Brownian beads
Balint Virag
Abstract
We show that the past and future of half-plane Brownian motion at certain cutpoints are independent of each other after a conformal transformation. Like in Ito's excursion theory, the pieces between cutpoints form a Poisson process with respect to a local time. The size of the path as a function of this local time is a stable subordinator whose index is given by the exponent of the probability that a stretch of the path has no cutpoint. The index is computed and equals 1/2.
Create a lesson
Related papers
A quadratic ancestor inequality for spanning trees
Gefei Cai
Segal's semigroup, Virasoro structure, and Ward identities in Compactified Imaginary Liouville Theory
Yang Xiao, Yuxiao Xie
Spectral comparison on Specht modules and mixing of the interchange process
Gil Alon
Gamma Expansions of Level Two Large Deviation Rate Functionals for Metastable Diffusions
Donghyun Kim, Insuk Seo
On Stopping Sets and Continuous-Time Decision Trees
Ali Khezeli
Finite Cumulant Towers for Small-System-Noise Expansions in Nonlinear Filtering
Masahiro Kurisaki