Papers by Jim Pitman and coauthors, arranged by coauthor
April 24, 2003
Back to Bibliography Index

Contents

  Ani Adhikari
  David Aldous
  Sören Asmussen
  Martin Barlow
  Jürgen Bennies
  Jean Bertoin
  Chris Burdzy
  Philippe Carmona
  Holger Dette
  Persi Diaconis
  Lester Dubins
  Steven Evans
  Jim Fill
  Patrick Fitzsimmons
  David Freedman
  Peter Glynn
  Priscilla Greenwood
  Ben Hansen
  Chip Heathcote
  Mourad Ismail
  Martin Jacobsen
  Monique Jeanblanc
  Michael Klass
  S. M. Kozlov
  Grégory Miermont
  M. McGrath
  Jacques Neveu
  Robin Pemantle
  Yuval Peres
  Mihael Perman
  Fréderique Petit
  L. C. G. Rogers
  J. Ruiz de Chavez
  Terry Speed
  Richard Stanley
  William Studden
  Marc Yor

Ani Adhikari

[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.

David Aldous: bibliography

[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.

Martin Barlow: bibliography

[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.

Jürgen Bennies

[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.

Jean Bertoin

[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.

Chris Burdzy: bibliography

[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.

Holger Dette

[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.

Persi Diaconis: bibliography

[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.

Lester Dubins

[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.

Steven Evans: bibliography

[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.

Jim Fill: bibliography

[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.

David Freedman: bibliography

[1]    D. Freedman and J. Pitman, “A singular measure which is locally uniform,” Proc. Amer. Math. Soc. 108 (1990) 371-381, Math. Review.

Peter Glynn

[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.

Priscilla Greenwood

[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.

Ben Hansen

[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.

Chip Heathcote

[1]    C. Heathcote and J. Pitman, “An inequality for characteristic functions,” Bull. Aust. Math. Soc. 6 (1972) 1-10, Math. Review.

Mourad Ismail: bibliography

[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.

Martin Jacobsen

[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.

Michael Klass

[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.

S. M. Kozlov

[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.

Grégory Miermont

[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].

M. McGrath

[1]    P. Diaconis, M. McGrath, and J. Pitman, “Riffle shuffles, cycles and descents,” Combinatorica 15 (1995) 11-29, Math. Review.

Jacques Neveu

[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.

Robin Pemantle: bibliography

[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.

Yuval Peres: bibliography

[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.

Mihael Perman

[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.

Fréderique Petit

[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.

L. C. G. Rogers: bibliography

[1]    L. C. G. Rogers and J. Pitman, “Markov functions,” Annals of Probability 9 (1981) 573-582, Math. Review.

J. Ruiz de Chavez

[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.

Terry Speed

[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].

Richard Stanley: bibliography

[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.

William Studden

[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.

Marc Yor

[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].

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