Publications of Michael B. Marcus (1991-1999)

1. Local times and other continuous additive functionals of Levy processes, Mini-procedings: Conference on Levy processes: theory and applicatons, (1999), 123--130, MaPhySto, Arhus, Denmark.
2. Renormalized self-intersection local times and Wick power chaos processes, (with J. Rosen), Memoirs of the American Math. Soc., 142, (1999), Number 675.
3. Additive functionals of several Levy processes and self-intersection local times, (with J. Rosen), Annals of Probab., 27 (1999), 1643--1678.
4. Multiple Wick Product Chaos Processes, (with J. Rosen), to appear in J. of Theoret. Prob., 12, (1999), 489-522.
5. Bounds for the expected number of level crossings of certain harmonizable infinitely divisible processes, (with K. Shen), to appear in Stochastic Processes and their Applications, Stoch.Proc. and their Applications, 76, (1998), 1-32.
6. A sufficient condition for the continuity of high order Gaussian chaos processes, in Proceedings of Conference on Probability in High Dimensions, Progress in Probability Vol. 43 (1998),263-276 Birkhauser, Basel, Switzerland.
7. Continuity conditions for a class of Gaussian chaos processes related to continuous additive functionals of Levy processes, (with M. Talagrand), Journal of Theoretical Probability 11, (1998), 157-179.
8. Laws of the iterated logarithm for intersections of random walks in Z^4, (with J. Rosen), Ann. Inst. H. Poincare Prob. Stat., 33 (1997), 37-63.
9. Gaussian chaos and sample path properties of additive functionals of symmetric Markov processes, (with J. Rosen), Annals of Probability24, (1996), 1130--1177.
10. Random Fourier series and sample path properties of additive functionals for Levy processes on the torus, (with J. Rosen), Annals of Probability24, (1996), 1178--1218.
11. Logarithmic averages for the local times of recurrent random walks and Levy processes, (with J. Rosen), Stoch. Proc. and Appl., 59 (1995), 175-184.
12. Laws of the iterated logarithm for the local times of symmetric Levy processes and recurrent random walks, (with J. Rosen), Annals of Probability, 22 (1994), 620-659.
13. Laws of the iterated logarithm for the local times of recurrent random walks on Z^2 and of Levy processes and recurrent random walks in the domain of attraction of Cauchy random variables, (with J. Rosen), Ann. Inst. H. Poincare Prob. Stat., 30 (1994), 467-499.
14. Exact rates of convergence to the local times of symmetric Levy processes. (with J. Rosen) Seminaire de Probabilites, Springer-Verlag, New York , (1994), 102-109.
15. Continuity of some Gaussian chaoses, Chaos expansions, multiple Weiner-Ito integrals and their applications (1994), 261-265, CRC Press, Boca Raton.
16. Editor with (J. Hoffmann-Jorgensen and J. Kuelbs) of Probability in Banach Spaces, Nine, Proceedings of the Ninth International Conference, Progress in Probability Vol. 35 (1994), Birkhauser, Boston.
17. A necessary condition for the continuity of linear functionals of Wick squares, Probability in Banach Spaces, Nine, Proceedings of the Ninth International Conference, Progress in Probability Vol. 35 (1994), 317-324, Birkhauser, Boston.
18. Phi-variation of the local times of Levy processes and Gaussian processes with stationary increments. (with J. Rosen). Seminar on Stochastic Processes, 1992, Progress in Probability, Birkhauser, Boston 33 (1993), 209--220.
19. Sample path properties of the local times of strongly symmetric Markov processes via Gaussian processes, (with J. Rosen), Special Invited Paper, Annals of Probability, 20 (1992), 1603-1684.
20. Moduli of continuity of the local times of strongly symmetric Markov processes vial Gaussian processes, (with J. Rosen), Journal of Theoretical Probability, 5 (1992), 791-825.
21. p-variation of the local times of symmetric stable processes and of stationary Gaussian processes, (with J. Rosen), Annals of Probability, 20 (1992), 1685-1713.
22. Moment generating functions for the local times of symmetric Markov processes and random walks, (with J. Rosen) Probability in Banach Spaces 8, Proceedings of the Eighth International Conference, Progress in Probability, (1992), 364-376, Birkhauser, Boston.
23. Rate of growth of local times of strongly symmetric Markov processes, Proceedings of the Seminar on Stochastic Processes 1990, Progress in Probability (1991), 253-260, Birkhauser, Boston.