Asymptotic shape of the concave majorant of a Lévy process (Q6159719): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3167631128 / rank | |||
Normal rank |
Revision as of 09:24, 30 July 2024
scientific article; zbMATH DE number 7699333
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotic shape of the concave majorant of a Lévy process |
scientific article; zbMATH DE number 7699333 |
Statements
Asymptotic shape of the concave majorant of a Lévy process (English)
0 references
20 June 2023
0 references
concave majorant
0 references
convex minorant
0 references
limit theorem
0 references
stick-breaking process
0 references
Lévy process
0 references