Convex rearrangements of random walks

DOI10.1016/S0246-0203(98)80019-8zbMath0903.60006MaRDI QIDQ1386736

Yu. A. Davydov, Anatoly M. Vershik

Publication date: 14 June 1998

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1998__34_1_73_0

zbMATH Keywords

strong law of large numbersconvexification of stochastic processesrandom zonotopes

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

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Generalized Lorenz curves and convexifications of stochastic processes ⋮ ASYMPTOTIC ESTIMATION OF THE E-GINI INDEX ⋮ Asymptotics of random convex polygonal lines ⋮ Convex rearrangements of Lévy processes ⋮ Rearrangements of Gaussian fields ⋮ On the history of the St. Petersburg school of probability and statistics. III: Distributions of functionals of processes, stochastic geometry, and extrema ⋮ Searching for and quantifying nonconvexity regions of functions ⋮ More on \(P\)-stable convex sets in Banach spaces

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