Michael B. Marcus

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Law of the iterated logarithm for \(k/2\)-permanental processes and the local times of related Markov processes
Memoirs of the American Mathematical Society
2026-03-05Paper
Law of the iterated logarithm for $k/2$-permanental processes and the local times of related Markov processes2023-02-20Paper
Local and uniform moduli of continuity of chi-square processes
Electronic Communications in Probability
2022-07-08Paper
Asymptotic properties of permanental sequences. Related to birth and death processes and autoregressive Gaussian sequences
SpringerBriefs in Probability and Mathematical Statistics
2021-04-13Paper
Permanental sequences related to a Markov chain example of Kolmogorov
Stochastic Processes and their Applications
2021-02-18Paper
Exact moduli of continuity for general chi--square processes and for permanental processes related to the Ornstein--Uhlenbeck process2020-06-25Paper
Obituary: Jørgen Hoffmann-Jørgensen (1942--2017)2020-06-21Paper
Permanental processes with kernels that are not equivalent to a symmetric matrix
(available as arXiv preprint)
2020-06-21Paper
Asymptotic properties of permanental sequences2019-08-12Paper
Sample path properties of permanental processes
Electronic Journal of Probability
2018-08-24Paper
Sample path properties of permanental processes
Electronic Journal of Probability
2018-08-24Paper
Conditions for permanental processes to be unbounded
The Annals of Probability
2017-10-05Paper
Conditions for permanental processes to be unbounded
The Annals of Probability
2017-10-05Paper
Intersection local times, loop soups and permanental Wick powers
Memoirs of the American Mathematical Society
2017-05-31Paper
Permanental Random Variables, M-Matrices and α-Permanents
High Dimensional Probability VII
2017-01-11Paper
Permanental processes
Communications on Stochastic Analysis
2016-03-04Paper
Book Review: Aspects of Brownian motion
Bulletin of the American Mathematical Society
2015-10-07Paper
Necessary and sufficient conditions for the continuity of permanental processes associated with transient Lévy processes
Electronic Communications in Probability
2015-08-17Paper
Multivariate gamma distributions
Electronic Communications in Probability
2015-02-03Paper
Permanental fields, loop soups and continuous additive functionals
The Annals of Probability
2015-01-06Paper
Permanental fields, loop soups and continuous additive functionals
The Annals of Probability
2015-01-06Paper
Continuity Conditions for a Class of Second-order Permanental Chaoses
Progress in Probability
2013-07-18Paper
A sufficient condition for the continuity of permanental processes with applications to local times of Markov processes
The Annals of Probability
2013-05-24Paper
A sufficient condition for the continuity of permanental processes with applications to local times of Markov processes
The Annals of Probability
2013-05-24Paper
An almost sure limit theorem for Wick powers of Gaussian differences quotients
Institute of Mathematical Statistics Collections
2012-07-26Paper
An almost sure limit theorem for Wick powers of Gaussian differences quotients
Institute of Mathematical Statistics Collections
2012-07-26Paper
Central limit theorems for the \(L^{2}\) norm of increments of local times of Lévy processes
Electronic Journal of Probability
2012-06-22Paper
Permanental vectors
Stochastic Processes and their Applications
2012-06-01Paper
Renormalized self-intersection local times and Wick power chaos processes
Memoirs of the American Mathematical Society
2012-01-30Paper
A CLT for the \(L^{2}\) modulus of continuity of Brownian local time
The Annals of Probability
2010-03-08Paper
Asymptotic expansions for functions of the increments of certain Gaussian processes
Stochastic Processes and their Applications
2010-03-01Paper
Existence of a critical point for the infinite divisibility of squares of Gaussian vectors in \(\mathbb R^{2}\) with non-zero mean
Electronic Journal of Probability
2009-11-20Paper
Existence of a critical point for the infinite divisibility of squares of Gaussian vectors in \(\mathbb R^{2}\) with non-zero mean
Electronic Journal of Probability
2009-11-20Paper
Existence of a critical point for the infinite divisibility of squares of Gaussian vectors in \(\mathbb R^{2}\) with non-zero mean
