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math.PR2012
Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion
Krzysztof Burdzy, David Nualart, Jason Swanson
The purpose of this paper is to study the convergence in distribution of two subsequences of the signed cubic variation of the fractional Brownian motion with Hurst parameter $H=1/…
math.CO2012★ 19 cited
Permutations with given peak set
Sara Billey, Krzysztof Burdzy, Bruce Sagan
Let Sym_n denote the symmetric group of all permutations pi = a_1...a_n of {1,...,n}. An index i is a peak of pi if a_{i-1} < a_i > a_{i+1} and we let P(pi) be the set of peaks of…