Ronald Pyke

Economics, Econometrics and Finance · Social Sciences

27h-index4.9kcitations90works0.02yr avg
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Research Topics

Stochastic processes and financial applications(19), Stochastic processes and statistical mechanics(15), Probability and Risk Models(11), Bayesian Methods and Mixture Models(11), Statistical Methods and Inference(9)

Publications90 total

THE REASSEMBLING OF SHATTERED
2016
Weak Convergence Results for the Kakutani Interval Splitting Procedure
2011· 11 cited
Weak convergence results for the Kakutani interval splitting procedure
The Annals of Probability·2004· 15 citedOpen Access
On random walks and diffusions related to Parrondo's games
Lecture notes-monograph series·2003· 20 cited
On Random Walks and Diffusions Related to Parrondo's Games
arXiv (Cornell University)·2002Open Access
The reassembling of shattered Brownian sheet
Lecture notes-monograph series·2001· 1 cited
Sequential estimation of functions of $p$ for Bernoulli trials
Lecture notes-monograph series·2000· 7 cited
The Solidarity of Markov Renewal Processes
1999· 1 cited
Markov Renewal Modelling of Poisson Traffic at Intersections having Separate Turn Lanes
1999· 8 cited
A PARTICULAR APPLICATION OF BROWNIAN MOTION TO SEQUENTIAL ANALYSIS
1997· 4 cited
Athens Conference on Applied Probability and Time Series Analysis
Lecture notes in statistics·1996· 6 cited
Probability Bounds for Product Poisson Processes
Lecture notes in statistics·1996
Minimax one-sided Kolmogorov-type distribution-free tests
Journal of Applied Probability·1994· 3 cited
Minimax one-sided Kolmogorov-type distribution-free tests
Journal of Applied Probability·1994
The Limiting Distribution of the Rank Correlation Coefficient $${R_g}$$
1989· 4 cited
A central limit theorem for D(A)-valued processes
Stochastic Processes and their Applications·1987· 8 cited
Uniform pointwise ergodic theorems for classes of averaging sets and multiparameter subadditive processes
Stochastic Processes and their Applications·1987· 22 cited
A Uniform Central Limit Theorem for Set-Indexed Partial-Sum Processes with Finite Variance
The Annals of Probability·1986· 65 citedOpen Access
Commentary on Papers [13], [15], [21], [25], [32]
1986
Lévy's Brownian motion as a set-indexed process and a related central limit theorem
Stochastic Processes and their Applications·1985· 20 cited
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Frequent Co-authors

Richard F. Bass(5), Charles Hobby(3), Ronald A. Schaufele(2), Galen R. Shorack(2), Frank Proschan(2), Kenneth S. Alexander(2), W. R. van Zwet(2), Ross L. Prentice(1), Patrick Billingsley(1), Ronald Aylmer Fisher(1), Sidney Siegel(1), D. A. S. Fraser(1), David E. Matthews(1), Vernon T. Farewell(1), Erin H. Moore(1), Piet Groeneboom(1), David E. Root(1), J. Gani(1), Carter Vincent Smith(1), M. V. Johns(1)