Electronic Journal of Probability
2009-11-20Paper
Infinite divisibility of Gaussian squares with non-zero means
Electronic Communications in Probability
2009-11-20Paper
Infinite divisibility of Gaussian squares with non-zero means
Electronic Communications in Probability
2009-11-20Paper
A CLT for the $L^{2}$ norm of increments of local times of L\'evy processes as time goes to infinity2009-09-06Paper
A CLT for the $L^{2}$ moduli of continuity of local times of Levy processes2009-06-25Paper
CLT for \(L^p\) moduli of continuity of Gaussian processes
Stochastic Processes and their Applications
2008-08-22Paper
\(L^p\) moduli of continuity of Gaussian processes and local times of symmetric Lévy processes
The Annals of Probability
2008-04-16Paper
Two results on continuity and boundedness of stochastic convolutions
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2006-10-27Paper
Two results on continuity and boundedness of stochastic convolutions
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2006-10-27Paper
Two results on continuity and boundedness of stochastic convolutions
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2006-10-27Paper
Markov Processes, Gaussian Processes, and Local Times2006-08-22Paper
Continuity and boundedness of infinitely divisible processes: A Poisson point process approach
Journal of Theoretical Probability
2005-05-20Paper
scientific article; zbMATH DE number 2078182 (Why is no real title available?)2004-07-07Paper
scientific article; zbMATH DE number 2034512 (Why is no real title available?)2004-01-28Paper
A Ray-Knight theorem for symmetric Markov processes.
The Annals of Probability
2003-05-06Paper
New perspectives on Ray's theorem for the local times of diffusions
The Annals of Probability
2003-01-01Paper
The most visited sites of certain Lévy processes
Journal of Theoretical Probability
2002-08-14Paper
scientific article; zbMATH DE number 1552486 (Why is no real title available?)2001-12-03Paper
scientific article; zbMATH DE number 1639849 (Why is no real title available?)2001-09-12Paper
\(L^1\)-norm of infinitely divisible random vectors and certain stochastic integrals
Electronic Communications in Probability
2001-07-09Paper
\(L^1\)-norm of infinitely divisible random vectors and certain stochastic integrals
Electronic Communications in Probability
2001-07-09Paper
Additive functionals of several Lévy processes and intersection local times
The Annals of Probability
2001-06-21Paper
Bounds for the expected number of level crossings of certain harmonizable infinitely divisible processes
Stochastic Processes and their Applications
1999-11-18Paper
scientific article; zbMATH DE number 1149771 (Why is no real title available?)1999-02-02Paper
Multiple Wick product chaos processes
Journal of Theoretical Probability
1999-01-01Paper
Continuity conditions for a class of Gaussian chaos processes related to continuous additive functionals of Lévy processes
Journal of Theoretical Probability
1998-11-03Paper
Laws of the iterated logarithm for intersections of random walks on \(Z^ 4\)
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
1997-09-01Paper
Laws of the iterated logarithm for intersections of random walks on \(Z^ 4\)
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
1997-09-01Paper
Random Fourier series and continuous additive functionals of Lévy processes on the torus
The Annals of Probability
1997-05-25Paper
Gaussian chaos and sample path properties of additive functionals of symmetric Markov processes
The Annals of Probability
1997-05-25Paper
scientific article; zbMATH DE number 898383 (Why is no real title available?)1997-01-13Paper
Logarithmic averages for the local times of recurrent random walks and Lévy processes
Stochastic Processes and their Applications
1996-10-24Paper
Laws of the iterated logarithm for the local times of symmetric Lévy processes and recurrent random walks
The Annals of Probability
1995-06-30Paper
scientific article; zbMATH DE number 679786 (Why is no real title available?)1995-03-28Paper
scientific article; zbMATH DE number 679786 (Why is no real title available?)1995-03-28Paper
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
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
1995-02-02Paper
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
