[1] A. Adhikari and J. Pitman, “The shortest planar arc of width one,” Amer. Math. Monthly 96, No 4 (1989) 309-327, Article [.pdf], Math. Review.
[1] D. Aldous and J. Pitman, “On the zero-one law for exchangeable events,” Annals of Probability 7 (1979) 704-723, Math. Review.
[2] D. Aldous and J. Pitman, “The asymptotic speed and shape of a particle system,” in Probability, Statistics and Analysis, London Math. Soc. Lecture Notes, pp. 1-23. Cambridge Univ. Press, 1983. Math. Review.
[3] D. Aldous and J. Pitman, “Brownian bridge asymptotics for random mappings,” Random Structures and Algorithms 5 (1994) 487-512, Math. Review.
[4] D. Aldous and J. Pitman, “Tree-valued Markov chains derived from Galton-Watson processes,” Ann. Inst. Henri Poincaré 34 (1998) 637-686, Article [.pdf], ScienceDirect, Abstract[.txt], Preprint [.ps.Z], Math. Review.
[5] D. Aldous and J. Pitman, “The standard additive coalescent,” Ann. Probab. 26 (1998) 1703-1726, Article [.pdf], Project Euclid, Abstract[.txt], Preprint [.ps.Z], Math. Review.
[6] D. Aldous and J. Pitman, “A family of random trees with random edge lengths,” Random Structures and Algorithms 15 (1999) 176-195, Abstract[.txt], Preprint [.ps.Z], Math. Review.
[7] D. Aldous and J. Pitman, “Inhomogeneous continuum random trees and the entrance boundary of the additive coalescent,” Probab. Th. Rel. Fields 118 (2000) 455-482, Article [.pdf], SpringerLink, Abstract[.txt], Preprint [.ps.Z], Math. Review.
[8] D. Aldous and J. Pitman, “Invariance principles for non-uniform random mappings and trees,” in Asymptotic Combinatorics with Aplications in Mathematical Physics, V. Malyshev and A. M. Vershik, eds., pp. 113-147. Kluwer Academic Publishers, 2002. Abstract[.txt], Preprint [.ps.Z].
[9] D. Aldous and J. Pitman, “Two recursive decompositions of Brownian bridge related to the asymptotics of random mappings,” Tech. Rep. 595, Dept. Statistics, U.C. Berkeley, 2002. Abstract[.txt], Preprint [.ps.Z].
[10] D. Aldous and J. Pitman, “The asymptotic distribution of the diameter of a random mapping,” C.R. Acad. Sci. Paris, Ser. I 334 (2002) 1021-1024, Article [.pdf], ScienceDirect, Abstract[.txt], Preprint [.ps.Z], Math. Review.
[11] D. Aldous, G. Miermont, and J. Pitman, “Brownian bridge asymptotics for random p-mappings,” Tech. Rep. 624, Dept. Statistics, U.C. Berkeley, 2002. Abstract[.txt], Preprint [.ps.Z].
Sören Asmussen: bibliography (.ps)
[1] S. Asmussen, P. Glynn, and J. Pitman, “Discretization error in simulation of one-dimensional reflecting Brownian motion,” Ann. Applied Prob. 5 (1995) 875-896, Math. Review.
[1] M. Barlow, J. Pitman, and M. Yor, “On Walsh’s Brownian motions,” in Séminaire de Probabilités XXIII, vol. 1372 of Lecture Notes in Math., pp. 275-293. Springer, 1989. Math. Review.
[2] M. Barlow, J. Pitman, and M. Yor, “Une extension multidimensionnelle de la loi de l’arc sinus,” in Séminaire de Probabilités XXIII, vol. 1372 of Lecture Notes in Math., pp. 294-314. Springer, 1989. Math. Review.
[1] J. Bennies and J. Pitman, “Asymptotics of the Hurwitz binomial distribution related to mixed Poisson Galton-Watson trees,” Combinatorics, Probability and Computing 10 (2001) 203-211, Abstract[.txt], Preprint [.ps.Z], Math. Review.
[1] J. Bertoin and J. Pitman, “Path transformations connecting Brownian bridge, excursion and meander,” Bull. Sci. Math. (2) 118 (1994) 147-166, Math. Review.
