Extreme order statistics of random walks

DOI10.1214/22-AIHP1254MaRDI QIDQ2686605

Wenpin Tang, Jim W. Pitman

Publication date: 28 February 2023

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/2007.13991

zbMATH Keywords

order statisticsrandom walklimit theoremsBessel processesfluctuation theorypath decompositionBrownian embedding

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Discrete-time Markov processes on general state spaces (60J05) Functional limit theorems; invariance principles (60F17)

Related Items (1)

Universal order statistics for random walks \& Lévy flights

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