• On the excursions of two-dimensional random walk and Wiener process. (With A. Földes, P. Révész and Z. Shi). Bolyai Society Mathematical Studies, 9. Random Walks, Budapest (Hungary), 1998, ed. P. Révész, B. Tóth, Budapest, 1999, pp. 43-58. (abstract) (dvi) (pdf)
  

• Path properties of Cauchy's principal values related to local time. (With M. Csörgõ, A. Földes and Z. Shi). Studia Scientiarum Mathematicarum Hungarica 38 (2001) 149-169. (abstract) (dvi) (pdf)
  

• Asymptotic independence and additive functionals. (With A. Földes). Journal of Theoretical Probability 13 (2000) 1123-1144. (abstract) (dvi) (pdf)
  

• Increment sizes of the principal value of Brownian local time. (With M. Csörgõ, A. Földes and Z. Shi). Probability Theory and Related Fields 117 (2000) 515-531. (abstract) (dvi) (pdf)
  

• Favourite sites, favourite values and jumping sizes for random walk and Brownian motion. (With P. Révész and Z. Shi). Bernoulli 6 (2000) 951-975. (abstract) (dvi) (pdf)
  

• Asymptotic properties of ranked heights in Brownian excursions. (With Y. Hu). Journal of Theoretical Probability 14 (2001) 77-96. (abstract) (dvi) (pdf)
  

• On the joint asymptotic behaviours of ranked heights in Brownian excursions. (With Y. Hu). (abstract) (dvi) (pdf)
  

• Fractional Brownian motions as "higher-order" fractional derivatives of Brownian local times. (With Z. Shi and M. Yor). (abstract) (dvi) (pdf)
  

• On a class of additive functionals of two-dimensional Brownian motion and random walk. (With M. Csörgõ, A. Földes and Z. Shi). (abstract) (dvi) (pdf)
  

• Long excursions of a random walk. (With P. Révész and Z. Shi). Journal of Theoretical Probability 14 (2001) 821-844. (abstract) (dvi) (pdf)
  

• Boundary crossings and the distribution function of the maximum of Brownian sheet. (With D. Khoshnevisan and Z. Shi). Stochastic Processes and their Applications 90 (2000) 1-18. (abstract) (dvi) (pdf)
  

• A strong invariance principle for two-dimensional random walk in random scenery. (With P. Révész and Z. Shi). Stochastic Processes and their Applications 92 (2001) 181-200. (abstract) (dvi) (pdf)
  

• Pointwise and uniform asymptotics of the Vervaat error process. (With M. Csörgõ, A. Földes, Z. Shi and R. Zitikis). (abstract) (dvi) (pdf)
  

• A universal result in almost sure central limit theory. (With I. Berkes). Stochastic Processes and their Applications 94 (2001) 105-134. (abstract) (dvi) (pdf)
  

• Almost sure limit theorems for sums and maxima from the domain of geometric partial attraction of semistable laws. (With I. Berkes, S. Csörgõ and Z. Megyesi). (abstract) (dvi) (pdf)
  

• Almost sure limit theorems for the maximum of stationary Gaussian sequences. (With Khurelbaatar Gonchigdanzan). (abstract) (dvi) (pdf)
  

• On the ranked excursions heights of a Kiefer process. (With Y. Hu). (abstract) (dvi) (pdf)