R. A. Doney

University of Manchester — United Kingdom

Mathematics · Physical Sciences

32h-index3.8kcitations131works0.02yr avg
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Research Topics

Stochastic processes and statistical mechanics(95), Probability and Risk Models(59), Stochastic processes and financial applications(47), Bayesian Methods and Mixture Models(24), Markov Chains and Monte Carlo Methods(16)

Publications131 total

Cramér’s estimate for the reflected process revisited
The Annals of Applied Probability·2018· 2 citedOpen Access
Cramér's Estimate for the Reflected Process Revisited
arXiv (Cornell University)·2017Open Access
Erratum to: Asymptotic behaviour of first passage time distributions for Lévy processes
Probability Theory and Related Fields·2015· 2 citedOpen Access
The strong renewal theorem with infinite mean via local large deviations
arXiv (Cornell University)·2015· 5 citedOpen Access
Asymptotic behaviour of first passage time distributions for subordinators
Electronic Journal of Probability·2015· 1 citedOpen Access
Random Walk
Wiley StatsRef: Statistics Reference Online·2014
Asymptotic behaviour of first passage time distributions for\n subordinators
arXiv (Cornell University)·2013Open Access
Windings of Planar Stable Processes
Lecture notes in mathematics·2013· 9 citedOpen Access
Asymptotic behaviour of first passage time distributions for Lévy processes
Probability Theory and Related Fields·2012· 17 citedOpen Access
Lévy Processes at Saint-Flour
Medical Entomology and Zoology·2012
Large deviation results for random walks conditioned to stay positive
Electronic Communications in Probability·2012· 8 citedOpen Access
Conditioned random walks and Lévy processes
Bulletin of the London Mathematical Society·2011· 4 cited
Asymptotic behaviour of first passage time distributions for Lévy processes
arXiv (Cornell University)·2011· 4 citedOpen Access
Asymptotic behaviour of first passage time distributions for L\\'evy\n processes
arXiv (Cornell University)·2011Open Access
Local asymptotics for the time of first return to the origin of transient random walk
Statistics & Probability Letters·2011· 11 cited
Re-defining the EDGE
eSpace (Curtin University)·2011
Local behaviour of first passage probabilities
Probability Theory and Related Fields·2010· 62 citedOpen Access
Invariance principles for local times at the maximum of random walks and Lévy processes
The Annals of Probability·2010· 37 citedOpen Access
Local behaviour of first passage probabilities
arXiv (Cornell University)·2010· 1 citedOpen Access
Fremantle on the edge
eSpace (Curtin University)·2009· 1 cited
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Frequent Co-authors

Jean Bertoin(6), Ν. H. Bingham(6), Ross Maller(3), L. Chaumont(3), Srijan Sen(1), Jaemin Hong(1), Jeseok Bang(1), Edgar Ávalos(1), Sheldon M. Ross(1), Geoffrey Grimmett(1), David Stirzaker(1), Loïc Chaumont(1), J. F. C. Kingmán(1), Samuel J. Taylor(1), Larbi Alili(1), Tian-ai Zhang(1), A. BRYN-JONES(1), G. L. O’Brien(1), Priscilla E. Greenwood(1)