Convex minorants of random walks and Lévy processes (Q428673)
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scientific article; zbMATH DE number 6049198
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex minorants of random walks and Lévy processes |
scientific article; zbMATH DE number 6049198 |
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Convex minorants of random walks and Lévy processes (English)
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22 June 2012
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random walks
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Lévy processes
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Brownian meander
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convex minorant
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uniform stickbreaking
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fluctuation theory abstract this article provides an overview of recent work on descriptions and properties of the convex minorant of random walks and Lévy processes as detailed in [
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0.96212035
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0.9371059
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0.9051908
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0.8925288
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0.8919837
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0.8913111
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