Edit Profile (opens in new tab) Donsker, Monroe D. Compute Distance To: Compute Author ID: donsker.monroe-d Published as: Donsker, M. D.; Donsker, Monroe D.; Donsker, M. more...less External Links: MGP · Wikidata · GND · IdRef Documents Indexed: 33 Publications since 1951, including 1 Book 1 Further Contribution Co-Authors: 8 Co-Authors with 30 Joint Publications 744 Co-Co-Authors all top 5 Co-Authors 4 single-authored 25 Varadhan, S. R. Srinivasa 2 Kac, Mark 1 Baclawski, Kenneth 1 Baxter, Glen Earl 1 Cameron, Robert Horton 1 Chung, Kai Lai 1 Erdős, Pál 1 Fuchs, Wolfgang H. J. 1 Lions, Jacques-Louis all top 5 Serials 12 Communications on Pure and Applied Mathematics 1 Communications in Mathematical Physics 1 Journal of Statistical Physics 1 Acta Mathematica 1 Mathematica Scandinavica 1 Memoirs of the American Mathematical Society 1 Transactions of the American Mathematical Society 1 Proceedings of the National Academy of Sciences of the United States of America 1 Annals of Mathematics. Second Series 1 Mathematicians of Our Time 1 Annals of Mathematical Statistics all top 5 Fields 28 Probability theory and stochastic processes (60-XX) 2 Measure and integration (28-XX) 2 Partial differential equations (35-XX) 1 History and biography (01-XX) 1 Number theory (11-XX) 1 Operator theory (47-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Quantum theory (81-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 29 Publications have been cited 1,279 times in 945 Documents Cited by ▼ Year ▼ Asymptotic evaluation of certain Markov process expectations for large time. I. Zbl 0323.60069Donsker, M. D.; Varadhan, S. R. S. 217 1975 Asymptotic evaluation of certain Markov process expectations for large time. III. Zbl 0348.60032Donsker, M. D.; Varadhan, S. R. S. 172 1976 Asymptotic evaluation of certain Markov process expectations for large time. IV. Zbl 0512.60068Donsker, M. D.; Varadhan, S. R. S. 97 1983 An invariance principle for certain probability limit theorems. Zbl 0042.37602Donsker, Monroe D. 97 1951 Asymptotic for the Wiener sausage. Zbl 0333.60077Donsker, M. D.; Varadhan, S. R. S. 88 1975 Justification and extension of Doob’s heuristic approach to the Kolmogorov-Smirnov theorems. Zbl 0046.35103Donsker, Monroe D. 87 1952 Asymptotic evaluation of certain Markov process expectations for large time. II. Zbl 0348.60031Donsker, M. D.; Varadhan, S. R. S. 83 1975 On a variational formula for the principal eigenvalue for operators with maximum principle. Zbl 0353.49039Donsker, Monroe D.; Varadhan, S. R. S. 69 1975 Asymptotics for the polaron. Zbl 0538.60081Donsker, M. D.; Varadhan, S. R. S. 60 1983 On the number of distinct sites visited by a random walk. Zbl 0418.60074Donsker, M. D.; Varadhan, S. R. S. 54 1979 On the principal eigenvalue of second-order elliptic differential operators. Zbl 0356.35065Donsker, M. D.; Varadhan, S. R. S. 52 1976 On the distribution of the supremum functional for processes with stationary independent increments. Zbl 0078.32002Baxter, Glen; Donsker, M. D. 36 1957 On laws of the iterated logarithm for local times. Zbl 0356.60029Donsker, M. D.; Varadhan, S. R. S. 35 1977 Large deviations for stationary Gaussian processes. Zbl 0646.60030Donsker, M. D.; Varadhan, S. R. S. 25 1985 Large deviations from a hydrodynamic scaling limit. Zbl 0780.60027Donsker, M. D.; Varadhan, S. R. S. 25 1989 Asymptotic evaluation of certain Wiener integrals for large time. Zbl 0333.60078Donsker, M. D.; Varadhan, S. R. S. 23 1975 Frechet-Volterra variational equations, boundary value problems, and function space integrals. Zbl 0145.13402Donsker, M. D.; Lions, J. L. 17 1962 Errata to: Asymptotics for the Wiener sausage. Zbl 0351.60070Donsker, M. D.; Varadhan, S. R. S. 15 1975 Probability, number theory, and statistical physics. Selected papers. Ed. by K. Baclawski and M. D. Donsker. Zbl 0438.01011Kac, Mark 10 1979 Large deviations for Markov processes and the asymptotic evaluation of certain Markov process expectation for large times. Zbl 0348.60033Donsker, M. D.; Varadhan, S. R. S. 6 1975 Inversion formulae