The quantile rearrangement of random walk increments

The quantile rearrangement of random walk increments

Probability Seminar
Feb 13, 2013, 03:00 PM - 04:00 PM | 332 Evans Hall | Happening As Scheduled
Noah Forman, UC Berkeley
From a simple random walk one may obtain a random permutation of indices [1,n] via the lexicographic ordering first on the value of the walk at a given time, and second on the time itself. We demonstrate that by rearranging the increments of a random walk bridge according to this quantile permutation, we obtain a Dyck path. Passing to a Brownian limit gives a novel proof and a generalization of a...