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Jim Pitman

Personal Details

First Name:Jim
Middle Name:
Last Name:Pitman
Suffix:
RePEc Short-ID:ppi337
[This author has chosen not to make the email address public]
http://www.stat.berkeley.edu/~pitman/

Affiliation

University of California, Department of Statistics

http://statistics.berkeley.edu/
USA, Berkeley

Research output

as
Jump to: Articles

Articles

  1. Hansen, Ben & Pitman, Jim, 2000. "Prediction rules for exchangeable sequences related to species sampling," Statistics & Probability Letters, Elsevier, vol. 46(3), pages 251-256, February.
  2. Fitzsimmons, P. J. & Pitman, Jim, 1999. "Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process," Stochastic Processes and their Applications, Elsevier, vol. 79(1), pages 117-134, January.
  3. Evans, Steven N. & Pitman, Jim, 1998. "Stationary Markov processes related to stable Ornstein-Uhlenbeck processes and the additive coalescent," Stochastic Processes and their Applications, Elsevier, vol. 77(2), pages 175-185, September.
  4. Klass, Michael & Pitman, Jim, 1993. "Limit laws for Brownian motion conditioned to reach a high level," Statistics & Probability Letters, Elsevier, vol. 17(1), pages 13-17, May.
  5. Pitman, J. W. & Speed, T. P., 1973. "A note on random times," Stochastic Processes and their Applications, Elsevier, vol. 1(4), pages 369-374, October.
  6. Jeanblanc, M. & Pitman, J. & Yor, M., 0. "Self-similar processes with independent increments associated with Lévy and Bessel processes," Stochastic Processes and their Applications, Elsevier, vol. 100(1-2), pages 223-231, July.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Hansen, Ben & Pitman, Jim, 2000. "Prediction rules for exchangeable sequences related to species sampling," Statistics & Probability Letters, Elsevier, vol. 46(3), pages 251-256, February.

    Cited by:

    1. U. Garibaldi & D. Costantini & P. Viarengo, 2007. "The two-parameter Ewens distribution: a finitary approach," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 2(2), pages 147-161, December.
    2. Ali Amiryousefi & Ville Kinnula & Jing Tang, 2022. "Bayes in Wonderland! Predictive Supervised Classification Inference Hits Unpredictability," Mathematics, MDPI, vol. 10(5), pages 1-11, March.
    3. Aoki, Masanao & Yoshikawa, Hiroshi, 2007. "Non-Self-Averaging in Macroeconomic Models: A Criticism of Modern Micro-founded Macroeconomics," Economics Discussion Papers 2007-49, Kiel Institute for the World Economy (IfW Kiel).
    4. Bissiri, Pier Giovanni, 2010. "Characterization of the law of a finite exchangeable sequence through the finite-dimensional distributions of the empirical measure," Statistics & Probability Letters, Elsevier, vol. 80(17-18), pages 1306-1312, September.
    5. Andrea Collevecchio & Codina Cotar & Marco LiCalzi, 2011. "On a preferential attachment and generalized Pólya's urn model," Working Papers 8, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, revised Oct 2012.
    6. Martínez-Ovando Juan Carlos & Olivares-Guzmán Sergio I. & Roldán-Rodríguez Adriana, 2014. "Predictive Inference on Finite Populations Segmented in Planned and Unplanned Domains," Working Papers 2014-04, Banco de México.
    7. Cerquetti, Annalisa, 2007. "A note on Bayesian nonparametric priors derived from exponentially tilted Poisson-Kingman models," Statistics & Probability Letters, Elsevier, vol. 77(18), pages 1705-1711, December.
    8. Wenpin Tang, 2022. "Stability of shares in the Proof of Stake Protocol -- Concentration and Phase Transitions," Papers 2206.02227, arXiv.org.

  2. Fitzsimmons, P. J. & Pitman, Jim, 1999. "Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process," Stochastic Processes and their Applications, Elsevier, vol. 79(1), pages 117-134, January.

    Cited by:

    1. Dell'Era Mario, M.D., 2008. "Pricing of Double Barrier Options by Spectral Theory," MPRA Paper 17502, University Library of Munich, Germany.
    2. Chen, Xia, 2001. "Moderate deviations for Markovian occupation times," Stochastic Processes and their Applications, Elsevier, vol. 94(1), pages 51-70, July.
    3. Jackson Loper, 2020. "Uniform Ergodicity for Brownian Motion in a Bounded Convex Set," Journal of Theoretical Probability, Springer, vol. 33(1), pages 22-35, March.
    4. Dell'Era Mario, M.D., 2008. "Pricing of the European Options by Spectral Theory," MPRA Paper 17429, University Library of Munich, Germany.
    5. Alistair N Boettiger & Peter L Ralph & Steven N Evans, 2011. "Transcriptional Regulation: Effects of Promoter Proximal Pausing on Speed, Synchrony and Reliability," PLOS Computational Biology, Public Library of Science, vol. 7(5), pages 1-14, May.
    6. Depperschmidt, Andrej & Pfaffelhuber, Peter, 2010. "Asymptotics of a Brownian ratchet for protein translocation," Stochastic Processes and their Applications, Elsevier, vol. 120(6), pages 901-925, June.
    7. Masaaki Fukasawa, 2010. "Asymptotic analysis for stochastic volatility: Edgeworth expansion," Papers 1004.2106, arXiv.org.
    8. Masaaki Fukasawa, 2010. "Central limit theorem for the realized volatility based on tick time sampling," Finance and Stochastics, Springer, vol. 14(2), pages 209-233, April.

  3. Jeanblanc, M. & Pitman, J. & Yor, M., 0. "Self-similar processes with independent increments associated with Lévy and Bessel processes," Stochastic Processes and their Applications, Elsevier, vol. 100(1-2), pages 223-231, July.

    Cited by:

    1. Becker-Kern, Peter & Pap, Gyula, 2008. "Parameter estimation of selfsimilarity exponents," Journal of Multivariate Analysis, Elsevier, vol. 99(1), pages 117-140, January.
    2. Becker-Kern, Peter, 2004. "Random integral representation of operator-semi-self-similar processes with independent increments," Stochastic Processes and their Applications, Elsevier, vol. 109(2), pages 327-344, February.
    3. Bhatti, T. & Kern, P., 2017. "An integral representation of dilatively stable processes with independent increments," Stochastic Processes and their Applications, Elsevier, vol. 127(1), pages 209-227.
    4. Dilip B. Madan & Wim Schoutens, 2020. "Self‐similarity in long‐horizon returns," Mathematical Finance, Wiley Blackwell, vol. 30(4), pages 1368-1391, October.

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