@article{SPS_1987__21__289_0,
author = {Pitman, Jim},
title = {Stationary excursions},
journal = {S\'eminaire de probabilit\'es de Strasbourg},
volume = {21},
year = {1987},
pages = {289-302},
mrnumber = {941992},
zbl = {0619.60040},
language = {fr},
url = {http://dml.mathdoc.fr/item/SPS_1987__21__289_0}
}
Pitman, Jim. Stationary excursions. Séminaire de probabilités de Strasbourg, Tome 21 (1987) pp. 289-302. http://gdmltest.u-ga.fr/item/SPS_1987__21__289_0/
and (1983). Applications of Revuz and Palm type measures for additive functionals in weak duality. Seminar on stochastic processes 1982. Birkhäuser, Boston. | MR 733664 | Zbl 0528.60074
, and (1967). Mesure invariante sur les classes récurrentes des processus de Markov. Z. Wahrscheinlichkeitstheorie 8, 157-181. | MR 222955 | Zbl 0178.20302
, and (1969). Propriétés relatives des processus de Markov récurrents. Z. Wahrscheinlichkeitstheorie 13, 286-314. | MR 260015 | Zbl 0181.21002
(1986). Relations entre pont et excursion du mouvement brownien réel. Ann. Inst. Henri. Poincaré, Prob. et Stat, 22, 1-7. | Numdam | MR 838369 | Zbl 0596.60079
(1985). Last exit decomposition and regularity at the boundary of transition probabilities. Z. Wahrscheinlichkeitstheorie 69, 65-98. | MR 775853 | Zbl 0551.60077
and (1968). Markov processes and potential theory. Academic Press. | MR 264757 | Zbl 0169.49204
(1986). Brownian excursions from hyperplanes and smooth surfaces. T.A.M.S. 295, 35-57. | MR 831187 | Zbl 0601.60080
, and , Asymptotic laws for crossings and excursions. Paper in preparation.
and (1975). Hélices croissantes et mesures de Palm. Séminaire de Prob. IX pp. 38-51. Lecture Notes in Math. 465. | Numdam
(1985). An application of flows to time shift and time reversal in stochastic processes. T.A.M.S. 287, 613-619. | MR 768728 | Zbl 0562.60076
& (1986). Excessive measures and Markov processes with random birth and death. Probability Theory and Related Fields 72, 319-336. | Zbl 0584.60085
, , , (1981). Queues and point processes. Wiley and sons, New York. | Zbl 0505.60058
& . (1973). Remarks on Palm measures. Ann. Inst. Henri Poincaré Sec B, IX 213-232. | Numdam | Zbl 0283.60056
(1979). Excursions of a Markov process. Ann. Probab. 7, 244-266. | MR 525052 | Zbl 0399.60069
(1985). Some remarks on measures associated with homogeneous random measures. To appear. Sem. Stoch. Proc. 1985. Birkhäuser, Boston. | MR 896738 | Zbl 0604.60070
(1985). Measures that are translation invariant in one coordinate. Preprint. | MR 902425
& (1981). Two results on dual excursions. Seminar on stochastic processes 1981. Boston. p. 31-52. Birkhäuser. | Zbl 0531.60069
& (1982). Excursions of Dual processes. Adv. in Math. 45, 259-309 | Zbl 0497.60067
& (1984). Naturality, standardness, and weak duality for Markov processes. Z. Wahrscheinlichkeitstheorie, 67, 1-62. | Zbl 0553.60070
& (1985). Capacity theory without duality. Preprint
and (1980a). Construction of local time and Poisson point processes from nested arrays. J. London Math. Soc. (2) 22, 182-192. | MR 579823 | Zbl 0427.60048
and (1980b). Fluctuation identities for Lévy processes and splitting at the maximum. Adv. Appl. Prob. 12, 893-902. | MR 588409 | Zbl 0443.60037
(1986). On excursions of reflecting Brownian motion. To appear in T.A.M.S. | MR 837810 | Zbl 0602.60070