for characteristic functionals of stochastic processes. Zbl 0103.36002Cameron, R. H.; Donsker, M. D. 4 1959 Large deviations for noninteracting infinite-particle systems. Zbl 0682.60020Donsker, M. D.; Varadhan, S. R. S. 3 1987 A law of the iterated logarithm for total occupation times of transient Brownian motion. Zbl 0504.60037Donsker, M. D.; Varadhan, S. R. S. 3 1980 Four papers on probability. Zbl 1415.60003Chung, Kai Lai; Donsker, M. D.; Erdős, Paul; Fuchs, Wolfgang H. J.; Kac, M. 2 1951 On some problems of large deviations for Markov processes. Zbl 0351.60036Donsker, M. D.; Varadhan, S. R. S. 2 1975 On the principal eigenvalue of elliptic second order differential operators. Zbl 0447.35030Donsker, M. D.; Varadhan, S. R. S. 2 1978 Some problems of large deviations. Zbl 0472.60028Donsker, M. D.; Varadhan, S. R. S. 2 1981 Large deviations for stationary Gaussian processes. Zbl 0657.60036Donsker, M. D.; Varadhan, S. R. S. 2 1985 Large deviation asymptotics and the polaron. Zbl 0501.60034Donsker, M. D.; Varadhan, S. R. S. 1 1982 Large deviations from a hydrodynamic scaling limit. Zbl 0780.60027Donsker, M. D.; Varadhan, S. R. S. 25 1989 Large deviations for noninteracting infinite-particle systems. Zbl 0682.60020Donsker, M. D.; Varadhan, S. R. S. 3 1987 Large deviations for stationary Gaussian processes. Zbl 0646.60030Donsker, M. D.; Varadhan, S. R. S. 25 1985 Large deviations for stationary Gaussian processes. Zbl 0657.60036Donsker, M. D.; Varadhan, S. R. S. 2 1985 Asymptotic evaluation of certain Markov process expectations for large time. IV. Zbl 0512.60068Donsker, M. D.; Varadhan, S. R. S. 97 1983 Asymptotics for the polaron. Zbl 0538.60081Donsker, M. D.; Varadhan, S. R. S. 60 1983 Large deviation asymptotics and the polaron. Zbl 0501.60034Donsker, M. D.; Varadhan, S. R. S. 1 1982 Some problems of large deviations. Zbl 0472.60028Donsker, M. D.; Varadhan, S. R. S. 2 1981 A law of the iterated logarithm for total occupation times of transient Brownian motion. Zbl 0504.60037Donsker, M. D.; Varadhan, S. R. S. 3 1980 On the number of distinct sites visited by a random walk. Zbl 0418.60074Donsker, M. D.; Varadhan, S. R. S. 54 1979 Probability, number theory, and statistical physics. Selected papers. Ed. by K. Baclawski and M. D. Donsker. Zbl 0438.01011Kac, Mark 10 1979 On the principal eigenvalue of elliptic second order differential operators. Zbl 0447.35030Donsker, M. D.; Varadhan, S. R. S. 2 1978 On laws of the iterated logarithm for local times. Zbl 0356.60029Donsker, M. D.; Varadhan, S. R. S. 35 1977 Asymptotic evaluation of certain Markov process expectations for large time. III. Zbl 0348.60032Donsker, M. D.; Varadhan, S. R. S. 172 1976 On the principal eigenvalue of second-order elliptic differential operators. Zbl 0356.35065Donsker, M. D.; Varadhan, S. R. S. 52 1976 Asymptotic evaluation of certain Markov process expectations for large time. I. Zbl 0323.60069Donsker, M. D.; Varadhan, S. R. S. 217 1975 Asymptotic for the Wiener sausage. Zbl 0333.60077Donsker, M. D.; Varadhan, S. R. S. 88 1975 Asymptotic evaluation of certain Markov process expectations for large time. II. Zbl 0348.60031Donsker, M. D.; Varadhan, S. R. S. 83 1975 On a variational formula for the principal eigenvalue for operators with maximum principle. Zbl 0353.49039Donsker, Monroe D.; Varadhan, S. R. S. 69 1975 Asymptotic evaluation of certain Wiener integrals for large time. Zbl 0333.60078Donsker, M. D.; Varadhan, S. R. S. 23 1975 Errata to: Asymptotics for the Wiener sausage. Zbl 0351.60070Donsker, 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 0348.60033Donsker, M. D.; Varadhan, S. R. S. 6 1975 On some problems of large deviations for Markov processes. Zbl 0351.60036Donsker, M. D.; Varadhan, S. R. S. 2 1975 Frechet-Volterra variational equations, boundary value problems, and function space integrals. Zbl 0145.13402Donsker, M. D.; Lions, J. L. 17 1962 Inversion formulae for characteristic functionals of stochastic processes. Zbl 0103.36002Cameron, R. H.; Donsker, M. D. 4 1959 On the distribution of the supremum