Edit Profile (opens in new tab) Doney, Ronald Arthur Compute Distance To: Compute Author ID: doney.ronald-arthur Published as: Doney, R. A.; Doney, Ronald A.; Doney, Ronald Arthur; Doney, Ronald External Links: MGP Documents Indexed: 89 Publications since 1965, including 2 Books Co-Authors: 24 Co-Authors with 47 Joint Publications 775 Co-Co-Authors all top 5 Co-Authors 40 single-authored 8 Bertoin, Jean 8 Maller, Ross Arthur 7 Chaumont, Loïc 3 Bingham, Nicholas Hugh 3 Griffin, Philip S. 3 Rivero, Víctor Manuel 2 Alili, Larbi 2 Jones, Elinor Mair 2 O’Brien, George L. 2 Yor, Marc 1 Alili, I. 1 Bretagnolle, Jean L. 1 Bryn-Jones, A. 1 Greenwood, Priscilla E. 1 Grey, D. R. 1 Hu, Yueyun 1 Ibragimov, Il’dar Abdullovich 1 Jacod, Jean 1 Korshunov, Dmitry Alekseevich 1 Kyprianou, Andreas E. 1 Nakhi, Y. B. 1 Savov, Mladen Svetoslavov 1 Warren, Jon 1 Zhang, Tusheng S. all top 5 Serials 15 Journal of Applied Probability 9 Probability Theory and Related Fields 8 The Annals of Probability 6 Advances in Applied Probability 6 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 5 Bulletin of the London Mathematical Society 5 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 5 Stochastic Processes and their Applications 4 The Annals of Applied Probability 4 Electronic Journal of Probability 3 Journal of the London Mathematical Society. Second Series 2 Statistics & Probability Letters 2 Journal of Theoretical Probability 1 Mathematical Proceedings of the Cambridge Philosophical Society 1 Journal of Multivariate Analysis 1 Proceedings of the London Mathematical Society. Third Series 1 Stochastics and Stochastics Reports 1 Electronic Communications in Probability 1 Stochastics 1 Lecture Notes in Mathematics Fields 86 Probability theory and stochastic processes (60-XX) 1 Difference and functional equations (39-XX) 1 Integral transforms, operational calculus (44-XX) 1 Statistics (62-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 84 Publications have been cited 1,037 times in 667 Documents Cited by ▼ Year ▼ Overshoots and undershoots of Lévy processes. Zbl 1101.60029Doney, R. A.; Kyprianou, A. E. 67 2006 On conditioning a random walk to stay nonnegative. Zbl 0834.60079Bertoin, J.; Doney, R. A. 59 1994 One-sided local large deviation and renewal theorems in the case of infinite mean. Zbl 0883.60022Doney, R. A. 54 1997 Asymptotic properties of supercritical branching processes. I: The Galton-Watson process. Zbl 0297.60044Bingham, N. H.; Doney, R. A. 54 1974 Cramér’s estimate for Lévy processes. Zbl 0809.60085Bertoin, J.; Doney, R. A. 52 1994 On Lévy processes conditioned to stay positive. Zbl 1109.60039Chaumont, L.; Doney, R. A. 49 2005 Some asymptotic results for transient random walks. Zbl 0854.60069Bertoin, J.; Doney, R. A. 41 1996 Stability and attraction to normality for Lévy processes at zero and at infinity. Zbl 1015.60043Doney, R. A.; Maller, R. A. 35 2002 Fluctuation theory for Lévy processes. Ecole d’Eté de probabilités de Saint-Flour XXXV – 2005. Zbl 1128.60036Doney, Ronald A. 28 2007 Local behaviour of first passage probabilities. Zbl 1237.60036Doney, R. A. 24 2012 Conditional limit theorems for asymptotically stable random walks. Zbl 0573.60063Doney, R. A. 23 1985 Asymptotic properties of super-critical