Pitman The investigator plans to continue present lines of research into stochastic processes, particularly Brownian motion, random partitions, and related processes. Particular subjects proposed for study are the following: random partition structures associated with a subordinator, the two parameter generalization of Ewens' random partition structure and its relation to the excursion theory of Brownian motion and Bessel processes, random scaling operations on the paths of Brownian motion and Bessel processes, and various subfiltrations of the Brownian filtration. The investigator will continue present lines of research into stochastic processes, particularly Brownian motion, random partitions, and related processes. Random partitions find applications to combinatorics, physics, and genetics. These models are useful in the study of random phenomena involving clustering or aggregation in a wide variety of contexts. This is fundamental research into the mathematical structure of stochastic processes. Progress in this direction enhances our understanding of these processes and has potential for application in numerous fields of knowledge.

Agency
National Science Foundation (NSF)
Institute
Division of Mathematical Sciences (DMS)
Application #
9404345
Program Officer
Keith Crank
Project Start
Project End
Budget Start
1994-07-01
Budget End
1997-06-30
Support Year
Fiscal Year
1994
Total Cost
$150,000
Indirect Cost
Name
University of California Berkeley
Department
Type
DUNS #
City
Berkeley
State
CA
Country
United States
Zip Code
94704