J. Randon-Furling

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20072026

most citedRandom Convex Hulls and Extreme Value Statistics

124 citations · 512 across the 22 of their papers we have counts for

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math.PR2021

On a first hit distribution of the running maximum of Brownian motion

Julien Randon-Furling, Paavo Salminen, Pierre Vallois

Let $(S_{t})_{t \geq 0}$ be the running maximum of a standard Brownian motion $(B_{t})_{t \geq 0}$ and $T_{m} := in f {t; m S_{t} < t}, m > 0$ . In this note we calculate the joint distributio…

math.PR2020

Convex hulls of several multidimensional Gaussian random walks

Julien Randon-Furling, Dmitry Zaporozhets

We derive explicit formulae for the expected volume and the expected number of facets of the convex hull of several multidimensional Gaussian random walks in terms of the Gaussian…