Edit Profile (opens in new tab) Griffin, Philip S. Compute Distance To: Compute Author ID: griffin.philip-s Published as: Griffin, Philip S.; Griffin, P. S.; Griffin, Philip; Griffin, P. more...less Documents Indexed: 49 Publications since 1982 Co-Authors: 18 Co-Authors with 32 Joint Publications 380 Co-Co-Authors all top 5 Co-Authors 17 single-authored 10 Maller, Ross Arthur 5 Pruitt, William E. 4 McConnell, Terry R. 3 Doney, Ronald Arthur 3 Kuelbs, James D. 2 Cox, J. Theodore 2 Roberts, Dale O. 2 Verchota, Gregory C. 1 Aldous, David John 1 Bass, Richard F. 1 Fristedt, Bert E. 1 Gandolfi, Alberto 1 Jain, Naresh C. 1 Kesten, Harry 1 Mason, David M. 1 Qazi, Fozia S. 1 Van Schaik, Kees 1 Vogel, Andrew L. all top 5 Serials 12 The Annals of Probability 5 The Annals of Applied Probability 4 Advances in Applied Probability 4 Probability Theory and Related Fields 4 Stochastic Processes and their Applications 2 Mathematical Proceedings of the Cambridge Philosophical Society 2 Proceedings of the London Mathematical Society. Third Series 2 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 2 Insurance Mathematics & Economics 2 Journal of Theoretical Probability 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Journal of Applied Probability 1 Transactions of the American Mathematical Society 1 Electronic Journal of Probability 1 Electronic Communications in Probability 1 Finance and Stochastics Fields 47 Probability theory and stochastic processes (60-XX) 11 Statistics (62-XX) 9 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Potential theory (31-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 40 Publications have been cited 344 times in 235 Documents Cited by ▼ Year ▼ Self-normalized laws of the iterated logarithm. Zbl 0687.60033Griffin, Philip S.; Kuelbs, James D. 54 1989 Greedy lattice animals. I: Upper bounds. Zbl 0818.60039Cox, J. Theodore; Gandolfi, Alberto; Griffin, Philip S.; Kesten, Harry 24 1993 The most visited site of Brownian motion and simple random walk. Zbl 0554.60076Bass, Richard F.; Griffin, Philip S. 23 1985 On the asymptotic normality of self-normalized sums. Zbl 0723.62008Griffin, Philip S.; Mason, David M. 20 1991 Asymptotic normality and subsequential limits of trimmed sums. Zbl 0688.60016Griffin, Philip S.; Pruitt, William E. 20 1989 Some extensions of the LIL via self-normalizations. Zbl 0722.60028Griffin, Philip; Kuelbs, James 19 1991 The central limit problem for trimmed sums. Zbl 0631.60026Griffin, Philip S.; Pruitt, William E. 18 1987 Approximate local limit theorems for laws outside domains of attraction. Zbl 0539.60022Griffin, Philip S.; Jain, Naresh C.; Pruitt, William E. 16 1984 On the position of a random walk at the time of first exit from a sphere. Zbl 0756.60060Griffin, Philip S.; McConnell, Terry R. 13 1992 Path decomposition of ruinous behavior for a general Lévy insurance risk process. Zbl 1259.60051Griffin, Philip S.; Maller, Ross A. 13 2012 On the rate of growth of the overshoot and the maximum partial sum. Zbl 0905.60064Griffin, P. S.; Maller, R. A. 10 1998 Convolution equivalent Lévy processes and first passage times. Zbl 1347.60054Griffin, Philip S. 10 2013 Matrix normalized sums of independent identically distributed random vectors. Zbl 0602.60031Griffin, Philip S. 9 1986 