A Path Transformation and its Applications to Fluctuation Theory

DOI10.1112/S0024610798006929zbMath0936.60040OpenAlexW2053311897MaRDI QIDQ4265440

Loïc Chaumont

Publication date: 25 October 1999

Published in: Journal of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1112/s0024610798006929

zbMATH Keywords

fluctuation theoryexchangeable increments

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

Related Items (5)

Gap statistics close to the quantile of a random walk ⋮ Extreme value statistics of correlated random variables: a pedagogical review ⋮ On the quantiles of Brownian motion and their hitting times ⋮ An extension of Vervaat's transformation and its consequences ⋮ Universal order statistics for random walks \& Lévy flights

This page was built for publication: A Path Transformation and its Applications to Fluctuation Theory