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Celebratio Mathematica

Erhan Çinlar


Bibliography

[1]E. Çin­lar: “De­com­pos­i­tion of a semi-Markov pro­cess un­der a Markovi­an rule,” Aus­tral. J. Stat­ist. 8 (1966), pp. 163–​170. MR 0208673 Zbl 0146.​38404

[2]E. Çin­lar: “De­com­pos­i­tion of a semi-Markov pro­cess un­der a state de­pend­ent rule,” SIAM J. Ap­pl. Math. 15 (1967), pp. 252–​263. MR 0215378 Zbl 0152.​16501

[3]E. Çin­lar: “Time de­pend­ence of queues with semi-Markovi­an ser­vices,” J. Ap­pl. Prob­ab­il­ity 4 (1967), pp. 356–​364. MR 0214157 Zbl 0153.​19904

[4]E. Çin­lar and R. L. Dis­ney: “Stream of over­flows from a fi­nite queue,” Op­er­a­tions Res. 15 (1967), pp. 131–​134. MR 0205347 Zbl 0158.​16808

[5]E. Çin­lar: “Queues with semi-Markovi­an ar­rivals,” J. Ap­pl. Prob­ab­il­ity 4 (1967), pp. 365–​379. MR 0214158 Zbl 0153.​20001

[6]E. Çin­lar: “On the su­per­pos­i­tion of \( m \)-di­men­sion­al point pro­cesses,” J. Ap­pl. Prob­ab­il­ity 5 (1968), pp. 169–​176. MR 0225369 Zbl 0284.​60048

[7]E. Çin­lar: “Some joint dis­tri­bu­tions for Markov re­new­al pro­cesses,” Aus­tral. J. Stat­ist. 10 (1968), pp. 8–​20. MR 0233432 Zbl 0162.​48701

[8]E. Çin­lar and R. A. Ag­new: “On the su­per­pos­i­tion of point pro­cesses,” J. Roy. Stat­ist. Soc. Ser. B 30 (1968), pp. 576–​581. MR 0254933 Zbl 0185.​45206

[9]E. Çin­lar: “On semi-Markov pro­cesses on ar­bit­rary spaces,” Proc. Cam­bridge Philos. Soc. 66 (1969), pp. 381–​392. MR 0260002 Zbl 0211.​48404

[10]E. Çin­lar: “Markov re­new­al the­ory,” Ad­vances in Ap­pl. Prob­ab­il­ity 1 (1969), pp. 123–​187. MR 0268975 Zbl 0212.​49601

[11]E. Çin­lar and M. Pin­sky: “A stochast­ic in­teg­ral in stor­age the­ory,” Z. Wahr­schein­lich­keit­s­the­or­ie und Verw. Ge­bi­ete 17 (1971), pp. 227–​240. MR 0292194

[12]E. Çin­lar: “On dams with con­tinu­ous semi-Markovi­an in­puts,” J. Math. Anal. Ap­pl. 35 (1971), pp. 434–​448. MR 0295460 Zbl 0229.​60066

[13]E. Çin­lar and M. Pin­sky: “On dams with ad­dit­ive in­puts and a gen­er­al re­lease rule,” J. Ap­pl. Prob­ab­il­ity 9 (1972), pp. 422–​429. MR 0345244 Zbl 0271.​60115

[14]E. Çin­lar: “Markov ad­dit­ive pro­cesses. I, II,” Z. Wahr­schein­lich­keit­s­the­or­ie und Verw. Ge­bi­ete 24 (1972), pp. 85–​93; ibid. 24, 95–​121. MR 0329047

[15]E. Çin­lar: “Su­per­pos­i­tion of point pro­cesses,” pp. 549–​606 in Stochast­ic point pro­cesses: stat­ist­ic­al ana­lys­is, the­ory, and ap­plic­a­tions (IBM Res. Cen­ter, York­town Heights, NY, 1971). Wiley-In­ter­science (New York), 1972. MR 0365697 Zbl 0267.​60056

[16]E. Çin­lar: “The­ory of con­tinu­ous stor­age with Markov ad­dit­ive in­puts and a gen­er­al re­lease rule,” J. Math. Anal. Ap­pl. 43 (1973), pp. 207–​231. MR 0317442 Zbl 0265.​60092