functional for processes with stationary independent increments. Zbl 0078.32002Baxter, Glen; Donsker, M. D. 36 1957 Justification and extension of Doob’s heuristic approach to the Kolmogorov-Smirnov theorems. Zbl 0046.35103Donsker, Monroe D. 87 1952 An invariance principle for certain probability limit theorems. Zbl 0042.37602Donsker, Monroe D. 97 1951 Four papers on probability. Zbl 1415.60003Chung, Kai Lai; Donsker, M. D.; Erdős, Paul; Fuchs, Wolfgang H. J.; Kac, M. 2 1951 all cited Publications top 5 cited Publications all top 5 Cited by 1,196 Authors 15 Chen, Xia 12 Takeda, Masayoshi 10 Bolthausen, Erwin 10 König, Wolfgang Dieter 10 Landim, Claudio 10 Wu, Liming 9 Arapostathis, Aristotle 9 Seiringer, Robert 8 Bertini, Lorenzo Bertini 8 Biswas, Anup 8 Varadhan, S. R. Srinivasa 7 Dupuis, Paul G. 7 Ellis, Richard Salisbury 7 Fukushima, Ryoki 7 Kifer, Yuri 7 Maes, Christian 7 Miao, Yu 7 Nersesyan, Vahagn 6 Borkar, Vivek Shripad 6 Mukherjee, Chiranjib 6 Olla, Stefano 6 Pietruska-Pałuba, Katarzyna 6 Sznitman, Alain-Sol 5 Asselah, Amine 5 Dawson, Donald Andrew 5 Dehling, Herold G. 5 den Hollander, Frank 5 Deuschel, Jean-Dominique 5 Durieu, Olivier 5 Forde, Martin 5 Friedland, Shmuel 5 Gabrielli, Davide 5 Kirsch, Werner 5 Li, Wenbo V. 5 Lieb, Elliott Hershel 5 Mandjes, Michel Robertus Hendrikus 5 Meyn, Sean P. 5 Molchanov, Stanislav Alekseevich 5 Öz, Mehmet 5 Sheu, Shuenn-Jyi 4 Albeverio, Sergio A. 4 Castell, Fabienne 4 Chen, Jinwen 4 Ding, Jian 4 Donsker, Monroe D. 4 Frank, Rupert L. 4 Giraudo, Davide 4 Hamana, Yuji 4 Jain, Naresh C. 4 Kaleta, Kamil 4 Kuelbs, James D. 4 Lörinczi, József 4 Marckert, Jean-François 4 Müller, Carl E. 4 Netočný, Karel 4 Redig, Frank 4 Rosen, Jay S. 4 Seppäläinen, Timo 4 Sghir, Aissa 4 Stoltz, Gabriel 4 Sun, Rongfeng 4 Wang, Ran 4 Xu, Changji 4 Xu, Lihu 3 Adams, Stefan 3 Athreya, Siva R. 3 Bass, Richard F. 3 Benois, O. 3 Berkes, István 3 Blanchet, Jose H. 3 Bley, Gonzalo A. 3 Bodineau, Thierry 3 Boylan, Stanley L. 3 Budhiraja, Amarjit S. 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 Derrida, Bernard 3 Domingos Cavalcanti, Valéria Neves 3 Engländer, János 3 Faggionato, Alessandra 3 Fatalov, Vadim Rolandovich 3 Ferré, Grégoire 3 Fleming, Wendell Helms 3 Griesemer, Marcel 3 Guillin, Arnaud 3 Hansen, Lars Peter 3 Hernández-Hernández, Daniel 3 Ichihara, Kanji 3 Jack, Robert L. 3 Jakšić, Vojkan 3 Lebowitz, Joel Louis ...and 1,096 more Authors all top 5 Cited in 251 Serials 73 Stochastic Processes and their Applications 63 Journal of Statistical Physics 54 The Annals of Probability 50 Probability Theory and Related Fields 27 Statistics & Probability Letters 25 Communications in Mathematical Physics 25 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 22 Journal of Theoretical Probability 22 The Annals of Applied Probability 20 Journal of Functional Analysis 20 Transactions of the American Mathematical Society 19 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 13 Journal of Statistical Mechanics: Theory and Experiment 12 Journal of Mathematical Physics 11 Journal of Multivariate Analysis 9 Communications on Pure and Applied Mathematics 9 Journal of Differential Equations 8 Journal of Mathematical Analysis and Applications 8 Journal of Statistical Planning and Inference 8 Stochastics and Dynamics 7 Stochastics 7 Proceedings of the American Mathematical Society 7 Stochastic Analysis and Applications 7 Electronic Journal of Probability 6 Reviews in Mathematical Physics 6 Forum Mathematicum 6 Communications in Statistics. Theory and Methods 6 Potential Analysis 6 Journal of Mathematical Sciences (New York) 6 Bernoulli 5 The Canadian Journal of Statistics 5 Applied Mathematics and Optimization 5 Journal of Applied Probability 5 SIAM Journal on Control and Optimization 5 Queueing Systems 5 Discrete and Continuous Dynamical Systems 5 Infinite Dimensional Analysis, Quantum Probability and Related Topics 5 Acta Mathematica Sinica. English Series 5 Annales Henri Poincaré 4 Journal de Mathématiques Pures et Appliquées. Neuvième Série 4 Linear Algebra and its Applications 