A point process associated with local maxima of Brownian motion

DOI10.1007/s00440-009-0236-4zbMath1207.60054arXiv1004.5530OpenAlexW3103561956MaRDI QIDQ707601

Christophe Leuridan

Publication date: 8 October 2010

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1004.5530

zbMATH Keywords

Brownian motionpoint processlocal maximastable distribution

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Brownian motion (60J65) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (1)

The argmin process of random walks, Brownian motion and Lévy processes

Cites Work

• Brownian local minima, random dense countable sets and random equivalence classes
• On the joint distribution of the maximum and its location for a linear diffusion
• Self-similar fragmentations
• Zeros of the i.i.d. Gaussian power series: a conformally invariant determinantal process
• Séminaire de probabilités. V. Université de Strasbourg
• An Introduction to the Theory of Point Processes
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