Convex minorants of random walks and Lévy processes (Q428673): Difference between revisions

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Convex minorants of random walks and Lévy processes
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    Convex minorants of random walks and Lévy processes (English)
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    22 June 2012
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    random walks
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    Lévy processes
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    Brownian meander
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    convex minorant
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    uniform stickbreaking
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    fluctuation theory abstract this article provides an overview of recent work on descriptions and properties of the convex minorant of random walks and Lévy processes as detailed in [
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