[17]E. Çin­lar and P. Jagers: “Two mean val­ues which char­ac­ter­ize the Pois­son pro­cess,” J. Ap­pl. Prob­ab­il­ity 10 (1973), pp. 678–​681. MR 0365739 Zbl 0285.​60070

[18]E. Çin­lar: “Peri­od­icity in Markov re­new­al the­ory,” Ad­vances in Ap­pl. Prob­ab­il­ity 6 (1974), pp. 61–​78. MR 0359056 Zbl 0281.​60104

[19]E. Çin­lar: “Lévy sys­tems of Markov ad­dit­ive pro­cesses,” Z. Wahr­schein­lich­keit­s­the­or­ie und Verw. Ge­bi­ete 31 (1974/75), pp. 175–​185. MR 0370788

[20]E. Çin­lar: “Markov re­new­al the­ory: a sur­vey,” Man­age­ment Sci. 21 : 7 (1974/75), pp. 727–​752. MR 0413299

[21]E. Çin­lar: In­tro­duc­tion to stochast­ic pro­cesses. Pren­tice-Hall (Engle­wood Cliffs, NJ), 1975. MR 0380912 Zbl 0341.​60019

[22]E. Çin­lar: “A loc­al time for a stor­age pro­cess,” Ann. Prob­ab­il­ity 3 : 6 (1975), pp. 930–​950. MR 0391279 Zbl 0328.​60042

[23]E. Çin­lar: “En­trance-exit dis­tri­bu­tions for Markov ad­dit­ive pro­cesses,” Math. Pro­gram­ming Stud. 5 (1976), pp. 22–​38. MR 0445621 Zbl 0375.​60082

[24]E. Çin­lar: “On the struc­ture of semi-Markov pro­cesses com­pared with Chung pro­cesses,” Ann. Prob­ab­il­ity 4 : 3 (1976), pp. 402–​417. MR 0402934

[25]E. Çin­lar: “Markov ad­dit­ive pro­cesses and semi-re­gen­er­a­tion,” pp. 33–​49 in Pro­ceed­ings of the fifth Con­fer­ence on Prob­ab­il­ity The­ory (Braşov, 1974). Ed­itura Acad. R.S.R. (Bucharest), 1977. MR 0458607 Zbl 0373.​60093

[26]E. Cin­lar: “Shock and wear mod­els and Markov ad­dit­ive pro­cesses,” pp. 193–​214 in The the­ory and ap­plic­a­tions of re­li­ab­il­ity, with em­phas­is on Bayesian and non­para­met­ric meth­ods (Univ. South Flor­ida, Tampa, 1975), vol. I. Aca­dem­ic Press (New York), 1977. MR 0478365

[27]E. Çin­lar: “Con­ver­sion of se­mi­markov pro­cesses to Chung pro­cesses,” Ann. Prob­ab­il­ity 5 : 2 (1977), pp. 180–​199. MR 0445617

[28]E. Çin­lar: “On in­creas­ing con­tinu­ous pro­cesses,” Stochast­ic Pro­cess. Ap­pl. 9 : 2 (1979), pp. 147–​154. MR 548834 Zbl 0432.​60097

[29]E. Çin­lar: “On a gen­er­al­iz­a­tion of gamma pro­cesses,” J. Ap­pl. Probab. 17 : 2 (1980), pp. 467–​480. MR 568957 Zbl 0434.​60043

[30]E. Çin­lar, J. Jac­od, P. Prot­ter, and M. J. Sharpe: “Se­mi­martin­gales and Markov pro­cesses,” Z. Wahr­sch. Verw. Ge­bi­ete 54 : 2 (1980), pp. 161–​219. MR 597337 Zbl 0443.​60074

[31]E. Çin­lar: “Cor­rec­tion: ‘On a gen­er­al­iz­a­tion of gamma pro­cesses’,” J. Ap­pl. Probab. 17 : 3 (1980), pp. 893. MR 580052

[32]Sem­in­ar on stochast­ic pro­cesses, 1981 (North­west­ern Uni­versity, Evan­ston, IL, April 1981). Edi­ted by E. Çin­lar, K. L. Chung, and R. K. Getoor. Pro­gress in Prob­ab­il­ity and Stat­ist­ics 1. Birkhäuser (Bo­ston, MA), 1981. MR 647778 Zbl 0471.​00025 book

