Stationary excursions
Séminaire de probabilités de Strasbourg, Volume 21 (1987), pp. 289-302.
@article{SPS_1987__21__289_0,
     author = {Pitman, Jim},
     title = {Stationary excursions},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     pages = {289--302},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {21},
     year = {1987},
     zbl = {0619.60040},
     mrnumber = {941992},
     language = {fr},
     url = {http://archive.numdam.org/item/SPS_1987__21__289_0/}
}
TY  - JOUR
AU  - Pitman, Jim
TI  - Stationary excursions
JO  - Séminaire de probabilités de Strasbourg
PY  - 1987
DA  - 1987///
SP  - 289
EP  - 302
VL  - 21
PB  - Springer - Lecture Notes in Mathematics
UR  - http://archive.numdam.org/item/SPS_1987__21__289_0/
UR  - https://zbmath.org/?q=an%3A0619.60040
UR  - https://www.ams.org/mathscinet-getitem?mr=941992
LA  - fr
ID  - SPS_1987__21__289_0
ER  - 
%0 Journal Article
%A Pitman, Jim
%T Stationary excursions
%J Séminaire de probabilités de Strasbourg
%D 1987
%P 289-302
%V 21
%I Springer - Lecture Notes in Mathematics
%G fr
%F SPS_1987__21__289_0
Pitman, Jim. Stationary excursions. Séminaire de probabilités de Strasbourg, Volume 21 (1987), pp. 289-302. http://archive.numdam.org/item/SPS_1987__21__289_0/

Atkinson, B.W. and Mitro, J.B. (1983). Applications of Revuz and Palm type measures for additive functionals in weak duality. Seminar on stochastic processes 1982. Birkhäuser, Boston. | MR | Zbl

Azema, J., Duflo, M. and Revuz, D. (1967). Mesure invariante sur les classes récurrentes des processus de Markov. Z. Wahrscheinlichkeitstheorie 8, 157-181. | MR | Zbl

Azema, J., Duflo, M. and Revuz, D. (1969). Propriétés relatives des processus de Markov récurrents. Z. Wahrscheinlichkeitstheorie 13, 286-314. | MR | Zbl

Biane, P. (1986). Relations entre pont et excursion du mouvement brownien réel. Ann. Inst. Henri. Poincaré, Prob. et Stat, 22, 1-7. | Numdam | MR | Zbl

Bismut, J.M. (1985). Last exit decomposition and regularity at the boundary of transition probabilities. Z. Wahrscheinlichkeitstheorie 69, 65-98. | MR | Zbl

Blumenthal, R.M. and Getoor, R.K. (1968). Markov processes and potential theory. Academic Press. | MR | Zbl

Burdzy, K. (1986). Brownian excursions from hyperplanes and smooth surfaces. T.A.M.S. 295, 35-57. | MR | Zbl

Burdzy, K., Pitman, J.W. and Yor M., Asymptotic laws for crossings and excursions. Paper in preparation.

De Sam Lazaro, J. and Meyer, P.A. (1975). Hélices croissantes et mesures de Palm. Séminaire de Prob. IX pp. 38-51. Lecture Notes in Math. 465. | Numdam

Dynkin, E.B. (1985). An application of flows to time shift and time reversal in stochastic processes. T.A.M.S. 287, 613-619. | MR | Zbl

Fitzsimmons, P.J. &Maisonneuve, B. (1986). Excessive measures and Markov processes with random birth and death. Probability Theory and Related Fields 72, 319-336. | Zbl

Franken, P., Konig, D., Arndt, V., Schmidt, V. (1981). Queues and point processes. Wiley and sons, New York. | Zbl

Geman, D. & Horowitz, J.. (1973). Remarks on Palm measures. Ann. Inst. Henri Poincaré Sec B, IX 213-232. | Numdam | Zbl

Getoor, R.K. (1979). Excursions of a Markov process. Ann. Probab. 7, 244-266. | MR | Zbl

Getoor, R.K. (1985). Some remarks on measures associated with homogeneous random measures. To appear. Sem. Stoch. Proc. 1985. Birkhäuser, Boston. | MR | Zbl

Getoor, R.K. (1985). Measures that are translation invariant in one coordinate. Preprint. | MR

Getoor, R.K. & Sharpe, M.J. (1981). Two results on dual excursions. Seminar on stochastic processes 1981. Boston. p. 31-52. Birkhäuser. | Zbl

Getoor, R.K. & Sharpe, M.J. (1982). Excursions of Dual processes. Adv. in Math. 45, 259-309 | Zbl

Getoor, R.K. & Sharpe, M.J. (1984). Naturality, standardness, and weak duality for Markov processes. Z. Wahrscheinlichkeitstheorie, 67, 1-62. | Zbl