[2] J. Bertoin, J. Pitman, and J. R. de Chavez, “Constructions of a Brownian path with a given minimum,” Electronic Comm. Probab. 4 (1999) Paper 5, 1-7, Article, Math. Review.
[3] J. Bertoin and J. Pitman, “Two coalescents derived from the ranges of stable subordinators,” Electron. J. Probab. 5 (2000) no. 7, 17 pp., Article, Math. Review.
[1] K. Burdzy, J. Pitman, and M. Yor, “Some Asymptotic Laws for Crossings and Excursions,” in Colloque Paul Lévy sur les Processus Stochastiques, Astérisque 157-158, pp. 59-74. Société Mathématique de France, 1988. Math. Review.
[2] K. Burdzy, J. Pitman, and M. Yor, “Brownian crossings between spheres,” J. of Mathematical Analysis and Applications 148, No. 1 (1990) 101-120, Math. Review.
Philippe Carmona: bibliography
[1] P. Carmona, F. Petit, J. Pitman, and M. Yor, “On the laws of homogeneous functionals of the Brownian bridge,” Studia Sci. Math. Hungar. 35 (1999) 445-455, Abstract[.txt], Preprint [.ps.Z], Math. Review.
[1] H. Dette, J. Fill, J. Pitman, and W. Studden, “Wall and Siegmund duality relations for birth and death chains with reflecting barrier,” Journal of Theoretical Probability 10 (1997) 349-374, Preprint [.ps.Z], Math. Review.
[1] P. Diaconis and J. Pitman, “Permutations, record values and random measures.” Unpublished lecture notes. Dept. Statistics, U.C. Berkeley, 1986.
[2] P. Diaconis, J. Fill, and J. Pitman, “Analysis of top in at random shuffles,” Combinatorics, Probability and Computing 1 (1992) 135-155, Math. Review.
[3] P. Diaconis, M. McGrath, and J. Pitman, “Riffle shuffles, cycles and descents,” Combinatorica 15 (1995) 11-29, Math. Review.
[1] L. Dubins and J. Pitman, “A pointwise ergodic theorem for the group of rational rotations,” Trans. Amer. Math. Soc. 251 (1980) 299-308, Math. Review.
[2] L. Dubins and J. Pitman, “A maximal inequality for skew fields,” Z. Wahrsch. Verw. Gebiete 52 (1980) 219-227, Math. Review.
[3] L. Dubins and J. Pitman, “A divergent, two-parameter, bounded martingale,” Proc. Amer. Math. Soc. 78 (1980), no. 3, 414-416, Math. Review.
[1] S. Evans and J. Pitman, “Does every Borel function have a somewhere continuous modification?,” Real Analysis Exchange 18(1) (1993) 276-280, Math. Review.
[2] S. Evans and J. Pitman, “Stopped Markov chains with stationary occupation times,” Probab. Th. Rel. Fields 109 (1997) 425-433, Abstract[.txt], Preprint [.ps.Z], Math. Review.
[3] S. Evans and J. Pitman, “Construction of Markovian coalescents,” Ann. Inst. Henri Poincaré 34 (1998) 339-383, Article [.pdf], ScienceDirect, Abstract[.txt], Preprint [.ps.Z], Math. Review.
[4] S. Evans and J. Pitman, “Stationary Markov processes related to stable Ornstein-Uhlenbeck processes and the additive coalescent,” Stochastic Processes Appl. 77 (1998) 175-185, Article [.pdf], ScienceDirect, Abstract[.txt], Preprint [.ps.Z], Math. Review.
[1] P. Diaconis, J. Fill, and J. Pitman, “Analysis of top in at random shuffles,” Combinatorics, Probability and Computing 1 (1992) 135-155, Math. Review.
[2] H. Dette, J. Fill, J. Pitman, and W. Studden, “Wall and Siegmund duality relations for birth and death chains with reflecting barrier,” Journal of Theoretical Probability 10 (1997) 349-374, Preprint [.ps.Z], Math. Review.