Conditioned Brownian motion in simply connected planar domains. Zbl 0777.60073Griffin, Philip S.; McConnell, Terry R.; Verchota, Gregory 9 1993 The time at which a Lévy process creeps. Zbl 1244.60051Griffin, Philip S.; Maller, Ross A. 8 2011 Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases. Zbl 1284.62119Griffin, Philip S.; Maller, Ross A.; van Schaik, Kees 6 2012 \(L^ p\)-boundedness of the overshoot in multidimensional renewal theory. Zbl 0852.60084Griffin, Philip S.; McConnell, Terry R. 6 1995 The number of extreme points in the convex hull of a random sample. Zbl 0742.60012Aldous, David J.; Fristedt, Bert; Griffin, Philip S.; Pruitt, William E. 6 1991 Probability estimates for the small deviations of d-dimensional random walk. Zbl 0519.60044Griffin, Philip S. 5 1983 Tightness of the Student \(t\)-statistic. Zbl 1008.62046Griffin, Philip S. 5 2002 Gambler’s ruin and the first exit position of random walk from large spheres. Zbl 0820.60055Griffin, Philip S.; McConnell, Terry R. 5 1994 Sample path behavior of a Lévy insurance risk process approaching ruin, under the Cramér-Lundberg and convolution equivalent conditions. Zbl 1334.60076Griffin, Philip S. 4 2016 Laws of the iterated logarithm for symmetric stable processes. Zbl 0535.60024Griffin, Philip S. 4 1985 Finite time ruin probabilities for tempered stable insurance risk processes. Zbl 1304.91106Griffin, Philip S.; Maller, Ross A.; Roberts, Dale 4 2013 Small and large time stability of the time taken for a Lévy process to cross curved boundaries. Zbl 1267.60053Griffin, Philip S.; Maller, Ross A. 3 2013 How porous is the graph of Brownian motion? Zbl 0723.60101Cox, J. T.; Griffin, Philip S. 3 1991 Weak convergence of trimmed sums. Zbl 0731.60017Griffin, Philip S.; Pruitt, William E. 3 1991 Asymptotic normality of Winsorized means. Zbl 0649.62017Griffin, Philip S. 3 1988 The influence of extremes on the law of the iterated logarithm. Zbl 0621.60033Griffin, Philip S. 3 1988 On compactness properties of the exit position of a random walk from an interval. Zbl 1027.60041Griffin, P. S.; Maller, R. A. 3 1999 Overshoots over curved boundaries. Zbl 1037.60043Doney, R. A.; Griffin, P. S. 3 2003 Overshoots over curved boundaries. II. Zbl 1064.60091Doney, R. A.; Griffin, P. S. 2 2004 Stability of the exit time for Lévy processes. Zbl 1232.60037Griffin, Philip S.; Maller, Ross A. 2 2011 Distortion of area and conditioned Brownian motion. Zbl 0794.60081Griffin, P. S.; Verchota, G. C.; Vogel, A. L. 2 1993 Non-classical law of the iterated logarithm behaviour for trimmed sums. Zbl 0643.60026Griffin, Philip S. 1 1988 Dominance of the sum over the maximum and some new classes of stochastic compactness. Zbl 0947.60024Griffin, P. S.; Maller, R. A. 1 1999 Limit laws of modulus trimmed sums. Zbl 1015.60017Griffin, Philip S.; Qazi, Fozia S. 1 2002 Cramér’s estimate for the reflected process revisited. Zbl 1404.60064Doney, R. A.; Griffin, Philip S. 1 2018 General tax structures for a Lévy insurance risk process under the Cramér condition. Zbl 1435.91150Griffin, Philip S. 1 2020 Some remarks on a question of Strassen. Zbl 0838.60004Griffin, P.; Kuelbs, J. 1 1996 General tax structures for a Lévy insurance risk process under the Cramér condition. Zbl 1435.91150Griffin, Philip S. 1 2020 Cramér’s