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Extreme order statistics of random walks - MaRDI portal

Extreme order statistics of random walks

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Publication:6345973

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DOI10.1214/22-AIHP1254zbMath1515.60131arXiv2007.13991MaRDI QIDQ6345973

Wenpin Tang, Jim W. Pitman

Publication date: 28 July 2020

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Discrete-time Markov processes on general state spaces (60J05) Functional limit theorems; invariance principles (60F17)

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