, Jay
1999
Self-intersections of stable processes in the plane: local times and limit theorems. Zbl 0744.60040
Rosen, Jay S.
1991
Fluctuations of the Wiener sausage for surfaces. Zbl 0658.58043
Chavel, Isaac; Feldman, Edgar; Rosen, Jay
1988
Global support properties of stationary ergodic processes. Zbl 0354.46047
Rosen, Jay; Simon, Barry
1975
Tightness for the cover time of the two dimensional sphere. Zbl 1434.60222
Belius, David; Rosen, Jay; Zeitouni, Ofer
2020
Barrier estimates for a critical Galton-Watson process and the cover time of the binary tree. Zbl 1447.60133
Belius, David; Rosen, Jay; Zeitouni, Ofer
2019
Permanental processes with kernels that are not equivalent to a symmetric matrix. Zbl 1448.60194
Marcus, Michael B.; Rosen, Jay
2019
Sample path properties of permanental processes. Zbl 1410.60068
Marcus, Michael B.; Rosen, Jay
2018
Intersection local times, loop soups and permanental Wick powers. Zbl 1368.60080
Le Jan, Yves; Marcus, Michael B.; Rosen, Jay
2017
Conditions for permanental processes to be unbounded. Zbl 1386.60331
Marcus, Michael B.; Rosen, Jay
2017
Permanental random variables, $$M$$-matrices and $$\alpha$$-permanents. Zbl 1382.60034
Marcus, Michael B.; Rosen, Jay
2016
Permanental fields, loop soups and continuous additive functionals. Zbl 1316.60075
Le Jan, Yves; Marcus, Michael B.; Rosen, Jay
2015
Markovian loop soups: permanental processes and isomorphism theorems. Zbl 1312.60091
Fitzsimmons, Patrick J.; Rosen, Jay S.
2014
Intersection local times for interlacements. Zbl 1307.60104
Rosen, Jay
2014
A sufficient condition for the continuity of permanental processes with applications to local times of Markov processes. Zbl 1329.60273
Marcus, Michael B.; Rosen, Jay
2013
Permanental processes. Zbl 1331.60002
Kogan, Hana; Marcus, Michael B.; Rosen, Jay
2011
A stochastic calculus proof of the CLT for the $$L^2$$ modulus of continuity of local time. Zbl 1219.60028
Rosen, Jay
2011
Large deviations and renormalization for Riesz potentials of stable intersection measures. Zbl 1226.60042
Chen, Xia; Rosen, Jay
2010
A CLT for the $$L^{2}$$ modulus of continuity of Brownian local time. Zbl 1190.60071
Chen, Xia; Li, Wenbo V.; Marcus, Michael B.; Rosen, Jay
2010
Large deviations for Riesz potentials of additive processes. Zbl 1181.60035
Bass, Richard; Chen, Xia; Rosen, Jay
2009
An almost sure limit theorem for Wick powers of Gaussian differences quotients. Zbl 1243.60036
Marcus, Michael B.; Rosen, Jay
2009
Existence of a critical point for the infinite divisibility of squares of Gaussian vectors in $$\mathbb R^{2}$$ with non-zero mean. Zbl 1191.60020
Rosen, Jay S.; Marcus, Michael B.
