The rank of the present excursion

DOI10.1016/0304-4149(95)91544-BMaRDI QIDQ1346148zbMATH OpenFDO

Authors Carel L. Scheffer

Publication date 15 August 1995

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

excursionsBrownian motionpoint processeslocal timeheavy-tailed distributionsPalm probabilities

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Brownian motion (60J65) Renewal theory (60K05)

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• The rank of the current lifetime

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• Statistics of the longest interval in renewal processes
• Asymptotic properties of ranked heights in Brownian excursions
• Record statistics of a strongly correlated time series: random walks and Lévy flights
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