Bibliography of Jim Pitman arranged by subjects in alphabetical order


April 24, 2003
Back to Bibliography Index

Contents

  Abel-Cayley-Hurwitz multinomial expansions
  Additive coalescent
  Additive functionals
  Amplitude
  Appell’s hypergeometric functions
  Arcsine laws
  Associahedron
  Asymptotic laws
  Asymptotic speed
  Asymptotics of combinatorial structures
  Bayesian inference
  Bessel bridges
  Bessel functions
  Bessel polynomials
  Bessel process
  Bessel processes
  Birth and death chains
  Birth times
  Birthday problem
  Branching processes
  Bridges and excursions
  Brownian bridge
  Brownian bridges and excursions
  Brownian crossings
  Brownian excursion
  Brownian excursions
  Brownian extrema
  Brownian meander
  Brownian motion
  Brownian trees
  Brownian variations
  Card shuffling
  Cauchy process
  Characteristic functions
  Coagulation
  Coalescents
  Combinatorial asymptotics
  Combinatorial stochastic processes
  Conditional independence
  Conditioned processes
  Continuum random trees
  Convex minorant
  Coupling
  Crossings
  Cycles
  Cyclically stationary processes
  David Blackwell
  Death times
  Decomposition at the maximum
  Descents
  Discretization error
  Divergence
  Divergent integrals
  Duality
  Elliptic integral
  Empirical distributions
  Entrance boundaries
  Enumerations
  Ergodic theory
  Euler integrals
  Ewens sampling formula
  Exchangeability
  Exchangeable events
  Exchangeable random partitions
  Excursions
  Feynman-Kac formula
  Fluctuation theory
  Forest volume decompositions
  Fragmentation processes
  GEM distribution
  Girsanov transforms
  Gravitational clustering
  Hitting times
  Homogeneous functionals
  Hurwitz binomial distribution
  Hyperbolic functions
  Identities
  Identities in law
  Inequalities
  Infinitely divisible laws
  Interval partitions
  Invariance principles
  Jacobi theta functions
  Jim MacQueen
  Kacs moment formula
  Knights identity
  Laplace transforms
  Lattice paths
  Level crossings
  Levy Khintchine representations
  Levy processes
  Levy systems
  Local time
  Local times
  Locally uniform measure
  Markov chains
  Markov functions
  Markov processes
  Markovian bridges
  Martingales
  Maximal inequality
  Maximum and minimum
  Measurable functions
  Multivariate disributions
  Nested arrays
  Occupation measures
  Occupation times
  One-dimensional diffusions
  Palm measures
  Parking functions
  Partially exchangeable random partitions
  Particle systems
  Partition structures
  Path decomposition
  Path decompositions
  Path rearrangements
  Path splicing
  Path transformations
  Permutations
  Planar Brownian motion
  Planar arcs
  Plane trees
  Point process
  Poisson-Dirichlet distribution
  Poisson point processes
  Polynomials with only real zeros
  Polytopes
  Prediction rules
  Probabilistic bounds
  Probabilistic combinatorics
  Processes with drift
  Random Permutations
  Random discrete distributions
  Random forests
  Random mappings
  Random measures
  Random scaling
  Random subsets
  Random times
  Random trees and forests
  Random walks
  Ranked functionals
  Rates of convergence
  Rational maps
  Rational rotations
  Ray-Knight theorems
  Records
  Reflection
  Regenerative sets
  Riemmann zeta function
  Rifle shufles
  Sampling at uniform times
  Scholarly communication
  Self-similar processes
  Self-similar sets
  Set partitions
  Simulation
  Singular measure
  Size-biased permutation
  Size-biased sampling
  Skew fields
  Species sampling
  Splicing paths
  Split-and-merge transformations
  Stable Ornstein-Uhlenbeck processes
  Stable subordinators
  Stationary processes
  Stochastic differential equations
  Stopping time
  Stopping times
  Transition probabilities
  Tree-valued Markov chains
  Trees and forests
  Two-parameter family
  Undergraduate text
  Urn schemes
  Walshs Brownian motions
  Windings
  Zero-one law
  Zero sets
  de Finettis theorem

Abel-Cayley-Hurwitz multinomial expansions

[1]    J. Pitman, “Random mappings, forests and subsets associated with Abel-Cayley-Hurwitz multinomial expansions,” Séminaire Lotharingien de Combinatoire Issue 46 (2001) 45 pp., Abstract[.txt], Preprint [.ps.Z], Math. Review.

[2]    J. Pitman, “Forest volume decompositions and Abel-Cayley-Hurwitz multinomial expansions,” J. Comb. Theory A. 98 (2002) 175-191, Article [.pdf], ScienceDirect, Abstract[.txt], Preprint [.ps.Z], Math. Review.

Additive coalescent

[1]    R. Sheth and J. Pitman, “Coagulation and branching process models of gravitational clustering,” Mon. Not. R. Astron. Soc. 289 (1997) 66-80, Preprint [.ps.Z].

[2]    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.

[3]    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.

[4]    J. Pitman, “Coalescent random forests,” J. Comb. Theory A. 85 (1999) 165-193, Article [.pdf], ScienceDirect, Abstract[.txt], Preprint [.ps.Z], Math. Review.

[5]    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.

Additive functionals

[1]    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.

Amplitude

[1]    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.

Appell’s hypergeometric functions

[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.

Arcsine laws

[1]    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.

[2]    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.

[3]    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].

Associahedron

[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.

Asymptotic laws

[1]    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.

[2]    J. Pitman and M. Yor, “Asymptotic laws of planar Brownian motion,” Annals of Probability 14 (1986) 733-779, Article [.pdf], Math. Review.

[3]    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.

[4]    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.

[5]    J. Pitman and M. Yor, “Further asymptotic laws of planar Brownian motion,” Annals of Probability 17 (1989) 965-1011, Article [.pdf], Math. Review.

[6]    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.

