Time since maximum of Brownian motion and asymmetric Lévy processes
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Publication:4686779
DOI10.1088/1751-8121/aac191zbMath1401.60099arXiv1811.00827OpenAlexW2803079453MaRDI QIDQ4686779
Michael J. Kearney, Richard J. Martin
Publication date: 4 October 2018
Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1811.00827
Processes with independent increments; Lévy processes (60G51) Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Brownian motion (60J65)
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