2009
Moderate deviations for the range of planar random walks. Zbl 1171.60001
Bass, Richard F.; Chen, Xia; Rosen, Jay
2009
CLT for $$L^p$$ moduli of continuity of Gaussian processes. Zbl 1147.60015
Marcus, Michael B.; Rosen, Jay
2008
$$L^p$$ moduli of continuity of Gaussian processes and local times of symmetric Lévy processes. Zbl 1260.60156
Marcus, Michael B.; Rosen, Jay
2008
How large a disc is covered by a random walk in $$n$$ steps? Zbl 1123.60026
Dembo, Amir; Peres, Yuval; Rosen, Jay
2007
Frequent points for random walks in two dimensions. Zbl 1127.60042
Bass, Richard F.; Rosen, Jay
2007
Markov processes, Gaussian processes, and local times. Zbl 1129.60002
Marcus, Michael B.; Rosen, Jay
2006
Late points for random walks in two dimensions. Zbl 1100.60057
Dembo, Amir; Peres, Yuval; Rosen, Jay; Zeitouni, Ofer
2006
Moderate deviations and laws of the iterated logarithm for the renormalized self-intersection local times of planar random walks. Zbl 1112.60016
Bass, Richard F.; Chen, Xia; Rosen, Jay
2006
Large deviations for local times of stable processes and stable random walks in 1 dimension. Zbl 1109.60016
Chen, Xia; Li, Wenbo V.; Rosen, Jay
2005
Large deviations for renormalized self-intersection local times of stable processes. Zbl 1087.60060
Bass, Richard; Chen, Xia; Rosen, Jay
2005
Derivatives of self-intersection local times. Zbl 1063.60110
Rosen, Jay
2005
Exponential asymptotics for intersection local times of stable processes and random walks. Zbl 1077.60027
Chen, Xia; Rosen, Jay
2005
A random walk proof of the Erdős-Taylor conjecture. Zbl 1098.60045
Rosen, Jay
2005
Frequently visited sets for random walks. Zbl 1074.60052
Csáki, Endre; Földes, Antónia; Révész, Pál; Rosen, Jay; Shi, Zhan
2005
Large-time asymptotics for the density of a branching Wiener process. Zbl 1113.60035
Révész, Pál; Rosen, Jay; Shi, Zhan
2005
An almost sure invariance principle for the range of planar random walks. Zbl 1085.60018
Bass, Richard F.; Rosen, Jay
2005
An almost sure invariance principle for renormalized intersection local times. Zbl 1084.60021
Bass, Richard F.; Rosen, Jay
2005
Cover times for Brownian motion and random walks in two dimensions. Zbl 1068.60018
Dembo, Amir; Peres, Yuval; Rosen, Jay; Zeitouni, Ofer
2004
Brownian motion on compact manifolds: cover time and late points. Zbl 1063.58021
Dembo, Amir; Peres, Yuval; Rosen, Jay
2003
Thick points for intersections of planar sample paths. Zbl 1007.60077
Dembo, Amir; Peres, Yuval; Rosen, Jay; Zeitouni, Ofer
2002
Thick points for planar Brownian motion and the Erdős-Taylor conjecture on random walk. Zbl 1008.60063
Dembo, Amir; Peres, Yuval; Rosen, Jay; Zeitouni, Ofer
2001
Dirichlet processes and an intrinsic characterization of renormalized intersection local times. Zbl 0981.60072
Rosen, Jay
2001
Gaussian processes and local times of symmetric Lévy processes. Zbl 0988.60026
Marcus, Michael B.; Rosen, Jay
2001
A Ray-Knight theorem for symmetric Markov processes. Zbl 1044.60064
Eisenbaum, Nathalie; Kaspi, Haya; Marcus, Michael B.; Rosen, Jay; Shi, Zhan
2000
Thick points for spatial Brownian motion: multifractal analysis of occupation measure. Zbl 1130.60311
Dembo, Amir; Peres, Yuval; Rosen, Jay; Zeitouni, Ofer
2000
Thin points for Brownian motion. Zbl 0977.60073
Dembo, Amir; Peres, Yuval; Rosen, Jay; Zeitouni, Ofer
2000
p-variation for families of local times on lines. Zbl 0957.60086
Kaspi, Haya; Rosen, Jay
2000
Renormalized self-intersection local times and Wick power chaos processes. Zbl 1230.60005
Marcus, Michael B.; Rosen, Jay
1999
Thick points for transient symmetric stable processes. Zbl 0927.60077
Dembo, Amir; Rosen, Jay; Peres, Yuval; Zeitouni, Ofer
1999
Joint continuity and a Doob-Meyer type decomposition for renormalized intersection local times. Zbl 0922.60072
Rosen, Jay
1999
Additive functionals of several Lévy processes and intersection local times. Zbl 0963.60072
Marcus, Michael B.; Rosen, Jay
1999
Multiple Wick product chaos processes. Zbl 1105.60304
Marcus, Michael B.; Rosen, Jay
1999
Occupation time large deviations for critical branching Brownian motion, super-Brownian motion and related processes. Zbl 0962.60013
Deuschel, Jean-Dominique; Rosen, Jay
1998
Functional laws of the iterated logarithm for local times of recurrent random walks on $$\mathbb{Z}^2$$. Zbl 0913.60052
Csáki, Endre; Révész, Pál; Rosen, Jay
1998
Laws of the iterated logarithm for intersections of random walks on $$Z^ 4$$. Zbl 0870.60065
Marcus, Michael B.; Rosen, Jay
1997
Laws of the iterated logarithm for triple intersections of three dimensional random walks. Zbl 0890.60065
Rosen, Jay
1997
Gaussian chaos and sample path properties of additive functionals of symmetric Markov processes. Zbl 0862.60065
Marcus, Michael B.; Rosen, Jay
1996
Joint continuity of renormalized intersection local times. Zbl 0867.60049
Rosen, Jay S.
