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Records, permutations and greatest convex minorants

Published online by Cambridge University Press:  24 October 2008

Charles M. Goldie
Charles M. Goldie
Affiliation:
Mathematics Division, University of Sussex, Brighton BN1 9QH*
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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.

Type
Research Article
Information
Mathematical Proceedings of the Cambridge Philosophical Society , Volume 106 , Issue 1 , July 1989 , pp. 169 - 177
Copyright
Copyright © Cambridge Philosophical Society 1989

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