- Intersection local times, loop soups and permanental Wick powers, (with Y. Le Jan and M. Marcus).
- Perturbation of the loop measure, (with Y. Le Jan).
*Festschrift Masatoshi Fukushima, World Scientific, to appear.* *Lectures on isomorphism theorems.**Permanental fields, loop soups and continuous additive functionals, (with Y. Le Jan and M. Marcus).**Ann. Probab.*, Volume 43 (2015), 44--84.*Markovian loop soups: permanental processes and isomorphism theorems, (with P. J. Fitzsimmons).**Electron. J. Probab.*, Volume 19 (2014), no. 60, 1--30.*Intersection local times for interlacements.**Stochastic Processes and their Applications}*, Volume 124, Issue 5, May 2014, 1849--1880.*Continuity conditions for a class of second order permanental chaoses, (with M. Marcus).**High Dimensional Probability VI: the Banff volume, Progress in Probability.*66 (2013), 229-245, Springer, Basel.*A sufficient condition for the continuity of permanental processes with applications to local times of Markov processes, (with M. Marcus).**Ann. Probab.*, 41, (2013), 671--698.*A CLT for the $L^{2}$ norm of increments of local times of L\'evy processes, (with M. Marcus).**Electron. J. Probab.*, Volume 17 (2012), no. 7, 1--111.*Permanental processes, (with H. Kogan and M. Marcus).**Communications on Stochastic Analysis*, 5, (2011), 81--102.*Large deviations and renormalization for Riesz potentials of stable intersection measures, (with X. Chen),**Stochastic Processes and their Applications*, 120, (2010), 1837--1878.*A CLT for the third integrated moment of Brownian local time increments,**Stochastics and Dynamics,*120 (2010), 1837-1878.*A functional CLT for the $L^{2}$ modulus of continuity of local time,**Periodica Mathematica Hungarica,*61, (2010), 91---110.*Asymptotic expansions for functions of the increments of certain Gaussian processes, (with M. Marcus),**Stochastic Processes and their Applications*, 120, (2010), 195--222.*Continuous Differentiability of Renormalized Intersection Local Times in R^{1},**Ann. Inst. Henri Poincare, Probabilitˇs et Statistiques*, Volume 46, Number 4, (2010), 1025-1041.*A CLT for the $L^{2}$ moduli of continuity of local times of L\'evy processes, (with M. Marcus).**A CLT for the L2 modulus of continuity of Brownian local time, (with X. Chen, W. Li and M. Marcus).**Ann. Probab.*, 38, (2010), 396--438.*A stochastic calculus proof of the CLT for the $L^{2}$ modulus of continuity of local time.**S\'{e}minaire de Probabilit\'{e}s,*XLIII, LNM Vol. 2006,}\, (2009), 95--104.*An almost sure limit theorem for Wick powers of Gaussian differences quotients, (with M. Marcus),**IMS Collections, High Dimensional Probability V: The Luminy Volume*, Vol. 5, (2009), 258-272.*Existence of a critical point for the infinite divisibility of squares of Gaussian vectors, (with M. Marcus).**Electron. J. Probab.*, 14, (2009), 1417--1455.*Large Deviations for Riesz Potentials of Additive Processes, (with R. Bass and X. Chen).**Ann. Inst. Henri Poincare*, 45, (2009), 626--666.*Asymptotic expansions for functions of the increments of certain Gaussian processes, (with M. Marcus),**Stochastic Processes and their Applications*, 120, (2010), 195--222.*Moderate deviations for the range of planar random walks, (with R. Bass and X. Chen),**Memoirs of the A.M.S.*, 198, (2009), Number 929.*Infinite divisibility of Gaussian squares with non-zero means, (with M. Marcus).**Electron. C. Probab.*, 13, (2008), 364--376.*L^p moduli of continuity of Gaussian processes and local times of symmetric Lévy processes, (with M. Marcus),**Ann. Probab.*, 36, (2008), 594--622.*CLT for L^p moduli of continuity of Gaussian processes, (with M. Marcus),**Stochastic Processes and their Applications*, 118, (2008), 1107--1135.*Frequent points for random walks in two dimensions, (with R. Bass),**Electron. J. Probab.*, 12, (2007), 1--46.*How large a disc is covered by a random walk in n steps?, (with A. Dembo and Y. Peres),**Ann. Probab.*, 35 (2007), 577--601.