Papers › ε-strong simulation of the convex minorants of stable processes and meanders
ε-strong simulation of the convex minorants of stable processes and meanders
Jorge Ignacio González Cázares, Aleksandar Mijatović, Gerónimo Uribe Bravo
The archive published only this paper's code-link row. Authors, date and abstract are from arXiv's metadata (CC0), read from the Kaggle arXiv metadata snapshot of 2026-09-12 where its title matched the archive's; the title is the archive's.
Using marked Dirichlet processes we characterise the law of the convex minorant of the meander for a certain class of L\'evy processes, which includes subordinated stable and symmetric L\'evy processes. We apply this characterisaiton to construct ε-strong simulation (εSS) algorithms for the convex minorant of stable meanders, the finite dimensional distributions of stable meanders and the convex minorants of weakly stable processes. We prove that the running times of our εSS algorithms have finite exponential moments. We implement the algorithms in Julia 1.0 (available on GitHub) and present numerical examples supporting our convergence results.
Code
Repository list and official/mentioned flags are the archive's, frozen 2025-07-28. Reachability, where shown, is from one Syntology probe window (2026-09-16 to 2026-09-18); repositories not probed show nothing. GitHub stars are not tracked.
Code Syntology ran Syntology
Not run by Syntology. Nothing on this page verifies that the listed code works.
Results from the paper archive 2025-07-28
No leaderboard rows for this paper in the archive.
Report a problem or propose a change · a person checks every report against the paper or source before anything changes; decisions are listed on /corrections