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Donsker, Monroe D.

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Author ID: donsker.monroe-d Recent zbMATH articles by "Donsker, Monroe D."
Published as: Donsker, M.; Donsker, M. D.; Donsker, Monroe D.
External Links: MGP · Wikidata
Documents Indexed: 33 Publications since 1951, including 1 Book

Publications by Year

Citations contained in zbMATH

29 Publications have been cited 1,095 times in 813 Documents Cited by Year
Asymptotic evaluation of certain Markov process expectations for large time. I. Zbl 0323.60069
Donsker, M. D.; Varadhan, S. R. S.
186
1975
Asymptotic evaluation of certain Markov process expectations for large time. III. Zbl 0348.60032
Donsker, M. D.; Varadhan, S. R. S.
143
1976
Asymptotic for the Wiener sausage. Zbl 0333.60077
Donsker, M. D.; Varadhan, S. R. S.
82
1975
An invariance principle for certain probability limit theorems. Zbl 0042.37602
Donsker, Monroe D.
79
1951
Justification and extension of Doob’s heuristic approach to the Kolmogorov-Smirnov theorems. Zbl 0046.35103
Donsker, Monroe D.
77
1952
Asymptotic evaluation of certain Markov process expectations for large time. IV. Zbl 0512.60068
Donsker, M. D.; Varadhan, S. R. S.
72
1983
Asymptotic evaluation of certain Markov process expectations for large time. II. Zbl 0348.60031
Donsker, M. D.; Varadhan, S. R. S.
66
1975
On a variational formula for the principal eigenvalue for operators with maximum principle. Zbl 0353.49039
Donsker, Monroe D.; Varadhan, S. R. S.
58
1975
Asymptotics for the polaron. Zbl 0538.60081
Donsker, M. D.; Varadhan, S. R. S.
52
1983
On the number of distinct sites visited by a random walk. Zbl 0418.60074
Donsker, M. D.; Varadhan, S. R. S.
46
1979
On the principal eigenvalue of second-order elliptic differential operators. Zbl 0356.35065
Donsker, M. D.; Varadhan, S. R. S.
44
1976
On the distribution of the supremum functional for processes with stationary independent increments. Zbl 0078.32002
Baxter, Glen; Donsker, M. D.
35
1957
Asymptotic evaluation of certain Wiener integrals for large time. Zbl 0333.60078
Donsker, M. D.; Varadhan, S. R. S.
27
1975
On laws of the iterated logarithm for local times. Zbl 0356.60029
Donsker, M. D.; Varadhan, S. R. S.
25
1977
Large deviations from a hydrodynamic scaling limit. Zbl 0780.60027
Donsker, M. D.; Varadhan, S. R. S.
23
1989
Large deviations for stationary Gaussian processes. Zbl 0646.60030
Donsker, M. D.; Varadhan, S. R. S.
23
1985
Frechet-Volterra variational equations, boundary value problems, and function space integrals. Zbl 0145.13402
Donsker, M. D.; Lions, J. L.
16
1962
Errata to: Asymptotics for the Wiener sausage. Zbl 0351.60070
Donsker, M. D.; Varadhan, S. R. S.
15
1975
Large deviations for Markov processes and the asymptotic evaluation of certain Markov process expectation for large times. Zbl 0348.60033
Donsker, M. D.; Varadhan, S. R. S.
5
1975
Inversion formulae for characteristic functionals of stochastic processes. Zbl 0103.36002
Cameron, R. H.; Donsker, M. D.
4
1959
Large deviations for noninteracting infinite-particle systems. Zbl 0682.60020
Donsker, M. D.; Varadhan, S. R. S.
3
1987
A law of the iterated logarithm for total occupation times of transient Brownian motion. Zbl 0504.60037
Donsker, M. D.; Varadhan, S. R. S.
3
1980
Large deviations for stationary Gaussian processes. Zbl 0657.60036
Donsker, M. D.; Varadhan, S. R. S.
2
1985
Some problems of large deviations. Zbl 0472.60028
Donsker, M. D.; Varadhan, S. R. S.
2
1981
On the principal eigenvalue of elliptic second order differential operators. Zbl 0447.35030
Donsker, M. D.; Varadhan, S. R. S.
2
1978
On some problems of large deviations for Markov processes. Zbl 0351.60036
Donsker, M. D.; Varadhan, S. R. S.
2
1975
Large deviation asymptotics and the polaron. Zbl 0501.60034
