M. D. Donsker

4.6k total citations · 1 hit paper
22 papers, 2.8k citations indexed

About

M. D. Donsker is a scholar working on Finance, Mathematical Physics and Statistical and Nonlinear Physics. According to data from OpenAlex, M. D. Donsker has authored 22 papers receiving a total of 2.8k indexed citations (citations by other indexed papers that have themselves been cited), including 9 papers in Finance, 7 papers in Mathematical Physics and 4 papers in Statistical and Nonlinear Physics. Recurrent topics in M. D. Donsker's work include Stochastic processes and financial applications (9 papers), Stochastic processes and statistical mechanics (4 papers) and Advanced Thermodynamics and Statistical Mechanics (3 papers). M. D. Donsker is often cited by papers focused on Stochastic processes and financial applications (9 papers), Stochastic processes and statistical mechanics (4 papers) and Advanced Thermodynamics and Statistical Mechanics (3 papers). M. D. Donsker collaborates with scholars based in United States and France. M. D. Donsker's co-authors include S. R. S. Varadhan, Glen Baxter, J. L. Lions, Mark Kac, R. H. Cameron, Kenneth Bacławski, Maury Bramson, Paul Erdős, Kai Lai Chung and Wolfgang Fuchs and has published in prestigious journals such as Proceedings of the National Academy of Sciences, Journal of the American Statistical Association and Physics Reports.

In The Last Decade

M. D. Donsker

22 papers receiving 2.4k citations

Hit Papers

Asymptotic evaluation of certain markov process expectati... 1975 2026 1992 2009 1975 200 400 600
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Asymptotic evaluation of certain markov process expectations for large time, II
    1975 618 citations M. D. Donsker, S. R. S. Varadhan Communications on Pure and Applied Mathematics profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
M. D. Donsker United States 15 1.3k 673 663 587 398 22 2.8k
R. L. Dobrushin Russia 27 1.5k 1.2× 886 1.3× 606 0.9× 725 1.2× 1.0k 2.6× 81 3.5k
Б. В. Гнеденко Ukraine 13 834 0.7× 613 0.9× 628 0.9× 498 0.8× 205 0.5× 43 3.3k
Frank Spitzer United States 26 2.6k 2.1× 1.2k 1.8× 580 0.9× 593 1.0× 1.0k 2.5× 57 4.4k
E. B. Dynkin United States 27 1.6k 1.3× 553 0.8× 966 1.5× 253 0.4× 270 0.7× 103 3.1k
Kiyosi Itô Japan 19 1.0k 0.8× 387 0.6× 1.3k 1.9× 509 0.9× 99 0.2× 32 3.4k
Daniel W. Stroock United States 30 1.8k 1.4× 1.1k 1.6× 1.4k 2.1× 514 0.9× 389 1.0× 82 4.2k
John Lamperti United States 25 1.1k 0.9× 437 0.6× 638 1.0× 238 0.4× 225 0.6× 51 2.2k
Donald A. Dawson Canada 26 1.6k 1.3× 511 0.8× 1.1k 1.6× 374 0.6× 520 1.3× 125 2.5k
Nobuyuki Ikeda Japan 17 1.5k 1.2× 425 0.6× 1.8k 2.7× 360 0.6× 137 0.3× 40 3.5k
Olav Kallenberg United States 20 1.4k 1.1× 1.0k 1.5× 1.0k 1.6× 279 0.5× 216 0.5× 81 3.5k

Countries citing papers authored by M. D. Donsker

Since Specialization
Citations

This map shows the geographic impact of M. D. Donsker's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by M. D. Donsker with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites M. D. Donsker more than expected).

Fields of papers citing papers by M. D. Donsker

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by M. D. Donsker. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by M. D. Donsker. The network helps show where M. D. Donsker may publish in the future.

