115 citations · 490 across the 27 of their papers we have counts for
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math.PR2010★ 1 cited
The greatest convex minorant of Brownian motion, meander, and bridge
Jim Pitman, Nathan Ross
This article contains both a point process and a sequential description of the greatest convex minorant of Brownian motion on a finite interval. We use these descriptions to provid…
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…