Hidden symmetries and limit laws in the extreme order statistics of the Laplace random walk
DOI10.1214/22-AOP1572zbMath1506.60047arXiv2107.05095OpenAlexW3178705350MaRDI QIDQ2139110
Publication date: 17 May 2022
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2107.05095
order statisticsbranching processespoint processesrandom walklimit theoremsexcursion theoryfluctuation theorypath decompositionLaplace distributionCox processessquared Bessel processesBrownian embeddingrenewal cluster processes
Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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