branching processes. II: Crump-mode and Jirina processes. Zbl 0308.60049Bingham, N. H.; Doney, R. A. 22 1975 On Wiener-Hopf factorisation and the distribution of extrema for certain stable processes. Zbl 0631.60069Doney, R. A. 19 1987 Spitzer’s condition for random walks and Lévy processes. Zbl 0880.60078Bertoin, J.; Doney, R. A. 19 1997 The asymptotic behavior of densities related to the supremum of a stable process. Zbl 1185.60052Doney, R. A.; Savov, M. S. 19 2010 Stability of the overshoot for Lévy processes. Zbl 1016.60052Doney, R. A.; Maller, R. A. 18 2002 On the asymptotic behaviour of first passage times for transient random walk. Zbl 0643.60053Doney, R. A. 17 1989 Some excursion calculations for spectrally one-sided Lévy processes. Zbl 1068.60073Doney, Ronald A. 17 2005 Passage of Lévy processes across power law boundaries at small times. Zbl 1140.60025Bertoin, J.; Doney, R. A.; Maller, R. A. 17 2008 Spitzer’s condition and ladder variables in random walks. Zbl 0818.60060Doney, R. A. 16 1995 Perturbed Skorohod equations and perturbed reflected diffusion processes. Zbl 1061.60056Doney, R. A.; Zhang, Tusheng 16 2005 Wiener-Hopf factorization revisited and some applications. Zbl 0928.60067Alili, L.; Doney, R. A. 15 1999 Moments of ladder heights in random walks. Zbl 0424.60072Doney, R. A. 15 1980 An analogue of the renewal theorem in higher dimensions. Zbl 0147.16301Doney, R. A. 14 1966 Hitting probabilities for spectrally Lévy processes. Zbl 0699.60061Doney, R. A. 14 1991 Pathwise uniqueness for perturbed versions of Brownian motion and reflected Brownian motion. Zbl 0945.60082Chaumont, L.; Doney, R. A. 14 1999 On the exact asymptotic behaviour of the distribution of ladder epochs. Zbl 0482.60066Doney, R. A. 14 1982 On higher-dimensional analogues of the arc-sine law. Zbl 0644.60084Bingham, N. H.; Doney, R. A. 10 1988 Moments of passage times for Lévy processes. Zbl 1042.60025Doney, R. A.; Maller, R. A. 10 2004 Stochastic bounds for Lévy processes. Zbl 1046.60045Doney, R. A. 10 2004 Loud shot noise. Zbl 0724.60105Doney, R. A.; O’Brien, George L. 10 1991 A limit theorem for a class of supercritical branching processes. Zbl 0267.60082Doney, R. A. 10 1972 A note on the supremum of a stable process. Zbl 1139.60022Doney, R. A. 10 2008 A functional limit theorem for random walk conditioned to stay non-negative. Zbl 1120.60047Bryn-Jones, A.; Doney, R. A. 10 2006 The Martin boundary and ratio limit theorems for killed random walks. Zbl 0938.60034Doney, R. A. 9 1999 Upper and lower limits of doubly perturbed Brownian motion. Zbl 0969.60082Chaumont, L.; Doney, R. A.; Hu, Y. 9 2000 Cramér’s estimate for a reflected Lévy process. Zbl 1069.60045Doney, R. A.; Maller, R. A. 9 2005 Small-time behaviour of {L}évy processes. Zbl 1081.60029Doney, R. A. 9 2004 A bivariate local limit theorem. Zbl 0744.60022Doney, R. A. 8 1991 A large deviation local limit theorem. Zbl 0674.60031Doney, R. A. 8 1989 Invariance principles for local times at the maximum of random walks and Lévy processes. Zbl 1210.60033Chaumont, L.; Doney, R. A. 8 2010 Fluctuation theory for Lévy processes. Zbl 0982.60048Doney, Ronald 7 2001 On the joint distribution of ladder variables of random walk. Zbl 0791.60058Doney, R. A.; Greenwood, P. E. 