Publications of Jay S. Rosen on intersections and intersection local times

  1. 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., to appear
  2. An almost sure invariance principle for renormalized intersection local times, (with R. Bass), Electron. J. Probab., 10, (2005), number 4, 124-164.
  3. 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.
  4. Large deviations for renormalized self-intersetion local times of stable processes, (with R. Bass and X. Chen). Ann. Probab., 33, (2005), 984--1014.
  5. Derivatives of self-intersection local times, Séminaire de Probabilités , XXXVIII, Springer-Verlag, New York , (2005), LNM 1857, 171-184.
  6. Thick points for intersections of planar Brownian paths, (with A. Dembo, Y. Peres, and O. Zeitouni). Trans. Amer. Math. Soc. , 354 (2002), 4969-5003.
  7. Dirichlet processes and an intrinsic characterization of renormalized intersection local times. Ann. Inst. Henri Poincare , 37, (2001), 403--420.
  8. Capacitary moduli for Lévy processes and intersections. Stochastic Processes and their Applications89, (2000), 269--285.
  9. Additive functionals of several Lévy processes and self-intersection local times, (with M. Marcus). Annals of Probability, 27, (1999), 1643--1678.
  10. Renormalized self-intersection local times and Wick power chaos processes, (with M. Marcus). Memoirs of the A.M.S., (1999), Number 675.
  11. Self-collision of Superprocesses: Renormalization and Limit Theorems. Stochastic Processes and their Applications, 80, (1999), 25-54.
  12. Joint continuity and a Doob-Meyer type decomposition for renormalized intersection local times. Ann. Inst. Henri Poincare , 35}, (1999), 143--176.
  13. 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.
  14. 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.
  15. Joint continuity of renormalized intersection local times, Ann. Inst. Henri Poincare 32, (1996), 671--700.
  16. Uniform invariance principle for intersection local times. Seminar on Stochastic Processes, 1992., Birkhauser, Boston , (1993), 241--248.
  17. Intersection local times of all orders for Brownian and stable density processes. (with R. Adler). Annals of Probability, 21 (1993), 1073-1123.
  18. Renormalization and limit theorems for self-intersections of superprocesses. Annals of Probability, 20 (1992), 1341-1368.
  19. A jointly continuous local time for triple intersections of a stable processes in the plane. Stochastics}, 39, (1992), 119--137.
  20. Fluctuations of the Wiener sausage for surfaces, (with I. Chavel and E. Feldman). Annals of Probability, 19 (1991), 650-706.
  21. Tanaka formulae and renormalization for triple intersections of Brownian motion in the plane. (with M. Yor). Annals of Probability, 19 (1991), 142--159.
  22. Self-intersections of stable processes in the plane: local times and limit theorems. Seminar on Stochastic Processes. , Birkhauser, Boston , (1990), 285--321.
  23. Random walks and intersection local time. Ann. Probab. , 18, (1990), 959--977.
  24. Multiple points of Levy processes. (with J.F. Le Gall and N.R. Shieh). Ann. Probab. , 17, (1989), 503--516.
  25. Continuity and singularity of the intersection local time of stable processes in R^2. Ann. Probab. , 16, (1988), 75--79.
  26. Limit laws for the intersection local time of stable processes in R^2. Stochastics , 23, (1988), 219--240.
  27. Joint continuity of the intersection local time of Markov processes. Ann. Probab. , 15, (1987), 659--675.
  28. The intersection local time of fractional Brownian motion. J. Multivariate Anal. , 23, (1987), 37--46.
  29. Tanaka's formula and renormalization for intersections of planar Brownian motion. Ann. Probab. , 14, (1986), 1245--1251.
  30. Tanaka's formula for multiple intersections of planar Brownian motion. Stochastic Process. Appl. , 23, (1986), 131--141.
  31. 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.
  32. A representation for the intersection local time of Brownian motion in space. Ann. Probab. , 13, (1985), 145--153.
  33. A local time analysis of intersections of Brownian paths in the plane. (with J.Horowitz and D.Geman). Ann. Probab. , 12, (1984), 86--107.
  34. Self-intersections of random fields. Ann. Probab. , 12, (1984), 108--119.
  35. 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 on local times and Isomorphism Theorems

