Curvature of the convex hull of planar Brownian motion near its minimum point

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Authors

Burdzy, Krzysztof
San Martin, Jaime

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North-Holland (Elsevier)

Abstract

Let f be a (random) real-valued function whose graph represents the boundary of the convex hull of planar Brownian motion run until time 1 near its lowest point in a coordinate system so that f is non-negative and f(0) = 0. The ratio of f(x) and |x|/|log |x|| oscillates near 0 between 0 and infinity a.s.

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Citation

Burdzy, K. & J. San Martin. (1989). Curvature of the convex hull of planar Brownian motion. Stochastic Processes and Their Applications, 33(1), 89-103.

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