Marjorie Hahn | Academic Influence

Why Is Marjorie Hahn Influential?

According to Wikipedia, Marjorie "Molly" Greene Hahn is an American mathematician and tennis player. In mathematics and mathematical statistics she is known for her research in probability theory, including work on central limit theorems, stochastic processes, and stochastic differential equations. She is a professor emeritus of mathematics at Tufts University.

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Marjorie Hahn's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Max-infinitely divisible and max-stable sample continuous processes (1990) (131)
Limit theorems for random sets: An application of probability in banach space results (1983) (85)
Fokker-Planck-Kolmogorov equations associated with time-changed fractional Brownian motion (2010) (66)
Central limit theorems in D[0, 1] (1978) (52)
SDEs Driven by a Time-Changed Lévy Process and Their Associated Time-Fractional Order Pseudo-Differential Equations (2009) (48)
MATRIX NORMALIZATION OF SUMS OF RANDOM VECTORS IN THE DOMAIN OF ATTRACTION OF THE MULTIVARIATE NORMAL (1980) (47)
Sums, trimmed sums and extremes (1991) (40)
On q-Gaussians and exchangeability (2009) (38)
Conditions for Sample-Continuity and the Central Limit Theorem (1977) (37)
Beyond the Triangle:Brownian Motion, Ito Calculus, and Fokker–Planck Equation — Fractional Generalizations (2018) (33)
Fractional Fokker-Planck-Kolmogorov type equations and their associated stochastic differential equations (2011) (32)
Limit theorems for the logarithm of sample spacings (1995) (32)
Strong Consistency of the Maximum Product of Spacings Estimates with Applications in Nonparametrics and in Estimation of Unimodal Densities (1999) (32)
Characterization and Domains of Attraction of $p$-Stable Random Compact Sets (1985) (30)
On time-changed Gaussian processes and their associated Fokker-Planck-Kolmogorov equations (2010) (28)
The generalized domain of attraction of spherically symmetric stable laws on ℝ d (1980) (27)
The Asymptotic Joint Distribution of Self-Normalized Censored Sums and Sums of Squares (1990) (21)
The Multidimensional Central Limit Theorem for Arrays Normed by Affine Transformations (1981) (20)
Asymptotic Normality of Trimmed Sums of $\Phi$-Mixing Random Variables (1987) (19)
Sample-Continuity of Square-Integrable Processes (1977) (18)
Affine normability of partial sums of I.I.D. random vectors: A characterization (1985) (18)
On stability of probability laws with univariate stable marginals (1983) (17)
The asymptotic distribution of magnitude-Winsorized sums via self-normalization (1990) (16)
Universal asymptotic normality for conditionally trimmed sums (1988) (14)
Distances between measures from 1-dimensional projections as implied by continuity of the inverse radon transform (1985) (14)
Approximation of partial sums of arbitrary i.i.d. random variables and the precision of the usual exponential upper bound (1997) (14)
Operator stable laws: Series representations and domains of normal attraction (1989) (13)
Asymptotic Behavior of Partial Sums: A More Robust Approach Via Trimming and Self-Normalization (1991) (12)
The generalized domain of attraction of a gaussian law on hilbert space (1979) (11)
Review: Michel Ledoux, Michel Talagrand, Probability in Banach Spaces: Isoperimetry and Processes (1994) (11)
Asymptotic Behavior of Self-Normalized Trimmed Sums: Nonnormal Limits III (1992) (11)
Pointwise Translation of the Radon Transform and the General Central Limit Problem (1983) (10)
Maximum product of spacings method: A unified formulation with illustration of strong consistency (1999) (9)
Distinctions Between the Regular and Empirical Central Limit Theorems for Exchangeable Random Variables (1998) (9)
Central Limit Theorems for Exchangeable Random Variables When Limits Are Scale Mixtures of Normals (2003) (8)
Asymptotic behavior of self-normalized trimmed sums: Nonnormal limits II (1992) (8)
A note on the central limit theorem for square-integrable processes (1977) (8)
Maximum Spacing Estimates: A Generalization and Improvement on Maximum Likelihood Estimates I (1994) (8)
On Joint Estimation of an Exponent of Regular Variation and an Asymmetry Parameter for Tail Distributions (1991) (8)
An Exposition of Talagrand’s Mini-Course on Matching Theorems (1992) (7)
M-infinitely divisible random compact convex sets (1985) (7)
A survey of generalized domains of attraction and operator norming methods (1981) (7)
The Lévy-Hinčin representation for random compact convex subsets which are infinitely divisible under Minkowski addition (1985) (7)
Existence of Maximum Likelihood Estimates for Multi‐dimensional Exponential Families (1997) (6)
On a distribution-free test of fit for continuous distribution functions (1996) (6)
Empirical central limit theorems for exchangeable random variables (2002) (4)
A self-normalized central limit theorem for ρ -mixing stationary sequences (2008) (3)
Probability in Banach spaces, 8 : proceedings of the eighth international conference (1992) (3)
A characterization of the families of finite-dimensional distributions associated with countably additive stochastic processes whose sample paths are inD (1978) (3)
Uniform Local Probability Approximations: Improvements on Berry-Esseen (1995) (3)
A universal law of the iterated logarithm for trimmed and censored sums (1989) (2)
The pointwise translation problem for the radon transform in Banach spaces (1981) (2)
What second-order lipschitz conditions imply the CLT? (1976) (2)
Existence and strong consistency of maximum likelihood estimates for 1-dimensional exponential families (1996) (1)
Central limit theorems for D[0,1]-valued random variables (1975) (1)
Erratum to: Central Limit Theorems for Exchangeable Random Variables When Limits are Scale Mixtures of Normals (2012) (1)
On generalized Leibniz triangles and q-Gaussians (2012) (1)
SDEs Driven by a Time-Changed Lévy Process and Their Associated Time-Fractional Order Pseudo-Differential Equations (2010) (0)
The Poisson Counting Argument: A Heuristic for Understanding What Makes a Poissonized Sum Large (1992) (0)
Testing serial non-independence by self-centring and self-normalizing (2009) (0)
High Dimensional Probability (1998) (0)
Optimal Upper and Lower Bounds for the Upper Tails of Compound Poisson Processes (1998) (0)
New exposition on probability and statistics (2004) (0)
Comparison of Log-Probabilities of Partial Sums with those of Poissonized Sums (1990) (0)
Haar-Based Multiresolution Stochastic Processes (2010) (0)
Haar-Based Multiresolution Stochastic Processes (2012) (0)
Erratum to: Central Limit Theorems for Exchangeable Random Variables When Limits are Scale Mixtures of Normals (2012) (0)

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Other Resources About Marjorie Hahn

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What Schools Are Affiliated With Marjorie Hahn?

Marjorie Hahn is affiliated with the following schools:

Tufts University
Stanford University
Massachusetts Institute of Technology