*Moderate deviations and laws of the iterated logarithm for the renormalized self-intersection local times of planar random walks, (with R. Bass and X. Chen),**Electron. J. Probab.*, 11 (2006), 993--1030.*Late points for random walks in two dimensions, (with A. Dembo, Y. Peres, and O. Zeitouni),**Ann. Probab.*, 34 (2006), 219--263.*An almost sure invariance principle for the range of planar random walks, (with R. Bass),**Ann. Probab.}*, 33 (2005), 1856--1887.*Large time asymptotics for the density of a branching Wiener process, (with P. Révész and Z. Shi),**Journal of Applied Probability*, 115 (2005), 1081--1094.*A random walk proof of the Erdös-Taylor conjecture,**Periodica Mathematica Hungarica*, 50, (2005), 223-245.*Frequently visited sets for random walks, (with E. Csáki, A. Földes, P. Révész and Zhan Shi),**Stochastic Processes and their Applications}*, 115 (2005), 1503-1517.*An almost sure invariance principle for renormalized intersection local times, (with R. Bass),**Electron. J. Probab.*, 10, (2005), number 4, 124-164.*Large deviations for local times of stable processes and Random walks in 1 dimension,(with W. Li and X. Chen).**Electron. J. Probab.*, 10, (2005), number 16, 577-608.*Exponential asymptotics and law of the iterated logarithm for intersection local times of stable processes and random walks, (with X. Chen).**Ann. Inst. Henri Poincare*, PR 41, (2005), 901--928.*Large deviations for renormalized self-intersetion local times of stable processes, (with R. Bass and X. Chen).**Ann. Probab.*, 33, (2005), 984--1014.*Derivatives of self-intersection local times,**Séminaire de Probabilités*, XXXVIII, Springer-Verlag, New York , (2005), LNM 1857, 171-184.*Cover times for Brownian motion and random walks in two dimensions, (with A. Dembo, Y. Peres, and O. Zeitouni).**Annals of Math.*, 160, (2004), 433-467.*New perspectives on Ray's theorem for the local times of diffusions, (with M. Marcus).**Ann. Probab.*, 31, (2003), 882-913.*Brownian motion on compact manifolds: cover time and late points, (with A. Dembo and Y. Peres),**EJP*,\, 8, (2003), number 15, 1-14.## Publications of Jay S. Rosen (1997-2002)

*Thick points for intersections of planar Brownian paths, (with A. Dembo, Y. Peres, and O. Zeitouni).**Trans. Amer. Math. Soc.*, 354 (2002), 4969-5003.*Thick points for planar Brownian motion and the Erdös-Taylor conjecture on random walk, (with A. Dembo, Y. Peres and O. Zeitouni).**Acta Mathematica*186, (2001), 239-270.*Dirichlet processes and an intrinsic characterization of renormalized intersection local times.**Ann. Inst. Henri Poincare*, 37, (2001), 403--420.*Gaussian processes and the local times of symmetric Lévy processes, (with M. Marcus).**Lévy Processes and their Applications*O. Barnsdorff-Nielsen, T. Mikosch and S. Resnick, eds. , Birkhauser, Boston, (2001), 67--89.*Thin points for Brownian motion, (with A. Dembo, Y. Peres, and O. Zeitouni).**Ann. Inst. Henri Poincare*, 36, (2000), 749--774.*A Ray-Knight theorem for symmetric Markov processes, (with N. Eisenbaum, H. Kaspi, M. Marcus and Zhan Shi).**Annals of Probability*28, (2000), 1781-1796.*p-variation for families of local times on lines, (with H. Kaspi).**Séminaire de Probabilités XXXIV,*, Springer-Verlag, New York , (2000), LNM 1729, 171-184.*Capacitary moduli for Lévy processes and intersections.**Stochastic Processes and their Applications*89, (2000), 269--285.*Thick points for spatial Brownian motion: multifractal analysis of occupation measure, (with A. Dembo, Y. Peres and O. Zeitouni).**Annals of Probability*28, (2000), 1-35.*Multiple Wick Product Chaos Processes, (with M. Marcus).**J. Theor. Probability*, 12, (1999), 489--552.*Additive functionals of several Lévy processes and self-intersection local times, (with M. Marcus).**Annals of Probability*, 27, (1999), 1643--1678.*Thick points for transient symmetric stable processes, (with A. Dembo, Y. Peres, and O. Zeitouni).**EJP*, 4 (1999), Paper No. 10, 1--18.*Renormalized self-intersection local times and Wick power chaos processes, (with M. Marcus).