J. Rosen

activity

20012024

most citedLate points for random walks in two dimensions

42 citations · 145 across the 45 of their papers we have counts for

collaborators

50 papers

math.PR2024

Moduli of continuity for the local times of rebirthed Markov processes

P. J. Fitzsimmons, Michael B. Marcus, Jay Rosen

Let $S$ a be locally compact space with a countable base. Let $Y$ be a transient symmetric Borel right process with state space $S$ and continuous strictly positive $p$ --poten…

math.PR2024

Local moduli of continuity for permanental processes that are zero at zero

Michael B. Marcus, Jay Rosen

Let $u (s, t)$ be a continuous potential density of a symmetric Lévy process or diffusion with state space $T$ killed at $T_{0}$ , the first hitting time of $0$ , or at $λ \land T_{0}$ …

math.PR2023

Law of the iterated logarithm for $k /2$ -permanental processes and the local times of related Markov processes

Michael B. Marcus, Jay Rosen

Let $Y$ be a symmetric Borel right process with locally compact state space $T \subseteq R^{1}$ and potential densities $u (x, y)$ with respect to some $σ$ -finite measure on $T$ . Let…

math.PR2022

Tightness for Thick Points in two dimensions

Jay Rosen

Let $W_{t}$ be Brownian motion in the plane started at the origin and let $θ$ be the first exit time of the unit disk $D_{1}$ . Let \[μ_{ θ} ( x,ε) =\frac{1}{πε^{ 2} }\int_{0}^{ θ}…

math.PR2021

Local and uniform moduli of continuity of chi--square processes

Michael B. Marcus, Jay Rosen

Let $η = {η (t); t \in [0, 1]}$ be a mean zero continuous Gaussian process with covariance $U = {U (s, t), s, t \in [0, 1]},$ with $U (0, 0) > 0$ . Let ${η_{i}; i = 1, \dots, k}$ be independent c…

math.PR2020

Exact moduli of continuity for general chi--square processes and for permanental processes related to the Ornstein--Uhlenbeck process

Michael B. Marcus, Jay Rosen

Let $B = {B_{t}, t \in R^{1}}$ be Brownian motion killed after an independent exponential time with mean $2/ λ^{2}$ . The process $B$ has potential den…

Moduli of continuity for the local times of rebirthed Markov processes

Local moduli of continuity for permanental processes that are zero at zero

Law of the iterated logarithm for k/2-permanental processes and the local times of related Markov processes

Tightness for Thick Points in two dimensions

Local and uniform moduli of continuity of chi--square processes

Exact moduli of continuity for general chi--square processes and for permanental processes related to the Ornstein--Uhlenbeck process

Law of the iterated logarithm for $k /2$ -permanental processes and the local times of related Markov processes