7 1993 Some calculations for doubly perturbed Brownian motion. Zbl 0997.60095Chaumont, L.; Doney, R. A. 7 2000 Some calculations for perturbed Brownian motion. Zbl 0911.60067Doney, R. A. 7 1998 On a fluctuation identity for random walks and Lévy processes. Zbl 1063.60062Alili, I.; Chaumont, L.; Doney, R. A. 7 2005 On the existence of the mean ladder height for random walk. Zbl 0466.60067Doney, R. A. 7 1982 Age-dependent birth and death processes. Zbl 0215.53702Doney, R. A. 6 1972 On a formula of Takács for Brownian motion with drift. Zbl 0914.60044Doney, R. A.; Yor, M. 6 1998 Martin boundaries associated with a killed random walk. Zbl 0981.60083Alili, L.; Doney, R. A. 6 2001 A note on a condition satisfied by certain random walks. Zbl 0378.60057Doney, R. A. 6 1977 Passage times of random walks and Lévy processes across power law boundaries. Zbl 1082.60037Doney, R. A.; Maller, R. A. 6 2005 A note on conditioned random walk. Zbl 0519.60074Doney, R. A. 6 1983 Asymptotic behaviour of first passage time distributions for Lévy processes. Zbl 1286.60042Doney, R. A.; Rivero, V. 6 2013 Corrections to “On Lévy processes conditioned to stay positive”. Zbl 1189.60097Chaumont, Loïc; Doney, Ronald Arthur 6 2008 Windings of planar stable processes. Zbl 1290.60053Doney, R. A.; Vakeroudis, S. 5 2013 On the local behaviour of ladder height distributions. Zbl 0815.60065Bertoin, J.; Doney, R. A. 5 1994 Random walks crossing curved boundaries: A functional limit theorem, stability and asymptotic distributions for exit times and positions. Zbl 0976.60082Doney, R. A.; Maller, R. A. 5 2000 On the maxima of random walks and stable processes and the arc-sine law. Zbl 0591.60066Doney, R. A. 5 1987 On single- and multi-type general age-dependent branching processes. Zbl 0365.60080Doney, R. A. 4 1976 A local limit theorem for moderate deviations. Zbl 1028.60017Doney, R. A. 3 2001 A note on some results of Schuh. Zbl 0532.60080Doney, R. A. 3 1984 Last exit times for random walks. Zbl 0672.60072Doney, R. A. 3 1989 Overshoots over curved boundaries. Zbl 1037.60043Doney, R. A.; Griffin, P. S. 3 2003 Tanaka’s construction for random walks and Lévy processes. Zbl 1063.60064Doney, Ronald A. 3 2005 On a functional equation for general branching processes. Zbl 0258.60060Doney, R. A. 2 1973 The progeny of a branching process. Zbl 0221.60054Doney, R. A. 2 1971 A path decomposition for Lévy processes. Zbl 0779.60046Doney, R. A. 2 1993 Local asymptotics for the time of first return to the origin of transient random walk. Zbl 1226.60065Doney, R. A.; Korshunov, D. A. 2 2011 A note on the subcritical generalized age-dependent branching process. Zbl 0356.60046Doney, R. A. 2 1976 Overshoots over curved boundaries. II. Zbl 1064.60091Doney, R. A.; Griffin, P. S. 2 2004 Spitzer’s condition for asymptotically symmetric random walk. Zbl 0435.60074Doney, R. A. 2 1980 Thickened renewal processes. Zbl 0782.60055Doney, R. A.; O’Brien, George L. 1 1992 Asymptotic behaviour of first passage time distributions for subordinators. Zbl 1333.60094Doney, Ronald Arthur; Rivero, Victor M. 1 2015 Lévy processes at Saint-Flour. Reprint of lectures originally published in the Lecture Notes in Mathematics volumes 307 (1973), 1117 (1985), 1717 (1999) and 1897 (2007). Zbl 