Random walks whose concave majorants often have few faces

DOI10.1016/J.SPL.2005.05.012MaRDI QIDQ2576375zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(3)

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

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