[33]E. Çin­lar and J. Jac­od: “Rep­res­ent­a­tion of se­mi­martin­gale Markov pro­cesses in terms of Wien­er pro­cesses and Pois­son ran­dom meas­ures,” pp. 159–​242 in Sem­in­ar on stochast­ic pro­cesses, 1981 (Evan­ston, IL, 1981). Pro­gr. Prob. Stat­ist. 1. Birkhäuser (Mass.), 1981. MR 647786 Zbl 0531.​60068

[34]E. Çin­lar and J. Jac­od: “Se­mi­martin­gales defined on Markov pro­cesses,” pp. 13–​24 in Stochast­ic dif­fer­en­tial sys­tems (Visegrád, 1980). Lec­ture Notes in Con­trol and In­form­a­tion Sci. 36. Spring­er (Ber­lin), 1981. MR 653642 Zbl 0469.​60075

[35]Sem­in­ar on stochast­ic pro­cesses, 1982 (North­west­ern Uni­versity, Evan­ston, IL, March 1982). Edi­ted by E. Çin­lar, K. L. Chung, and R. K. Getoor. Pro­gress in Prob­ab­il­ity and Stat­ist­ics 5. Birkhäuser (Bo­ston, MA), 1983. MR 733662 Zbl 0516.​00023 book

[36]E. Çin­lar and H. Kaspi: “Re­gen­er­at­ive sys­tems and Markov ad­dit­ive pro­cesses,” pp. 123–​147 in Sem­in­ar on stochast­ic pro­cesses, 1982 (Evan­ston, IL, 1982). Pro­gr. Probab. Stat­ist. 5. Birkhäuser (Bo­ston, MA), 1983. MR 733668 Zbl 0547.​60087

[37]Sem­in­ar on stochast­ic pro­cesses, 1983 (Uni­versity of Flor­ida, Gaines­ville, FL, 1983). Edi­ted by E. Çin­lar, K. L. Chung, and R. K. Getoor. Pro­gress in Prob­ab­il­ity and Stat­ist­ics 7. Birkhäuser (Bo­ston, MA), 1984. MR 902407 Zbl 0546.​00025 book

[38]E. Çin­lar: “Markov and semi-Markov mod­els of de­teri­or­a­tion,” pp. 3–​41 in Re­li­ab­il­ity the­ory and mod­els (Char­lotte, NC, 1983). Notes Rep. Com­put. Sci. Ap­pl. Math. 10. Aca­dem­ic Press (Or­lando, FL), 1984. MR 787982

[39]Re­li­ab­il­ity the­ory and mod­els: Stochast­ic fail­ure mod­els, op­tim­al main­ten­ance policies, life test­ing, and struc­tures (Char­lotte, NC, June 24–26, 1983). Edi­ted by M. S. Ab­del-Hameed, E. Çin­lar, and J. Quinn. Notes and Re­ports in Com­puter Sci­ence and Ap­plied Math­em­at­ics 10. Aca­dem­ic Press (Or­lando, FL), 1984. MR 787981

[40]Sem­in­ar on stochast­ic pro­cesses, 1984 (North­west­ern Uni­versity, Evan­ston, IL, 1984). Edi­ted by E. Çin­lar, K. L. Chung, and R. K. Getoor. Pro­gress in Prob­ab­il­ity and Stat­ist­ics 9. Birkhäuser (Bo­ston, MA), 1986. MR 896718 Zbl 0575.​00017 book

[41]Sem­in­ar on stochast­ic pro­cesses, 1985 (Uni­versity of Flor­ida, Gaines­ville, FL, March, 1985). Edi­ted by E. Çin­lar, K. L. Chung, R. K. Getoor, and J. Glover. Pro­gress in Prob­ab­il­ity and Stat­ist­ics 12. Birkhäuser (Bo­ston, MA), 1986. MR 896731 Zbl 0591.​00011 book

[42]Sem­in­ar on stochast­ic pro­cesses, 1986 (Uni­versity of Vir­gin­ia, Char­lottes­ville, VA, March, 1986). Edi­ted by E. Çin­lar, K. L. Chung, R. K. Getoor, and J. Glover. Pro­gress in Prob­ab­il­ity and Stat­ist­ics 13. Birkhäuser (Bo­ston, MA), 1987. MR 902421 Zbl 0607.​00014 book

