Concave Majorants of Random Walks and Related Poisson Processes

DOI10.1017/S0963548311000307zbMath1229.60056arXiv1011.3262MaRDI QIDQ3103619

Josh Abramson, Jim W. Pitman

Publication date: 8 December 2011

Published in: Combinatorics, Probability and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1011.3262

zbMATH Keywords

Poisson point process; path transformation; majorants of random walks; random geometric length

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

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

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