A combinatorial proof of Jeulin's theorem, via the quantile rearrangment of increments of a random walk
Combinatorial Stochastic Processes Seminar
Feb 7, 2012, 04:00 PM - 05:00 PM | 332 Evans Hall | Happening As Scheduled
Noah Forman, University of California, Berkeley (Speaker)
From a simple random walk, one may obtain a random permutation of indices by lexicographically ordering indices first by height of the walk at that time, and second by the time. Various authors (Wendel, 1960; Port, 1963; and others since) have studied this random permutation, called the quantile permutation. We demonstrate that by rearranging the increments of a random walk bridge according to...