1254.60004Bertoin, Jean; Bretagnolle, Jean L.; Doney, Ronald A.; Ibragimov, Ildar A.; Jacod, Jean 1 2012 Recurrent and transient sets for 3-dimensional random walks. Zbl 0144.18701Doney, R. A. 1 1965 Hits on an axis by the simple random walk in three dimensions. Zbl 0203.17603Doney, R. A. 1 1966 Some remarks on Brownian motion with drift. Zbl 0686.60088Doney, R. A.; Grey, D. R. 1 1989 Conditioned random walks and Lévy processes. Zbl 1234.60050Doney, R. A.; Jones, E. M. 1 2012 Some results involving the maximum of Brownian motion. Zbl 0788.60051Doney, R. A. 1 1993 Perturbed Bessel processes. Zbl 0924.60039Doney, R. A.; Warren, J.; Yor, M. 1 1998 Large deviation results for random walks conditioned to stay positive. Zbl 1252.60041Doney, Ronald A.; Jones, Elinor Mair 1 2012 Almost sure relative stability of the overshoot of power law boundaries. Zbl 1112.60036Doney, R. A.; Maller, R. A. 1 2007 Cramér’s estimate for the reflected process revisited. Zbl 1404.60064Doney, R. A.; Griffin, Philip S. 1 2018 Cramér’s estimate for the reflected process revisited. Zbl 1404.60064Doney, R. A.; Griffin, Philip S. 1 2018 Asymptotic behaviour of first passage time distributions for subordinators. Zbl 1333.60094Doney, Ronald Arthur; Rivero, Victor M. 1 2015 Asymptotic behaviour of first passage time distributions for Lévy processes. Zbl 1286.60042Doney, R. A.; Rivero, V. 6 2013 Windings of planar stable processes. Zbl 1290.60053Doney, R. A.; Vakeroudis, S. 5 2013 Local behaviour of first passage probabilities. Zbl 1237.60036Doney, R. A. 24 2012 Lévy processes at Saint-Flour. Reprint of lectures originally published in the Lecture Notes in Mathematics volumes 307 (1973), 1117 (1985), 1717 (1999) and 1897 (2007). Zbl 1254.60004Bertoin, Jean; Bretagnolle, Jean L.; Doney, Ronald A.; Ibragimov, Ildar A.; Jacod, Jean 1 2012 Conditioned random walks and Lévy processes. Zbl 1234.60050Doney, R. A.; Jones, E. M. 1 2012 Large deviation results for random walks conditioned to stay positive. Zbl 1252.60041Doney, Ronald A.; Jones, Elinor Mair 1 2012 Local asymptotics for the time of first return to the origin of transient random walk. Zbl 1226.60065Doney, R. A.; Korshunov, D. A. 2 2011 The asymptotic behavior of densities related to the supremum of a stable process. Zbl 1185.60052Doney, R. A.; Savov, M. S. 19 2010 Invariance principles for local times at the maximum of random walks and Lévy processes. Zbl 1210.60033Chaumont, L.; Doney, R. A. 8 2010 Passage of Lévy processes across power law boundaries at small times. Zbl 1140.60025Bertoin, J.; Doney, R. A.; Maller, R. A. 17 2008 A note on the supremum of a stable process. Zbl 1139.60022Doney, R. A. 10 2008 Corrections to “On Lévy processes conditioned to stay positive”. Zbl 1189.60097Chaumont, Loïc; Doney, Ronald Arthur 6 2008 Fluctuation theory for Lévy processes. Ecole d’Eté de probabilités de Saint-Flour XXXV – 2005. Zbl 1128.60036Doney, Ronald A. 28 2007 Almost sure relative stability of the overshoot of power law boundaries. Zbl 1112.60036Doney, R. A.; Maller, R. A. 1 2007 Overshoots and undershoots of Lévy processes. Zbl 1101.60029Doney, R. A.; Kyprianou, A. E. 67 2006 A functional limit theorem for random walk conditioned to stay non-negative. Zbl 1120.60047Bryn-Jones, A.; Doney, R. A. 