1996
Logarithmic averages for the local times of recurrent random walks and Lévy processes. Zbl 0853.60059
Marcus, Michael B.; Rosen, Jay
1995
Laws of the iterated logarithm for the local times of symmetric Lévy processes and recurrent random walks. Zbl 0815.60073
Marcus, Michael B.; Rosen, Jay
1994
Laws of the iterated logarithm for the local times of recurrent random walks on $$Z^ 2$$ and of Lévy processes and random walks in the domain of attraction of Cauchy random variables. Zbl 0805.60069
Marcus, Michael B.; Rosen, Jay
1994
Intersection local times of all orders for Brownian and stable density processes – construction, renormalisation and limit laws. Zbl 0778.60054
Adler, Robert J.; Rosen, Jay S.
1993
Sample path properties of the local times of strongly symmetric Markov processes via Gaussian processes. Zbl 0762.60068
Marcus, Michael B.; Rosen, Jay
1992
$$p$$-variation of the local times of symmetric stable processes and of Gaussian processes with stationary increments. Zbl 0762.60069
Marcus, Michael B.; Rosen, Jay
1992
Renormalization and limit theorems for self-intersections of superprocesses. Zbl 0760.60024
Rosen, Jay
1992
$$\Phi$$-variation of the local times of symmetric Lévy processes and stationary Gaussian processes. Zbl 0793.60043
Marcus, Michael B.; Rosen, Jay
1992
The asymptotics of stable sausages in the plane. Zbl 0748.60064
Rosen, Jay
1992
Moment generating functions for local times of symmetric Markov processes and random walks. Zbl 0788.60092
Marcus, Michael B.; Rosen, Jay
1992
$$p$$-variation of the local times of stable processes and intersection local time. Zbl 0796.60078
Rosen, Jay
1992
Moduli of continuity of local times of strongly symmetric Markov processes via Gaussian processes. Zbl 0761.60035
Marcus, Michael B.; Rosen, Jay
1992
The range of stable random walks. Zbl 0729.60066
Le Gall, Jean-François; Rosen, Jay
1991
Second order limit laws for the local times of stable processes. Zbl 0758.60078
Rosen, Jay
1991
Fluctuations of the Wiener sausage for surfaces. Zbl 0765.58034
Chavel, Isaac; Feldman, Edgar; Rosen, Jay
1991
Tanaka formulae and renormalization for triple intersections of Brownian motion in the plane. Zbl 0719.60084
Rosen, Jay; Yor, Marc
1991
Self-intersections of stable processes in the plane: local times and limit theorems. Zbl 0744.60040
Rosen, Jay S.
1991
Random walks and intersection local time. Zbl 0717.60057
Rosen, Jay
1990
Multiple points of Lévy processes. Zbl 0684.60057
Le Gall, Jean-François; Rosen, Jay S.; Shieh, Narn-Rueih
1989
Limit laws for the intersection local time of stable processes in $${\mathbb{R}}^ 2$$. Zbl 0636.60079
Rosen, J.