Getoor, R.K. &Steffens, J. (1985). Capacity theory without duality. Preprint

Greenwood, P. and Pitman, J.W. (1980a). Construction of local time and Poisson point processes from nested arrays. J. London Math. Soc. (2) 22, 182-192. | MR | Zbl

Greenwood, P. and Pitman, J.W. (1980b). Fluctuation identities for Lévy processes and splitting at the maximum. Adv. Appl. Prob. 12, 893-902. | MR | Zbl

Hsu, P. (1986). On excursions of reflecting Brownian motion. To appear in T.A.M.S. | MR | Zbl

Itô, K. (1970). Poisson point processes attached to Markov processes. Proc. Sixth Berkeley Symp. Math. Statist. Prob. pp. 225-239. Univ. of California Press, Berkeley. | MR | Zbl

Jacod, J. (1979). Calcul Stochastique et Problèmes de Martingales. Lecture Notes in Math. 714, Springer-Verlag, Berlin. | MR | Zbl

Kaspi, H. (1983). Excursions of Markov processes: An approach via Markov additive processes. Z. Wahrscheinlichkeitstheorie verw. Gebiete. 64, 251-268. | MR | Zbl

Kaspi, H. (1984). On invariant measures and dual excursions of Markov processes. Z. Wahrscheinlichkeitstheorie 66, 185-204. | MR | Zbl

Kerstan, J., Matthes, K. and Mecke, J. (1974). Infinitely divisible point processes. Wiley and sons. New York. | MR

Kuznetsov, S.E. (1974). Construction of Markov processes with random times of birth and death. Th. Prob. Appl., 18, 571-574. | Zbl

Maisonneuve, B. (1971). Ensembles régénératifs, temps locaux et subordinateurs. Sém. de Prob. V. Lecture Notes in Math 191. | Numdam | MR

Maisonneuve, B. (1975). Exit systems. Ann. Prob. 3, 399-411. | MR | Zbl

Maisonneuve, B. (1983). Ensembles régénératifs de la droite. Z. Wahrscheinlichkeitstheorie 63, 501-510. | MR | Zbl

Matthes, K. (1963/4). Stationäre zufällige Punktfolgen. Jahresbericht d. Deutsch. Math. Verein, 66, 66-79. | MR | Zbl

Mcfadden, J.A. (1962). On the lengths of intervals in a stationary point process J. Roy. Stat. Soc. Ser. B, 24, 364-382. | MR | Zbl

Mecke, J. (1967). Stationäre zufällige Masse auf lokal kompakten Abelschen Gruppen. Z. Wahrscheinlichkeitstheorie 9, 36-58. | MR | Zbl

Mitro, J.B. (1979). Dual Markov processes: Construction of a useful auxilliary process. Z. Wahrscheinlichkeitstheorie 47, 139-156. | MR | Zbl

Mitro, J.B. (1984). Exit systems for dual Markov processes. Z. Wahrscheinlichkeitstheorie 66, 259-267. | MR | Zbl

Neveu, J. (1968). Sur la structure des processes ponctuels stationaires. C. R. Acad. Sci, t 267, A p. 561. | MR | Zbl

Neveu, J. (1976). Sur les mesures de Palm de deux processus ponctuels stationnaires. Z. Wahrscheinlichkeitstheorie verw. Geb. 34, 199-203. | MR | Zbl

Neveu, J.. (1977). Ecole d'Eté de Probabilités de Saint-Flour VI-1976. 250-446. Lecture Notes in Math. 598. Springer. | MR | Zbl

Pitman, J.W. (1981). Lévy systems and path decompositions. Seminar on stochastic processes 1981. Birkhäuser, Boston. | MR | Zbl

Sharpe, M.J. (1972). Discontinuous additive functionals of dual Markov processes. Z. Wahrscheinlichkeitstheorie 21, 81-95. | MR | Zbl

Taksar, M.I. (1980). Regenerative sets on the real line. Seminaire de probabilités XIV, Springer Lecture notes in math. 784. | Numdam | MR | Zbl

Taksar, M.I. (1981). Subprocesses of a stationary Markov process. Z. Wahrscheinlichkeitstheorie 55, 275-299. | MR | Zbl

Taksar, M.I. (1983). Enhancing of semigroups. Z. Wahrscheinlichkeitstheorie 63, 445-462. | MR | Zbl

Taksar, M.I. (1986). Infinite excessive and invariant measures. Preprint. | MR

Totoki, H. (1966). Time changes of flows. Mem. Fac. Sci. Kyushu Univ. Ser. A., t 20, p. 27-55. | MR | Zbl

Vervaat, W. (1979). A relation between Brownian bridge and Brownian excursion. Ann. Prob. 7, 143-149. | MR | Zbl