**Memoirs of the A.M.S.*, (1999), Number 675.*Self-collision of Superprocesses: Renormalization and Limit Theorems.**Stochastic Processes and their Applications*, 80, (1999), 25-54.*Joint continuity and a Doob-Meyer type decomposition for renormalized intersection local times.**Ann. Inst. Henri Poincare*, 35}, (1999), 143--176.*Functional laws of the iterated logarithm for local times of recurrent random walks on $Z^2$, (with E. Csáki and P. Révész ).**Ann. Inst. Henri Poincare*, 34, (1998), 545--563.*Occupation Time Large Deviations for Critical Branching Brownian Motion, Super Brownian Motion and Related Processes, (with Jean-Dominique Deuschel).**Annals of Probability*26, (1998), 602--643.*Laws of the iterated logarithm for triple intersections of random walks on Z^3.**Electronic Journal of Probability*2, paper no. 2, (1997), 1-32.*Laws of the iterated logarithm for intersections of random walks in Z^4, (with M. Marcus),**Ann. Inst. H. Poincare Prob. Stat.*, 33, (1997), 37--63.## Publications of Jay S. Rosen (1991-1996)

*Gaussian chaos and sample path properties of additive functionals of symmetric Markov processes, (with M. Marcus),**Annals of Probability*24, (1996), 1130--1177.*Random Fourier series and sample path properties of additive functionals for Lévy processes on the torus, (with M. Marcus),**Annals of Probability*24, (1996), 1178--1218.*Joint continuity of renormalized intersection local times,**Ann. Inst. Henri Poincare*32, (1996), 671--700.*Logarithmic averages for the local times of recurrent random walks and Lévy processes, (with M. Marcus),**Stoch. Proc. and Appl.*, 59 (1995), 175-184.*Laws of the iterated logarithm for the local times of symmetric Lévy processes and recurrent random walks, (with M. Marcus),**Annals of Probability*, 22 (1994), 620-659.*Laws of the iterated logarithm for the local times of recurrent random walks on Z^2 and of Lévy processes and recurrent random walks in the domain of attraction of Cauchy random variables, (with M. Marcus).**Ann. Inst. H. Poincare Prob. Stat.*, 30 (1994), 467-499.*Exact rates of convergence to the local times of symmetric Lévy processes. (with M. Marcus).**Séminaire de Probabilités}, Springer-Verlag, New York*, (1994), 102-109.*Uniform invariance principle for intersection local times.**Seminar on Stochastic Processes, 1992.*, Birkhauser, Boston , (1993), 241--248.*Intersection local times of all orders for Brownian and stable density processes. (with R. Adler).**Annals of Probability*, 21 (1993), 1073-1123.*Phi-variation of the local times of Lévy processes and Gaussian processes with stationary increments. (with M. Marcus).**Seminar on Stochastic Processes, 1992,*Progress in Probability, Birkhauser, Boston 33 (1993), 209--220.*Sample path properties of the local times of strongly symmetric Markov processes via Gaussian processes, (with M. Marcus), Special Invited Paper,**Annals of Probability*, 20 (1992), 1603-1684.*Moduli of continuity of the local times of strongly symmetric Markov processes vial Gaussian processes, (with M. Marcus),**Journal of Theoretical Probability*, 5 (1992), 791-825.*p-variation of the local times of symmetric stable processes and of stationary Gaussian processes, (with M. Marcus),**Annals of Probability*, 20 (1992), 1685-1713.*Renormalization and limit theorems for self-intersections of superprocesses.**Annals of Probability*, 20 (1992), 1341-1368.*The asymptotics of stable sausages in the plane.**Annals of Probability*, 20 (1992), 29--60.*Moment generating functions for the local times of symmetric Markov processes and random walks, (with M. Marcus)**Probability in Banach Spaces 8, Proceedings of the Eighth International Conference, Progress in Probability*, (1992), 364-376, Birkhauser, Boston.*A jointly continuous local time for triple intersections of a stable processes in the plane.**Stochastics}*, 39, (1992), 119--137.*The range of stable random walks, (with J. F. Le Gall),**Annals of Probability*, 19 (1991), 650-706.