[7]    M. Camarri and J. Pitman, “Limit distributions and random trees derived from the birthday problem with unequal probabilities,” Electron. J. Probab. 5 (2000) Paper 2, 1-18, Article, Math. Review.

Asymptotic speed

[1]    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.

Asymptotics of combinatorial structures

[1]    D. Aldous and J. Pitman, “Brownian bridge asymptotics for random mappings,” Random Structures and Algorithms 5 (1994) 487-512, Math. Review.

Bayesian inference

[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.

Bessel bridges

[1]    J. Pitman and M. Yor, “A decomposition of Bessel bridges,” Z. Wahrsch. Verw. Gebiete 59 (1982) 425-457, Math. Review.

[2]    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.

Bessel functions

[1]    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.

Bessel polynomials

[1]    J. Pitman, “A lattice path model for the Bessel polynomials,” Tech. Rep. 551, Dept. Statistics, U.C. Berkeley, 1999. Abstract[.txt], Preprint [.ps.Z].

Bessel process

[1]    J. Pitman, “One-dimensional Brownian motion and the three-dimensional Bessel process,” Advances in Applied Probability 7 (1975) 511-526, Math. Review.

[2]    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.

[3]    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.

[4]    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.

[5]    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.

[6]    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.

[7]    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.

Bessel processes

[1]    J. Pitman, “One-dimensional Brownian motion and the three-dimensional Bessel process,” Advances in Applied Probability 7 (1975) 511-526, 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, “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.

[4]    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.

[5]    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.

Birth and death chains

[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.

Birth times

[1]    M. Jacobsen and J. Pitman, “Birth, death and conditioning of Markov chains,” Annals of Probability 5 (1977) 430-450, Math. Review.

Birthday problem

[1]    M. Camarri and J. Pitman, “Limit distributions and random trees derived from the birthday problem with unequal probabilities,” Electron. J. Probab. 5 (2000) Paper 2, 1-18, Article, Math. Review.

Branching processes

[1]    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.

[2]    R. Sheth and J. Pitman, “Coagulation and branching process models of gravitational clustering,” Mon. Not. R. Astron. Soc. 289 (1997) 66-80, Preprint [.ps.Z].

[3]    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.

[4]    J. Pitman, “Enumerations of trees and forests related to branching processes and random walks,” in Microsurveys in Discrete Probability, D. Aldous and J. Propp, eds., no. 41 in DIMACS Ser. Discrete Math. Theoret. Comp. Sci, pp. 163-180. Amer. Math. Soc., Providence RI, 1998. Abstract[.txt], Preprint [.ps.Z], Math. Review.

[5]    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.

Bridges and excursions

[1]    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.

[2]    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.

Brownian bridge

[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]    D. Aldous and J. Pitman, “Brownian bridge asymptotics for random mappings,” Random Structures and Algorithms 5 (1994) 487-512, Math. Review.

[3]    J. Pitman, “The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest,” Ann. Probab. 27 (1999) 261-283, Article [.pdf], Project Euclid, Abstract[.txt], Preprint [.ps.Z], Math. Review.

[4]    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.

[5]    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.

[6]    J. Pitman, “The distribution of local times of Brownian bridge,” in Séminaire de Probabilités XXXIII, vol. 1709 of Lecture Notes in Math., pp. 388-394. Springer, 1999. Abstract[.txt], Preprint [.ps.Z], Math. Review.

[7]    J. Pitman, “Brownian motion, bridge, excursion and meander characterized by sampling at independent uniform times,” Electron. J. Probab. 4 (1999) Paper 11, 1-33, Article, Math. Review.

[8]    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.

[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].

Brownian bridges and excursions

[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. Pitman, “The distribution of local times of Brownian bridge,” in Séminaire de Probabilités XXXIII, vol. 1709 of Lecture Notes in Math., pp. 388-394. Springer, 1999. Abstract[.txt], Preprint [.ps.Z], Math. Review.

[3]    J. Pitman, “Brownian motion, bridge, excursion and meander characterized by sampling at independent uniform times,” Electron. J. Probab. 4 (1999) Paper 11, 1-33, Article, Math. Review.

Brownian crossings

[1]    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.

Brownian excursion

[1]    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.

[2]    J. Pitman, “The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest,” Ann. Probab. 27 (1999) 261-283, Article [.pdf], Project Euclid, Abstract[.txt], Preprint [.ps.Z], Math. Review.

[3]    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.

Brownian excursions

[1]    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.

[2]    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.

Brownian extrema

[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.

Brownian meander

[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. Pitman, “Brownian motion, bridge, excursion and meander characterized by sampling at independent uniform times,” Electron. J. Probab. 4 (1999) Paper 11, 1-33, Article, Math. Review.

Brownian motion

[1]    J. Pitman, “Path decomposition for conditional Brownian motion,” Tech. Rep. 11, Inst. Math. Stat., Univ. of Copenhagen, 1974.

[2]    J. Pitman, “One-dimensional Brownian motion and the three-dimensional Bessel process,” Advances in Applied Probability 7 (1975) 511-526, Math. Review.

[3]    J. Pitman, “Remarks on the convex minorant of Brownian motion,” in Seminar on Stochastic Processes, 1982, pp. 219-227. Birkhäuser, Boston, 1983. Math. Review.

[4]    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.

[5]    J. Pitman and M. Yor, “Asymptotic laws of planar Brownian motion,” Annals of Probability 14 (1986) 733-779, Article [.pdf], Math. Review.

[6]    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.

[7]    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.

[8]    J. Pitman and M. Yor, “Further asymptotic laws of planar Brownian motion,” Annals of Probability 17 (1989) 965-1011, Article [.pdf], Math. Review.

[9]    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.

[10]    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.

[11]    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.

[12]    S. Kozlov, J. Pitman, and M. Yor, “Wiener football,” Theory Prob. Appl. 37 (1992) 550-553.

[13]    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.