estimate for the reflected process revisited. Zbl 1404.60064Doney, R. A.; Griffin, Philip S. 1 2018 Sample path behavior of a Lévy insurance risk process approaching ruin, under the Cramér-Lundberg and convolution equivalent conditions. Zbl 1334.60076Griffin, Philip S. 4 2016 Convolution equivalent Lévy processes and first passage times. Zbl 1347.60054Griffin, Philip S. 10 2013 Finite time ruin probabilities for tempered stable insurance risk processes. Zbl 1304.91106Griffin, Philip S.; Maller, Ross A.; Roberts, Dale 4 2013 Small and large time stability of the time taken for a Lévy process to cross curved boundaries. Zbl 1267.60053Griffin, Philip S.; Maller, Ross A. 3 2013 Path decomposition of ruinous behavior for a general Lévy insurance risk process. Zbl 1259.60051Griffin, Philip S.; Maller, Ross A. 13 2012 Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases. Zbl 1284.62119Griffin, Philip S.; Maller, Ross A.; van Schaik, Kees 6 2012 The time at which a Lévy process creeps. Zbl 1244.60051Griffin, Philip S.; Maller, Ross A. 8 2011 Stability of the exit time for Lévy processes. Zbl 1232.60037Griffin, Philip S.; Maller, Ross A. 2 2011 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 Tightness of the Student \(t\)-statistic. Zbl 1008.62046Griffin, Philip S. 5 2002 Limit laws of modulus trimmed sums. Zbl 1015.60017Griffin, Philip S.; Qazi, Fozia S. 1 2002 On compactness properties of the exit position of a random walk from an interval. Zbl 1027.60041Griffin, P. S.; Maller, R. A. 3 1999 Dominance of the sum over the maximum and some new classes of stochastic compactness. Zbl 0947.60024Griffin, P. S.; Maller, R. A. 1 1999 On the rate of growth of the overshoot and the maximum partial sum. Zbl 0905.60064Griffin, P. S.; Maller, R. A. 10 1998 Some remarks on a question of Strassen. Zbl 0838.60004Griffin, P.; Kuelbs, J. 1 1996 \(L^ p\)-boundedness of the overshoot in multidimensional renewal theory. Zbl 0852.60084Griffin, Philip S.; McConnell, Terry R. 6 1995 Gambler’s ruin and the first exit position of random walk from large spheres. Zbl 0820.60055Griffin, Philip S.; McConnell, Terry R. 5 1994 Greedy lattice animals. I: Upper bounds. Zbl 0818.60039Cox, J. Theodore; Gandolfi, Alberto; Griffin, Philip S.; Kesten, Harry 24 1993 Conditioned Brownian motion in simply connected planar domains. Zbl 0777.60073Griffin, Philip S.; McConnell, Terry R.; Verchota, Gregory 9 1993 Distortion of area and conditioned Brownian motion. Zbl 0794.60081Griffin, P. S.; Verchota, G. C.; Vogel, A. L. 2 1993 On the position of a random walk at the time of first exit from a sphere. Zbl 0756.60060Griffin, Philip S.; McConnell, Terry R. 13 1992 On the asymptotic normality of self-normalized sums. Zbl 0723.62008Griffin, Philip S.; Mason, David M. 20 1991 Some extensions of the LIL via self-normalizations. Zbl 0722.60028Griffin, Philip; Kuelbs, James 19 1991 The number of extreme points in the convex hull of a random sample. Zbl 0742.60012Aldous, David J.; Fristedt, Bert; Griffin, Philip S.; Pruitt, William E. 6 1991 How porous is the graph of Brownian motion? Zbl 0723.60101Cox, J. T.; Griffin, Philip S. 3 1991 Weak convergence of trimmed sums. Zbl 0731.60017Griffin, Philip S.; Pruitt, William E. 3 1991 Self-normalized laws of the iterated logarithm. Zbl 