42 citations · 283 across the 36 of their papers we have counts for
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math.PR2013★ 6 cited
The quantile transform of a simple walk
Sami Assaf, Noah Forman, Jim Pitman
We examine a new path transform on 1-dimensional simple random walks and Brownian motion, the quantile transform. This transformation relates to identities in fluctuation theory du…
math.PR2013
Approximately pi proofs that the stock market can approximate pi
Sami Assaf
We give three derivations of Polya's approximation for the expected range of a simple random walk in one dimension. This result allows for an estimation of the volatility of a fina…