The convex minorant of Brownian motion, meander, and bridge
Oct 18, 2010, 02:30 PM - 04:00 PM | 736 Evans Hall | Happening As Scheduled
Nathan Ross, UC Berkeley (Speaker)
In this talk we provide descriptions of the convex minorant of various path fragments of Brownian motion. Some of these descriptions can be shown to be equivalent in some sense through well-known path decompositions. This observation leads to some remarkable beta-gamma identities for which we cannot provide a Brownian-free proof. We will also discuss how these results can be used to obtain new...