Vertices of the least concave majorant of Brownian motion with parabolic drift

Electronic Journal of Probability

Volumn 16, Issue , 2011, Pages 2234-2258

  Groeneboom, Piet ^a  

^a DELFT UNIVERSITY OF TECHNOLOGY   (Netherlands)

Author keywords

Airy functions; Brownian motion; Concave majorant; Grenander estimat; Jump processes; Number of vertices; Parabolic drift

Indexed keywords

EID: 83255181626     PISSN: None     EISSN: 10836489     Source Type: Journal    
DOI: 10.1214/EJP.v16-959     Document Type: Article

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