[14]    J. Pitman, “Cyclically stationary Brownian local time processes,” Probab. Th. Rel. Fields 106 (1996) 299-329, Article [.ps.Z], SpringerLink, Abstract[.txt], Preprint [.ps.Z], Math. Review.

[15]    J. Pitman, “Partition structures derived from Brownian motion and stable subordinators,” Bernoulli 3 (1997) 79-96, Abstract[.txt], Preprint [.ps.Z], Math. Review.

[16]    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.

[17]    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.

[18]    J. Pitman, “Brownian motion, bridge, excursion and meander characterized by sampling at independent uniform times,” Electron. J. Probab. 4 (1999) Paper 11, 1-33, Article, Math. Review.

[19]    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.

Brownian trees

[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.

Brownian variations

[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.

Card shuffling

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

Cauchy process

[1]    J. Pitman and M. Yor, “Level crossings of a Cauchy process,” Annals of Probability 14 (1986) 780-792.

Characteristic functions

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

Coagulation

[1]    R. Sheth and J. Pitman, “Coagulation and branching process models of gravitational clustering,” Mon. Not. R. Astron. Soc. 289 (1997) 66-80, Preprint [.ps.Z].

Coalescents

[1]    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.

[2]    J. Pitman, “Coalescent random forests,” J. Comb. Theory A. 85 (1999) 165-193, Article [.pdf], ScienceDirect, Abstract[.txt], Preprint [.ps.Z], Math. Review.

[3]    J. Pitman, “Coalescents with multiple collisions,” Ann. Probab. 27 (1999) 1870-1902, Article [.pdf], Project Euclid, Abstract[.txt], Preprint [.ps.Z], Math. Review.

[4]    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.

[5]    J. Pitman, “Combinatorial Stochastic Processes,” Tech. Rep. 621, Dept. Statistics, U.C. Berkeley, 2002. Lecture notes for St. Flour course, July 2002. Corrections to version of July 1,2002, Abstract[.txt], Preprint [.ps.Z].

Combinatorial asymptotics

[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.

Combinatorial stochastic processes

[1]    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].

[2]    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.

[3]    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].

[4]    J. Pitman, “Combinatorial Stochastic Processes,” Tech. Rep. 621, Dept. Statistics, U.C. Berkeley, 2002. Lecture notes for St. Flour course, July 2002. Corrections to version of July 1,2002, Abstract[.txt], Preprint [.ps.Z].

Conditional independence

[1]    J. Pitman and T. Speed, “A note on random times,” Stoch. Proc. Appl. 1 (1973) 369-374, Math. Review.

[2]    M. Jacobsen and J. Pitman, “Birth, death and conditioning of Markov chains,” Annals of Probability 5 (1977) 430-450, Math. Review.

Conditioned processes

[1]    J. Pitman, “Path decomposition for conditional Brownian motion,” Tech. Rep. 11, Inst. Math. Stat., Univ. of Copenhagen, 1974.

[2]    J. Pitman, “One-dimensional Brownian motion and the three-dimensional Bessel process,” Advances in Applied Probability 7 (1975) 511-526, Math. Review.

[3]    M. Jacobsen and J. Pitman, “Birth, death and conditioning of Markov chains,” Annals of Probability 5 (1977) 430-450, Math. Review.

[4]    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.

Continuum random trees

[1]    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.

Convex minorant

[1]    J. Pitman, “Remarks on the convex minorant of Brownian motion,” in Seminar on Stochastic Processes, 1982, pp. 219-227. Birkhäuser, Boston, 1983. Math. Review.

Coupling

[1]    J. Pitman, “Uniform rates of convergence for Markov chain transition probabilities,” Z. Wahrsch. Verw. Gebiete 29 (1974) 193-227, Math. Review.

[2]    J. Pitman, Stopping time identities and limit theorems for Markov chains. PhD thesis, Dept. Prob. and Stat., University of Sheffield, 1974.

[3]    J. Pitman, “On coupling of Markov chains,” Z. Wahrsch. Verw. Gebiete 35 (1976) 315-322, Math. Review.

[4]    D. Aldous and J. Pitman, “On the zero-one law for exchangeable events,” Annals of Probability 7 (1979) 704-723, Math. Review.

Crossings

[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.

Cycles

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

Cyclically stationary processes

[1]    J. Pitman, “Cyclically stationary Brownian local time processes,” Probab. Th. Rel. Fields 106 (1996) 299-329, Article [.ps.Z], SpringerLink, Abstract[.txt], Preprint [.ps.Z], 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.

David Blackwell

[1]    J. Pitman, “Some developments of the Blackwell-MacQueen urn scheme,” in Statistics, Probability and Game Theory; Papers in honor of David Blackwell, T. F. et al., ed., vol. 30 of Lecture Notes-Monograph Series, pp. 245-267. Institute of Mathematical Statistics, Hayward, California, 1996. Preprint [.ps.Z], Math. Review.

Death times

[1]    M. Jacobsen and J. Pitman, “Birth, death and conditioning of Markov chains,” Annals of Probability 5 (1977) 430-450, Math. Review.

Decomposition at the maximum

[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]    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.

Descents

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

Discretization error

[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.

Divergence

[1]    L. Dubins and J. Pitman, “A divergent, two-parameter, bounded martingale,” Proc. Amer. Math. Soc. 78 (1980), no. 3, 414-416, Math. Review.

Divergent integrals

[1]    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.

Duality

[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.

Elliptic integral

[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.

Empirical distributions

[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.

Entrance boundaries

[1]    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.

Enumerations

[1]    J. Pitman, “Enumerations of trees and forests related to branching processes and random walks,” in Microsurveys in Discrete Probability, D. Aldous and J. Propp, eds., no. 41 in DIMACS Ser. Discrete Math. Theoret. Comp. Sci, pp. 163-180. Amer. Math. Soc., Providence RI, 1998. Abstract[.txt], Preprint [.ps.Z], Math. Review.

