On the convex hull of planar Brownian snake

被引:2
作者
Verzani, J
机构
[1] Dept. of Mathematics and Statistics, York University, North York, Ont. M3J 1P3
关键词
convex hull; Brownian snake; path-valued process;
D O I
10.1214/aop/1065725182
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The planar Brownian snake is a continuous, strong Markov process taking values in the space of continuous functions in R(2) that are stopped at some time. For a fixed time the snake is distributed like a planar Brownian motion with a random lifetime. This paper characterizes the convex hull of the trace of the snake paths that exit the half-plane at the origin. It is shown that the convex hull at 0 is roughly a factor of x smoother than the convex hull of a piece of planar Brownian motion at its minimum y-value.
引用
收藏
页码:1280 / 1299
页数:20
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