The argmin process of random walks, Brownian motion and Lévy processes

DOI10.1214/18-EJP185zbMath1410.60046arXiv1610.01524OpenAlexW3105659805MaRDI QIDQ1663882

Wenpin Tang, Jim W. Pitman

Publication date: 24 August 2018

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.01524

zbMATH Keywords

random walksarcsine lawstationary processLévy processFeller semigroupMarkov propertystable processpath decompositionjump processLévy systemargmin processsample path propertyBrownian excursion theoryBrownian extremarenewal propertyspace-time shift process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50) Brownian motion (60J65)

Related Items (1)

Random tessellations and Gibbsian solutions of Hamilton-Jacobi equations

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