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
1995-02-02Paper
scientific article; zbMATH DE number 699487 (Why is no real title available?)1994-12-07Paper
scientific article; zbMATH DE number 503437 (Why is no real title available?)1994-08-11Paper
scientific article; zbMATH DE number 434670 (Why is no real title available?)1994-01-02Paper
\(p\)-variation of the local times of symmetric stable processes and of Gaussian processes with stationary increments
The Annals of Probability
1993-02-22Paper
Sample path properties of the local times of strongly symmetric Markov processes via Gaussian processes
The Annals of Probability
1993-02-22Paper
Moduli of continuity of local times of strongly symmetric Markov processes via Gaussian processes
Journal of Theoretical Probability
1993-01-17Paper
scientific article; zbMATH DE number 4192826 (Why is no real title available?)1991-01-01Paper
scientific article; zbMATH DE number 4147188 (Why is no real title available?)1990-01-01Paper
Continuity of \(\ell ^ 2\)-valued Ornstein-Uhlenbeck processes
The Annals of Probability
1990-01-01Paper
Central limit theorems for the local times of certain Markov processes and the squares of Gaussian processes
The Annals of Probability
1990-01-01Paper
scientific article; zbMATH DE number 4151529 (Why is no real title available?)1990-01-01Paper
Some bounds for the expected number of level crossings of symmetric harmonizable p-stable processes
Stochastic Processes and their Applications
1989-01-01Paper
scientific article; zbMATH DE number 4078393 (Why is no real title available?)1988-01-01Paper
Chevet's theorem for stable processes. II
Journal of Theoretical Probability
1988-01-01Paper
𝜉-radial processes and random Fourier series
Memoirs of the American Mathematical Society
1987-01-01Paper
scientific article; zbMATH DE number 4011561 (Why is no real title available?)1986-01-01Paper
scientific article; zbMATH DE number 4011520 (Why is no real title available?)1986-01-01Paper
scientific article; zbMATH DE number 3921626 (Why is no real title available?)1985-01-01Paper
A version of Chevet's theorem for stable processes
Journal of Functional Analysis
1985-01-01Paper
A version of Chevet's theorem for stable processes
Journal of Functional Analysis
1985-01-01Paper
Characterizations of almost surely continuous p-stable random Fourier series and strongly stationary processes
Acta Mathematica
1984-01-01Paper
Some results on the continuity of stable processes and the domain of attraction of continuous stable processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
1984-01-01Paper
Some results on the continuity of stable processes and the domain of attraction of continuous stable processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
1984-01-01Paper
The bounded law of the iterated logarithm for the weighted empirical distribution process in the non-i.i.d. case
The Annals of Probability
1984-01-01Paper
scientific article; zbMATH DE number 3909413 (Why is no real title available?)1984-01-01Paper
The central limit theorem for stochastic integrals with respect to Levy processes
The Annals of Probability
1983-01-01Paper
scientific article; zbMATH DE number 3850162 (Why is no real title available?)1982-01-01Paper
Almost Sure Invariance Principles for Sums of B-Valued Random Variables with Applications to Random Fourier Series and the Empirical Characteristic Process
Transactions of the American Mathematical Society
1982-01-01Paper
scientific article; zbMATH DE number 3816741 (Why is no real title available?)1981-01-01Paper
scientific article; zbMATH DE number 3742324 (Why is no real title available?)1981-01-01Paper
Weak convergence of the empirical characteristic function
The Annals of Probability
1981-01-01Paper
Random Fourier Series with Applications to Harmonic Analysis. (AM-101)1981-01-01Paper
scientific article; zbMATH DE number 3816704 (Why is no real title available?)1981-01-01Paper
scientific article; zbMATH DE number 3642391 (Why is no real title available?)1979-01-01Paper
scientific article; zbMATH DE number 3642391 (Why is no real title available?)1979-01-01Paper
Stable Measures and Central Limit Theorems in Spaces of Stable Type1979-01-01Paper
scientific article; zbMATH DE number 3633460 (Why is no real title available?)1979-01-01Paper
scientific article; zbMATH DE number 3628096 (Why is no real title available?)1978-01-01Paper
