Convex Minorants of Random Walk and Related Poisson Processes

Convex Minorants of Random Walk and Related Poisson Processes

Oct 4, 2010, 02:30 PM - 04:00 PM | 736 Evans Hall | Happening As Scheduled
Josh Abramson, UC Berkeley (Speaker)
The study of the convex minorant of a random walk dates back to work done by Spitzer in the 1950’s. Spitzer discovered that the number of faces in the convex minorant of a walk of n steps is distributed like the number of blocks in a uniform random partition of n. A further result that was probably known by him, and proved explicitly by Goldie in 1989, is that the partition of n generated by the...