World's Best Scientists 2026 revealed!

Overview

Jay Rosen is affiliated with the City University of New York in the United States and works primarily in the field of Mathematics. Their research spans various subfields, including Mathematical Physics, Finance, Statistics and Probability, Control and Systems Engineering, and Numerical Analysis.

The central topics of Jay Rosen's work encompass stochastic processes and statistical mechanics, stochastic processes with financial applications, mathematical dynamics and fractals, Markov chains and Monte Carlo methods, mathematical approximation and integration, advanced mathematical theories, and control systems and identification.

Jay Rosen has contributed to numerous publications in notable venues, with frequent appearances in:

  • arXiv (Cornell University)
  • Annales de l Institut Henri Poincaré Probabilités et Statistiques
  • Electronic Journal of Probability
  • Electronic Communications in Probability
  • The Serials Librarian

Recent papers authored or coauthored by Jay Rosen include:

  • Evaluating Impact in the Forgotten Field of Prison Librarianship, 2020, The Serials Librarian
  • Tightness for thick points in two dimensions, 2023, Electronic Journal of Probability

Other notable publications in the broader coauthorship network include works by frequent collaborators, such as Michael B. Marcus, Amir Dembo, Ofer Zeitouni, P. J. Fitzsimmons, and David Belius. Michael B. Marcus, in particular, is a significant frequent coauthor, with 17 joint publications.

Thematic and methodological approaches in Rosen's research align closely with stochastic and probabilistic frameworks, reflected in the handling of Markov chains, random walks, permanental sequences, and moduli of continuity of processes, among others. This is exemplified by related works appearing in specialized journals and contributions dealing with limits and asymptotic properties in probability theory.

Best Publications

  • Markov processes, Gaussian processes, and local times

    Michael B. Marcus;Jay Rosen

  • Cover times for Brownian motion and random walks in two dimensions

    Amir Dembo;Yuval Peres;Jay Rosen;Ofer Zeitouni

  • A Local Time Analysis of Intersections of Brownian Paths in the Plane

    Donald Geman;Joseph Horowitz;Jay Rosen

  • Thick points for planar Brownian motion and the Erdős-Taylor conjecture on random walk

    Amir Dembo;Yuval Peres;Yuval Peres;Jay Rosen;Ofer Zeitouni

  • The Range of Stable Random Walks

    Jean-Francois Le Gall;Jay Rosen

  • Sample Path Properties of the Local Times of Strongly Symmetric Markov Processes Via Gaussian Processes

    Michael B. Marcus;Jay Rosen

  • A Local Time Approach to the Self-Intersections of Brownian Paths in Space

    Jay Rosen

  • A Ray-Knight theorem for symmetric Markov processes

    Nathalie Eisenbaum;Haya Kaspi;Michael B. Marcus;Jay Rosen

  • Self-Intersections of Random Fields

    Jay Rosen

  • Limit Theorems for Sums of Dependent Random Variables Occurring in Statistical Mechanics II. Conditioning, Multiple Phases, and Metastability

    Richard S. Ellis;Charles M. Newman;Jay S. Rosen

  • Thick points for spatial Brownian motion: multifractal analysis of occupation measure

    Amir Dembo;Yuval Peres;Jay Rosen;Ofer Zeitouni

  • ASYMPTOTIC ANALYSIS OF GAUSSIAN INTEGRALS. I. ISOLATED MINIMUM POINTS

    Richard S. Ellis;Jay S. Rosen

  • Tanaka's Formula and Renormalization for Intersections of Planar Brownian Motion

    Jay Rosen

  • The intersection local time of fractional Brownian motion in the plane

    Jay Rosen

  • $p$-Variation of the Local Times of Symmetric Stable Processes and of Gaussian Processes with Stationary Increments

    Michael B. Marcus;Jay Rosen

  • Asymptotic analysis of Gaussian integrals. II. Manifold of minimum points

    Richard S. Ellis;Jay S. Rosen

  • A renormalized local time for multiple intersections of planar brownian motion

    Jay S. Rosen

  • Late points for random walks in two dimensions

    Amir Dembo;Yuval Peres;Jay Rosen;Ofer Zeitouni

  • LAPLACES METHOD FOR GAUSSIAN INTEGRALS WITH AN APPLICATION TO STATISTICAL-MECHANICS

    Richard S. Ellis;Jay S. Rosen

  • Markov Processes, Gaussian Processes, and Local Times: Markov processes and local times

    Michael B. Marcus;Jay Rosen

Frequent Co-Authors

Ofer Zeitouni
Ofer Zeitouni Weizmann Institute of Science
Amir Dembo
Amir Dembo Stanford University
Richard F. Bass
Richard F. Bass University of Connecticut
Barry Simon
Barry Simon California Institute of Technology
Jean-François Le Gall
Jean-François Le Gall University of Paris-Saclay
Donald Geman
Donald Geman Johns Hopkins University
Marc Yor
Marc Yor Sorbonne University
Charles M. Newman
Charles M. Newman Courant Institute of Mathematical Sciences
Robert J. Adler
Robert J. Adler Technion – Israel Institute of Technology

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