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Records, permutations and greatest convex minorants

1989/07/01 by Charles M. Goldie

paper · doi:10.1017/s0305004100068067

Abstract

Abstract Theorems on random permutations are translated into distribution-free results about record times and greatest convex minorants, by defining them together on appropriate probability spaces. The Bernoulli random variables that appear in the standard representation of the number of sides of the greatest convex minorant of a random walk are identified.

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