An extension of Vervaat's transformation and its consequences

DOI10.1023/A:1007795228700zbMath1425.60070OpenAlexW2138590668MaRDI QIDQ5919595

Loïc Chaumont

Publication date: 22 August 2019

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

Full work available at URL: https://doi.org/10.1023/a:1007795228700

zbMATH Keywords

Brownian excursionBrownian bridgeoccupation timequantilepath transformationuniform law

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Brownian motion (60J65) Local time and additive functionals (60J55)

Related Items (1)

Shifting Processes with Cyclically Exchangeable Increments at Random

Cites Work

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