The concave majorant of Brownian motion

DOI10.1214/aop/1176993450zbMath0523.60079OpenAlexW1999282205MaRDI QIDQ1056471

Piet Groeneboom

Publication date: 1983

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993450

zbMATH Keywords

Brownian excursions

Mathematics Subject Classification ID

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