  1. L^p moduli of continuity of Gaussian processes and local times of symmetric Lévy processes, (with M. Marcus), Ann. Probab., to appear.
  2. New perspectives on Ray's theorem for the local times of diffusions, (with M. Marcus). Ann. Probab., 31, (2003), 882-913.
  3. Gaussian processes and the local times of symmetric Lévy processes, (with M. Marcus). L'evy Processes and their Applications O. Barnsdorff-Nielsen, T. Mikosch and S. Resnick, eds. , Birkhauser, Boston, (2001), 67--89.
  4. 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.
  5. 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.
  6. 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.
  7. Gaussian chaos and sample path properties of additive functionals of symmetric Markov processes, (with M. Marcus), Annals of Probability24, (1996), 1130--1177.
  8. Random Fourier series and sample path properties of additive functionals for Lévy processes on the torus, (with M. Marcus), Annals of Probability24, (1996), 1178--1218.
  9. Logarithmic averages for the local times of recurrent random walks and Lévy processes, (with M. Marcus), Stoch. Proc. and Appl., 59 (1995), 175-184.
  10. 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.
  11. 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.
  12. Exact rates of convergence to the local times of symmetric Lévy processes. (with M. Marcus). S'eminaire de Probabilit'es}, Springer-Verlag, New York , (1994), 102-109.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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.

Publications of Jay S. Rosen on multifractal analysis of exceptional points

  1. Frequent points for random walks in two dimensions, (with R. Bass), Electron. J. Probab., to appear.
  2. How large a disc is covered by a random walk in n steps?, (with A. Dembo and Y. Peres), Ann. Probab., to appear.
  3. Late points for random walks in two dimensions, (with A. Dembo, Y. Peres, and O. Zeitouni), Ann. Probab., 34 (2006), 219--263.
  4. A random walk proof of the Erdös-Taylor conjecture, Periodica Mathematica Hungarica, 50, (2005), 223-245.
  5. 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.
  6. 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.
  7. Brownian motion on compact manifolds: cover time and late points, (with A. Dembo and Y. Peres), EJP ,\, 8, (2003), number 15, 1-14.
  8. Thick points for intersections of planar Brownian paths, (with A. Dembo, Y. Peres, and O. Zeitouni). Trans. Amer. Math. Soc. , 354 (2002), 4969-5003.
  9. 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.
  10. Thin points for Brownian motion, (with A. Dembo, Y. Peres, and O. Zeitouni). Ann. Inst. Henri Poincare , 36, (2000), 749--774.
  11. 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.
  12. Thick points for transient symmetric stable processes, (with A. Dembo, Y. Peres, and O. Zeitouni). EJP , 4 (1999), Paper No. 10, 1--18.

Publications of Jay S. Rosen on large deviations

  1. Moderate deviations for the range of planar random walks, (with R. Bass and X. Chen), Memoirs of the A.M.S., to appear.
  2. 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., to appear.
  3. 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.
  4. 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.
  5. Large deviations for renormalized self-intersetion local times of stable processes, (with R. Bass and X. Chen). Ann. Probab., 33, (2005), 984--1014.
  6. Occupation Time Large Deviations for Critical Branching Brownian Motion, Super Brownian Motion and Related Processes, (with Jean-Dominique Deuschel). Annals of Probability26, (1998), 602--643.

Publications of Jay S. Rosen on mathematical physics

  1. 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.
  2. Asymptotic analysis of Gaussian integrals I: isolated minimum points. (with R. Ellis). Trans. Amer. Math. Soc. , 273, (1982), 447--481.
  3. Asmptotic analysis of Gaussian integrals II: manifold of minimum points. (with R. Ellis). Comm. Math. Phys. , 82, (1981), 153--181.
  4. Mass renormalization for the \lambda \phi^4 Euclidean lattice field. Advances in Applied Math. , 1, (1980), 37--49.
  5. 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.
  6. The Ising model limit of lambda phi^4 lattice fields. Proc. Amer. Math. Soc. , 66, (1977), 114--118.
  7. Fluctuations in P(phi)_1 processes; non-Gaussian Markov processes. (with B. Simon) Ann. Probab., 4, (1976), 155--176.
  8. Sobolev inequalities for weight spaces and supercontractivity. Trans. Amer. Math. Soc. , 22, (1976), 367--376.
  9. 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.
  10. Existence of the critical point in phi^4 field theory. Comm. Math. Phys. , 51, (1976), 97--106.
  11. Global support properties of stationary ergodic processes. (with B. Simon). Duke Math. J. , 42, (1975), 51--55.