convex minorants
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scholarly journals $\varepsilon $-strong simulation of the convex minorants of stable processes and meanders

2020 ◽  
Vol 25 (0) ◽  
Author(s):  
Jorge I. González Cázares ◽  
Aleksandar Mijatović ◽  
Gerónimo Uribe Bravo
Keyword(s):  
Stable Processes ◽  
Convex Minorants

scholarly journals Convex minorants of random walks and Lévy processes

2011 ◽  
Vol 16 (0) ◽  
pp. 423-434 ◽  
Author(s):  
Josh Abramson ◽  
Jim Pitman ◽  
Nathan Ross ◽  
Geronimo Uribe Bravo
Keyword(s):  
Random Walks ◽  
Lévy Processes ◽  
Levy Processes ◽  
Convex Minorants

Records, permutations and greatest convex minorants

1989 ◽  
Vol 106 (1) ◽  
pp. 169-177 ◽  
Author(s):  
Charles M. Goldie
Keyword(s):  
Random Walk ◽  
Random Variables ◽  
Random Permutations ◽  
Record Times ◽  
Distribution Free ◽  
Standard Representation ◽  
Bernoulli Random Variables ◽  
Convex Minorants ◽  
Probability Spaces

AbstractTheorems on random permutations are translated into distribution-free results about record times and greatest convex minorants, by defining them together on appropriate probability spaces. The Bernoulli random variables that appear in the standard representation of the number of sides of the greatest convex minorant of a random walk are identified.

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