On the excursions of two-dimensional random walk and Wiener process. (With A. Földes, P. Révész and Z. Shi). Bolyai Society Mathematical Studies, 9. Random Walks, Budapest (Hungary), 1998, ed. P. Révész, B. Tóth, Budapest, 1999, pp. 43-58. (abstract) (dvi) (pdf)
Path properties of Cauchy's principal values related to local time. (With M. Csörgõ, A. Földes and Z. Shi). Studia Scientiarum Mathematicarum Hungarica 38 (2001) 149-169. (abstract) (dvi) (pdf)
Asymptotic independence and additive functionals. (With A. Földes). Journal of Theoretical Probability 13 (2000) 1123-1144. (abstract) (dvi) (pdf)
Increment sizes of the principal value of Brownian local time. (With M. Csörgõ, A. Földes and Z. Shi). Probability Theory and Related Fields 117 (2000) 515-531. (abstract) (dvi) (pdf)
Favourite sites, favourite values and jumping sizes for random walk and Brownian motion. (With P. Révész and Z. Shi). Bernoulli 6 (2000) 951-975. (abstract) (dvi) (pdf)
Asymptotic properties of ranked heights in Brownian excursions. (With Y. Hu). Journal of Theoretical Probability 14 (2001) 77-96. (abstract) (dvi) (pdf)
On the joint asymptotic behaviours of ranked heights in Brownian excursions. (With Y. Hu). Limit Theorems in Probability and Statistics, Balatonlelle (Hungary), 1999, ed. I. Berkes, E. Csáki, M. Csörgõ, J. Bolyai Mathematical Society, Budapest, 2002, Vol. I, pp. 347-363. (abstract) (dvi) (pdf)
Fractional Brownian motions as "higher-order" fractional derivatives of Brownian local times. (With Z. Shi and M. Yor). Limit Theorems in Probability and Statistics, Balatonlelle (Hungary), 1999, ed. I. Berkes, E. Csáki, M. Csörgõ, J. Bolyai Mathematical Society, Budapest, 2002, Vol. I, pp. 365-387. (abstract) (dvi) (pdf)
On a class of additive functionals of two-dimensional Brownian motion and random walk. (With M. Csörgõ, A. Földes and Z. Shi). Limit Theorems in Probability and Statistics, Balatonlelle (Hungary), 1999, ed. I. Berkes, E. Csáki, M. Csörgõ, J. Bolyai Mathematical Society, Budapest, 2002, Vol. I, pp. 321-345. (abstract) (dvi) (pdf)
Long excursions of a random walk. (With P. Révész and Z. Shi). Journal of Theoretical Probability 14 (2001) 821-844. (abstract) (dvi) (pdf)
Boundary crossings and the distribution function of the maximum of Brownian sheet. (With D. Khoshnevisan and Z. Shi). Stochastic Processes and their Applications 90 (2000) 1-18. (abstract) (dvi) (pdf)
A strong invariance principle for two-dimensional random walk in random scenery. (With P. Révész and Z. Shi). Stochastic Processes and their Applications 92 (2001) 181-200. (abstract) (dvi) (pdf)
Pointwise and uniform asymptotics of the Vervaat error process. (With M. Csörgõ, A. Földes, Z. Shi and R. Zitikis). Journal of Theoretical Probability 15 (2002) 845-875. (abstract) (dvi) (pdf)
A universal result in almost sure central limit theory. (With I. Berkes). Stochastic Processes and their Applications 94 (2001) 105-134. (abstract) (dvi) (pdf)
Almost sure limit theorems for sums and maxima from the domain of geometric partial attraction of semistable laws. (With I. Berkes, S. Csörgõ and Z. Megyesi). Limit Theorems in Probability and Statistics, Balatonlelle (Hungary), 1999, ed. I. Berkes, E. Csáki, M. Csörgõ, J. Bolyai Mathematical Society, Budapest, 2002, Vol. I, pp. 133-157. (abstract) (dvi) (pdf)
Almost sure limit theorems for the maximum of stationary Gaussian sequences. (With Khurelbaatar Gonchigdanzan). Statistics and Probability Letters 58 (2002) 195-203. (abstract) (dvi) (pdf)
On the ranked excursion heights of a Kiefer process. (With Y. Hu). Journal of Theoretical Probability 17 (2004) 145-163. (abstract) (dvi) (pdf)