10 2006 On Lévy processes conditioned to stay positive. Zbl 1109.60039Chaumont, L.; Doney, R. A. 49 2005 Some excursion calculations for spectrally one-sided Lévy processes. Zbl 1068.60073Doney, Ronald A. 17 2005 Perturbed Skorohod equations and perturbed reflected diffusion processes. Zbl 1061.60056Doney, R. A.; Zhang, Tusheng 16 2005 Cramér’s estimate for a reflected Lévy process. Zbl 1069.60045Doney, R. A.; Maller, R. A. 9 2005 On a fluctuation identity for random walks and Lévy processes. Zbl 1063.60062Alili, I.; Chaumont, L.; Doney, R. A. 7 2005 Passage times of random walks and Lévy processes across power law boundaries. Zbl 1082.60037Doney, R. A.; Maller, R. A. 6 2005 Tanaka’s construction for random walks and Lévy processes. Zbl 1063.60064Doney, Ronald A. 3 2005 Moments of passage times for Lévy processes. Zbl 1042.60025Doney, R. A.; Maller, R. A. 10 2004 Stochastic bounds for Lévy processes. Zbl 1046.60045Doney, R. A. 10 2004 Small-time behaviour of {L}évy processes. Zbl 1081.60029Doney, R. A. 9 2004 Overshoots over curved boundaries. II. Zbl 1064.60091Doney, R. A.; Griffin, P. S. 2 2004 Overshoots over curved boundaries. Zbl 1037.60043Doney, R. A.; Griffin, P. S. 3 2003 Stability and attraction to normality for Lévy processes at zero and at infinity. Zbl 1015.60043Doney, R. A.; Maller, R. A. 35 2002 Stability of the overshoot for Lévy processes. Zbl 1016.60052Doney, R. A.; Maller, R. A. 18 2002 Fluctuation theory for Lévy processes. Zbl 0982.60048Doney, Ronald 7 2001 Martin boundaries associated with a killed random walk. Zbl 0981.60083Alili, L.; Doney, R. A. 6 2001 A local limit theorem for moderate deviations. Zbl 1028.60017Doney, R. A. 3 2001 Upper and lower limits of doubly perturbed Brownian motion. Zbl 0969.60082Chaumont, L.; Doney, R. A.; Hu, Y. 9 2000 Some calculations for doubly perturbed Brownian motion. Zbl 0997.60095Chaumont, L.; Doney, R. A. 7 2000 Random walks crossing curved boundaries: A functional limit theorem, stability and asymptotic distributions for exit times and positions. Zbl 0976.60082Doney, R. A.; Maller, R. A. 5 2000 Wiener-Hopf factorization revisited and some applications. Zbl 0928.60067Alili, L.; Doney, R. A. 15 1999 Pathwise uniqueness for perturbed versions of Brownian motion and reflected Brownian motion. Zbl 0945.60082Chaumont, L.; Doney, R. A. 14 1999 The Martin boundary and ratio limit theorems for killed random walks. Zbl 0938.60034Doney, R. A. 9 1999 Some calculations for perturbed Brownian motion. Zbl 0911.60067Doney, R. A. 7 1998 On a formula of Takács for Brownian motion with drift. Zbl 0914.60044Doney, R. A.; Yor, M. 6 1998 Perturbed Bessel processes. Zbl 0924.60039Doney, R. A.; Warren, J.; Yor, M. 1 1998 One-sided local large deviation and renewal theorems in the case of infinite mean. Zbl 0883.60022Doney, R. A. 54 1997 Spitzer’s condition for random walks and Lévy processes. Zbl 0880.60078Bertoin, J.; Doney, R. A. 19 1997 Some asymptotic results for transient random walks. Zbl 0854.60069Bertoin, J.; Doney, R. A. 41 1996 Spitzer’s condition and ladder variables in random walks. Zbl 0818.60060Doney, R. A. 16 1995 On conditioning a random walk to stay nonnegative. Zbl 0834.60079Bertoin, J.; Doney, R. A. 59 1994 Cramér’s estimate for