On the Location of the Maximum of a Continuous Stochastic Process

DOI10.1239/jap/1395771420zbMath1305.60029arXiv1207.4469OpenAlexW1989343110MaRDI QIDQ5416547

Leandro P. R. Pimentel

Publication date: 14 May 2014

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

Full work available at URL: https://arxiv.org/abs/1207.4469

zbMATH Keywords

Brownian motionstationary processmaximaparabolic driftsample path properties

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Sample path properties (60G17)

Related Items (17)

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Cites Work

• Vertices of the least concave majorant of Brownian motion with parabolic drift
• The maximum of Brownian motion with parabolic drift
• Scaling for a one-dimensional directed polymer with boundary conditions
• Moments of the location of the maximum of Brownian motion with parabolic drift
• Second class particles and cube root asymptotics for Hammersley's process
• Cube root asymptotics
• Current fluctuations for the asymmetric simple exclusion process
• Scale invariance of the PNG droplet and the Airy process
• Discrete polynuclear growth and determinantal processes
• Endpoint distribution of directed polymers in \(1 + 1\) dimensions
• Brownian Gibbs property for Airy line ensembles
• Cube root fluctuations for the corner growth model associated to the exclusion process
• The maximum of a random walk whose mean path has a maximum

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