Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Location of the Path Supremum for Self-similar Processes with Stationary
  Increments   In this paper we consider the distribution of the location of the path
supremum in a fixed interval for self-similar processes with stationary
increments. To this end, a point process is constructed and its relation to the
distribution of the location of the path supremum is studied. Using this
framework, we show that the distribution has a spectral-type representation, in
the sense that it is always a mixture of a special group of absolutely
continuous distributions, plus point masses on the two boundaries. Bounds on
the value and the derivatives of the density function are established. We
further discuss self-similar L\'{e}vy processes as an example. Most of the
results in this paper can be generalized to a group of random locations,
including the location of the largest jump, etc.

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The categories of this paper are: comp-gas
17
The categories of this paper are: q-fin
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The categories of this paper are: bayes-an
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The categories of this paper are: q-alg
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The categories of this paper are: adap-org
9
The categories of this paper are: nlin
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The categories of this paper are: solv-int
15
The categories of this paper are: nucl-ex
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The categories of this paper are: mtrl-th
1
The categories of this paper are: cs
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The categories of this paper are: quant-ph
12
The categories of this paper are: nucl-th
5
The categories of this paper are: gr-qc
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The categories of this paper are: ao-sci
7
The categories of this paper are: hep-th
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The categories of this paper are: chao-dyn