Patrick Fitzsimmons: bibliography
[1] P. Fitzsimmons, J. Pitman, and M. Yor, “Markovian bridges: construction, Palm interpretation, and splicing,” in Seminar on Stochastic Processes, 1992, E. Çinlar, K. Chung, and M. Sharpe, eds., pp. 101-134. Birkhäuser, Boston, 1993. Math. Review.
[2] P. J. Fitzsimmons and J. Pitman, “Kac’s moment formula and the Feynman-Kac formula for additive functionals of a Markov process,” Stochastic Process. Appl. 79 (1999) 117-134, Preprint [.ps.Z], Article [.pdf], ScienceDirect, Math. Review.
[1] D. Freedman and J. Pitman, “A singular measure which is locally uniform,” Proc. Amer. Math. Soc. 108 (1990) 371-381, Math. Review.
[1] S. Asmussen, P. Glynn, and J. Pitman, “Discretization error in simulation of one-dimensional reflecting Brownian motion,” Ann. Applied Prob. 5 (1995) 875-896, Math. Review.
[1] P. Greenwood and J. Pitman, “Fluctuation identities for Lévy processes and splitting at the maximum,” Advances in Applied Probability 12 (1980) 893-902, Math. Review.
[2] P. Greenwood and J. Pitman, “Fluctuation identities for random walk by path decomposition at the maximum,” Advances in Applied Probability 12 (1980) 291-293.
[3] P. Greenwood and J. Pitman, “Construction of local time and Poisson point processes from nested arrays,” Journal of the London Mathematical Society 22 (1980) 182-192, Math. Review.
[1] B. Hansen and J. Pitman, “Prediction rules and exchangeable sequences related to species sampling,” Stat. and Prob. Letters 46 (2000) 251-256, Article [.pdf], ScienceDirect, Abstract[.txt], Preprint [.ps.Z], Math. Review.
[1] C. Heathcote and J. Pitman, “An inequality for characteristic functions,” Bull. Aust. Math. Soc. 6 (1972) 1-10, Math. Review.
[1] M. E. H. Ismail and J. Pitman, “Algebraic evaluations of some Euler integrals, duplication formulae for Appell’s hypergeometric function F1, and Brownian variations,” Canad. J. Math. 52 (2000) 961-981, Abstract[.txt], Preprint [.ps.Z], Math. Review.
[1] M. Jacobsen and J. Pitman, “Birth, death and conditioning of Markov chains,” Annals of Probability 5 (1977) 430-450, Math. Review.
Monique Jeanblanc: bibliograhy
[1] M. Jeanblanc, J. Pitman, and M. Yor, “The Feynman-Kac formula and decomposition of Brownian paths,” Comput. Appl. Math. 16 (1997) 27-52, Abstract[.txt], Preprint [.ps.Z], Math. Review.
[2] M. Jeanblanc, J. Pitman, and M. Yor, “Self-similar processes with independent increments associated with Lévy and Bessel processes,” Stochastic Processes Appl. 100 (2002) 223-232, Article [.pdf], ScienceDirect, Abstract[.txt], Preprint [.ps.Z], Math. Review.
[1] M. Klass and J. Pitman, “Limit laws for Brownian motion conditioned to reach a high level,” Statistics and Probability Letters 17 (1993) 13-17, Math. Review.
[1] S. Kozlov, J. Pitman, and M. Yor, “Brownian interpretations of an elliptic integral,” in Seminar on Stochastic Processes, 1991, pp. 83-95. Birkhäuser, Boston, 1992. Math. Review.
[2] S. Kozlov, J. Pitman, and M. Yor, “Wiener football,” Theory Prob. Appl. 37 (1992) 550-553.
[1] D. Aldous, G. Miermont, and J. Pitman, “Brownian bridge asymptotics for random p-mappings,” Tech. Rep. 624, Dept. Statistics, U.C. Berkeley, 2002. Abstract[.txt], Preprint [.ps.Z].
[1] P. Diaconis, M. McGrath, and J. Pitman, “Riffle shuffles, cycles and descents,” Combinatorica 15 (1995) 11-29, Math. Review.
[1] J. Neveu and J. Pitman, “Renewal Property of the Extrema and Tree Property of a One-dimensional Brownian Motion,” in Séminaire de Probabilités XXIII, vol. 1372 of Lecture Notes in Math., pp. 239-247. Springer, 1989. Math. Review.
