Scale-function characterizations of pre-infimum paths under two decompositions for spectrally negative Lévy processes give Doob h-transform laws and explicit drawdown distributions on components.
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Asymmetric shelf shuffle on n cards mixes to uniform with TV cutoff at m = c n^{3/2} and explicit profile 1-2Φ(-|2p-1|/(4√3 c)) + O(n^{-1/2}).
citing papers explorer
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Conditional Path Decomposition at the Infimum and Maximum Drawdowns for Spectrally Negative L\'{e}vy Processes
Scale-function characterizations of pre-infimum paths under two decompositions for spectrally negative Lévy processes give Doob h-transform laws and explicit drawdown distributions on components.
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Cutoff for asymmetric shelf shuffle
Asymmetric shelf shuffle on n cards mixes to uniform with TV cutoff at m = c n^{3/2} and explicit profile 1-2Φ(-|2p-1|/(4√3 c)) + O(n^{-1/2}).