Department of Mathematics

Burgess J Davis

Publications listed in MathSciNet

[1] Burgess Davis. On time changing continuous martingales to Brownian motion. In A festschrift for Herman Rubin, volume 45 of IMS Lecture Notes Monogr. Ser., pages 138-139. Inst. Math. Statist., Beachwood, OH, 2004.
[2] Burgess Davis and Stanislav Volkov. Vertex-reinforced jump processes on trees and finite graphs. Probab. Theory Related Fields, 128(1):42-62, 2004.
[3] Burgess Davis and Majid Hosseini. On ratio inequalities for heat content. J. London Math. Soc. (2), 69(1):97-106, 2004.
[4] Burgess Davis and Stanislav Volkov. Continuous time vertex-reinforced jump processes. Probab. Theory Related Fields, 123(2):281-300, 2002.
[5] Burgess Davis. On the spectral gap for fixed membranes. Ark. Mat., 39(1):65-74, 2001.
[6] Burgess Davis. Reinforced and perturbed random walks. In Random walks (Budapest, 1998), volume 9 of Bolyai Soc. Math. Stud., pages 113-126. János Bolyai Math. Soc., Budapest, 1999.
[7] Burgess Davis. Brownian motion and random walk perturbed at extrema. Probab. Theory Related Fields, 113(4):501-518, 1999.
[8] Burgess Davis. Distribution of Brownian local time on curves. Bull. London Math. Soc., 30(2):182-184, 1998.
[9] Burgess Davis. Perturbed random walks and Brownian motions, and local times. New York J. Math., 3A(Proceedings of the New York Journal of Mathematics Conference, June 9-13, 1997):81-87 (electronic), 1997/98.
[10] Burgess Davis. Weak limits of perturbed random walks and the equation Yt=B t+α{Yss<=t}+βinf{Yss<=t}. Ann. Probab., 24(4):2007-2023, 1996.
[11] Burgess Davis and David McDonald. An elementary proof of the local central limit theorem. J. Theoret. Probab., 8(3):693-701, 1995.
[12] Rodrigo Bañuelos and Burgess Davis. Erratum: “Sharp estimates for Dirichlet eigenfunctions in horn-shaped regions” [Comm.Math.Phys.150 (1992), no.1, 209-215; MR1188505 (93i:35020)]. Comm. Math. Phys., 162(1):215-216, 1994.
[13] Burgess Davis and Biao Zhang. Moments of the lifetime of conditioned Brownian motion in cones. Proc. Amer. Math. Soc., 121(3):925-929, 1994.
[14] Rodrigo Bañuelos and Burgess Davis. A geometrical characterization of intrinsic ultracontractivity for planar domains with boundaries given by the graphs of functions. Indiana Univ. Math. J., 41(4):885-913, 1992.
[15] Rodrigo Bañuelos and Burgess Davis. Sharp estimates for Dirichlet eigenfunctions in horn-shaped regions. Comm. Math. Phys., 150(1):209-215, 1992.
[16] Burgess Davis. Intrinsic ultracontractivity and probability. In Partial differential equations with minimal smoothness and applications (Chicago, IL, 1990), volume 42 of IMA Vol. Math. Appl., pages 111-114. Springer, New York, 1992.
[17] Burgess Davis. Intrinsic ultracontractivity and the Dirichlet Laplacian. J. Funct. Anal., 100(1):162-180, 1991.
[18] Burgess Davis. Reinforced random walk. Probab. Theory Related Fields, 84(2):203-229, 1990.
[19] Burgess Davis. Loss of recurrence in reinforced random walk. In Almost everywhere convergence (Columbus, OH, 1988), pages 179-188. Academic Press, Boston, MA, 1989.
[20] Rodrigo Bañuelos and Burgess Davis. Heat kernel, eigenfunctions, and conditioned Brownian motion in planar domains. J. Funct. Anal., 84(1):188-200, 1989.
[21] Burgess Davis. Conditioned Brownian motion in planar domains. Duke Math. J., 57(2):397-421, 1988.
[22] Burgess Davis and Thomas S. Salisbury. Connecting Brownian paths. Ann. Probab., 16(4):1428-1457, 1988.
[23] Burgess Davis. On the Barlow-Yor inequalities for local time. In Séminaire de Probabilités, XXI, volume 1247 of Lecture Notes in Math., pages 218-220. Springer, Berlin, 1987.