Donsker, M. D.; Varadhan, S. R. S.
1
1982
Weak convergence of stochastic processes. Zbl 0269.60031
Donsker, M.
1
1973
Four papers on probability. Zbl 1415.60003
Chung, Kai Lai; Donsker, M. D.; Erdős, Paul; Fuchs, Wolfgang H. J.; Kac, M.
1
1951
Large deviations from a hydrodynamic scaling limit. Zbl 0780.60027
Donsker, M. D.; Varadhan, S. R. S.
23
1989
Large deviations for noninteracting infinite-particle systems. Zbl 0682.60020
Donsker, M. D.; Varadhan, S. R. S.
3
1987
Large deviations for stationary Gaussian processes. Zbl 0646.60030
Donsker, M. D.; Varadhan, S. R. S.
23
1985
Large deviations for stationary Gaussian processes. Zbl 0657.60036
Donsker, M. D.; Varadhan, S. R. S.
2
1985
Asymptotic evaluation of certain Markov process expectations for large time. IV. Zbl 0512.60068
Donsker, M. D.; Varadhan, S. R. S.
72
1983
Asymptotics for the polaron. Zbl 0538.60081
Donsker, M. D.; Varadhan, S. R. S.
52
1983
Large deviation asymptotics and the polaron. Zbl 0501.60034
Donsker, M. D.; Varadhan, S. R. S.
1
1982
Some problems of large deviations. Zbl 0472.60028
Donsker, M. D.; Varadhan, S. R. S.
2
1981
A law of the iterated logarithm for total occupation times of transient Brownian motion. Zbl 0504.60037
Donsker, M. D.; Varadhan, S. R. S.
3
1980
On the number of distinct sites visited by a random walk. Zbl 0418.60074
Donsker, M. D.; Varadhan, S. R. S.
46
1979
On the principal eigenvalue of elliptic second order differential operators. Zbl 0447.35030
Donsker, M. D.; Varadhan, S. R. S.
2
1978
On laws of the iterated logarithm for local times. Zbl 0356.60029
Donsker, M. D.; Varadhan, S. R. S.
25
1977
Asymptotic evaluation of certain Markov process expectations for large time. III. Zbl 0348.60032
Donsker, M. D.; Varadhan, S. R. S.
143
1976
On the principal eigenvalue of second-order elliptic differential operators. Zbl 0356.35065
Donsker, M. D.; Varadhan, S. R. S.
44
1976
Asymptotic evaluation of certain Markov process expectations for large time. I. Zbl 0323.60069
Donsker, M. D.; Varadhan, S. R. S.
186
1975
Asymptotic for the Wiener sausage. Zbl 0333.60077
Donsker, M. D.; Varadhan, S. R. S.
82
1975
Asymptotic evaluation of certain Markov process expectations for large time. II. Zbl 0348.60031
Donsker, M. D.; Varadhan, S. R. S.
66
1975
On a variational formula for the principal eigenvalue for operators with maximum principle. Zbl 0353.49039
Donsker, Monroe D.; Varadhan, S. R. S.
58
1975
Asymptotic evaluation of certain Wiener integrals for large time. Zbl 0333.60078
Donsker, M. D.; Varadhan, S. R. S.
27
1975
Errata to: Asymptotics for the Wiener sausage. Zbl 0351.60070
Donsker, M. D.; Varadhan, S. R. S.
15
1975
Large deviations for Markov processes and the asymptotic evaluation of certain Markov process expectation for large times. Zbl 0348.60033
Donsker, M. D.; Varadhan, S. R. S.
5
1975
On some problems of large deviations for Markov processes. Zbl 0351.60036
Donsker, M. D.; Varadhan, S. R. S.
2
1975
Weak convergence of stochastic processes. Zbl 0269.60031
Donsker, M.
1
1973
Frechet-Volterra variational equations, boundary value problems, and function space integrals. Zbl 0145.13402
Donsker, M. D.; Lions, J. L.
16
1962
Inversion formulae for characteristic functionals of stochastic processes. Zbl 0103.36002
Cameron, R. H.; Donsker, M. D.
4
1959
On the distribution of the supremum functional for processes with stationary independent increments. Zbl 0078.32002
Baxter, Glen; Donsker, M. D.
35
1957
Justification and extension of Doob’s heuristic approach to the Kolmogorov-Smirnov theorems. Zbl 0046.35103
Donsker, Monroe D.
77
1952
An invariance principle for certain probability limit theorems. Zbl 0042.37602
Donsker, Monroe D.
79
1951
Four papers on probability. Zbl 1415.60003
Chung, Kai Lai; Donsker, M. D.; Erdős, Paul; Fuchs, Wolfgang H. J.; Kac, M.
1
1951
all top 5