Ergodic theory

[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]    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].

Euler integrals

[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.

Ewens sampling formula

[1]    J. Pitman, “The two-parameter generalization of Ewens’ random partition structure,” Tech. Rep. 345, Dept. Statistics, U.C. Berkeley, 1992.

Exchangeability

[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.

Exchangeable events

[1]    D. Aldous and J. Pitman, “On the zero-one law for exchangeable events,” Annals of Probability 7 (1979) 704-723, Math. Review.

Exchangeable random partitions

[1]    J. Pitman, “Exchangeable and partially exchangeable random partitions,” Probab. Th. Rel. Fields 102 (1995) 145-158, Math. Review.

Excursions

[1]    J. Pitman, “Lévy systems and path decompositions,” in Seminar on Stochastic Processes, 1981, pp. 79-110. Birkhäuser, Boston, 1981. Math. Review.

[2]    J. Pitman and M. Yor, “A decomposition of Bessel bridges,” Z. Wahrsch. Verw. Gebiete 59 (1982) 425-457, Math. Review.

[3]    J. Pitman, “Stationary excursions,” in Séminaire de Probabilités XXI, vol. 1247 of Lecture Notes in Math., pp. 289-302. Springer, 1986. Math. Review.

[4]    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.

[5]    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.

[6]    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.

[7]    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.

[8]    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.

[9]    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.

[10]    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].

Feynman-Kac formula

[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]    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.

Fluctuation theory

[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.

Forest volume decompositions

[1]    J. Pitman, “Forest volume decompositions and Abel-Cayley-Hurwitz multinomial expansions,” J. Comb. Theory A. 98 (2002) 175-191, Article [.pdf], ScienceDirect, Abstract[.txt], Preprint [.ps.Z], Math. Review.

Fragmentation processes

[1]    J. Pitman, “Combinatorial Stochastic Processes,” Tech. Rep. 621, Dept. Statistics, U.C. Berkeley, 2002. Lecture notes for St. Flour course, July 2002. Corrections to version of July 1,2002, Abstract[.txt], Preprint [.ps.Z].

GEM distribution

[1]    J. Pitman, “Poisson-Dirichlet and GEM invariant distributions for split-and-merge transformations of an interval partition,” Combinatorics, Probability and Computing 11 (2002) 501-514, Abstract[.txt], Preprint [.ps.Z], Math. Review.

Girsanov transforms

[1]    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.

Gravitational clustering

[1]    R. Sheth and J. Pitman, “Coagulation and branching process models of gravitational clustering,” Mon. Not. R. Astron. Soc. 289 (1997) 66-80, Preprint [.ps.Z].

Hitting times

[1]    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].

Homogeneous functionals

[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.

Hurwitz binomial distribution

[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.

Hyperbolic functions

[1]    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].

Identities

[1]    J. Pitman, Stopping time identities and limit theorems for Markov chains. PhD thesis, Dept. Prob. and Stat., University of Sheffield, 1974.

[2]    J. Pitman, “An identity for stopping times of a Markov Process,” in Studies in Probability and Statistics, pp. 41-57. Jerusalem Academic Press, 1974. Math. Review.

[3]    J. Bertoin and J. Pitman, “Path Transformations Connecting Brownian Bridge, Excursion and Meander,” Bull. Sci. Math. (2) 118 (1994) 147-166, Math. Review.

[4]    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.

Identities in law

[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. 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.

Inequalities

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

[2]    J. Pitman, “A note on L2 maximal inequalities,” in Séminaire de Probabilités XV, vol. 850 of Lecture Notes in Math, pp. 251-258. Springer, 1981. Math. Review.

Infinitely divisible laws

[1]    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.

[2]    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].

Interval partitions

[1]    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.

[2]    J. Pitman, “Poisson-Dirichlet and GEM invariant distributions for split-and-merge transformations of an interval partition,” Combinatorics, Probability and Computing 11 (2002) 501-514, Abstract[.txt], Preprint [.ps.Z], Math. Review.

Invariance principles

[1]    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].

Jacobi theta functions

[1]    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.

Jim MacQueen

[1]    J. Pitman, “Some developments of the Blackwell-MacQueen urn scheme,” in Statistics, Probability and Game Theory; Papers in honor of David Blackwell, T. F. et al., ed., vol. 30 of Lecture Notes-Monograph Series, pp. 245-267. Institute of Mathematical Statistics, Hayward, California, 1996. Preprint [.ps.Z], Math. Review.

Kacs moment formula

[1]    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.

Knights identity

[1]    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.

Laplace transforms

[1]    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.

Lattice paths

[1]    J. Pitman, “A lattice path model for the Bessel polynomials,” Tech. Rep. 551, Dept. Statistics, U.C. Berkeley, 1999. Abstract[.txt], Preprint [.ps.Z].

Level crossings

[1]    J. Pitman and M. Yor, “Level crossings of a Cauchy process,” Annals of Probability 14 (1986) 780-792.

Levy Khintchine representations

[1]    J. Pitman and M. Yor, “A decomposition of Bessel bridges,” Z. Wahrsch. Verw. Gebiete 59 (1982) 425-457, Math. Review.

Levy processes

[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]    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].

[3]    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.

Levy systems

[1]    J. Pitman, “Lévy systems and path decompositions,” in Seminar on Stochastic Processes, 1981, pp. 79-110. Birkhäuser, Boston, 1981. Math. Review.

[2]    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.

Local time

[1]    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.

[2]    J. Pitman and M. Yor, “A decomposition of Bessel bridges,” Z. Wahrsch. Verw. Gebiete 59 (1982) 425-457, Math. Review.

[3]    J. Pitman, “Cyclically stationary Brownian local time processes,” Probab. Th. Rel. Fields 106 (1996) 299-329, Article [.ps.Z], SpringerLink, Abstract[.txt], Preprint [.ps.Z], Math. Review.