Lévy processes. Zbl 0809.60085Bertoin, J.; Doney, R. A. 52 1994 On the local behaviour of ladder height distributions. Zbl 0815.60065Bertoin, J.; Doney, R. A. 5 1994 On the joint distribution of ladder variables of random walk. Zbl 0791.60058Doney, R. A.; Greenwood, P. E. 7 1993 A path decomposition for Lévy processes. Zbl 0779.60046Doney, R. A. 2 1993 Some results involving the maximum of Brownian motion. Zbl 0788.60051Doney, R. A. 1 1993 Thickened renewal processes. Zbl 0782.60055Doney, R. A.; O’Brien, George L. 1 1992 Hitting probabilities for spectrally Lévy processes. Zbl 0699.60061Doney, R. A. 14 1991 Loud shot noise. Zbl 0724.60105Doney, R. A.; O’Brien, George L. 10 1991 A bivariate local limit theorem. Zbl 0744.60022Doney, R. A. 8 1991 On the asymptotic behaviour of first passage times for transient random walk. Zbl 0643.60053Doney, R. A. 17 1989 A large deviation local limit theorem. Zbl 0674.60031Doney, R. A. 8 1989 Last exit times for random walks. Zbl 0672.60072Doney, R. A. 3 1989 Some remarks on Brownian motion with drift. Zbl 0686.60088Doney, R. A.; Grey, D. R. 1 1989 On higher-dimensional analogues of the arc-sine law. Zbl 0644.60084Bingham, N. H.; Doney, R. A. 10 1988 On Wiener-Hopf factorisation and the distribution of extrema for certain stable processes. Zbl 0631.60069Doney, R. A. 19 1987 On the maxima of random walks and stable processes and the arc-sine law. Zbl 0591.60066Doney, R. A. 5 1987 Conditional limit theorems for asymptotically stable random walks. Zbl 0573.60063Doney, R. A. 23 1985 A note on some results of Schuh. Zbl 0532.60080Doney, R. A. 3 1984 A note on conditioned random walk. Zbl 0519.60074Doney, R. A. 6 1983 On the exact asymptotic behaviour of the distribution of ladder epochs. Zbl 0482.60066Doney, R. A. 14 1982 On the existence of the mean ladder height for random walk. Zbl 0466.60067Doney, R. A. 7 1982 Moments of ladder heights in random walks. Zbl 0424.60072Doney, R. A. 15 1980 Spitzer’s condition for asymptotically symmetric random walk. Zbl 0435.60074Doney, R. A. 2 1980 A note on a condition satisfied by certain random walks. Zbl 0378.60057Doney, R. A. 6 1977 On single- and multi-type general age-dependent branching processes. Zbl 0365.60080Doney, R. A. 4 1976 A note on the subcritical generalized age-dependent branching process. Zbl 0356.60046Doney, R. A. 2 1976 Asymptotic properties of super-critical branching processes. II: Crump-mode and Jirina processes. Zbl 0308.60049Bingham, N. H.; Doney, R. A. 22 1975 Asymptotic properties of supercritical branching processes. I: The Galton-Watson process. Zbl 0297.60044Bingham, N. H.; Doney, R. A. 54 1974 On a functional equation for general branching processes. Zbl 0258.60060Doney, R. A. 2 1973 A limit theorem for a class of supercritical branching processes. Zbl 0267.60082Doney, R. A. 10 1972 Age-dependent birth and death processes. Zbl 0215.53702Doney, R. A. 6 1972 The progeny of a branching process. Zbl 0221.60054Doney, R. A. 2 1971 An analogue of the renewal theorem in higher dimensions. Zbl 0147.16301Doney, R. A. 14 1966 Hits on an axis by the simple random walk in three dimensions. Zbl 0203.17603Doney, R. A. 1 1966 Recurrent and transient sets for 3-dimensional random walks. Zbl 0144.18701Doney, R. A. 1 1965 