How long is the convex minorant of a one-dimensional random walk?

DOI10.1214/20-EJP497zbMath1459.60056arXiv1909.12322MaRDI QIDQ2201478

Gerold Alsmeyer, Zakhar Kabluchko, Alexander Marynych, Vladislav V. Vysotsky

Publication date: 29 September 2020

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

Full work available at URL: https://arxiv.org/abs/1909.12322

zbMATH Keywords

random walkrandom permutationconvex minorant

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Related Items (4)

Conic intrinsic volumes of Weyl chambers ⋮ Asymptotic shape of the concave majorant of a Lévy process ⋮ Large deviations of convex hulls of planar random walks and Brownian motions ⋮ Convex hulls of stable random walks

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