Concave Majorants of Random Walks and Related Poisson Processes (Q3103619): Difference between revisions

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+.3262
@@ Property / arXiv ID: 1011.3262 / rank @@
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@@ Property / cites work @@
+The Bohnenblust-Spitzer algorithm and its applications
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@@ Property / cites work @@
+Fluctuation and periodicity
@@ Property / cites work: Fluctuation and periodicity / rank @@
+Normal rank
@@ Property / cites work @@
+Random walks whose concave majorants often have few faces
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@@ Property / cites work @@
+Fluctuation identities for lévy processes and splitting at the maximum
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+Records, permutations and greatest convex minorants
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+Combinatorial stochastic processes. Ecole d'Eté de Probabilités de Saint-Flour XXXII -- 2002.
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+Regenerative composition structures
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+Toeplitz matrices, translation kernels and a related problem in probability theory
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+Q5624436
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+Normal rank
@@ Property / cites work @@
+The concave majorant of Brownian motion
@@ Property / cites work: The concave majorant of Brownian motion / rank @@
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+A generalization of Spitzer's combinatorial lemma
@@ Property / cites work: A generalization of Spitzer's combinatorial lemma / rank @@
+Normal rank
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+The convex minorant of the Cauchy process
@@ Property / cites work: The convex minorant of the Cauchy process / rank @@
+Normal rank
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+Renewal theory for embedded regenerative sets
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+A relation between Brownian bridge and Brownian excursion
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