Functional Central Limit Theorems for Random Walks Conditioned to Stay Positive

An introduction to probability theory and its applications

1958 • 31,109 citations

Convergence of Probability Measures

1999 • 14,297 citations

A Course in Probability Theory

1974 • 2,847 citations

Diffusion Processes and Their Sample Paths.

1996 • 1,749 citations

Diffusion Processes and their Sample Paths.

1968 • 1,163 citations

Functional central limit theorems for processes with positive drift and their inverses

1972 • 173 citations

A Tauberian theorem and its probability interpretation

1960 • 121 citations

Infinitely divisible processes and their potential theory. I

1971 • 101 citations

Uniformity in weak convergence

1967 • 95 citations

The Equivalence of Functional Central Limit Theorems for Counting Processes and Associated Partial Sums

1971 • 84 citations

Functional limit theorems for the queue GI/G/1 in light traffic

1971 • 56 citations

Factorization Identities and Properties of the Distribution of the Supremum of Sequential Sums

1970 • 50 citations

A Limit Theorem for Conditioned Recurrent Random Walk Attracted to a Stable Law

1970 • 28 citations

Conditioned Limit Theorems

1963 • 21 citations

Estimating the rate of convergence for the distribution of the maximum sums of independent random quantities

1970 • 8 citations