On the convex hull of a Brownian excursion with parabolic drift

Christophe Giraud

Stochastic Processes and their Applications, 2003, vol. 106, issue 1, 41-62

Abstract: 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.

Keywords: Brownian; excursion; Convex; hull; Burgers; turbulence; Fragmentation (search for similar items in EconPapers)
Date: 2003
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