BibSonomy publications for /tag/excursionsBibSonomypublrss/tag/excursionsBibSonomy RSS feed for /tag/excursions2012-02-15T23:19:05+01:00- Laplace Transforms Related to Excursions of a One-Dimensional Diffusionhttp://www.bibsonomy.org/bibtex/232487a00421279724f13507d75b3e2d1/peter.ralphpeter.ralph2010-08-26T21:00:05+02:00diffusions excursions hitting_times laplace_transform <span class="authorEditorList"><a href="/author/Pitman">Jim Pitman</a>, and <a href="/author/Yor">Marc Yor</a> </span><em>Bernoulli</em> <em>5(2):pp. 249-255</em> (<em>1999</em>)
- Hitting, occupation and inverse local times of one-dimensional diffusions: Martingale and excursion approaches.http://www.bibsonomy.org/bibtex/2af18ef33b84971e852358ff3c9728f8d/peter.ralphpeter.ralph2010-08-26T20:57:36+02:00diffusions excursions hitting_times laplace_transform local_times occupation_time review <span class="authorEditorList"><a href="/author/Pitman">Jim Pitman</a>, and <a href="/author/Yor">Marc Yor</a> </span><em>Bernoulli</em> <em>9(1):1-24</em> (<em>2003</em>)
- Size-biased sampling of Poisson point processes and excursionshttp://www.bibsonomy.org/bibtex/2c36b8cb697027e4d7261bae24c95a168/peter.ralphpeter.ralph2010-01-15T19:31:30+01:00Poisson_process excursions size_biased_parititions <span class="authorEditorList"><a href="/author/Perman">M. Perman</a>, <a href="/author/Pitman">J. Pitman</a>, and <a href="/author/Yor">M. Yor</a> </span><em>Probability Theory and Related Fields</em> <em>92(1):21--39</em> (<em>1992</em>)
- Poisson-Kingman partitionshttp://www.bibsonomy.org/bibtex/2868b2332af933348e30042a963ace490/peter.ralphpeter.ralph2009-04-25T01:55:19+02:00Poisson_Dirichlet_distribution exchangeability excursions partitions reference sampling_formula <span class="authorEditorList"><a href="/author/Pitman">J. Pitman</a> </span><em>Lecture Notes-Monograph Series</em> (<em>2003</em>){Poisson-Kingman partitions}
- Some asymptotic properties of the transition densities of
one-dimensional quasidiffusionshttp://www.bibsonomy.org/bibtex/207931e3aac0bf06022d5984877d60b04/peter.ralphpeter.ralph2009-04-24T23:33:01+02:00excursions quasidiffusions spectral_theory <span class="authorEditorList"><a href="/author/Küchler">Uwe Küchler</a> </span><em>Publ. Res. Inst. Math. Sci.</em> <em>16(1):245--268</em> (<em>1980</em>)q-paper
- Exponential families of Markov processes. II.
