The convex minorant of a Lévy process (Q439880)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The convex minorant of a Lévy process |
scientific article; zbMATH DE number 6067452
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The convex minorant of a Lévy process |
scientific article; zbMATH DE number 6067452 |
Statements
The convex minorant of a Lévy process (English)
0 references
17 August 2012
0 references
Lévy processes
0 references
convex minorant
0 references
uniform stick-breaking
0 references
fluctuation theory
0 references
Vervaat transformation
0 references
0 references
0 references
0 references
0 references
0.9496367
0 references
0.9473714
0 references
0.9417896
0 references
0.9014122
0 references
0.90060407
0 references
0 references
0.8983981
0 references
0.8968321
0 references
0.88701445
0 references
0 references
