Location of the path supremum for self-similar processes with stationary increments

DOI10.1214/18-AIHP886zbMath1405.60050arXiv1604.04645MaRDI QIDQ1633929

Y. Aharonov

Publication date: 21 December 2018

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1604.04645

zbMATH Keywords

self-similar processes; random locations; stationary increment processes

Mathematics Subject Classification ID

60G10: Stationary stochastic processes

60G18: Self-similar stochastic processes

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)