The rank of the present excursion
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Publication:1346148
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)
Recommendations
Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Brownian motion (60J65) Renewal theory (60K05)
Cites Work
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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