Research Contributions of Jeffrey S. Rosenthal

Hello! Bonjour! ¡Buenos días! Buon giorno! Guten Tag! Bom dia! Welcome to my research page. My research interests include probability theory, Markov chains, stochastic processes, and statistical computation especially Markov chain Monte Carlo computer algorithms. My research papers are provided below, grouped by year of initial submission, with multiple authors listed alphabetically except where indicated by [N-A]. Most of the papers are provided in postscript format; to view them use e.g. ghostview. Most of them are also provided in pdf format; to view them use e.g. Adobe Reader or xpdf or ghostview. Many are joint with Gareth Roberts (see photo1, photo2, photo3). Some of my research involves interdisciplinary applications to subjects outside of my usual fields of statistics/mathematics/computation, mentioned below in {curly brackets}. See also my Markov chain Java applets and Javascript, an on-line research talk, and my non-research writings, and my biography.


Shortcuts to selected ... review papers: galinart / probsurv / computsimple / scalerev / bruns / gentheory / eigen

... research papers: adversarial / amcmc / adaptex / adapt / determ / one-shot / period / hobertfinal / suffic / slice / hybrid / sens / lang / james / minor / varnew / rots

... books: Rigorous Probability / Struck by Lightning / Science of Uncertainty / Knock on Wood / Stochastic Processes

... years: 2021 / 2020 / 2019 / 2018 / 2017 / 2016 / 2015 / 2014 / 2013 / 2012 / 2011 / 2010 / 2009 / 2008 / 2007 / 2006 / 2005 / 2004 / 2003 / 2002 / 2001 / 2000 / 1999 / 1998 / 1997 / 1996 / 1995 / 1994 / 1993 / 1992 / 1989 / Books / Other / Misc

I frequently give research lectures; see e.g. my 2017 lectures at UBC/2/poster and Purdue/video and Warwick/poster and Warwick2 and Oxford, and this 2020 McGill talk.


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