most citedConcave Majorants of Random Walks and Related Poisson Processes

4 citations · 4 across the 1 of their papers we have counts for

collaborators

1 paper

math.PR2010★ 4 cited

Concave Majorants of Random Walks and Related Poisson Processes

Josh Abramson, Jim Pitman

We offer a unified approach to the theory of concave majorants of random walks by providing a path transformation for a walk of finite length that leaves the law of the walk unchan…