A joint functional law for the Wiener process and principal value. (With A. Földes and Z. Shi). Studia Scientiarum Mathematicarum Hungarica 40 (2003) 213-241. (abstract) (dvi) (pdf) (ps)
Large void zones and occupation times for coalescing random walks. (With P. Révész and Z. Shi). Stochastic Processes and their Applications 111 (2004) 97-118. (abstract) (dvi) (pdf) (ps)
Strong approximations of additive functionals of a planar Brownian motion. (With A. Földes and Y. Hu). Stochastic Processes and their Applications 109 (2004) 263-293. (abstract) (dvi) (pdf) (ps)
Our joint work with Miklós Csörgõ. (With A. Földes and Z. Shi). (abstract) (dvi) (pdf) (ps)
István Vincze (1912--1999) and his contribution to lattice path combinatorics and statistics. J. Statistical Planning and Inference 135 (2005) 3-17. (abstract) (dvi) (pdf) (ps)
Lengths and heights of random walk excursions. (With Y. Hu). Discrete Mathematics and Theoretical Computer Science, Discrete Random Walks, DRW03 (Cyril Banderier and Christian Krattenthaler, eds.) Conference Volume AC (2003), pp. 45-52. (abstract) (dvi) (pdf) (ps)
Invariance Principles for Ranked Excursion Lengths and Heights. (With Y. Hu). Electronic Communications in Probability 9 (2004) 14-21. (paper)

Maximal local time of a d-dimensional simple random walk on subsets. (With A. Földes and P. Révész). Journal of Theoretical Probability 18 (2005) 687-717. (abstract) (dvi) (pdf) (ps)

On Vervaat and Vervaat-error type processes for partial sums and renewals. (With M. Csörgõ, Z. Rychlik and J. Steinebach). (abstract) (dvi) (pdf) (ps)

Strong approximations of three-dimensional Wiener sausages. (With Y. Hu). (abstract) (dvi) (pdf)

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Frequently visited sets for random walks. (With A. Földes, P. Révész, J. Rosen and Z. Shi). Stochastic Processes and their Applications 115 (2005) 1503-1517. (dvi) (pdf)

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On the increments of the principal value of Brownian local time. (With Y. Hu). Electronic J. Probability 10 (2005) 925-947. (dvi) (pdf)

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Heavy points of a d-dimensional simple random walk. (With A. Földes and P. Révész). Statist. Probability Letters 76 (2006) 45-57. (dvi) (pdf)

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Joint asymptotic behavior of local and occupation times of random walk in higher dimension. (With A. Földes and P. Révész). Studia Sci. Math. Hungar. 44 (2007) 535-563. (pdf)

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On the behavior of random walk around heavy points. (With A. Földes and P. Révész). J. Theoret. Probab. 20 (2007) 1041-1057. (pdf)

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Transient nearest neighbor random walk on the line. (With A. Földes and P. Révész). J. Theoret. Probab. 22 (2008) 100-122. (pdf)

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Random walk local time approximated by a Wiener sheet combined with an independent Brownian motion. (With M. Csörgõ, A. Földes and P. Révész). (pdf)

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On the local time of the asymmetric Bernoulli walk. (With A. Földes and P. Révész). Acta Sci Math. (Szeged) 74 (2008) 348-379. (pdf)

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Transient nearest neighbor random walk and Bessel process. (With A. Földes and P. Révész). (pdf)

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On the number of cutpoints of the transient nearest neighbor random walk on the line. (With A. Földes and P. Révész). (pdf)

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Strong limit theorems for a simple random walk on the 2-dimensional comb. (With M. Csörgõ, A. Földes and P. Révész). (pdf)

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Last updated : Oct 15, 2008.