all cited Publications top 5 cited Publications all top 5 Cited by 627 Authors 28 Kyprianou, Andreas E. 28 Maller, Ross Arthur 26 Doney, Ronald Arthur 20 Wachtel, Vitali I. 16 Palmowski, Zbigniew 14 Griffin, Philip S. 14 Pardo, Juan Carlos 13 Chaumont, Loïc 13 Denisov, Denis E. 13 Rivero, Víctor Manuel 13 Vatutin, Vladimir Alekseevich 12 Liu, Quansheng 12 Wang, Yuebao 11 Mandjes, Michel Robertus Hendrikus 10 Giacomin, Giambattista 10 Ivanovs, Jevgeņijs 9 Caravenna, Francesco 9 Uchiyama, Kôhei 8 Bertoin, Jean 8 Savov, Mladen Svetoslavov 8 Toninelli, Fabio Lucio 8 Zwart, Bert P. 7 Berger, Quentin 7 D’yakonova, Elena Evgen’evna 7 Gao, Zhiqiang 7 Korshunov, Dmitry Alekseevich 7 Kuznetsov, Alexey 7 Lacoin, Hubert 7 Wang, Kaiyong 6 Afanas’ev, Valeriĭ Ivanovich 6 Aurzada, Frank 6 Chi, Zhiyi 6 Curien, Nicolas 6 Doney, Ron 6 Iksanov, Aleksander M. 6 Yin, Chuancun 5 Avram, Florin 5 Foss, Sergey G. 5 Kersting, Götz-Dietrich 5 Klüppelberg, Claudia 5 Liang, Xingang 5 Morales, Manuel 5 Pakes, Anthony G. 5 Peigné, Marc 5 Pistorius, Martijn R. 5 Simon, Thomas 5 Terhesiu, Dalia 5 Watson, Alexander R. 5 Yang, Yang 5 Yor, Marc 5 Yu, Changjun 4 Alsmeyer, Gerold 4 Baurdoux, Erik Jan 4 Biggins, J. D. 4 Buchmann, Boris 4 Döring, Leif 4 Grama, Ion G. 4 Jacka, Saul D. 4 Le Page, Emile 4 Lindner, Alexander M. 4 Mason, David M. 4 Meiners, Matthias 4 Melbourne, Ian 4 Mijatović, Aleksandar 4 Nagaev, Sergey Victorovich 4 Patie, Pierre 4 Sakhanenko, Aleksandr Ivanovich 4 Samorodnitsky, Gennady Pinkhosovich 4 Sgibnev, Mikhaĭl Sergeevich 4 Stadje, Wolfgang 4 Tang, Qihe 4 Uribe Bravo, Gerónimo 4 Van Schaik, Kees 3 Aidekon, Elie E. F. 3 Armendáriz, Inés 3 Asmussen, Søren 3 Böinghoff, Christian 3 Budd, Timothy G. 3 Caballero, María Emilia 3 Carlsson, Hasse 3 Cheng, Dongya 3 Croydon, David A. 3 Cui, Zhaolei 3 Cygan, Wojciech 3 Czarna, Irmina 3 Dębicki, Krzysztof 3 Dieker, A. B. 3 Duraj, Jetlir 3 Fan, Yuguang 3 Fourati, Sonia 3 Gerhold, Stefan 3 Hambly, Ben M. 3 Hu, Yueyun 3 Ignatiouk-Robert, Irina 3 Ioffe, Dmitry 3 Kabluchko, Zakhar A. 3 Kella, Offer 3 Kwaśnicki, Mateusz 3 Lauvergnat, Ronan 3 Li, Yingqiu ...and 527 more Authors all top 5 Cited in 124 Serials 95 Stochastic Processes and their Applications 45 The Annals of Probability 41 Journal of Applied Probability 33 Probability Theory and Related Fields 31 Journal of Theoretical Probability 30 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 28 Statistics & Probability Letters 26 Electronic Journal of Probability 24 Advances in Applied Probability 23 The Annals of Applied Probability 20 Bernoulli 13 Insurance Mathematics & Economics 13 Queueing Systems 10 Transactions of the American Mathematical Society 9 Electronic Communications in Probability 8 Theory of Probability and its Applications 8 Scandinavian Actuarial Journal 7 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 6 Journal of Mathematical Analysis and Applications 6 Journal of Statistical Physics 6 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 5 Communications in Mathematical Physics 5 Lithuanian Mathematical Journal 5 Siberian Mathematical Journal 5 Acta Applicandae Mathematicae 5 Communications in Statistics. Theory and Methods 5 Stochastics 5 ALEA. 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