StochasticProcess Limits, Convergence in Distribution

Weak Convergence of Probability Measures on the Function Space C[0,infty).
Annals of Mathematical Statistics, vol. 41, No. 3, June 1970, pp. 939944.

A Guide to the Application of Limit Theorems for Sequences of Stochastic Processes.
Operations Research, vol. 18, No. 6, NovemberDecember 1970, pp. 12071213.

Weak Convergence of First Passage Time Processes.
Journal of Applied Probability, vol. 8, No. 2, June 1971, pp. 417422.

The Equivalence of Functional Central Limit Theorems for Counting Processes and Associated Partial Sums.
Annals of Mathematical Statistics, vol. 42, No. 4, August 1971,
pp. 13721378 (with Donald Iglehart).

Stochastic Abelian and Tauberian Theorems.
Zeitschrift für Wahrscheinlichkeitstheorie und verw. Gebiete, vol. 22, 1972, pp. 251267.
[published PDF].

Limits for the Superposition of mdimensional Point Processes.
Journal of Applied Probability,
vol. 9, No. 2, June 1972, pp. 462465.

On the Quality of Poisson Approximations.
Zeitschrift für Wahrscheinlichkeitstheorie und verw. Gebiete, vol. 28, 1973, pp. 2336.

Preservation of Rates of Convergence under Mappings.
Zeitschrift für Wahrscheinlichkeitstheorie und verw. Gebiete, vol. 29, 1974, pp. 3944.

Some Useful Functions for Functional Limit Theorems.
Mathematics of Operations Research,
vol. 5, No. 1, February 1980, pp. 6785.
[published PDF]

Departures from Many Queues in Series.
Annals of Applied Probability, vol. 1, No. 4, 1991, pp. 546572. (with Peter W. Glynn)
[PDF]

The Asymptotic Validity of Sequential Stopping Rules in Stochastic Simulations.
Annals of Applied Probability, vol. 2, No. 1, 1992, pp. 180198 (with Peter W. Glynn).
[published PDF]

Asymptotic Formulas for Markov Processes with Applications to Simulation.
Operations Research, vol. 40, No. 2, 1992, pp. 279291.

Limit Theorems for Cumulative Processes.
Stochastic Processes and Their Applications, vol. 47,
1993, pp. 299314.
[published PDF]

Recent Asymptotic Results in the Probabilistic Analysis of Schedule Makespans.
Scheduling Theory and its Applications,
P. Chrètienne, E. G. Coffman, Jr., J. K. Lenstra and Z. Liu (eds.),
Wiley, New York, 1995, pp. 1531 (with E. G. Coffman, Jr.).

The Reflection Map with Discontinuities.
Mathematics of Operations Research, vol. 26, No. 3, 2001,
pp. 447484.
[PostScript]
[PDF]

BOOK: StochasticProcess Limits, published by Springer in 2002 (602 pages).
Also see: Internet Supplement to the Book.

Necessary Conditions in Limit Theorems for Cumulative Processes.
Stochastic Processes and Their Applications,
2002, to appear.
[PostScript]
[PDF]
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