Stable processes: Sample function growth at a local minimum

DOI10.1007/BF00534257zbMath0431.60041MaRDI QIDQ3868537

Ditlev Monrad, Martin L. Silverstein

Publication date: 1979

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

local minimumstable processessample path properties

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Sample path properties (60G17) Markov processes (60J99)

Related Items (8)

Lévy processes with no positive jumps at an increase time ⋮ On the local rate of growth of Lévy processes with no positive jumps ⋮ The argmin process of random walks, Brownian motion and Lévy processes ⋮ A remarkable \(\sigma\)-finite measure unifying supremum penalisations for a stable Lévy process ⋮ Local probabilities for random walks conditioned to stay positive ⋮ Inversion of the space and time of stable Lévy processes ⋮ The area under a spectrally positive stable excursion and other related processes ⋮ Some explicit identities associated with positive self-similar Markov processes

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