Convex hulls of Lévy processes
From MaRDI portal
Publication:321170
DOI10.1214/16-ECP19zbMath1348.60071arXiv1512.07015OpenAlexW2524362163MaRDI QIDQ321170
Florian Wespi, Ilya S. Molchanov
Publication date: 7 October 2016
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1512.07015
Processes with independent increments; Lévy processes (60G51) Geometric probability and stochastic geometry (60D05) Random convex sets and integral geometry (aspects of convex geometry) (52A22) Limit theorems in probability theory (60F99)
Related Items (6)
Convex hulls of random walks: expected number of faces and face probabilities ⋮ Convex hulls of multidimensional random walks ⋮ Asymptotic shape of the concave majorant of a Lévy process ⋮ Mean perimeter and mean area of the convex hull over planar random walks ⋮ Large deviations of convex hulls of planar random walks and Brownian motions ⋮ Convex hulls of stable random walks
This page was built for publication: Convex hulls of Lévy processes