*Fluctuations of the Wiener sausage for surfaces, (with I. Chavel and E. Feldman).**Annals of Probability*, 19 (1991), 650-706.*p-variation of the local times of stable processes and intersection local time.**Seminar on Stochastic Processes,*Progress in Probability, Birkhauser, Boston 33 (1991), 157--168.*Second order limit laws for the local times of stable processes.**Séminaire de Probabilitiés XXV, Lecture Notes in Mathematics, Springer, Berlin*1458 (1991), 407--424.*Tanaka formulae and renormalization for triple intersections of Brownian motion in the plane. (with M. Yor).**Annals of Probability*, 19 (1991), 142--159.## Publications of Jay S. Rosen (1983-1990)

*Random walks and intersection local time.**Ann. Probab.*, 18, (1990), 959--977.*Self-intersections of stable processes in the plane: local times and limit theorems.**Seminar on Stochastic Processes.*, Birkhauser, Boston , (1990), 285--321.*Multiple points of Levy processes. (with J.F. Le Gall and N.R. Shieh).**Ann. Probab.*, 17, (1989), 503--516.*Continuity and singularity of the intersection local time of stable processes in R^{2}.**Ann. Probab.*, 16, (1988), 75--79.*Limit laws for the intersection local time of stable processes in R^{2}.**Stochastics*, 23, (1988), 219--240.*Joint continuity of the intersection local time of Markov processes.**Ann. Probab.*, 15, (1987), 659--675.*The intersection local time of fractional Brownian motion.**J. Multivariate Anal.*, 23, (1987), 37--46.*Tanaka's formula and renormalization for intersections of planar Brownian motion.**Ann. Probab.*, 14, (1986), 1245--1251.*Tanaka's formula for multiple intersections of planar Brownian motion.**Stochastic Process. Appl.*, 23, (1986), 131--141.*A renormalized local time for the multiple intersections of planar Brownian motion.**Séminaire de Probabilités XX, 1984/85. Lecture Notes in Math.*, 1204, (1986), 515--531. Springer, Berlin.*A representation for the intersection local time of Brownian motion in space.**Ann. Probab.*, 13, (1985), 145--153.*A local time analysis of intersections of Brownian paths in the plane. (with J.Horowitz and D.Geman).**Ann. Probab.*, 12, (1984), 86--107.*Self-intersections of random fields.**Ann. Probab.*, 12, (1984), 108--119.*A local time approach to the self-intersections of Brownian paths in space.**Comm. Math. Phys.*, 88, (1983), 327--338.## Publications of Jay S. Rosen (1975-1982)

*Asymptotics of certain random fields on a circle. (with R. Ellis).**Seria Colloquia Math. Soc. Janos Bolyai.*, 27, (1982), 279--321.*Laplace's method for Gaussian integrals on C[0,1] with an application to statistical mechanics. (with R. Ellis).**Ann. Probab.*, 10, (1982), 47--66.*Asymptotic analysis of Gaussian integrals I: isolated minimum points. (with R. Ellis).**Trans. Amer. Math. Soc.*, 273, (1982), 447--481.*Asmptotic analysis of Gaussian integrals II: manifold of minimum points. (with R. Ellis).**Comm. Math. Phys.*, 82, (1981), 153--181.*Mass renormalization for the λφ^4 Euclidean lattice field.**Advances in Applied Math.*, 1, (1980), 37--49.*Limit theorems for sums of dependent random variables occuring in statistical mechanics II: conditioning, multiple phases and metastability.(with R. Ellis and C. Newman).**Z. Wahrscheinlichkeitstheorie und Verw. Gebiete.*, 51, (1980), 153--169.*The Ising model limit of λφ^4 lattice fields.**Proc. Amer. Math. Soc.*, 66, (1977), 114--118.*Fluctuations in P(φ)_1 processes; non-Gaussian Markov processes. (with B. Simon)**Ann. Probab.*, 4, (1976), 155--176.*Sobolev inequalities for weight spaces and supercontractivity.**Trans. Amer. Math. Soc.*, 22, (1976), 367--376.*The number of product weighted lead codes for ballots and its relation to the Ursell functions of the linear Ising model.**J. Comb. Theory-Series A.*, 20, (1976), 377--384.*Existence of the critical point in λφ^{4} field theory.**Comm. Math. Phys.*, 51, (1976), 97--106.*Global support properties of stationary ergodic processes. (with B. Simon).**Duke Math. J.*, 42, (1975), 51--55.