4 Random Operators and Stochastic Equations 4 Probability in the Engineering and Informational Sciences 4 Electronic Journal of Statistics 4 Science China. Mathematics 3 Advances in Applied Probability 3 Journal of Computational Physics 3 Letters in Mathematical Physics 3 Lithuanian Mathematical Journal 3 Physica A 3 Ukrainian Mathematical Journal 3 Journal of Econometrics 3 Mathematische Nachrichten 3 Osaka Journal of Mathematics 3 Theoretical Population Biology 3 Systems & Control Letters 3 Machine Learning 3 European Journal of Operational Research 3 Proceedings of the National Academy of Sciences of the United States of America 3 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 3 Mathematical Methods of Statistics 3 Annales Mathématiques Blaise Pascal 3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 3 Mathematical Physics, Analysis and Geometry 3 Positivity 3 Discrete and Continuous Dynamical Systems. Series B 3 Stochastics 3 ALEA. Latin American Journal of Probability and Mathematical Statistics 3 Frontiers of Mathematics in China 2 Archive for Rational Mechanics and Analysis 2 Israel Journal of Mathematics 2 Journal d’Analyse Mathématique 2 Nonlinearity 2 Problems of Information Transmission 2 Rocky Mountain Journal of Mathematics 2 Arkiv för Matematik 2 Bulletin of Mathematical Biology 2 Theory of Probability and its Applications 2 Annali di Matematica Pura ed Applicata. Serie Quarta 2 The Annals of Statistics 2 Annales Scientifiques de l’École Normale Supérieure. Quatrième Série 2 Czechoslovak Mathematical Journal 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 Tôhoku Mathematical Journal. Second Series 2 Advances in Applied Mathematics 2 Journal of Time Series Analysis 2 Acta Applicandae Mathematicae 2 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire 2 Asymptotic Analysis 2 Annales de l’Institut Henri Poincaré. Nouvelle Série. Section B. Calcul des Probabilités et Statistique 2 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics 2 SIAM Journal on Applied Mathematics 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 ...and 151 more Serials all top 5 Cited in 46 Fields 693 Probability theory and stochastic processes (60-XX) 175 Statistical mechanics, structure of matter (82-XX) 126 Partial differential equations (35-XX) 107 Statistics (62-XX) 54 Quantum theory (81-XX) 46 Operator theory (47-XX) 35 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 33 Dynamical systems and ergodic theory (37-XX) 33 Systems theory; control (93-XX) 28 Calculus of variations and optimal control; optimization (49-XX) 28 Biology and other natural sciences (92-XX) 22 Global analysis, analysis on manifolds (58-XX) 22 Numerical analysis (65-XX) 19 Computer science (68-XX) 18 Measure and integration (28-XX) 15 Fluid mechanics (76-XX) 14 Linear and multilinear algebra; matrix theory (15-XX) 14 Functional analysis (46-XX) 14 Operations research, mathematical programming (90-XX) 14 Information and communication theory, circuits (94-XX) 8 Potential theory (31-XX) 8 Integral equations (45-XX) 7 Combinatorics (05-XX) 6 History and biography (01-XX) 6 Number theory (11-XX) 5 Ordinary differential equations (34-XX) 5 Difference and functional equations (39-XX) 5 Classical thermodynamics, heat transfer (80-XX) 4 Differential geometry (53-XX) 3 Functions of a complex variable (30-XX) 3 Abstract harmonic analysis (43-XX) 3 Integral transforms, operational calculus (44-XX) 3 Mechanics of deformable solids (74-XX) 2 Mathematical logic and foundations (03-XX) 2 Real functions (26-XX) 2 Approximations and expansions (41-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 1 General and overarching topics; collections (00-XX) 1 Algebraic geometry (14-XX) 1 Associative rings and algebras (16-XX) 1 Convex and discrete geometry (52-XX) 1 General topology (54-XX) 1 Algebraic topology (55-XX) 1 Optics, electromagnetic theory (78-XX) 1 Relativity and gravitational theory (83-XX) 1 Geophysics (86-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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