[24] Jeesen Chen, Burgess Davis, and Herman Rubin. How nonuniform can a uniform sample be: a histogram approach. Probab. Theory Relat. Fields, 73(2):245-254, 1986.
[25] Burgess Davis and Edwin Perkins. Brownian slow points: the critical case. Ann. Probab., 13(3):779-803, 1985.
[26] Burgess Davis and Itrel Monroe. Randomly started signals with white noise. Ann. Probab., 12(3):922-925, 1984.
[27] Burgess Davis and John L. Lewis. Paths for subharmonic functions. Proc. London Math. Soc. (3), 48(3):401-427, 1984.
[28] Burgess Davis. On the paths of symmetric stable processes. Trans. Amer. Math. Soc., 281(2):785-794, 1984.
[29] Burgess Davis. On Brownian slow points. Z. Wahrsch. Verw. Gebiete, 64(3):359-367, 1983.
[30] Burgess Davis. On the integrability of the ergodic maximal function. Studia Math., 73(2):153-167, 1982.
[31] Burgess Davis and John L. Lewis. The harmonic measure of porous membranes in R3. In Martingale theory in harmonic analysis and Banach spaces (Cleveland, Ohio, 1981), volume 939 of Lecture Notes in Math., pages 29-35. Springer, Berlin, 1982.
[32] Burgess Davis. Conjugate functions of rearranged functions. In Aspects of contemporary complex analysis (Proc. NATO Adv. Study Inst., Univ. Durham, Durham, 1979), pages 377-382. Academic Press, London, 1980.
[33] Burgess Davis. Hardy spaces and rearrangements. Trans. Amer. Math. Soc., 261(1):211-233, 1980.
[34] Burgess Davis. Brownian motion and analytic functions. Ann. Probab., 7(6):913-932, 1979.
[35] Burgess Davis. Applications of the conformal invariance of Brownian motion. In Harmonic analysis in Euclidean spaces (Proc. Sympos. Pure Math., Williams Coll., Williamstown, Mass., 1978), Part 2, Proc. Sympos. Pure Math., XXXV, Part, pages 303-310. Amer. Math. Soc., Providence, R.I., 1979.
[36] Burgess Davis. On stopping times for n-dimensional Brownian motion. Ann. Probab., 6(4):651-659, 1978.
[37] Burgess Davis. On Kolmogorov's inequalities f p<=Cpf1, 0<p<1. Trans. Amer. Math. Soc., 222:179-192, 1976.
[38] Burgess Davis. On the Lp norms of stochastic integrals and other martingales. Duke Math. J., 43(4):697-704, 1976.
[39] Burgess Davis. Picard's theorem and Brownian motion. Trans. Amer. Math. Soc., 213:353-362, 1975.
[40] Burgess Davis. On the weak type (1,1) inequality for conjugate functions. Proc. Amer. Math. Soc., 44:307-311, 1974.
[41] Burgess Davis. An inequality for the distribution of the Brownian gradient function. Proc. Amer. Math. Soc., 37:189-194, 1973.
[42] Burgess Davis. On the distributions of conjugate functions of nonnegative measures. Duke Math. J., 40:695-700, 1973.
[43] Burgess Davis and John L. Lewis. An extremal property of some capacitary measures in En. Proc. Amer. Math. Soc., 39:520-524, 1973.
[44] Burgess Davis. Moments of random walk having infinite variance and the existence of certain optimal stopping rules for Sn/n. Illinois J. Math., 17:75-81, 1973.
[45] D. L. Burkholder, B. J. Davis, and R. F. Gundy. Integral inequalities for convex functions of operators on martingales. In Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability (Univ. California, Berkeley, Calif., 1970/1971), Vol. II: Probability theory, pages 223-240, Berkeley, Calif., 1972. Univ. California Press.
[46] Burgess Davis. Stopping rules for Sn/n, and the class L log L. Z. Wahrscheinlichkeitstheorie und Verw. Gebiete, 17:147-150, 1971.
[47] Burgess Davis. On the integrability of the martingale square function. Israel J. Math., 8:187-190, 1970.
[48] Burgess Davis. A comparison test for martingale inequalities. Ann. Math. Statist., 40:505-508, 1969.
[49] Burgess Davis. Comparision tests for the convergence of martingales. Ann. Math. Statist, 39:2141-2144, 1968.