Convex minorants of random walks and Lévy processes. Abramson, J., Pitman, J., Ross, N., & Uribe Bravo, G. Electron. Commun. Probab., 16:423–434, 2011.
Convex minorants of random walks and Lévy processes [link]Paper  doi  bibtex   
@article{MR2831081,
	author = {Abramson, Josh and Pitman, Jim and Ross, Nathan and Uribe Bravo, Ger{\'o}nimo},
	date-added = {2018-03-15 16:00:18 +0000},
	date-modified = {2020-01-31 14:35:05 -0600},
	doi = {10.1214/ECP.v16-1648},
	fjournal = {Electronic Communications in Probability},
	impreso = {1},
	issn = {1083-589X},
	journal = {Electron. Commun. Probab.},
	keywords = {Random Walks, L{\'e}vy Processes, Fluctuation Theory},
	mrclass = {60G50 (60G51 60J65)},
	mrnumber = {2831081},
	mrreviewer = {L. A. Shepp},
	pages = {423--434},
	title = {Convex minorants of random walks and {L}\'evy processes},
	url = {http://dx.doi.org/10.1214/ECP.v16-1648},
	volume = {16},
	year = {2011},
	bdsk-url-1 = {http://dx.doi.org/10.1214/ECP.v16-1648}}

Downloads: 0