[2] J. Neveu and J. Pitman, “The Branching Process in a Brownian Excursion,” in Séminaire de Probabilités XXIII, vol. 1372 of Lecture Notes in Math., pp. 248-257. Springer, 1989. Math. Review.
[3] J. Pitman and M. Yor, “Quelques identités en loi pour les processus de Bessel,” in Hommage à P.A. Meyer et J. Neveu, Astérisque, pp. 249-276. Soc. Math. de France, 1996. Math. Review.
[1] R. Pemantle, Y. Peres, J. Pitman, and M. Yor, “Where did the Brownian particle go?,” Electron. J. Probab. 6 (2001) Paper 10, 1-22, Article, Math. Review.
[1] R. Pemantle, Y. Peres, J. Pitman, and M. Yor, “Where did the Brownian particle go?,” Electron. J. Probab. 6 (2001) Paper 10, 1-22, Article, Math. Review.
[1] M. Perman, J. Pitman, and M. Yor, “Size-biased Sampling of Poisson Point Processes and Excursions,” Probab. Th. Rel. Fields 92 (1992) 21-39, Math. Review.
[1] P. Carmona, F. Petit, J. Pitman, and M. Yor, “On the laws of homogeneous functionals of the Brownian bridge,” Studia Sci. Math. Hungar. 35 (1999) 445-455, Abstract[.txt], Preprint [.ps.Z], Math. Review.
[1] L. C. G. Rogers and J. Pitman, “Markov functions,” Annals of Probability 9 (1981) 573-582, Math. Review.
[1] J. Bertoin, J. Pitman, and J. R. de Chavez, “Constructions of a Brownian path with a given minimum,” Electronic Comm. Probab. 4 (1999) Paper 5, 1-7, Article, Math. Review.
[1] J. Pitman and T. Speed, “A note on random times,” Stoch. Proc. Appl. 1 (1973) 369-374, Math. Review.
[2] J. Pitman, “Poisson-Kingman partitions,” in Science and Statistics: A Festschrift for Terry Speed, D. R. Goldstein, ed., vol. 30 of Lecture Notes-Monograph Series, pp. 1-34. Institute of Mathematical Statistics, Hayward, California, 2003. Article, Abstract[.txt], Preprint [.ps.Z].
[1] J. Pitman and R. Stanley, “A polytope related to empirical distributions, plane trees, parking functions and the associahedron,” Discrete and Computational Geometry 27 (2002) 603-634, Abstract[.txt], Preprint [.ps.Z], Math. Review.
[1] H. Dette, J. Fill, J. Pitman, and W. Studden, “Wall and Siegmund duality relations for birth and death chains with reflecting barrier,” Journal of Theoretical Probability 10 (1997) 349-374, Preprint [.ps.Z], Math. Review.
[1] J. Pitman and M. Yor, “Processus de Bessel, et mouvement brownien, avec drift,” C.R. Acad. Sc. Paris, Série A 291 (1980) 151-153, Math. Review.
[2] J. Pitman and M. Yor, “Bessel Processes and infinitely divisible Laws,” in Stochastic Integrals, vol. 851 of Lecture Notes in Math., pp. 285-370. Springer, 1981. Math. Review.
[3] J. Pitman and M. Yor, “A decomposition of Bessel bridges,” Z. Wahrsch. Verw. Gebiete 59 (1982) 425-457, Math. Review.
[4] J. Pitman and M. Yor, “Sur une décomposition des ponts de Bessel,” in Functional Analysis in Markov Processes, M. Fukushima, ed., vol. 923 of Lecture Notes in Math, pp. 276-285. Springer, 1982. Math. Review.
[5] J. Pitman and M. Yor, “The asymptotic joint distribution of windings of planar Brownian motion,” Bulletin of the American Mathematical Society 10 (1984) 109-111, Math. Review.
[6] J. Pitman and M. Yor, “Asymptotic laws of planar Brownian motion,” Annals of Probability 14 (1986) 733-779, Article [.pdf], Math. Review.
