[Picture] Professor Ron Doney

Research Interests: Stochastic Processes

The stochastic processes I am particularly interested in are random walks, Brownian motion, and LÚvy processes (the continuous analogue of random walks). All these processes are relatively simple to describe, and all have been studied intensively. Many of the problems I work on are also simple to state, but not usually simple to solve. Examples include

Which random walks (Sn,n > 0) are such that E(SN) < infinity, where N = inf {n: Sn >0}?

What is the probability that there exists some t > 0 with  t = Bt = sup0 < s < t Bs, (B is Brownian motion)?

Which LÚvy processes have points of increase?

Do LÚvy processes obey analogues of the laws of the iterated logarithm for small times?

Publications (2000 onwards)


Research students

I have recently supervised the following theses. I am currently available to supervise Ph.D. students.
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Page last modified: 8 June 2009