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Author ID: donsker.monroe-d Recent zbMATH articles by "Donsker, Monroe D."
Published as: Donsker, M. D.; Donsker, Monroe D.; Donsker, M.
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
754 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

29 Publications have been cited 1,441 times in 1,060 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.
241
1975
Asymptotic evaluation of certain Markov process expectations for large time. III. Zbl 0348.60032
Donsker, M. D.; Varadhan, S. R. S.
194
1976
Asymptotic evaluation of certain Markov process expectations for large time. IV. Zbl 0512.60068
Donsker, M. D.; Varadhan, S. R. S.
111
1983
An invariance principle for certain probability limit theorems. Zbl 0042.37602
Donsker, Monroe D.
110
1951
Asymptotic for the Wiener sausage. Zbl 0333.60077
Donsker, M. D.; Varadhan, S. R. S.
98
1975
Asymptotic evaluation of certain Markov process expectations for large time. II. Zbl 0348.60031
Donsker, M. D.; Varadhan, S. R. S.
96
1975
Justification and extension of Doob’s heuristic approach to the Kolmogorov-Smirnov theorems. Zbl 0046.35103
Donsker, Monroe D.
93
1952
On a variational formula for the principal eigenvalue for operators with maximum principle. Zbl 0353.49039
Donsker, Monroe D.; Varadhan, S. R. S.
79
1975
Asymptotics for the polaron. Zbl 0538.60081
Donsker, M. D.; Varadhan, S. R. S.
76
1983
On the number of distinct sites visited by a random walk. Zbl 0418.60074
Donsker, M. D.; Varadhan, S. R. S.
62
1979
On the principal eigenvalue of second-order elliptic differential operators. Zbl 0356.35065
Donsker, M. D.; Varadhan, S. R. S.
57
1976
On the distribution of the supremum functional for processes with stationary independent increments. Zbl 0078.32002
Baxter, Glen; Donsker, M. D.
37
1957
On laws of the iterated logarithm for local times. Zbl 0356.60029
Donsker, M. D.; Varadhan, S. R. S.
35
1977
Asymptotic evaluation of certain Wiener integrals for large time. Zbl 0333.60078
Donsker, M. D.; Varadhan, S. R. S.
32
1975
Large deviations for stationary Gaussian processes. Zbl 0646.60030
Donsker, M. D.; Varadhan, S. R. S.
29
1985
Large deviations from a hydrodynamic scaling limit. Zbl 0780.60027
Donsker, M. D.; Varadhan, S. R. S.
26
1989
Frechet-Volterra variational equations, boundary value problems, and function space integrals. Zbl 0145.13402
Donsker, M. D.; Lions, J. L.
18
1962
Errata to: Asymptotics for the Wiener sausage. Zbl 0351.60070
Donsker, 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 0438.01011
Kac, Mark
13
1979
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.
8
1975
Inversion formulae for characteristic functionals of stochastic processes. Zbl 0103.36002
Cameron, R. H.; Donsker, M. D.
5
1959
Some problems of large deviations. Zbl 0472.60028
Donsker, M. D.; Varadhan, S. R. S.
3
1981
Large deviations for noninteracting infinite-particle systems. Zbl 0682.60020
Donsker, M. D.; Varadhan, S. R. S.
3
1987
Four papers on probability. Zbl 1415.60003
Chung, Kai Lai; Donsker, M. D.; Erdős, Paul; Fuchs, Wolfgang H. J.; Kac, M.
3
1951
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 some problems of large deviations for Markov processes. Zbl 0351.60036
Donsker, M. D.; Varadhan, S. R. S.
2
1975
On the principal eigenvalue of elliptic second order differential operators. Zbl 0447.35030
Donsker, M. D.; Varadhan, S. R. S.
2
1978
Large deviations for stationary Gaussian processes. Zbl 0657.60036
Donsker, M. D.; Varadhan, S. R. S.
2
1985
Large deviation asymptotics and the polaron. Zbl 0501.60034
Donsker, M. D.; Varadhan, S. R. S.
1
1982
Large deviations from a hydrodynamic scaling limit. Zbl 0780.60027
Donsker, M. D.; Varadhan, S. R. S.
26
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.
29
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.
111
1983
Asymptotics for the polaron. Zbl 0538.60081
Donsker, M. D.; Varadhan, S. R. S.
76
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.
3
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.
62
1979
Probability, number theory, and statistical physics. Selected papers. Ed. by K. Baclawski and M. D. Donsker. Zbl 0438.01011
Kac, Mark
13
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.
35
1977
Asymptotic evaluation of certain Markov process expectations for large time. III. Zbl 0348.60032
Donsker, M. D.; Varadhan, S. R. S.
194
1976
On the principal eigenvalue of second-order elliptic differential operators. Zbl 0356.35065
Donsker, M. D.; Varadhan, S. R. S.
57
1976
Asymptotic evaluation of certain Markov process expectations for large time. I. Zbl 0323.60069
Donsker, M. D.; Varadhan, S. R. S.
241
1975
Asymptotic for the Wiener sausage. Zbl 0333.60077
Donsker, M. D.; Varadhan, S. R. S.
98
1975
Asymptotic evaluation of certain Markov process expectations for large time. II. Zbl 0348.60031
Donsker, M. D.; Varadhan, S. R. S.
96
1975
On a variational formula for the principal eigenvalue for operators with maximum principle. Zbl 0353.49039
Donsker, Monroe D.; Varadhan, S. R. S.
79
1975
Asymptotic evaluation of certain Wiener integrals for large time. Zbl 0333.60078
Donsker, M. D.; Varadhan, S. R. S.
32
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.
8
1975
On some problems of large deviations for Markov processes. Zbl 0351.60036
Donsker, M. D.; Varadhan, S. R. S.
2
1975
Frechet-Volterra variational equations, boundary value problems, and function space integrals. Zbl 0145.13402
Donsker, M. D.; Lions, J. L.
18
1962
Inversion formulae for characteristic functionals of stochastic processes. Zbl 0103.36002
Cameron, R. H.; Donsker, M. D.
5
1959
On the distribution of the supremum functional for processes with stationary independent increments. Zbl 0078.32002
Baxter, Glen; Donsker, M. D.
37
1957
Justification and extension of Doob’s heuristic approach to the Kolmogorov-Smirnov theorems. Zbl 0046.35103
Donsker, Monroe D.
93
1952
An invariance principle for certain probability limit theorems. Zbl 0042.37602
Donsker, Monroe D.
110
1951
Four papers on probability. Zbl 1415.60003
Chung, Kai Lai; Donsker, M. D.; Erdős, Paul; Fuchs, Wolfgang H. J.; Kac, M.
3
1951
all top 5

