Concave Majorants of Random Walks and Related Poisson Processes.

Josh Abramson Jim Pitman

Published in: Comb. Probab. Comput. (2011)

Keyphrases

random walk
poisson processes
poisson process
markov chain
directed graph
stationary distribution
transition probabilities
spectral methods
transition probability matrix
objective function
markov random walk
manifold learning