Cited by 1,029 Authors

15 Chen, Xia
12 Takeda, Masayoshi
11 König, Wolfgang Dieter
10 Bolthausen, Erwin
10 Landim, Claudio
10 Wu, Liming
7 Ellis, Richard Salisbury
7 Fukushima, Ryoki
7 Kifer, Yuri
7 Maes, Christian
7 Varadhan, S. R. Srinivasa
6 Bertini, Lorenzo Bertini
6 Olla, Stefano
6 Seiringer, Robert
6 Sznitman, Alain-Sol
5 Dawson, Donald Andrew
5 Dehling, Herold G.
5 den Hollander, Frank
5 Deuschel, Jean-Dominique
5 Durieu, Olivier
5 Forde, Martin
5 Gabrielli, Davide
5 Kirsch, Werner
5 Li, Wenbo V.
5 Lieb, Elliott H.
5 Mandjes, Michel Robertus Hendrikus
5 Miao, Yu
5 Molchanov, Stanislav Alekseevich
5 Öz, Mehmet
5 Pietruska-Pałuba, Katarzyna
5 Rosen, Jay S.
5 Sheu, Shuenn-Jyi
4 Albeverio, Sergio A.
4 Arapostathis, Aristotle
4 Asselah, Amine
4 Biswas, Anup
4 Borkar, Vivek Shripad
4 Castell, Fabienne
4 Chen, Jinwen
4 Ding, Jian
4 Donsker, Monroe D.
4 Fleming, Wendell Helms
4 Frank, Rupert L.
4 Friedland, Shmuel
4 Giraudo, Davide
4 Hamana, Yuji
4 Kuelbs, James D.
4 Lörinczi, József
4 Marckert, Jean-François
4 Meyn, Sean P.
4 Mukherjee, Chiranjib
4 Nersesyan, Vahagn
4 Netočný, Karel
4 Seppäläinen, Timo
4 Sun, Rongfeng
4 Xu, Changji
3 Adams, Stefan
3 Bai, Zhi-Dong
3 Benois, O.
3 Bley, Gonzalo A.
3 Bodineau, Thierry
3 Boylan, Stanley L.
3 Carmona, René A.
3 Cavalcanti, Marcelo Moreira
3 Chetrite, Raphaël
3 Cho, Dong Hyun
3 Cohen, Joel E.
3 Comets, Francis M.
3 Coville, Jerome
3 Csörgő, Miklós
3 de Acosta, Alejandro D.
3 Dębicki, Krzysztof
3 Dembo, Amir
3 Domingos Cavalcanti, Valéria Neves
3 Dupuis, Paul
3 Engländer, János
3 Faggionato, Alessandra
3 Fatalov, Vadim Rolandovich
3 Griesemer, Marcel
3 Guillin, Arnaud
3 Ichihara, Kanji
3 Jain, Naresh C.
3 Kaleta, Kamil
3 Korzeniowski, Andrzej
3 Lebowitz, Joel Louis
3 Lei, Liangzhen
3 Li, Wan-Tong
3 Marchetti, Federico
3 Miyao, Tadahiro
3 Mourragui, Mustapha
3 Müller, Carl E.
3 Ney, Peter E.
3 Rassoul-Agha, Firas
3 Redig, Frank
3 Rémillard, Bruno N.
3 Saloff-Coste, Laurent
3 Schmock, Uwe
3 Stroock, Daniel W.
3 Takahasi, Hiroki
3 Ueki, Naomasa
...and 929 more Authors
all top 5

