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
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