We prove distributional limit theorems for the length of the largest convex minorant of a one-dimensional random walk with independent identically distributed increments. Depending on the increment law, there are several regimes with different limit distributions for this length. Among other tools, a representation of the convex minorant of a random walk in terms of uniform random permutations is utilized
Features related to the perimeter of the convex hull C„ of a random walk in R2 are studied, with par...
Let Sk be a random walk in R d such that its distribution of increments does not assign mass to hype...
Denote by Ln the length of the perimeter of the convex hull of n steps of a planar random walk whose...
This thesis consists of four chapters, all relating to some sort of minorant or majorant of random w...
Abstract. This article provides an overview of recent work on descriptions and properties of the con...
We study the convex hulls of random walks establishing both law of large numbers and weak convergenc...
This article provides an overview of recent work on descriptions and properties of the convex minora...
We construct a continuous distribution G such that the number of faces in the smallest concave major...
We construct a continuous distribution G such that the number of faces in the smallest concave major...
For the perimeter length and the area of the convex hull of the first n steps of a planar random wal...
We offer a unified approach to the theory of convex minorants of Lévy processes with continuous dist...
We determine the law of the convex minorant (Ms; s 2 [0; 1]) of a real-valued Cauchy process on the ...
AbstractFor the perimeter length and the area of the convex hull of the first n steps of a planar ra...
For the perimeter length and the area of the convex hull of the first n steps of a planar random wal...
Denote by Ln the length of the perimeter of the convex hull of n steps of a planar random walk whose...
Features related to the perimeter of the convex hull C„ of a random walk in R2 are studied, with par...
Let Sk be a random walk in R d such that its distribution of increments does not assign mass to hype...
Denote by Ln the length of the perimeter of the convex hull of n steps of a planar random walk whose...
This thesis consists of four chapters, all relating to some sort of minorant or majorant of random w...
Abstract. This article provides an overview of recent work on descriptions and properties of the con...
We study the convex hulls of random walks establishing both law of large numbers and weak convergenc...
This article provides an overview of recent work on descriptions and properties of the convex minora...
We construct a continuous distribution G such that the number of faces in the smallest concave major...
We construct a continuous distribution G such that the number of faces in the smallest concave major...
For the perimeter length and the area of the convex hull of the first n steps of a planar random wal...
We offer a unified approach to the theory of convex minorants of Lévy processes with continuous dist...
We determine the law of the convex minorant (Ms; s 2 [0; 1]) of a real-valued Cauchy process on the ...
AbstractFor the perimeter length and the area of the convex hull of the first n steps of a planar ra...
For the perimeter length and the area of the convex hull of the first n steps of a planar random wal...
Denote by Ln the length of the perimeter of the convex hull of n steps of a planar random walk whose...
Features related to the perimeter of the convex hull C„ of a random walk in R2 are studied, with par...
Let Sk be a random walk in R d such that its distribution of increments does not assign mass to hype...
Denote by Ln the length of the perimeter of the convex hull of n steps of a planar random walk whose...