Cited by 1,324 Authors

16 Chen, Xia
13 Seiringer, Robert
12 Landim, Claudio
12 Takeda, Masayoshi
11 König, Wolfgang Dieter
11 Varadhan, S. R. Srinivasa
10 Bolthausen, Erwin
10 Wu, Liming
9 Arapostathis, Aristotle
9 Bertini, Lorenzo Bertini
8 Biswas, Anup
8 Miao, Yu
8 Mukherjee, Chiranjib
7 Dupuis, Paul G.
7 Ellis, Richard Salisbury
7 Fukushima, Ryoki
7 Kifer, Yuri
7 Maes, Christian
7 Nersesyan, Vahagn
7 Sznitman, Alain-Sol
6 Asselah, Amine
6 Borkar, Vivek Shripad
6 Chen, Jinwen
6 Dawson, Donald Andrew
6 Gabrielli, Davide
6 Olla, Stefano
6 Pietruska-Pałuba, Katarzyna
5 Csörgő, Miklós
5 Dehling, Herold G.
5 den Hollander, Frank
5 Deuschel, Jean-Dominique
5 Durieu, Olivier
5 Forde, Martin
5 Frank, Rupert L.
5 Friedland, Shmuel
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 Rosen, Jay S.
5 Sheu, Shuenn-Jyi
4 Adams, Stefan
4 Albeverio, Sergio A.
4 Blanchet, Jose H.
4 Bodineau, Thierry
4 Budhiraja, Amarjit S.
4 Castell, Fabienne
4 Chetrite, Raphaël
4 Ding, Jian
4 Donsker, Monroe D.
4 Fatalov, Vadim Rolandovich
4 Giraudo, Davide
4 Hamana, Yuji
4 Jack, Robert L.
4 Jain, Naresh C.
4 Kaleta, Kamil
4 Kuelbs, James D.
4 Lörinczi, József
4 Marckert, Jean-François
4 Mitrouskas, David
4 Montenegro, Marcos
4 Müller, Carl E.
4 Netočný, Karel
4 Redig, Frank
4 Rémillard, Bruno N.
4 Seppäläinen, Timo
4 Sghir, Aissa
4 Stoltz, Gabriel
4 Sun, Rongfeng
4 Wang, Ran
4 Xu, Changji
4 Xu, Lihu
3 Athreya, Siva R.
3 Bai, Zhi-Dong
3 Bass, Richard F.
3 Benois, O.
3 Berkes, István
3 Betz, Volker
3 Bley, Gonzalo A.
3 Boylan, Stanley L.
3 Carmona, René A.
3 Cavalcanti, Marcelo Moreira
3 Cho, Dong Hyun
3 Cohen, Joel E.
3 Comets, Francis M.
3 Coville, Jerome
3 de Acosta, Alejandro D.
3 Dębicki, Krzysztof
3 Dembo, Amir
3 Derrida, Bernard
3 Domingos Cavalcanti, Valéria Neves
3 Eliazar, Iddo I.
3 Engländer, János
3 Faggionato, Alessandra
3 Feng, Shui
3 Ferré, Grégoire
3 Fleming, Wendell Helms
...and 1,224 more Authors
all top 5

