Asymptotic shape of the concave majorant of a Lévy process (Q6159719)
From MaRDI portal
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
0 references