0687.60033Griffin, Philip S.; Kuelbs, James D. 54 1989 Asymptotic normality and subsequential limits of trimmed sums. Zbl 0688.60016Griffin, Philip S.; Pruitt, William E. 20 1989 Asymptotic normality of Winsorized means. Zbl 0649.62017Griffin, Philip S. 3 1988 The influence of extremes on the law of the iterated logarithm. Zbl 0621.60033Griffin, Philip S. 3 1988 Non-classical law of the iterated logarithm behaviour for trimmed sums. Zbl 0643.60026Griffin, Philip S. 1 1988 The central limit problem for trimmed sums. Zbl 0631.60026Griffin, Philip S.; Pruitt, William E. 18 1987 Matrix normalized sums of independent identically distributed random vectors. Zbl 0602.60031Griffin, Philip S. 9 1986 The most visited site of Brownian motion and simple random walk. Zbl 0554.60076Bass, Richard F.; Griffin, Philip S. 23 1985 Laws of the iterated logarithm for symmetric stable processes. Zbl 0535.60024Griffin, Philip S. 4 1985 Approximate local limit theorems for laws outside domains of attraction. Zbl 0539.60022Griffin, Philip S.; Jain, Naresh C.; Pruitt, William E. 16 1984 Probability estimates for the small deviations of d-dimensional random walk. Zbl 0519.60044Griffin, Philip S. 5 1983 all cited Publications top 5 cited Publications all top 5 Cited by 247 Authors 20 Griffin, Philip S. 17 Maller, Ross Arthur 12 Csörgő, Miklós 10 Shao, Qi-Man 9 Doney, Ronald Arthur 8 Mason, David M. 7 Földes, Antónia 7 Wang, Qiying 6 Csáki, Endre 5 Berkes, István 5 Dshalalow, Jewgeni H. 5 Hashorva, Enkelejd 5 Horváth, Lajos 5 Hu, Zhishui 5 Ji, Lanpeng 4 Deng, Dianliang 4 Hu, Yueyun 4 Jing, Bingyi 4 Lin, Zhengyan 4 Pang, Tianxiao 4 Révész, Pál 4 Shi, Zhan 4 Sweers, Guido H. 3 Bakhtin, Yuri Yu. 3 Borovskikh, Yuri V. 3 Damron, Michael 3 Dembo, Amir 3 Götze, Friedrich 3 Khoshnevisan, Davar 3 Pozdnyakov, Vladimir 3 Saloff-Coste, Laurent 3 Seppäläinen, Timo 3 Szyszkowicz, Barbara 3 Weber, Neville C. 3 Zhou, Wang 2 Bazarova, Alina 2 Buchmann, Boris 2 Chi, Zhiyi 2 Dall’Acqua, Anna 2 Dębicki, Krzysztof 2 Dittmar, Bodo 2 Fan, Yuguang 2 Feng, Xinwei 2 Fu, Ke’ang 2 Gribkova, Nadezhda Viktorovna 2 Hahn, Marjorie Green 2 Hall, Peter Gavin 2 Hanson, Jack 2 Huang, Wei 2 Hueter, Irene 2 Kȩpa-Maksymowicz, Dorota 2 Kesten, Harry 2 Kozitsky, Yuri Vasil’evich 2 Kuelbs, James D. 2 Lanzinger, Hartmut 2 Liang, Hanying 2 Liew, Agatha 2 Lifshits, Mikhail A. 2 Liu, Weidong 2 Martin, James Benedict 2 Mei, Hongwei 2 Miao, Yu 2 Norvaiša, Rimas 2 Račkauskas, Alfredas Yurgevich 2 Rassoul-Agha, Firas 2 Roberts, Dale O. 2 Schauer, Johannes 2 Temesvari, Daniel 2 Thäle, Christoph 2 Wee, In-Suk 2 Weiner, Daniel Charles 2 Xu, Shoufang 2 Yang, Xiaoyun 2 Zeitouni, Ofer 2 Zhang, Li-Xin 2 Zhang, Yong 2 Zheng, Tianyi 1 Agarwal, Ravi P. 1 Albrecher, Hansjörg 1 Auffinger, Antonio 1 Aurzada, Frank 1 Avram, Florin 1 Bai, Manying 1 Basak, Gopal Krishna 1 Bass, Richard F. 1 Basu, Riddhipratim 1 Beffara, Vincent 1 Bendikov, Alexander D. 1 Bentkus, Vidmants-Kastytis 1 Berger, Quentin 1 Bernstein, Megan 1 Biswas, Arunangshu 1 Bloznelis, Mindaugas 1 Bonnet, Gilles 1 Borodin, Andreĭ Nikolaevich 1 Buonaguidi, Bruno 1 Çağlar, Mine 1 Cai, Guanghui 1 Cator, Eric A. 1 Chen, Changhao ...and 147 more Authors all top 5 Cited in 68 Serials 28 Stochastic Processes and their Applications 25 The Annals of Probability 