On the Maxima of Random Walks and Stable Processes and the Arc-Sine Law
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Publication:3719581
DOI10.1112/blms/19.2.177zbMath0591.60066OpenAlexW1966975186MaRDI QIDQ3719581
Publication date: 1987
Published in: Bulletin of the London Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1112/blms/19.2.177
Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Markov processes (60J99)
Related Items (7)
On exit time of stable processes ⋮ On the law of homogeneous stable functionals ⋮ Hitting densities for spectrally positive stable processes ⋮ A path decomposition for Lévy processes ⋮ Mittag-Leffler functions and stable Lévy processes without negative jumps ⋮ A lifetime of excursions through random walks and Lévy processes ⋮ On Doney's striking factorization of the arc-sine law
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