Combinatorial Stochastic Processes
Combinatorial Stochastic Processes (2006)
This is a set of lecture notes for a course given at the St....
Scholarly Communication
Open access to professional information, IMS Bulletin (2007)
This IMS Presidential Address was given at the Joint Statistical Meetings in Salt Lake City,...
IMS Journals on arXiv, IMS Bulletin (2004)
The IMS encourages all members to post their articles in a preprint format on arXiv....
Probability
On the laws of homogeneous functionals of the Brownian bridge (with Philippe Carmona, Frédérique Petit, and Marc Yor), Studia Sci. Math. Hungar. (1999)
Probability (1993)
This textbook is ideal for an undergraduate introduction to probability, with a calculus prerequisite. It...
Brownian Motion
On the laws of homogeneous functionals of the Brownian bridge (with Philippe Carmona, Frédérique Petit, and Marc Yor), Studia Sci. Math. Hungar. (1999)
Path decompositions of a Brownian bridge related to the ratio of its maximum and amplitude (with Marc Yor), Studia Sci. Math. Hungar. (1999)
We give two new proofs of Csaki's formula for the law of the ratio 1-Q...