Research
> coauthors
> preprints
> projects
Publications
> 1991-1999
> 2000-present
Enseignements
> m2
> fimfa
Links
> maths
> idle
Miscellany
> sim1
> cv
> E-number
Publications depuis 2000
(for preprints, please check
this link
)
2000
The problem of the most visited site in random environment.
(With Y. Hu). Probability Theory and Related Fields
116
(2000) 273-302.
The most visited sites of symmetric stable processes.
(With R. Bass and N. Eisenbaum). Probability Theory and Related Fields
116
(2000) 391-404.
Fast sets and points for fractional Brownian motion.
(With D. Khoshnevisan). In: Séminaire de Probabilités XXXIV (2000). Lecture Notes in Mathematics
1729
, pages 393-416. Springer, Berlin.
The joint law of the last zeros of Brownian motion and of its Lévy transform.
(With C. Donati-Martin and M. Yor). Ergodic Theory and Dynamical Systems
20
(2000) 709-725.
Small ball estimates for Brownian motion under a weighted sup-norm.
(With P. Berthet). Studia Scientiarum Mathematicarum Hungarica
36
(2000) 275-289.
Strong approximation of spatial random walk in random scenery.
(With P. Révész). Stochastic Processes and their Applications
88
(2000) 329-345.
Increment sizes of the principal value of Brownian local time.
(With E. Csáki, M. Csörgö and A. Földes). Probability Theory and Related Fields
117
(2000) 515-531.
Boundary crossings and the distribution function of the maximum of Brownian sheet.
(With E. Csáki and D. Khoshnevisan). Stochastic Processes and their Applications
90
(2000) 1-18.
Favourite sites of simple random walk.
(With B. Tóth). Periodica Mathematica Hungarica
41
(2000) 237-249.
Favourite sites, favourite values and jump sizes for random walk and Brownian motion.
(With E. Csáki and P. Révész). Bernoulli
6
(2000) 951-975.
A Ray-Knight theorem for symmetric Markov processes.
(With N. Eisenbaum, H. Kaspi, M. Marcus and J. Rosen). The Annals of Probability
28
(2000) 1781-1796.
2001
A strong invariance principle for two-dimensional random walk in random scenery.
(With E. Csáki and P. Révész). Stochastic Processes and their Applications
92
(2001) 181-200.
Small deviations for some multi-parameter Gaussian processes.
(With D. Mason). Journal of Theoretical Probability
14
(2001) 213-239.
Path properties of Cauchy's principal values related to local time.
(With E. Csáki, M. Csörgö and A. Földes). Studia Scientiarum Mathematicarum Hungarica
38
(2001) 149-169.
Long excursions of a random walk.
(With E. Csáki and P. Révész). Journal of Theoretical Probability
14
(2001) 821-844.
2002
Many visits to a single site by a transient random walk in random environment.
(With N. Gantert). Stochastic Processes and their Applications
99
(2002) 159-176.
Pointwise and uniform asymptotics of the Vervaat error process.
(With E. Csáki, M. Csörgö, A. Földes and R. Zitikis). Journal of Theoretical Probability
15
(2002) 845-875.
The first exit time of Brownian motion from a parabolic domain.
(With M. Lifshits). Bernoulli
8
(2002) 745-765.
On a class of additive functionals of two-dimensional Brownian motion and random walk.
(With E. Csáki, M. Csörgö and A. Földes). Limit theorems in probability and statistics, Vol. I (Balatonlelle, 1999), 321-345, János Bolyai Mathematical Society, Budapest.
Fractional Brownian motions as "higher-order" fractional derivatives of Brownian local times.
(With E. Csáki and M. Yor). Limit theorems in probability and statistics, Vol. I (Balatonlelle, 1999), 365-387, János Bolyai Mathematical Society, Budapest.
2003
A joint functional law for the Wiener process and principal value.
(With E. Csáki and A. Földes). Studia Scientiarum Mathematicarum Hungarica
40
(2003) 213-241.
2004
On the explosion of the local times along lines of Brownian sheet.
(With D. Khoshnevisan and P. Révész). Annales de l'Institut Henri Poincaré
40
(2004) 1-24.
Large void zones and occupation times for coalescing random walks.
(With E. Csáki and P. Révész). Stochastic Processes and their Applications
111
(2004) 97-118.