Continuity and the central limit theorem for random trigonometric series
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1978-01-01Paper
scientific article; zbMATH DE number 3637028 (Why is no real title available?)1978-01-01Paper
scientific article; zbMATH DE number 3574649 (Why is no real title available?)1977-01-01Paper
Level crossings of a stochastic process with absolutely continuous sample paths
The Annals of Probability
1977-01-01Paper
scientific article; zbMATH DE number 3657001 (Why is no real title available?)1977-01-01Paper
scientific article; zbMATH DE number 3564001 (Why is no real title available?)1976-01-01Paper
Tail probability estimates for certain Rademacher sums
Colloquium Mathematicum
1976-01-01Paper
Capacity of level sets of certain stochastic processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1976-01-01Paper
scientific article; zbMATH DE number 3526070 (Why is no real title available?)1975-01-01Paper
Integrability of Infinite Sums of Independent Vector-Valued Random Variables1975-01-01Paper
Central limit theorems for C(S)-valued random variables
Journal of Functional Analysis
1975-01-01Paper
Uniform convergence of random Fourier series
Arkiv för Matematik
1975-01-01Paper
Generalizations of Young's inequality
Journal of Mathematical Analysis and Applications
1974-01-01Paper
Inverse Functions and Integration by Parts
The American Mathematical Monthly
1974-01-01Paper
Sufficient conditions for the continuity of stationary Gaussian processes and applications to random series of functions
Annales de l’institut Fourier
1974-01-01Paper
Sufficient conditions for the continuity of stationary Gaussian processes and applications to random series of functions
Annales de l’institut Fourier
1974-01-01Paper
Sufficient conditions for the continuity of stationary Gaussian processes and applications to random series of functions
Annales de l’institut Fourier
1974-01-01Paper
Sufficient conditions for the continuity of stationary Gaussian processes and applications to random series of functions
Annales de l’institut Fourier
1974-01-01Paper
Sufficient conditions for the continuity of stationary Gaussian processes and applications to random series of functions
Annales de l’institut Fourier
1974-01-01Paper
The \(\varepsilon\)-entropy of some compact subsets of l\(^p\)
Journal of Approximation Theory
1974-01-01Paper
Asymptotic maxima of continuous Gaussian processes
The Annals of Probability
1974-01-01Paper
Inequalities Involving a Function and Its Inverse
SIAM Journal on Mathematical Analysis
1973-01-01Paper
Continuity of Gaussian processes and random Fourier series
The Annals of Probability
1973-01-01Paper
A comparison of continuity conditions for Gaussian processes
The Annals of Probability
1973-01-01Paper
A new proof of a sufficient condition for discontinuity of Gaussian processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1973-01-01Paper
scientific article; zbMATH DE number 3591122 (Why is no real title available?)1972-01-01Paper
Upper Bounds for the Asymptotic Maxima of Continuous Gaussian Processes
Annals of Mathematical Statistics
1972-01-01Paper
Gaussian lacunary series and the modulus of continuity for Gaussian processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1972-01-01Paper
Continuity of Gaussian Processes1970-01-01Paper
A Bound for the Distribution of the Maximum of Continuous Gaussian Processes
Annals of Mathematical Statistics
1970-01-01Paper
Hölder conditions for continuous Gaussian processes
Osaka Journal of Mathematics
1970-01-01Paper
On the domain of attraction of \(e^{-e^{-x}}\)
Journal of Mathematical Analysis and Applications
1969-01-01Paper
Gaussian processes with stationary increments possessing discontinuous sample paths
Pacific Journal of Mathematics
1968-01-01Paper
Holder Conditions for Gaussian Processes with Stationary Increments
Transactions of the American Mathematical Society
1968-01-01Paper
Information theory and alternate-hypothesis tests
Journal of Optimization Theory and Applications
1967-01-01Paper
An Introduction to Information Theory1963-01-01Paper
Local moduli of continuity for permanental processes that are zero at zero
(available as arXiv preprint)
N/APaper


Research outcomes over time


This page was built for person: Michael B. Marcus