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pro vyhledávání: '"60F05, 60G51 (Primary)"'
Publikováno v:
Annales Henri Lebesgue, 5 (2022)
We establish distributional limit theorems for the shape statistics of a concave majorant (i.e. the fluctuations of its length, its supremum, the time it is attained and its value at $T$) of any L\'evy process on $[0,T]$ as $T\to\infty$. The scale of
Externí odkaz:
http://arxiv.org/abs/2106.09066