Lower functions of empirical processes and Brownian sheets.
(With M. Lifshits). Theory of Probability and Applications
48
(2004) 273-287.
Evaluating the small deviation probabilities for subordinated Lévy processes.
(With W. Linde). Stochastic Processes and their Applications
113
(2004) 273-287.
Our joint work with Miklós Csörgö.
(With E. Csáki and A. Földes). In: Asymptotic Methods in Stochastics, pp.3-24. Fields Institute Commun.
44
, AMS, 2004.
Moderate deviations for diffusions with Brownian potentials.
(With Y. Hu). The Annals of Probability
32
(2004) 3191-3220.
2005
Level crossings of a two-parameter random walk.
(With D. Khoshnevisan and P. Révész). Stochastic Processes and their Applications
115
(2005) 359-380.
Aggregation rates in one-dimensional stochastic systems with adhesion and gravitation.
(With M. Lifshits). The Annals of Probability
33
(2005) 53-81.
Frequently visited sets for random walks.
(With E. Csáki, A. Földes, P. Révész and J. Rosen). Stochastic Processes and their Applications
115
(2005) 1503-1517.
An L
p
-view of the Bahadur-Kiefer theorem.
(With M. Csörgö). Periodica Mathematica Hungarica
50
(2005) 79-98.
An extreme-value analysis of the LIL for Brownian motion.
(With D. Khoshnevisan and D. Levin). Electronic Communications in Probability
10
(2005) 196-206.
Large time asymptotics for the density of a branching Wiener process.
(With P. Révész and J. Rosen). Journal of Applied Probability
42
(2005) 1081-1094.
2006
Small deviations of Riemann-Liouville processes with respect to L
q
-norms of fractal measures.
(With M. Lifshits and W. Linde). Proceedings of the London Mathematical Society
92
(2006) 224-250.
Small deviations of Gaussian random fields in L
q
-spaces.
(With M. Lifshits and W. Linde). Electronic Journal of Probability
11
(2006) Paper 46, 1204-1233.
Problèmes de recouvrement et points exceptionnels pour la marche aléatoire et le mouvement brownien, d'après Dembo, Peres, Rosen et Zeitouni.
Séminaire Bourbaki Vol. 2004/2005. Astérisque
307
(2006), Exposé No. 951, 469-480.
2007
Functional large deviations for Burgers particle systems.
(With M. Lifshits). Communications on Pure and Applied Mathematics
60
(2007) 41-66.
Annealed deviations of random walk in random scenery.
(With N. Gantert and W. König). Annales de l'Institut Henri Poincaré
43
(2007) 47-76.
Valleys and the maximum local time for random walk in random environment.
(With A. Dembo, N. Gantert and Y. Peres). Probability Theory and Related Fields
137
(2007) 443-473.
Convex rearrangements, generalized Lorenz curves, and correlated Gaussian data.
(With Y. Davydov, D. Khoshnevisan and R. Zitikis). Journal of Statistical Planning and Inference
137
(2007) 915-934.
A subdiffusive behaviour of recurrent random walk in random environment on a regular tree.
(With Y. Hu). Probability Theory and Related Fields
138
(2007) 521-549.
A weakness in strong localization for Sinai's walk.
(With O. Zindy). The Annals of Probability
35
(2007) 1118-1140.
2009
Minimal position and critical martingale convergence in branching random walks, and directed polymers on disordered trees.
(With Y. Hu). The Annals of Probability
37
(2009) 742-781.
2010
The infinite valley for a recurrent random walk in random environment.
(With N. Gantert and Y. Peres). Annales de l'Institut Henri Poincaré
46
(2010) 525-536.
Weak convergence for the minimal position in a branching random walk: a simple proof.
(With E. Aïdékon). Periodica Mathematica Hungarica
61
(2010) 43-54.
2011
Asymptotics for the survival probability in a killed branching random walk.
(With N. Gantert and Y. Hu). Annales de l'Institut Henri Poincaré
47
(2011) 111-129.
Random Walks and Trees
. ESAIM: Proceedings
31
(2011) 1-39.
2012
Almost sure convergence for stochastically biased random walks on trees.
(With G. Faraud and Y. Hu). Probability Theory and Related Fields
154
(2012) 621-660.
Mise à jour : le mardi 2 avril 2013.