Records, permutations and greatest convex minorants

DOI10.1017/S0305004100068067zbMath0671.05001WikidataQ104785672 ScholiaQ104785672MaRDI QIDQ3824416

Charles M. Goldie

Publication date: 1989

Published in: Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

zbMATH Keywords

random walk; greatest convex minorant; Bernoulli random variables; random permutations

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

05A05: Permutations, words, matrices

Related Items

Record statistics of a strongly correlated time series: random walks and Lévy flights, Coherent random permutations with biased record statistics, The distribution of the maximal difference between a Brownian bridge and its concave majorant, The greatest convex minorant of Brownian motion, meander, and bridge, The Bohnenblust-Spitzer algorithm and its applications, Best choice from the planar Poisson process, Random walks whose concave majorants often have few faces, Distributions of random partitions and their applications, Concave Majorants of Random Walks and Related Poisson Processes

Cites Work

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• The concave majorant of Brownian motion
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• A generalization of Spitzer's combinatorial lemma
• On the fluctuations of sums of random variables