D. R. Grey

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Person:1254786

Available identifiers

zbMath Open grey.d-rMaRDI QIDQ1254786

List of research outcomes





PublicationDate of PublicationType
The associated random walk and martingales in random walks with stationary increments2011-02-18Paper
Renewal theory2002-10-07Paper
A note on convergence of probability measures2002-06-26Paper
A note on the growth of random trees1998-03-08Paper
Regular variation in the tail behaviour of solutions of random difference equations1994-12-12Paper
The fractional linear probability generating function in the random environment branching process1994-07-13Paper
The asymptotic behaviour of extinction probability in the Smith–Wilkinson branching process1993-11-24Paper
https://portal.mardi4nfdi.de/entity/Q40358331993-05-18Paper
Some remarks on Brownian motion with drift1989-01-01Paper
A note on explosiveness of Markov branching processes1989-01-01Paper
Persistent random walks may have arbitrarily large tails1989-01-01Paper
Supercritical branching processes with density independent catastrophes1988-01-01Paper
Non-negative matrices, dynamic programming and a harvesting problem1984-01-01Paper
A new look at convergence of branching processes1980-01-01Paper
Minimisation of extinction probabilities in reproducing populations1980-01-01Paper
The fair charge on a car ferry1980-01-01Paper
On regular branching processes with infinite mean1979-01-01Paper
Continuity of limit random variables in the branching random walk1979-01-01Paper
Three Lemmas after Besicovitch and their Applications in Probability Theory1978-01-01Paper
Almost sure convergence in Markov branching processes with infinite mean1977-01-01Paper
On possible rates of growth of age-dependent branching processes with immigration1976-01-01Paper
Two necessary conditions for embeddability of a Galton–Watson branching process1975-01-01Paper
Asymptotic behaviour of continuous time, continuous state-space branching processes1974-01-01Paper
Explosiveness of age-dependent branching processes1974-01-01Paper

Research outcomes over time

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