Large deviations of convex hulls of planar random walks and Brownian motions

Author:

Akopyan Arseniy,Vysotsky Vladislav

Publisher

Cellule MathDoc/CEDRAM

Reference28 articles.

1. How long is the convex minorant of a one-dimensional random walk?;['Alsmeyer, Gerold', 'Kabluchko, Zakhar', 'Marynych, Alexander', 'Vysotsky, Vladislav'];Electron. J. Probab.,2020

2. On the lengths of curves passing through boundary points of a planar convex shape;['Akopyan, Arseniy', 'Vysotsky, Vladislav'];Am. Math. Mon.,2017

3. [Ber96] Bertoin, Jean Lévy processes, Cambridge Tracts in Mathematics, 121, Cambridge University Press, 1996

4. Large deviation principles for random walk trajectories. II;['Borovkov, Aleksandr A.', 'Mogulskii, Anatolii A.'];Theory Probab. Appl.,2013

5. [BN78] Barndorff-Nielsen, Ole Information and exponential families in statistical theory, John Wiley & Sons, 1978

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