Asymptotic shape of the concave majorant of a Lévy process (Q6159719)
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scientific article; zbMATH DE number 7699333
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| 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)
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20 June 2023
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concave majorant
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convex minorant
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limit theorem
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stick-breaking process
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Lévy process
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0.7705898880958557
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0.765689492225647
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0.7642773985862732
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0.7578297257423401
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