Cited in 219 Serials

72 Stochastic Processes and their Applications
56 Journal of Statistical Physics
52 The Annals of Probability
46 Probability Theory and Related Fields
27 Statistics & Probability Letters
25 Communications in Mathematical Physics
21 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
20 Transactions of the American Mathematical Society
19 Journal of Functional Analysis
18 Journal of Theoretical Probability
18 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
15 The Annals of Applied Probability
12 Journal of Multivariate Analysis
10 Journal of Mathematical Physics
9 Communications on Pure and Applied Mathematics
8 Journal of Differential Equations
8 Journal of Statistical Planning and Inference
7 Journal of Mathematical Analysis and Applications
7 Stochastics
7 Proceedings of the American Mathematical Society
7 Journal of Statistical Mechanics: Theory and Experiment
6 Forum Mathematicum
6 Potential Analysis
6 Journal of Mathematical Sciences (New York)
6 Stochastics and Dynamics
5 The Canadian Journal of Statistics
5 Reviews in Mathematical Physics
5 Applied Mathematics and Optimization
5 Stochastic Analysis and Applications
5 Queueing Systems
5 Communications in Statistics. Theory and Methods
5 Electronic Journal of Probability
5 Acta Mathematica Sinica. English Series
4 Journal of Applied Probability
4 SIAM Journal on Control and Optimization
4 Journal de Mathématiques Pures et Appliquées. Neuvième Série
4 Linear Algebra and its Applications
4 Bernoulli
4 Infinite Dimensional Analysis, Quantum Probability and Related Topics
4 Annales Henri Poincaré
3 Advances in Applied Probability
3 Lithuanian Mathematical Journal
3 Mathematische Nachrichten
3 Theoretical Population Biology
3 European Journal of Operational Research
3 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI
3 Annales Mathématiques Blaise Pascal
3 Discrete and Continuous Dynamical Systems
3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
3 Mathematical Physics, Analysis and Geometry
3 Positivity
3 Probability in the Engineering and Informational Sciences
3 Electronic Journal of Statistics
3 Science China. Mathematics
2 Israel Journal of Mathematics
2 Journal d’Analyse Mathématique
2 Letters in Mathematical Physics
2 Nonlinearity
2 Problems of Information Transmission
2 Rocky Mountain Journal of Mathematics
2 Ukrainian Mathematical Journal
2 Arkiv för Matematik
2 Bulletin of Mathematical Biology
2 The Annals of Statistics
2 Annales Scientifiques de l’École Normale Supérieure. Quatrième Série
2 Czechoslovak Mathematical Journal
2 Journal of Econometrics
2 Journal of Soviet Mathematics
2 Kodai Mathematical Journal
2 Mathematische Zeitschrift
2 Monatshefte für Mathematik
2 Nagoya Mathematical Journal
2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
2 Osaka Journal of Mathematics
2 Tohoku Mathematical Journal. Second Series
2 Advances in Applied Mathematics
2 Journal of Time Series Analysis
2 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire
2 Asymptotic Analysis
2 Machine Learning
2 Annales de l’Institut Henri Poincaré. Nouvelle Série. Section B. Calcul des Probabilités et Statistique
2 SIAM Journal on Mathematical Analysis
2 Bulletin of the American Mathematical Society. New Series
2 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
2 Calculus of Variations and Partial Differential Equations
2 Mathematical Methods of Statistics
2 Random Operators and Stochastic Equations
2 Bulletin des Sciences Mathématiques
2 International Journal of Theoretical and Applied Finance
2 Quantitative Finance
2 Discrete and Continuous Dynamical Systems. Series B
2 Journal of Applied Mathematics
2 Entropy
2 Comptes Rendus. Mathématique. Académie des Sciences, Paris
2 Bulletin of the American Mathematical Society
2 ALEA. Latin American Journal of Probability and Mathematical Statistics
2 Frontiers of Mathematics in China
2 Journal of Physics A: Mathematical and Theoretical
2 International Journal of Stochastic Analysis
2 Mathematical Statistics and Learning
...and 119 more Serials
all top 5

Cited in 46 Fields

606 Probability theory and stochastic processes (60-XX)
146 Statistical mechanics, structure of matter (82-XX)
101 Partial differential equations (35-XX)
92 Statistics (62-XX)
44 Quantum theory (81-XX)
42 Operator theory (47-XX)
27 Dynamical systems and ergodic theory (37-XX)
25 Biology and other natural sciences (92-XX)
24 Calculus of variations and optimal control; optimization (49-XX)
24 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
23 Systems theory; control (93-XX)
21 Global analysis, analysis on manifolds (58-XX)
21 Numerical analysis (65-XX)
18 Measure and integration (28-XX)
13 Functional analysis (46-XX)
12 Computer science (68-XX)
10 Linear and multilinear algebra; matrix theory (15-XX)
10 Fluid mechanics (76-XX)
10 Information and communication theory, circuits (94-XX)
8 Potential theory (31-XX)
8 Integral equations (45-XX)
8 Operations research, mathematical programming (90-XX)
7 Combinatorics (05-XX)
5 Difference and functional equations (39-XX)
4 History and biography (01-XX)
4 Number theory (11-XX)
4 Differential geometry (53-XX)
3 Approximations and expansions (41-XX)
3 Abstract harmonic analysis (43-XX)
3 Integral transforms, operational calculus (44-XX)
3 Mechanics of deformable solids (74-XX)
3 Classical thermodynamics, heat transfer (80-XX)
2 Mathematical logic and foundations (03-XX)
2 Real functions (26-XX)
2 Functions of a complex variable (30-XX)
2 Ordinary differential equations (34-XX)
2 Harmonic analysis on Euclidean spaces (42-XX)
1 General and overarching topics; collections (00-XX)
1 Associative rings and algebras (16-XX)
1 Topological groups, Lie groups (22-XX)
1 Convex and discrete geometry (52-XX)
1 General topology (54-XX)
1 Algebraic topology (55-XX)
1 Relativity and gravitational theory (83-XX)
1 Astronomy and astrophysics (85-XX)
1 Geophysics (86-XX)

Citations by Year

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