A point process associated with local maxima of Brownian motion
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Publication:707601
DOI10.1007/s00440-009-0236-4zbMath1207.60054arXiv1004.5530MaRDI QIDQ707601
Publication date: 8 October 2010
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1004.5530
60G70: Extreme value theory; extremal stochastic processes
60J65: Brownian motion
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
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