Publications of Michael B. Marcus (2000-2008)

1. A CLT for the $L^{2}$ modulus of continuity of of Brownian local time, with Xia Chen, Wenbo Li and Jay Rosen, submitted for publication.
2. Existence of a critical point for the infinite divisibility of squares of Gaussian vectors in R^2 with non-zero mean, (with Jay Rosen), submitted for publication.
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3. Infinite divisibility of Gaussian squares with non-zero means, (with Jay Rosen), ECP, 13, (2008) 364-376.
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4. Non normal CLTs for functions of the increments of Gaussian processes with convex increment's variance, (with Jay Rosen), submitted for publication.
5. CLT for L^p moduli of continuity of Gaussian processes, (with Jay Rosen), Stochastic Processes and their Applications, 118, (2008) 1107-1135.
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6. L^p moduli of continuity of Gaussian processes and local times of symmetric Levy processes, (with Jay Rosen), Annals of Probab., 36, (2008) 594-622.
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7. Markov Process, Gaussian Processes and Local Times, (with Jay Rosen), Cambridge studies in advanced mathematics, 100, Cambridge University Press, Cambridge, England (2006).
8. Book review: Dark hero of the information age: In search of Norbert Wiener the father of cybernetics, by F. Conway and J. Siegleman, Notices of the AMS, Vol. 53, (2006) 574-579.
9. Two results on the continuity and boundedness of stochastic convolutions, (with S. Kwapien and J. Rosinski), Ann. Institut Henri Poincaire, 5, (2006) 553-566.
10. Proceeding of the third international conference on high dimensional probability, joint editor with J. Hoffmann-Jorgensen and J. Welner, Progress in Probability Series, Birkhauser, Switzerland, Vol. 55, (2003).
11. Local times on curves, Proceedings of the third international conference on high dimensional probability, Progress in Probability, Birkhauser, Switzerland 193--202 Vol. 55 (2003).
12. Sufficient conditions for continuity and boundedness of moving average processes, (with J. Rosinski), to appear in Proceedings of the Conference on Stochastic Inequalities, Progress in Probability, Birkhauser, Switzerland, 113--128 Vol. 56 (2003).
13. Continuity and boundedness of infinitely divisible processes: a Poisson point process approach, (with J.Rosinski), J. Theoret. Prob., vol. 18, 109-160 (2005).
14. New perspectives on Ray's theorem for the local times of diffusions, (with J. Rosen), Annals of Probab., 31 (2003), 882-913.
15. L^1 norm of infinitely divisible random vectors and certain stochastic integrals, (with J. Rosinski), ECP, vol. 6, (2001), 15--29.
16. Gaussian processes and the local times of symmetric Levy processes, (with J. Rosen), In: Levy Processes-Theory and Applications, O. Barnsdorff-Nielsen, T. Mikosch and S. Resnick, eds., Birkhauser, Boston, (2001), 67--88.
17. Probability estimates for lower levels of certain Gaussian processes with stationary increments, In: High Dimensional Probability II, E. Gine, D. Mason and J. Welner Eds., Progress in Probability, Vol. 47, 173--179, (2000), Birkhauser, Boston.
18. The most visited sites of certian Levy processes, J. Theoret. Probab., 14 (2001), 867--886.
19. A Ray-Knight theorem for symmetric Markov processes, (with N. Eisenbaum, H. Kaspi, J. Rosen and Z. Shi), Ann. Probab., 28 (2000), 1781--1796.