Mathematical Sciences: Markov Processes
{'Code': '03040107', 'Directorate': {'Abbreviation': 'MPS', 'LongName': 'Direct For Mathematical & Physical Scien'}, 'Division': {'Abbreviation': 'DMS', 'LongName': 'Division Of Mathematical Sciences'}}
{'SignBlockName': 'Peter Arzberger', 'PO_EMAI': None, 'PO_PHON': None}
The general area of investigation in the project is                        excursions and local times of Markov processes such as the                      Brownian motion.  The investigator will continue the study of                   asymptotic properties of additive functionals of Brownian motion.               Previous work in collaboration with Yor, has settled many                       important questions about the integrals with respect to the                     Brownian motion.  The new functionals are integrals of functions                of Brownian motion.  Examples of such functionals include the                   occupation times of sectors and Brownian Words.  The last is a                  measure of the self winding behavior of the process.  The local                 time process viewed at local times leads to existence questions                 of more general processes.  Some of these questions are settled                 by Krein's theory of strings.  An arcsin process arising from the               process of the last time minimum of Brownian motion has many                    interesting properties and has been as yet, unexplored.
{'FirstName': 'James', 'LastName': 'Pitman', 'PI_MID_INIT': None, 'PI_SUFX_NAME': None, 'PI_FULL_NAME': 'James Pitman', 'EmailAddress': 'pitman@stat.berkeley.edu', 'NSF_ID': '000465530', 'StartDate': '06/15/1988', 'EndDate': None, 'RoleCode': 'Principal Investigator'}
{'Name': 'University of California-Berkeley', 'CityName': 'BERKELEY', 'ZipCode': '947101749', 'PhoneNumber': '5106433891', 'StreetAddress': '1608 4TH ST STE 201', 'StreetAddress2': None, 'CountryName': 'United States', 'StateName': 'California', 'StateCode': 'CA', 'CONGRESSDISTRICT': '12', 'CONGRESS_DISTRICT_ORG': 'CA12', 'ORG_UEI_NUM': 'GS3YEVSS12N6', 'ORG_LGL_BUS_NAME': 'REGENTS OF THE UNIVERSITY OF CALIFORNIA, THE', 'ORG_PRNT_UEI_NUM': None}
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{'Code': '1263', 'Text': 'PROBABILITY'}
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