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Related papers: The hull process of the Brownian plane

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We consider the model of the Brownian plane, which is a pointed non-compact random metric space with the topology of the complex plane. The Brownian plane can be obtained as the scaling limit in distribution of the uniform infinite planar…

Probability · Mathematics 2021-05-14 Armand Riera

We consider a Brownian particle with diffusion coefficient $D$ in a $d$-dimensional ball of radius $R$ with reflecting boundaries. We study the maximum $M_x(t)$ of the trajectory of the particle along the $x$-direction at time $t$. In the…

Statistical Mechanics · Physics 2022-06-13 Benjamin De Bruyne , Olivier Bénichou , Satya N. Majumdar , Gregory Schehr

We establish bounds on expected values of various geometric quantities that describe the size of the convex hull spanned by a path of the standard planar Brownian motion. Expected values of the perimeter and the area of the Brownian convex…

Probability · Mathematics 2024-10-14 Wojciech Cygan , Hugo Panzo , Stjepan Šebek

We compute exactly the mean perimeter and the mean area of the convex hull of a $2$-d Brownian motion of duration $t$ and diffusion constant $D$, in the presence of resetting to the origin at a constant rate $r$. We show that for any $t$,…

Statistical Mechanics · Physics 2021-02-23 Satya N. Majumdar , Francesco Mori , Hendrik Schawe , Gregory Schehr

We introduce and study a new random surface which we call the hyperbolic Brownian plane and which is the near-critical scaling limit of the hyperbolic triangulations constructed in arXiv:1401.3297. The law of the hyperbolic Brownian plane…

Probability · Mathematics 2018-06-28 Thomas Budzinski

Motivated by the study of the convex hull of the trajectory of a Brownian motion in the unit disk reflected orthogonally at its boundary, we study inhomogeneous fragmentation processes in which particles of mass $m \in (0,1)$ split at a…

Probability · Mathematics 2023-12-05 Bénédicte Haas , Bastien Mallein

In this article we study the convex hull spanned by the union of trajectories of a standard planar Brownian motion, and an independent standard planar Brownian bridge. We find exact values of the expectation of perimeter and area of such a…

Probability · Mathematics 2024-06-14 Stjepan Šebek

We study the convex hull of planar Brownian motion run until the exit time from the unit disk. Our primary objective is to compute the expected perimeter of this convex hull, thereby complementing recent results on the convex hull of…

Probability · Mathematics 2026-05-05 Hugo Panzo , Stjepan Šebek

We prove two-sided bounds on the expected values of several geometric functionals of the convex hull of Brownian motion in $\mathbb{R}^n$ and their inverse processes. This extends some recent results of McRedmond and Xu (2017),…

Probability · Mathematics 2026-01-28 Hugo Panzo , Evan Socher

We study the star hull of planar Brownian motion and bridge. Roughly speaking, this is the smallest starshaped set (with respect to the origin) that contains the trace of the path. In particular, we prove that the expected areas of the star…

Probability · Mathematics 2026-02-12 Hugo Panzo

Let K be the convex hull of the path of a standard brownian motion B(t) in R^n, taken at time 0 < t < 1. We derive formulas for the expected volume and surface area of K. Moreover, we show that in order to approximate K by a discrete…

Probability · Mathematics 2017-12-22 Ronen Eldan

Motivated by L\'{e}vy's characterization of Brownian motion on the line, we propose an analogue of Brownian motion that has as its state space an arbitrary closed subset of the line that is unbounded above and below: such a process will be…

Probability · Mathematics 2009-09-29 Shankar Bhamidi , Steven N. Evans , Ron Peled , Peter Ralph

If $C_1$ is the convex hull of the curve of the standard Brownian motion in the complex plane watched from 0 to 1, we consider the convex hulls of $C_1$ and several rotations of it and we compute the mean of the length of their perimeter by…

Probability · Mathematics 2009-05-15 Philippe Biane Gérard Letac

We study the scaling limit of the volume and perimeter of the discovered regions in the Markovian explorations known as peeling processes for infinite random planar maps such as the uniform infinite planar triangulation (UIPT) or…

Probability · Mathematics 2015-07-21 Nicolas Curien , Jean-François Le Gall

Consider a generic triangle in the upper half of the complex plane with one side on the real line. This paper presents a tailored construction of a discrete random walk whose continuum limit is a Brownian motion in the triangle, reflected…

Probability · Mathematics 2007-06-13 Wouter Kager

We introduce and study the random non-compact metric space called the Brownian plane, which is obtained as the scaling limit of the uniform infinite planar quadrangulation. Alternatively, the Brownian plane is identified as the…

Probability · Mathematics 2012-04-27 Nicolas Curien , Jean-François Le Gall

We prove large deviations principles (LDPs) for the perimeter and the area of the convex hull of a planar random walk with finite Laplace transform of its increments. We give explicit upper and lower bounds for the rate function of the…

Probability · Mathematics 2021-04-05 Arseniy Akopyan , Vladislav Vysotsky

Let B_t be a planar Brownian loop of time duration 1 (a Brownian motion conditioned so that B_0 = B_1). We consider the compact hull obtained by filling in all the holes, i.e. the complement of the unique unbounded component of R^2\B[0,1].…

Probability · Mathematics 2009-11-11 Christophe Garban , José A. Trujillo Ferreras

We give a new construction of the Brownian annulus based on removing a hull centered at the distinguished point in the free Brownian disk. We use this construction to prove that the Brownian annulus is the scaling limit of Boltzmann…

Probability · Mathematics 2024-07-19 Jean-François Le Gall , Alexis Metz-Donnadieu

We relate the expected hyperbolic length of the perimeter of the convex hull of the trajectory of Brownian motion in the hyperbolic plane to an expectation of a certain exponential functional of a one-dimensional real-valued Brownian…

Probability · Mathematics 2025-02-24 Chinmoy Bhattacharjee , Rik Versendaal , Andrew Wade
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