1988
Continuity and singularity of the intersection local time of stable processes in $${\mathbb{R}}^ 2$$. Zbl 0644.60078
Rosen, Jay
1988
Fluctuations of the Wiener sausage for surfaces. Zbl 0658.58043
Chavel, Isaac; Feldman, Edgar; Rosen, Jay
1988
The intersection local time of fractional Brownian motion in the plane. Zbl 0633.60057
Rosen, Jay
1987
Joint continuity of the intersection local times of Markov processes. Zbl 0622.60084
Rosen, Jay
1987
Tanaka’s formula and renormalization for intersections of planar Brownian motion. Zbl 0617.60079
Rosen, Jay
1986
Tanaka’s formula for multiple intersections of planar Brownian motion. Zbl 0612.60070
Rosen, Jay
1986
A renormalized local time for multiple intersections of planar Brownian motion. Zbl 0611.60065
Rosen, Jay
1986
A representation for the intersection local time of Brownian motion in space. Zbl 0561.60086
Rosen, Jay
1985
A local time analysis of intersections of Brownian paths in the plane. Zbl 0536.60046
Geman, Donald; Horowitz, Joseph; Rosen, Jay
1984
Self-intersections of random fields. Zbl 0536.60066
Rosen, Jay
1984
A local time approach to the self-intersections of Brownian paths in space. Zbl 0534.60070
Rosen, Jay
1983
Laplace’s method for Gaussian integrals with an application to statistical mechanics. Zbl 0499.60031
Ellis, Richard S.; Rosen, Jay S.
1982
Asymptotic analysis of Gaussian integrals. I: Isolated minimum points. Zbl 0521.28009
Ellis, Richard S.; Rosen, Jay S.
1982
Asymptotic analysis of Gaussian integrals. II: Manifold of minimum points. Zbl 0532.28013
Ellis, Richard S.; Rosen, Jay S.
1981
Asymptotics of certain random fields on a circle. Zbl 0486.60044
Ellis, R. S.; Rosen, J. S.
1981
Limit theorems for sums of dependent random variables occurring in statistical mechanics. II: Conditioning, multiple phases, and metastability. Zbl 0404.60096
Ellis, Richard S.; Newman, Charles M.; Rosen, Jay S.
1980
Asymptotic expansions of Gaussian integrals. Zbl 0446.60007
Ellis, Richard S.; Rosen, Jay S.
1980
Sobolev inequalities for weight spaces and supercontractivity. Zbl 0344.46072
Rosen, Jay
1976
The number of product-weighted lead codes for ballots and its relation to the Ursell functions of the linear Ising model. Zbl 0339.05009
Rosen, Jay
1976
Fluctuations in $$P(\varphi)_1$$ processes. Zbl 0337.60064
Rosen, Jay; Simon, Barry
1976
Global support properties of stationary ergodic processes. Zbl 0354.46047
Rosen, Jay; Simon, Barry
1975
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#### Cited by 577 Authors

 39 Rosen, Jay S. 29 Xiao, Yimin 24 Chen, Xia 18 Peres, Yuval 16 Marcus, Michael B. 14 Khoshnevisan, Davar 10 Albeverio, Sergio A. 10 Eisenbaum, Nathalie 10 Miller, Jason P. 10 Yan, Litan 10 Zeitouni, Ofer 9 Csáki, Endre 9 Ding, Jian 9 Ellis, Richard Salisbury 9 Hu, Yaozhong 9 Nualart, David 8 Fatalov, Vadim Rolandovich 8 Földes, Antónia 8 Wu, Dongsheng 8 Zhou, Xianyin 7 Bass, Richard F. 7 Bojdecki, Tomasz 7 Dembo, Amir 7 Hu, Xiaoyu 7 Lin, Zhengyan 7 Markowsky, Greg T. 7 Mörters, Peter 7 Révész, Pál 7 Sznitman, Alain-Sol 7 Talarczyk, Anna 6 Bolthausen, Erwin 6 Gorostiza, Luis G. 6 Le Gall, Jean-François 6 Mytnik, Leonid 5 Asselah, Amine 5 Castell, Fabienne 5 Davies, Ian M. 5 den Hollander, Frank 5 Kaspi, Haya 5 König, Wolfgang Dieter 5 Le Jan, Yves 5 Lupu, Titus 5 Song, Jian 5 Streit, Ludwig 5 Truman, Aubrey 5 Yu, Xianye 4 Ait Ouahra, Mohamed 