Research Papers
Publications:
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Semicocycles and weighted
composition semigroups
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Michigan Mathematical Journal 37, 469-476 (1990)
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The drift of a one-dimensional
self-avoiding random walk
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Probab. Theory Relat. Fields 96, 521-543 (1993)
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The drift of a one-dimensional
self-repellent random walk with bounded increments
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Probab. Theory Relat. Fields 100, 513-544 (1994)
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A central limit theorem for
a one-dimensional polymer measure
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Ann. Probab. 24, 1012-1035 (1996)
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Central limit theorem for
the Edwards model
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Ann. Probab. 25:2, 573-597 (1997)
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joint work with R. van der Hofstad and F. den Hollander
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Central limit theorem for
a weakly interacting random polymer,
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An embedding for the Kesten-Spitzer
random walk in random scenery
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Stoch. Proc. Appl. 82, 283-292 (1999)
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joint work with E. Csaki
and Z.
Shi
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Moment asymptotics for the
continuous parabolic Anderson model
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Almost sure asymptotics for
the continuous parabolic Anderson model
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Screening effect due to heavy
lower tails in one-dimensional parabolic Anderson model
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A survey of one-dimensional
random polymers
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Long-time tails for the parabolic
Anderson model with bounded potential
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Ann. Probab. 29:2, 636-682 (2001)
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joint work with M.
Biskup
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Preprint,
ps, Preprint,
pdf.
- Note: The proof of Lemma 4.2 has a flaw, which is corrected in Section 5 of [25]: The universality classes in the parabolic Anderson model, see below.
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Eigenvalues of the Laguerre
process as non-colliding squared Bessel processes
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The critical attractive random
polymer in dimension one
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Non-colliding random walks,
tandem queues, and discrete orthogonal polynomial ensembles
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Brownian intersection local
times: upper tail asymptotics and thick points
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Weak-interaction limits for
one-dimensional random polymers
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Large deviations for the one-dimensional
Edwards model
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The parabolic Anderson model
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Orthogonal polynomial ensembles in probability theory
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Brownian intersection local times:
Exponential moments and law of large masses
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Deviations of a random walk in a random scenery with stretched exponential tails
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Large systems of path-repellent Brownian motions in a trap at positive temperature
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The universality classes in the parabolic Anderson model
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Large deviations for trapped interacting Brownian particles and paths
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Annealed deviations for random walk in random scenery
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Geometric characterization
of intermittency in the parabolic Anderson model
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Joint density for the local times of continuous-time Markov chains
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Moments and distribution of the local times of a transient random walk on Z^d
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joint work with M. Becker
- Jour. Theor. Prob. 22:2, 365 - 374 (2009).
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published online
-
Large deviations for many Brownian bridges with symmetrised initial-terminal condition
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joint work with S. Adams
- Probab. Theory Relat. Fields 142, 79-124 (2008).
- published online
-
Ordered random walks
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A two cities theorem for the parabolic Anderson model
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Potential confinement property in the Parabolic Anderson Model
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Phase transitions for dilute particle systems with Lennard-Jones
potential
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Random walks conditioned to stay
in Weyl chambers of type C and D
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Upper tails of self-intersection local times
of random walks: survey of proof techniques
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A variational formula for the free
energy of an interacting many-particle system
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Brownian motion in a truncated Weyl chamber
To appear:
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Self-intersection local times of random walks:
Exponential moments in subcritical dimensions
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The parabolic Anderson model with
acceleration and deceleration
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joint work with S. Schmidt
- to appear in Probability in Complex Physical Systems, Festschrift on
the honour of Erwin Bolthausen and Jürgen Gärtner, Springer (2011).
-
revised version,
ps,
revised version,
pdf.
-
Large deviations for Brownian
intersection measures
Submitted:
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The longest excursion of a random interacting polymer
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Large deviations for the local
times of a random walk among random conductances
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Large deviations for cluster size
distributions in a continuous classical many-body system
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Ideal mixture approximation of cluster size distributions at low density
Unpublished:
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Complete localisation in the parabolic
Anderson model with Pareto-distributed potential