University of Icland
 Hermann Þórisson

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Coupling, Stationarity, and Regeneration

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Publications:

Thorisson, Hermann
Coupling stochastic processes
Bulletin of Kerala Mathematics Association 1, 18-27,
2004

Ferrari, Pablo & Landim, Claudio & Thorisson, Hermann
Poisson trees, succession lines and coalescing random walks
Annales de L'Institut Henry Poincare 40, 141-152,
2004

Glynn, Peter & Thorisson, Hermann
Limit Theory for Taboo-Regenerative Processes
Queueing Systems 46, 269-292,
2004

Thorisson, Hermann
Coupling
Encyclopedia of Actuarial Science (ISBN 0-470-84676-3) Volume 1, 384-387, Wiley, Chichester,
2004

Thorisson, Hermann
Dominating the GI/GI/1 busy period by the total progeny of a Galton-Watson process.
Advances in Stochastic Modelling, 73-83,
2002

Thorisson, Hermann
On stationary and cycle-stationary sequences.
Fifth Brazilian School in Probability (Ubatuba, 2001). Bull. Braz. Math. Soc. (N.S.) 33 no. 3, 447-460.
2002

Glynn, Peter W. & Thorisson, Hermann
Structural characterization of taboo-stationarity for general processes in two-sided time.
Stochastic Process. Appl. 102, no. 2, 311-318.
2002

Glynn, Peter W. & Thorisson, Hermann
Two-sided taboo limits for Markov processes and associated perfect simulation.
Stochastic Process. Appl. 91 no. 1, 1-20.
2001

Thorisson, Hermann
Coupling, stationarity, and regeneration.
Probability and its Applications (New York). Springer-Verlag, New York. xiv+517 pp. ISBN 0-387-98779-7
2000

Thorisson, Hermann
Point-stationarity in d dimensions and Palm theory.
Bernoulli 5 no. 5, 797-831.
1999

Thorisson, Hermann
Coupling.
Probability towards 2000 (New York, 1995), 319-339, Lecture Notes in Statist., 128, Springer, New York,
1998

Thorisson, Hermann
On "-coupling and piecewise constant processes.
Comm. Statist. Stochastic Models 13 no. 1, 27-38.
1997

Thorisson, Hermann
Transforming random elements and shifting random fields.
Ann. Probab. 24, no. 4, 2057-2064.
1996

Thorisson, Hermann
Coupling methods in probability theory.
Scand. J. Statist. 22, no. 2, 159-182.
1995

Thorisson, Hermann
On time- and cycle-stationarity.
Stochastic Process. Appl. 55 , no. 2, 183-209.
1995

Sigman, Karl, Thorisson, Hermann & Wolff, Ronald W.
A note on the existence of regeneration times.
J. Appl. Probab. 31, no. 4, 1116-1122.
1995

Thorisson, Hermann
The coupling method and regenerative processes.
Analysis, algebra, and computers in mathematical research (Lulea, 1992), 347-363, Lecture Notes in Pure and Appl. Math., 156, Dekker, New York,
1994

Thorisson, Hermann
Shift-coupling in continuous time.
Probab. Theory Related Fields 99 , no. 4, 477-483.
1994

den Hollander, Frank & Thorisson, Hermann
Shift-coupling and a zero-one law for random walk in random environment.
Acta Appl. Math. 34 , no. 1-2, 37-50.
1994

Thorisson, Hermann
Coupling and convergence of random elements, processes, and regenerative processes.
Acta Appl. Math. 34, no. 1-2, 85-107.
1994

Thorisson, Hermann
Regeneration, stationarity and simulation.
Stability problems for stochastic models (Suzdal, 1991), 174-179, Lecture Notes in Math., 1546, Springer, Berlin,
1993

Aldous, David J. & Thorisson, Hermann
Shift-coupling.
Stochastic Process. Appl. 44, no. 1, 1-14.
1993

Thorisson, Hermann
Coupling and shift-coupling random sequences.
Doeblin and modern probability (Blaubeuren, 1991), 85-95, Contemp. Math., 149, Amer. Math. Soc., Providence, RI,
1993

Thorisson, Hermann
Construction of a stationary regenerative process.
Stochastic Process. Appl. 42, no. 2, 237-253.
1992

Thorisson, Hermann
From coupling to shift-coupling.
Teor. Veroyatnost. i Primenen. 37 (1992), no. 1, 95-104; translation in Theory Probab. Appl. 37, no. 1, 105-112.
1992

Thorisson, Hermann
The classical coupling, a refinement.
Teor. Veroyatnost. i Primenen. 35 (1990), no. 4, 809-817; translation in Theory Probab. Appl. 35 (1990), no. 4, 810-819
1991

Thorisson, Hermann
Backward limits and inhomogeneous regeneration.
Probability theory and mathematical statistics, Vol. II (Vilnius, 1989), 474-481, ÔÔMokslasÕÕ, Vilnius,
1990

Thorisson, Hermann
Backward limits
. Ann. Probab. 16, no. 2, 914-924.
1988

Hooper, Peter M. & Thorisson, Hermann
On killed processes and stopped filtrations.
Stochastic Anal. Appl. 6, no. 4, 389-395.
1988

Asmussen, S¿ren & Thorisson, Hermann
Large deviation results for time-dependent queue length distributions.
Comm. Statist. Stochastic Models 4, no. 1, 99-116.
1988

Thorisson, Hermann
Future independent times and Markov chains.
Probab. Theory Related Fields 78, no. 1, 143-148.
1988

Thorisson, Hermann
A complete coupling proof of BlackwellÕs renewal theorem.
Stochastic Process. Appl. 26, no. 1, 87-97.
1987

Asmussen, S¿ren & Thorisson, Hermann
A Markov chain approach to periodic queues.
J. Appl. Probab. 24, no. 1, 215-225.
1987

Thorisson, Hermann
On non-time-homogeneity.

1986

Thorisson, Hermann
On maximal and distributional coupling.
Ann. Probab. 14, no. 3, 873-876.
1986

Thorisson, Hermann
Periodic regeneration. Stochastic Process.
Appl. 20, no. 1, 85-104.
1985

Thorisson, Hermann
The queue GI/GI/k: finite moments of the cycle variables and uniform rates of convergence.
Comm. Statist. Stochastic Models 1, no. 2, 221-238.
1985

Thorisson, Hermann
On regenerative and ergodic properties of the k-server queue with nonstationary Poisson arrivals.
J. Appl. Probab. 22 , no. 4, 893-902.
1985

Thorisson, Hermann
The queue GI/G/1: finite moments of the cycle variables and uniform rates of convergence.
Stochastic Process. Appl. 19, no. 1, 85-99.
1985

Thorisson, Hermann
The coupling of regenerative processes.
Adv. in Appl. Probab. 15, no. 3, 531-561.
1983

Science Institute · University of Iceland · Dunhaga 3 · IS-107 Reykjavik · Iceland · hermann AT hi.is · www.hi.is/~hermann
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