(1970). Poisson point processes attached to Markov processes. Proc. Sixth Berkeley Symp. Math. Statist. Prob. pp. 225-239. Univ. of California Press, Berkeley. | MR 402949 | Zbl 0284.60051
(1979). Calcul Stochastique et Problèmes de Martingales. Lecture Notes in Math. 714, Springer-Verlag, Berlin. | MR 542115 | Zbl 0414.60053
(1983). Excursions of Markov processes: An approach via Markov additive processes. Z. Wahrscheinlichkeitstheorie verw. Gebiete. 64, 251-268. | MR 714146 | Zbl 0514.60073
(1984). On invariant measures and dual excursions of Markov processes. Z. Wahrscheinlichkeitstheorie 66, 185-204. | MR 749221 | Zbl 0525.60076
, and (1974). Infinitely divisible point processes. Wiley and sons. New York. | MR 517931
(1974). Construction of Markov processes with random times of birth and death. Th. Prob. Appl., 18, 571-574. | Zbl 0296.60049
(1971). Ensembles régénératifs, temps locaux et subordinateurs. Sém. de Prob. V. Lecture Notes in Math 191. | Numdam | MR 448586
(1975). Exit systems. Ann. Prob. 3, 399-411. | MR 400417 | Zbl 0311.60047
(1983). Ensembles régénératifs de la droite. Z. Wahrscheinlichkeitstheorie 63, 501-510. | MR 705620 | Zbl 0496.60033
(1963/4). Stationäre zufällige Punktfolgen. Jahresbericht d. Deutsch. Math. Verein, 66, 66-79. | MR 160265 | Zbl 0178.52803
(1962). On the lengths of intervals in a stationary point process J. Roy. Stat. Soc. Ser. B, 24, 364-382. | MR 153059 | Zbl 0201.50002
(1967). Stationäre zufällige Masse auf lokal kompakten Abelschen Gruppen. Z. Wahrscheinlichkeitstheorie 9, 36-58. | MR 228027 | Zbl 0164.46601
(1979). Dual Markov processes: Construction of a useful auxilliary process. Z. Wahrscheinlichkeitstheorie 47, 139-156. | MR 523166 | Zbl 0406.60067
(1984). Exit systems for dual Markov processes. Z. Wahrscheinlichkeitstheorie 66, 259-267. | MR 749225 | Zbl 0525.60075
(1968). Sur la structure des processes ponctuels stationaires. C. R. Acad. Sci, t 267, A p. 561. | MR 233415 | Zbl 0164.19102
(1976). Sur les mesures de Palm de deux processus ponctuels stationnaires. Z. Wahrscheinlichkeitstheorie verw. Geb. 34, 199-203. | MR 397873 | Zbl 0309.60037
. (1977). Ecole d'Eté de Probabilités de Saint-Flour VI-1976. 250-446. Lecture Notes in Math. 598. Springer. | MR 474493 | Zbl 0439.60044
(1981). Lévy systems and path decompositions. Seminar on stochastic processes 1981. Birkhäuser, Boston. | MR 647782 | Zbl 0518.60077
(1972). Discontinuous additive functionals of dual Markov processes. Z. Wahrscheinlichkeitstheorie 21, 81-95. | MR 305491 | Zbl 0213.19404
(1980). Regenerative sets on the real line. Seminaire de probabilités XIV, Springer Lecture notes in math. 784. | Numdam | MR 580147 | Zbl 0435.60014
(1981). Subprocesses of a stationary Markov process. Z. Wahrscheinlichkeitstheorie 55, 275-299. | MR 608022 | Zbl 0447.60056
(1983). Enhancing of semigroups. Z. Wahrscheinlichkeitstheorie 63, 445-462. | MR 705616 | Zbl 0545.60070
(1986). Infinite excessive and invariant measures. Preprint. | MR 896746
(1966). Time changes of flows. Mem. Fac. Sci. Kyushu Univ. Ser. A., t 20, p. 27-55. | MR 201606 | Zbl 0185.39103
(1979). A relation between Brownian bridge and Brownian excursion. Ann. Prob. 7, 143-149. | MR 515820 | Zbl 0392.60058