Abstract
This corrects the scaling of (2.9) in EJP volume 16 paper 84 (2011).
Citation
Piet Groeneboom. "Erratum: Vertices of the least concave majorant of Brownian motion with parabolic drift." Electron. J. Probab. 18 1 - 1, 2013. https://doi.org/10.1214/EJP.v18-2697
Information
Accepted: 31 March 2013; Published: 2013
First available in Project Euclid: 4 June 2016
zbMATH: 1286.60080
MathSciNet: MR3040556
Digital Object Identifier: 10.1214/EJP.v18-2697
Subjects:
Primary:
60J65
Keywords:
Airy functions
,
Brownian motion
,
concave majorant
,
Grenander estimate
,
Jump processes
,
number of vertices
,
parabolic drift