The quantile transform of simple walks and Brownian motion
type: Item
instance of: scholarly article
title: The quantile transform of simple walks and Brownian motion
zbMATH Open document ID: 1335.60067
author: Sami Assaf
author: Noah Mills Forman
author: Jim Pitman
published in: Electronic Journal of Probability
publication date: 2015-11-27T00:00:00Z
full work available at URL: https://arxiv.org/abs/1307.4967
Mathematics Subject Classification ID: 60G50
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60J55
Mathematics Subject Classification ID: 60C05
zbMATH DE Number: 6514473
zbMATH Keywords: simple random walks
zbMATH Keywords: Brownian motion
zbMATH Keywords: path transformation
zbMATH Keywords: excursion theory
zbMATH Keywords: fluctuation theory
MaRDI profile type: Publication
arXiv ID: 1307.4967
OpenAlex ID: W1647330298
DOI: 10.1214/EJP.V20-3479
description: scientific article