The quantile transform of simple walks and Brownian motion

DOI10.1214/EJP.V20-3479zbMath1335.60067arXiv1307.4967OpenAlexW1647330298MaRDI QIDQ894148

Noah Mills Forman, Sami Assaf, Jim W. Pitman

Publication date: 27 November 2015

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.4967

zbMATH Keywords

Brownian motionexcursion theoryfluctuation theorysimple random walkspath transformation

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Combinatorial probability (60C05) Local time and additive functionals (60J55)

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