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Jim Pitman

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This is information that was supplied by Jim Pitman in registering through RePEc. If you are Jim Pitman , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Jim
Middle Name:
Last Name: Pitman
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RePEc Short-ID: ppi337

Email: [This author has chosen not to make the email address public]
Homepage: http://www.stat.berkeley.edu/~pitman/
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Affiliation

University of California, Department of Statistics
Homepage: http://statistics.berkeley.edu/
Location: USA, Berkeley

Works

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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.

Statistics

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