Concave Majorants of Random Walks and Related Poisson Processes
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Publication:3103619
DOI10.1017/S0963548311000307zbMath1229.60056arXiv1011.3262OpenAlexW2115245745MaRDI QIDQ3103619
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
Sums of independent random variables; random walks (60G50) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (8)
Conic intrinsic volumes of Weyl chambers ⋮ How long is the convex minorant of a one-dimensional random walk? ⋮ \(\varepsilon\)-strong simulation of the convex minorants of stable processes and meanders ⋮ The convex minorant of a Lévy process ⋮ Dini derivatives and regularity for exchangeable increment processes ⋮ Convex minorants and the fluctuation theory of L\'evy processes ⋮ The greatest convex minorant of Brownian motion, meander, and bridge ⋮ Zeros of random tropical polynomials, random polygons and stick-breaking
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- Records, permutations and greatest convex minorants
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- A generalization of Spitzer's combinatorial lemma
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