Birth-and-death processeshttp://www.bibsonomy.org/bibtex/28c52b2b13279e8d54c02b0fb4c02f9a9/peter.ralphpeter.ralph2009-04-24T23:33:01+02:00excursions quasidiffusions spectral_theory <span class="authorEditorList"><a href="/author/Küchler">Uwe Küchler</a> </span><em>Math. Operationsforsch. Statist. Ser. Statist.</em> <em>13(2):219--230</em> (<em>1982</em>)q-paper
- Exponential families of Markov processes. I. General
resultshttp://www.bibsonomy.org/bibtex/2415dbbd8efc0c62092b8f79a8f2693b6/peter.ralphpeter.ralph2009-04-24T23:33:01+02:00excursions quasidiffusions spectral_theory <span class="authorEditorList"><a href="/author/Küchler">Uwe Küchler</a> </span><em>Math. Operationsforsch. Statist. Ser. Statist.</em> <em>13(1):57--69</em> (<em>1982</em>)q-paper
- On Itô's excursion law, local times and spectral measures for quasidiffusionshttp://www.bibsonomy.org/bibtex/27eafb45253187674f7b43acd62344cb1/peter.ralphpeter.ralph2009-04-24T23:33:01+02:00excursions quasidiffusions spectral_theory <span class="authorEditorList"><a href="/author/Küchler">Uwe Küchler</a> </span><em>Probability theory and mathematical statistics, Vol.\ II
Vilnius, 1985, </em><em>VNU Sci. Press, </em><em>Utrecht, </em>(<em>1987</em>)q-paper
- A limit theorem for the excursion of quasidiffusions straddling $t$http://www.bibsonomy.org/bibtex/2534e34f8c9a769b48b2218948eed041d/peter.ralphpeter.ralph2009-04-24T23:33:01+02:00excursions quasidiffusions spectral_theory <span class="authorEditorList"><a href="/author/Küchler">Uwe Küchler</a> </span><em>Markov processes and control theory Gauß ig, 1988, </em><em>volume 54 of Math. Res., </em><em>Akademie-Verlag, </em><em>Berlin, </em>(<em>1989</em>)q-paper
- Quasidiffusions, sojourn times and spectral measureshttp://www.bibsonomy.org/bibtex/2a63480d9c07006befd87872623bbc116/peter.ralphpeter.ralph2009-04-24T23:33:01+02:00excursions spectral_theory <span class="authorEditorList"><a href="/author/Küchler">Uwe Küchler</a> </span><em>C. R. Acad. Bulgare Sci.</em> <em>38(11):1445--1448</em> (<em>1985</em>)q-paper
- On sojourn times, excursions and spectral measures connected with quasidiffusionshttp://www.bibsonomy.org/bibtex/283f87ce5fb90f6885ae7b0ccfab06446/peter.ralphpeter.ralph2009-04-24T23:33:01+02:00excursions quasidiffusions spectral_theory <span class="authorEditorList"><a href="/author/Küchler">Uwe Küchler</a> </span><em>J. Math. Kyoto Univ.</em> <em>26(3):403--421</em> (<em>1986</em>)q-paper
- The two-parameter Poisson-Dirichlet distribution derived from a stable subordinatorhttp://www.bibsonomy.org/bibtex/2a46c28a46dc7cd2c51757d95eb542856/peter.ralphpeter.ralph2009-04-01T01:40:08+02:00GEM_distribution Poisson_Dirichlet_distribution coalescent_theory excursions partitions subordinators urn_models <span class="authorEditorList"><a href="/author/Pitman">J. Pitman</a>, and <a href="/author/Yor">M. Yor</a> </span><em>Annals of Probability</em> <em>25(2):855--900</em> (<em>1997</em>)
- The rank of the present excursionhttp://www.bibsonomy.org/bibtex/29d9bd81822f18fb8d04375eea4c9b8c7/smichasmicha2008-04-22T14:25:45+02:00Excursions <span class="authorEditorList"><a href="/author/Scheffer">Carel L. Scheffer</a> </span><em>Stochastic Processes and their Applications</em> <em>55(1):101--118</em> (<em>January 1995</em>)Stochastic Processes and their Applications
- A diffusion equation for linear fractional stable motion, apparent multifractality \& applications to space physicshttp://www.bibsonomy.org/bibtex/29f4390d7d0965c4c7371b02ddd8f6c7b/statphys23statphys232007-06-20T10:16:09+02:00anomalous bernoulli diffusion excursions fractional linear motion stable statphys23 topic-3 <span class="authorEditorList"><a href="/author/Watkins">N.W. Watkins</a>, <a href="/author/Credgington">D. Credgington</a>, <a href="/author/Sanchez">R. Sanchez</a>, and <a href="/author/Chapman">S.C. Chapman</a> </span><em>Abstract Book of the XXIII IUPAP International Conference on Statistical Physics, </em><em>Genova, Italy, </em>(<em>September 2007</em>)