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

Krzysztof Burdzy and Jaime San Martin

Stochastic Processes and their Applications, 1989, vol. 33, issue 1, 89-103

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/logx|| oscillates near 0 between 0 and infinity a.s.

Keywords: Brownian; motion; Brownian; convex; hull (search for similar items in EconPapers)
Date: 1989
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