Convex minorants of random walks and Lévy processes. Abramson, J., Pitman, J., Ross, N., & Uribe Bravo, G. Electron. Commun. Probab., 16:423–434, 2011.
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}}
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