[43]Sem­in­ar on stochast­ic pro­cesses, 1987 (Prin­ceton Uni­versity, Prin­ceton, NJ, March 26–28, 1987). Edi­ted by E. Çin­lar, K. L. Chung, R. K. Getoor, and J. Glover. Pro­gress in Prob­ab­il­ity and Stat­ist­ics 15. Birkhäuser (Bo­ston, MA), 1988. MR 1046408 Zbl 0635.​00011 book

[44]Sem­in­ar on stochast­ic pro­cesses, 1988 (Uni­versity of Flor­ida, Gaines­ville, FL, March 3–5, 1988). Edi­ted by E. Çin­lar, K. L. Chung, R. K. Getoor, and J. Glover. Pro­gress in Prob­ab­il­ity 17. Birkhäuser (Bo­ston, MA), 1989. MR 990471 Zbl 0659.​00010 book

[45]E. Çin­lar, M. Shaked, and J. G. Shanthiku­mar: “On life­times in­flu­enced by a com­mon en­vir­on­ment,” Stochast­ic Pro­cess. Ap­pl. 33 : 2 (1989), pp. 347–​359. MR 1030218 Zbl 0689.​60079

[46]Sem­in­ar on stochast­ic pro­cesses, 1989 (Uni­versity of Cali­for­nia, San Diego, CA, March 30–April 1, 1989). Edi­ted by E. Çin­lar, K. L. Chung, R. K. Getoor, P. J. Fitz­sim­mons, and R. J. Wil­li­ams. Pro­gress in Prob­ab­il­ity 18. Birkhäuser (Bo­ston, MA), 1990. MR 1042337 Zbl 0686.​00017 book

[47]Sem­in­ar on stochast­ic pro­cesses, 1990 (Uni­versity of Brit­ish Columbia, Van­couver, May 10–12, 1990). Edi­ted by E. Çin­lar, P. J. Fitz­sim­mons, and R. J. Wil­li­ams. Pro­gress in Prob­ab­il­ity 24. Birkhäuser (Bo­ston, MA), 1991. MR 1118435

[48]E. Çin­lar and J. S. Kao: “Particle sys­tems on flows,” Ap­pl. Stochast­ic Mod­els Data Anal. 7 : 1 (1991), pp. 3–​15. MR 1105869 Zbl 0800.​60029

[49]Sem­in­ar on stochast­ic pro­cesses, 1991 (Uni­versity of Cali­for­nia, Los Angeles, CA, March 23–25, 1991). Edi­ted by E. Çin­lar, K. L. Chung, M. J. Sharpe, P. Fitz­sim­mons, S. Port, and T. Lig­gett. Pro­gress in Prob­ab­il­ity 29. Birkhäuser (Bo­ston, MA), 1992. Ded­ic­ated to the memory of Steven Orey. MR 1172137 Zbl 0745.​00038 book

[50]E. Çin­lar: “Sun­set over Brownistan,” Stochast­ic Pro­cess. Ap­pl. 40 : 1 (1992), pp. 45–​53. MR 1145458 Zbl 0757.​60073

[51]E. Çin­lar and J. S. Kao: “Birth and death on a flow,” pp. 121–​137 in Dif­fu­sion pro­cesses and re­lated prob­lems in ana­lys­is (Char­lotte, NC, 1990), vol. II. Pro­gr. Probab. 27. Birkhäuser (Bo­ston, MA), 1992. MR 1187989 Zbl 0751.​60079

[52]Sem­in­ar on stochast­ic pro­cesses, 1992 (Uni­versity of Wash­ing­ton, Seattle, WA, March 26–28, 1992). Edi­ted by E. Çin­lar, K. L. Chung, M. J. Sharpe, R. F. Bass, and K. Burdzy. Pro­gress in Prob­ab­il­ity 33. Birkhäuser (Bo­ston, MA), 1993. MR 1278074 Zbl 0780.​00020 book

[53]B. Bas­san, E. Çin­lar, and M. Scarsini: “Stochast­ic com­par­is­ons of Itô pro­cesses,” Stochast­ic Pro­cess. Ap­pl. 45 : 1 (1993), pp. 1–​11. MR 1204857 Zbl 0766.​60066

