Asymptotic shape of the concave majorant of a Lévy process (Q6159719)

From MaRDI portal
Revision as of 09:24, 30 July 2024 by Openalex240730090724 (talk | contribs) (Set OpenAlex properties.)
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
    0 references
    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

    Identifiers