[7] J. Pitman and M. Yor, “Some divergent integrals of Brownian motion,” in Analytic and Geometric Stochastics: Papers in Honour of G. E. H. Reuter (Special supplement to Adv. App. Prob), D. G. Kendall, J. F. C. Kingman, and D. Williams, eds., pp. 109-116. Applied Prob. Trust, 1986. Math. Review.
[8] J. Pitman and M. Yor, “Level crossings of a Cauchy process,” Annals of Probability 14 (1986) 780-792.
[9] J. Pitman and M. Yor, “Compléments à l’étude asymptotique des nombres de tours du mouvement brownien complexe autour d’un nombre fini de points,” C.R. Acad. Sc. Paris, Série I 305 (1987) 757-760, Math. Review.
[10] K. Burdzy, J. Pitman, and M. Yor, “Some Asymptotic Laws for Crossings and Excursions,” in Colloque Paul Lévy sur les Processus Stochastiques, Astérisque 157-158, pp. 59-74. Société Mathématique de France, 1988. Math. Review.
[11] J. Pitman and M. Yor, “Further asymptotic laws of planar Brownian motion,” Annals of Probability 17 (1989) 965-1011, Article [.pdf], Math. Review.
[12] M. Barlow, J. Pitman, and M. Yor, “On Walsh’s Brownian motions,” in Séminaire de Probabilités XXIII, vol. 1372 of Lecture Notes in Math., pp. 275-293. Springer, 1989. Math. Review.
[13] M. Barlow, J. Pitman, and M. Yor, “Une extension multidimensionnelle de la loi de l’arc sinus,” in Séminaire de Probabilités XXIII, vol. 1372 of Lecture Notes in Math., pp. 294-314. Springer, 1989. Math. Review.
[14] K. Burdzy, J. Pitman, and M. Yor, “Brownian crossings between spheres,” J. of Mathematical Analysis and Applications 148, No. 1 (1990) 101-120, Math. Review.
[15] J. Pitman and M. Yor, “Arcsine laws and interval partitions derived from a stable subordinator,” Proc. London Math. Soc. (3) 65 (1992) 326-356, Math. Review.
[16] M. Perman, J. Pitman, and M. Yor, “Size-biased Sampling of Poisson Point Processes and Excursions,” Probab. Th. Rel. Fields 92 (1992) 21-39, Math. Review.
[17] S. Kozlov, J. Pitman, and M. Yor, “Brownian interpretations of an elliptic integral,” in Seminar on Stochastic Processes, 1991, pp. 83-95. Birkhäuser, Boston, 1992. Math. Review.
[18] S. Kozlov, J. Pitman, and M. Yor, “Wiener football,” Theory Prob. Appl. 37 (1992) 550-553.
[19] J. Pitman and M. Yor, “Dilatations d’espace-temps, réarrangements des trajectoires browniennes, et quelques extensions d’une identité de Knight,” C.R. Acad. Sci. Paris t. 316, Série I (1993) 723-726, Math. Review.
[20] P. Fitzsimmons, J. Pitman, and M. Yor, “Markovian bridges: construction, Palm interpretation, and splicing,” in Seminar on Stochastic Processes, 1992, E. Çinlar, K. Chung, and M. Sharpe, eds., pp. 101-134. Birkhäuser, Boston, 1993. Math. Review.
[21] J. Pitman, Probability. Springer-Verlag, New York, 1993.
[22] J. Pitman and M. Yor, “Quelques identités en loi pour les processus de Bessel,” in Hommage à P.A. Meyer et J. Neveu, Astérisque, pp. 249-276. Soc. Math. de France, 1996. Math. Review.
[23] J. Pitman and M. Yor, “Decomposition at the maximum for excursions and bridges of one-dimensional diffusions,” in Itô’s Stochastic Calculus and Probability Theory, N. Ikeda, S. Watanabe, M. Fukushima, and H. Kunita, eds., pp. 293-310. Springer-Verlag, 1996. Math. Review.
[24] J. Pitman and M. Yor, “Random discrete distributions derived from self-similar random sets,” Electron. J. Probab. 1 (1996) Paper 4, 1-28, Article.
