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On the convex hull of a Brownian excursion with parabolic drift

The solutions of Burgers equation with white noise initial velocity are closely connected to the convex hull of a Brownian excursion with parabolic drift . We derive from the law of the minimum [sigma] and the location [eta] of the minimum of s|->2es/s(1-s) a complete description of the convex hull . As an application, we determine the statistical properties of the Burgers turbulence on the circle.
Year of publication:
2003
Authors: Giraud, Christophe
Published in:
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 106.2003, 1, p. 41-62
Publisher: Elsevier
Keywords: Brownian excursion Convex hull Burgers turbulence Fragmentation
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10008874196
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