Publications of Michael B. Marcus (2000-2008)
- 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.
- 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.
- Infinite divisibility of Gaussian squares with non-zero means, (with Jay Rosen), ECP, 13, (2008) 364-376.
- Non normal CLTs for functions of the increments of Gaussian
processes with convex increment's variance, (with Jay Rosen), submitted for publication.
- CLT for L^p moduli of continuity of Gaussian processes, (with Jay Rosen), Stochastic Processes and their Applications, 118, (2008) 1107-1135.
- 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.
- Markov Process, Gaussian Processes and Local Times, (with Jay Rosen), Cambridge studies in advanced mathematics,
100, Cambridge University Press, Cambridge, England (2006).
- 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.
- Two results on the continuity and boundedness of stochastic convolutions, (with S. Kwapien and J. Rosinski),
Ann. Institut Henri Poincaire, 5, (2006) 553-566.
- 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).
- Local times on curves, Proceedings of the third
international conference on high dimensional probability, Progress in Probability,
Birkhauser, Switzerland 193--202 Vol. 55 (2003).
- 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).
- Continuity and boundedness of infinitely divisible processes:
a Poisson point process approach, (with J.Rosinski), J. Theoret. Prob., vol. 18, 109-160 (2005).
- New perspectives on Ray's theorem for the local times of diffusions, (with J. Rosen),
Annals of Probab., 31 (2003), 882-913.
- L^1 norm of infinitely divisible random vectors and certain
stochastic integrals, (with J. Rosinski), ECP, vol. 6, (2001), 15--29.
- 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.
- 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.
- The most visited sites of certian Levy processes, J. Theoret.
Probab., 14 (2001), 867--886.
-
A Ray-Knight theorem for symmetric Markov processes,
(with N. Eisenbaum, H. Kaspi, J. Rosen and Z. Shi), Ann. Probab., 28 (2000), 1781--1796.