Random walks whose concave majorants often have few faces

DOI10.1016/J.SPL.2005.05.012zbMATH Open1085.60026OpenAlexW2023172986MaRDI QIDQ2576375FDOQ2576375

Authors: Zhihua Qiao, J. Michael Steele 

Publication date: 27 December 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2005.05.012

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• Concave majorants of random walks and related Poisson processes
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Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Sums of independent random variables; random walks (60G50) Combinatorial probability (60C05)

Cites Work

• A Combinatorial Lemma and Its Application to Probability Theory
• Probability Inequalities for the Sum of Independent Random Variables
• Records, permutations and greatest convex minorants
• The Bohnenblust-Spitzer algorithm and its applications
• A generalization of Spitzer's combinatorial lemma

Cited In (3)

• Convex Minorants of Random Walks and Brownian Motion
• Records, permutations and greatest convex minorants
• Concave majorants of random walks and related Poisson processes

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