[4]    J. Pitman, “The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest,” Ann. Probab. 27 (1999) 261-283, Article [.pdf], Project Euclid, Abstract[.txt], Preprint [.ps.Z], Math. Review.

[5]    J. Pitman, “The distribution of local times of Brownian bridge,” in Séminaire de Probabilités XXXIII, vol. 1709 of Lecture Notes in Math., pp. 388-394. Springer, 1999. Abstract[.txt], Preprint [.ps.Z], Math. Review.

[6]    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].

Local times

[1]    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.

[2]    J. Pitman and M. Yor, “A decomposition of Bessel bridges,” Z. Wahrsch. Verw. Gebiete 59 (1982) 425-457, Math. Review.

[3]    J. Pitman, “Cyclically stationary Brownian local time processes,” Probab. Th. Rel. Fields 106 (1996) 299-329, Article [.ps.Z], SpringerLink, Abstract[.txt], Preprint [.ps.Z], Math. Review.

[4]    J. Pitman, “The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest,” Ann. Probab. 27 (1999) 261-283, Article [.pdf], Project Euclid, Abstract[.txt], Preprint [.ps.Z], Math. Review.

[5]    J. Pitman, “The distribution of local times of Brownian bridge,” in Séminaire de Probabilités XXXIII, vol. 1709 of Lecture Notes in Math., pp. 388-394. Springer, 1999. Abstract[.txt], Preprint [.ps.Z], Math. Review.

[6]    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].

Locally uniform measure

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

Markov chains

[1]    J. Pitman, “Uniform rates of convergence for Markov chain transition probabilities,” Z. Wahrsch. Verw. Gebiete 29 (1974) 193-227, Math. Review.

[2]    J. Pitman, Stopping time identities and limit theorems for Markov chains. PhD thesis, Dept. Prob. and Stat., University of Sheffield, 1974.

[3]    J. Pitman, “An identity for stopping times of a Markov Process,” in Studies in Probability and Statistics, pp. 41-57. Jerusalem Academic Press, 1974. Math. Review.

[4]    J. Pitman, “On coupling of Markov chains,” Z. Wahrsch. Verw. Gebiete 35 (1976) 315-322, Math. Review.

[5]    J. Pitman, “Occupation measures for Markov chains,” Advances in Applied Probability 9 (1977) 69-86.

[6]    M. Jacobsen and J. Pitman, “Birth, death and conditioning of Markov chains,” Annals of Probability 5 (1977) 430-450, Math. Review.

[7]    D. Aldous and J. Pitman, “On the zero-one law for exchangeable events,” Annals of Probability 7 (1979) 704-723, Math. Review.

[8]    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.

[9]    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.

Markov functions

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

Markov processes

[1]    J. Pitman, “Lévy systems and path decompositions,” in Seminar on Stochastic Processes, 1981, pp. 79-110. Birkhäuser, Boston, 1981. Math. Review.

[2]    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.

[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.

[5]    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.

Markovian bridges

[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.

Martingales

[1]    L. Dubins and J. Pitman, “A divergent, two-parameter, bounded martingale,” Proc. Amer. Math. Soc. 78 (1980), no. 3, 414-416, Math. Review.

[2]    J. Pitman, “A note on L2 maximal inequalities,” in Séminaire de Probabilités XV, vol. 850 of Lecture Notes in Math, pp. 251-258. Springer, 1981. Math. Review.

[3]    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].

Maximal inequality

[1]    L. Dubins and J. Pitman, “A maximal inequality for skew fields,” Z. Wahrsch. Verw. Gebiete 52 (1980) 219-227, Math. Review.

Maximum and minimum

[1]    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.

[2]    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.

[3]    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.

Measurable functions

[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.

Multivariate disributions

[1]    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.

Nested arrays

[1]    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.

Occupation measures

[1]    J. Pitman, “Occupation measures for Markov chains,” Advances in Applied Probability 9 (1977) 69-86.

[2]    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.

Occupation times

[1]    J. Pitman, Stopping time identities and limit theorems for Markov chains. PhD thesis, Dept. Prob. and Stat., University of Sheffield, 1974.

[2]    J. Pitman, “An identity for stopping times of a Markov Process,” in Studies in Probability and Statistics, pp. 41-57. Jerusalem Academic Press, 1974. Math. Review.

[3]    J. Pitman and M. Yor, “A decomposition of Bessel bridges,” Z. Wahrsch. Verw. Gebiete 59 (1982) 425-457, Math. Review.

[4]    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.

One-dimensional diffusions

[1]    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.

[2]    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.

[3]    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].

Palm measures

[1]    J. Pitman, “Stationary excursions,” in Séminaire de Probabilités XXI, vol. 1247 of Lecture Notes in Math., pp. 289-302. Springer, 1986. Math. Review.

[2]    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.

[3]    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.

Parking functions

[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.

Partially exchangeable random partitions

[1]    J. Pitman, “Exchangeable and partially exchangeable random partitions,” Probab. Th. Rel. Fields 102 (1995) 145-158, Math. Review.

Particle systems

[1]    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.

Partition structures

[1]    J. Pitman, “The two-parameter generalization of Ewens’ random partition structure,” Tech. Rep. 345, Dept. Statistics, U.C. Berkeley, 1992.

[2]    J. Pitman, “Exchangeable and partially exchangeable random partitions,” Probab. Th. Rel. Fields 102 (1995) 145-158, Math. Review.

[3]    J. Pitman, “Partition structures derived from Brownian motion and stable subordinators,” Bernoulli 3 (1997) 79-96, Abstract[.txt], Preprint [.ps.Z], Math. Review.

[4]    J. Pitman, “Combinatorial Stochastic Processes,” Tech. Rep. 621, Dept. Statistics, U.C. Berkeley, 2002. Lecture notes for St. Flour course, July 2002. Corrections to version of July 1,2002, Abstract[.txt], Preprint [.ps.Z].

