ECP Reading Tools

Convex minorants of random walks and Lévy processes

Dublin Core		PKP Metadata Items	Metadata for this Document
1.	Title	Title of document	Convex minorants of random walks and Lévy processes
2.	Creator	Author's name, affiliation, country	Josh Abramson; University of California, Berkeley
2.	Creator	Author's name, affiliation, country	Jim Pitman; University of California, Berkeley
2.	Creator	Author's name, affiliation, country	Nathan Ross; University of California, Berkeley
2.	Creator	Author's name, affiliation, country	Geronimo Uribe Bravo; Universidad Nacional Autónoma de México
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)	Random walks, Lévy processes, Brownian meander, Convex minorant, Uniform stick-breaking, Fluctuation theory
3.	Subject	Subject classification	60G50,60G51
4.	Description	Abstract	This article provides an overview of recent work on descriptions and properties of the Convex minorants of random walks and Lévy processes, which summarize and extend the literature on these subjects. The results surveyed include point process descriptions of the convex minorant of random walks and Lévy processes on a fixed finite interval, up to an independent exponential time, and in the infinite horizon case. These descriptions follow from the invariance of these processes under an adequate path transformation. In the case of Brownian motion, we note how further special properties of this process, including time-inversion, imply a sequential description for the convex minorant of the Brownian meander.
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)	NSF through grant DMS-0806118 and UC MEXUS - CoNaCyT
7.	Date	(YYYY-MM-DD)	2011-08-19
8.	Type	Status & genre	Peer-reviewed Article
8.	Type	Type
9.	Format	File format	PDF
10.	Identifier	Uniform Resource Identifier	http://ecp.ejpecp.org/article/view/1648
10.	Identifier	Digital Object Identifier	10.1214/ECP.v16-1648
11.	Source	Journal/conference title; vol., no. (year)	Electronic Communications in Probability; Vol 16
12.	Language	English=en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
15.	Rights	Copyright and permissions	The Electronic Journal of Probability applies the Creative Commons Attribution License (CCAL) to all articles we publish in this journal. Under the CCAL, authors retain ownership of the copyright for their article, but authors allow anyone to download, reuse, reprint, modify, distribute, and/or copy articles published in EJP, so long as the original authors and source are credited. This broad license was developed to facilitate open access to, and free use of, original works of all types. Applying this standard license to your work will ensure your right to make your work freely and openly available. Summary of the Creative Commons Attribution License You are free to copy, distribute, display, and perform the work to make derivative works to make commercial use of the work under the following condition of Attribution: others must attribute the work if displayed on the web or stored in any electronic archive by making a link back to the website of EJP via its Digital Object Identifier (DOI), or if published in other media by acknowledging prior publication in this Journal with a precise citation including the DOI. For any further reuse or distribution, the same terms apply. Any of these conditions can be waived by permission of the Corresponding Author.