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is a research monograph in the area of probability theory. During the past thirty years Berman has made many contributions to the theory of the extreme values and sojourn times of the sample functions of broad classes of stochastic processes. These processes arise in theoretical and applied models, and are presented here in a unified exposition.
Sojourns in Probability Theory and Statistical Physics - III
Extreme Values In Random Sequences
Sojourns in Probability Theory and Statistical Physics - II
Sojourns in Probability Theory and Statistical Physics - I
Pseudo-Regularly Varying Functions and Generalized Renewal Processes
Lifetime of Excursions Through Random Walks and Levy Processes
Introduction to Stochastic Processes
Extremes in Random Fields
Sample Path Analysis and Distributions of Boundary Crossing Times
Stochastic Processes
Random Walk, Brownian Motion, and Martingales
Stochastic Partial Differential Equations