Two continua of embedded regenerative sets

DOI10.1007/978-3-030-83309-1_12zbMath1496.60048arXiv2003.05009OpenAlexW4212851723MaRDI QIDQ2080151

Steven N. Evans, Mehdi Ouaki

Publication date: 7 October 2022

Full work available at URL: https://arxiv.org/abs/2003.05009

zbMATH Keywords

subordinatorLévy processfluctuation theoryLipschitz minorant

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Brownian motion (60J65) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

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• The convex minorant of a Lévy process
• Stationary regenerative sets and subordinators
• Regenerative embedding of Markov sets
• Renewal theory for embedded regenerative sets
• A fragmentation process connected to Brownian motion
• Excursions away from the Lipschitz minorant of a Lévy process
• Universality classes in Burgers turbulence
• Lipschitz minorants of Brownian motion and Lévy processes
• Introductory lectures on fluctuations of Lévy processes with applications.
• Phase transition for Parking blocks, Brownian excursion and coalescence

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