24 Journal of Theoretical Probability 14 Statistics & Probability Letters 13 Probability Theory and Related Fields 10 Journal of Mathematical Analysis and Applications 5 Advances in Applied Probability 5 Lithuanian Mathematical Journal 5 Transactions of the American Mathematical Society 5 The Annals of Applied Probability 5 Bernoulli 4 Journal d’Analyse Mathématique 4 Journal of Applied Probability 4 Journal of Statistical Planning and Inference 4 Stochastic Analysis and Applications 4 Electronic Journal of Probability 4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 3 Computers & Mathematics with Applications 3 Journal of Multivariate Analysis 3 Acta Mathematica Hungarica 3 Communications in Statistics. Theory and Methods 3 Applied Mathematics. Series B (English Edition) 2 Discrete Applied Mathematics 2 Proceedings of the American Mathematical Society 2 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 2 Insurance Mathematics & Economics 2 Acta Mathematicae Applicatae Sinica. English Series 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Vestnik St. Petersburg University. Mathematics 2 Journal of Inequalities and Applications 2 Science China. Mathematics 1 The Canadian Journal of Statistics 1 Communications in Mathematical Physics 1 Communications on Pure and Applied Mathematics 1 Journal of Statistical Physics 1 Letters in Mathematical Physics 1 Periodica Mathematica Hungarica 1 Theory of Probability and its Applications 1 Acta Mathematica 1 Advances in Mathematics 1 Anais da Academia Brasileira de Ciências 1 Annals of the Institute of Statistical Mathematics 1 The Annals of Statistics 1 Mathematische Nachrichten 1 Proceedings of the Edinburgh Mathematical Society. Series II 1 Proceedings of the London Mathematical Society. Third Series 1 Statistics 1 Sequential Analysis 1 Journal of the American Mathematical Society 1 Mathematical and Computer Modelling 1 Random Structures & Algorithms 1 Proceedings of the Indian Academy of Sciences. Mathematical Sciences 1 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 1 Potential Analysis 1 Mathematical Problems in Engineering 1 Extremes 1 Acta Mathematica Sinica. English Series 1 Methodology and Computing in Applied Probability 1 Econometric Theory 1 Brazilian Journal of Probability and Statistics 1 Scandinavian Actuarial Journal 1 Stochastic Models 1 Stochastics and Dynamics 1 Complex Analysis and Operator Theory 1 Groups, Geometry, and Dynamics 1 Electronic Journal of Statistics 1 Discrete and Continuous Dynamical Systems. Series S 1 Communications in Mathematics and Statistics all top 5 Cited in 18 Fields 224 Probability theory and stochastic processes (60-XX) 50 Statistics (62-XX) 19 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 14 Statistical mechanics, structure of matter (82-XX) 5 Partial differential equations (35-XX) 5 Convex and discrete geometry (52-XX) 4 Combinatorics (05-XX) 3 Numerical analysis (65-XX) 2 Group theory and generalizations (20-XX) 2 Real functions (26-XX) 2 Measure and integration (28-XX) 2 Dynamical systems and ergodic theory (37-XX) 1 History and biography (01-XX) 1 Potential theory (31-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Differential geometry (53-XX) 1 Biology and other natural sciences (92-XX) Citations by Year