[5]    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].

Path decomposition

[1]    J. Pitman, “Path decomposition for conditional Brownian motion,” Tech. Rep. 11, Inst. Math. Stat., Univ. of Copenhagen, 1974.

[2]    J. Pitman, “One-dimensional Brownian motion and the three-dimensional Bessel process,” Advances in Applied Probability 7 (1975) 511-526, Math. Review.

[3]    M. Jacobsen and J. Pitman, “Birth, death and conditioning of Markov chains,” Annals of Probability 5 (1977) 430-450, Math. Review.

[4]    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.

[5]    P. Greenwood and J. Pitman, “Fluctuation identities for random walk by path decomposition at the maximum,” Advances in Applied Probability 12 (1980) 291-293.

[6]    J. Pitman, “Lévy systems and path decompositions,” in Seminar on Stochastic Processes, 1981, pp. 79-110. Birkhäuser, Boston, 1981. Math. Review.

[7]    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.

[8]    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.

[9]    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.

[10]    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.

[11]    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.

[12]    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].

Path decompositions

[1]    J. Pitman, “Path decomposition for conditional Brownian motion,” Tech. Rep. 11, Inst. Math. Stat., Univ. of Copenhagen, 1974.

[2]    J. Pitman, “One-dimensional Brownian motion and the three-dimensional Bessel process,” Advances in Applied Probability 7 (1975) 511-526, Math. Review.

[3]    M. Jacobsen and J. Pitman, “Birth, death and conditioning of Markov chains,” Annals of Probability 5 (1977) 430-450, Math. Review.

[4]    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.

[5]    P. Greenwood and J. Pitman, “Fluctuation identities for random walk by path decomposition at the maximum,” Advances in Applied Probability 12 (1980) 291-293.

[6]    J. Pitman, “Lévy systems and path decompositions,” in Seminar on Stochastic Processes, 1981, pp. 79-110. Birkhäuser, Boston, 1981. Math. Review.

[7]    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.

[8]    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.

[9]    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.

[10]    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.

[11]    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].

Path rearrangements

[1]    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.

[2]    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].

[3]    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.

Path splicing

[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.

Path transformations

[1]    J. Pitman, “One-dimensional Brownian motion and the three-dimensional Bessel process,” Advances in Applied Probability 7 (1975) 511-526, Math. Review.

[2]    J. Bertoin and J. Pitman, “Path Transformations Connecting Brownian Bridge, Excursion and Meander,” Bull. Sci. Math. (2) 118 (1994) 147-166, Math. Review.

Permutations

[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.

Planar Brownian motion

[1]    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.

[2]    J. Pitman and M. Yor, “Asymptotic laws of planar Brownian motion,” Annals of Probability 14 (1986) 733-779, Article [.pdf], Math. Review.

[3]    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.

[4]    J. Pitman and M. Yor, “Further asymptotic laws of planar Brownian motion,” Annals of Probability 17 (1989) 965-1011, Article [.pdf], Math. Review.

Planar arcs

[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.

Plane trees

[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.

Point process

[1]    J. Pitman, “Lévy systems and path decompositions,” in Seminar on Stochastic Processes, 1981, pp. 79-110. Birkhäuser, Boston, 1981. Math. Review.

Poisson-Dirichlet distribution

[1]    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.

[2]    J. Pitman, “Poisson-Dirichlet and GEM invariant distributions for split-and-merge transformations of an interval partition,” Combinatorics, Probability and Computing 11 (2002) 501-514, Abstract[.txt], Preprint [.ps.Z], Math. Review.

Poisson point processes

[1]    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.

[2]    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.

Polynomials with only real zeros

[1]    J. Pitman, “Probabilistic bounds on the coefficients of polynomials with only real zeros,” J. Comb. Theory A. 77 (1997) 279-303, Article [.pdf], ScienceDirect, Abstract[.txt], Preprint [.ps.Z], Math. Review.

Polytopes

[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.

Prediction rules

[1]    J. Pitman, “Some developments of the Blackwell-MacQueen urn scheme,” in Statistics, Probability and Game Theory; Papers in honor of David Blackwell, T. F. et al., ed., vol. 30 of Lecture Notes-Monograph Series, pp. 245-267. Institute of Mathematical Statistics, Hayward, California, 1996. Preprint [.ps.Z], Math. Review.

[2]    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.

Probabilistic bounds

[1]    J. Pitman, “Probabilistic bounds on the coefficients of polynomials with only real zeros,” J. Comb. Theory A. 77 (1997) 279-303, Article [.pdf], ScienceDirect, Abstract[.txt], Preprint [.ps.Z], Math. Review.

Probabilistic combinatorics

[1]    J. Pitman, “Some probabilistic aspects of set partitions,” Amer. Math. Monthly 104 (1997) 201-209, Article [.pdf], Abstract[.txt], Preprint [.ps.Z], Math. Review.

Processes with drift

[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.

Random Permutations

[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.

Random discrete distributions

[1]    J. Pitman, “Random discrete distributions invariant under size-biased permutation,” Adv. Appl. Prob. 28 (1996) 525-539, Preprint [.ps.Z], Math. Review.

[2]    J. Pitman and M. Yor, “Random discrete distributions derived from self-similar random sets,” Electron. J. Probab. 1 (1996) Paper 4, 1-28, Article.

[3]    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].

Random forests

[1]    J. Pitman, “Coalescent random forests,” J. Comb. Theory A. 85 (1999) 165-193, Article [.pdf], ScienceDirect, Abstract[.txt], Preprint [.ps.Z], Math. Review.

[2]    J. Pitman, “Random mappings, forests and subsets associated with Abel-Cayley-Hurwitz multinomial expansions,” Séminaire Lotharingien de Combinatoire Issue 46 (2001) 45 pp., Abstract[.txt], Preprint [.ps.Z], Math. Review.