Cited in 275 Serials

80 Stochastic Processes and their Applications
64 Journal of Statistical Physics
55 The Annals of Probability
50 Probability Theory and Related Fields
29 Statistics & Probability Letters
27 Communications in Mathematical Physics
25 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
24 The Annals of Applied Probability
23 Journal of Theoretical Probability
22 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
21 Transactions of the American Mathematical Society
20 Journal of Functional Analysis
19 Journal of Statistical Mechanics: Theory and Experiment
14 Communications on Pure and Applied Mathematics
13 Electronic Journal of Probability
12 Journal of Mathematical Physics
12 Journal of Multivariate Analysis
9 Physica A
9 Journal of Differential Equations
9 Stochastics and Dynamics
8 Journal of Mathematical Analysis and Applications
8 Applied Mathematics and Optimization
8 Journal of Statistical Planning and Inference
8 Proceedings of the American Mathematical Society
7 Stochastics
7 Stochastic Analysis and Applications
7 Communications in Statistics. Theory and Methods
7 Potential Analysis
7 Bernoulli
6 The Canadian Journal of Statistics
6 Reviews in Mathematical Physics
6 Forum Mathematicum
6 Journal of Mathematical Sciences (New York)
6 Journal of Physics A: Mathematical and Theoretical
5 Journal of Applied Probability
5 SIAM Journal on Control and Optimization
5 Queueing Systems
5 Electronic Communications in Probability
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 Letters in Mathematical Physics
4 Mathematische Nachrichten
4 Machine Learning
4 Journal de Mathématiques Pures et Appliquées. Neuvième Série
4 Linear Algebra and its Applications
4 Random Operators and Stochastic Equations
4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
4 Mathematical Physics, Analysis and Geometry
4 Probability in the Engineering and Informational Sciences
4 Electronic Journal of Statistics
4 Science China. Mathematics
3 Advances in Applied Probability
3 Archive for Rational Mechanics and Analysis
3 Israel Journal of Mathematics
3 Journal of Computational Physics
3 Lithuanian Mathematical Journal
3 Ukrainian Mathematical Journal
3 Annales Scientifiques de l’École Normale Supérieure. Quatrième Série
3 Journal of Econometrics
3 Osaka Journal of Mathematics
3 Theoretical Population Biology
3 Systems & Control Letters
3 Physica D
3 European Journal of Operational Research
3 Proceedings of the National Academy of Sciences of the United States of America
3 SIAM Journal on Applied Mathematics
3 Bulletin of the American Mathematical Society. New Series
3 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI
3 Calculus of Variations and Partial Differential Equations
3 Mathematical Methods of Statistics
3 Annales Mathématiques Blaise Pascal
3 Positivity
3 International Journal of Theoretical and Applied Finance
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
3 Stochastic and Partial Differential Equations. Analysis and Computations
3 Mathematical Statistics and Learning
2 Journal d’Analyse Mathématique
2 Nonlinearity
2 Physics Letters. A
2 Problems of Information Transmission
2 Reports on Mathematical Physics
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 Czechoslovak Mathematical Journal
2 Information Sciences
2 Inventiones Mathematicae
2 Journal of Soviet Mathematics
2 Kodai Mathematical Journal
2 Mathematische Zeitschrift
2 Monatshefte für Mathematik
2 Nagoya Mathematical Journal
...and 175 more Serials
all top 5

Cited in 49 Fields

762 Probability theory and stochastic processes (60-XX)
207 Statistical mechanics, structure of matter (82-XX)
141 Partial differential equations (35-XX)
121 Statistics (62-XX)
68 Quantum theory (81-XX)
56 Operator theory (47-XX)
43 Dynamical systems and ergodic theory (37-XX)
39 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
38 Systems theory; control (93-XX)
33 Calculus of variations and optimal control; optimization (49-XX)
32 Biology and other natural sciences (92-XX)
25 Numerical analysis (65-XX)
24 Computer science (68-XX)
22 Global analysis, analysis on manifolds (58-XX)
19 Information and communication theory, circuits (94-XX)
18 Measure and integration (28-XX)
16 Functional analysis (46-XX)
16 Fluid mechanics (76-XX)
16 Operations research, mathematical programming (90-XX)
14 Linear and multilinear algebra; matrix theory (15-XX)
9 Combinatorics (05-XX)
9 Potential theory (31-XX)
8 Integral equations (45-XX)
7 History and biography (01-XX)
7 Number theory (11-XX)
7 Ordinary differential equations (34-XX)
6 Classical thermodynamics, heat transfer (80-XX)
5 Functions of a complex variable (30-XX)
5 Difference and functional equations (39-XX)
5 Integral transforms, operational calculus (44-XX)
4 Differential geometry (53-XX)
4 Mechanics of deformable solids (74-XX)
3 General and overarching topics; collections (00-XX)
3 Real functions (26-XX)
3 Abstract harmonic analysis (43-XX)
2 Mathematical logic and foundations (03-XX)
2 Algebraic geometry (14-XX)
2 Associative rings and algebras (16-XX)
2 Approximations and expansions (41-XX)
2 Harmonic analysis on Euclidean spaces (42-XX)
2 Mechanics of particles and systems (70-XX)
2 Optics, electromagnetic theory (78-XX)
2 Relativity and gravitational theory (83-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 Astronomy and astrophysics (85-XX)
1 Geophysics (86-XX)

Citations by Year

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