Co-authorship network of co-authors of M. D. Donsker

This figure shows the co-authorship network connecting the top 25 collaborators of M. D. Donsker. A scholar is included among the top collaborators of M. D. Donsker based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with M. D. Donsker. M. D. Donsker is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Donsker, M. D. & S. R. S. Varadhan. (1989). Large deviations from a hydrodynamic scaling limit. Communications on Pure and Applied Mathematics. 42(3). 243–270. 38 indexed citations
2.
Donsker, M. D. & S. R. S. Varadhan. (1987). Large deviations for noninteracting infinite-particle systems. Journal of Statistical Physics. 46(5-6). 1195–1232. 8 indexed citations
3.
Donsker, M. D., et al.. (1985). Large deviations for stationary Gaussian processes. Communications in Mathematical Physics. 97(1-2). 187–210. 42 indexed citations
4.
Donsker, M. D. & S. R. S. Varadhan. (1983). Asymptotic evaluation of certain markov process expectations for large time. IV. Communications on Pure and Applied Mathematics. 36(2). 183–212. 251 indexed citations
5.
Donsker, M. D. & S. R. S. Varadhan. (1983). Asymptotics for the polaron. Communications on Pure and Applied Mathematics. 36(4). 505–528. 79 indexed citations
6.
Donsker, M. D. & S. R. S. Varadhan. (1981). The polaron problem and large deviations. Physics Reports. 77(3). 235–237. 10 indexed citations
7.
Bramson, Maury, Kenneth Bacławski, & M. D. Donsker. (1980). Mark Kac: Probability, Number Theory, and Statistical Physics.. Journal of the American Statistical Association. 75(370). 470–470. 2 indexed citations
8.
Donsker, M. D. & S. R. S. Varadhan. (1980). A law of the iterated logarithm for total occupation times of transient brownian motion. Communications on Pure and Applied Mathematics. 33(3). 365–393. 3 indexed citations
9.
Kac, Mark, Kenneth Bacławski, & M. D. Donsker. (1979). Mark Kac : probability, number theory, and statistical physics : selected papers. MIT Press eBooks. 7 indexed citations
10.
Donsker, M. D. & S. R. S. Varadhan. (1979). On the number of distinct sites visited by a random walk. Communications on Pure and Applied Mathematics. 32(6). 721–747. 192 indexed citations
11.
Donsker, M. D. & S. R. S. Varadhan. (1976). Asymptotic evaluation of certain Markov process expectations for large time—III. Communications on Pure and Applied Mathematics. 29(4). 389–461. 262 indexed citations
12.
Donsker, M. D. & S. R. S. Varadhan. (1976). On the principal eigenvalue of second‐order elliptic differential operators. Communications on Pure and Applied Mathematics. 29(6). 595–621. 84 indexed citations
13.
Donsker, M. D. & S. R. S. Varadhan. (1975). Asymptotics for the wiener sausage. Communications on Pure and Applied Mathematics. 28(4). 525–565. 326 indexed citations
14.
Donsker, M. D. & S. R. S. Varadhan. (1975). On a Variational Formula for the Principal Eigenvalue for Operators with Maximum Principle. Proceedings of the National Academy of Sciences. 72(3). 780–783. 98 indexed citations
15.
Donsker, M. D. & S. R. S. Varadhan. (1975). Asymptotic evaluation of certain markov process expectations for large time, II. Communications on Pure and Applied Mathematics. 28(2). 279–301. 618 indexed citations breakdown →
16.
Donsker, M. D. & J. L. Lions. (1962). Fréchet-Volterra variational equations, boundary value problems, and function space integrals. Acta Mathematica. 108(0). 147–228. 35 indexed citations
17.
Cameron, R. H. & M. D. Donsker. (1959). Inversion Formulae for Characteristic Functionals of Stochastic Processes. Annals of Mathematics. 69(1). 15–15. 8 indexed citations
18.
Baxter, Glen & M. D. Donsker. (1957). On the distribution of the supremum functional for processes with stationary independent increments. Transactions of the American Mathematical Society. 85(1). 73–87. 91 indexed citations
19.
Donsker, M. D.. (1952). Justification and Extension of Doob's Heuristic Approach to the Kolmogorov- Smirnov Theorems. The Annals of Mathematical Statistics. 23(2). 277–281. 186 indexed citations
20.
Chung, Kai Lai, Wolfgang Fuchs, Paul Erdős, Mark Kac, & M. D. Donsker. (1951). Four papers on probability. American Mathematical Society eBooks. 6 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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