Random mappings

[1]    D. Aldous and J. Pitman, “Brownian bridge asymptotics for random mappings,” Random Structures and Algorithms 5 (1994) 487-512, Math. Review.

[2]    J. Pitman, “Random mappings, forests and subsets associated with Abel-Cayley-Hurwitz multinomial expansions,” Séminaire Lotharingien de Combinatoire Issue 46 (2001) 45 pp., Abstract[.txt], Preprint [.ps.Z], Math. Review.

[3]    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].

[4]    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].

[5]    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.

[6]    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].

[7]    J. Pitman, “Combinatorial Stochastic Processes,” Tech. Rep. 621, Dept. Statistics, U.C. Berkeley, 2002. Lecture notes for St. Flour course, July 2002. Corrections to version of July 1,2002, Abstract[.txt], Preprint [.ps.Z].

Random measures

[1]    P. Diaconis and J. Pitman, “Permutations, record values and random measures.” Unpublished lecture notes. Dept. Statistics, U.C. Berkeley, 1986.

Random scaling

[1]    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.

[2]    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.

Random subsets

[1]    J. Pitman, “Random mappings, forests and subsets associated with Abel-Cayley-Hurwitz multinomial expansions,” Séminaire Lotharingien de Combinatoire Issue 46 (2001) 45 pp., Abstract[.txt], Preprint [.ps.Z], Math. Review.

Random times

[1]    J. Pitman and T. Speed, “A note on random times,” Stoch. Proc. Appl. 1 (1973) 369-374, Math. Review.

Random trees and forests

[1]    J. Pitman, “The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest,” Ann. Probab. 27 (1999) 261-283, Article [.pdf], Project Euclid, Abstract[.txt], Preprint [.ps.Z], Math. Review.

[2]    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.

[3]    M. Camarri and J. Pitman, “Limit distributions and random trees derived from the birthday problem with unequal probabilities,” Electron. J. Probab. 5 (2000) Paper 2, 1-18, Article, Math. Review.

[4]    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.

[5]    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].

[6]    J. Pitman, “Combinatorial Stochastic Processes,” Tech. Rep. 621, Dept. Statistics, U.C. Berkeley, 2002. Lecture notes for St. Flour course, July 2002. Corrections to version of July 1,2002, Abstract[.txt], Preprint [.ps.Z].

Random walks

[1]    P. Greenwood and J. Pitman, “Fluctuation identities for random walk by path decomposition at the maximum,” Advances in Applied Probability 12 (1980) 291-293.

[2]    J. Pitman, “Enumerations of trees and forests related to branching processes and random walks,” in Microsurveys in Discrete Probability, D. Aldous and J. Propp, eds., no. 41 in DIMACS Ser. Discrete Math. Theoret. Comp. Sci, pp. 163-180. Amer. Math. Soc., Providence RI, 1998. Abstract[.txt], Preprint [.ps.Z], Math. Review.

Ranked functionals

[1]    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.

[2]    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.

Rates of convergence

[1]    J. Pitman, “Uniform rates of convergence for Markov chain transition probabilities,” Z. Wahrsch. Verw. Gebiete 29 (1974) 193-227, Math. Review.

[2]    J. Pitman, Stopping time identities and limit theorems for Markov chains. PhD thesis, Dept. Prob. and Stat., University of Sheffield, 1974.

Rational maps

[1]    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].

Rational rotations

[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.

Ray-Knight theorems

[1]    J. Pitman and M. Yor, “A decomposition of Bessel bridges,” Z. Wahrsch. Verw. Gebiete 59 (1982) 425-457, Math. Review.

[2]    J. Pitman, “Cyclically stationary Brownian local time processes,” Probab. Th. Rel. Fields 106 (1996) 299-329, Article [.ps.Z], SpringerLink, Abstract[.txt], Preprint [.ps.Z], Math. Review.

[3]    J. Pitman, “The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest,” Ann. Probab. 27 (1999) 261-283, Article [.pdf], Project Euclid, Abstract[.txt], Preprint [.ps.Z], Math. Review.

Records

[1]    P. Diaconis and J. Pitman, “Permutations, record values and random measures.” Unpublished lecture notes. Dept. Statistics, U.C. Berkeley, 1986.

Reflection

[1]    J. Pitman, “One-dimensional Brownian motion and the three-dimensional Bessel process,” Advances in Applied Probability 7 (1975) 511-526, Math. Review.

[2]    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.

[3]    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.

Regenerative sets

[1]    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.

[2]    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.

Riemmann zeta function

[1]    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.

Rifle shufles

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

Sampling at uniform times

[1]    J. Pitman, “Brownian motion, bridge, excursion and meander characterized by sampling at independent uniform times,” Electron. J. Probab. 4 (1999) Paper 11, 1-33, Article, Math. Review.

Scholarly communication

[1]    J. Pitman, “Two rules of scholarly communication: publish for the public, and keep the journals.” Submitted to Notices AMS, 2002. Article.

[2]    J. Pitman, “The digital revolution in scholarly communication.” 2002. Article.

[3]    J. Pitman, “The Mathematics Survey Proposal.” Submitted to Notices AMS, 2002. Article.

[4]    J. Pitman, “The future of IMS journals,” IMS Bulletin 32 (2003) Issue 1, p. 1, Article.

Self-similar processes

[1]    J. Pitman and M. Yor, “Random discrete distributions derived from self-similar random sets,” Electron. J. Probab. 1 (1996) Paper 4, 1-28, Article.

[2]    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.

[3]    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.

Self-similar sets

[1]    J. Pitman and M. Yor, “Random discrete distributions derived from self-similar random sets,” Electron. J. Probab. 1 (1996) Paper 4, 1-28, Article.

Set partitions

[1]    J. Pitman, “Some probabilistic aspects of set partitions,” Amer. Math. Monthly 104 (1997) 201-209, Article [.pdf], Abstract[.txt], Preprint [.ps.Z], Math. Review.

Simulation

[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.