4 Belius, David 4 da Silva, José Luís 4 Deuschel, Jean-Dominique 4 Fleischmann, Klaus 4 Guillotin-Plantard, Nadine 4 Jackson, David M. 4 Kistler, Nicola 4 Okada, Izumi 4 Shao, Qi-Man 4 Shi, Zhan 4 Shieh, Narn-Rueih 4 Tindel, Samy 4 Wachtel, Vitali I. 4 Yang, Xiaochuan 4 Zegarlinski, Boguslaw 4 Zhao, Huaizhong 3 Adler, Robert Joseph 3 Benjamini, Itai 3 Carmona, René A. 3 Cattiaux, Patrick 3 Chen, Chao 3 Cheng, Zongmao 3 Comets, Francis M. 3 Contucci, Pierluigi 3 Croydon, David A. 3 Davies, Edward Brian 3 Dynkin, Evgeniĭ Borisovich 3 Eisele, Karl-Theodor 3 Epstein, Raisa 3 Fedele, Micaela 3 Foondun, Mohammud 3 Gao, Zhiqiang 3 Goulden, Ian P. 3 Hu, Yueyun 3 Imkeller, Peter 3 Jego, Antoine 3 Jung, Paul H. 3 Kong, LingTao 3 Le, Khoa N. 3 Lee, Tzong-Yow 3 Mountford, Thomas S. 3 Oliveira, Maria João 3 Pène, Françoise 3 Popov, Serguei Yu. 3 Rosiński, Jan 3 Ross, Nathan 3 Schapira, Bruno 3 Sghir, Aissa 3 Tarrès, Pierre 3 van den Berg, Michiel 3 Wang, Wensheng 3 Wilson, David Bruce 3 Zhang, Rongmao ...and 477 more Authors
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#### Cited in 129 Serials

 80 The Annals of Probability 77 Stochastic Processes and their Applications 51 Probability Theory and Related Fields 29 Statistics & Probability Letters 29 Journal of Theoretical Probability 21 Communications in Mathematical Physics 18 Journal of Statistical Physics 18 Journal of Functional Analysis 16 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 12 Potential Analysis 11 Transactions of the American Mathematical Society 9 The Annals of Applied Probability 9 Infinite Dimensional Analysis, Quantum Probability and Related Topics 8 Electronic Journal of Probability 7 Journal of Mathematical Physics 7 Bernoulli 5 Journal of Mathematical Analysis and Applications 5 Theoretical and Mathematical Physics 5 Science China. Mathematics 4 Lithuanian Mathematical Journal 4 Proceedings of the American Mathematical Society 4 Studies in Applied Mathematics 4 Stochastic Analysis and Applications 4 Science in China. Series A 4 Electronic Communications in Probability 4 Stochastics and Dynamics 3 Discrete Mathematics 3 Journal of Combinatorial Theory. Series A 3 Acta Applicandae Mathematicae 3 Acta Mathematicae Applicatae Sinica. English Series 3 Random Operators and Stochastic Equations 3 Acta Mathematica Sinica. English Series 3 Stochastics 2 Advances in Applied Probability 2 Communications on Pure and Applied Mathematics 2 Periodica Mathematica Hungarica 2 Problems of Information Transmission 2 Ukrainian Mathematical Journal 2 Journal of Multivariate Analysis 2 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 2 Chinese Annals of Mathematics. Series B 2 Acta Mathematica Hungarica 2 Bulletin of the American Mathematical Society. New Series 2 Stochastics and Stochastics Reports 2 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 2 Annales Mathématiques Blaise Pascal 2 Abstract and Applied Analysis 2 Mathematical Physics, Analysis and Geometry 2 Wuhan University Journal of Natural Sciences (WUJNS) 2 Journal of the European Mathematical Society (JEMS) 2 Brazilian Journal of Probability and Statistics 2 Journal of the Korean Statistical Society 2 Frontiers of Mathematics in China 2 Modern Stochastics. Theory and Applications 1 Bulletin of the Australian Mathematical Society 1 The Canadian Journal of Statistics 1 Computers & Mathematics with Applications 1 Inverse Problems 1 Journal d’Analyse Mathématique 1 Mathematical Notes 1 Mathematical Proceedings of the Cambridge Philosophical Society 1 Metrika 1 Reports on Mathematical Physics 1 Stochastics 1 Theory of Probability and its Applications 1 Acta Mathematica 1 Advances in Mathematics 1 Annales Scientifiques de l’Université de Clermont-Ferrand II. Mathématiques 1 Archiv der Mathematik 1 Journal of Applied Probability 1 Journal of Differential Equations 1 Journal of Econometrics 1 Journal of the London Mathematical Society. Second Series 1 Journal of the Mathematical Society of Japan 1 Journal of Soviet Mathematics 1 Mathematische Zeitschrift 1 Memoirs of the American Mathematical Society 1 Monatshefte für Mathematik 1 Nagoya Mathematical Journal 1 Scandinavian Actuarial Journal 1 Siberian Mathematical Journal 1 Topology and its Applications 1 Advances in Applied Mathematics 1 Journal of Information & Optimization Sciences 1 Systems & Control Letters 1 Rendiconti di Matematica e delle sue Applicazioni. Serie VII 1 Insurance Mathematics & Economics 1 Applied Mathematics and Mechanics. (English Edition) 1 Physica D 1 Constructive Approximation 1 Revista Matemática Iberoamericana 1 Journal of the American Mathematical Society 1 Mathematical and Computer Modelling 1 The Journal of Geometric Analysis 1 Geometric and Functional Analysis. GAFA 1 Aequationes Mathematicae 1 Communications in Statistics. Theory and Methods 1 Linear Algebra and its Applications 1 SIAM Journal on Mathematical Analysis 1 Expositiones Mathematicae ...and 29 more Serials
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#### Cited in 42 Fields

 546 Probability theory and stochastic processes (60-XX) 75 Statistical mechanics, structure of matter (82-XX) 45 Measure and integration (28-XX) 31 Partial differential equations (35-XX) 27 Combinatorics (05-XX) 23 Quantum theory (81-XX) 19 Functional analysis (46-XX) 15 Operator theory (47-XX) 13 Dynamical systems and ergodic theory (37-XX) 10 Statistics (62-XX) 9 Real functions (26-XX) 8 Number theory (11-XX) 7 Global analysis, analysis on manifolds (58-XX) 7 Fluid mechanics (76-XX) 6 Harmonic analysis on Euclidean spaces (42-XX) 5 Computer science (68-XX) 5 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Biology and other natural sciences (92-XX) 4 Linear and multilinear algebra; matrix theory (15-XX) 4 Potential theory (31-XX) 4 Approximations and expansions (41-XX) 4 Numerical analysis (65-XX) 3 Functions of a complex variable (30-XX) 3 Difference and functional equations (39-XX) 3 Mechanics of particles and systems (70-XX) 3 Information and communication theory, circuits (94-XX) 2 History and biography (01-XX) 2 Order, lattices, ordered algebraic structures (06-XX) 2 Ordinary differential equations (34-XX) 2 Abstract harmonic analysis (43-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Systems theory; control (93-XX) 1 Associative rings and algebras (16-XX) 1 Group theory and generalizations (20-XX) 1 Topological groups, Lie groups (22-XX) 1 Integral transforms, operational calculus (44-XX) 1 Integral equations (45-XX) 1 Convex and discrete geometry (52-XX) 1 Mechanics of deformable solids (74-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Relativity and gravitational theory (83-XX) 1 Operations research, mathematical programming (90-XX)