[25] J. Pitman and M. Yor, “The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator,” Ann. Probab. 25 (1997) 855-900, Article [.pdf], Project Euclid, Abstract[.txt], Preprint [.ps.Z], Math. Review.
[26] M. Jeanblanc, J. Pitman, and M. Yor, “The Feynman-Kac formula and decomposition of Brownian paths,” Comput. Appl. Math. 16 (1997) 27-52, Abstract[.txt], Preprint [.ps.Z], Math. Review.
[27] J. Pitman and M. Yor, “On the lengths of excursions of some Markov processes,” in Séminaire de Probabilités XXXI, vol. 1655 of Lecture Notes in Math., pp. 272-286. Springer, 1997. Abstract[.txt], Preprint [.ps.Z], Math. Review.
[28] J. Pitman and M. Yor, “On the relative lengths of excursions derived from a stable subordinator,” in Séminaire de Probabilités XXXI, vol. 1655 of Lecture Notes in Math., pp. 287-305. Springer, 1997. Abstract[.txt], Preprint [.ps.Z], Math. Review.
[29] J. Pitman and M. Yor, “Ranked functionals of Brownian excursions,” C.R. Acad. Sci. Paris t. 326, Série I (1998) 93-97, Article [.pdf], ScienceDirect, Math. Review.
[30] J. Pitman and M. Yor, “Random Brownian scaling identities and splicing of Bessel processes,” Ann. Probab. 26 (1998) 1683-1702, Article [.pdf], Project Euclid, Abstract[.txt], Preprint [.ps.Z], Math. Review.
[31] J. Pitman and M. Yor, “Laplace Transforms related to excursions of a one-dimensional diffusion,” Bernoulli 5 (1999) 249-255, Abstract[.txt], Preprint [.ps.Z], Math. Review.
[32] J. Pitman and M. Yor, “The law of the maximum of a Bessel bridge,” Electron. J. Probab. 4 (1999) Paper 15, 1-35, Article, Math. Review.
[33] P. Carmona, F. Petit, J. Pitman, and M. Yor, “On the laws of homogeneous functionals of the Brownian bridge,” Studia Sci. Math. Hungar. 35 (1999) 445-455, Abstract[.txt], Preprint [.ps.Z], Math. Review.
[34] J. Pitman and M. Yor, “Path decompositions of a Brownian bridge related to the ratio of its maximum and amplitude,” Studia Sci. Math. Hungar. 35 (1999), no. 520, 457-474, Abstract[.txt], Preprint [.ps.Z], Math. Review.
[35] J. Pitman and M. Yor, “Some properties of the arc sine law related to its invariance under a family of rational maps,” Tech. Rep. 558, Dept. Statistics, U.C. Berkeley, 1999. Abstract[.txt], Preprint [.ps.Z].
[36] J. Pitman and M. Yor, “Infinitely divisible laws associated with hyperbolic functions,” Tech. Rep. 581, Dept. Statistics, U.C. Berkeley, 2000. To appear in Canadian Journal of Mathematics, Abstract[.txt], Preprint [.ps.Z].
[37] J. Pitman and M. Yor, “On the distribution of ranked heights of excursions of a Brownian bridge,” Ann. Probab. 29 (2001) 361-384, Article [.pdf], Project Euclid, Abstract[.txt], Preprint [.ps.Z], Math. Review.
[38] R. Pemantle, Y. Peres, J. Pitman, and M. Yor, “Where did the Brownian particle go?,” Electron. J. Probab. 6 (2001) Paper 10, 1-22, Article, Math. Review.
[39] P. Biane, J. Pitman, and M. Yor, “Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excursions,” Bull. Amer. Math. Soc. 38 (2001) 435-465, Article, Math. Review.
[40] M. Jeanblanc, J. Pitman, and M. Yor, “Self-similar processes with independent increments associated with Lévy and Bessel processes,” Stochastic Processes Appl. 100 (2002) 223-232, Article [.pdf], ScienceDirect, Abstract[.txt], Preprint [.ps.Z], Math. Review.
[41] J. Pitman and M. Yor, “Hitting, occupation, and inverse local times of one-dimensional diffusions: martingale and excursion approaches,” Bernoulli 9 (2003) 1-24, Abstract[.txt], Preprint [.ps.Z].