Asymptotic shape of the concave majorant of a Lévy process (Q6159719): Difference between revisions

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+W3167631128
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+How long is the convex minorant of a one-dimensional random walk?
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+Convex minorants of random walks and Lévy processes
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+Stochastic Models with Power-Law Tails
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+Splitting at the infimum and excursions in half-lines for random walks and Lévy processes
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+A Gaussian approximation theorem for Lévy processes
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+Q4726487
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+Q4269108
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+Convex minorants and the fluctuation theory of L\'evy processes
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+Geometrically Convergent Simulation of the Extrema of Lévy Processes
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+Q5624460
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+Q2774021
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+Q5286671
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+On the convex hull of symmetric stable processes
@@ Property / cites work: On the convex hull of symmetric stable processes / rank @@
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+Convex hulls of Lévy processes
@@ Property / cites work: Convex hulls of Lévy processes / rank @@
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+The convex hull of a planar random walk: perimeter, diameter, and shape
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+Q4510189
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+Q4085017
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+Q4327561
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+The convex minorant of a Lévy process
@@ Property / cites work: The convex minorant of a Lévy process / rank @@
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+Q5409097
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+Convex hulls of planar random walks with drift
@@ Property / cites work: Convex hulls of planar random walks with drift / rank @@
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+Convex hulls of random walks and their scaling limits
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+Publication:6159719