Singular measure

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

Size-biased permutation

[1]    J. Pitman, “Random discrete distributions invariant under size-biased permutation,” Adv. Appl. Prob. 28 (1996) 525-539, Preprint [.ps.Z], Math. Review.

Size-biased sampling

[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.

[2]    J. Pitman, “Random discrete distributions invariant under size-biased permutation,” Adv. Appl. Prob. 28 (1996) 525-539, Preprint [.ps.Z], Math. Review.

Skew fields

[1]    L. Dubins and J. Pitman, “A maximal inequality for skew fields,” Z. Wahrsch. Verw. Gebiete 52 (1980) 219-227, Math. Review.

Species sampling

[1]    J. Pitman, “Some developments of the Blackwell-MacQueen urn scheme,” in Statistics, Probability and Game Theory; Papers in honor of David Blackwell, T. F. et al., ed., vol. 30 of Lecture Notes-Monograph Series, pp. 245-267. Institute of Mathematical Statistics, Hayward, California, 1996. Preprint [.ps.Z], Math. Review.

[2]    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.

Splicing paths

[1]    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.

Split-and-merge transformations

[1]    J. Pitman, “Poisson-Dirichlet and GEM invariant distributions for split-and-merge transformations of an interval partition,” Combinatorics, Probability and Computing 11 (2002) 501-514, Abstract[.txt], Preprint [.ps.Z], Math. Review.

Stable Ornstein-Uhlenbeck processes

[1]    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.

Stable subordinators

[1]    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.

[2]    J. Pitman, “Partition structures derived from Brownian motion and stable subordinators,” Bernoulli 3 (1997) 79-96, Abstract[.txt], Preprint [.ps.Z], Math. Review.

[3]    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.

[4]    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.

[5]    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.

[6]    J. Pitman, “Combinatorial Stochastic Processes,” Tech. Rep. 621, Dept. Statistics, U.C. Berkeley, 2002. Lecture notes for St. Flour course, July 2002. Corrections to version of July 1,2002, Abstract[.txt], Preprint [.ps.Z].

Stationary processes

[1]    J. Pitman, “Stationary excursions,” in Séminaire de Probabilités XXI, vol. 1247 of Lecture Notes in Math., pp. 289-302. Springer, 1986. Math. Review.

[2]    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.

Stochastic differential equations

[1]    J. Pitman, “The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest,” Ann. Probab. 27 (1999) 261-283, Article [.pdf], Project Euclid, Abstract[.txt], Preprint [.ps.Z], Math. Review.

Stopping time

[1]    J. Pitman and T. Speed, “A note on random times,” Stoch. Proc. Appl. 1 (1973) 369-374, Math. Review.

[2]    J. Pitman, Stopping time identities and limit theorems for Markov chains. PhD thesis, Dept. Prob. and Stat., University of Sheffield, 1974.

[3]    J. Pitman, “An identity for stopping times of a Markov Process,” in Studies in Probability and Statistics, pp. 41-57. Jerusalem Academic Press, 1974. Math. Review.

[4]    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.

Stopping times

[1]    J. Pitman and T. Speed, “A note on random times,” Stoch. Proc. Appl. 1 (1973) 369-374, Math. Review.

[2]    J. Pitman, Stopping time identities and limit theorems for Markov chains. PhD thesis, Dept. Prob. and Stat., University of Sheffield, 1974.

[3]    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.

Transition probabilities

[1]    J. Pitman, “Uniform rates of convergence for Markov chain transition probabilities,” Z. Wahrsch. Verw. Gebiete 29 (1974) 193-227, Math. Review.

[2]    J. Pitman, Stopping time identities and limit theorems for Markov chains. PhD thesis, Dept. Prob. and Stat., University of Sheffield, 1974.

Tree-valued Markov chains

[1]    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.

Trees and forests

[1]    J. Pitman, “Enumerations of trees and forests related to branching processes and random walks,” in Microsurveys in Discrete Probability, D. Aldous and J. Propp, eds., no. 41 in DIMACS Ser. Discrete Math. Theoret. Comp. Sci, pp. 163-180. Amer. Math. Soc., Providence RI, 1998. Abstract[.txt], Preprint [.ps.Z], Math. Review.

Two-parameter family

[1]    J. Pitman, “The two-parameter generalization of Ewens’ random partition structure,” Tech. Rep. 345, Dept. Statistics, U.C. Berkeley, 1992.

[2]    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.

Undergraduate text

[1]    J. Pitman, Probability. Springer-Verlag, New York, 1993.

Urn schemes

[1]    J. Pitman, “Some developments of the Blackwell-MacQueen urn scheme,” in Statistics, Probability and Game Theory; Papers in honor of David Blackwell, T. F. et al., ed., vol. 30 of Lecture Notes-Monograph Series, pp. 245-267. Institute of Mathematical Statistics, Hayward, California, 1996. Preprint [.ps.Z], Math. Review.

Walshs Brownian motions

[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.

Windings

[1]    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.

[2]    J. Pitman and M. Yor, “Asymptotic laws of planar Brownian motion,” Annals of Probability 14 (1986) 733-779, Article [.pdf], Math. Review.

[3]    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.

[4]    J. Pitman and M. Yor, “Further asymptotic laws of planar Brownian motion,” Annals of Probability 17 (1989) 965-1011, Article [.pdf], Math. Review.

Zero-one law

[1]    D. Aldous and J. Pitman, “On the zero-one law for exchangeable events,” Annals of Probability 7 (1979) 704-723, Math. Review.

Zero sets

[1]    J. Pitman, “Partition structures derived from Brownian motion and stable subordinators,” Bernoulli 3 (1997) 79-96, Abstract[.txt], Preprint [.ps.Z], Math. Review.

[2]    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.

[3]    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.

de Finettis theorem

[1]    J. Pitman, “An extension of de Finetti’s theorem,” Advances in Applied Probability 10 (1978) 268-270.