Brownian beads
概率论
2011-11-10 v2 复变函数
摘要
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.
引用
@article{arxiv.math/0305163,
title = {Brownian beads},
author = {Balint Virag},
journal= {arXiv preprint arXiv:math/0305163},
year = {2011}
}
备注
24 pages, 1 figure