The rank of the present excursion

DOI10.1016/0304-4149(95)91544-BzbMATH Open0819.60069MaRDI QIDQ1346148FDOQ1346148

Authors: Carel L. Scheffer 

Publication date: 15 August 1995

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

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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)

Cites Work

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• The rank of the current lifetime

Cited In (8)

• The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator
• Title not available (Why is that?)
• Statistics of the longest interval in renewal processes
• Record statistics of a strongly correlated time series: random walks and Lévy flights
• Double-sided Parisian option pricing
• Asymptotic properties of ranked heights in Brownian excursions
• Ages of records in random walks
• Title not available (Why is that?)

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