[54]E. Çin­lar and S. Torquato: “Ex­act de­term­in­a­tion of the two-point cluster func­tion for one-di­men­sion­al con­tinuum per­col­a­tion,” J. Stat­ist. Phys. 78 : 3–​4 (1995), pp. 827–​839. MR 1315234 Zbl 1080.​82545

[55]E. Çin­lar: “An in­tro­duc­tion to spa­tial queues,” pp. 103–​118 in Ad­vances in queueing. Probab. Stochastics Ser. CRC (Boca Raton, FL), 1995. MR 1395156 Zbl 0845.​60097

[56]C. L. Zir­bel and E. Çin­lar: “Dis­per­sion of particle sys­tems in Browni­an flows,” Adv. in Ap­pl. Probab. 28 : 1 (1996), pp. 53–​74. MR 1372331 Zbl 0847.​60041

[57]C. L. Zir­bel and E. Çin­lar: “Mass trans­port by Browni­an flows,” pp. 459–​492 in Stochast­ic mod­els in geo­sys­tems (Min­neapol­is, MN, 1994). IMA Vol. Math. Ap­pl. 85. Spring­er (New York), 1997. MR 1480986 Zbl 0867.​60033

[58]J. Kao and E. Cin­lar: “Spec­tral ex­pan­sion of the oc­cu­pa­tion meas­ure for birth and death on a flow,” Stochast­ic Pro­cess. Ap­pl. 74 : 2 (1998), pp. 203–​215. MR 1624392 Zbl 0933.​60092

[59]M. Ça\~glar and E. Çin­lar: “Lya­pun­ov ex­po­nents of Pois­son shot-noise ve­lo­city fields,” Stochast­ic Pro­cess. Ap­pl. 94 : 1 (2001), pp. 29–​49. MR 1835844 Zbl 1053.​37029

[60]E. Çin­lar: “Con­di­tion­al Lévy pro­cesses,” Com­put. Math. Ap­pl. 46 : 7 (2003), pp. 993–​997. MR 2023143 Zbl 1045.​60043

[61]P. Bank, F. Bau­doin, H. Föllmer, L. C. G. Ro­gers, M. Son­er, and N. Touzi: Par­is-Prin­ceton Lec­tures on math­em­at­ic­al fin­ance 2002. Edi­ted by R. A. Car­mona, E. Çin­lar, I. Eke­land, E. Jouini, J. A. Scheink­man, and N. Touzi. Lec­ture Notes in Math­em­at­ics 1814. Spring­er (Ber­lin), 2003. MR 2017611

[62]T. R. Bielecki, T. Björk, M. Jean­blanc, M. Rutkowski, J. A. Scheink­man, and W. Xiong: Par­is-Prin­ceton Lec­tures on math­em­at­ic­al fin­ance 2003. Edi­ted by R. A. Car­mona, I. E. E. Çin­lar, E. Jouini, J. A. Scheink­man, and N. Touzi. Lec­ture Notes in Math­em­at­ics 1847. Spring­er (Ber­lin), 2004. MR 2106811 Zbl 1047.​91002

[63]R. A. Car­mona, I. Eke­land, A. Ko­hatsu-Higa, J.-M. Lasry, P.-L. Lions, H. Pham, and E. Taflin: Par­is-Prin­ceton Lec­tures on math­em­at­ic­al fin­ance 2004. Edi­ted by R. A. Car­mona, E. Çin­lar, I. Eke­land, E. Jouini, J. A. Scheink­man, and N. Touzi. Lec­ture Notes in Math­em­at­ics 1919. Spring­er (Ber­lin), 2007. MR 2385185

[64]A. Cous­in, S. Crépey, O. Guéant, D. Hob­son, M. Jean­blanc, J.-M. Lasry, J.-P. Laurent, P.-L. Lions, and P. Tankov: Par­is-Prin­ceton Lec­tures on math­em­at­ic­al fin­ance 2010. Edi­ted by R. A. Car­mona, E. Çin­lar, I. Eke­land, E. Jouini, J. A. Scheink­man, and N. Touzi. Lec­ture Notes in Math­em­at­ics 2003. Spring­er (Ber­lin), 2011. MR 2757494

[65]E. Çınlar: Prob­ab­il­ity and stochastics. Gradu­ate Texts in Math­em­at­ics 261. Spring­er (New York), 2011. MR 2767184 Zbl 1226.​60001